{"timestamp": "2026-11-12 12:28:31", "data": {"options": [{"option": "B1SPY261113C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0008, "gamma": -0.0001, "vega": -0.0012, "theta": 0.0057, "rho": 0.0, "theo": 0.9936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261113P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0001, "vega": 0.0012, "theta": -0.0057, "rho": -0.0001, "theo": 0.0059, "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": 0.00999999977648258}, {"option": "B1SPY261113C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.001, "gamma": -0.0001, "vega": -0.0014, "theta": 0.0062, "rho": 0.0, "theo": 0.9931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261113P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0001, "vega": 0.0014, "theta": -0.0062, "rho": -0.0001, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "B1SPY261113C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0013, "gamma": -0.0002, "vega": -0.0019, "theta": 0.0081, "rho": 0.0, "theo": 0.991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261113P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0002, "vega": 0.0019, "theta": -0.0081, "rho": -0.0001, "theo": 0.0085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "B1SPY261113C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0018, "gamma": -0.0003, "vega": -0.0025, "theta": 0.0104, "rho": 0.0, "theo": 0.9885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.92, "last_trade_time": "2026-11-09T11:04:03", "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261113P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0018, "gamma": 0.0003, "vega": 0.0025, "theta": -0.0104, "rho": -0.0001, "theo": 0.011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "B1SPY261113C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0027, "gamma": -0.0004, "vega": -0.0035, "theta": 0.0144, "rho": 0.0001, "theo": 0.9839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261113P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0027, "gamma": 0.0004, "vega": 0.0035, "theta": -0.0144, "rho": -0.0002, "theo": 0.0156, "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": 0.00999999977648258}, {"option": "B1SPY261113C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0044, "gamma": -0.0007, "vega": -0.0051, "theta": 0.0218, "rho": 0.0003, "theo": 0.975, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.985000014305115}, {"option": "B1SPY261113P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0044, "gamma": 0.0007, "vega": 0.0051, "theta": -0.0218, "rho": -0.0004, "theo": 0.0245, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "B1SPY261113C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0075, "gamma": -0.0011, "vega": -0.0075, "theta": 0.0345, "rho": 0.0005, "theo": 0.9578, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.57, "last_trade_time": "2026-11-06T10:26:26", "percent_change": 0.0, "prev_day_close": 0.974999994039536}, {"option": "B1SPY261113P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": -0.0075, "gamma": 0.0011, "vega": 0.0075, "theta": -0.0345, "rho": -0.0006, "theo": 0.0417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-10T12:16:19", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "B1SPY261113C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.0133, "gamma": -0.0017, "vega": -0.0107, "theta": 0.0554, "rho": 0.001, "theo": 0.9217, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-06T14:51:25", "percent_change": 0.0, "prev_day_close": 0.944999992847443}, {"option": "B1SPY261113P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0133, "gamma": 0.0017, "vega": 0.0107, "theta": -0.0554, "rho": -0.0011, "theo": 0.0778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.4, "last_trade_time": "2026-11-10T12:37:55", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "B1SPY261113C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0229, "gamma": -0.0025, "vega": -0.0135, "theta": 0.0776, "rho": 0.0018, "theo": 0.8549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.62, "last_trade_time": "2026-11-09T12:24:50", "percent_change": 0.0, "prev_day_close": 0.890000015497208}, {"option": "B1SPY261113P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0229, "gamma": 0.0025, "vega": 0.0135, "theta": -0.0776, "rho": -0.0019, "theo": 0.1446, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.104999996721745}, {"option": "B1SPY261113C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.0371, "gamma": -0.0026, "vega": -0.0126, "theta": 0.0776, "rho": 0.003, "theo": 0.732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-09T15:10:37", "percent_change": 0.0, "prev_day_close": 0.784999996423721}, {"option": "B1SPY261113P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0371, "gamma": 0.0026, "vega": 0.0126, "theta": -0.0776, "rho": -0.0031, "theo": 0.2675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.21000000089407}, {"option": "B1SPY261113C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 0.0507, "gamma": -0.0005, "vega": -0.0019, "theta": 0.0115, "rho": 0.0042, "theo": 0.5243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-10T10:04:12", "percent_change": 0.0, "prev_day_close": 0.569999992847443}, {"option": "B1SPY261113P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0507, "gamma": 0.0005, "vega": 0.0019, "theta": -0.0115, "rho": -0.0043, "theo": 0.4752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.429999992251396}, {"option": "B1SPY261113C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0456, "gamma": 0.0039, "vega": 0.0149, "theta": -0.076, "rho": 0.0038, "theo": 0.2656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.269999995827675}, {"option": "B1SPY261113P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0456, "gamma": -0.0039, "vega": -0.0149, "theta": 0.076, "rho": -0.0039, "theo": 0.7339, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.729999989271164}, {"option": "B1SPY261113C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0228, "gamma": 0.0044, "vega": 0.0172, "theta": -0.0593, "rho": 0.0019, "theo": 0.0875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "B1SPY261113P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0228, "gamma": -0.0044, "vega": -0.0172, "theta": 0.0593, "rho": -0.002, "theo": 0.912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.925000011920929}, {"option": "B1SPY261113C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0072, "gamma": 0.002, "vega": 0.0088, "theta": -0.0188, "rho": 0.0006, "theo": 0.0209, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T14:36:58", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "B1SPY261113P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0072, "gamma": -0.002, "vega": -0.0088, "theta": 0.0188, "rho": -0.0007, "theo": 0.9786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.985000014305115}, {"option": "B1SPY261113C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0009, "vega": 0.0045, "theta": -0.0086, "rho": 0.0002, "theo": 0.0091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "B1SPY261113P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.003, "gamma": -0.0009, "vega": -0.0045, "theta": 0.0086, "rho": -0.0004, "theo": 0.9904, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261113C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0004, "vega": 0.0026, "theta": -0.0049, "rho": 0.0001, "theo": 0.005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "B1SPY261113P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0016, "gamma": -0.0004, "vega": -0.0026, "theta": 0.0049, "rho": -0.0002, "theo": 0.9945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.995000004768372}, {"option": "B1SPY261120C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0028, "gamma": -0.0002, "vega": -0.0062, "theta": 0.0082, "rho": 0.0004, "theo": 0.9605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.985000014305115}, {"option": "B1SPY261120P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0028, "gamma": 0.0002, "vega": 0.0062, "theta": -0.0082, "rho": -0.0006, "theo": 0.0382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "B1SPY261120C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0035, "gamma": -0.0002, "vega": -0.0072, "theta": 0.0093, "rho": 0.0005, "theo": 0.9521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.974999994039536}, {"option": "B1SPY261120P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0002, "vega": 0.0072, "theta": -0.0093, "rho": -0.0008, "theo": 0.0466, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "B1SPY261120C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0044, "gamma": -0.0003, "vega": -0.0084, "theta": 0.0104, "rho": 0.0007, "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": 0.974999994039536}, {"option": "B1SPY261120P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0044, "gamma": 0.0003, "vega": 0.0084, "theta": -0.0104, "rho": -0.001, "theo": 0.0575, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "B1SPY261120C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0055, "gamma": -0.0003, "vega": -0.0098, "theta": 0.0116, "rho": 0.001, "theo": 0.9265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.96000000834465}, {"option": "B1SPY261120P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0003, "vega": 0.0098, "theta": -0.0116, "rho": -0.0013, "theo": 0.0722, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "B1SPY261120C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.007, "gamma": -0.0004, "vega": -0.0113, "theta": 0.0129, "rho": 0.0013, "theo": 0.9058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.944999992847443}, {"option": "B1SPY261120P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.007, "gamma": 0.0004, "vega": 0.0113, "theta": -0.0129, "rho": -0.0016, "theo": 0.0928, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "B1SPY261120C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.009, "gamma": -0.0005, "vega": -0.0126, "theta": 0.014, "rho": 0.0018, "theo": 0.8775, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.919999986886978}, {"option": "B1SPY261120P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.009, "gamma": 0.0005, "vega": 0.0126, "theta": -0.014, "rho": -0.0021, "theo": 0.1211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "B1SPY261120C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0115, "gamma": -0.0006, "vega": -0.0136, "theta": 0.0146, "rho": 0.0024, "theo": 0.839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.885000020265579}, {"option": "B1SPY261120P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0115, "gamma": 0.0006, "vega": 0.0136, "theta": -0.0146, "rho": -0.0027, "theo": 0.1597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "B1SPY261120C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0144, "gamma": -0.0006, "vega": -0.0137, "theta": 0.0142, "rho": 0.0031, "theo": 0.7868, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.840000003576279}, {"option": "B1SPY261120P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0144, "gamma": 0.0006, "vega": 0.0137, "theta": -0.0142, "rho": -0.0034, "theo": 0.2118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "B1SPY261120C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.0178, "gamma": -0.0006, "vega": -0.0123, "theta": 0.0122, "rho": 0.0039, "theo": 0.7181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-09T10:03:53", "percent_change": 0.0, "prev_day_close": 0.775000005960464}, {"option": "B1SPY261120P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0178, "gamma": 0.0006, "vega": 0.0123, "theta": -0.0122, "rho": -0.0042, "theo": 0.2805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "B1SPY261120C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0212, "gamma": -0.0004, "vega": -0.0085, "theta": 0.0081, "rho": 0.0047, "theo": 0.6298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.689999997615814}, {"option": "B1SPY261120P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0212, "gamma": 0.0004, "vega": 0.0085, "theta": -0.0081, "rho": -0.005, "theo": 0.3688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.310000002384186}, {"option": "B1SPY261120C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0238, "gamma": -0.0001, "vega": -0.0021, "theta": 0.0019, "rho": 0.0053, "theo": 0.5216, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.580000013113022}, {"option": "B1SPY261120P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0238, "gamma": 0.0001, "vega": 0.0021, "theta": -0.0019, "rho": -0.0056, "theo": 0.477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.420000001788139}, {"option": "B1SPY261120C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0245, "gamma": 0.0004, "vega": 0.0064, "theta": -0.0055, "rho": 0.0055, "theo": 0.3983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.439999997615814}, {"option": "B1SPY261120P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0245, "gamma": -0.0004, "vega": -0.0064, "theta": 0.0055, "rho": -0.0058, "theo": 0.6004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.560000002384186}, {"option": "B1SPY261120C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0224, "gamma": 0.0009, "vega": 0.0146, "theta": -0.0116, "rho": 0.005, "theo": 0.2726, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.299999997019768}, {"option": "B1SPY261120P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0224, "gamma": -0.0009, "vega": -0.0146, "theta": 0.0116, "rho": -0.0053, "theo": 0.7261, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.700000017881394}, {"option": "B1SPY261120C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0174, "gamma": 0.0012, "vega": 0.0191, "theta": -0.014, "rho": 0.0039, "theo": 0.1631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "B1SPY261120P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0174, "gamma": -0.0012, "vega": -0.0191, "theta": 0.014, "rho": -0.0042, "theo": 0.8355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.830000013113022}, {"option": "B1SPY261120C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0114, "gamma": 0.0011, "vega": 0.0182, "theta": -0.012, "rho": 0.0026, "theo": 0.085, "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": 0.0800000000745058}, {"option": "B1SPY261120P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0114, "gamma": -0.0011, "vega": -0.0182, "theta": 0.012, "rho": -0.0029, "theo": 0.9136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.91499999165535}, {"option": "B1SPY261120C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0064, "gamma": 0.0008, "vega": 0.0137, "theta": -0.0082, "rho": 0.0014, "theo": 0.04, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "B1SPY261120P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0064, "gamma": -0.0008, "vega": -0.0137, "theta": 0.0082, "rho": -0.0018, "theo": 0.9586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.965000003576279}, {"option": "B1SPY261127C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0035, "gamma": -0.0002, "vega": -0.009, "theta": 0.0061, "rho": 0.0009, "theo": 0.9367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.969999998807907}, {"option": "B1SPY261127P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0002, "vega": 0.009, "theta": -0.0061, "rho": -0.0014, "theo": 0.0611, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-06T13:17:11", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "B1SPY261127C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0042, "gamma": -0.0002, "vega": -0.0101, "theta": 0.0066, "rho": 0.0011, "theo": 0.9252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.965000003576279}, {"option": "B1SPY261127P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0042, "gamma": 0.0002, "vega": 0.0101, "theta": -0.0066, "rho": -0.0016, "theo": 0.0726, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "B1SPY261127C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0051, "gamma": -0.0002, "vega": -0.0113, "theta": 0.0071, "rho": 0.0015, "theo": 0.9105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.950000017881394}, {"option": "B1SPY261127P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0051, "gamma": 0.0002, "vega": 0.0113, "theta": -0.0071, "rho": -0.002, "theo": 0.0873, "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": 0.0449999989941716}, {"option": "B1SPY261127C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0062, "gamma": -0.0003, "vega": -0.0124, "theta": 0.0076, "rho": 0.0019, "theo": 0.8917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.935000002384186}, {"option": "B1SPY261127P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0062, "gamma": 0.0003, "vega": 0.0124, "theta": -0.0076, "rho": -0.0024, "theo": 0.1061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "B1SPY261127C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0075, "gamma": -0.0003, "vega": -0.0135, "theta": 0.0079, "rho": 0.0024, "theo": 0.8675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.91499999165535}, {"option": "B1SPY261127P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0075, "gamma": 0.0003, "vega": 0.0135, "theta": -0.0079, "rho": -0.0029, "theo": 0.1302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "B1SPY261127C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0091, "gamma": -0.0004, "vega": -0.0143, "theta": 0.0081, "rho": 0.003, "theo": 0.8372, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.890000015497208}, {"option": "B1SPY261127P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0091, "gamma": 0.0004, "vega": 0.0143, "theta": -0.0081, "rho": -0.0035, "theo": 0.1606, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "B1SPY261127C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0109, "gamma": -0.0004, "vega": -0.0146, "theta": 0.008, "rho": 0.0037, "theo": 0.7983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.854999989271164}, {"option": "B1SPY261127P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0109, "gamma": 0.0004, "vega": 0.0146, "theta": -0.008, "rho": -0.0042, "theo": 0.1995, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.139999996870756}, {"option": "B1SPY261127C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.013, "gamma": -0.0004, "vega": -0.014, "theta": 0.0074, "rho": 0.0045, "theo": 0.7495, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.58, "last_trade_time": "2026-11-05T11:17:51", "percent_change": 0.0, "prev_day_close": 0.810000002384186}, {"option": "B1SPY261127P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.013, "gamma": 0.0004, "vega": 0.014, "theta": -0.0074, "rho": -0.005, "theo": 0.2483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.189999997615814}, {"option": "B1SPY261127C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0153, "gamma": -0.0004, "vega": -0.0121, "theta": 0.0061, "rho": 0.0054, "theo": 0.6886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.754999995231628}, {"option": "B1SPY261127P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0153, "gamma": 0.0004, "vega": 0.0121, "theta": -0.0061, "rho": -0.0059, "theo": 0.3092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.239999994635582}, {"option": "B1SPY261127C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0175, "gamma": -0.0003, "vega": -0.0084, "theta": 0.004, "rho": 0.0062, "theo": 0.6143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.680000007152557}, {"option": "B1SPY261127P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0175, "gamma": 0.0003, "vega": 0.0084, "theta": -0.004, "rho": -0.0067, "theo": 0.3835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.320000007748604}, {"option": "B1SPY261127C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0193, "gamma": -0.0001, "vega": -0.0028, "theta": 0.0012, "rho": 0.007, "theo": 0.5263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.58500000834465}, {"option": "B1SPY261127P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0193, "gamma": 0.0001, "vega": 0.0028, "theta": -0.0012, "rho": -0.0074, "theo": 0.4715, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.409999996423721}, {"option": "B1SPY261127C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0201, "gamma": 0.0002, "vega": 0.0046, "theta": -0.002, "rho": 0.0073, "theo": 0.427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.469999998807907}, {"option": "B1SPY261127P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0201, "gamma": -0.0002, "vega": -0.0046, "theta": 0.002, "rho": -0.0078, "theo": 0.5707, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.530000001192093}, {"option": "B1SPY261127C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0194, "gamma": 0.0005, "vega": 0.0124, "theta": -0.0051, "rho": 0.0071, "theo": 0.3226, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.350000008940697}, {"option": "B1SPY261127P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0194, "gamma": -0.0005, "vega": -0.0124, "theta": 0.0051, "rho": -0.0076, "theo": 0.6752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.650000005960464}, {"option": "B1SPY261127C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0169, "gamma": 0.0007, "vega": 0.0185, "theta": -0.0072, "rho": 0.0062, "theo": 0.2238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "B1SPY261127P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0169, "gamma": -0.0007, "vega": -0.0185, "theta": 0.0072, "rho": -0.0067, "theo": 0.774, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.765000015497208}, {"option": "B1SPY261127C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0132, "gamma": 0.0008, "vega": 0.021, "theta": -0.0076, "rho": 0.0049, "theo": 0.1415, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.139999996870756}, {"option": "B1SPY261127P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0132, "gamma": -0.0008, "vega": -0.021, "theta": 0.0076, "rho": -0.0054, "theo": 0.8562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.859999984502792}, {"option": "B1SPY261127C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0091, "gamma": 0.0008, "vega": 0.0196, "theta": -0.0066, "rho": 0.0034, "theo": 0.0824, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "B1SPY261127P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0091, "gamma": -0.0008, "vega": -0.0196, "theta": 0.0066, "rho": -0.0039, "theo": 0.9154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.925000011920929}, {"option": "B1SPY261204C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0041, "gamma": -0.0001, "vega": -0.0108, "theta": 0.005, "rho": 0.0015, "theo": 0.9066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.950000017881394}, {"option": "B1SPY261204P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0041, "gamma": 0.0001, "vega": 0.0108, "theta": -0.005, "rho": -0.0022, "theo": 0.0903, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0449999989941716}, {"option": "B1SPY261204C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0048, "gamma": -0.0002, "vega": -0.0117, "theta": 0.0052, "rho": 0.0019, "theo": 0.8923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.935000002384186}, {"option": "B1SPY261204P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0048, "gamma": 0.0002, "vega": 0.0117, "theta": -0.0052, "rho": -0.0025, "theo": 0.1047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "B1SPY261204C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0055, "gamma": -0.0002, "vega": -0.0126, "theta": 0.0054, "rho": 0.0023, "theo": 0.8748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.925000011920929}, {"option": "B1SPY261204P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0002, "vega": 0.0126, "theta": -0.0054, "rho": -0.003, "theo": 0.1221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "B1SPY261204C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0064, "gamma": -0.0002, "vega": -0.0133, "theta": 0.0056, "rho": 0.0028, "theo": 0.8536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.905000001192093}, {"option": "B1SPY261204P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0064, "gamma": 0.0002, "vega": 0.0133, "theta": -0.0056, "rho": -0.0034, "theo": 0.1433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "B1SPY261204C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0075, "gamma": -0.0002, "vega": -0.0139, "theta": 0.0056, "rho": 0.0033, "theo": 0.8282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.885000020265579}, {"option": "B1SPY261204P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0075, "gamma": 0.0002, "vega": 0.0139, "theta": -0.0056, "rho": -0.004, "theo": 0.1687, "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": 0.109999999403954}, {"option": "B1SPY261204C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0087, "gamma": -0.0002, "vega": -0.0141, "theta": 0.0055, "rho": 0.004, "theo": 0.7973, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.859999984502792}, {"option": "B1SPY261204P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0087, "gamma": 0.0002, "vega": 0.0141, "theta": -0.0055, "rho": -0.0046, "theo": 0.1996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.139999996870756}, {"option": "B1SPY261204C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.01, "gamma": -0.0002, "vega": -0.0138, "theta": 0.0052, "rho": 0.0047, "theo": 0.7602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.825000017881394}, {"option": "B1SPY261204P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.01, "gamma": 0.0002, "vega": 0.0138, "theta": -0.0052, "rho": -0.0054, "theo": 0.2368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "B1SPY261204C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0114, "gamma": -0.0002, "vega": -0.0128, "theta": 0.0046, "rho": 0.0055, "theo": 0.7155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.784999996423721}, {"option": "B1SPY261204P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0114, "gamma": 0.0002, "vega": 0.0128, "theta": -0.0046, "rho": -0.0061, "theo": 0.2814, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.21000000089407}, {"option": "B1SPY261204C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.013, "gamma": -0.0002, "vega": -0.0108, "theta": 0.0038, "rho": 0.0063, "theo": 0.6626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-06T10:36:21", "percent_change": 0.0, "prev_day_close": 0.729999989271164}, {"option": "B1SPY261204P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.013, "gamma": 0.0002, "vega": 0.0108, "theta": -0.0038, "rho": -0.007, "theo": 0.3343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.264999993145466}, {"option": "B1SPY261204C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.0144, "gamma": -0.0002, "vega": -0.0076, "theta": 0.0025, "rho": 0.0071, "theo": 0.6004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-06T10:37:04", "percent_change": 0.0, "prev_day_close": 0.669999986886978}, {"option": "B1SPY261204P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0144, "gamma": 0.0002, "vega": 0.0076, "theta": -0.0025, "rho": -0.0078, "theo": 0.3965, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "B1SPY261204C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0156, "gamma": -0.0001, "vega": -0.0031, "theta": 0.001, "rho": 0.0077, "theo": 0.529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.590000003576279}, {"option": "B1SPY261204P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0156, "gamma": 0.0001, "vega": 0.0031, "theta": -0.001, "rho": -0.0084, "theo": 0.4679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.409999996423721}, {"option": "B1SPY261204C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0163, "gamma": 0.0001, "vega": 0.0026, "theta": -0.0008, "rho": 0.0082, "theo": 0.4495, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.49499998986721}, {"option": "B1SPY261204P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0163, "gamma": -0.0001, "vega": -0.0026, "theta": 0.0008, "rho": -0.0088, "theo": 0.5474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.499999985098839}, {"option": "B1SPY261204C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0162, "gamma": 0.0002, "vega": 0.0089, "theta": -0.0026, "rho": 0.0082, "theo": 0.3653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.394999995827675}, {"option": "B1SPY261204P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0162, "gamma": -0.0002, "vega": -0.0089, "theta": 0.0026, "rho": -0.0089, "theo": 0.6316, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.599999994039536}, {"option": "B1SPY261204C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0151, "gamma": 0.0004, "vega": 0.0147, "theta": -0.0041, "rho": 0.0077, "theo": 0.2817, "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": 0.295000001788139}, {"option": "B1SPY261204P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0151, "gamma": -0.0004, "vega": -0.0147, "theta": 0.0041, "rho": -0.0084, "theo": 0.7152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.700000017881394}, {"option": "B1SPY261204C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0132, "gamma": 0.0005, "vega": 0.0188, "theta": -0.005, "rho": 0.0067, "theo": 0.2053, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.200000002980232}, {"option": "B1SPY261204P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0132, "gamma": -0.0005, "vega": -0.0188, "theta": 0.005, "rho": -0.0074, "theo": 0.7916, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "B1SPY261204C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0107, "gamma": 0.0005, "vega": 0.0204, "theta": -0.0052, "rho": 0.0055, "theo": 0.1414, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.130000002682209}, {"option": "B1SPY261204P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0107, "gamma": -0.0005, "vega": -0.0204, "theta": 0.0052, "rho": -0.0061, "theo": 0.8556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.864999979734421}, {"option": "B1SPY261211C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0044, "gamma": -0.0001, "vega": -0.0117, "theta": 0.0041, "rho": 0.0021, "theo": 0.8778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.930000007152557}, {"option": "B1SPY261211P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0044, "gamma": 0.0001, "vega": 0.0117, "theta": -0.0041, "rho": -0.003, "theo": 0.1183, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "B1SPY261211C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.005, "gamma": -0.0001, "vega": -0.0123, "theta": 0.0042, "rho": 0.0025, "theo": 0.8618, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.91499999165535}, {"option": "B1SPY261211P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0001, "vega": 0.0123, "theta": -0.0042, "rho": -0.0034, "theo": 0.1342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "B1SPY261211C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0056, "gamma": -0.0001, "vega": -0.0129, "theta": 0.0043, "rho": 0.003, "theo": 0.8431, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.905000001192093}, {"option": "B1SPY261211P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0056, "gamma": 0.0001, "vega": 0.0129, "theta": -0.0043, "rho": -0.0039, "theo": 0.1529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0949999988079071}, {"option": "B1SPY261211C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0064, "gamma": -0.0001, "vega": -0.0133, "theta": 0.0043, "rho": 0.0035, "theo": 0.8213, "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": 0.885000020265579}, {"option": "B1SPY261211P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0064, "gamma": 0.0001, "vega": 0.0133, "theta": -0.0043, "rho": -0.0044, "theo": 0.1747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "B1SPY261211C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0072, "gamma": -0.0002, "vega": -0.0134, "theta": 0.0042, "rho": 0.0041, "theo": 0.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.859999984502792}, {"option": "B1SPY261211P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0072, "gamma": 0.0002, "vega": 0.0134, "theta": -0.0042, "rho": -0.005, "theo": 0.2006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "B1SPY261211C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0081, "gamma": -0.0002, "vega": -0.0133, "theta": 0.004, "rho": 0.0047, "theo": 0.7656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.83500000834465}, {"option": "B1SPY261211P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0081, "gamma": 0.0002, "vega": 0.0133, "theta": -0.004, "rho": -0.0056, "theo": 0.2305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "B1SPY261211C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0091, "gamma": -0.0002, "vega": -0.0127, "theta": 0.0037, "rho": 0.0054, "theo": 0.7306, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.799999982118606}, {"option": "B1SPY261211P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0091, "gamma": 0.0002, "vega": 0.0127, "theta": -0.0037, "rho": -0.0063, "theo": 0.2655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.189999997615814}, {"option": "B1SPY261211C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0101, "gamma": -0.0002, "vega": -0.0115, "theta": 0.0033, "rho": 0.0062, "theo": 0.6898, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.759999990463257}, {"option": "B1SPY261211P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0101, "gamma": 0.0002, "vega": 0.0115, "theta": -0.0033, "rho": -0.007, "theo": 0.3062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "B1SPY261211C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0112, "gamma": -0.0001, "vega": -0.0096, "theta": 0.0026, "rho": 0.0069, "theo": 0.6431, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.715000003576279}, {"option": "B1SPY261211P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0112, "gamma": 0.0001, "vega": 0.0096, "theta": -0.0026, "rho": -0.0078, "theo": 0.3529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "B1SPY261211C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0122, "gamma": -0.0001, "vega": -0.0069, "theta": 0.0018, "rho": 0.0076, "theo": 0.5897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.659999996423721}, {"option": "B1SPY261211P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0122, "gamma": 0.0001, "vega": 0.0069, "theta": -0.0018, "rho": -0.0085, "theo": 0.4064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.340000003576279}, {"option": "B1SPY261211C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.0131, "gamma": 0.0, "vega": -0.0032, "theta": 0.0008, "rho": 0.0082, "theo": 0.5294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.38, "last_trade_time": "2026-11-06T10:36:38", "percent_change": 0.0, "prev_day_close": 0.590000003576279}, {"option": "B1SPY261211P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0131, "gamma": 0.0, "vega": 0.0032, "theta": -0.0008, "rho": -0.0091, "theo": 0.4666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.409999996423721}, {"option": "B1SPY261211C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0136, "gamma": 0.0, "vega": 0.0013, "theta": -0.0003, "rho": 0.0087, "theo": 0.4634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.509999990463257}, {"option": "B1SPY261211P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0136, "gamma": 0.0, "vega": -0.0013, "theta": 0.0003, "rho": -0.0095, "theo": 0.5327, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.484999999403954}, {"option": "B1SPY261211C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0137, "gamma": 0.0001, "vega": 0.0064, "theta": -0.0015, "rho": 0.0088, "theo": 0.3934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.424999997019768}, {"option": "B1SPY261211P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0137, "gamma": -0.0001, "vega": -0.0064, "theta": 0.0015, "rho": -0.0097, "theo": 0.6027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.569999992847443}, {"option": "B1SPY261211C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0133, "gamma": 0.0002, "vega": 0.0114, "theta": -0.0026, "rho": 0.0086, "theo": 0.3223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.340000003576279}, {"option": "B1SPY261211P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0133, "gamma": -0.0002, "vega": -0.0114, "theta": 0.0026, "rho": -0.0094, "theo": 0.6737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.659999996423721}, {"option": "B1SPY261211C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0122, "gamma": 0.0003, "vega": 0.0156, "theta": -0.0034, "rho": 0.0079, "theo": 0.2543, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.259999997913837}, {"option": "B1SPY261211P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0122, "gamma": -0.0003, "vega": -0.0156, "theta": 0.0034, "rho": -0.0088, "theo": 0.7418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.740000009536743}, {"option": "B1SPY261211C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0107, "gamma": 0.0004, "vega": 0.0184, "theta": -0.0039, "rho": 0.007, "theo": 0.1928, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.189999997615814}, {"option": "B1SPY261211P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0107, "gamma": -0.0004, "vega": -0.0184, "theta": 0.0039, "rho": -0.0079, "theo": 0.8033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.810000002384186}, {"option": "B1SPY261224C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0046, "gamma": -0.0001, "vega": -0.0126, "theta": 0.003, "rho": 0.0034, "theo": 0.8375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.905000001192093}, {"option": "B1SPY261224P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0046, "gamma": 0.0001, "vega": 0.0126, "theta": -0.003, "rho": -0.0046, "theo": 0.1568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "B1SPY261224C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0051, "gamma": -0.0001, "vega": -0.013, "theta": 0.003, "rho": 0.0039, "theo": 0.8199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.890000015497208}, {"option": "B1SPY261224P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0051, "gamma": 0.0001, "vega": 0.013, "theta": -0.003, "rho": -0.0051, "theo": 0.1744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0999999977648258}, {"option": "B1SPY261224C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0057, "gamma": -0.0001, "vega": -0.0132, "theta": 0.003, "rho": 0.0044, "theo": 0.7995, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.879999995231628}, {"option": "B1SPY261224P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0057, "gamma": 0.0001, "vega": 0.0132, "theta": -0.003, "rho": -0.0057, "theo": 0.1947, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.120000001043081}, {"option": "B1SPY261224C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0063, "gamma": -0.0001, "vega": -0.0132, "theta": 0.0029, "rho": 0.005, "theo": 0.7765, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.859999984502792}, {"option": "B1SPY261224P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0063, "gamma": 0.0001, "vega": 0.0132, "theta": -0.0029, "rho": -0.0063, "theo": 0.2177, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.139999996870756}, {"option": "B1SPY261224C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0069, "gamma": -0.0001, "vega": -0.0129, "theta": 0.0028, "rho": 0.0056, "theo": 0.7505, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.83500000834465}, {"option": "B1SPY261224P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0069, "gamma": 0.0001, "vega": 0.0129, "theta": -0.0028, "rho": -0.0069, "theo": 0.2438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "B1SPY261224C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0076, "gamma": -0.0001, "vega": -0.0124, "theta": 0.0026, "rho": 0.0063, "theo": 0.7211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.810000002384186}, {"option": "B1SPY261224P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0076, "gamma": 0.0001, "vega": 0.0124, "theta": -0.0026, "rho": -0.0076, "theo": 0.2732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.184999994933605}, {"option": "B1SPY261224C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0083, "gamma": -0.0001, "vega": -0.0114, "theta": 0.0023, "rho": 0.0071, "theo": 0.6877, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.780000001192093}, {"option": "B1SPY261224P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0083, "gamma": 0.0001, "vega": 0.0114, "theta": -0.0023, "rho": -0.0083, "theo": 0.3066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.21000000089407}, {"option": "B1SPY261224C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.009, "gamma": -0.0001, "vega": -0.01, "theta": 0.002, "rho": 0.0078, "theo": 0.6501, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-06T10:32:38", "percent_change": 0.0, "prev_day_close": 0.745000004768372}, {"option": "B1SPY261224P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.009, "gamma": 0.0001, "vega": 0.01, "theta": -0.002, "rho": -0.0091, "theo": 0.3442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.250000007450581}, {"option": "B1SPY261224C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0097, "gamma": -0.0001, "vega": -0.008, "theta": 0.0015, "rho": 0.0086, "theo": 0.608, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.700000017881394}, {"option": "B1SPY261224P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0097, "gamma": 0.0001, "vega": 0.008, "theta": -0.0015, "rho": -0.0098, "theo": 0.3863, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.290000006556511}, {"option": "B1SPY261224C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0104, "gamma": -0.0001, "vega": -0.0054, "theta": 0.001, "rho": 0.0092, "theo": 0.5612, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.650000005960464}, {"option": "B1SPY261224P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0104, "gamma": 0.0001, "vega": 0.0054, "theta": -0.001, "rho": -0.0105, "theo": 0.4331, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.340000003576279}, {"option": "B1SPY261224C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.011, "gamma": 0.0, "vega": -0.0022, "theta": 0.0004, "rho": 0.0098, "theo": 0.5098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.599999994039536}, {"option": "B1SPY261224P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.011, "gamma": 0.0, "vega": 0.0022, "theta": -0.0004, "rho": -0.0111, "theo": 0.4845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.399999991059303}, {"option": "B1SPY261224C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0113, "gamma": 0.0, "vega": 0.0017, "theta": -0.0003, "rho": 0.0102, "theo": 0.4544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.530000001192093}, {"option": "B1SPY261224P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0113, "gamma": 0.0, "vega": -0.0017, "theta": 0.0003, "rho": -0.0115, "theo": 0.5399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.465000003576279}, {"option": "B1SPY261224C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0114, "gamma": 0.0001, "vega": 0.0058, "theta": -0.001, "rho": 0.0104, "theo": 0.3961, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.459999993443489}, {"option": "B1SPY261224P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0114, "gamma": -0.0001, "vega": -0.0058, "theta": 0.001, "rho": -0.0117, "theo": 0.5982, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.53999999165535}, {"option": "B1SPY261224C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0112, "gamma": 0.0001, "vega": 0.0101, "theta": -0.0016, "rho": 0.0103, "theo": 0.3368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.38000001013279}, {"option": "B1SPY261224P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0112, "gamma": -0.0001, "vega": -0.0101, "theta": 0.0016, "rho": -0.0115, "theo": 0.6575, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.609999984502792}, {"option": "B1SPY261224C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0106, "gamma": 0.0002, "vega": 0.0139, "theta": -0.0021, "rho": 0.0098, "theo": 0.2788, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.310000002384186}, {"option": "B1SPY261224P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0106, "gamma": -0.0002, "vega": -0.0139, "theta": 0.0021, "rho": -0.0111, "theo": 0.7155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.685000002384186}, {"option": "B1SPY261224C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0097, "gamma": 0.0002, "vega": 0.0169, "theta": -0.0025, "rho": 0.009, "theo": 0.2244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.239999994635582}, {"option": "B1SPY261224P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0097, "gamma": -0.0002, "vega": -0.0169, "theta": 0.0025, "rho": -0.0103, "theo": 0.7699, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.75}, {"option": "SPY261111C00550000", "bid": 209.96, "bid_size": 1.0, "ask": 210.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 3.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 210.2, "change": 11.015, "open": 210.27, "high": 210.27, "low": 210.27, "tick": "up", "last_trade_price": 210.27, "last_trade_time": "2026-11-11T15:12:47", "percent_change": 5.52809, "prev_day_close": 199.255004882812}, {"option": "SPY261111P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 3461.0, "iv": 0.0, "open_interest": 297.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:54:24", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00555000", "bid": 204.96, "bid_size": 1.0, "ask": 205.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 205.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.159996032715}, {"option": "SPY261111P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 523.0, "iv": 0.0, "open_interest": 1039.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:20:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00560000", "bid": 199.96, "bid_size": 1.0, "ask": 200.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 200.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.25}, {"option": "SPY261111P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 523.0, "iv": 0.0, "open_interest": 752.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-06T10:29:26", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00565000", "bid": 194.96, "bid_size": 1.0, "ask": 195.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 195.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.25}, {"option": "SPY261111P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 777.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:59:51", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00570000", "bid": 189.96, "bid_size": 1.0, "ask": 190.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 190.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.175003051758}, {"option": "SPY261111P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 648.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:36:34", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00575000", "bid": 184.96, "bid_size": 1.0, "ask": 185.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 185.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 176.71, "last_trade_time": "2026-11-10T10:10:04", "percent_change": 0.0, "prev_day_close": 174.25}, {"option": "SPY261111P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 1239.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:00:18", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00580000", "bid": 179.96, "bid_size": 1.0, "ask": 180.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 180.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.254997253418}, {"option": "SPY261111P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 687.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T12:01:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00585000", "bid": 174.96, "bid_size": 1.0, "ask": 175.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 175.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.255004882812}, {"option": "SPY261111P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 1014.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:47:59", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00590000", "bid": 169.96, "bid_size": 1.0, "ask": 170.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 170.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.255004882812}, {"option": "SPY261111P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 1211.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T16:04:19", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00595000", "bid": 164.96, "bid_size": 1.0, "ask": 165.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 165.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.26000213623}, {"option": "SPY261111P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 341.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:36:57", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00600000", "bid": 159.96, "bid_size": 1.0, "ask": 160.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 13.0, "volume": 4.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 160.2, "change": 13.065, "open": 162.31, "high": 162.31, "low": 162.31, "tick": "up", "last_trade_price": 162.31, "last_trade_time": "2026-11-11T13:48:56", "percent_change": 8.75406, "prev_day_close": 149.245002746582}, {"option": "SPY261111P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 556.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-06T16:13:31", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00605000", "bid": 154.96, "bid_size": 1.0, "ask": 155.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 155.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 131.71, "last_trade_time": "2026-11-06T12:49:47", "percent_change": 0.0, "prev_day_close": 144.245002746582}, {"option": "SPY261111P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 480.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:16:31", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00610000", "bid": 149.96, "bid_size": 1.0, "ask": 150.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 150.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.254997253418}, {"option": "SPY261111P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 510.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:07:42", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00615000", "bid": 144.96, "bid_size": 1.0, "ask": 145.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 18.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 145.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 133.46, "last_trade_time": "2026-11-10T15:19:20", "percent_change": 0.0, "prev_day_close": 134.654998779297}, {"option": "SPY261111P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 523.0, "iv": 0.0, "open_interest": 369.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:36:06", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00620000", "bid": 139.9, "bid_size": 1.0, "ask": 140.47, "ask_size": 1.0, "iv": 0.0, "open_interest": 10.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 140.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 128.49, "last_trade_time": "2026-11-10T14:31:53", "percent_change": 0.0, "prev_day_close": 129.255001068115}, {"option": "SPY261111P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 1219.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:00:27", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00625000", "bid": 134.97, "bid_size": 1.0, "ask": 135.45, "ask_size": 1.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 135.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 123.37, "last_trade_time": "2026-11-10T15:01:25", "percent_change": 0.0, "prev_day_close": 124.255001068115}, {"option": "SPY261111P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 798.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T15:56:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00630000", "bid": 129.98, "bid_size": 1.0, "ask": 130.49, "ask_size": 1.0, "iv": 0.0, "open_interest": 14.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 130.2, "change": 10.78, "open": 130.03, "high": 130.03, "low": 130.03, "tick": "up", "last_trade_price": 130.03, "last_trade_time": "2026-11-11T12:06:54", "percent_change": 9.03983, "prev_day_close": 119.25}, {"option": "SPY261111P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 395.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:12:55", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00635000", "bid": 124.96, "bid_size": 1.0, "ask": 125.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 8.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 125.2, "change": 10.825, "open": 125.08, "high": 125.08, "low": 125.08, "tick": "up", "last_trade_price": 125.08, "last_trade_time": "2026-11-11T12:06:54", "percent_change": 9.47442, "prev_day_close": 114.255001068115}, {"option": "SPY261111P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 468.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:30:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00640000", "bid": 119.93, "bid_size": 1.0, "ask": 120.46, "ask_size": 1.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 120.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 108.69, "last_trade_time": "2026-11-10T14:44:26", "percent_change": 0.0, "prev_day_close": 109.255001068115}, {"option": "SPY261111P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 0.0, "open_interest": 1490.0, "volume": 5.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:42:01", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00645000", "bid": 114.96, "bid_size": 1.0, "ask": 115.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 115.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 103.3, "last_trade_time": "2026-11-10T14:17:22", "percent_change": 0.0, "prev_day_close": 104.255001068115}, {"option": "SPY261111P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 370.0, "iv": 0.0, "open_interest": 778.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T15:53:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00650000", "bid": 109.96, "bid_size": 1.0, "ask": 110.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 110.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.66, "last_trade_time": "2026-11-10T14:44:38", "percent_change": 0.0, "prev_day_close": 99.6000022888184}, {"option": "SPY261111P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 360.0, "iv": 0.0, "open_interest": 385.0, "volume": 15.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:18:11", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00655000", "bid": 104.97, "bid_size": 1.0, "ask": 105.46, "ask_size": 1.0, "iv": 0.0, "open_interest": 13.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 105.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.71, "last_trade_time": "2026-11-10T14:44:50", "percent_change": 0.0, "prev_day_close": 94.2550010681152}, {"option": "SPY261111P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 371.0, "iv": 0.0, "open_interest": 383.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:02:34", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00660000", "bid": 99.96, "bid_size": 1.0, "ask": 100.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 9.0, "volume": 3.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 100.2, "change": 12.585, "open": 101.86, "high": 101.86, "low": 101.83, "tick": "up", "last_trade_price": 101.84, "last_trade_time": "2026-11-11T13:39:39", "percent_change": 14.1, "prev_day_close": 89.2550010681152}, {"option": "SPY261111P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 371.0, "iv": 8.2098, "open_interest": 820.0, "volume": 18.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:59", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00665000", "bid": 94.96, "bid_size": 1.0, "ask": 95.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 95.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 83.68, "last_trade_time": "2026-11-10T14:32:49", "percent_change": 0.0, "prev_day_close": 84.2600021362305}, {"option": "SPY261111P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 370.0, "iv": 7.8014, "open_interest": 193.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T13:34:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00670000", "bid": 89.96, "bid_size": 1.0, "ask": 90.51, "ask_size": 1.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 90.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 80.05, "last_trade_time": "2026-11-10T14:32:37", "percent_change": 0.0, "prev_day_close": 79.25}, {"option": "SPY261111P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 370.0, "iv": 7.3948, "open_interest": 982.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:45:12", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00675000", "bid": 84.98, "bid_size": 1.0, "ask": 85.42, "ask_size": 1.0, "iv": 0.0, "open_interest": 17.0, "volume": 4.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 85.2, "change": 12.54, "open": 80.27, "high": 87.17, "low": 80.27, "tick": "up", "last_trade_price": 87.17, "last_trade_time": "2026-11-11T13:36:20", "percent_change": 16.8029, "prev_day_close": 74.629997253418}, {"option": "SPY261111P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 369.0, "iv": 6.9898, "open_interest": 3337.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:53:11", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00680000", "bid": 79.98, "bid_size": 10.0, "ask": 80.33, "ask_size": 10.0, "iv": 0.0, "open_interest": 14.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 80.2, "change": 12.83, "open": 82.09, "high": 82.09, "low": 82.09, "tick": "up", "last_trade_price": 82.09, "last_trade_time": "2026-11-11T13:34:42", "percent_change": 18.5244, "prev_day_close": 69.2599983215332}, {"option": "SPY261111P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 369.0, "iv": 6.5864, "open_interest": 631.0, "volume": 13.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:35", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00685000", "bid": 75.0, "bid_size": 12.0, "ask": 75.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 16.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 75.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 63.47, "last_trade_time": "2026-11-10T14:29:35", "percent_change": 0.0, "prev_day_close": 64.25}, {"option": "SPY261111P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 371.0, "iv": 6.1844, "open_interest": 561.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:09:11", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00690000", "bid": 70.03, "bid_size": 12.0, "ask": 70.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 16.0, "volume": 12.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 70.2, "change": 10.635, "open": 66.41, "high": 69.95, "low": 66.25, "tick": "up", "last_trade_price": 69.95, "last_trade_time": "2026-11-11T15:24:44", "percent_change": 17.9297, "prev_day_close": 59.3150005340576}, {"option": "SPY261111P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 364.0, "iv": 5.7837, "open_interest": 1999.0, "volume": 6.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:38", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00695000", "bid": 65.0, "bid_size": 12.0, "ask": 65.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 25.0, "volume": 2.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 65.2, "change": 10.725, "open": 60.76, "high": 64.98, "low": 60.76, "tick": "up", "last_trade_price": 64.98, "last_trade_time": "2026-11-11T15:25:05", "percent_change": 19.7678, "prev_day_close": 54.2550010681152}, {"option": "SPY261111P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 364.0, "iv": 5.3841, "open_interest": 1901.0, "volume": 7.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:41", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111C00700000", "bid": 60.03, "bid_size": 12.0, "ask": 60.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 13.0, "volume": 182.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 60.2, "change": 10.65, "open": 56.7, "high": 62.31, "low": 56.7, "tick": "down", "last_trade_price": 59.73, "last_trade_time": "2026-11-11T16:03:57", "percent_change": 21.6993, "prev_day_close": 49.0799999237061}, {"option": "SPY261111P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1186.0, "iv": 4.9854, "open_interest": 4856.0, "volume": 133.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:44:41", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00701000", "bid": 59.03, "bid_size": 12.0, "ask": 59.37, "ask_size": 12.0, "iv": 0.0, "open_interest": 9.0, "volume": 4.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 59.2, "change": 9.92, "open": 58.1, "high": 58.18, "low": 58.1, "tick": "up", "last_trade_price": 58.18, "last_trade_time": "2026-11-11T11:27:44", "percent_change": 20.5553, "prev_day_close": 48.2600002288818}, {"option": "SPY261111P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 906.0, "iv": 4.9057, "open_interest": 1009.0, "volume": 3.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:33:20", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00702000", "bid": 58.03, "bid_size": 12.0, "ask": 58.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 25.0, "volume": 2.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 58.2, "change": 11.835, "open": 55.97, "high": 59.27, "low": 55.97, "tick": "up", "last_trade_price": 59.27, "last_trade_time": "2026-11-11T12:43:30", "percent_change": 24.9499, "prev_day_close": 47.4349994659424}, {"option": "SPY261111P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 905.0, "iv": 4.8261, "open_interest": 1370.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T14:05:34", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00703000", "bid": 57.01, "bid_size": 12.0, "ask": 57.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 40.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 57.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.23, "last_trade_time": "2026-11-10T14:48:54", "percent_change": 0.0, "prev_day_close": 46.2600002288818}, {"option": "SPY261111P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 905.0, "iv": 4.7465, "open_interest": 1270.0, "volume": 500.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:31:57", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00704000", "bid": 56.03, "bid_size": 12.0, "ask": 56.37, "ask_size": 12.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 56.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 45.27, "last_trade_time": "2026-11-10T14:48:43", "percent_change": 0.0, "prev_day_close": 45.2649993896484}, {"option": "SPY261111P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 355.0, "iv": 4.6669, "open_interest": 803.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:07:35", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00705000", "bid": 54.99, "bid_size": 12.0, "ask": 55.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 80.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 55.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.2, "last_trade_time": "2026-11-10T14:48:31", "percent_change": 0.0, "prev_day_close": 44.2600002288818}, {"option": "SPY261111P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 903.0, "iv": 4.5873, "open_interest": 1015.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T16:07:26", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00706000", "bid": 53.99, "bid_size": 12.0, "ask": 54.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 15.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 54.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.82, "last_trade_time": "2026-11-10T14:46:33", "percent_change": 0.0, "prev_day_close": 43.2700004577637}, {"option": "SPY261111P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 355.0, "iv": 4.5078, "open_interest": 916.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:46:26", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00707000", "bid": 52.99, "bid_size": 12.0, "ask": 53.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 10.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 53.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.46, "last_trade_time": "2026-11-10T14:52:21", "percent_change": 0.0, "prev_day_close": 42.269998550415}, {"option": "SPY261111P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 361.0, "iv": 4.4282, "open_interest": 991.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:30:10", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00708000", "bid": 52.03, "bid_size": 12.0, "ask": 52.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 52.2, "change": 8.71, "open": 49.97, "high": 49.97, "low": 49.97, "tick": "up", "last_trade_price": 49.97, "last_trade_time": "2026-11-11T10:54:25", "percent_change": 21.11, "prev_day_close": 41.2600002288818}, {"option": "SPY261111P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 354.0, "iv": 4.3487, "open_interest": 1937.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:40:05", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00709000", "bid": 50.99, "bid_size": 12.0, "ask": 51.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 8.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 51.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.33, "last_trade_time": "2026-11-10T14:51:43", "percent_change": 0.0, "prev_day_close": 40.2700004577637}, {"option": "SPY261111P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 354.0, "iv": 4.2692, "open_interest": 1249.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:02:02", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00710000", "bid": 49.99, "bid_size": 12.0, "ask": 50.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 88.0, "volume": 2.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 50.2, "change": 10.785, "open": 45.75, "high": 49.96, "low": 45.75, "tick": "up", "last_trade_price": 49.96, "last_trade_time": "2026-11-11T16:04:54", "percent_change": 27.5303, "prev_day_close": 39.1750011444092}, {"option": "SPY261111P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 362.0, "iv": 4.1896, "open_interest": 3842.0, "volume": 20.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:56", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00711000", "bid": 49.03, "bid_size": 12.0, "ask": 49.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 12.0, "volume": 22.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 49.2, "change": 6.735, "open": 45.0, "high": 45.0, "low": 45.0, "tick": "no_change", "last_trade_price": 45.0, "last_trade_time": "2026-11-11T10:25:05", "percent_change": 17.6009, "prev_day_close": 38.2649993896484}, {"option": "SPY261111P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 357.0, "iv": 4.1101, "open_interest": 1451.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:30:03", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00712000", "bid": 47.99, "bid_size": 12.0, "ask": 48.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 15.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 48.2, "change": 6.74, "open": 44.0, "high": 44.0, "low": 44.0, "tick": "up", "last_trade_price": 44.0, "last_trade_time": "2026-11-11T10:25:05", "percent_change": 18.0891, "prev_day_close": 37.2600002288818}, {"option": "SPY261111P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 357.0, "iv": 4.0306, "open_interest": 1213.0, "volume": 18.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:49:18", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00713000", "bid": 46.99, "bid_size": 12.0, "ask": 47.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 9.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 47.2, "change": 6.735, "open": 43.0, "high": 43.0, "low": 43.0, "tick": "up", "last_trade_price": 43.0, "last_trade_time": "2026-11-11T10:25:05", "percent_change": 18.5716, "prev_day_close": 36.2649993896484}, {"option": "SPY261111P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 356.0, "iv": 3.9511, "open_interest": 722.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:30:01", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00714000", "bid": 46.0, "bid_size": 12.0, "ask": 46.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 18.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 46.2, "change": 6.74, "open": 42.0, "high": 42.0, "low": 42.0, "tick": "up", "last_trade_price": 42.0, "last_trade_time": "2026-11-11T10:25:05", "percent_change": 19.1151, "prev_day_close": 35.2600002288818}, {"option": "SPY261111P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 355.0, "iv": 3.8716, "open_interest": 1979.0, "volume": 1201.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:02:02", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00715000", "bid": 45.03, "bid_size": 12.0, "ask": 45.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 33.0, "volume": 6.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 45.2, "change": 10.48, "open": 45.56, "high": 45.56, "low": 45.16, "tick": "down", "last_trade_price": 45.16, "last_trade_time": "2026-11-11T15:15:14", "percent_change": 30.2191, "prev_day_close": 34.6800003051758}, {"option": "SPY261111P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 351.0, "iv": 3.7921, "open_interest": 2448.0, "volume": 6.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:35:44", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00716000", "bid": 44.03, "bid_size": 12.0, "ask": 44.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 31.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 44.2, "change": 10.575, "open": 43.84, "high": 43.84, "low": 43.84, "tick": "up", "last_trade_price": 43.84, "last_trade_time": "2026-11-11T15:52:55", "percent_change": 31.7902, "prev_day_close": 33.2650003433228}, {"option": "SPY261111P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 353.0, "iv": 3.7126, "open_interest": 6180.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:00:12", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00717000", "bid": 43.03, "bid_size": 12.0, "ask": 43.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 14.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 43.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.32, "last_trade_time": "2026-11-10T15:41:06", "percent_change": 0.0, "prev_day_close": 32.2699995040894}, {"option": "SPY261111P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 351.0, "iv": 3.633, "open_interest": 1864.0, "volume": 305.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:01:51", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00718000", "bid": 42.03, "bid_size": 12.0, "ask": 42.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 16.0, "volume": 23.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 42.2, "change": 9.05, "open": 38.0, "high": 40.64, "low": 38.0, "tick": "no_change", "last_trade_price": 40.32, "last_trade_time": "2026-11-11T11:03:17", "percent_change": 28.9415, "prev_day_close": 31.2699995040894}, {"option": "SPY261111P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 351.0, "iv": 3.5535, "open_interest": 606.0, "volume": 100.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:02:02", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00719000", "bid": 40.99, "bid_size": 12.0, "ask": 41.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 11.0, "volume": 1.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 41.2, "change": 6.345, "open": 37.0, "high": 37.0, "low": 37.0, "tick": "up", "last_trade_price": 37.0, "last_trade_time": "2026-11-11T10:25:05", "percent_change": 20.6981, "prev_day_close": 30.6549997329712}, {"option": "SPY261111P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 349.0, "iv": 3.4739, "open_interest": 487.0, "volume": 27.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:35:06", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111C00720000", "bid": 39.99, "bid_size": 12.0, "ask": 40.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 20.0, "volume": 23.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 40.2, "change": 10.735, "open": 38.31, "high": 40.01, "low": 38.31, "tick": "up", "last_trade_price": 40.01, "last_trade_time": "2026-11-11T16:05:14", "percent_change": 36.6695, "prev_day_close": 29.2749996185303}, {"option": "SPY261111P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 443.0, "iv": 3.3943, "open_interest": 7482.0, "volume": 26.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:25:32", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261111C00721000", "bid": 38.99, "bid_size": 12.0, "ask": 39.34, "ask_size": 12.0, "iv": 0.0, "open_interest": 7.0, "volume": 8.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 39.2, "change": 6.725, "open": 35.0, "high": 35.0, "low": 35.0, "tick": "up", "last_trade_price": 35.0, "last_trade_time": "2026-11-11T10:25:04", "percent_change": 23.7843, "prev_day_close": 28.2749996185303}, {"option": "SPY261111P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 348.0, "iv": 3.3147, "open_interest": 2561.0, "volume": 609.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:57:06", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261111C00722000", "bid": 38.03, "bid_size": 12.0, "ask": 38.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 38.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.42, "last_trade_time": "2026-11-10T14:25:41", "percent_change": 0.0, "prev_day_close": 27.2749996185303}, {"option": "SPY261111P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 364.0, "iv": 3.235, "open_interest": 1863.0, "volume": 294.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:11:37", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261111C00723000", "bid": 37.03, "bid_size": 12.0, "ask": 37.37, "ask_size": 12.0, "iv": 0.0, "open_interest": 11.0, "volume": 8.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 37.2, "change": 8.96, "open": 35.4, "high": 35.4, "low": 35.22, "tick": "up", "last_trade_price": 35.24, "last_trade_time": "2026-11-11T11:07:56", "percent_change": 34.0944, "prev_day_close": 26.2799997329712}, {"option": "SPY261111P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 357.0, "iv": 3.1553, "open_interest": 922.0, "volume": 328.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:57:43", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261111C00724000", "bid": 36.03, "bid_size": 12.0, "ask": 36.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 10.0, "volume": 22.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 36.2, "change": 11.13, "open": 33.99, "high": 36.4, "low": 33.92, "tick": "no_change", "last_trade_price": 36.4, "last_trade_time": "2026-11-11T14:35:25", "percent_change": 44.0443, "prev_day_close": 25.2700004577637}, {"option": "SPY261111P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 392.0, "iv": 3.0756, "open_interest": 2045.0, "volume": 20.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:04:37", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261111C00725000", "bid": 35.03, "bid_size": 12.0, "ask": 35.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 31.0, "volume": 9.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 35.2, "change": 8.875, "open": 32.04, "high": 33.44, "low": 32.04, "tick": "up", "last_trade_price": 33.28, "last_trade_time": "2026-11-11T11:07:56", "percent_change": 36.3655, "prev_day_close": 24.4050006866455}, {"option": "SPY261111P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 353.0, "iv": 2.9958, "open_interest": 2390.0, "volume": 142.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.025, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:41:05", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261111C00726000", "bid": 34.03, "bid_size": 12.0, "ask": 34.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 36.0, "volume": 22.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 34.2, "change": 11.125, "open": 32.03, "high": 34.41, "low": 31.96, "tick": "up", "last_trade_price": 34.41, "last_trade_time": "2026-11-11T14:35:13", "percent_change": 47.7775, "prev_day_close": 23.2849998474121}, {"option": "SPY261111P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 353.0, "iv": 2.916, "open_interest": 1930.0, "volume": 2253.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:16:04", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261111C00727000", "bid": 33.03, "bid_size": 12.0, "ask": 33.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 38.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 33.2, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.42, "last_trade_time": "2026-11-10T14:24:14", "percent_change": 0.0, "prev_day_close": 22.3299999237061}, {"option": "SPY261111P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 395.0, "iv": 2.8362, "open_interest": 1760.0, "volume": 8804.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:18:08", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261111C00728000", "bid": 32.03, "bid_size": 12.0, "ask": 32.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 78.0, "volume": 6.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 32.2, "change": 9.15, "open": 29.01, "high": 30.52, "low": 27.83, "tick": "down", "last_trade_price": 30.43, "last_trade_time": "2026-11-11T11:05:10", "percent_change": 42.9981, "prev_day_close": 21.2799997329712}, {"option": "SPY261111P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 343.0, "iv": 2.7562, "open_interest": 1192.0, "volume": 2692.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:50:00", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261111C00729000", "bid": 31.03, "bid_size": 15.0, "ask": 31.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 193.0, "volume": 7.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 31.2, "change": 9.495, "open": 27.16, "high": 29.56, "low": 26.79, "tick": "down", "last_trade_price": 29.47, "last_trade_time": "2026-11-11T11:05:10", "percent_change": 47.5344, "prev_day_close": 19.9749994277954}, {"option": "SPY261111P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 343.0, "iv": 2.6762, "open_interest": 4730.0, "volume": 1009.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.035, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:12:43", "percent_change": -77.7778, "prev_day_close": 0.0449999999254942}, {"option": "SPY261111C00730000", "bid": 30.03, "bid_size": 17.0, "ask": 30.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 427.0, "volume": 33.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 30.2, "change": 11.11, "open": 27.1, "high": 30.55, "low": 25.62, "tick": "down", "last_trade_price": 30.46, "last_trade_time": "2026-11-11T14:56:03", "percent_change": 57.416, "prev_day_close": 19.3500003814697}, {"option": "SPY261111P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1155.0, "iv": 2.5961, "open_interest": 8536.0, "volume": 3052.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.035, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:02:57", "percent_change": -77.7778, "prev_day_close": 0.0449999999254942}, {"option": "SPY261111C00731000", "bid": 29.03, "bid_size": 17.0, "ask": 29.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 433.0, "volume": 14.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 29.2, "change": 8.53, "open": 25.0, "high": 27.14, "low": 25.0, "tick": "no_change", "last_trade_price": 26.87, "last_trade_time": "2026-11-11T11:09:15", "percent_change": 46.5104, "prev_day_close": 18.3400001525879}, {"option": "SPY261111P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 346.0, "iv": 2.516, "open_interest": 3048.0, "volume": 2266.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.045, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:54:40", "percent_change": -81.8182, "prev_day_close": 0.0549999997019768}, {"option": "SPY261111C00732000", "bid": 27.99, "bid_size": 17.0, "ask": 28.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 145.0, "volume": 21.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 28.2, "change": 11.255, "open": 24.81, "high": 29.27, "low": 23.9, "tick": "down", "last_trade_price": 28.64, "last_trade_time": "2026-11-11T13:06:39", "percent_change": 64.7397, "prev_day_close": 17.3850002288818}, {"option": "SPY261111P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 498.0, "iv": 2.4357, "open_interest": 3158.0, "volume": 3571.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.055, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:50:38", "percent_change": -84.6154, "prev_day_close": 0.0649999994784594}, {"option": "SPY261111C00733000", "bid": 27.01, "bid_size": 17.0, "ask": 27.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 212.0, "volume": 12.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 27.2, "change": 12.805, "open": 23.06, "high": 28.91, "low": 23.06, "tick": "up", "last_trade_price": 28.91, "last_trade_time": "2026-11-11T14:01:32", "percent_change": 79.5095, "prev_day_close": 16.1050004959106}, {"option": "SPY261111P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 543.0, "iv": 2.3553, "open_interest": 3724.0, "volume": 31011.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": -0.065, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:50:41", "percent_change": -86.6667, "prev_day_close": 0.0749999992549419}, {"option": "SPY261111C00734000", "bid": 26.03, "bid_size": 16.0, "ask": 26.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 380.0, "volume": 18.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 26.2001, "change": 8.245, "open": 22.88, "high": 23.8, "low": 21.77, "tick": "no_change", "last_trade_price": 23.71, "last_trade_time": "2026-11-11T11:10:07", "percent_change": 53.3139, "prev_day_close": 15.4650001525879}, {"option": "SPY261111P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 338.0, "iv": 2.2748, "open_interest": 2484.0, "volume": 18082.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 0.0001, "change": -0.075, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:15", "percent_change": -88.2353, "prev_day_close": 0.0850000008940697}, {"option": "SPY261111C00735000", "bid": 25.01, "bid_size": 17.0, "ask": 25.33, "ask_size": 12.0, "iv": 0.0, "open_interest": 935.0, "volume": 60.0, "delta": 0.9999, "gamma": 0.0001, "vega": 0.0, "theta": -0.0002, "rho": 0.0, "theo": 25.2002, "change": 10.14, "open": 21.1, "high": 26.3, "low": 20.77, "tick": "down", "last_trade_price": 24.47, "last_trade_time": "2026-11-11T15:54:14", "percent_change": 70.7606, "prev_day_close": 14.3299999237061}, {"option": "SPY261111P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 337.0, "iv": 2.1943, "open_interest": 6586.0, "volume": 21528.0, "delta": -0.0001, "gamma": 0.0001, "vega": 0.0, "theta": -0.0002, "rho": 0.0, "theo": 0.0002, "change": -0.105, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:16", "percent_change": -91.3043, "prev_day_close": 0.114999998360872}, {"option": "SPY261111C00736000", "bid": 24.12, "bid_size": 12.0, "ask": 24.28, "ask_size": 1.0, "iv": 0.0, "open_interest": 638.0, "volume": 74.0, "delta": 0.9998, "gamma": 0.0001, "vega": 0.0, "theta": -0.0003, "rho": 0.0, "theo": 24.2003, "change": 10.99, "open": 21.52, "high": 26.31, "low": 19.15, "tick": "up", "last_trade_price": 24.41, "last_trade_time": "2026-11-11T15:37:16", "percent_change": 81.8927, "prev_day_close": 13.4199995994568}, {"option": "SPY261111P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 335.0, "iv": 2.1135, "open_interest": 3501.0, "volume": 3534.0, "delta": -0.0002, "gamma": 0.0001, "vega": 0.0, "theta": -0.0003, "rho": 0.0, "theo": 0.0003, "change": -0.135, "open": 0.02, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:02:35", "percent_change": -93.1034, "prev_day_close": 0.145000003278255}, {"option": "SPY261111C00737000", "bid": 23.12, "bid_size": 12.0, "ask": 23.28, "ask_size": 1.0, "iv": 0.0, "open_interest": 356.0, "volume": 83.0, "delta": 0.9997, "gamma": 0.0002, "vega": 0.0, "theta": -0.0006, "rho": 0.0, "theo": 23.2006, "change": 10.97, "open": 20.72, "high": 23.43, "low": 18.21, "tick": "up", "last_trade_price": 23.43, "last_trade_time": "2026-11-11T15:13:52", "percent_change": 88.0417, "prev_day_close": 12.460000038147}, {"option": "SPY261111P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 334.0, "iv": 2.0326, "open_interest": 3857.0, "volume": 2614.0, "delta": -0.0003, "gamma": 0.0002, "vega": 0.0, "theta": -0.0006, "rho": 0.0, "theo": 0.0006, "change": -0.155, "open": 0.02, "high": 0.04, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:50:01", "percent_change": -88.5714, "prev_day_close": 0.175000004470348}, {"option": "SPY261111C00738000", "bid": 22.12, "bid_size": 97.0, "ask": 22.28, "ask_size": 1.0, "iv": 0.0, "open_interest": 2002.0, "volume": 108.0, "delta": 0.9994, "gamma": 0.0003, "vega": 0.0001, "theta": -0.001, "rho": 0.0, "theo": 22.201, "change": 10.76, "open": 19.18, "high": 22.51, "low": 17.57, "tick": "no_change", "last_trade_price": 22.26, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 93.5652, "prev_day_close": 11.5}, {"option": "SPY261111P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 382.0, "iv": 1.9516, "open_interest": 3322.0, "volume": 1698.0, "delta": -0.0006, "gamma": 0.0003, "vega": 0.0001, "theta": -0.001, "rho": 0.0, "theo": 0.001, "change": -0.215, "open": 0.02, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:59:57", "percent_change": -95.5556, "prev_day_close": 0.225000001490116}, {"option": "SPY261111C00739000", "bid": 21.12, "bid_size": 95.0, "ask": 21.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 605.0, "volume": 127.0, "delta": 0.999, "gamma": 0.0005, "vega": 0.0001, "theta": -0.0017, "rho": 0.0, "theo": 21.2017, "change": 10.84, "open": 17.9, "high": 22.29, "low": 16.65, "tick": "up", "last_trade_price": 21.39, "last_trade_time": "2026-11-11T15:50:01", "percent_change": 102.749, "prev_day_close": 10.5499997138977}, {"option": "SPY261111P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 332.0, "iv": 1.8704, "open_interest": 2786.0, "volume": 4927.0, "delta": -0.001, "gamma": 0.0005, "vega": 0.0001, "theta": -0.0017, "rho": 0.0, "theo": 0.0017, "change": -0.285, "open": 0.04, "high": 0.05, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:59:56", "percent_change": -96.6102, "prev_day_close": 0.295000001788139}, {"option": "SPY261111C00740000", "bid": 20.12, "bid_size": 72.0, "ask": 20.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 754.0, "volume": 262.0, "delta": 0.9984, "gamma": 0.0007, "vega": 0.0002, "theta": -0.003, "rho": 0.0, "theo": 20.203, "change": 9.94, "open": 17.02, "high": 22.1, "low": 15.94, "tick": "down", "last_trade_price": 19.57, "last_trade_time": "2026-11-11T15:59:01", "percent_change": 103.219, "prev_day_close": 9.62999963760376}, {"option": "SPY261111P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 330.0, "iv": 1.7891, "open_interest": 10984.0, "volume": 13765.0, "delta": -0.0016, "gamma": 0.0007, "vega": 0.0002, "theta": -0.003, "rho": 0.0, "theo": 0.003, "change": -0.365, "open": 0.04, "high": 0.06, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:02:39", "percent_change": -97.3333, "prev_day_close": 0.375}, {"option": "SPY261111C00741000", "bid": 19.12, "bid_size": 92.0, "ask": 19.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 905.0, "volume": 193.0, "delta": 0.9975, "gamma": 0.0011, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 19.205, "change": 10.28, "open": 15.14, "high": 21.35, "low": 14.49, "tick": "down", "last_trade_price": 19.01, "last_trade_time": "2026-11-11T15:45:01", "percent_change": 117.755, "prev_day_close": 8.73000001907349}, {"option": "SPY261111P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 348.0, "iv": 1.7075, "open_interest": 2709.0, "volume": 5091.0, "delta": -0.0025, "gamma": 0.0011, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.465, "open": 0.05, "high": 0.07, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:08:38", "percent_change": -97.8947, "prev_day_close": 0.474999994039536}, {"option": "SPY261111C00742000", "bid": 18.12, "bid_size": 93.0, "ask": 18.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 753.0, "volume": 131.0, "delta": 0.9974, "gamma": 0.0012, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 18.205, "change": 10.905, "open": 14.11, "high": 19.5, "low": 13.73, "tick": "up", "last_trade_price": 18.76, "last_trade_time": "2026-11-11T14:54:38", "percent_change": 138.829, "prev_day_close": 7.85500001907349}, {"option": "SPY261111P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 470.0, "iv": 1.6257, "open_interest": 2630.0, "volume": 13747.0, "delta": -0.0026, "gamma": 0.0012, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.585, "open": 0.04, "high": 0.08, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:01:59", "percent_change": -98.3193, "prev_day_close": 0.594999998807907}, {"option": "SPY261111C00743000", "bid": 17.12, "bid_size": 93.0, "ask": 17.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 517.0, "volume": 332.0, "delta": 0.9972, "gamma": 0.0014, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 17.205, "change": 9.955, "open": 14.13, "high": 19.49, "low": 12.38, "tick": "down", "last_trade_price": 16.96, "last_trade_time": "2026-11-11T16:04:48", "percent_change": 142.113, "prev_day_close": 7.00500011444092}, {"option": "SPY261111P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 426.0, "iv": 1.5437, "open_interest": 3081.0, "volume": 13853.0, "delta": -0.0028, "gamma": 0.0014, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.735, "open": 0.05, "high": 0.1, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:58:04", "percent_change": -98.6577, "prev_day_close": 0.745000004768372}, {"option": "SPY261111C00744000", "bid": 16.12, "bid_size": 93.0, "ask": 16.28, "ask_size": 1.0, "iv": 0.0, "open_interest": 470.0, "volume": 664.0, "delta": 0.9971, "gamma": 0.0015, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 16.205, "change": 9.94, "open": 13.65, "high": 18.26, "low": 11.28, "tick": "up", "last_trade_price": 16.13, "last_trade_time": "2026-11-11T16:07:43", "percent_change": 160.582, "prev_day_close": 6.19000005722046}, {"option": "SPY261111P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 324.0, "iv": 1.4614, "open_interest": 5029.0, "volume": 17173.0, "delta": -0.0029, "gamma": 0.0015, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.73, "open": 0.06, "high": 0.2, "low": 0.01, "tick": "up", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:59:07", "percent_change": -78.4946, "prev_day_close": 0.930000007152557}, {"option": "SPY261111C00745000", "bid": 15.12, "bid_size": 70.0, "ask": 15.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 1627.0, "volume": 688.0, "delta": 0.9969, "gamma": 0.0017, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 15.205, "change": 9.86, "open": 11.76, "high": 17.45, "low": 10.09, "tick": "up", "last_trade_price": 15.27, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 182.255, "prev_day_close": 5.41000008583069}, {"option": "SPY261111P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 480.0, "iv": 1.3788, "open_interest": 7848.0, "volume": 33615.0, "delta": -0.0031, "gamma": 0.0017, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -1.135, "open": 0.1, "high": 0.15, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:01:13", "percent_change": -99.1266, "prev_day_close": 1.14499998092651}, {"option": "SPY261111C00746000", "bid": 14.13, "bid_size": 50.0, "ask": 14.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 1778.0, "volume": 757.0, "delta": 0.9968, "gamma": 0.0019, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 14.205, "change": 9.365, "open": 10.85, "high": 16.09, "low": 9.16, "tick": "down", "last_trade_price": 14.03, "last_trade_time": "2026-11-11T16:05:15", "percent_change": 200.75, "prev_day_close": 4.66499996185303}, {"option": "SPY261111P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 323.0, "iv": 1.2959, "open_interest": 3855.0, "volume": 13556.0, "delta": -0.0032, "gamma": 0.0019, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -1.395, "open": 0.09, "high": 0.19, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:09:01", "percent_change": -99.2883, "prev_day_close": 1.40499997138977}, {"option": "SPY261111C00747000", "bid": 13.12, "bid_size": 50.0, "ask": 13.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 2046.0, "volume": 1134.0, "delta": 0.9966, "gamma": 0.0021, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 13.205, "change": 9.02, "open": 9.75, "high": 15.27, "low": 8.2, "tick": "up", "last_trade_price": 12.99, "last_trade_time": "2026-11-11T16:01:58", "percent_change": 227.204, "prev_day_close": 3.97000002861023}, {"option": "SPY261111P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 332.0, "iv": 1.2126, "open_interest": 7922.0, "volume": 39374.0, "delta": -0.0034, "gamma": 0.0021, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -1.695, "open": 0.11, "high": 0.24, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:41:44", "percent_change": -99.4135, "prev_day_close": 1.70500004291534}, {"option": "SPY261111C00748000", "bid": 12.12, "bid_size": 50.0, "ask": 12.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 4747.0, "volume": 1242.0, "delta": 0.9963, "gamma": 0.0024, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 12.205, "change": 8.645, "open": 8.85, "high": 14.5, "low": 7.23, "tick": "down", "last_trade_price": 11.96, "last_trade_time": "2026-11-11T16:04:48", "percent_change": 260.784, "prev_day_close": 3.31499993801117}, {"option": "SPY261111P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 321.0, "iv": 1.1289, "open_interest": 5593.0, "volume": 32082.0, "delta": -0.0037, "gamma": 0.0024, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -2.045, "open": 0.12, "high": 0.4, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:12:31", "percent_change": -99.5134, "prev_day_close": 2.05499994754791}, {"option": "SPY261111C00749000", "bid": 11.12, "bid_size": 60.0, "ask": 11.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 6793.0, "volume": 3681.0, "delta": 0.996, "gamma": 0.0028, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 11.205, "change": 8.53, "open": 7.84, "high": 13.4, "low": 6.31, "tick": "up", "last_trade_price": 11.25, "last_trade_time": "2026-11-11T16:14:13", "percent_change": 313.603, "prev_day_close": 2.72000002861023}, {"option": "SPY261111P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 416.0, "iv": 1.0448, "open_interest": 4114.0, "volume": 41393.0, "delta": -0.004, "gamma": 0.0028, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -2.445, "open": 0.18, "high": 0.38, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:03:36", "percent_change": -99.5927, "prev_day_close": 2.45500004291534}, {"option": "SPY261111C00750000", "bid": 10.14, "bid_size": 50.0, "ask": 10.28, "ask_size": 25.0, "iv": 1.0367, "open_interest": 10532.0, "volume": 5755.0, "delta": 0.9957, "gamma": 0.0032, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 10.205, "change": 8.095, "open": 6.86, "high": 12.47, "low": 5.42, "tick": "up", "last_trade_price": 10.27, "last_trade_time": "2026-11-11T16:14:14", "percent_change": 372.184, "prev_day_close": 2.17500007152557}, {"option": "SPY261111P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 722.0, "iv": 0.9601, "open_interest": 6189.0, "volume": 128230.0, "delta": -0.0043, "gamma": 0.0032, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -2.91, "open": 0.25, "high": 0.48, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:02:00", "percent_change": -99.6575, "prev_day_close": 2.92000007629394}, {"option": "SPY261111C00751000", "bid": 9.12, "bid_size": 15.0, "ask": 9.27, "ask_size": 1.0, "iv": 0.0, "open_interest": 4705.0, "volume": 5375.0, "delta": 0.9954, "gamma": 0.0038, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 9.205, "change": 7.55, "open": 7.32, "high": 11.45, "low": 4.56, "tick": "up", "last_trade_price": 9.25, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 444.118, "prev_day_close": 1.70000004768372}, {"option": "SPY261111P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 650.0, "iv": 0.8749, "open_interest": 2403.0, "volume": 70374.0, "delta": -0.0046, "gamma": 0.0038, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -3.43, "open": 0.31, "high": 0.63, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:01:36", "percent_change": -99.7093, "prev_day_close": 3.44000005722046}, {"option": "SPY261111C00752000", "bid": 8.14, "bid_size": 60.0, "ask": 8.28, "ask_size": 24.0, "iv": 0.8544, "open_interest": 5820.0, "volume": 9331.0, "delta": 0.9949, "gamma": 0.0046, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 8.205, "change": 6.78, "open": 5.04, "high": 10.5, "low": 3.72, "tick": "down", "last_trade_price": 8.07, "last_trade_time": "2026-11-11T16:08:57", "percent_change": 525.581, "prev_day_close": 1.28999996185303}, {"option": "SPY261111P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 531.0, "iv": 0.7889, "open_interest": 2572.0, "volume": 69715.0, "delta": -0.0051, "gamma": 0.0046, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -4.02, "open": 0.42, "high": 0.82, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:08:14", "percent_change": -99.7519, "prev_day_close": 4.02999997138977}, {"option": "SPY261111C00753000", "bid": 7.12, "bid_size": 53.0, "ask": 7.28, "ask_size": 18.0, "iv": 0.0, "open_interest": 4327.0, "volume": 11967.0, "delta": 0.9944, "gamma": 0.0056, "vega": 0.0007, "theta": -0.005, "rho": 0.0, "theo": 7.205, "change": 6.125, "open": 4.05, "high": 9.36, "low": 2.91, "tick": "up", "last_trade_price": 7.07, "last_trade_time": "2026-11-11T16:05:48", "percent_change": 648.148, "prev_day_close": 0.944999992847443}, {"option": "SPY261111P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1132.0, "iv": 0.7022, "open_interest": 2822.0, "volume": 113763.0, "delta": -0.0056, "gamma": 0.0056, "vega": 0.0007, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -4.68, "open": 0.56, "high": 1.07, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:13:34", "percent_change": -99.7868, "prev_day_close": 4.69000005722046}, {"option": "SPY261111C00754000", "bid": 6.12, "bid_size": 41.0, "ask": 6.28, "ask_size": 1.0, "iv": 0.0, "open_interest": 5429.0, "volume": 21637.0, "delta": 0.9936, "gamma": 0.0072, "vega": 0.0008, "theta": -0.005, "rho": 0.0, "theo": 6.205, "change": 5.515, "open": 3.37, "high": 8.46, "low": 2.17, "tick": "up", "last_trade_price": 6.19, "last_trade_time": "2026-11-11T16:12:26", "percent_change": 817.037, "prev_day_close": 0.675000011920929}, {"option": "SPY261111P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1086.0, "iv": 0.6145, "open_interest": 728.0, "volume": 129282.0, "delta": -0.0064, "gamma": 0.0072, "vega": 0.0008, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -5.4, "open": 0.77, "high": 1.38, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:06:36", "percent_change": -99.8152, "prev_day_close": 5.40999984741211}, {"option": "SPY261111C00755000", "bid": 5.12, "bid_size": 47.0, "ask": 5.28, "ask_size": 17.0, "iv": 0.0, "open_interest": 11580.0, "volume": 69430.0, "delta": 0.9927, "gamma": 0.0095, "vega": 0.0009, "theta": -0.005, "rho": 0.0, "theo": 5.205, "change": 4.655, "open": 2.64, "high": 7.45, "low": 1.53, "tick": "up", "last_trade_price": 5.12, "last_trade_time": "2026-11-11T16:10:37", "percent_change": 1001.08, "prev_day_close": 0.465000003576279}, {"option": "SPY261111P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1283.0, "iv": 0.5256, "open_interest": 1581.0, "volume": 244086.0, "delta": -0.0073, "gamma": 0.0095, "vega": 0.0009, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -6.19, "open": 1.0, "high": 1.8, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:06", "percent_change": -99.8387, "prev_day_close": 6.19999980926514}, {"option": "SPY261111C00756000", "bid": 4.12, "bid_size": 49.0, "ask": 4.28, "ask_size": 1.0, "iv": 0.0, "open_interest": 6881.0, "volume": 131169.0, "delta": 0.9913, "gamma": 0.0133, "vega": 0.001, "theta": -0.005, "rho": 0.0, "theo": 4.205, "change": 3.935, "open": 3.47, "high": 6.53, "low": 1.01, "tick": "down", "last_trade_price": 4.24, "last_trade_time": "2026-11-11T16:14:35", "percent_change": 1290.16, "prev_day_close": 0.305000007152557}, {"option": "SPY261111P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 386.0, "iv": 0.4352, "open_interest": 676.0, "volume": 240895.0, "delta": -0.0087, "gamma": 0.0133, "vega": 0.001, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -7.02, "open": 1.23, "high": 2.3, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:12:04", "percent_change": -99.8577, "prev_day_close": 7.02999997138977}, {"option": "SPY261111C00757000", "bid": 3.21, "bid_size": 8.0, "ask": 3.25, "ask_size": 1.0, "iv": 0.0, "open_interest": 9213.0, "volume": 297786.0, "delta": 0.9893, "gamma": 0.0203, "vega": 0.0012, "theta": -0.005, "rho": 0.0, "theo": 3.205, "change": 3.115, "open": 1.47, "high": 5.55, "low": 0.61, "tick": "up", "last_trade_price": 3.32, "last_trade_time": "2026-11-11T16:14:17", "percent_change": 1519.51, "prev_day_close": 0.204999998211861}, {"option": "SPY261111P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 372.0, "iv": 0.3426, "open_interest": 515.0, "volume": 291972.0, "delta": -0.0107, "gamma": 0.0202, "vega": 0.0012, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -7.915, "open": 1.3, "high": 2.9, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:10:32", "percent_change": -99.8738, "prev_day_close": 7.92499995231628}, {"option": "SPY261111C00758000", "bid": 2.21, "bid_size": 8.0, "ask": 2.26, "ask_size": 8.0, "iv": 0.2933, "open_interest": 8392.0, "volume": 337775.0, "delta": 0.9857, "gamma": 0.0362, "vega": 0.0016, "theta": -0.005, "rho": 0.0, "theo": 2.205, "change": 2.095, "open": 0.95, "high": 4.56, "low": 0.36, "tick": "no_change", "last_trade_price": 2.23, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 1551.85, "prev_day_close": 0.134999997913837}, {"option": "SPY261111P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1157.0, "iv": 0.2478, "open_interest": 424.0, "volume": 305662.0, "delta": -0.0142, "gamma": 0.0358, "vega": 0.0016, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -8.84, "open": 2.33, "high": 3.63, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:30", "percent_change": -99.887, "prev_day_close": 8.84999990463257}, {"option": "SPY261111C00759000", "bid": 1.21, "bid_size": 8.0, "ask": 1.26, "ask_size": 7.0, "iv": 0.1901, "open_interest": 3546.0, "volume": 444308.0, "delta": 0.9504, "gamma": 0.1406, "vega": 0.0045, "theta": -0.015, "rho": 0.0, "theo": 1.215, "change": 1.165, "open": 1.95, "high": 3.56, "low": 0.2, "tick": "up", "last_trade_price": 1.26, "last_trade_time": "2026-11-11T16:14:24", "percent_change": 1226.32, "prev_day_close": 0.0950000025331974}, {"option": "SPY261111P00759000", "bid": 0.01, "bid_size": 137.0, "ask": 0.02, "ask_size": 375.0, "iv": 0.179, "open_interest": 550.0, "volume": 330992.0, "delta": -0.0496, "gamma": 0.1406, "vega": 0.0045, "theta": -0.015, "rho": 0.0, "theo": 0.015, "change": -9.685, "open": 3.03, "high": 4.39, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:58", "percent_change": -99.8969, "prev_day_close": 9.69499969482422}, {"option": "SPY261111C00760000", "bid": 0.28, "bid_size": 100.0, "ask": 0.31, "ask_size": 31.0, "iv": 0.1092, "open_interest": 12114.0, "volume": 718843.0, "delta": 0.6839, "gamma": 0.8506, "vega": 0.0146, "theta": -0.0856, "rho": 0.0, "theo": 0.2856, "change": 0.245, "open": 0.47, "high": 2.62, "low": 0.04, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 376.923, "prev_day_close": 0.0649999994784594}, {"option": "SPY261111P00760000", "bid": 0.08, "bid_size": 123.0, "ask": 0.09, "ask_size": 27.0, "iv": 0.1023, "open_interest": 708.0, "volume": 591750.0, "delta": -0.3161, "gamma": 0.8506, "vega": 0.0146, "theta": -0.0856, "rho": 0.0, "theo": 0.0856, "change": -10.615, "open": 3.74, "high": 5.27, "low": 0.07, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -99.252, "prev_day_close": 10.6950001716614}, {"option": "SPY261111C00761000", "bid": 0.01, "bid_size": 524.0, "ask": 0.02, "ask_size": 672.0, "iv": 0.1299, "open_interest": 4856.0, "volume": 734777.0, "delta": 0.0652, "gamma": 0.2405, "vega": 0.0056, "theta": -0.015, "rho": 0.0, "theo": 0.015, "change": -0.035, "open": 0.3, "high": 1.74, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -77.7778, "prev_day_close": 0.0449999999254942}, {"option": "SPY261111P00761000", "bid": 0.76, "bid_size": 41.0, "ask": 0.81, "ask_size": 6.0, "iv": 0.1299, "open_interest": 131.0, "volume": 390462.0, "delta": -0.9348, "gamma": 0.2405, "vega": 0.0056, "theta": -0.015, "rho": 0.0, "theo": 0.815, "change": -10.795, "open": 4.59, "high": 6.18, "low": 0.22, "tick": "up", "last_trade_price": 0.8, "last_trade_time": "2026-11-11T16:14:36", "percent_change": -93.1005, "prev_day_close": 11.5949997901916}, {"option": "SPY261111C00762000", "bid": 0.01, "bid_size": 910.0, "ask": 0.02, "ask_size": 1452.0, "iv": 0.248, "open_interest": 4762.0, "volume": 688095.0, "delta": 0.0375, "gamma": 0.081, "vega": 0.0035, "theta": -0.015, "rho": 0.0, "theo": 0.015, "change": -0.025, "open": 0.19, "high": 0.97, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261111P00762000", "bid": 1.76, "bid_size": 8.0, "ask": 1.81, "ask_size": 7.0, "iv": 0.2311, "open_interest": 379.0, "volume": 185285.0, "delta": -0.9625, "gamma": 0.081, "vega": 0.0035, "theta": -0.015, "rho": 0.0, "theo": 1.815, "change": -10.795, "open": 5.2, "high": 7.09, "low": 0.46, "tick": "no_change", "last_trade_price": 1.89, "last_trade_time": "2026-11-11T16:14:55", "percent_change": -85.1005, "prev_day_close": 12.6850004196167}, {"option": "SPY261111C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 999.0, "iv": 0.304, "open_interest": 2925.0, "volume": 501965.0, "delta": 0.012, "gamma": 0.0252, "vega": 0.0014, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.015, "open": 0.12, "high": 0.46, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:09:11", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261111P00763000", "bid": 2.76, "bid_size": 8.0, "ask": 2.81, "ask_size": 8.0, "iv": 0.3351, "open_interest": 2241.0, "volume": 91084.0, "delta": -0.988, "gamma": 0.0252, "vega": 0.0014, "theta": -0.005, "rho": 0.0, "theo": 2.805, "change": -10.915, "open": 6.42, "high": 7.96, "low": 0.95, "tick": "down", "last_trade_price": 2.75, "last_trade_time": "2026-11-11T16:13:25", "percent_change": -79.8756, "prev_day_close": 13.6650004386902}, {"option": "SPY261111C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1603.0, "iv": 0.3965, "open_interest": 3147.0, "volume": 250227.0, "delta": 0.0094, "gamma": 0.0157, "vega": 0.0011, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.005, "open": 0.08, "high": 0.2, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:13:21", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111P00764000", "bid": 3.73, "bid_size": 1.0, "ask": 3.98, "ask_size": 38.0, "iv": 0.5823, "open_interest": 101.0, "volume": 17789.0, "delta": -0.9906, "gamma": 0.0157, "vega": 0.0011, "theta": -0.005, "rho": 0.0, "theo": 3.805, "change": -10.205, "open": 7.18, "high": 9.03, "low": 1.69, "tick": "up", "last_trade_price": 3.95, "last_trade_time": "2026-11-11T16:05:47", "percent_change": -72.0947, "prev_day_close": 14.1549997329712}, {"option": "SPY261111C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1601.0, "iv": 0.4865, "open_interest": 6554.0, "volume": 189023.0, "delta": 0.0079, "gamma": 0.0109, "vega": 0.0009, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.005, "open": 0.05, "high": 0.1, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:13:57", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111P00765000", "bid": 4.73, "bid_size": 19.0, "ask": 4.88, "ask_size": 34.0, "iv": 0.4865, "open_interest": 87.0, "volume": 12564.0, "delta": -0.9921, "gamma": 0.0109, "vega": 0.0009, "theta": -0.005, "rho": 0.0, "theo": 4.805, "change": -10.405, "open": 8.19, "high": 9.79, "low": 2.6, "tick": "down", "last_trade_price": 4.8, "last_trade_time": "2026-11-11T16:00:40", "percent_change": -68.4314, "prev_day_close": 15.2049999237061}, {"option": "SPY261111C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1398.0, "iv": 0.5747, "open_interest": 3049.0, "volume": 50753.0, "delta": 0.0068, "gamma": 0.0081, "vega": 0.0008, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.005, "open": 0.04, "high": 0.06, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:51:18", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111P00766000", "bid": 5.73, "bid_size": 1.0, "ask": 5.88, "ask_size": 50.0, "iv": 0.5747, "open_interest": 100.0, "volume": 4200.0, "delta": -0.9932, "gamma": 0.0081, "vega": 0.0008, "theta": -0.005, "rho": 0.0, "theo": 5.805, "change": -9.615, "open": 8.35, "high": 10.64, "low": 3.58, "tick": "up", "last_trade_price": 6.53, "last_trade_time": "2026-11-11T15:55:00", "percent_change": -59.554, "prev_day_close": 16.1449999809265}, {"option": "SPY261111C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1271.0, "iv": 0.6613, "open_interest": 2608.0, "volume": 21109.0, "delta": 0.006, "gamma": 0.0063, "vega": 0.0007, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": -0.005, "open": 0.04, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:03:08", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261111P00767000", "bid": 6.72, "bid_size": 26.0, "ask": 6.86, "ask_size": 43.0, "iv": 0.0, "open_interest": 7.0, "volume": 989.0, "delta": -0.994, "gamma": 0.0063, "vega": 0.0007, "theta": -0.005, "rho": 0.0, "theo": 6.805, "change": -10.075, "open": 10.4, "high": 12.0, "low": 4.6, "tick": "down", "last_trade_price": 7.65, "last_trade_time": "2026-11-11T15:55:50", "percent_change": -56.8406, "prev_day_close": 17.7249994277954}, {"option": "SPY261111C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1874.0, "iv": 0.7466, "open_interest": 2383.0, "volume": 8743.0, "delta": 0.0054, "gamma": 0.0051, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:15", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00768000", "bid": 7.72, "bid_size": 32.0, "ask": 7.88, "ask_size": 60.0, "iv": 0.0, "open_interest": 5.0, "volume": 516.0, "delta": -0.9946, "gamma": 0.0051, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 7.805, "change": -10.24, "open": 10.92, "high": 13.0, "low": 5.58, "tick": "up", "last_trade_price": 7.98, "last_trade_time": "2026-11-11T15:23:02", "percent_change": -56.202, "prev_day_close": 18.2199993133545}, {"option": "SPY261111C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1299.0, "iv": 0.8309, "open_interest": 2077.0, "volume": 5242.0, "delta": 0.0049, "gamma": 0.0042, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:55:45", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00769000", "bid": 8.73, "bid_size": 1.0, "ask": 8.86, "ask_size": 57.0, "iv": 0.0, "open_interest": 13.0, "volume": 678.0, "delta": -0.9951, "gamma": 0.0042, "vega": 0.0006, "theta": -0.005, "rho": 0.0, "theo": 8.805, "change": -10.315, "open": 11.73, "high": 13.81, "low": 6.76, "tick": "up", "last_trade_price": 8.9, "last_trade_time": "2026-11-11T15:40:22", "percent_change": -53.682, "prev_day_close": 19.2149991989136}, {"option": "SPY261111C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1470.0, "iv": 0.9142, "open_interest": 9146.0, "volume": 12793.0, "delta": 0.0045, "gamma": 0.0035, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:57:09", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00770000", "bid": 9.73, "bid_size": 1.0, "ask": 9.86, "ask_size": 47.0, "iv": 0.0, "open_interest": 13.0, "volume": 272.0, "delta": -0.9955, "gamma": 0.0035, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 9.805, "change": -11.32, "open": 13.16, "high": 14.53, "low": 7.63, "tick": "down", "last_trade_price": 9.47, "last_trade_time": "2026-11-11T15:49:06", "percent_change": -54.4493, "prev_day_close": 20.789999961853}, {"option": "SPY261111C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 2035.0, "iv": 0.9967, "open_interest": 1817.0, "volume": 10656.0, "delta": 0.0041, "gamma": 0.003, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:47:32", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00771000", "bid": 10.73, "bid_size": 1.0, "ask": 10.86, "ask_size": 59.0, "iv": 0.0, "open_interest": 0.0, "volume": 144.0, "delta": -0.9959, "gamma": 0.003, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 10.805, "change": -11.14, "open": 13.36, "high": 15.75, "low": 9.49, "tick": "down", "last_trade_price": 10.66, "last_trade_time": "2026-11-11T15:45:51", "percent_change": -51.1009, "prev_day_close": 21.8000001907349}, {"option": "SPY261111C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 2362.0, "iv": 1.0785, "open_interest": 1990.0, "volume": 4180.0, "delta": 0.0038, "gamma": 0.0026, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:54:40", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00772000", "bid": 11.73, "bid_size": 1.0, "ask": 11.88, "ask_size": 52.0, "iv": 1.0785, "open_interest": 3.0, "volume": 78.0, "delta": -0.9962, "gamma": 0.0026, "vega": 0.0005, "theta": -0.005, "rho": 0.0, "theo": 11.805, "change": -10.815, "open": 15.7, "high": 15.75, "low": 9.63, "tick": "up", "last_trade_price": 11.94, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -47.528, "prev_day_close": 22.7550001144409}, {"option": "SPY261111C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 2514.0, "iv": 1.1595, "open_interest": 1418.0, "volume": 371.0, "delta": 0.0036, "gamma": 0.0023, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:43:43", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00773000", "bid": 12.73, "bid_size": 1.0, "ask": 12.88, "ask_size": 72.0, "iv": 1.1595, "open_interest": 2.0, "volume": 115.0, "delta": -0.9964, "gamma": 0.0023, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 12.805, "change": -11.225, "open": 14.88, "high": 14.88, "low": 11.58, "tick": "down", "last_trade_price": 12.53, "last_trade_time": "2026-11-11T14:25:24", "percent_change": -47.2532, "prev_day_close": 23.7550001144409}, {"option": "SPY261111C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 2383.0, "iv": 1.2399, "open_interest": 946.0, "volume": 401.0, "delta": 0.0034, "gamma": 0.002, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:40:05", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00774000", "bid": 13.73, "bid_size": 1.0, "ask": 13.88, "ask_size": 73.0, "iv": 1.2399, "open_interest": 7.0, "volume": 63.0, "delta": -0.9966, "gamma": 0.002, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 13.805, "change": -10.17, "open": 18.21, "high": 18.21, "low": 13.61, "tick": "down", "last_trade_price": 14.57, "last_trade_time": "2026-11-11T15:55:00", "percent_change": -41.1075, "prev_day_close": 24.7399997711182}, {"option": "SPY261111C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1720.0, "iv": 1.3198, "open_interest": 3879.0, "volume": 135.0, "delta": 0.0032, "gamma": 0.0018, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:08", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00775000", "bid": 14.73, "bid_size": 1.0, "ask": 14.88, "ask_size": 41.0, "iv": 1.3198, "open_interest": 6.0, "volume": 37.0, "delta": -0.9968, "gamma": 0.0018, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 14.805, "change": -10.155, "open": 18.97, "high": 18.97, "low": 14.34, "tick": "down", "last_trade_price": 15.56, "last_trade_time": "2026-11-11T15:55:00", "percent_change": -39.4906, "prev_day_close": 25.7150001525879}, {"option": "SPY261111C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 1.399, "open_interest": 1876.0, "volume": 69.0, "delta": 0.003, "gamma": 0.0016, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:29:15", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00776000", "bid": 15.73, "bid_size": 1.0, "ask": 15.88, "ask_size": 68.0, "iv": 1.399, "open_interest": 4.0, "volume": 35.0, "delta": -0.997, "gamma": 0.0016, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 15.805, "change": -10.965, "open": 19.91, "high": 19.91, "low": 14.05, "tick": "up", "last_trade_price": 15.79, "last_trade_time": "2026-11-11T14:15:49", "percent_change": -40.983, "prev_day_close": 26.7550001144409}, {"option": "SPY261111C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 962.0, "iv": 1.4778, "open_interest": 1287.0, "volume": 16.0, "delta": 0.0029, "gamma": 0.0015, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:00:29", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00777000", "bid": 16.73, "bid_size": 1.0, "ask": 16.88, "ask_size": 70.0, "iv": 1.4778, "open_interest": 5.0, "volume": 2.0, "delta": -0.9971, "gamma": 0.0015, "vega": 0.0004, "theta": -0.005, "rho": 0.0, "theo": 16.805, "change": -8.89, "open": 21.74, "high": 21.74, "low": 18.86, "tick": "down", "last_trade_price": 18.86, "last_trade_time": "2026-11-11T10:52:13", "percent_change": -32.036, "prev_day_close": 27.75}, {"option": "SPY261111C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1249.0, "iv": 1.5561, "open_interest": 1016.0, "volume": 137.0, "delta": 0.0028, "gamma": 0.0013, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:25:14", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00778000", "bid": 17.73, "bid_size": 1.0, "ask": 17.88, "ask_size": 64.0, "iv": 1.5561, "open_interest": 4.0, "volume": 5.0, "delta": -0.9972, "gamma": 0.0013, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 17.805, "change": -10.9, "open": 21.94, "high": 23.04, "low": 17.85, "tick": "down", "last_trade_price": 17.85, "last_trade_time": "2026-11-11T12:11:29", "percent_change": -37.913, "prev_day_close": 28.75}, {"option": "SPY261111C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1525.0, "iv": 1.6339, "open_interest": 2331.0, "volume": 85.0, "delta": 0.0026, "gamma": 0.0012, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:00:39", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00779000", "bid": 18.73, "bid_size": 1.0, "ask": 18.88, "ask_size": 79.0, "iv": 1.6339, "open_interest": 8.0, "volume": 20.0, "delta": -0.9974, "gamma": 0.0012, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 18.805, "change": -11.24, "open": 18.45, "high": 18.51, "low": 18.45, "tick": "no_change", "last_trade_price": 18.51, "last_trade_time": "2026-11-11T14:55:42", "percent_change": -37.7815, "prev_day_close": 29.75}, {"option": "SPY261111C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 1492.0, "iv": 1.7113, "open_interest": 3780.0, "volume": 80.0, "delta": 0.0025, "gamma": 0.0011, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:22", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00780000", "bid": 19.73, "bid_size": 1.0, "ask": 19.88, "ask_size": 74.0, "iv": 1.7113, "open_interest": 7.0, "volume": 98.0, "delta": -0.9975, "gamma": 0.0011, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 19.805, "change": -12.825, "open": 23.32, "high": 24.49, "low": 17.93, "tick": "down", "last_trade_price": 17.93, "last_trade_time": "2026-11-11T13:30:36", "percent_change": -41.7005, "prev_day_close": 30.7550010681152}, {"option": "SPY261111C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 1.7883, "open_interest": 1207.0, "volume": 7.0, "delta": 0.0024, "gamma": 0.001, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 0.005, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:30:10", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00781000", "bid": 20.73, "bid_size": 1.0, "ask": 20.88, "ask_size": 71.0, "iv": 1.7883, "open_interest": 4.0, "volume": 62.0, "delta": -0.9976, "gamma": 0.001, "vega": 0.0003, "theta": -0.005, "rho": 0.0, "theo": 20.805, "change": -10.775, "open": 25.19, "high": 25.19, "low": 20.34, "tick": "no_change", "last_trade_price": 20.98, "last_trade_time": "2026-11-11T15:30:29", "percent_change": -33.9317, "prev_day_close": 31.7550010681152}, {"option": "SPY261111C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 832.0, "iv": 1.8649, "open_interest": 634.0, "volume": 7.0, "delta": 0.0016, "gamma": 0.0007, "vega": 0.0002, "theta": -0.0031, "rho": 0.0, "theo": 0.0031, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:26:10", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00782000", "bid": 21.73, "bid_size": 1.0, "ask": 21.88, "ask_size": 84.0, "iv": 1.8649, "open_interest": 5.0, "volume": 0.0, "delta": -0.9984, "gamma": 0.0007, "vega": 0.0002, "theta": -0.0031, "rho": 0.0, "theo": 21.8031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.39, "last_trade_time": "2026-11-10T15:00:20", "percent_change": 0.0, "prev_day_close": 32.7550010681152}, {"option": "SPY261111C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 1.9412, "open_interest": 1225.0, "volume": 5.0, "delta": 0.001, "gamma": 0.0005, "vega": 0.0001, "theta": -0.0019, "rho": 0.0, "theo": 0.0019, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:31:22", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00783000", "bid": 22.73, "bid_size": 1.0, "ask": 22.88, "ask_size": 69.0, "iv": 1.9412, "open_interest": 5.0, "volume": 2.0, "delta": -0.999, "gamma": 0.0005, "vega": 0.0001, "theta": -0.0019, "rho": 0.0, "theo": 22.8019, "change": -11.11, "open": 21.01, "high": 22.36, "low": 21.01, "tick": "up", "last_trade_price": 22.36, "last_trade_time": "2026-11-11T14:09:26", "percent_change": -33.1939, "prev_day_close": 33.4699993133545}, {"option": "SPY261111C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.017, "open_interest": 229.0, "volume": 4.0, "delta": 0.0006, "gamma": 0.0003, "vega": 0.0001, "theta": -0.0012, "rho": 0.0, "theo": 0.0012, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:00", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00784000", "bid": 23.73, "bid_size": 1.0, "ask": 23.88, "ask_size": 12.0, "iv": 2.017, "open_interest": 2.0, "volume": 2.0, "delta": -0.9994, "gamma": 0.0003, "vega": 0.0001, "theta": -0.0012, "rho": 0.0, "theo": 23.8012, "change": -7.535, "open": 28.83, "high": 28.83, "low": 27.89, "tick": "down", "last_trade_price": 27.89, "last_trade_time": "2026-11-11T09:50:53", "percent_change": -21.2703, "prev_day_close": 35.4249992370606}, {"option": "SPY261111C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 2757.0, "iv": 2.0926, "open_interest": 2866.0, "volume": 49.0, "delta": 0.0004, "gamma": 0.0002, "vega": 0.0001, "theta": -0.0007, "rho": 0.0, "theo": 0.0007, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:50:03", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00785000", "bid": 24.68, "bid_size": 12.0, "ask": 25.02, "ask_size": 12.0, "iv": 2.6971, "open_interest": 5.0, "volume": 28.0, "delta": -0.9996, "gamma": 0.0002, "vega": 0.0001, "theta": -0.0007, "rho": 0.0, "theo": 24.8007, "change": -6.495, "open": 29.18, "high": 29.22, "low": 29.18, "tick": "up", "last_trade_price": 29.22, "last_trade_time": "2026-11-11T09:46:01", "percent_change": -18.1856, "prev_day_close": 35.7150001525879}, {"option": "SPY261111C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.1678, "open_interest": 171.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0001, "vega": 0.0, "theta": -0.0004, "rho": 0.0, "theo": 0.0004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T14:46:27", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00786000", "bid": 25.67, "bid_size": 12.0, "ask": 25.98, "ask_size": 12.0, "iv": 2.5579, "open_interest": 3.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0, "theta": -0.0004, "rho": 0.0, "theo": 25.8004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.13, "last_trade_time": "2026-11-10T15:12:13", "percent_change": 0.0, "prev_day_close": 36.7550010681152}, {"option": "SPY261111C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.2427, "open_interest": 698.0, "volume": 28.0, "delta": 0.0001, "gamma": 0.0001, "vega": 0.0, "theta": -0.0002, "rho": 0.0, "theo": 0.0002, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:31:15", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00787000", "bid": 26.62, "bid_size": 1.0, "ask": 27.12, "ask_size": 1.0, "iv": 3.0167, "open_interest": 2.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0, "theta": -0.0002, "rho": 0.0, "theo": 26.8002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.26, "last_trade_time": "2026-11-10T15:13:45", "percent_change": 0.0, "prev_day_close": 37.75}, {"option": "SPY261111C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.3172, "open_interest": 2351.0, "volume": 24.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 0.0001, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:43:40", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00788000", "bid": 27.62, "bid_size": 1.0, "ask": 28.11, "ask_size": 1.0, "iv": 3.0792, "open_interest": 4.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 27.8001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 38.73, "last_trade_time": "2026-11-10T15:45:19", "percent_change": 0.0, "prev_day_close": 38.75}, {"option": "SPY261111C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.3915, "open_interest": 338.0, "volume": 14.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 0.0001, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:34:00", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00789000", "bid": 28.65, "bid_size": 1.0, "ask": 29.12, "ask_size": 1.0, "iv": 3.2947, "open_interest": 4.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 28.8001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.19, "last_trade_time": "2026-11-10T15:16:44", "percent_change": 0.0, "prev_day_close": 39.7450008392334}, {"option": "SPY261111C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 4142.0, "iv": 2.4655, "open_interest": 2071.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:30:26", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00790000", "bid": 29.63, "bid_size": 1.0, "ask": 30.12, "ask_size": 1.0, "iv": 3.3305, "open_interest": 5.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 29.8, "change": -11.665, "open": 29.29, "high": 29.29, "low": 29.04, "tick": "down", "last_trade_price": 29.04, "last_trade_time": "2026-11-11T13:08:03", "percent_change": -28.6574, "prev_day_close": 40.7050018310547}, {"option": "SPY261111C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.5391, "open_interest": 172.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:55:37", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00791000", "bid": 30.62, "bid_size": 1.0, "ask": 31.11, "ask_size": 1.0, "iv": 3.3575, "open_interest": 6.0, "volume": 5.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 30.8, "change": -11.3, "open": 34.52, "high": 34.52, "low": 29.21, "tick": "down", "last_trade_price": 30.46, "last_trade_time": "2026-11-11T14:32:16", "percent_change": -27.0594, "prev_day_close": 41.7600002288818}, {"option": "SPY261111C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.6126, "open_interest": 1277.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:36:37", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00792000", "bid": 31.65, "bid_size": 1.0, "ask": 32.17, "ask_size": 1.0, "iv": 3.7169, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 31.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.21, "last_trade_time": "2026-11-10T15:48:26", "percent_change": 0.0, "prev_day_close": 42.7450008392334}, {"option": "SPY261111C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.6857, "open_interest": 137.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:53:48", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00793000", "bid": 32.65, "bid_size": 1.0, "ask": 33.12, "ask_size": 1.0, "iv": 3.6739, "open_interest": 6.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 42.1, "last_trade_time": "2026-11-10T15:51:28", "percent_change": 0.0, "prev_day_close": 43.75}, {"option": "SPY261111C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.7586, "open_interest": 38.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T10:50:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00794000", "bid": 33.62, "bid_size": 1.0, "ask": 34.11, "ask_size": 1.0, "iv": 3.6319, "open_interest": 8.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 42.83, "last_trade_time": "2026-11-10T15:52:03", "percent_change": 0.0, "prev_day_close": 44.75}, {"option": "SPY261111C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.8312, "open_interest": 206.0, "volume": 2.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:11", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00795000", "bid": 34.66, "bid_size": 1.0, "ask": 35.16, "ask_size": 1.0, "iv": 4.0059, "open_interest": 6.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.81, "last_trade_time": "2026-11-10T15:52:24", "percent_change": 0.0, "prev_day_close": 45.7349987030029}, {"option": "SPY261111C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.9036, "open_interest": 88.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:39:03", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00796000", "bid": 35.62, "bid_size": 1.0, "ask": 36.12, "ask_size": 1.0, "iv": 3.8505, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 35.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 45.21, "last_trade_time": "2026-11-10T15:53:30", "percent_change": 0.0, "prev_day_close": 46.75}, {"option": "SPY261111C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 2.9758, "open_interest": 89.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:51:56", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00797000", "bid": 36.61, "bid_size": 1.0, "ask": 37.13, "ask_size": 1.0, "iv": 3.941, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.01, "last_trade_time": "2026-11-10T14:10:19", "percent_change": 0.0, "prev_day_close": 47.75}, {"option": "SPY261111C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.0477, "open_interest": 145.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T09:39:23", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00798000", "bid": 37.64, "bid_size": 1.0, "ask": 38.12, "ask_size": 1.0, "iv": 4.104, "open_interest": 4.0, "volume": 3.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 37.8, "change": -11.87, "open": 36.82, "high": 36.88, "low": 36.76, "tick": "up", "last_trade_price": 36.88, "last_trade_time": "2026-11-11T12:50:04", "percent_change": -24.3487, "prev_day_close": 48.75}, {"option": "SPY261111C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.1194, "open_interest": 280.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T09:53:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00799000", "bid": 38.64, "bid_size": 1.0, "ask": 39.12, "ask_size": 1.0, "iv": 4.195, "open_interest": 3.0, "volume": 4.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 38.8, "change": -11.08, "open": 37.75, "high": 38.67, "low": 37.7, "tick": "up", "last_trade_price": 38.67, "last_trade_time": "2026-11-11T14:26:03", "percent_change": -22.2714, "prev_day_close": 49.75}, {"option": "SPY261111C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 5133.0, "iv": 3.1908, "open_interest": 586.0, "volume": 15.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:44:01", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00800000", "bid": 39.63, "bid_size": 1.0, "ask": 40.12, "ask_size": 1.0, "iv": 4.249, "open_interest": 4.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 39.8, "change": -12.76, "open": 38.78, "high": 38.78, "low": 37.99, "tick": "down", "last_trade_price": 37.99, "last_trade_time": "2026-11-11T13:26:36", "percent_change": -25.1429, "prev_day_close": 50.75}, {"option": "SPY261111C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.262, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00801000", "bid": 40.62, "bid_size": 1.0, "ask": 41.11, "ask_size": 1.0, "iv": 4.2587, "open_interest": 2.0, "volume": 3.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 40.8, "change": -12.83, "open": 43.38, "high": 43.38, "low": 38.92, "tick": "down", "last_trade_price": 38.92, "last_trade_time": "2026-11-11T13:26:36", "percent_change": -24.7923, "prev_day_close": 51.75}, {"option": "SPY261111C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.3331, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00802000", "bid": 41.65, "bid_size": 1.0, "ask": 42.17, "ask_size": 1.0, "iv": 4.6656, "open_interest": 3.0, "volume": 3.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 41.8, "change": -12.09, "open": 40.71, "high": 40.75, "low": 40.66, "tick": "down", "last_trade_price": 40.66, "last_trade_time": "2026-11-11T13:15:38", "percent_change": -22.9194, "prev_day_close": 52.75}, {"option": "SPY261111C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.4039, "open_interest": 29.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T11:59:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00803000", "bid": 42.65, "bid_size": 1.0, "ask": 43.11, "ask_size": 1.0, "iv": 4.5557, "open_interest": 3.0, "volume": 3.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 42.8, "change": -12.16, "open": 41.66, "high": 41.7, "low": 41.59, "tick": "down", "last_trade_price": 41.59, "last_trade_time": "2026-11-11T13:15:38", "percent_change": -22.6233, "prev_day_close": 53.75}, {"option": "SPY261111C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.4745, "open_interest": 81.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T11:33:28", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00804000", "bid": 43.66, "bid_size": 1.0, "ask": 44.12, "ask_size": 1.0, "iv": 4.7186, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 43.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.65, "last_trade_time": "2026-11-10T14:22:49", "percent_change": 0.0, "prev_day_close": 54.7600002288818}, {"option": "SPY261111C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.5449, "open_interest": 181.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:34:35", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00805000", "bid": 44.6, "bid_size": 1.0, "ask": 45.12, "ask_size": 1.0, "iv": 4.5634, "open_interest": 4.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 55.74, "last_trade_time": "2026-11-10T15:22:14", "percent_change": 0.0, "prev_day_close": 55.7299995422363}, {"option": "SPY261111C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 3.8939, "open_interest": 443.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T11:39:08", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00810000", "bid": 49.64, "bid_size": 1.0, "ask": 50.11, "ask_size": 1.0, "iv": 5.132, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 49.8, "change": -6.52, "open": 54.2, "high": 54.2, "low": 54.2, "tick": "up", "last_trade_price": 54.2, "last_trade_time": "2026-11-11T10:11:28", "percent_change": -10.7378, "prev_day_close": 60.7199993133545}, {"option": "SPY261111C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 4.2383, "open_interest": 533.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T10:11:26", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00815000", "bid": 54.68, "bid_size": 1.0, "ask": 55.11, "ask_size": 1.0, "iv": 5.7326, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.68, "last_trade_time": "2026-11-10T15:25:02", "percent_change": 0.0, "prev_day_close": 65.7249984741211}, {"option": "SPY261111C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 4.5782, "open_interest": 623.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:18:36", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00820000", "bid": 59.65, "bid_size": 1.0, "ask": 60.17, "ask_size": 1.0, "iv": 6.285, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.92, "last_trade_time": "2026-11-05T09:44:55", "percent_change": 0.0, "prev_day_close": 70.75}, {"option": "SPY261111C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 4.9141, "open_interest": 192.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-04T09:58:22", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00825000", "bid": 64.65, "bid_size": 1.0, "ask": 65.12, "ask_size": 1.0, "iv": 6.5026, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.91, "last_trade_time": "2026-11-05T09:44:55", "percent_change": 0.0, "prev_day_close": 75.7399978637695}, {"option": "SPY261111C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 5.2461, "open_interest": 79.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-02T11:26:29", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00830000", "bid": 69.65, "bid_size": 1.0, "ask": 70.12, "ask_size": 1.0, "iv": 6.9194, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 72.93, "last_trade_time": "2026-11-05T09:44:56", "percent_change": 0.0, "prev_day_close": 80.7399978637695}, {"option": "SPY261111C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 5.5744, "open_interest": 1357.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T13:30:33", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00835000", "bid": 74.65, "bid_size": 1.0, "ask": 75.12, "ask_size": 1.0, "iv": 7.3307, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 77.93, "last_trade_time": "2026-11-05T09:44:56", "percent_change": 0.0, "prev_day_close": 85.75}, {"option": "SPY261111C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 5.8993, "open_interest": 2.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-02T09:30:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00840000", "bid": 79.65, "bid_size": 1.0, "ask": 80.12, "ask_size": 1.0, "iv": 7.7368, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 90.52, "last_trade_time": "2026-11-10T15:23:07", "percent_change": 0.0, "prev_day_close": 90.75}, {"option": "SPY261111C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 6.2209, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00845000", "bid": 84.65, "bid_size": 1.0, "ask": 85.12, "ask_size": 1.0, "iv": 8.138, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.55, "last_trade_time": "2026-11-10T15:23:38", "percent_change": 0.0, "prev_day_close": 95.6150016784668}, {"option": "SPY261111C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 6.5392, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00850000", "bid": 89.62, "bid_size": 1.0, "ask": 90.15, "ask_size": 1.0, "iv": 8.5344, "open_interest": 2.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 89.8, "change": -11.42, "open": 89.33, "high": 89.33, "low": 89.33, "tick": "down", "last_trade_price": 89.33, "last_trade_time": "2026-11-11T14:45:06", "percent_change": -11.335, "prev_day_close": 100.75}, {"option": "SPY261111C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 6.8545, "open_interest": 1.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:30:00", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00855000", "bid": 94.65, "bid_size": 1.0, "ask": 95.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 94.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.95, "last_trade_time": "2026-11-05T09:44:57", "percent_change": 0.0, "prev_day_close": 105.75}, {"option": "SPY261111C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 7.1668, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00860000", "bid": 99.65, "bid_size": 1.0, "ask": 100.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.95, "last_trade_time": "2026-11-05T09:44:57", "percent_change": 0.0, "prev_day_close": 110.610000610352}, {"option": "SPY261111C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 7.4763, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00865000", "bid": 104.65, "bid_size": 1.0, "ask": 105.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 107.75, "last_trade_time": "2026-11-05T09:45:05", "percent_change": 0.0, "prev_day_close": 115.75}, {"option": "SPY261111C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 7.7829, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00870000", "bid": 109.65, "bid_size": 1.0, "ask": 110.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 112.75, "last_trade_time": "2026-11-05T09:45:05", "percent_change": 0.0, "prev_day_close": 120.75}, {"option": "SPY261111C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 8.0868, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00875000", "bid": 114.65, "bid_size": 1.0, "ask": 115.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.75}, {"option": "SPY261111C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 8.3881, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00880000", "bid": 119.65, "bid_size": 1.0, "ask": 120.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.75}, {"option": "SPY261111C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00885000", "bid": 124.65, "bid_size": 1.0, "ask": 125.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.73999786377}, {"option": "SPY261111C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00890000", "bid": 129.65, "bid_size": 1.0, "ask": 130.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.75}, {"option": "SPY261111C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00895000", "bid": 134.65, "bid_size": 1.0, "ask": 135.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 145.75}, {"option": "SPY261111C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00900000", "bid": 139.65, "bid_size": 1.0, "ask": 140.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 150.75}, {"option": "SPY261111C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00905000", "bid": 144.65, "bid_size": 1.0, "ask": 145.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 155.75}, {"option": "SPY261111C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00910000", "bid": 149.65, "bid_size": 1.0, "ask": 150.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.75}, {"option": "SPY261111C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00915000", "bid": 154.65, "bid_size": 1.0, "ask": 155.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 165.724998474121}, {"option": "SPY261111C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00920000", "bid": 159.65, "bid_size": 1.0, "ask": 160.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 170.690002441406}, {"option": "SPY261111C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00925000", "bid": 164.65, "bid_size": 1.0, "ask": 165.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.690002441406}, {"option": "SPY261111C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00930000", "bid": 169.65, "bid_size": 1.0, "ask": 170.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.714996337891}, {"option": "SPY261111C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 845.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00935000", "bid": 174.65, "bid_size": 1.0, "ask": 175.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 185.75}, {"option": "SPY261111C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00940000", "bid": 179.65, "bid_size": 1.0, "ask": 180.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 190.715003967285}, {"option": "SPY261111C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 831.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00945000", "bid": 184.65, "bid_size": 1.0, "ask": 185.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 184.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 195.75}, {"option": "SPY261111C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.01, "ask_size": 5265.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "up", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:39:37", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261111P00950000", "bid": 189.65, "bid_size": 1.0, "ask": 190.12, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 200.690002441406}, {"option": "SPY261112C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5049, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0164, "theo": 160.2862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 139.0, "last_trade_time": "2026-11-06T14:34:18", "percent_change": 0.0, "prev_day_close": 160.074996948242}, {"option": "SPY261112P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3527, "open_interest": 390.0, "volume": 7.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0006, "theta": -0.0059, "rho": 0.0, "theo": 0.006, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:45:53", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4521, "open_interest": 1.0, "volume": 10.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.0166, "theo": 155.287, "change": 11.315, "open": 152.43, "high": 155.74, "low": 152.43, "tick": "up", "last_trade_price": 155.74, "last_trade_time": "2026-11-11T12:21:58", "percent_change": 7.83451, "prev_day_close": 155.080001831055}, {"option": "SPY261112P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3082, "open_interest": 58.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0007, "theta": -0.0062, "rho": 0.0, "theo": 0.0062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:20:23", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3638, "open_interest": 4.0, "volume": 16.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.0167, "theo": 150.2879, "change": 10.865, "open": 148.41, "high": 150.69, "low": 146.97, "tick": "down", "last_trade_price": 150.21, "last_trade_time": "2026-11-11T15:25:52", "percent_change": 7.79719, "prev_day_close": 150.075004577637}, {"option": "SPY261112P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.264, "open_interest": 505.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0007, "theta": -0.0064, "rho": 0.0, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:13:16", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3479, "open_interest": 0.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.0168, "theo": 145.2888, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 123.12, "last_trade_time": "2026-11-06T15:27:18", "percent_change": 0.0, "prev_day_close": 145.080001831055}, {"option": "SPY261112P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2201, "open_interest": 837.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0008, "theta": -0.0067, "rho": 0.0, "theo": 0.0067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:38:35", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3493, "open_interest": 0.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.017, "theo": 140.2896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 119.13, "last_trade_time": "2026-11-06T14:33:46", "percent_change": 0.0, "prev_day_close": 140.080001831055}, {"option": "SPY261112P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1765, "open_interest": 706.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0008, "theta": -0.0069, "rho": 0.0, "theo": 0.0069, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:11:03", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2454, "open_interest": 22.0, "volume": 53.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.0171, "theo": 135.2905, "change": 12.445, "open": 131.89, "high": 136.79, "low": 131.89, "tick": "up", "last_trade_price": 136.79, "last_trade_time": "2026-11-11T15:59:17", "percent_change": 10.0084, "prev_day_close": 135.080001831055}, {"option": "SPY261112P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1331, "open_interest": 126.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0008, "theta": -0.0072, "rho": 0.0, "theo": 0.0072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:12:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1947, "open_interest": 4.0, "volume": 30.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.0172, "theo": 130.2914, "change": 11.18, "open": 128.13, "high": 132.26, "low": 127.34, "tick": "no_change", "last_trade_price": 130.56, "last_trade_time": "2026-11-11T15:48:40", "percent_change": 9.36505, "prev_day_close": 130.080001831055}, {"option": "SPY261112P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.09, "open_interest": 375.0, "volume": 0.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0009, "theta": -0.0075, "rho": 0.0, "theo": 0.0075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:52:26", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1445, "open_interest": 6.0, "volume": 26.0, "delta": 0.9993, "gamma": 0.0001, "vega": 0.001, "theta": 0.0, "rho": 0.0174, "theo": 125.2923, "change": 10.89, "open": 123.4, "high": 127.27, "low": 122.58, "tick": "down", "last_trade_price": 125.24, "last_trade_time": "2026-11-11T15:27:16", "percent_change": 9.52339, "prev_day_close": 125.079998016357}, {"option": "SPY261112P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0471, "open_interest": 254.0, "volume": 2.0, "delta": -0.0007, "gamma": 0.0001, "vega": 0.001, "theta": -0.0077, "rho": 0.0, "theo": 0.0078, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:22", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0946, "open_interest": 3.0, "volume": 18.0, "delta": 0.9992, "gamma": 0.0001, "vega": 0.001, "theta": 0.0, "rho": 0.0175, "theo": 120.2932, "change": 11.985, "open": 118.27, "high": 121.88, "low": 117.61, "tick": "no_change", "last_trade_price": 121.34, "last_trade_time": "2026-11-11T15:49:11", "percent_change": 10.9597, "prev_day_close": 120.084999084473}, {"option": "SPY261112P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0045, "open_interest": 690.0, "volume": 2.0, "delta": -0.0008, "gamma": 0.0001, "vega": 0.001, "theta": -0.008, "rho": 0.0, "theo": 0.008, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:25", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0954, "open_interest": 22.0, "volume": 38.0, "delta": 0.9992, "gamma": 0.0001, "vega": 0.0011, "theta": 0.0, "rho": 0.0176, "theo": 115.2941, "change": 11.135, "open": 111.73, "high": 117.25, "low": 110.86, "tick": "down", "last_trade_price": 115.49, "last_trade_time": "2026-11-11T15:49:00", "percent_change": 10.6703, "prev_day_close": 115.075000762939}, {"option": "SPY261112P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9621, "open_interest": 139.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0001, "vega": 0.0011, "theta": -0.0083, "rho": 0.0, "theo": 0.0083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T16:00:57", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0235, "open_interest": 7.0, "volume": 46.0, "delta": 0.9991, "gamma": 0.0001, "vega": 0.0012, "theta": 0.0, "rho": 0.0178, "theo": 110.295, "change": 11.085, "open": 105.92, "high": 111.72, "low": 105.58, "tick": "down", "last_trade_price": 110.44, "last_trade_time": "2026-11-11T15:49:22", "percent_change": 11.157, "prev_day_close": 110.084999084473}, {"option": "SPY261112P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.92, "open_interest": 410.0, "volume": 2.0, "delta": -0.0009, "gamma": 0.0001, "vega": 0.0012, "theta": -0.0086, "rho": 0.0, "theo": 0.0086, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:28", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9746, "open_interest": 6.0, "volume": 55.0, "delta": 0.9991, "gamma": 0.0001, "vega": 0.0013, "theta": 0.0, "rho": 0.0179, "theo": 105.2959, "change": 10.88, "open": 100.99, "high": 107.5, "low": 100.88, "tick": "up", "last_trade_price": 105.24, "last_trade_time": "2026-11-11T15:26:29", "percent_change": 11.5303, "prev_day_close": 105.084999084473}, {"option": "SPY261112P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.878, "open_interest": 412.0, "volume": 0.0, "delta": -0.0009, "gamma": 0.0001, "vega": 0.0013, "theta": -0.0089, "rho": 0.0, "theo": 0.0089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:23:44", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.926, "open_interest": 14.0, "volume": 50.0, "delta": 0.999, "gamma": 0.0001, "vega": 0.0014, "theta": 0.0, "rho": 0.018, "theo": 100.2969, "change": 10.865, "open": 96.76, "high": 102.59, "low": 95.8, "tick": "up", "last_trade_price": 100.22, "last_trade_time": "2026-11-11T15:50:12", "percent_change": 12.1594, "prev_day_close": 100.084999084473}, {"option": "SPY261112P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8363, "open_interest": 309.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0001, "vega": 0.0014, "theta": -0.0092, "rho": 0.0, "theo": 0.0093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T11:22:57", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8778, "open_interest": 11.0, "volume": 58.0, "delta": 0.9989, "gamma": 0.0001, "vega": 0.0015, "theta": 0.0, "rho": 0.0182, "theo": 95.2978, "change": 10.88, "open": 91.26, "high": 97.56, "low": 90.58, "tick": "up", "last_trade_price": 95.28, "last_trade_time": "2026-11-11T15:26:40", "percent_change": 12.891, "prev_day_close": 95.0849990844726}, {"option": "SPY261112P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7948, "open_interest": 761.0, "volume": 7.0, "delta": -0.0011, "gamma": 0.0001, "vega": 0.0015, "theta": -0.0095, "rho": 0.0, "theo": 0.0095, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:53:27", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8505, "open_interest": 9.0, "volume": 68.0, "delta": 0.9988, "gamma": 0.0001, "vega": 0.0016, "theta": 0.0, "rho": 0.0183, "theo": 90.2988, "change": 11.89, "open": 86.52, "high": 92.02, "low": 84.64, "tick": "no_change", "last_trade_price": 91.26, "last_trade_time": "2026-11-11T15:49:43", "percent_change": 14.9805, "prev_day_close": 90.0849990844726}, {"option": "SPY261112P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7534, "open_interest": 335.0, "volume": 0.0, "delta": -0.0012, "gamma": 0.0001, "vega": 0.0016, "theta": -0.0098, "rho": 0.0, "theo": 0.0099, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T16:00:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7563, "open_interest": 31.0, "volume": 146.0, "delta": 0.9987, "gamma": 0.0001, "vega": 0.0017, "theta": 0.0, "rho": 0.0184, "theo": 85.2998, "change": 10.77, "open": 83.01, "high": 87.52, "low": 79.65, "tick": "up", "last_trade_price": 85.14, "last_trade_time": "2026-11-11T15:25:02", "percent_change": 14.4816, "prev_day_close": 85.0900001525879}, {"option": "SPY261112P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7122, "open_interest": 281.0, "volume": 5.0, "delta": -0.0013, "gamma": 0.0001, "vega": 0.0017, "theta": -0.0102, "rho": 0.0, "theo": 0.0102, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:33:58", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7549, "open_interest": 28.0, "volume": 70.0, "delta": 0.9986, "gamma": 0.0002, "vega": 0.0019, "theta": -0.0008, "rho": 0.0186, "theo": 80.3008, "change": 8.88, "open": 76.33, "high": 82.83, "low": 75.62, "tick": "down", "last_trade_price": 78.25, "last_trade_time": "2026-11-11T15:25:14", "percent_change": 12.8009, "prev_day_close": 80.0900001525879}, {"option": "SPY261112P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6711, "open_interest": 719.0, "volume": 31.0, "delta": -0.0014, "gamma": 0.0002, "vega": 0.0018, "theta": -0.0106, "rho": 0.0, "theo": 0.0106, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:13:50", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7075, "open_interest": 14.0, "volume": 64.0, "delta": 0.9985, "gamma": 0.0002, "vega": 0.002, "theta": -0.0018, "rho": 0.0187, "theo": 75.3018, "change": 10.81, "open": 71.58, "high": 77.32, "low": 69.65, "tick": "down", "last_trade_price": 75.18, "last_trade_time": "2026-11-11T15:25:32", "percent_change": 16.7935, "prev_day_close": 75.5099983215332}, {"option": "SPY261112P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6301, "open_interest": 768.0, "volume": 418.0, "delta": -0.0015, "gamma": 0.0002, "vega": 0.002, "theta": -0.0111, "rho": 0.0, "theo": 0.0111, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:06:03", "percent_change": -71.4286, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5758, "open_interest": 29.0, "volume": 253.0, "delta": 0.9983, "gamma": 0.0002, "vega": 0.0022, "theta": -0.0029, "rho": 0.0189, "theo": 70.3028, "change": 10.675, "open": 66.5, "high": 71.47, "low": 64.89, "tick": "down", "last_trade_price": 70.07, "last_trade_time": "2026-11-11T15:23:07", "percent_change": 17.9729, "prev_day_close": 70.5099983215332}, {"option": "SPY261112P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5893, "open_interest": 6064.0, "volume": 14158.0, "delta": -0.0017, "gamma": 0.0002, "vega": 0.0022, "theta": -0.0115, "rho": 0.0, "theo": 0.0115, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:09", "percent_change": -71.4286, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6284, "open_interest": 14.0, "volume": 38.0, "delta": 0.9981, "gamma": 0.0002, "vega": 0.0024, "theta": -0.004, "rho": 0.019, "theo": 65.3039, "change": 10.94, "open": 60.8, "high": 67.1, "low": 60.8, "tick": "down", "last_trade_price": 65.32, "last_trade_time": "2026-11-11T15:14:49", "percent_change": 20.1177, "prev_day_close": 65.0900001525879}, {"option": "SPY261112P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5486, "open_interest": 1785.0, "volume": 4585.0, "delta": -0.0019, "gamma": 0.0002, "vega": 0.0024, "theta": -0.0119, "rho": 0.0, "theo": 0.012, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:42", "percent_change": -71.4286, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5813, "open_interest": 17.0, "volume": 41.0, "delta": 0.9979, "gamma": 0.0003, "vega": 0.0027, "theta": -0.0051, "rho": 0.0191, "theo": 60.3051, "change": 10.42, "open": 54.45, "high": 61.36, "low": 54.45, "tick": "down", "last_trade_price": 59.81, "last_trade_time": "2026-11-11T16:03:57", "percent_change": 21.0974, "prev_day_close": 60.0950012207031}, {"option": "SPY261112P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5081, "open_interest": 2852.0, "volume": 4318.0, "delta": -0.0021, "gamma": 0.0003, "vega": 0.0027, "theta": -0.0125, "rho": 0.0, "theo": 0.0125, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:11:10", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5719, "open_interest": 11.0, "volume": 46.0, "delta": 0.9979, "gamma": 0.0003, "vega": 0.0028, "theta": -0.0054, "rho": 0.0192, "theo": 59.3053, "change": 11.075, "open": 54.91, "high": 61.05, "low": 54.91, "tick": "up", "last_trade_price": 59.46, "last_trade_time": "2026-11-11T15:14:17", "percent_change": 22.8893, "prev_day_close": 59.0950012207031}, {"option": "SPY261112P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5, "open_interest": 2182.0, "volume": 1789.0, "delta": -0.0021, "gamma": 0.0003, "vega": 0.0028, "theta": -0.0126, "rho": 0.0, "theo": 0.0127, "change": -0.035, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:04:18", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5742, "open_interest": 19.0, "volume": 96.0, "delta": 0.9978, "gamma": 0.0003, "vega": 0.0028, "theta": -0.0056, "rho": 0.0192, "theo": 58.3056, "change": 11.04, "open": 53.67, "high": 60.19, "low": 53.09, "tick": "down", "last_trade_price": 58.43, "last_trade_time": "2026-11-11T15:14:00", "percent_change": 23.2961, "prev_day_close": 58.0950012207031}, {"option": "SPY261112P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4918, "open_interest": 1310.0, "volume": 2065.0, "delta": -0.0022, "gamma": 0.0003, "vega": 0.0028, "theta": -0.0128, "rho": 0.0, "theo": 0.0128, "change": -0.035, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:44:49", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4981, "open_interest": 7.0, "volume": 34.0, "delta": 0.9978, "gamma": 0.0003, "vega": 0.0029, "theta": -0.0059, "rho": 0.0192, "theo": 57.3058, "change": 11.805, "open": 54.99, "high": 59.12, "low": 52.73, "tick": "up", "last_trade_price": 58.2, "last_trade_time": "2026-11-11T15:13:47", "percent_change": 25.4446, "prev_day_close": 57.0950012207031}, {"option": "SPY261112P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5325, "open_interest": 1520.0, "volume": 2642.0, "delta": -0.0022, "gamma": 0.0003, "vega": 0.0029, "theta": -0.0129, "rho": 0.0, "theo": 0.0129, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:12:09", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.53, "open_interest": 20.0, "volume": 46.0, "delta": 0.9977, "gamma": 0.0003, "vega": 0.0029, "theta": -0.0061, "rho": 0.0192, "theo": 56.3061, "change": 11.1, "open": 52.98, "high": 57.8, "low": 52.98, "tick": "up", "last_trade_price": 56.49, "last_trade_time": "2026-11-11T15:18:34", "percent_change": 24.4547, "prev_day_close": 56.0950012207031}, {"option": "SPY261112P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5237, "open_interest": 934.0, "volume": 694.0, "delta": -0.0023, "gamma": 0.0003, "vega": 0.0029, "theta": -0.013, "rho": 0.0, "theo": 0.0131, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:11:42", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5458, "open_interest": 12.0, "volume": 44.0, "delta": 0.9977, "gamma": 0.0004, "vega": 0.003, "theta": -0.0064, "rho": 0.0192, "theo": 55.3064, "change": 10.99, "open": 52.86, "high": 57.18, "low": 52.01, "tick": "down", "last_trade_price": 55.38, "last_trade_time": "2026-11-11T15:15:34", "percent_change": 24.7578, "prev_day_close": 55.0950012207031}, {"option": "SPY261112P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.515, "open_interest": 993.0, "volume": 1524.0, "delta": -0.0023, "gamma": 0.0004, "vega": 0.003, "theta": -0.0132, "rho": 0.0, "theo": 0.0132, "change": -0.035, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:10:08", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5363, "open_interest": 18.0, "volume": 98.0, "delta": 0.9976, "gamma": 0.0004, "vega": 0.0031, "theta": -0.0066, "rho": 0.0193, "theo": 54.3066, "change": 10.935, "open": 51.96, "high": 55.74, "low": 50.58, "tick": "down", "last_trade_price": 54.33, "last_trade_time": "2026-11-11T15:14:38", "percent_change": 25.1988, "prev_day_close": 54.0950012207031}, {"option": "SPY261112P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5062, "open_interest": 1320.0, "volume": 1650.0, "delta": -0.0024, "gamma": 0.0004, "vega": 0.0031, "theta": -0.0133, "rho": 0.0, "theo": 0.0134, "change": -0.025, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:09:10", "percent_change": -55.5556, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5268, "open_interest": 15.0, "volume": 74.0, "delta": 0.9976, "gamma": 0.0004, "vega": 0.0032, "theta": -0.0069, "rho": 0.0193, "theo": 53.3069, "change": 11.095, "open": 50.01, "high": 55.13, "low": 50.01, "tick": "up", "last_trade_price": 53.49, "last_trade_time": "2026-11-11T15:13:40", "percent_change": 26.1705, "prev_day_close": 53.5349998474121}, {"option": "SPY261112P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4974, "open_interest": 3513.0, "volume": 15461.0, "delta": -0.0025, "gamma": 0.0004, "vega": 0.0032, "theta": -0.0135, "rho": 0.0, "theo": 0.0135, "change": -0.035, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:33", "percent_change": -77.7778, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5063, "open_interest": 35.0, "volume": 62.0, "delta": 0.9975, "gamma": 0.0004, "vega": 0.0032, "theta": -0.0072, "rho": 0.0193, "theo": 52.3072, "change": 10.275, "open": 49.05, "high": 54.8, "low": 48.93, "tick": "down", "last_trade_price": 51.67, "last_trade_time": "2026-11-11T15:12:29", "percent_change": 24.8218, "prev_day_close": 52.5249996185303}, {"option": "SPY261112P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4886, "open_interest": 2598.0, "volume": 5040.0, "delta": -0.0025, "gamma": 0.0004, "vega": 0.0032, "theta": -0.0136, "rho": 0.0, "theo": 0.0137, "change": -0.035, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:02:10", "percent_change": -63.6364, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4839, "open_interest": 21.0, "volume": 60.0, "delta": 0.9974, "gamma": 0.0004, "vega": 0.0033, "theta": -0.0075, "rho": 0.0194, "theo": 51.3074, "change": 11.6, "open": 49.44, "high": 53.76, "low": 47.99, "tick": "up", "last_trade_price": 52.0, "last_trade_time": "2026-11-11T15:12:16", "percent_change": 28.7129, "prev_day_close": 51.0950012207031}, {"option": "SPY261112P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4798, "open_interest": 3136.0, "volume": 7186.0, "delta": -0.0026, "gamma": 0.0004, "vega": 0.0033, "theta": -0.0138, "rho": 0.0, "theo": 0.0139, "change": -0.045, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:52:44", "percent_change": -81.8182, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5078, "open_interest": 11.0, "volume": 46.0, "delta": 0.9974, "gamma": 0.0004, "vega": 0.0034, "theta": -0.0078, "rho": 0.0194, "theo": 50.3077, "change": 11.805, "open": 47.0, "high": 52.17, "low": 47.0, "tick": "up", "last_trade_price": 51.21, "last_trade_time": "2026-11-11T15:11:55", "percent_change": 29.9581, "prev_day_close": 50.0950012207031}, {"option": "SPY261112P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.471, "open_interest": 4320.0, "volume": 12683.0, "delta": -0.0027, "gamma": 0.0004, "vega": 0.0034, "theta": -0.014, "rho": 0.0, "theo": 0.014, "change": -0.035, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:14:34", "percent_change": -63.6364, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4982, "open_interest": 36.0, "volume": 54.0, "delta": 0.9973, "gamma": 0.0004, "vega": 0.0035, "theta": -0.0081, "rho": 0.0194, "theo": 49.308, "change": 10.96, "open": 46.05, "high": 51.12, "low": 45.07, "tick": "no_change", "last_trade_price": 49.37, "last_trade_time": "2026-11-11T15:11:40", "percent_change": 28.5342, "prev_day_close": 49.5100002288818}, {"option": "SPY261112P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4622, "open_interest": 4026.0, "volume": 4391.0, "delta": -0.0027, "gamma": 0.0004, "vega": 0.0035, "theta": -0.0142, "rho": 0.0, "theo": 0.0142, "change": -0.045, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:59:53", "percent_change": -81.8182, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4968, "open_interest": 18.0, "volume": 44.0, "delta": 0.9972, "gamma": 0.0005, "vega": 0.0036, "theta": -0.0084, "rho": 0.0194, "theo": 48.3083, "change": 8.845, "open": 44.96, "high": 49.34, "low": 44.96, "tick": "down", "last_trade_price": 46.29, "last_trade_time": "2026-11-11T15:26:33", "percent_change": 23.6213, "prev_day_close": 48.0950012207031}, {"option": "SPY261112P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4535, "open_interest": 1313.0, "volume": 1719.0, "delta": -0.0028, "gamma": 0.0005, "vega": 0.0036, "theta": -0.0144, "rho": -0.0001, "theo": 0.0144, "change": -0.045, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:59:53", "percent_change": -69.2308, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4791, "open_interest": 25.0, "volume": 54.0, "delta": 0.9971, "gamma": 0.0005, "vega": 0.0037, "theta": -0.0087, "rho": 0.0195, "theo": 47.3086, "change": 10.865, "open": 43.93, "high": 49.15, "low": 43.85, "tick": "up", "last_trade_price": 47.32, "last_trade_time": "2026-11-11T15:26:18", "percent_change": 29.8039, "prev_day_close": 47.5100002288818}, {"option": "SPY261112P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4447, "open_interest": 1504.0, "volume": 5960.0, "delta": -0.0029, "gamma": 0.0005, "vega": 0.0037, "theta": -0.0146, "rho": -0.0001, "theo": 0.0146, "change": -0.055, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:41:29", "percent_change": -84.6154, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4696, "open_interest": 18.0, "volume": 54.0, "delta": 0.997, "gamma": 0.0005, "vega": 0.0038, "theta": -0.009, "rho": 0.0195, "theo": 46.309, "change": 10.835, "open": 41.45, "high": 48.43, "low": 41.45, "tick": "down", "last_trade_price": 46.3, "last_trade_time": "2026-11-11T15:10:52", "percent_change": 30.5512, "prev_day_close": 46.5250015258789}, {"option": "SPY261112P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4359, "open_interest": 1267.0, "volume": 2016.0, "delta": -0.003, "gamma": 0.0005, "vega": 0.0038, "theta": -0.0148, "rho": -0.0001, "theo": 0.0148, "change": -0.045, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:04:10", "percent_change": -69.2308, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.46, "open_interest": 19.0, "volume": 94.0, "delta": 0.9969, "gamma": 0.0005, "vega": 0.0039, "theta": -0.0093, "rho": 0.0195, "theo": 45.3093, "change": 10.795, "open": 41.4, "high": 47.49, "low": 39.73, "tick": "up", "last_trade_price": 45.26, "last_trade_time": "2026-11-11T15:25:36", "percent_change": 31.3216, "prev_day_close": 45.1049995422363}, {"option": "SPY261112P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4271, "open_interest": 3787.0, "volume": 1041.0, "delta": -0.0031, "gamma": 0.0005, "vega": 0.0039, "theta": -0.015, "rho": -0.0001, "theo": 0.015, "change": -0.055, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:03:56", "percent_change": -84.6154, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4504, "open_interest": 21.0, "volume": 28.0, "delta": 0.9968, "gamma": 0.0006, "vega": 0.004, "theta": -0.0097, "rho": 0.0195, "theo": 44.3097, "change": 10.93, "open": 40.92, "high": 46.41, "low": 40.41, "tick": "up", "last_trade_price": 44.4, "last_trade_time": "2026-11-11T15:10:14", "percent_change": 32.6561, "prev_day_close": 44.1000003814697}, {"option": "SPY261112P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4183, "open_interest": 951.0, "volume": 1276.0, "delta": -0.0032, "gamma": 0.0006, "vega": 0.004, "theta": -0.0152, "rho": -0.0001, "theo": 0.0153, "change": -0.055, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:40:01", "percent_change": -73.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4409, "open_interest": 32.0, "volume": 42.0, "delta": 0.9967, "gamma": 0.0006, "vega": 0.0041, "theta": -0.01, "rho": 0.0196, "theo": 43.31, "change": 10.85, "open": 40.0, "high": 44.5, "low": 40.0, "tick": "up", "last_trade_price": 43.32, "last_trade_time": "2026-11-11T15:26:01", "percent_change": 33.4155, "prev_day_close": 43.1100006103516}, {"option": "SPY261112P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4095, "open_interest": 2008.0, "volume": 2620.0, "delta": -0.0033, "gamma": 0.0006, "vega": 0.0042, "theta": -0.0155, "rho": -0.0001, "theo": 0.0155, "change": -0.055, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:00:36", "percent_change": -73.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4313, "open_interest": 28.0, "volume": 60.0, "delta": 0.9966, "gamma": 0.0006, "vega": 0.0043, "theta": -0.0104, "rho": 0.0196, "theo": 42.3104, "change": 10.825, "open": 39.11, "high": 44.2, "low": 39.11, "tick": "down", "last_trade_price": 42.31, "last_trade_time": "2026-11-11T15:09:41", "percent_change": 34.3815, "prev_day_close": 42.5250015258789}, {"option": "SPY261112P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4007, "open_interest": 2214.0, "volume": 3454.0, "delta": -0.0034, "gamma": 0.0006, "vega": 0.0043, "theta": -0.0158, "rho": -0.0001, "theo": 0.0158, "change": -0.065, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:28:34", "percent_change": -76.4706, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4218, "open_interest": 76.0, "volume": 108.0, "delta": 0.9965, "gamma": 0.0007, "vega": 0.0044, "theta": -0.0108, "rho": 0.0196, "theo": 41.3108, "change": 10.84, "open": 37.39, "high": 43.24, "low": 37.39, "tick": "down", "last_trade_price": 41.31, "last_trade_time": "2026-11-11T15:09:26", "percent_change": 35.576, "prev_day_close": 41.5200004577637}, {"option": "SPY261112P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3919, "open_interest": 667.0, "volume": 929.0, "delta": -0.0035, "gamma": 0.0007, "vega": 0.0044, "theta": -0.016, "rho": -0.0001, "theo": 0.0161, "change": -0.075, "open": 0.03, "high": 0.04, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:30:53", "percent_change": -88.2353, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4122, "open_interest": 98.0, "volume": 152.0, "delta": 0.9964, "gamma": 0.0007, "vega": 0.0046, "theta": -0.0112, "rho": 0.0196, "theo": 40.3112, "change": 11.87, "open": 37.42, "high": 42.97, "low": 35.49, "tick": "up", "last_trade_price": 41.35, "last_trade_time": "2026-11-11T15:09:10", "percent_change": 40.2646, "prev_day_close": 40.4200000762939}, {"option": "SPY261112P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3831, "open_interest": 3750.0, "volume": 752.0, "delta": -0.0036, "gamma": 0.0007, "vega": 0.0046, "theta": -0.0163, "rho": -0.0001, "theo": 0.0164, "change": -0.085, "open": 0.03, "high": 0.04, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:56:13", "percent_change": -89.4737, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4026, "open_interest": 17.0, "volume": 58.0, "delta": 0.9962, "gamma": 0.0007, "vega": 0.0047, "theta": -0.0117, "rho": 0.0197, "theo": 39.3116, "change": 11.8, "open": 35.74, "high": 42.03, "low": 35.49, "tick": "up", "last_trade_price": 40.29, "last_trade_time": "2026-11-11T15:08:51", "percent_change": 41.418, "prev_day_close": 39.1049995422363}, {"option": "SPY261112P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3743, "open_interest": 768.0, "volume": 520.0, "delta": -0.0038, "gamma": 0.0007, "vega": 0.0048, "theta": -0.0167, "rho": -0.0001, "theo": 0.0167, "change": -0.075, "open": 0.04, "high": 0.04, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:03:14", "percent_change": -78.9474, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4001, "open_interest": 12.0, "volume": 88.0, "delta": 0.9961, "gamma": 0.0008, "vega": 0.0049, "theta": -0.0121, "rho": 0.0197, "theo": 38.3121, "change": 11.235, "open": 34.82, "high": 40.94, "low": 33.06, "tick": "no_change", "last_trade_price": 38.73, "last_trade_time": "2026-11-11T15:03:49", "percent_change": 40.862, "prev_day_close": 38.5200004577637}, {"option": "SPY261112P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3654, "open_interest": 803.0, "volume": 914.0, "delta": -0.0039, "gamma": 0.0008, "vega": 0.0049, "theta": -0.0168, "rho": -0.0001, "theo": 0.0169, "change": -0.095, "open": 0.04, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:56:15", "percent_change": -90.4762, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3904, "open_interest": 44.0, "volume": 30.0, "delta": 0.9959, "gamma": 0.0008, "vega": 0.0051, "theta": -0.0126, "rho": 0.0197, "theo": 37.3126, "change": 11.525, "open": 33.72, "high": 40.66, "low": 33.72, "tick": "up", "last_trade_price": 37.66, "last_trade_time": "2026-11-11T14:09:03", "percent_change": 44.0979, "prev_day_close": 37.1049995422363}, {"option": "SPY261112P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3565, "open_interest": 462.0, "volume": 680.0, "delta": -0.0041, "gamma": 0.0008, "vega": 0.0051, "theta": -0.0172, "rho": -0.0001, "theo": 0.0172, "change": -0.095, "open": 0.03, "high": 0.05, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:51:54", "percent_change": -82.6087, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.374, "open_interest": 19.0, "volume": 24.0, "delta": 0.9958, "gamma": 0.0009, "vega": 0.0053, "theta": -0.0131, "rho": 0.0197, "theo": 36.3131, "change": 12.22, "open": 33.05, "high": 39.11, "low": 32.13, "tick": "up", "last_trade_price": 37.37, "last_trade_time": "2026-11-11T14:08:50", "percent_change": 48.5885, "prev_day_close": 36.1000003814697}, {"option": "SPY261112P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3477, "open_interest": 658.0, "volume": 1045.0, "delta": -0.0042, "gamma": 0.0009, "vega": 0.0053, "theta": -0.0176, "rho": -0.0001, "theo": 0.0176, "change": -0.105, "open": 0.03, "high": 0.04, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:04:42", "percent_change": -84.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 456.0, "volume": 46.0, "delta": 0.9956, "gamma": 0.0009, "vega": 0.0055, "theta": -0.0136, "rho": 0.0198, "theo": 35.3136, "change": 10.81, "open": 31.61, "high": 37.3, "low": 31.61, "tick": "down", "last_trade_price": 35.01, "last_trade_time": "2026-11-11T15:45:33", "percent_change": 44.6694, "prev_day_close": 34.814998626709}, {"option": "SPY261112P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3388, "open_interest": 6659.0, "volume": 8218.0, "delta": -0.0044, "gamma": 0.0009, "vega": 0.0055, "theta": -0.0182, "rho": -0.0001, "theo": 0.0182, "change": -0.125, "open": 0.04, "high": 0.06, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:07:35", "percent_change": -86.2069, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3614, "open_interest": 38.0, "volume": 20.0, "delta": 0.9954, "gamma": 0.001, "vega": 0.0057, "theta": -0.0142, "rho": 0.0198, "theo": 34.3142, "change": 12.5, "open": 31.87, "high": 36.2, "low": 30.91, "tick": "up", "last_trade_price": 35.71, "last_trade_time": "2026-11-11T14:08:22", "percent_change": 53.8561, "prev_day_close": 34.1000003814697}, {"option": "SPY261112P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3299, "open_interest": 3733.0, "volume": 7278.0, "delta": -0.0047, "gamma": 0.001, "vega": 0.0058, "theta": -0.0186, "rho": -0.0001, "theo": 0.0187, "change": -0.145, "open": 0.05, "high": 0.06, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:34", "percent_change": -93.5484, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3575, "open_interest": 82.0, "volume": 32.0, "delta": 0.9952, "gamma": 0.0011, "vega": 0.006, "theta": -0.0148, "rho": 0.0198, "theo": 33.3148, "change": 11.04, "open": 30.44, "high": 36.18, "low": 29.48, "tick": "down", "last_trade_price": 33.25, "last_trade_time": "2026-11-11T14:25:50", "percent_change": 49.7073, "prev_day_close": 33.1000003814697}, {"option": "SPY261112P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3211, "open_interest": 722.0, "volume": 1071.0, "delta": -0.0049, "gamma": 0.0011, "vega": 0.006, "theta": -0.0192, "rho": -0.0001, "theo": 0.0192, "change": -0.175, "open": 0.04, "high": 0.07, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:26:48", "percent_change": -94.5946, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3477, "open_interest": 93.0, "volume": 26.0, "delta": 0.9949, "gamma": 0.0011, "vega": 0.0062, "theta": -0.0155, "rho": 0.0198, "theo": 32.3155, "change": 10.9, "open": 29.49, "high": 34.43, "low": 28.8, "tick": "up", "last_trade_price": 32.12, "last_trade_time": "2026-11-11T14:24:45", "percent_change": 51.3666, "prev_day_close": 32.1099996566772}, {"option": "SPY261112P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3122, "open_interest": 1075.0, "volume": 1291.0, "delta": -0.0051, "gamma": 0.0011, "vega": 0.0063, "theta": -0.0197, "rho": -0.0001, "theo": 0.0198, "change": -0.185, "open": 0.05, "high": 0.07, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:14:16", "percent_change": -90.2439, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 292.0, "volume": 20.0, "delta": 0.9947, "gamma": 0.0012, "vega": 0.0065, "theta": -0.0163, "rho": 0.0198, "theo": 31.3162, "change": 11.725, "open": 27.54, "high": 33.31, "low": 26.64, "tick": "down", "last_trade_price": 32.0, "last_trade_time": "2026-11-11T14:07:43", "percent_change": 57.8298, "prev_day_close": 31.2849998474121}, {"option": "SPY261112P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3206, "open_interest": 1827.0, "volume": 2172.0, "delta": -0.0054, "gamma": 0.0012, "vega": 0.0066, "theta": -0.0204, "rho": -0.0001, "theo": 0.0204, "change": -0.215, "open": 0.06, "high": 0.07, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:05:01", "percent_change": -91.4894, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 273.0, "volume": 30.0, "delta": 0.9944, "gamma": 0.0013, "vega": 0.0069, "theta": -0.0171, "rho": 0.0199, "theo": 30.3171, "change": 12.885, "open": 26.31, "high": 32.25, "low": 26.23, "tick": "up", "last_trade_price": 32.25, "last_trade_time": "2026-11-11T14:07:22", "percent_change": 66.5376, "prev_day_close": 30.289999961853}, {"option": "SPY261112P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3113, "open_interest": 8876.0, "volume": 1861.0, "delta": -0.0057, "gamma": 0.0013, "vega": 0.0069, "theta": -0.0211, "rho": -0.0001, "theo": 0.0211, "change": -0.245, "open": 0.06, "high": 0.09, "low": 0.01, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:08:16", "percent_change": -92.4528, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 275.0, "volume": 8.0, "delta": 0.994, "gamma": 0.0014, "vega": 0.0072, "theta": -0.018, "rho": 0.0199, "theo": 29.3179, "change": 12.905, "open": 25.61, "high": 31.31, "low": 25.61, "tick": "up", "last_trade_price": 31.31, "last_trade_time": "2026-11-11T13:27:07", "percent_change": 70.1168, "prev_day_close": 29.2950000762939}, {"option": "SPY261112P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.302, "open_interest": 1147.0, "volume": 1326.0, "delta": -0.006, "gamma": 0.0014, "vega": 0.0073, "theta": -0.0218, "rho": -0.0001, "theo": 0.0219, "change": -0.285, "open": 0.06, "high": 0.1, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:03:56", "percent_change": -93.4426, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 316.0, "volume": 6.0, "delta": 0.9937, "gamma": 0.0015, "vega": 0.0076, "theta": -0.0189, "rho": 0.0199, "theo": 28.3189, "change": 11.295, "open": 24.44, "high": 28.75, "low": 24.44, "tick": "up", "last_trade_price": 28.75, "last_trade_time": "2026-11-11T14:37:52", "percent_change": 64.7092, "prev_day_close": 28.375}, {"option": "SPY261112P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2926, "open_interest": 987.0, "volume": 772.0, "delta": -0.0064, "gamma": 0.0015, "vega": 0.0077, "theta": -0.0227, "rho": -0.0001, "theo": 0.0228, "change": -0.315, "open": 0.08, "high": 0.11, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:08:50", "percent_change": -91.3043, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 321.0, "volume": 1.0, "delta": 0.9933, "gamma": 0.0017, "vega": 0.0081, "theta": -0.0201, "rho": 0.0199, "theo": 27.3201, "change": 12.005, "open": 28.5, "high": 28.5, "low": 28.5, "tick": "up", "last_trade_price": 28.5, "last_trade_time": "2026-11-11T13:00:18", "percent_change": 72.7796, "prev_day_close": 27.3050003051758}, {"option": "SPY261112P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2833, "open_interest": 1190.0, "volume": 1484.0, "delta": -0.0068, "gamma": 0.0017, "vega": 0.0082, "theta": -0.0237, "rho": -0.0001, "theo": 0.0238, "change": -0.375, "open": 0.09, "high": 0.11, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:03:56", "percent_change": -92.5926, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 280.0, "volume": 3.0, "delta": 0.9928, "gamma": 0.0018, "vega": 0.0086, "theta": -0.0214, "rho": 0.02, "theo": 26.3214, "change": 12.045, "open": 28.25, "high": 28.25, "low": 27.6, "tick": "down", "last_trade_price": 27.6, "last_trade_time": "2026-11-11T14:05:10", "percent_change": 77.4349, "prev_day_close": 26.3100004196167}, {"option": "SPY261112P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2739, "open_interest": 1349.0, "volume": 2082.0, "delta": -0.0073, "gamma": 0.0018, "vega": 0.0087, "theta": -0.0249, "rho": -0.0001, "theo": 0.025, "change": -0.435, "open": 0.1, "high": 0.14, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:57:27", "percent_change": -93.5484, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 546.0, "volume": 70.0, "delta": 0.9922, "gamma": 0.002, "vega": 0.0092, "theta": -0.0229, "rho": 0.02, "theo": 25.3229, "change": 10.195, "open": 21.75, "high": 26.86, "low": 21.22, "tick": "down", "last_trade_price": 25.18, "last_trade_time": "2026-11-11T15:32:28", "percent_change": 68.0347, "prev_day_close": 25.6900005340576}, {"option": "SPY261112P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2645, "open_interest": 3310.0, "volume": 1966.0, "delta": -0.0079, "gamma": 0.002, "vega": 0.0093, "theta": -0.0263, "rho": -0.0002, "theo": 0.0264, "change": -0.505, "open": 0.13, "high": 0.16, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:14:08", "percent_change": -94.3925, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 419.0, "volume": 20.0, "delta": 0.9916, "gamma": 0.0022, "vega": 0.0099, "theta": -0.0246, "rho": 0.02, "theo": 24.3247, "change": 9.495, "open": 20.95, "high": 25.92, "low": 20.27, "tick": "down", "last_trade_price": 23.55, "last_trade_time": "2026-11-11T15:54:26", "percent_change": 67.556, "prev_day_close": 24.125}, {"option": "SPY261112P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 1092.0, "volume": 1523.0, "delta": -0.0084, "gamma": 0.0022, "vega": 0.0099, "theta": -0.0276, "rho": -0.0002, "theo": 0.0277, "change": -0.59, "open": 0.11, "high": 0.18, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:14:52", "percent_change": -95.1613, "prev_day_close": 0.034999999217689}, {"option": "SPY261112C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 474.0, "volume": 85.0, "delta": 0.9908, "gamma": 0.0025, "vega": 0.0107, "theta": -0.0268, "rho": 0.02, "theo": 23.3268, "change": 11.2, "open": 19.72, "high": 24.49, "low": 18.92, "tick": "up", "last_trade_price": 24.04, "last_trade_time": "2026-11-11T13:10:36", "percent_change": 87.2274, "prev_day_close": 23.4450006484985}, {"option": "SPY261112P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2561, "open_interest": 853.0, "volume": 976.0, "delta": -0.0092, "gamma": 0.0025, "vega": 0.0107, "theta": -0.0297, "rho": -0.0002, "theo": 0.0297, "change": -0.685, "open": 0.12, "high": 0.21, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:13:08", "percent_change": -95.8042, "prev_day_close": 0.034999999217689}, {"option": "SPY261112C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 295.0, "volume": 87.0, "delta": 0.9898, "gamma": 0.0028, "vega": 0.0117, "theta": -0.0294, "rho": 0.02, "theo": 22.3294, "change": 10.57, "open": 18.29, "high": 22.48, "low": 18.29, "tick": "down", "last_trade_price": 22.47, "last_trade_time": "2026-11-11T14:28:06", "percent_change": 88.8235, "prev_day_close": 22.4549999237061}, {"option": "SPY261112P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2463, "open_interest": 1574.0, "volume": 1919.0, "delta": -0.0102, "gamma": 0.0028, "vega": 0.0117, "theta": -0.0322, "rho": -0.0002, "theo": 0.0322, "change": -0.785, "open": 0.16, "high": 0.24, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:13:53", "percent_change": -95.1515, "prev_day_close": 0.034999999217689}, {"option": "SPY261112C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 253.0, "volume": 133.0, "delta": 0.9886, "gamma": 0.0031, "vega": 0.0129, "theta": -0.0327, "rho": 0.02, "theo": 21.3327, "change": 9.73, "open": 17.96, "high": 23.65, "low": 16.63, "tick": "down", "last_trade_price": 21.05, "last_trade_time": "2026-11-11T15:45:11", "percent_change": 85.9541, "prev_day_close": 21.0450000762939}, {"option": "SPY261112P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2365, "open_interest": 3067.0, "volume": 3755.0, "delta": -0.0114, "gamma": 0.0031, "vega": 0.0129, "theta": -0.0353, "rho": -0.0002, "theo": 0.0354, "change": -0.925, "open": 0.18, "high": 0.27, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:07:52", "percent_change": -96.8586, "prev_day_close": 0.034999999217689}, {"option": "SPY261112C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 451.0, "volume": 387.0, "delta": 0.9872, "gamma": 0.0036, "vega": 0.0143, "theta": -0.0368, "rho": 0.02, "theo": 20.3368, "change": 9.24, "open": 17.09, "high": 22.25, "low": 15.8, "tick": "no_change", "last_trade_price": 19.8, "last_trade_time": "2026-11-11T15:57:14", "percent_change": 87.5, "prev_day_close": 20.3500003814697}, {"option": "SPY261112P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2345, "open_interest": 4467.0, "volume": 5794.0, "delta": -0.0129, "gamma": 0.0036, "vega": 0.0143, "theta": -0.0395, "rho": -0.0003, "theo": 0.0396, "change": -1.06, "open": 0.2, "high": 0.33, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:14:47", "percent_change": -96.3636, "prev_day_close": 0.0449999999254942}, {"option": "SPY261112C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 316.0, "volume": 94.0, "delta": 0.9854, "gamma": 0.0041, "vega": 0.016, "theta": -0.0419, "rho": 0.02, "theo": 19.342, "change": 9.915, "open": 16.96, "high": 21.31, "low": 14.87, "tick": "down", "last_trade_price": 19.48, "last_trade_time": "2026-11-11T15:34:32", "percent_change": 103.659, "prev_day_close": 19.3000001907349}, {"option": "SPY261112P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2244, "open_interest": 1229.0, "volume": 3260.0, "delta": -0.0147, "gamma": 0.0041, "vega": 0.016, "theta": -0.0446, "rho": -0.0003, "theo": 0.0447, "change": -1.22, "open": 0.23, "high": 0.38, "low": 0.04, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:14:49", "percent_change": -96.063, "prev_day_close": 0.0549999997019768}, {"option": "SPY261112C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 502.0, "volume": 618.0, "delta": 0.9831, "gamma": 0.0048, "vega": 0.0181, "theta": -0.0485, "rho": 0.02, "theo": 18.3486, "change": 8.845, "open": 15.99, "high": 20.59, "low": 13.89, "tick": "down", "last_trade_price": 17.67, "last_trade_time": "2026-11-11T15:54:00", "percent_change": 100.227, "prev_day_close": 18.3500003814697}, {"option": "SPY261112P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2142, "open_interest": 2497.0, "volume": 6035.0, "delta": -0.0169, "gamma": 0.0048, "vega": 0.0181, "theta": -0.051, "rho": -0.0003, "theo": 0.0512, "change": -1.415, "open": 0.28, "high": 0.44, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:14:44", "percent_change": -97.2509, "prev_day_close": 0.0549999997019768}, {"option": "SPY261112C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 989.0, "volume": 111.0, "delta": 0.9803, "gamma": 0.0056, "vega": 0.0206, "theta": -0.0569, "rho": 0.0199, "theo": 17.357, "change": 8.745, "open": 14.4, "high": 19.42, "low": 12.91, "tick": "up", "last_trade_price": 16.77, "last_trade_time": "2026-11-11T15:58:13", "percent_change": 108.972, "prev_day_close": 17.3200006484985}, {"option": "SPY261112P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2099, "open_interest": 3245.0, "volume": 6030.0, "delta": -0.0198, "gamma": 0.0056, "vega": 0.0207, "theta": -0.0594, "rho": -0.0004, "theo": 0.0595, "change": -1.62, "open": 0.32, "high": 0.51, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:14:41", "percent_change": -97.006, "prev_day_close": 0.0649999994784594}, {"option": "SPY261112C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 838.0, "volume": 96.0, "delta": 0.9767, "gamma": 0.0066, "vega": 0.0237, "theta": -0.0676, "rho": 0.0199, "theo": 16.3677, "change": 8.975, "open": 13.08, "high": 18.49, "low": 11.88, "tick": "down", "last_trade_price": 16.24, "last_trade_time": "2026-11-11T16:13:00", "percent_change": 123.538, "prev_day_close": 16.5249996185303}, {"option": "SPY261112P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2045, "open_interest": 10988.0, "volume": 15443.0, "delta": -0.0234, "gamma": 0.0066, "vega": 0.0238, "theta": -0.0701, "rho": -0.0005, "theo": 0.0702, "change": -1.84, "open": 0.38, "high": 0.59, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -96.3351, "prev_day_close": 0.0749999992549419}, {"option": "SPY261112C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1377.0, "volume": 264.0, "delta": 0.9721, "gamma": 0.0079, "vega": 0.0274, "theta": -0.0814, "rho": 0.0198, "theo": 15.3815, "change": 8.165, "open": 12.34, "high": 17.57, "low": 10.94, "tick": "up", "last_trade_price": 14.7, "last_trade_time": "2026-11-11T15:57:07", "percent_change": 124.943, "prev_day_close": 15.2800002098084}, {"option": "SPY261112P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2023, "open_interest": 5312.0, "volume": 10304.0, "delta": -0.028, "gamma": 0.0079, "vega": 0.0274, "theta": -0.0838, "rho": -0.0006, "theo": 0.084, "change": -2.085, "open": 0.44, "high": 0.69, "low": 0.08, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -95.8621, "prev_day_close": 0.0850000008940697}, {"option": "SPY261112C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 784.0, "volume": 180.0, "delta": 0.9664, "gamma": 0.0094, "vega": 0.0318, "theta": -0.099, "rho": 0.0197, "theo": 14.3991, "change": 7.965, "open": 11.41, "high": 16.5, "low": 9.87, "tick": "down", "last_trade_price": 13.8, "last_trade_time": "2026-11-11T15:53:57", "percent_change": 136.504, "prev_day_close": 14.4050002098084}, {"option": "SPY261112P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1947, "open_interest": 2530.0, "volume": 5929.0, "delta": -0.0336, "gamma": 0.0094, "vega": 0.0318, "theta": -0.1007, "rho": -0.0007, "theo": 0.1009, "change": -2.375, "open": 0.55, "high": 0.81, "low": 0.09, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:14:50", "percent_change": -95.9596, "prev_day_close": 0.105000000447035}, {"option": "SPY261112C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 989.0, "volume": 361.0, "delta": 0.9593, "gamma": 0.0113, "vega": 0.0371, "theta": -0.1213, "rho": 0.0196, "theo": 13.4216, "change": 8.14, "open": 10.33, "high": 15.32, "low": 9.01, "tick": "no_change", "last_trade_price": 13.3, "last_trade_time": "2026-11-11T16:12:49", "percent_change": 157.752, "prev_day_close": 13.4249997138977}, {"option": "SPY261112P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1896, "open_interest": 6023.0, "volume": 10021.0, "delta": -0.0408, "gamma": 0.0113, "vega": 0.0371, "theta": -0.1231, "rho": -0.0008, "theo": 0.1234, "change": -2.7, "open": 0.64, "high": 0.95, "low": 0.11, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T16:14:47", "percent_change": -96.0854, "prev_day_close": 0.12499999627471}, {"option": "SPY261112C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1824, "open_interest": 999.0, "volume": 295.0, "delta": 0.9504, "gamma": 0.0136, "vega": 0.0433, "theta": -0.1497, "rho": 0.0195, "theo": 12.45, "change": 7.74, "open": 9.56, "high": 14.52, "low": 8.23, "tick": "up", "last_trade_price": 12.27, "last_trade_time": "2026-11-11T16:06:06", "percent_change": 170.861, "prev_day_close": 12.2450003623962}, {"option": "SPY261112P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 4979.0, "volume": 13942.0, "delta": -0.0496, "gamma": 0.0136, "vega": 0.0433, "theta": -0.1514, "rho": -0.001, "theo": 0.1518, "change": -3.02, "open": 0.71, "high": 1.11, "low": 0.13, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:14:34", "percent_change": -95.2681, "prev_day_close": 0.155000001192093}, {"option": "SPY261112C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1819, "open_interest": 672.0, "volume": 384.0, "delta": 0.9394, "gamma": 0.0163, "vega": 0.0504, "theta": -0.1857, "rho": 0.0193, "theo": 11.4861, "change": 7.38, "open": 8.55, "high": 13.53, "low": 7.28, "tick": "down", "last_trade_price": 11.32, "last_trade_time": "2026-11-11T16:09:22", "percent_change": 187.31, "prev_day_close": 11.3000001907349}, {"option": "SPY261112P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 4141.0, "volume": 16215.0, "delta": -0.0606, "gamma": 0.0163, "vega": 0.0504, "theta": -0.1871, "rho": -0.0012, "theo": 0.1875, "change": -3.4, "open": 0.88, "high": 1.25, "low": 0.15, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T16:14:58", "percent_change": -94.9721, "prev_day_close": 0.195000000298023}, {"option": "SPY261112C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 1988.0, "volume": 1696.0, "delta": 0.9258, "gamma": 0.0195, "vega": 0.0587, "theta": -0.2311, "rho": 0.019, "theo": 10.5316, "change": 7.16, "open": 7.6, "high": 12.62, "low": 6.55, "tick": "no_change", "last_trade_price": 10.54, "last_trade_time": "2026-11-11T16:11:32", "percent_change": 211.834, "prev_day_close": 10.3550000190735}, {"option": "SPY261112P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 9090.0, "volume": 28161.0, "delta": -0.0742, "gamma": 0.0195, "vega": 0.0588, "theta": -0.2326, "rho": -0.0015, "theo": 0.2332, "change": -3.795, "open": 0.99, "high": 1.5, "low": 0.18, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -94.2857, "prev_day_close": 0.244999997317791}, {"option": "SPY261112C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 916.0, "volume": 812.0, "delta": 0.9092, "gamma": 0.0233, "vega": 0.0679, "theta": -0.2882, "rho": 0.0187, "theo": 9.5888, "change": 6.68, "open": 7.06, "high": 11.39, "low": 5.8, "tick": "up", "last_trade_price": 9.55, "last_trade_time": "2026-11-11T16:14:46", "percent_change": 232.753, "prev_day_close": 9.3899998664856}, {"option": "SPY261112P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1739, "open_interest": 3028.0, "volume": 10059.0, "delta": -0.0909, "gamma": 0.0233, "vega": 0.068, "theta": -0.2897, "rho": -0.0019, "theo": 0.2904, "change": -4.23, "open": 1.2, "high": 1.74, "low": 0.22, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -93.5841, "prev_day_close": 0.295000001788139}, {"option": "SPY261112C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 1171.0, "volume": 1257.0, "delta": 0.8889, "gamma": 0.0276, "vega": 0.0783, "theta": -0.3598, "rho": 0.0183, "theo": 8.6606, "change": 6.29, "open": 6.12, "high": 10.59, "low": 4.97, "tick": "no_change", "last_trade_price": 8.7, "last_trade_time": "2026-11-11T16:01:26", "percent_change": 260.996, "prev_day_close": 8.4850001335144}, {"option": "SPY261112P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 3820.0, "volume": 16711.0, "delta": -0.1111, "gamma": 0.0276, "vega": 0.0783, "theta": -0.3608, "rho": -0.0023, "theo": 0.3616, "change": -4.68, "open": 1.41, "high": 2.0, "low": 0.26, "tick": "up", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -92.6733, "prev_day_close": 0.375}, {"option": "SPY261112C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1686, "open_interest": 753.0, "volume": 3357.0, "delta": 0.8644, "gamma": 0.0326, "vega": 0.0896, "theta": -0.4492, "rho": 0.0178, "theo": 7.7502, "change": 5.67, "open": 5.52, "high": 9.87, "low": 4.26, "tick": "up", "last_trade_price": 7.66, "last_trade_time": "2026-11-11T16:12:46", "percent_change": 284.925, "prev_day_close": 7.57999992370606}, {"option": "SPY261112P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1667, "open_interest": 6488.0, "volume": 15836.0, "delta": -0.1357, "gamma": 0.0326, "vega": 0.0896, "theta": -0.4506, "rho": -0.0028, "theo": 0.4517, "change": -5.19, "open": 1.64, "high": 2.31, "low": 0.32, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -92.0213, "prev_day_close": 0.465000003576279}, {"option": "SPY261112C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 3431.0, "volume": 5794.0, "delta": 0.835, "gamma": 0.0381, "vega": 0.1015, "theta": -0.5605, "rho": 0.0172, "theo": 6.8618, "change": 5.23, "open": 4.67, "high": 8.85, "low": 3.59, "tick": "down", "last_trade_price": 6.85, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 322.84, "prev_day_close": 6.6949999332428}, {"option": "SPY261112P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 4105.0, "volume": 18147.0, "delta": -0.165, "gamma": 0.0381, "vega": 0.1015, "theta": -0.5613, "rho": -0.0034, "theo": 0.5626, "change": -5.69, "open": 1.86, "high": 2.67, "low": 0.38, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -90.7496, "prev_day_close": 0.584999978542328}, {"option": "SPY261112C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1596, "open_interest": 1960.0, "volume": 5769.0, "delta": 0.7999, "gamma": 0.0442, "vega": 0.114, "theta": -0.6986, "rho": 0.0165, "theo": 6.0002, "change": 4.61, "open": 3.99, "high": 7.98, "low": 2.99, "tick": "down", "last_trade_price": 5.91, "last_trade_time": "2026-11-11T16:10:53", "percent_change": 354.615, "prev_day_close": 5.84000015258789}, {"option": "SPY261112P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1582, "open_interest": 8836.0, "volume": 41220.0, "delta": -0.2001, "gamma": 0.0442, "vega": 0.114, "theta": -0.6992, "rho": -0.0042, "theo": 0.7009, "change": -6.255, "open": 2.23, "high": 3.1, "low": 0.47, "tick": "no_change", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -89.9353, "prev_day_close": 0.725000023841858}, {"option": "SPY261112C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 1692.0, "volume": 11875.0, "delta": 0.7585, "gamma": 0.0506, "vega": 0.1264, "theta": -0.8692, "rho": 0.0157, "theo": 5.1712, "change": 4.175, "open": 3.46, "high": 7.08, "low": 2.39, "tick": "down", "last_trade_price": 5.2, "last_trade_time": "2026-11-11T16:14:24", "percent_change": 407.317, "prev_day_close": 5.01999998092651}, {"option": "SPY261112P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1538, "open_interest": 18325.0, "volume": 44545.0, "delta": -0.2415, "gamma": 0.0506, "vega": 0.1264, "theta": -0.8697, "rho": -0.005, "theo": 0.8717, "change": -6.985, "open": 2.62, "high": 3.55, "low": 0.57, "tick": "no_change", "last_trade_price": 0.87, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -88.9243, "prev_day_close": 0.905000001192093}, {"option": "SPY261112C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1502, "open_interest": 3443.0, "volume": 21651.0, "delta": 0.7103, "gamma": 0.0571, "vega": 0.138, "theta": -1.0793, "rho": 0.0147, "theo": 4.3818, "change": 3.595, "open": 2.16, "high": 6.28, "low": 1.91, "tick": "down", "last_trade_price": 4.39, "last_trade_time": "2026-11-11T16:14:36", "percent_change": 452.201, "prev_day_close": 4.24000000953674}, {"option": "SPY261112P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1494, "open_interest": 6541.0, "volume": 34634.0, "delta": -0.2897, "gamma": 0.0571, "vega": 0.138, "theta": -1.0797, "rho": -0.006, "theo": 1.0823, "change": -7.55, "open": 3.1, "high": 4.1, "low": 0.7, "tick": "no_change", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -87.4855, "prev_day_close": 1.12999999523163}, {"option": "SPY261112C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.146, "open_interest": 4040.0, "volume": 29472.0, "delta": 0.6548, "gamma": 0.0633, "vega": 0.148, "theta": -1.3375, "rho": 0.0136, "theo": 3.6406, "change": 3.035, "open": 2.36, "high": 5.43, "low": 1.49, "tick": "down", "last_trade_price": 3.64, "last_trade_time": "2026-11-11T16:14:58", "percent_change": 501.653, "prev_day_close": 3.50999999046326}, {"option": "SPY261112P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 4766.0, "volume": 29488.0, "delta": -0.3453, "gamma": 0.0633, "vega": 0.148, "theta": -1.3378, "rho": -0.0072, "theo": 1.341, "change": -8.215, "open": 3.43, "high": 4.64, "low": 0.86, "tick": "down", "last_trade_price": 1.32, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -86.1563, "prev_day_close": 1.39999997615814}, {"option": "SPY261112C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 6217.0, "volume": 38271.0, "delta": 0.5921, "gamma": 0.0686, "vega": 0.1556, "theta": -1.6527, "rho": 0.0123, "theo": 2.9574, "change": 2.505, "open": 1.86, "high": 4.64, "low": 1.14, "tick": "no_change", "last_trade_price": 2.96, "last_trade_time": "2026-11-11T16:14:28", "percent_change": 550.549, "prev_day_close": 2.83999991416931}, {"option": "SPY261112P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 4784.0, "volume": 36118.0, "delta": -0.408, "gamma": 0.0686, "vega": 0.1556, "theta": -1.6529, "rho": -0.0085, "theo": 1.6576, "change": -8.785, "open": 3.98, "high": 5.27, "low": 1.05, "tick": "down", "last_trade_price": 1.64, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -84.2686, "prev_day_close": 1.73500001430511}, {"option": "SPY261112C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 5141.0, "volume": 65453.0, "delta": 0.5231, "gamma": 0.0723, "vega": 0.1594, "theta": -1.9567, "rho": 0.0108, "theo": 2.3425, "change": 1.995, "open": 1.52, "high": 3.87, "low": 0.84, "tick": "up", "last_trade_price": 2.34, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 578.261, "prev_day_close": 2.24500000476837}, {"option": "SPY261112P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 5012.0, "volume": 62539.0, "delta": -0.4771, "gamma": 0.0725, "vega": 0.1594, "theta": -1.957, "rho": -0.0099, "theo": 2.0428, "change": -8.98, "open": 4.94, "high": 5.96, "low": 1.29, "tick": "no_change", "last_trade_price": 2.03, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -81.5622, "prev_day_close": 2.13500010967255}, {"option": "SPY261112C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 6201.0, "volume": 58561.0, "delta": 0.4498, "gamma": 0.0736, "vega": 0.1584, "theta": -1.7864, "rho": 0.0093, "theo": 1.8059, "change": 1.555, "open": 1.16, "high": 3.18, "low": 0.63, "tick": "up", "last_trade_price": 1.81, "last_trade_time": "2026-11-11T16:14:57", "percent_change": 609.804, "prev_day_close": 1.7150000333786}, {"option": "SPY261112P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1328, "open_interest": 2745.0, "volume": 32502.0, "delta": -0.5507, "gamma": 0.074, "vega": 0.1584, "theta": -1.7868, "rho": -0.0113, "theo": 2.5064, "change": -9.715, "open": 4.98, "high": 6.47, "low": 1.58, "tick": "no_change", "last_trade_price": 2.49, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -79.5985, "prev_day_close": 2.60999989509583}, {"option": "SPY261112C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 4306.0, "volume": 50942.0, "delta": 0.3752, "gamma": 0.072, "vega": 0.1522, "theta": -1.3512, "rho": 0.0078, "theo": 1.3544, "change": 1.155, "open": 0.93, "high": 2.54, "low": 0.45, "tick": "no_change", "last_trade_price": 1.34, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 624.324, "prev_day_close": 1.27499997615814}, {"option": "SPY261112P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 6020.0, "volume": 22472.0, "delta": -0.6259, "gamma": 0.0728, "vega": 0.152, "theta": -1.3523, "rho": -0.0126, "theo": 3.0555, "change": -9.765, "open": 5.95, "high": 7.35, "low": 1.95, "tick": "no_change", "last_trade_price": 3.04, "last_trade_time": "2026-11-11T16:14:35", "percent_change": -76.2593, "prev_day_close": 3.16500008106232}, {"option": "SPY261112C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 6344.0, "volume": 46273.0, "delta": 0.3034, "gamma": 0.0673, "vega": 0.141, "theta": -0.9872, "rho": 0.0063, "theo": 0.9895, "change": 0.855, "open": 0.74, "high": 1.97, "low": 0.32, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 633.333, "prev_day_close": 0.925000011920929}, {"option": "SPY261112P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 1317.0, "volume": 8461.0, "delta": -0.6989, "gamma": 0.0687, "vega": 0.1405, "theta": -0.9898, "rho": -0.0135, "theo": 3.6922, "change": -10.435, "open": 6.62, "high": 8.33, "low": 2.39, "tick": "down", "last_trade_price": 3.65, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -74.0859, "prev_day_close": 3.81499993801117}, {"option": "SPY261112C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1278, "open_interest": 4585.0, "volume": 26464.0, "delta": 0.2379, "gamma": 0.0602, "vega": 0.1258, "theta": -0.7052, "rho": 0.0049, "theo": 0.7068, "change": 0.595, "open": 0.56, "high": 1.5, "low": 0.23, "tick": "no_change", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 566.667, "prev_day_close": 0.655000001192093}, {"option": "SPY261112P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1265, "open_interest": 996.0, "volume": 3454.0, "delta": -0.7662, "gamma": 0.0622, "vega": 0.1246, "theta": -0.7108, "rho": -0.0126, "theo": 4.4126, "change": -10.2, "open": 7.6, "high": 9.08, "low": 2.93, "tick": "down", "last_trade_price": 4.52, "last_trade_time": "2026-11-11T16:10:25", "percent_change": -69.2935, "prev_day_close": 4.53999996185303}, {"option": "SPY261112C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 11212.0, "volume": 42869.0, "delta": 0.1816, "gamma": 0.0515, "vega": 0.1084, "theta": -0.4953, "rho": 0.0037, "theo": 0.4965, "change": 0.435, "open": 0.43, "high": 1.11, "low": 0.16, "tick": "no_change", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T16:14:55", "percent_change": 580.0, "prev_day_close": 0.454999998211861}, {"option": "SPY261112P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 771.0, "volume": 2551.0, "delta": -0.8247, "gamma": 0.0538, "vega": 0.1058, "theta": -0.5062, "rho": -0.0119, "theo": 5.2075, "change": -10.89, "open": 8.04, "high": 10.19, "low": 3.54, "tick": "no_change", "last_trade_price": 5.16, "last_trade_time": "2026-11-11T16:14:14", "percent_change": -67.8505, "prev_day_close": 5.34000015258789}, {"option": "SPY261112C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1285, "open_interest": 6449.0, "volume": 29724.0, "delta": 0.1358, "gamma": 0.0424, "vega": 0.0906, "theta": -0.3447, "rho": 0.0028, "theo": 0.3455, "change": 0.295, "open": 0.31, "high": 0.79, "low": 0.12, "tick": "no_change", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 536.364, "prev_day_close": 0.305000007152557}, {"option": "SPY261112P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 287.0, "volume": 910.0, "delta": -0.8727, "gamma": 0.0446, "vega": 0.0864, "theta": -0.3628, "rho": -0.0105, "theo": 6.0637, "change": -10.625, "open": 8.85, "high": 10.71, "low": 4.22, "tick": "down", "last_trade_price": 6.13, "last_trade_time": "2026-11-11T16:11:05", "percent_change": -63.4139, "prev_day_close": 6.20500016212463}, {"option": "SPY261112C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 7330.0, "volume": 20521.0, "delta": 0.1001, "gamma": 0.0338, "vega": 0.074, "theta": -0.2391, "rho": 0.002, "theo": 0.2396, "change": 0.195, "open": 0.23, "high": 0.56, "low": 0.09, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 433.333, "prev_day_close": 0.204999998211861}, {"option": "SPY261112P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 203.0, "volume": 701.0, "delta": -0.91, "gamma": 0.0356, "vega": 0.0683, "theta": -0.2663, "rho": -0.0087, "theo": 6.967, "change": -10.355, "open": 11.02, "high": 11.56, "low": 5.02, "tick": "up", "last_trade_price": 7.39, "last_trade_time": "2026-11-11T15:59:12", "percent_change": -58.3545, "prev_day_close": 7.08500003814697}, {"option": "SPY261112C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 5866.0, "volume": 17034.0, "delta": 0.0735, "gamma": 0.0264, "vega": 0.0595, "theta": -0.1672, "rho": 0.0015, "theo": 0.1676, "change": 0.135, "open": 0.16, "high": 0.39, "low": 0.07, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T16:14:58", "percent_change": 385.714, "prev_day_close": 0.134999997913837}, {"option": "SPY261112P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 115.0, "volume": 253.0, "delta": -0.9377, "gamma": 0.0274, "vega": 0.0526, "theta": -0.2034, "rho": -0.0066, "theo": 7.904, "change": -10.64, "open": 9.97, "high": 10.15, "low": 5.93, "tick": "up", "last_trade_price": 8.1, "last_trade_time": "2026-11-11T16:04:14", "percent_change": -56.7769, "prev_day_close": 8.02499985694885}, {"option": "SPY261112C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1328, "open_interest": 4508.0, "volume": 13698.0, "delta": 0.054, "gamma": 0.0204, "vega": 0.0474, "theta": -0.1183, "rho": 0.0011, "theo": 0.1186, "change": 0.075, "open": 0.13, "high": 0.27, "low": 0.05, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 214.286, "prev_day_close": 0.0950000025331974}, {"option": "SPY261112P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1167, "open_interest": 37.0, "volume": 180.0, "delta": -0.9574, "gamma": 0.0205, "vega": 0.0397, "theta": -0.1633, "rho": -0.0049, "theo": 8.8637, "change": -10.225, "open": 13.0, "high": 13.0, "low": 6.86, "tick": "up", "last_trade_price": 9.51, "last_trade_time": "2026-11-11T16:00:02", "percent_change": -51.8115, "prev_day_close": 8.88499975204468}, {"option": "SPY261112C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 11444.0, "volume": 26659.0, "delta": 0.04, "gamma": 0.0157, "vega": 0.0377, "theta": -0.0853, "rho": 0.0008, "theo": 0.0855, "change": 0.055, "open": 0.1, "high": 0.18, "low": 0.04, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 220.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261112P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 67.0, "volume": 252.0, "delta": -0.9709, "gamma": 0.015, "vega": 0.0286, "theta": -0.1389, "rho": -0.0049, "theo": 9.8393, "change": -11.32, "open": 14.0, "high": 14.0, "low": 7.74, "tick": "down", "last_trade_price": 9.49, "last_trade_time": "2026-11-11T15:55:44", "percent_change": -54.3969, "prev_day_close": 10.1350002288818}, {"option": "SPY261112C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 3210.0, "volume": 6875.0, "delta": 0.0299, "gamma": 0.012, "vega": 0.03, "theta": -0.0622, "rho": 0.0006, "theo": 0.0623, "change": 0.025, "open": 0.08, "high": 0.13, "low": 0.03, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:14:56", "percent_change": 100.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261112P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 0.0, "volume": 27.0, "delta": -0.98, "gamma": 0.0109, "vega": 0.0214, "theta": -0.1235, "rho": -0.0032, "theo": 10.8238, "change": -11.14, "open": 13.4, "high": 15.7, "low": 8.62, "tick": "down", "last_trade_price": 10.67, "last_trade_time": "2026-11-11T15:06:20", "percent_change": -51.0775, "prev_day_close": 11.0100002288818}, {"option": "SPY261112C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1381, "open_interest": 2364.0, "volume": 4493.0, "delta": 0.0226, "gamma": 0.0092, "vega": 0.024, "theta": -0.0464, "rho": 0.0005, "theo": 0.0466, "change": 0.005, "open": 0.06, "high": 0.09, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:14:54", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261112P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 0.0, "volume": 57.0, "delta": -0.9863, "gamma": 0.0078, "vega": 0.016, "theta": -0.1135, "rho": -0.0019, "theo": 11.8138, "change": -10.31, "open": 13.06, "high": 14.03, "low": 9.66, "tick": "up", "last_trade_price": 12.45, "last_trade_time": "2026-11-11T15:56:26", "percent_change": -45.2988, "prev_day_close": 12.0100002288818}, {"option": "SPY261112C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 2318.0, "volume": 3605.0, "delta": 0.0175, "gamma": 0.0072, "vega": 0.0195, "theta": -0.0359, "rho": 0.0004, "theo": 0.036, "change": 0.015, "open": 0.05, "high": 0.07, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:14:55", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 52.0, "delta": -0.9903, "gamma": 0.0057, "vega": 0.0117, "theta": -0.1077, "rho": -0.0019, "theo": 12.808, "change": -11.06, "open": 18.55, "high": 18.55, "low": 11.73, "tick": "up", "last_trade_price": 12.7, "last_trade_time": "2026-11-11T15:45:36", "percent_change": -46.5488, "prev_day_close": 13.0100002288818}, {"option": "SPY261112C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1508, "open_interest": 1591.0, "volume": 1873.0, "delta": 0.0139, "gamma": 0.0057, "vega": 0.0161, "theta": -0.0286, "rho": 0.0003, "theo": 0.0286, "change": 0.015, "open": 0.04, "high": 0.05, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:13:30", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 164.0, "delta": -0.993, "gamma": 0.0042, "vega": 0.009, "theta": -0.1037, "rho": -0.001, "theo": 13.804, "change": -11.26, "open": 15.39, "high": 16.23, "low": 13.5, "tick": "down", "last_trade_price": 13.5, "last_trade_time": "2026-11-11T15:55:39", "percent_change": -45.4766, "prev_day_close": 14.0}, {"option": "SPY261112C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1602, "open_interest": 8107.0, "volume": 2900.0, "delta": 0.0113, "gamma": 0.0046, "vega": 0.0135, "theta": -0.0234, "rho": 0.0002, "theo": 0.0235, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:10:40", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261112P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 0.0, "volume": 53.0, "delta": -0.9947, "gamma": 0.0032, "vega": 0.0069, "theta": -0.1015, "rho": -0.001, "theo": 14.8018, "change": -11.51, "open": 16.45, "high": 16.54, "low": 12.86, "tick": "down", "last_trade_price": 14.25, "last_trade_time": "2026-11-11T14:51:24", "percent_change": -44.6817, "prev_day_close": 15.460000038147}, {"option": "SPY261112C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1595, "open_interest": 1206.0, "volume": 1560.0, "delta": 0.0093, "gamma": 0.0038, "vega": 0.0114, "theta": -0.0195, "rho": 0.0002, "theo": 0.0195, "change": -0.005, "open": 0.02, "high": 0.04, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:13:24", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2156, "open_interest": 0.0, "volume": 52.0, "delta": -0.996, "gamma": 0.0024, "vega": 0.0054, "theta": -0.0999, "rho": -0.0011, "theo": 15.8002, "change": -11.39, "open": 17.08, "high": 17.17, "low": 15.34, "tick": "no_change", "last_trade_price": 15.37, "last_trade_time": "2026-11-11T14:46:50", "percent_change": -42.5635, "prev_day_close": 16.0400004386902}, {"option": "SPY261112C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 1329.0, "volume": 983.0, "delta": 0.008, "gamma": 0.0032, "vega": 0.01, "theta": -0.017, "rho": 0.0002, "theo": 0.0171, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:09:10", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 0.0, "volume": 28.0, "delta": -0.9968, "gamma": 0.0019, "vega": 0.0046, "theta": -0.0988, "rho": -0.0005, "theo": 16.7991, "change": -10.955, "open": 16.95, "high": 17.75, "low": 16.04, "tick": "no_change", "last_trade_price": 16.8, "last_trade_time": "2026-11-11T15:10:15", "percent_change": -39.4704, "prev_day_close": 17.0650005340576}, {"option": "SPY261112C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 708.0, "volume": 216.0, "delta": 0.007, "gamma": 0.0027, "vega": 0.0088, "theta": -0.0151, "rho": 0.0001, "theo": 0.0152, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:07:44", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2352, "open_interest": 0.0, "volume": 20.0, "delta": -0.9973, "gamma": 0.0016, "vega": 0.0039, "theta": -0.0982, "rho": -0.0005, "theo": 17.7985, "change": -11.4, "open": 16.75, "high": 17.95, "low": 16.46, "tick": "down", "last_trade_price": 17.29, "last_trade_time": "2026-11-11T15:01:50", "percent_change": -39.7351, "prev_day_close": 18.0650005340576}, {"option": "SPY261112C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1853, "open_interest": 3023.0, "volume": 2819.0, "delta": 0.0062, "gamma": 0.0024, "vega": 0.008, "theta": -0.0139, "rho": 0.0001, "theo": 0.014, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:50:03", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2459, "open_interest": 0.0, "volume": 69.0, "delta": -0.9977, "gamma": 0.0014, "vega": 0.0033, "theta": -0.0978, "rho": -0.0005, "theo": 18.7981, "change": -10.935, "open": 17.66, "high": 20.02, "low": 17.6, "tick": "down", "last_trade_price": 18.8, "last_trade_time": "2026-11-11T15:11:57", "percent_change": -36.7748, "prev_day_close": 19.0349998474121}, {"option": "SPY261112C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.194, "open_interest": 2627.0, "volume": 1535.0, "delta": 0.0056, "gamma": 0.0021, "vega": 0.0073, "theta": -0.013, "rho": 0.0001, "theo": 0.013, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:38", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2565, "open_interest": 0.0, "volume": 69.0, "delta": -0.9979, "gamma": 0.0012, "vega": 0.0029, "theta": -0.0975, "rho": -0.0005, "theo": 19.7978, "change": -10.745, "open": 20.13, "high": 20.79, "low": 18.29, "tick": "up", "last_trade_price": 20.01, "last_trade_time": "2026-11-11T16:04:14", "percent_change": -34.9374, "prev_day_close": 20.0349998474121}, {"option": "SPY261112C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 787.0, "volume": 471.0, "delta": 0.0052, "gamma": 0.0019, "vega": 0.0068, "theta": -0.0122, "rho": 0.0001, "theo": 0.0122, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:03:22", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2536, "open_interest": 0.0, "volume": 32.0, "delta": -0.9981, "gamma": 0.001, "vega": 0.0026, "theta": -0.0973, "rho": -0.0005, "theo": 20.7976, "change": -11.405, "open": 19.89, "high": 21.67, "low": 19.86, "tick": "down", "last_trade_price": 20.35, "last_trade_time": "2026-11-11T14:52:34", "percent_change": -35.9156, "prev_day_close": 21.0650005340576}, {"option": "SPY261112C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2111, "open_interest": 619.0, "volume": 177.0, "delta": 0.0048, "gamma": 0.0017, "vega": 0.0063, "theta": -0.0117, "rho": 0.0001, "theo": 0.0117, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:25:33", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2774, "open_interest": 0.0, "volume": 66.0, "delta": -0.9983, "gamma": 0.0009, "vega": 0.0023, "theta": -0.0972, "rho": -0.0005, "theo": 21.7974, "change": -11.435, "open": 19.95, "high": 21.58, "low": 19.95, "tick": "down", "last_trade_price": 21.32, "last_trade_time": "2026-11-11T14:52:16", "percent_change": -34.9107, "prev_day_close": 22.4650001525879}, {"option": "SPY261112C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2196, "open_interest": 812.0, "volume": 415.0, "delta": 0.0045, "gamma": 0.0015, "vega": 0.0059, "theta": -0.0112, "rho": 0.0001, "theo": 0.0112, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:55:15", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2878, "open_interest": 0.0, "volume": 80.0, "delta": -0.9984, "gamma": 0.0008, "vega": 0.0021, "theta": -0.097, "rho": -0.0005, "theo": 22.7973, "change": -11.02, "open": 21.89, "high": 24.13, "low": 21.69, "tick": "down", "last_trade_price": 22.73, "last_trade_time": "2026-11-11T15:11:31", "percent_change": -32.6519, "prev_day_close": 22.9900007247925}, {"option": "SPY261112C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2281, "open_interest": 775.0, "volume": 206.0, "delta": 0.0042, "gamma": 0.0014, "vega": 0.0056, "theta": -0.0109, "rho": 0.0001, "theo": 0.0109, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:51", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 42.0, "delta": -0.9985, "gamma": 0.0007, "vega": 0.002, "theta": -0.0969, "rho": -0.0005, "theo": 23.7972, "change": -11.615, "open": 23.99, "high": 23.99, "low": 22.45, "tick": "down", "last_trade_price": 23.14, "last_trade_time": "2026-11-11T14:49:07", "percent_change": -33.4197, "prev_day_close": 23.9950008392334}, {"option": "SPY261112C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2121, "open_interest": 1982.0, "volume": 236.0, "delta": 0.004, "gamma": 0.0013, "vega": 0.0053, "theta": -0.0106, "rho": 0.0001, "theo": 0.0106, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:35", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 100.0, "delta": -0.9986, "gamma": 0.0007, "vega": 0.002, "theta": -0.0968, "rho": -0.0005, "theo": 24.7971, "change": -11.395, "open": 23.78, "high": 25.27, "low": 23.52, "tick": "up", "last_trade_price": 24.36, "last_trade_time": "2026-11-11T15:02:32", "percent_change": -31.8697, "prev_day_close": 24.9950008392334}, {"option": "SPY261112C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2198, "open_interest": 965.0, "volume": 278.0, "delta": 0.0038, "gamma": 0.0012, "vega": 0.0051, "theta": -0.0103, "rho": 0.0001, "theo": 0.0104, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:51:01", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 66.0, "delta": -0.9987, "gamma": 0.0006, "vega": 0.0019, "theta": -0.0968, "rho": -0.0005, "theo": 25.7971, "change": -11.17, "open": 24.68, "high": 25.75, "low": 23.77, "tick": "down", "last_trade_price": 25.58, "last_trade_time": "2026-11-11T15:17:22", "percent_change": -30.3946, "prev_day_close": 25.9950008392334}, {"option": "SPY261112C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2274, "open_interest": 1682.0, "volume": 586.0, "delta": 0.0036, "gamma": 0.0011, "vega": 0.0048, "theta": -0.0101, "rho": 0.0001, "theo": 0.0102, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:04:16", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261112P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 62.0, "delta": -0.9988, "gamma": 0.0006, "vega": 0.0018, "theta": -0.0967, "rho": -0.0005, "theo": 26.797, "change": -11.12, "open": 25.8, "high": 26.71, "low": 25.57, "tick": "down", "last_trade_price": 26.64, "last_trade_time": "2026-11-11T15:17:48", "percent_change": -29.4492, "prev_day_close": 26.9950008392334}, {"option": "SPY261112C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 1120.0, "volume": 41.0, "delta": 0.0035, "gamma": 0.001, "vega": 0.0046, "theta": -0.01, "rho": 0.0001, "theo": 0.01, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:32:45", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 38.0, "delta": -0.9988, "gamma": 0.0005, "vega": 0.0018, "theta": -0.0967, "rho": -0.0005, "theo": 27.797, "change": -11.185, "open": 26.91, "high": 27.6, "low": 25.98, "tick": "no_change", "last_trade_price": 27.57, "last_trade_time": "2026-11-11T14:43:27", "percent_change": -28.8608, "prev_day_close": 27.9950008392334}, {"option": "SPY261112C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2429, "open_interest": 2599.0, "volume": 192.0, "delta": 0.0033, "gamma": 0.001, "vega": 0.0045, "theta": -0.0098, "rho": 0.0001, "theo": 0.0098, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:38:59", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 34.0, "delta": -0.9989, "gamma": 0.0005, "vega": 0.0017, "theta": -0.0966, "rho": -0.0005, "theo": 28.7969, "change": -11.395, "open": 28.67, "high": 28.68, "low": 27.05, "tick": "down", "last_trade_price": 28.36, "last_trade_time": "2026-11-11T14:47:35", "percent_change": -28.6631, "prev_day_close": 28.9950008392334}, {"option": "SPY261112C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2504, "open_interest": 2411.0, "volume": 152.0, "delta": 0.0032, "gamma": 0.0009, "vega": 0.0043, "theta": -0.0097, "rho": 0.0001, "theo": 0.0097, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:08:16", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 33.0, "delta": -0.9989, "gamma": 0.0005, "vega": 0.0017, "theta": -0.0966, "rho": -0.0003, "theo": 29.7969, "change": -11.38, "open": 28.67, "high": 29.57, "low": 28.0, "tick": "down", "last_trade_price": 29.38, "last_trade_time": "2026-11-11T14:48:30", "percent_change": -27.9195, "prev_day_close": 29.9950008392334}, {"option": "SPY261112C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2579, "open_interest": 2082.0, "volume": 1114.0, "delta": 0.0031, "gamma": 0.0008, "vega": 0.0041, "theta": -0.0095, "rho": 0.0001, "theo": 0.0096, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:08:23", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 34.0, "delta": -0.999, "gamma": 0.0004, "vega": 0.0016, "theta": -0.0966, "rho": -0.0002, "theo": 30.7969, "change": -11.535, "open": 29.69, "high": 30.59, "low": 29.65, "tick": "up", "last_trade_price": 30.22, "last_trade_time": "2026-11-11T14:54:37", "percent_change": -27.6254, "prev_day_close": 31.0}, {"option": "SPY261112C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2654, "open_interest": 547.0, "volume": 59.0, "delta": 0.003, "gamma": 0.0008, "vega": 0.004, "theta": -0.0094, "rho": 0.0001, "theo": 0.0094, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:07:38", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 8.0, "delta": -0.999, "gamma": 0.0004, "vega": 0.0016, "theta": -0.0966, "rho": -0.0002, "theo": 31.7969, "change": -11.555, "open": 31.2, "high": 31.2, "low": 31.15, "tick": "no_change", "last_trade_price": 31.2, "last_trade_time": "2026-11-11T13:06:06", "percent_change": -27.0261, "prev_day_close": 31.9949998855591}, {"option": "SPY261112C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2728, "open_interest": 1025.0, "volume": 1001.0, "delta": 0.0029, "gamma": 0.0008, "vega": 0.0038, "theta": -0.0093, "rho": 0.0001, "theo": 0.0093, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:48:42", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 18.0, "delta": -0.999, "gamma": 0.0004, "vega": 0.0015, "theta": -0.0966, "rho": -0.0002, "theo": 32.7968, "change": -11.845, "open": 32.19, "high": 32.4, "low": 31.91, "tick": "no_change", "last_trade_price": 31.91, "last_trade_time": "2026-11-11T13:09:37", "percent_change": -27.0712, "prev_day_close": 32.9900007247925}, {"option": "SPY261112C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2803, "open_interest": 849.0, "volume": 713.0, "delta": 0.0028, "gamma": 0.0007, "vega": 0.0037, "theta": -0.0092, "rho": 0.0001, "theo": 0.0092, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:48:12", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 20.0, "delta": -0.999, "gamma": 0.0004, "vega": 0.0014, "theta": -0.0966, "rho": -0.0002, "theo": 33.7968, "change": -11.225, "open": 32.89, "high": 33.58, "low": 32.06, "tick": "down", "last_trade_price": 33.53, "last_trade_time": "2026-11-11T14:58:30", "percent_change": -25.081, "prev_day_close": 33.9949989318848}, {"option": "SPY261112C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2874, "open_interest": 743.0, "volume": 84.0, "delta": 0.0027, "gamma": 0.0007, "vega": 0.0036, "theta": -0.0091, "rho": 0.0, "theo": 0.0092, "change": 0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:21:46", "percent_change": 300.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 4.0, "delta": -0.9991, "gamma": 0.0004, "vega": 0.0014, "theta": -0.0966, "rho": -0.0002, "theo": 34.7968, "change": -11.245, "open": 34.55, "high": 34.55, "low": 34.51, "tick": "no_change", "last_trade_price": 34.51, "last_trade_time": "2026-11-11T14:58:40", "percent_change": -24.5766, "prev_day_close": 34.9899997711182}, {"option": "SPY261112C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2947, "open_interest": 1347.0, "volume": 1339.0, "delta": 0.0026, "gamma": 0.0006, "vega": 0.0035, "theta": -0.0091, "rho": 0.0, "theo": 0.0091, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:07:10", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 18.0, "delta": -0.9991, "gamma": 0.0003, "vega": 0.0014, "theta": -0.0966, "rho": -0.0002, "theo": 35.7968, "change": -10.985, "open": 35.6, "high": 35.83, "low": 35.56, "tick": "up", "last_trade_price": 35.77, "last_trade_time": "2026-11-11T15:15:04", "percent_change": -23.4948, "prev_day_close": 35.9850006103516}, {"option": "SPY261112C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3021, "open_interest": 1379.0, "volume": 334.0, "delta": 0.0026, "gamma": 0.0006, "vega": 0.0034, "theta": -0.009, "rho": 0.0, "theo": 0.009, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:02:29", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9991, "gamma": 0.0003, "vega": 0.0013, "theta": -0.0965, "rho": -0.0002, "theo": 36.7968, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.9949989318848}, {"option": "SPY261112C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3094, "open_interest": 155.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0006, "vega": 0.0033, "theta": -0.0089, "rho": 0.0, "theo": 0.0089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:59:28", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 2.0, "delta": -0.9992, "gamma": 0.0003, "vega": 0.0013, "theta": -0.0965, "rho": -0.0002, "theo": 37.7968, "change": -12.22, "open": 36.56, "high": 36.56, "low": 36.54, "tick": "down", "last_trade_price": 36.54, "last_trade_time": "2026-11-11T13:16:31", "percent_change": -25.0615, "prev_day_close": 37.9950008392334}, {"option": "SPY261112C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3167, "open_interest": 286.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0006, "vega": 0.0032, "theta": -0.0088, "rho": 0.0, "theo": 0.0088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:59:38", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 24.0, "delta": -0.9992, "gamma": 0.0003, "vega": 0.0012, "theta": -0.0965, "rho": -0.0002, "theo": 38.7968, "change": -10.815, "open": 38.7, "high": 38.97, "low": 37.51, "tick": "no_change", "last_trade_price": 38.94, "last_trade_time": "2026-11-11T15:23:07", "percent_change": -21.7365, "prev_day_close": 39.0049991607666}, {"option": "SPY261112C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.324, "open_interest": 512.0, "volume": 14.0, "delta": 0.0024, "gamma": 0.0005, "vega": 0.0032, "theta": -0.0088, "rho": 0.0, "theo": 0.0088, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:50:00", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 35.0, "delta": -0.9992, "gamma": 0.0003, "vega": 0.0012, "theta": -0.0965, "rho": -0.0002, "theo": 39.7968, "change": -11.105, "open": 41.5, "high": 41.5, "low": 38.68, "tick": "up", "last_trade_price": 39.65, "last_trade_time": "2026-11-11T14:35:59", "percent_change": -21.8796, "prev_day_close": 39.9949989318848}, {"option": "SPY261112C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3603, "open_interest": 1383.0, "volume": 5.0, "delta": 0.0021, "gamma": 0.0004, "vega": 0.0028, "theta": -0.0085, "rho": 0.0, "theo": 0.0085, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:21:46", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 10.0, "delta": -0.9993, "gamma": 0.0002, "vega": 0.001, "theta": -0.0965, "rho": -0.0002, "theo": 44.7968, "change": -11.375, "open": 44.5, "high": 44.56, "low": 44.38, "tick": "down", "last_trade_price": 44.38, "last_trade_time": "2026-11-11T14:47:12", "percent_change": -20.4018, "prev_day_close": 44.9899997711182}, {"option": "SPY261112C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3958, "open_interest": 450.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0004, "vega": 0.0025, "theta": -0.0082, "rho": 0.0, "theo": 0.0082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:30:47", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4969, "open_interest": 0.0, "volume": 14.0, "delta": -0.9993, "gamma": 0.0002, "vega": 0.0009, "theta": -0.0965, "rho": -0.0002, "theo": 49.7968, "change": -11.405, "open": 50.1, "high": 50.1, "low": 48.17, "tick": "down", "last_trade_price": 49.35, "last_trade_time": "2026-11-11T12:04:58", "percent_change": -18.7721, "prev_day_close": 50.0}, {"option": "SPY261112C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4306, "open_interest": 341.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0003, "vega": 0.0023, "theta": -0.0082, "rho": 0.0, "theo": 0.0082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:30:47", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 20.0, "delta": -0.9994, "gamma": 0.0002, "vega": 0.0008, "theta": -0.0965, "rho": -0.0002, "theo": 54.7967, "change": -11.345, "open": 53.68, "high": 55.2, "low": 53.67, "tick": "down", "last_trade_price": 54.41, "last_trade_time": "2026-11-11T14:56:00", "percent_change": -17.2534, "prev_day_close": 54.9899997711182}, {"option": "SPY261112C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4652, "open_interest": 431.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0003, "vega": 0.0021, "theta": -0.008, "rho": 0.0, "theo": 0.008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T13:58:11", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 16.0, "delta": -0.9994, "gamma": 0.0001, "vega": 0.0007, "theta": -0.0964, "rho": -0.0002, "theo": 59.7967, "change": -11.375, "open": 59.32, "high": 59.47, "low": 59.32, "tick": "no_change", "last_trade_price": 59.38, "last_trade_time": "2026-11-11T14:57:52", "percent_change": -16.0766, "prev_day_close": 60.0}, {"option": "SPY261112C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4994, "open_interest": 353.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0002, "vega": 0.002, "theta": -0.0078, "rho": 0.0, "theo": 0.0078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:52:20", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 2.0, "delta": -0.9995, "gamma": 0.0001, "vega": 0.0006, "theta": -0.0964, "rho": -0.0002, "theo": 64.7967, "change": -11.3, "open": 64.52, "high": 64.52, "low": 64.45, "tick": "down", "last_trade_price": 64.45, "last_trade_time": "2026-11-11T14:58:06", "percent_change": -14.9175, "prev_day_close": 64.9950008392334}, {"option": "SPY261112C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5332, "open_interest": 428.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0002, "vega": 0.0018, "theta": -0.0076, "rho": 0.0, "theo": 0.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T12:02:12", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9995, "gamma": 0.0001, "vega": 0.0006, "theta": -0.0964, "rho": -0.0003, "theo": 69.7967, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261112C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5666, "open_interest": 209.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0002, "vega": 0.0017, "theta": -0.0074, "rho": 0.0, "theo": 0.0075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-04T09:58:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 4.0, "delta": -0.9996, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0964, "rho": -0.0003, "theo": 74.7966, "change": -11.49, "open": 74.57, "high": 74.57, "low": 74.26, "tick": "down", "last_trade_price": 74.26, "last_trade_time": "2026-11-11T14:37:31", "percent_change": -13.3994, "prev_day_close": 74.995002746582}, {"option": "SPY261112C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5997, "open_interest": 101.0, "volume": 1.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0016, "theta": -0.0073, "rho": 0.0, "theo": 0.0073, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:49:25", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261112P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9996, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0963, "rho": -0.0003, "theo": 79.7966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261113C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 937.0, "volume": 546.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.0547, "theo": 260.4408, "change": 11.48, "open": 262.09, "high": 262.65, "low": 260.38, "tick": "up", "last_trade_price": 261.01, "last_trade_time": "2026-11-11T14:32:02", "percent_change": 4.60065, "prev_day_close": 260.410003662109}, {"option": "SPY261113P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.6436, "open_interest": 3379.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0005, "theta": -0.0057, "rho": 0.0, "theo": 0.0057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T16:14:42", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0553, "theo": 255.4434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 246.27, "last_trade_time": "2026-11-09T14:36:28", "percent_change": 0.0, "prev_day_close": 255.225006103516}, {"option": "SPY261113P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.6066, "open_interest": 922.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0006, "theta": -0.0058, "rho": 0.0, "theo": 0.0058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:37:05", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0558, "theo": 250.446, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 245.73, "last_trade_time": "2026-11-09T15:50:15", "percent_change": 0.0, "prev_day_close": 250.225006103516}, {"option": "SPY261113P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.57, "open_interest": 860.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0006, "theta": -0.006, "rho": 0.0, "theo": 0.006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T14:45:40", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0564, "theo": 245.4486, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 245.225006103516}, {"option": "SPY261113P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5338, "open_interest": 882.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0006, "theta": -0.0062, "rho": 0.0, "theo": 0.0061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:00:28", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0569, "theo": 240.4512, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 240.23999786377}, {"option": "SPY261113P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4978, "open_interest": 775.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0006, "theta": -0.0063, "rho": 0.0, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:00:36", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0574, "theo": 235.4539, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 222.87, "last_trade_time": "2026-11-10T13:54:00", "percent_change": 0.0, "prev_day_close": 235.235000610352}, {"option": "SPY261113P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4622, "open_interest": 736.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0006, "theta": -0.0065, "rho": 0.0, "theo": 0.0065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T14:42:42", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.058, "theo": 230.4565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 218.1, "last_trade_time": "2026-11-10T13:59:47", "percent_change": 0.0, "prev_day_close": 230.235000610352}, {"option": "SPY261113P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4268, "open_interest": 703.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0007, "theta": -0.0066, "rho": 0.0, "theo": 0.0066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T14:33:35", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.0585, "theo": 225.4591, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 225.235000610352}, {"option": "SPY261113P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3918, "open_interest": 755.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0007, "theta": -0.0068, "rho": 0.0, "theo": 0.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T14:41:40", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.0591, "theo": 220.4617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 220.244995117188}, {"option": "SPY261113P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.357, "open_interest": 2388.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0007, "theta": -0.007, "rho": 0.0, "theo": 0.007, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:35:41", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.0596, "theo": 215.4644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 215.244995117188}, {"option": "SPY261113P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3225, "open_interest": 4315.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0008, "theta": -0.0072, "rho": 0.0, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T16:11:58", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.0602, "theo": 210.467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 210.244995117188}, {"option": "SPY261113P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2884, "open_interest": 5555.0, "volume": 2.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0008, "theta": -0.0073, "rho": 0.0, "theo": 0.0073, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:56:02", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.0607, "theo": 205.4697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 192.36, "last_trade_time": "2026-11-10T13:43:48", "percent_change": 0.0, "prev_day_close": 205.244995117188}, {"option": "SPY261113P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2544, "open_interest": 4512.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0008, "theta": -0.0075, "rho": 0.0, "theo": 0.0075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T16:12:50", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0467, "open_interest": 3.0, "volume": 2.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.0613, "theo": 200.4723, "change": 11.04, "open": 200.59, "high": 200.64, "low": 200.59, "tick": "up", "last_trade_price": 200.64, "last_trade_time": "2026-11-11T15:17:52", "percent_change": 5.82279, "prev_day_close": 200.25}, {"option": "SPY261113P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2208, "open_interest": 2067.0, "volume": 103.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0009, "theta": -0.0077, "rho": 0.0, "theo": 0.0077, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:20:36", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 2.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.0618, "theo": 195.475, "change": 11.38, "open": 195.93, "high": 195.93, "low": 195.93, "tick": "no_change", "last_trade_price": 195.93, "last_trade_time": "2026-11-11T14:39:58", "percent_change": 6.16635, "prev_day_close": 195.255004882812}, {"option": "SPY261113P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1874, "open_interest": 2741.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0009, "theta": -0.0079, "rho": 0.0, "theo": 0.0079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T16:08:51", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.0624, "theo": 190.4776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 190.255004882812}, {"option": "SPY261113P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1542, "open_interest": 5920.0, "volume": 2.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.001, "theta": -0.0081, "rho": 0.0, "theo": 0.0081, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:04:20", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.0629, "theo": 185.4803, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 173.5, "last_trade_time": "2026-11-10T14:19:38", "percent_change": 0.0, "prev_day_close": 185.255004882812}, {"option": "SPY261113P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1213, "open_interest": 2117.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.001, "theta": -0.0083, "rho": 0.0, "theo": 0.0083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T14:46:23", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9499, "open_interest": 2.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.0634, "theo": 180.483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 170.43, "last_trade_time": "2026-11-09T11:27:01", "percent_change": 0.0, "prev_day_close": 180.264999389648}, {"option": "SPY261113P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0887, "open_interest": 51782.0, "volume": 1.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0011, "theta": -0.0086, "rho": 0.0, "theo": 0.0085, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:55:42", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.064, "theo": 175.4857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.26000213623}, {"option": "SPY261113P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0563, "open_interest": 5165.0, "volume": 14.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0011, "theta": -0.0088, "rho": 0.0, "theo": 0.0088, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:30:02", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 37.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.0645, "theo": 170.4884, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 160.47, "last_trade_time": "2026-11-09T11:26:49", "percent_change": 0.0, "prev_day_close": 170.264999389648}, {"option": "SPY261113P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0241, "open_interest": 7188.0, "volume": 26.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0012, "theta": -0.009, "rho": 0.0, "theo": 0.009, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:46:04", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.0651, "theo": 165.4911, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 165.264999389648}, {"option": "SPY261113P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9921, "open_interest": 1152.0, "volume": 32.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0012, "theta": -0.0093, "rho": 0.0, "theo": 0.0093, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:16", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 23.0, "volume": 1.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0013, "theta": 0.0, "rho": 0.0656, "theo": 160.4938, "change": 11.215, "open": 160.78, "high": 160.78, "low": 160.78, "tick": "up", "last_trade_price": 160.78, "last_trade_time": "2026-11-11T15:48:16", "percent_change": 7.49841, "prev_day_close": 160.274993896484}, {"option": "SPY261113P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9604, "open_interest": 3887.0, "volume": 156.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0013, "theta": -0.0096, "rho": 0.0, "theo": 0.0095, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:17", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.0662, "theo": 155.4966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 145.59, "last_trade_time": "2026-11-10T15:57:49", "percent_change": 0.0, "prev_day_close": 155.269996643066}, {"option": "SPY261113P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9288, "open_interest": 835.0, "volume": 28.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0014, "theta": -0.0098, "rho": -0.0001, "theo": 0.0098, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:02:26", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7976, "open_interest": 9.0, "volume": 2.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.0667, "theo": 150.4993, "change": 11.385, "open": 150.93, "high": 150.96, "low": 150.93, "tick": "up", "last_trade_price": 150.96, "last_trade_time": "2026-11-11T14:39:44", "percent_change": 8.15691, "prev_day_close": 150.274993896484}, {"option": "SPY261113P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8975, "open_interest": 1256.0, "volume": 48.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0014, "theta": -0.0101, "rho": -0.0001, "theo": 0.0101, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:59:48", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 2.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0015, "theta": 0.0, "rho": 0.0672, "theo": 145.5021, "change": 11.335, "open": 145.94, "high": 145.94, "low": 145.91, "tick": "down", "last_trade_price": 145.91, "last_trade_time": "2026-11-11T14:39:19", "percent_change": 8.42282, "prev_day_close": 145.285003662109}, {"option": "SPY261113P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8664, "open_interest": 1400.0, "volume": 86.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0015, "theta": -0.0104, "rho": -0.0001, "theo": 0.0104, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:01:38", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 2.0, "delta": 0.9991, "gamma": 0.0001, "vega": 0.0016, "theta": 0.0, "rho": 0.0678, "theo": 140.5049, "change": 11.285, "open": 140.92, "high": 140.92, "low": 140.87, "tick": "down", "last_trade_price": 140.87, "last_trade_time": "2026-11-11T14:39:31", "percent_change": 8.70857, "prev_day_close": 140.279998779297}, {"option": "SPY261113P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8355, "open_interest": 1170.0, "volume": 495.0, "delta": -0.0008, "gamma": 0.0001, "vega": 0.0016, "theta": -0.0107, "rho": -0.0001, "theo": 0.0107, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:33:10", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 25.0, "volume": 25.0, "delta": 0.9991, "gamma": 0.0001, "vega": 0.0017, "theta": 0.0, "rho": 0.0683, "theo": 135.5077, "change": 11.165, "open": 131.9, "high": 135.89, "low": 131.9, "tick": "up", "last_trade_price": 135.74, "last_trade_time": "2026-11-11T15:18:48", "percent_change": 8.96247, "prev_day_close": 135.285003662109}, {"option": "SPY261113P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8048, "open_interest": 3118.0, "volume": 168.0, "delta": -0.0009, "gamma": 0.0001, "vega": 0.0017, "theta": -0.0111, "rho": -0.0001, "theo": 0.0111, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:20:48", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 24.0, "volume": 2.0, "delta": 0.999, "gamma": 0.0001, "vega": 0.0018, "theta": 0.0, "rho": 0.0689, "theo": 130.5105, "change": 11.015, "open": 130.44, "high": 130.6, "low": 130.44, "tick": "up", "last_trade_price": 130.6, "last_trade_time": "2026-11-11T15:18:59", "percent_change": 9.21102, "prev_day_close": 130.294998168945}, {"option": "SPY261113P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7742, "open_interest": 2403.0, "volume": 264.0, "delta": -0.001, "gamma": 0.0001, "vega": 0.0018, "theta": -0.0115, "rho": -0.0001, "theo": 0.0115, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:54:39", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0001, "vega": 0.0019, "theta": 0.0, "rho": 0.0694, "theo": 125.5134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 108.38, "last_trade_time": "2026-11-05T11:45:13", "percent_change": 0.0, "prev_day_close": 125.294998168945}, {"option": "SPY261113P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7438, "open_interest": 2833.0, "volume": 61.0, "delta": -0.001, "gamma": 0.0001, "vega": 0.0019, "theta": -0.0119, "rho": -0.0001, "theo": 0.0119, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:11:47", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6427, "open_interest": 20.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0001, "vega": 0.0021, "theta": 0.0, "rho": 0.07, "theo": 120.5163, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 108.21, "last_trade_time": "2026-11-10T13:56:55", "percent_change": 0.0, "prev_day_close": 120.294998168945}, {"option": "SPY261113P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7782, "open_interest": 1335.0, "volume": 1599.0, "delta": -0.0011, "gamma": 0.0001, "vega": 0.0021, "theta": -0.0123, "rho": -0.0001, "theo": 0.0123, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:11:55", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6673, "open_interest": 3.0, "volume": 2.0, "delta": 0.9988, "gamma": 0.0001, "vega": 0.0022, "theta": 0.0, "rho": 0.0705, "theo": 115.5192, "change": 11.095, "open": 115.53, "high": 115.69, "low": 115.53, "tick": "up", "last_trade_price": 115.69, "last_trade_time": "2026-11-11T15:19:39", "percent_change": 10.6076, "prev_day_close": 115.294998168945}, {"option": "SPY261113P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7458, "open_interest": 3962.0, "volume": 1611.0, "delta": -0.0012, "gamma": 0.0001, "vega": 0.0022, "theta": -0.0128, "rho": -0.0001, "theo": 0.0128, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:41:49", "percent_change": -71.4286, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6958, "open_interest": 34.0, "volume": 1.0, "delta": 0.9987, "gamma": 0.0001, "vega": 0.0024, "theta": 0.0, "rho": 0.071, "theo": 110.5222, "change": 9.58, "open": 109.18, "high": 109.18, "low": 109.18, "tick": "up", "last_trade_price": 109.18, "last_trade_time": "2026-11-11T11:25:00", "percent_change": 9.61848, "prev_day_close": 110.299999237061}, {"option": "SPY261113P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7136, "open_interest": 5025.0, "volume": 202.0, "delta": -0.0013, "gamma": 0.0001, "vega": 0.0024, "theta": -0.0133, "rho": -0.0001, "theo": 0.0133, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:13", "percent_change": -71.4286, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 2.0, "delta": 0.9986, "gamma": 0.0001, "vega": 0.0026, "theta": -0.0009, "rho": 0.0716, "theo": 105.5252, "change": 10.93, "open": 105.59, "high": 105.59, "low": 105.54, "tick": "down", "last_trade_price": 105.54, "last_trade_time": "2026-11-11T15:19:27", "percent_change": 11.5527, "prev_day_close": 105.299999237061}, {"option": "SPY261113P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6815, "open_interest": 14634.0, "volume": 3.0, "delta": -0.0014, "gamma": 0.0001, "vega": 0.0026, "theta": -0.0139, "rho": -0.0001, "theo": 0.0139, "change": -0.025, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:16:31", "percent_change": -55.5556, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.539, "open_interest": 20.0, "volume": 15.0, "delta": 0.9985, "gamma": 0.0001, "vega": 0.0028, "theta": -0.0021, "rho": 0.0721, "theo": 100.5283, "change": 10.93, "open": 96.2, "high": 100.91, "low": 96.2, "tick": "down", "last_trade_price": 100.54, "last_trade_time": "2026-11-11T15:19:48", "percent_change": 12.1973, "prev_day_close": 100.305000305176}, {"option": "SPY261113P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6495, "open_interest": 3149.0, "volume": 34.0, "delta": -0.0015, "gamma": 0.0001, "vega": 0.0028, "theta": -0.0146, "rho": -0.0001, "theo": 0.0146, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:53:02", "percent_change": -55.5556, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5529, "open_interest": 9.0, "volume": 2.0, "delta": 0.9984, "gamma": 0.0001, "vega": 0.003, "theta": -0.0035, "rho": 0.0727, "theo": 95.5315, "change": 12.825, "open": 97.45, "high": 97.45, "low": 97.45, "tick": "up", "last_trade_price": 97.45, "last_trade_time": "2026-11-11T13:55:37", "percent_change": 15.1551, "prev_day_close": 95.310001373291}, {"option": "SPY261113P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6177, "open_interest": 3870.0, "volume": 81.0, "delta": -0.0016, "gamma": 0.0001, "vega": 0.003, "theta": -0.0153, "rho": -0.0001, "theo": 0.0153, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:16:54", "percent_change": -77.7778, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5451, "open_interest": 13.0, "volume": 2.0, "delta": 0.9982, "gamma": 0.0002, "vega": 0.0033, "theta": -0.0049, "rho": 0.0732, "theo": 90.5348, "change": 12.675, "open": 92.31, "high": 92.31, "low": 92.31, "tick": "up", "last_trade_price": 92.31, "last_trade_time": "2026-11-11T13:56:28", "percent_change": 15.9164, "prev_day_close": 90.310001373291}, {"option": "SPY261113P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5859, "open_interest": 9110.0, "volume": 29.0, "delta": -0.0018, "gamma": 0.0002, "vega": 0.0033, "theta": -0.0161, "rho": -0.0001, "theo": 0.0161, "change": -0.035, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:40:01", "percent_change": -63.6364, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4963, "open_interest": 16.0, "volume": 5.0, "delta": 0.998, "gamma": 0.0002, "vega": 0.0036, "theta": -0.0065, "rho": 0.0737, "theo": 85.5382, "change": 12.665, "open": 87.3, "high": 87.3, "low": 87.3, "tick": "up", "last_trade_price": 87.3, "last_trade_time": "2026-11-11T13:56:53", "percent_change": 16.9693, "prev_day_close": 85.3150024414062}, {"option": "SPY261113P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5544, "open_interest": 2947.0, "volume": 170.0, "delta": -0.002, "gamma": 0.0002, "vega": 0.0036, "theta": -0.017, "rho": -0.0002, "theo": 0.0171, "change": -0.045, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:43:01", "percent_change": -81.8182, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4864, "open_interest": 28.0, "volume": 3.0, "delta": 0.9978, "gamma": 0.0002, "vega": 0.004, "theta": -0.0082, "rho": 0.0743, "theo": 80.5418, "change": 9.145, "open": 75.85, "high": 78.79, "low": 75.85, "tick": "up", "last_trade_price": 78.79, "last_trade_time": "2026-11-11T10:50:29", "percent_change": 13.1309, "prev_day_close": 80.3199996948242}, {"option": "SPY261113P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5229, "open_interest": 3862.0, "volume": 264.0, "delta": -0.0022, "gamma": 0.0002, "vega": 0.004, "theta": -0.0182, "rho": -0.0002, "theo": 0.0182, "change": -0.055, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:11:05", "percent_change": -84.6154, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 75.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0003, "vega": 0.0044, "theta": -0.0102, "rho": 0.0748, "theo": 75.5456, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.27, "last_trade_time": "2026-11-10T16:00:02", "percent_change": 0.0, "prev_day_close": 75.3249969482422}, {"option": "SPY261113P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4915, "open_interest": 4098.0, "volume": 360.0, "delta": -0.0025, "gamma": 0.0003, "vega": 0.0044, "theta": -0.0195, "rho": -0.0002, "theo": 0.0196, "change": -0.045, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:11:30", "percent_change": -69.2308, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4279, "open_interest": 77.0, "volume": 1.0, "delta": 0.9972, "gamma": 0.0003, "vega": 0.005, "theta": -0.0123, "rho": 0.0753, "theo": 70.5496, "change": 10.62, "open": 70.27, "high": 70.27, "low": 70.27, "tick": "up", "last_trade_price": 70.27, "last_trade_time": "2026-11-11T15:24:44", "percent_change": 17.8039, "prev_day_close": 70.3249969482422}, {"option": "SPY261113P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4832, "open_interest": 13094.0, "volume": 186.0, "delta": -0.0028, "gamma": 0.0003, "vega": 0.005, "theta": -0.0211, "rho": -0.0002, "theo": 0.0212, "change": -0.045, "open": 0.02, "high": 0.04, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:53:23", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4387, "open_interest": 47.0, "volume": 7.0, "delta": 0.9968, "gamma": 0.0004, "vega": 0.0057, "theta": -0.0148, "rho": 0.0758, "theo": 65.554, "change": 10.555, "open": 64.99, "high": 65.84, "low": 64.87, "tick": "up", "last_trade_price": 65.23, "last_trade_time": "2026-11-11T15:25:05", "percent_change": 19.305, "prev_day_close": 65.3349990844726}, {"option": "SPY261113P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4507, "open_interest": 15562.0, "volume": 826.0, "delta": -0.0032, "gamma": 0.0004, "vega": 0.0057, "theta": -0.023, "rho": -0.0003, "theo": 0.0231, "change": -0.065, "open": 0.02, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:18:01", "percent_change": -76.4706, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 215.0, "volume": 5.0, "delta": 0.9963, "gamma": 0.0005, "vega": 0.0065, "theta": -0.0178, "rho": 0.0763, "theo": 60.5589, "change": 9.035, "open": 55.9, "high": 58.85, "low": 55.9, "tick": "up", "last_trade_price": 58.85, "last_trade_time": "2026-11-11T10:56:26", "percent_change": 18.1371, "prev_day_close": 60.5300006866455}, {"option": "SPY261113P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4182, "open_interest": 12186.0, "volume": 1448.0, "delta": -0.0037, "gamma": 0.0005, "vega": 0.0065, "theta": -0.0254, "rho": -0.0003, "theo": 0.0255, "change": -0.065, "open": 0.04, "high": 0.06, "low": 0.01, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:02:03", "percent_change": -68.4211, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3645, "open_interest": 64.0, "volume": 41.0, "delta": 0.9956, "gamma": 0.0006, "vega": 0.0075, "theta": -0.0213, "rho": 0.0768, "theo": 55.5643, "change": 9.765, "open": 51.73, "high": 54.6, "low": 50.97, "tick": "no_change", "last_trade_price": 54.6, "last_trade_time": "2026-11-11T11:42:00", "percent_change": 21.7799, "prev_day_close": 55.3400001525879}, {"option": "SPY261113P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3854, "open_interest": 8703.0, "volume": 523.0, "delta": -0.0044, "gamma": 0.0006, "vega": 0.0076, "theta": -0.0282, "rho": -0.0004, "theo": 0.0284, "change": -0.075, "open": 0.05, "high": 0.06, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:49:09", "percent_change": -71.4286, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 297.0, "volume": 7.0, "delta": 0.9948, "gamma": 0.0007, "vega": 0.0089, "theta": -0.0257, "rho": 0.0773, "theo": 50.5706, "change": 11.21, "open": 46.39, "high": 51.02, "low": 46.18, "tick": "up", "last_trade_price": 51.02, "last_trade_time": "2026-11-11T14:52:04", "percent_change": 28.1588, "prev_day_close": 50.5399990081787}, {"option": "SPY261113P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3659, "open_interest": 7191.0, "volume": 2509.0, "delta": -0.0052, "gamma": 0.0007, "vega": 0.0089, "theta": -0.032, "rho": -0.0004, "theo": 0.0323, "change": -0.085, "open": 0.05, "high": 0.08, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:11:06", "percent_change": -68.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261113C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3119, "open_interest": 50.0, "volume": 48.0, "delta": 0.9936, "gamma": 0.001, "vega": 0.0107, "theta": -0.0313, "rho": 0.0777, "theo": 45.5783, "change": 10.015, "open": 41.18, "high": 45.97, "low": 40.78, "tick": "down", "last_trade_price": 45.14, "last_trade_time": "2026-11-11T14:51:53", "percent_change": 28.5125, "prev_day_close": 45.3549995422363}, {"option": "SPY261113P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3324, "open_interest": 11681.0, "volume": 2400.0, "delta": -0.0064, "gamma": 0.001, "vega": 0.0108, "theta": -0.037, "rho": -0.0005, "theo": 0.0375, "change": -0.125, "open": 0.07, "high": 0.09, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:11:06", "percent_change": -75.7576, "prev_day_close": 0.034999999217689}, {"option": "SPY261113C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3047, "open_interest": 25.0, "volume": 18.0, "delta": 0.9933, "gamma": 0.001, "vega": 0.0112, "theta": -0.0326, "rho": 0.0778, "theo": 44.58, "change": 10.085, "open": 40.86, "high": 43.49, "low": 39.92, "tick": "down", "last_trade_price": 43.47, "last_trade_time": "2026-11-11T11:41:22", "percent_change": 30.2082, "prev_day_close": 44.3600006103516}, {"option": "SPY261113P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3259, "open_interest": 5805.0, "volume": 205.0, "delta": -0.0067, "gamma": 0.001, "vega": 0.0112, "theta": -0.0382, "rho": -0.0005, "theo": 0.0387, "change": -0.145, "open": 0.07, "high": 0.08, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:10:25", "percent_change": -82.8571, "prev_day_close": 0.034999999217689}, {"option": "SPY261113C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3116, "open_interest": 54.0, "volume": 56.0, "delta": 0.993, "gamma": 0.0011, "vega": 0.0116, "theta": -0.034, "rho": 0.0779, "theo": 43.5818, "change": 8.69, "open": 39.57, "high": 42.34, "low": 38.28, "tick": "up", "last_trade_price": 41.52, "last_trade_time": "2026-11-11T11:12:12", "percent_change": 26.4697, "prev_day_close": 43.3549995422363}, {"option": "SPY261113P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3192, "open_interest": 1895.0, "volume": 175.0, "delta": -0.007, "gamma": 0.0011, "vega": 0.0117, "theta": -0.0394, "rho": -0.0006, "theo": 0.04, "change": -0.145, "open": 0.07, "high": 0.1, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:00:20", "percent_change": -78.3784, "prev_day_close": 0.0449999999254942}, {"option": "SPY261113C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 119.0, "volume": 46.0, "delta": 0.9926, "gamma": 0.0011, "vega": 0.0122, "theta": -0.0356, "rho": 0.078, "theo": 42.5838, "change": 9.085, "open": 37.73, "high": 42.59, "low": 37.72, "tick": "down", "last_trade_price": 40.99, "last_trade_time": "2026-11-11T11:50:52", "percent_change": 28.4752, "prev_day_close": 42.5550003051758}, {"option": "SPY261113P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3217, "open_interest": 3800.0, "volume": 3382.0, "delta": -0.0074, "gamma": 0.0011, "vega": 0.0122, "theta": -0.0408, "rho": -0.0006, "theo": 0.0415, "change": -0.155, "open": 0.07, "high": 0.11, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:58:14", "percent_change": -79.4872, "prev_day_close": 0.0449999999254942}, {"option": "SPY261113C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 96.0, "volume": 30.0, "delta": 0.9923, "gamma": 0.0012, "vega": 0.0127, "theta": -0.0372, "rho": 0.0781, "theo": 41.5858, "change": 10.645, "open": 37.42, "high": 42.23, "low": 36.66, "tick": "down", "last_trade_price": 41.57, "last_trade_time": "2026-11-11T15:47:20", "percent_change": 34.422, "prev_day_close": 41.5500011444092}, {"option": "SPY261113P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3148, "open_interest": 3037.0, "volume": 3327.0, "delta": -0.0077, "gamma": 0.0012, "vega": 0.0127, "theta": -0.0423, "rho": -0.0006, "theo": 0.043, "change": -0.175, "open": 0.08, "high": 0.1, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:57:02", "percent_change": -81.3953, "prev_day_close": 0.0449999999254942}, {"option": "SPY261113C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4381, "open_interest": 329.0, "volume": 49.0, "delta": 0.9919, "gamma": 0.0013, "vega": 0.0133, "theta": -0.0389, "rho": 0.0782, "theo": 40.588, "change": 11.075, "open": 36.69, "high": 41.35, "low": 35.39, "tick": "down", "last_trade_price": 41.0, "last_trade_time": "2026-11-11T14:55:52", "percent_change": 37.0092, "prev_day_close": 40.9500007629394}, {"option": "SPY261113P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.308, "open_interest": 21832.0, "volume": 4881.0, "delta": -0.0081, "gamma": 0.0013, "vega": 0.0133, "theta": -0.0439, "rho": -0.0007, "theo": 0.0447, "change": -0.185, "open": 0.08, "high": 0.12, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:08:54", "percent_change": -82.2222, "prev_day_close": 0.0449999999254942}, {"option": "SPY261113C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2935, "open_interest": 68.0, "volume": 60.0, "delta": 0.9914, "gamma": 0.0014, "vega": 0.0139, "theta": -0.0408, "rho": 0.0782, "theo": 39.5903, "change": 11.47, "open": 35.45, "high": 40.41, "low": 34.34, "tick": "up", "last_trade_price": 40.41, "last_trade_time": "2026-11-11T15:08:46", "percent_change": 39.6337, "prev_day_close": 39.3700008392334}, {"option": "SPY261113P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3012, "open_interest": 1980.0, "volume": 508.0, "delta": -0.0086, "gamma": 0.0014, "vega": 0.014, "theta": -0.0459, "rho": -0.0007, "theo": 0.0468, "change": -0.195, "open": 0.1, "high": 0.11, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:02:15", "percent_change": -79.5918, "prev_day_close": 0.0449999999254942}, {"option": "SPY261113C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 197.0, "volume": 88.0, "delta": 0.991, "gamma": 0.0014, "vega": 0.0146, "theta": -0.0428, "rho": 0.0783, "theo": 38.5928, "change": 10.29, "open": 34.53, "high": 40.37, "low": 33.63, "tick": "down", "last_trade_price": 37.96, "last_trade_time": "2026-11-11T15:40:23", "percent_change": 37.1883, "prev_day_close": 38.9650001525879}, {"option": "SPY261113P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2943, "open_interest": 2703.0, "volume": 401.0, "delta": -0.0091, "gamma": 0.0014, "vega": 0.0147, "theta": -0.0478, "rho": -0.0007, "theo": 0.0488, "change": -0.215, "open": 0.1, "high": 0.11, "low": 0.05, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:43:20", "percent_change": -78.1818, "prev_day_close": 0.0549999997019768}, {"option": "SPY261113C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2834, "open_interest": 39.0, "volume": 184.0, "delta": 0.9904, "gamma": 0.0015, "vega": 0.0154, "theta": -0.0451, "rho": 0.0784, "theo": 37.5955, "change": 10.875, "open": 33.58, "high": 39.73, "low": 33.18, "tick": "down", "last_trade_price": 37.74, "last_trade_time": "2026-11-11T15:37:45", "percent_change": 40.4802, "prev_day_close": 37.3700008392334}, {"option": "SPY261113P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2946, "open_interest": 1597.0, "volume": 164.0, "delta": -0.0096, "gamma": 0.0016, "vega": 0.0154, "theta": -0.0499, "rho": -0.0008, "theo": 0.051, "change": -0.245, "open": 0.11, "high": 0.13, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:59:33", "percent_change": -83.0508, "prev_day_close": 0.0549999997019768}, {"option": "SPY261113C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2762, "open_interest": 46.0, "volume": 97.0, "delta": 0.9898, "gamma": 0.0017, "vega": 0.0162, "theta": -0.0475, "rho": 0.0784, "theo": 36.5985, "change": 10.61, "open": 32.5, "high": 36.69, "low": 31.65, "tick": "up", "last_trade_price": 36.64, "last_trade_time": "2026-11-11T15:07:10", "percent_change": 40.7607, "prev_day_close": 36.4449996948242}, {"option": "SPY261113P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2876, "open_interest": 1994.0, "volume": 678.0, "delta": -0.0102, "gamma": 0.0017, "vega": 0.0162, "theta": -0.0522, "rho": -0.0008, "theo": 0.0534, "change": -0.265, "open": 0.1, "high": 0.14, "low": 0.05, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:05:23", "percent_change": -81.5385, "prev_day_close": 0.0549999997019768}, {"option": "SPY261113C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 273.0, "volume": 79.0, "delta": 0.9892, "gamma": 0.0018, "vega": 0.0171, "theta": -0.0502, "rho": 0.0785, "theo": 35.6017, "change": 10.83, "open": 31.82, "high": 36.09, "low": 30.82, "tick": "down", "last_trade_price": 35.92, "last_trade_time": "2026-11-11T15:00:28", "percent_change": 43.1646, "prev_day_close": 35.5299987792969}, {"option": "SPY261113P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2805, "open_interest": 15109.0, "volume": 1491.0, "delta": -0.0108, "gamma": 0.0018, "vega": 0.0171, "theta": -0.0547, "rho": -0.0009, "theo": 0.0561, "change": -0.305, "open": 0.11, "high": 0.16, "low": 0.04, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:09:36", "percent_change": -85.9155, "prev_day_close": 0.0649999994784594}, {"option": "SPY261113C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 110.0, "volume": 43.0, "delta": 0.9885, "gamma": 0.0019, "vega": 0.018, "theta": -0.0532, "rho": 0.0785, "theo": 34.6053, "change": 10.53, "open": 30.97, "high": 35.34, "low": 29.99, "tick": "up", "last_trade_price": 34.63, "last_trade_time": "2026-11-11T14:27:01", "percent_change": 43.6929, "prev_day_close": 34.7399997711182}, {"option": "SPY261113P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2734, "open_interest": 1705.0, "volume": 1019.0, "delta": -0.0115, "gamma": 0.0019, "vega": 0.018, "theta": -0.0575, "rho": -0.0009, "theo": 0.0591, "change": -0.335, "open": 0.12, "high": 0.17, "low": 0.05, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:08:39", "percent_change": -84.8101, "prev_day_close": 0.0649999994784594}, {"option": "SPY261113C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 211.0, "volume": 58.0, "delta": 0.9877, "gamma": 0.0021, "vega": 0.0191, "theta": -0.0566, "rho": 0.0786, "theo": 33.6092, "change": 10.8, "open": 30.03, "high": 34.2, "low": 28.74, "tick": "up", "last_trade_price": 33.89, "last_trade_time": "2026-11-11T14:26:51", "percent_change": 46.7735, "prev_day_close": 33.7199993133545}, {"option": "SPY261113P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2722, "open_interest": 2810.0, "volume": 2767.0, "delta": -0.0123, "gamma": 0.0021, "vega": 0.0191, "theta": -0.0607, "rho": -0.001, "theo": 0.0625, "change": -0.365, "open": 0.14, "high": 0.17, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:11:52", "percent_change": -83.908, "prev_day_close": 0.0649999994784594}, {"option": "SPY261113C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 335.0, "volume": 30.0, "delta": 0.9868, "gamma": 0.0022, "vega": 0.0203, "theta": -0.0603, "rho": 0.0786, "theo": 32.6136, "change": 11.085, "open": 29.16, "high": 33.32, "low": 28.03, "tick": "down", "last_trade_price": 33.27, "last_trade_time": "2026-11-11T13:03:28", "percent_change": 49.9662, "prev_day_close": 32.7250003814697}, {"option": "SPY261113P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.265, "open_interest": 2910.0, "volume": 2562.0, "delta": -0.0132, "gamma": 0.0022, "vega": 0.0203, "theta": -0.0642, "rho": -0.0011, "theo": 0.0663, "change": -0.405, "open": 0.15, "high": 0.2, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:06:53", "percent_change": -85.2632, "prev_day_close": 0.0749999992549419}, {"option": "SPY261113C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 404.0, "volume": 49.0, "delta": 0.9858, "gamma": 0.0024, "vega": 0.0217, "theta": -0.0646, "rho": 0.0786, "theo": 31.6184, "change": 10.095, "open": 28.05, "high": 32.34, "low": 26.94, "tick": "down", "last_trade_price": 31.32, "last_trade_time": "2026-11-11T15:37:14", "percent_change": 47.5618, "prev_day_close": 31.6100006103516}, {"option": "SPY261113P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2629, "open_interest": 4015.0, "volume": 1519.0, "delta": -0.0142, "gamma": 0.0024, "vega": 0.0216, "theta": -0.0683, "rho": -0.0012, "theo": 0.0706, "change": -0.465, "open": 0.16, "high": 0.22, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:12:17", "percent_change": -86.9159, "prev_day_close": 0.0749999992549419}, {"option": "SPY261113C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 661.0, "volume": 102.0, "delta": 0.9847, "gamma": 0.0026, "vega": 0.0232, "theta": -0.0693, "rho": 0.0787, "theo": 30.624, "change": 10.09, "open": 27.44, "high": 32.62, "low": 25.68, "tick": "down", "last_trade_price": 30.34, "last_trade_time": "2026-11-11T15:37:04", "percent_change": 49.8272, "prev_day_close": 30.6100006103516}, {"option": "SPY261113P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2555, "open_interest": 23983.0, "volume": 7583.0, "delta": -0.0153, "gamma": 0.0026, "vega": 0.0231, "theta": -0.0728, "rho": -0.0012, "theo": 0.0755, "change": -0.52, "open": 0.18, "high": 0.26, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:14:45", "percent_change": -88.1356, "prev_day_close": 0.0850000008940697}, {"option": "SPY261113C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 616.0, "volume": 79.0, "delta": 0.9834, "gamma": 0.0029, "vega": 0.0248, "theta": -0.0748, "rho": 0.0787, "theo": 29.6302, "change": 10.185, "open": 26.01, "high": 29.63, "low": 24.73, "tick": "up", "last_trade_price": 29.53, "last_trade_time": "2026-11-11T15:36:30", "percent_change": 52.6493, "prev_day_close": 29.7799997329712}, {"option": "SPY261113P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 4539.0, "volume": 452.0, "delta": -0.0167, "gamma": 0.0029, "vega": 0.0249, "theta": -0.0787, "rho": -0.0014, "theo": 0.0818, "change": -0.565, "open": 0.19, "high": 0.27, "low": 0.08, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:08:09", "percent_change": -86.2595, "prev_day_close": 0.0950000025331974}, {"option": "SPY261113C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 755.0, "volume": 94.0, "delta": 0.9819, "gamma": 0.0032, "vega": 0.0267, "theta": -0.081, "rho": 0.0786, "theo": 28.6374, "change": 10.42, "open": 24.41, "high": 29.35, "low": 23.55, "tick": "up", "last_trade_price": 28.81, "last_trade_time": "2026-11-11T15:37:34", "percent_change": 56.6612, "prev_day_close": 28.6299991607666}, {"option": "SPY261113P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2447, "open_interest": 2616.0, "volume": 2226.0, "delta": -0.0182, "gamma": 0.0032, "vega": 0.0268, "theta": -0.0848, "rho": -0.0015, "theo": 0.0885, "change": -0.645, "open": 0.19, "high": 0.31, "low": 0.09, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:09:36", "percent_change": -87.7551, "prev_day_close": 0.105000000447035}, {"option": "SPY261113C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 532.0, "volume": 74.0, "delta": 0.9802, "gamma": 0.0035, "vega": 0.0288, "theta": -0.0881, "rho": 0.0786, "theo": 27.6455, "change": 9.8, "open": 24.43, "high": 28.33, "low": 22.51, "tick": "down", "last_trade_price": 27.28, "last_trade_time": "2026-11-11T15:37:23", "percent_change": 56.0641, "prev_day_close": 27.6300001144409}, {"option": "SPY261113P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2412, "open_interest": 2569.0, "volume": 865.0, "delta": -0.0199, "gamma": 0.0035, "vega": 0.0289, "theta": -0.0918, "rho": -0.0016, "theo": 0.0962, "change": -0.715, "open": 0.23, "high": 0.34, "low": 0.09, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:14:50", "percent_change": -87.7301, "prev_day_close": 0.105000000447035}, {"option": "SPY261113C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 427.0, "volume": 73.0, "delta": 0.9782, "gamma": 0.0039, "vega": 0.0312, "theta": -0.0962, "rho": 0.0786, "theo": 26.6549, "change": 10.44, "open": 22.63, "high": 28.79, "low": 21.96, "tick": "up", "last_trade_price": 27.01, "last_trade_time": "2026-11-11T14:46:15", "percent_change": 63.0054, "prev_day_close": 26.789999961853}, {"option": "SPY261113P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2371, "open_interest": 2829.0, "volume": 1093.0, "delta": -0.0219, "gamma": 0.0039, "vega": 0.0313, "theta": -0.0998, "rho": -0.0018, "theo": 0.1051, "change": -0.81, "open": 0.25, "high": 0.36, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:11:59", "percent_change": -89.011, "prev_day_close": 0.12499999627471}, {"option": "SPY261113C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1967, "open_interest": 1740.0, "volume": 590.0, "delta": 0.976, "gamma": 0.0043, "vega": 0.0338, "theta": -0.1055, "rho": 0.0785, "theo": 25.6656, "change": 9.62, "open": 23.02, "high": 27.89, "low": 21.0, "tick": "up", "last_trade_price": 25.28, "last_trade_time": "2026-11-11T16:08:05", "percent_change": 61.4304, "prev_day_close": 25.4449996948242}, {"option": "SPY261113P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2327, "open_interest": 11710.0, "volume": 5042.0, "delta": -0.0241, "gamma": 0.0043, "vega": 0.034, "theta": -0.109, "rho": -0.002, "theo": 0.1155, "change": -0.895, "open": 0.26, "high": 0.43, "low": 0.1, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T16:14:35", "percent_change": -88.1773, "prev_day_close": 0.134999997913837}, {"option": "SPY261113C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 853.0, "volume": 64.0, "delta": 0.9734, "gamma": 0.0047, "vega": 0.0368, "theta": -0.1162, "rho": 0.0784, "theo": 24.6781, "change": 9.49, "open": 19.92, "high": 25.98, "low": 19.83, "tick": "down", "last_trade_price": 24.28, "last_trade_time": "2026-11-11T15:34:57", "percent_change": 64.165, "prev_day_close": 24.6450004577637}, {"option": "SPY261113P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2281, "open_interest": 3861.0, "volume": 939.0, "delta": -0.0266, "gamma": 0.0048, "vega": 0.0368, "theta": -0.1193, "rho": -0.0022, "theo": 0.1271, "change": -1.015, "open": 0.31, "high": 0.48, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -89.4273, "prev_day_close": 0.145000003278255}, {"option": "SPY261113C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 900.0, "volume": 51.0, "delta": 0.9704, "gamma": 0.0053, "vega": 0.0401, "theta": -0.1284, "rho": 0.0782, "theo": 23.6925, "change": 10.4, "open": 19.94, "high": 25.67, "low": 19.13, "tick": "up", "last_trade_price": 24.31, "last_trade_time": "2026-11-11T14:50:53", "percent_change": 74.7663, "prev_day_close": 23.4649991989136}, {"option": "SPY261113P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2258, "open_interest": 2705.0, "volume": 1424.0, "delta": -0.0296, "gamma": 0.0053, "vega": 0.0401, "theta": -0.1312, "rho": -0.0024, "theo": 0.1408, "change": -1.11, "open": 0.35, "high": 0.52, "low": 0.13, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:14:41", "percent_change": -88.0952, "prev_day_close": 0.16499999910593}, {"option": "SPY261113C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1103.0, "volume": 97.0, "delta": 0.967, "gamma": 0.0059, "vega": 0.0439, "theta": -0.1424, "rho": 0.0781, "theo": 22.7091, "change": 9.955, "open": 19.77, "high": 23.01, "low": 18.47, "tick": "up", "last_trade_price": 23.01, "last_trade_time": "2026-11-11T15:48:14", "percent_change": 76.2543, "prev_day_close": 22.6599998474121}, {"option": "SPY261113P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2202, "open_interest": 4458.0, "volume": 1690.0, "delta": -0.033, "gamma": 0.0059, "vega": 0.0439, "theta": -0.1451, "rho": -0.0027, "theo": 0.1569, "change": -1.245, "open": 0.37, "high": 0.59, "low": 0.15, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T16:13:47", "percent_change": -88.6121, "prev_day_close": 0.175000004470348}, {"option": "SPY261113C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1709, "open_interest": 1229.0, "volume": 53.0, "delta": 0.963, "gamma": 0.0066, "vega": 0.0481, "theta": -0.1584, "rho": 0.0779, "theo": 21.7284, "change": 9.42, "open": 17.96, "high": 23.23, "low": 17.47, "tick": "up", "last_trade_price": 21.63, "last_trade_time": "2026-11-11T16:01:45", "percent_change": 77.1499, "prev_day_close": 21.539999961853}, {"option": "SPY261113P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 2811.0, "volume": 1190.0, "delta": -0.0369, "gamma": 0.0066, "vega": 0.0481, "theta": -0.161, "rho": -0.003, "theo": 0.1757, "change": -1.385, "open": 0.44, "high": 0.65, "low": 0.15, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T16:05:44", "percent_change": -88.4984, "prev_day_close": 0.195000000298023}, {"option": "SPY261113C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1926, "open_interest": 3332.0, "volume": 739.0, "delta": 0.9585, "gamma": 0.0073, "vega": 0.0527, "theta": -0.1766, "rho": 0.0776, "theo": 20.7507, "change": 9.48, "open": 18.0, "high": 23.0, "low": 16.52, "tick": "no_change", "last_trade_price": 20.88, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 83.1579, "prev_day_close": 20.7250003814697}, {"option": "SPY261113P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2125, "open_interest": 18409.0, "volume": 21055.0, "delta": -0.0415, "gamma": 0.0074, "vega": 0.0527, "theta": -0.1791, "rho": -0.0034, "theo": 0.1975, "change": -1.54, "open": 0.49, "high": 0.73, "low": 0.18, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T16:14:46", "percent_change": -88.5057, "prev_day_close": 0.225000001490116}, {"option": "SPY261113C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2108, "open_interest": 619.0, "volume": 54.0, "delta": 0.9533, "gamma": 0.0082, "vega": 0.0579, "theta": -0.1973, "rho": 0.0773, "theo": 19.7765, "change": 9.42, "open": 16.95, "high": 21.57, "low": 15.5, "tick": "down", "last_trade_price": 20.0, "last_trade_time": "2026-11-11T14:13:49", "percent_change": 89.0359, "prev_day_close": 20.0}, {"option": "SPY261113P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2097, "open_interest": 3860.0, "volume": 1854.0, "delta": -0.0467, "gamma": 0.0082, "vega": 0.0579, "theta": -0.1996, "rho": -0.0038, "theo": 0.2228, "change": -1.705, "open": 0.57, "high": 0.82, "low": 0.2, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T16:14:43", "percent_change": -88.1137, "prev_day_close": 0.244999997317791}, {"option": "SPY261113C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1059.0, "volume": 95.0, "delta": 0.9473, "gamma": 0.0092, "vega": 0.0636, "theta": -0.2206, "rho": 0.0769, "theo": 18.8063, "change": 9.015, "open": 16.15, "high": 20.63, "low": 15.07, "tick": "down", "last_trade_price": 18.78, "last_trade_time": "2026-11-11T15:29:33", "percent_change": 92.3195, "prev_day_close": 18.7600002288818}, {"option": "SPY261113P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.206, "open_interest": 6374.0, "volume": 2173.0, "delta": -0.0527, "gamma": 0.0092, "vega": 0.0636, "theta": -0.2228, "rho": -0.0043, "theo": 0.2521, "change": -1.89, "open": 0.61, "high": 0.91, "low": 0.22, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T16:14:41", "percent_change": -87.907, "prev_day_close": 0.284999996423721}, {"option": "SPY261113C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.204, "open_interest": 1158.0, "volume": 45.0, "delta": 0.9404, "gamma": 0.0103, "vega": 0.0698, "theta": -0.2467, "rho": 0.0764, "theo": 17.8407, "change": 9.38, "open": 14.65, "high": 18.98, "low": 13.88, "tick": "down", "last_trade_price": 18.38, "last_trade_time": "2026-11-11T14:38:45", "percent_change": 104.222, "prev_day_close": 18.1700000762939}, {"option": "SPY261113P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2018, "open_interest": 2863.0, "volume": 3158.0, "delta": -0.0596, "gamma": 0.0104, "vega": 0.0698, "theta": -0.2489, "rho": -0.0048, "theo": 0.286, "change": -2.11, "open": 0.67, "high": 1.02, "low": 0.25, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T16:14:50", "percent_change": -88.2845, "prev_day_close": 0.314999997615814}, {"option": "SPY261113C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1436.0, "volume": 106.0, "delta": 0.9326, "gamma": 0.0116, "vega": 0.0766, "theta": -0.2759, "rho": 0.0759, "theo": 16.8803, "change": 8.43, "open": 13.84, "high": 17.45, "low": 12.65, "tick": "down", "last_trade_price": 16.68, "last_trade_time": "2026-11-11T15:24:28", "percent_change": 102.182, "prev_day_close": 16.7750005722046}, {"option": "SPY261113P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1983, "open_interest": 3102.0, "volume": 1896.0, "delta": -0.0674, "gamma": 0.0116, "vega": 0.0767, "theta": -0.278, "rho": -0.0054, "theo": 0.3252, "change": -2.32, "open": 0.78, "high": 1.12, "low": 0.27, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -87.5472, "prev_day_close": 0.355000004172325}, {"option": "SPY261113C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1749, "open_interest": 3254.0, "volume": 371.0, "delta": 0.9237, "gamma": 0.013, "vega": 0.0841, "theta": -0.3082, "rho": 0.0752, "theo": 15.9258, "change": 8.22, "open": 12.97, "high": 17.7, "low": 11.73, "tick": "up", "last_trade_price": 15.76, "last_trade_time": "2026-11-11T16:13:00", "percent_change": 109.019, "prev_day_close": 15.8300004005432}, {"option": "SPY261113P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1939, "open_interest": 31860.0, "volume": 12945.0, "delta": -0.0764, "gamma": 0.013, "vega": 0.0842, "theta": -0.3105, "rho": -0.0061, "theo": 0.3707, "change": -2.56, "open": 0.93, "high": 1.3, "low": 0.3, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T16:14:20", "percent_change": -87.372, "prev_day_close": 0.405000001192093}, {"option": "SPY261113C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2233.0, "volume": 1269.0, "delta": 0.9136, "gamma": 0.0145, "vega": 0.0921, "theta": -0.3438, "rho": 0.0745, "theo": 14.9782, "change": 7.94, "open": 12.21, "high": 17.09, "low": 10.76, "tick": "no_change", "last_trade_price": 14.79, "last_trade_time": "2026-11-11T15:43:10", "percent_change": 115.912, "prev_day_close": 14.8200001716614}, {"option": "SPY261113P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1912, "open_interest": 3541.0, "volume": 2839.0, "delta": -0.0867, "gamma": 0.0146, "vega": 0.0923, "theta": -0.3463, "rho": -0.0068, "theo": 0.4229, "change": -2.83, "open": 1.03, "high": 1.4, "low": 0.34, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T16:14:58", "percent_change": -87.0769, "prev_day_close": 0.454999998211861}, {"option": "SPY261113C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1939.0, "volume": 362.0, "delta": 0.9021, "gamma": 0.0163, "vega": 0.1008, "theta": -0.3826, "rho": 0.0737, "theo": 14.0381, "change": 7.19, "open": 10.98, "high": 16.17, "low": 9.9, "tick": "down", "last_trade_price": 13.38, "last_trade_time": "2026-11-11T15:54:12", "percent_change": 116.155, "prev_day_close": 14.039999961853}, {"option": "SPY261113P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1871, "open_interest": 4517.0, "volume": 3861.0, "delta": -0.0982, "gamma": 0.0164, "vega": 0.1009, "theta": -0.3851, "rho": -0.0078, "theo": 0.4823, "change": -3.1, "open": 1.12, "high": 1.6, "low": 0.38, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T16:14:03", "percent_change": -86.351, "prev_day_close": 0.524999976158142}, {"option": "SPY261113C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 1992.0, "volume": 354.0, "delta": 0.889, "gamma": 0.0182, "vega": 0.1101, "theta": -0.4247, "rho": 0.0727, "theo": 13.107, "change": 7.33, "open": 10.36, "high": 14.99, "low": 9.24, "tick": "up", "last_trade_price": 12.89, "last_trade_time": "2026-11-11T16:01:58", "percent_change": 131.835, "prev_day_close": 13.0200004577637}, {"option": "SPY261113P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 5541.0, "volume": 2779.0, "delta": -0.1113, "gamma": 0.0183, "vega": 0.1103, "theta": -0.4272, "rho": -0.0089, "theo": 0.5508, "change": -3.4, "open": 1.33, "high": 1.82, "low": 0.43, "tick": "up", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -85.8586, "prev_day_close": 0.594999998807907}, {"option": "SPY261113C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 3489.0, "volume": 3346.0, "delta": 0.8743, "gamma": 0.0202, "vega": 0.1198, "theta": -0.4699, "rho": 0.0716, "theo": 12.1859, "change": 7.095, "open": 9.39, "high": 14.0, "low": 8.43, "tick": "up", "last_trade_price": 12.05, "last_trade_time": "2026-11-11T16:12:57", "percent_change": 143.189, "prev_day_close": 12.0}, {"option": "SPY261113P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1799, "open_interest": 2605.0, "volume": 2893.0, "delta": -0.1263, "gamma": 0.0204, "vega": 0.1201, "theta": -0.4729, "rho": -0.0098, "theo": 0.6301, "change": -3.73, "open": 1.49, "high": 2.04, "low": 0.49, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T16:14:39", "percent_change": -85.5505, "prev_day_close": 0.675000011920929}, {"option": "SPY261113C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1761, "open_interest": 8929.0, "volume": 5073.0, "delta": 0.8576, "gamma": 0.0225, "vega": 0.1302, "theta": -0.518, "rho": 0.0703, "theo": 11.2765, "change": 6.87, "open": 8.12, "high": 13.3, "low": 7.6, "tick": "down", "last_trade_price": 11.26, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 156.492, "prev_day_close": 11.125}, {"option": "SPY261113P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 11683.0, "volume": 24477.0, "delta": -0.1431, "gamma": 0.0227, "vega": 0.1305, "theta": -0.5212, "rho": -0.0112, "theo": 0.7207, "change": -4.07, "open": 1.72, "high": 2.27, "low": 0.55, "tick": "no_change", "last_trade_price": 0.73, "last_trade_time": "2026-11-11T16:14:52", "percent_change": -84.7917, "prev_day_close": 0.774999976158142}, {"option": "SPY261113C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 2050.0, "volume": 419.0, "delta": 0.8386, "gamma": 0.025, "vega": 0.141, "theta": -0.5684, "rho": 0.0688, "theo": 10.3807, "change": 6.335, "open": 7.89, "high": 12.33, "low": 6.79, "tick": "up", "last_trade_price": 10.19, "last_trade_time": "2026-11-11T16:04:09", "percent_change": 164.332, "prev_day_close": 10.2749996185303}, {"option": "SPY261113P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 4041.0, "volume": 4664.0, "delta": -0.1622, "gamma": 0.0253, "vega": 0.1413, "theta": -0.572, "rho": -0.0124, "theo": 0.8246, "change": -4.445, "open": 1.8, "high": 2.47, "low": 0.63, "tick": "up", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T16:14:50", "percent_change": -84.2654, "prev_day_close": 0.879999995231628}, {"option": "SPY261113C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 1839.0, "volume": 1190.0, "delta": 0.8173, "gamma": 0.0277, "vega": 0.1522, "theta": -0.6207, "rho": 0.0671, "theo": 9.5006, "change": 5.61, "open": 7.12, "high": 11.29, "low": 6.06, "tick": "up", "last_trade_price": 8.97, "last_trade_time": "2026-11-11T15:59:54", "percent_change": 166.964, "prev_day_close": 9.48999977111816}, {"option": "SPY261113P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 4070.0, "volume": 5735.0, "delta": -0.1837, "gamma": 0.028, "vega": 0.1525, "theta": -0.6249, "rho": -0.0142, "theo": 0.9447, "change": -4.845, "open": 2.17, "high": 2.83, "low": 0.72, "tick": "no_change", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T16:14:52", "percent_change": -83.7511, "prev_day_close": 1.00499999523163}, {"option": "SPY261113C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 1459.0, "volume": 1011.0, "delta": 0.7932, "gamma": 0.0306, "vega": 0.1636, "theta": -0.6739, "rho": 0.0652, "theo": 8.6391, "change": 5.405, "open": 6.62, "high": 10.5, "low": 5.37, "tick": "down", "last_trade_price": 8.31, "last_trade_time": "2026-11-11T15:53:37", "percent_change": 186.059, "prev_day_close": 8.53000020980835}, {"option": "SPY261113P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1649, "open_interest": 8787.0, "volume": 7892.0, "delta": -0.2083, "gamma": 0.031, "vega": 0.1641, "theta": -0.6793, "rho": -0.0155, "theo": 1.0845, "change": -5.24, "open": 2.44, "high": 3.16, "low": 0.81, "tick": "no_change", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T16:14:47", "percent_change": -82.6498, "prev_day_close": 1.14999997615814}, {"option": "SPY261113C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1593, "open_interest": 4505.0, "volume": 3649.0, "delta": 0.766, "gamma": 0.0336, "vega": 0.1752, "theta": -0.727, "rho": 0.063, "theo": 7.7947, "change": 5.365, "open": 5.82, "high": 9.68, "low": 4.77, "tick": "up", "last_trade_price": 7.85, "last_trade_time": "2026-11-11T16:00:34", "percent_change": 215.895, "prev_day_close": 7.67500019073486}, {"option": "SPY261113P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 2617.0, "volume": 6181.0, "delta": -0.2358, "gamma": 0.0341, "vega": 0.1755, "theta": -0.7333, "rho": -0.0177, "theo": 1.2451, "change": -5.675, "open": 2.7, "high": 3.54, "low": 0.92, "tick": "no_change", "last_trade_price": 1.25, "last_trade_time": "2026-11-11T16:13:48", "percent_change": -81.9495, "prev_day_close": 1.31499999761581}, {"option": "SPY261113C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 4616.0, "volume": 8318.0, "delta": 0.7358, "gamma": 0.0367, "vega": 0.1863, "theta": -0.7774, "rho": 0.0606, "theo": 6.9835, "change": 4.85, "open": 5.12, "high": 8.8, "low": 4.08, "tick": "down", "last_trade_price": 6.95, "last_trade_time": "2026-11-11T16:14:39", "percent_change": 230.952, "prev_day_close": 6.8600001335144}, {"option": "SPY261113P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 24184.0, "volume": 34256.0, "delta": -0.2666, "gamma": 0.0373, "vega": 0.1868, "theta": -0.7857, "rho": -0.0192, "theo": 1.4307, "change": -6.12, "open": 3.07, "high": 3.95, "low": 1.05, "tick": "up", "last_trade_price": 1.44, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -80.9524, "prev_day_close": 1.50999999046326}, {"option": "SPY261113C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 4631.0, "volume": 6145.0, "delta": 0.702, "gamma": 0.0398, "vega": 0.197, "theta": -0.8238, "rho": 0.0578, "theo": 6.1969, "change": 4.41, "open": 4.44, "high": 7.99, "low": 3.52, "tick": "down", "last_trade_price": 6.17, "last_trade_time": "2026-11-11T16:14:42", "percent_change": 250.568, "prev_day_close": 6.08500003814697}, {"option": "SPY261113P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1535, "open_interest": 4364.0, "volume": 12230.0, "delta": -0.3012, "gamma": 0.0406, "vega": 0.1977, "theta": -0.8343, "rho": -0.0206, "theo": 1.6468, "change": -6.575, "open": 3.38, "high": 4.41, "low": 1.2, "tick": "up", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T16:14:32", "percent_change": -79.8421, "prev_day_close": 1.73000001907349}, {"option": "SPY261113C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 1876.0, "volume": 6260.0, "delta": 0.6643, "gamma": 0.0429, "vega": 0.2067, "theta": -0.8633, "rho": 0.0548, "theo": 5.4397, "change": 3.92, "open": 3.95, "high": 7.19, "low": 2.99, "tick": "down", "last_trade_price": 5.38, "last_trade_time": "2026-11-11T16:08:33", "percent_change": 268.493, "prev_day_close": 5.33000016212463}, {"option": "SPY261113P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 5799.0, "volume": 16680.0, "delta": -0.3397, "gamma": 0.0438, "vega": 0.207, "theta": -0.8771, "rho": -0.0236, "theo": 1.8967, "change": -6.99, "open": 3.85, "high": 4.87, "low": 1.38, "tick": "up", "last_trade_price": 1.91, "last_trade_time": "2026-11-11T16:14:52", "percent_change": -78.5393, "prev_day_close": 1.98000001907349}, {"option": "SPY261113C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1455, "open_interest": 3729.0, "volume": 6795.0, "delta": 0.6233, "gamma": 0.0458, "vega": 0.2149, "theta": -0.8924, "rho": 0.0514, "theo": 4.7273, "change": 3.425, "open": 3.42, "high": 6.4, "low": 2.5, "tick": "up", "last_trade_price": 4.62, "last_trade_time": "2026-11-11T16:10:26", "percent_change": 286.611, "prev_day_close": 4.625}, {"option": "SPY261113P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1458, "open_interest": 5357.0, "volume": 12847.0, "delta": -0.382, "gamma": 0.0469, "vega": 0.2151, "theta": -0.9104, "rho": -0.025, "theo": 2.1849, "change": -7.45, "open": 4.34, "high": 5.35, "low": 1.59, "tick": "no_change", "last_trade_price": 2.19, "last_trade_time": "2026-11-11T16:14:28", "percent_change": -77.2822, "prev_day_close": 2.26999998092651}, {"option": "SPY261113C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1424, "open_interest": 3550.0, "volume": 7755.0, "delta": 0.5785, "gamma": 0.0483, "vega": 0.221, "theta": -0.9083, "rho": 0.0478, "theo": 4.0537, "change": 3.005, "open": 2.89, "high": 5.65, "low": 2.1, "tick": "up", "last_trade_price": 3.97, "last_trade_time": "2026-11-11T16:09:13", "percent_change": 311.399, "prev_day_close": 3.95500004291534}, {"option": "SPY261113P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1426, "open_interest": 3639.0, "volume": 8232.0, "delta": -0.4278, "gamma": 0.0496, "vega": 0.2208, "theta": -0.9306, "rho": -0.026, "theo": 2.5141, "change": -7.9, "open": 4.5, "high": 5.77, "low": 1.85, "tick": "no_change", "last_trade_price": 2.52, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -75.8157, "prev_day_close": 2.60999989509583}, {"option": "SPY261113C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 12801.0, "volume": 29236.0, "delta": 0.5304, "gamma": 0.0503, "vega": 0.2245, "theta": -0.9079, "rho": 0.0438, "theo": 3.4279, "change": 2.655, "open": 2.44, "high": 4.91, "low": 1.7, "tick": "no_change", "last_trade_price": 3.43, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 342.581, "prev_day_close": 3.33999991416931}, {"option": "SPY261113P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 34901.0, "volume": 43486.0, "delta": -0.4776, "gamma": 0.0518, "vega": 0.2239, "theta": -0.9363, "rho": -0.0298, "theo": 2.8959, "change": -8.425, "open": 5.32, "high": 6.49, "low": 2.1, "tick": "down", "last_trade_price": 2.88, "last_trade_time": "2026-11-11T16:14:45", "percent_change": -74.5245, "prev_day_close": 2.99500000476837}, {"option": "SPY261113C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 7452.0, "volume": 13213.0, "delta": 0.4796, "gamma": 0.0516, "vega": 0.2249, "theta": -0.889, "rho": 0.0396, "theo": 2.8556, "change": 2.255, "open": 2.08, "high": 4.24, "low": 1.42, "tick": "down", "last_trade_price": 2.86, "last_trade_time": "2026-11-11T16:14:56", "percent_change": 372.727, "prev_day_close": 2.77499997615814}, {"option": "SPY261113P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 5128.0, "volume": 14010.0, "delta": -0.5303, "gamma": 0.0532, "vega": 0.2232, "theta": -0.9231, "rho": -0.0307, "theo": 3.3328, "change": -9.13, "open": 6.04, "high": 7.0, "low": 2.44, "tick": "no_change", "last_trade_price": 3.34, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -73.2157, "prev_day_close": 3.44000005722046}, {"option": "SPY261113C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 9105.0, "volume": 17196.0, "delta": 0.4266, "gamma": 0.0519, "vega": 0.2216, "theta": -0.8507, "rho": 0.0352, "theo": 2.34, "change": 1.885, "open": 1.69, "high": 3.61, "low": 1.11, "tick": "no_change", "last_trade_price": 2.36, "last_trade_time": "2026-11-11T16:14:47", "percent_change": 396.842, "prev_day_close": 2.27499997615814}, {"option": "SPY261113P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1325, "open_interest": 4518.0, "volume": 6744.0, "delta": -0.5848, "gamma": 0.0535, "vega": 0.2181, "theta": -0.8892, "rho": -0.031, "theo": 3.8304, "change": -9.195, "open": 6.0, "high": 7.5, "low": 2.79, "tick": "no_change", "last_trade_price": 3.79, "last_trade_time": "2026-11-11T16:14:17", "percent_change": -70.8125, "prev_day_close": 3.9300000667572}, {"option": "SPY261113C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1315, "open_interest": 5036.0, "volume": 13287.0, "delta": 0.3737, "gamma": 0.051, "vega": 0.2145, "theta": -0.795, "rho": 0.0309, "theo": 1.8935, "change": 1.535, "open": 1.4, "high": 3.02, "low": 0.87, "tick": "no_change", "last_trade_price": 1.9, "last_trade_time": "2026-11-11T16:14:44", "percent_change": 420.548, "prev_day_close": 1.82500004768372}, {"option": "SPY261113P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 9216.0, "volume": 41710.0, "delta": -0.6399, "gamma": 0.0527, "vega": 0.2107, "theta": -0.835, "rho": -0.0308, "theo": 4.3937, "change": -9.85, "open": 7.41, "high": 8.78, "low": 3.21, "tick": "down", "last_trade_price": 4.4, "last_trade_time": "2026-11-11T16:14:39", "percent_change": -69.1228, "prev_day_close": 4.5}, {"option": "SPY261113C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 6260.0, "volume": 10761.0, "delta": 0.3218, "gamma": 0.049, "vega": 0.2036, "theta": -0.7244, "rho": 0.0266, "theo": 1.5105, "change": 1.255, "open": 1.14, "high": 2.51, "low": 0.68, "tick": "no_change", "last_trade_price": 1.54, "last_trade_time": "2026-11-11T16:13:44", "percent_change": 440.351, "prev_day_close": 1.43500000238419}, {"option": "SPY261113P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1275, "open_interest": 979.0, "volume": 827.0, "delta": -0.6937, "gamma": 0.0505, "vega": 0.1988, "theta": -0.7614, "rho": -0.0345, "theo": 5.0261, "change": -9.77, "open": 8.25, "high": 9.26, "low": 3.72, "tick": "down", "last_trade_price": 5.01, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -66.1028, "prev_day_close": 5.11999988555908}, {"option": "SPY261113C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 11608.0, "volume": 32232.0, "delta": 0.2725, "gamma": 0.0459, "vega": 0.1896, "theta": -0.6436, "rho": 0.0225, "theo": 1.1908, "change": 0.985, "open": 0.92, "high": 2.04, "low": 0.52, "tick": "no_change", "last_trade_price": 1.2, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 458.14, "prev_day_close": 1.12000000476837}, {"option": "SPY261113P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 2731.0, "volume": 628.0, "delta": -0.7447, "gamma": 0.0473, "vega": 0.1821, "theta": -0.6714, "rho": -0.0332, "theo": 5.724, "change": -10.065, "open": 9.09, "high": 9.87, "low": 4.26, "tick": "down", "last_trade_price": 5.64, "last_trade_time": "2026-11-11T16:14:24", "percent_change": -64.0879, "prev_day_close": 5.84500002861023}, {"option": "SPY261113C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1268, "open_interest": 6705.0, "volume": 13211.0, "delta": 0.2272, "gamma": 0.042, "vega": 0.1732, "theta": -0.5573, "rho": 0.0187, "theo": 0.9273, "change": 0.745, "open": 0.76, "high": 1.64, "low": 0.4, "tick": "no_change", "last_trade_price": 0.91, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 451.515, "prev_day_close": 0.855000019073486}, {"option": "SPY261113P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 1584.0, "volume": 354.0, "delta": -0.7915, "gamma": 0.0433, "vega": 0.1624, "theta": -0.5719, "rho": -0.0308, "theo": 6.4793, "change": -10.315, "open": 10.25, "high": 10.57, "low": 4.93, "tick": "no_change", "last_trade_price": 6.78, "last_trade_time": "2026-11-11T16:01:12", "percent_change": -60.3393, "prev_day_close": 6.57500004768372}, {"option": "SPY261113C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 5873.0, "volume": 6750.0, "delta": 0.1862, "gamma": 0.0376, "vega": 0.1552, "theta": -0.4698, "rho": 0.0153, "theo": 0.7124, "change": 0.585, "open": 0.63, "high": 1.29, "low": 0.3, "tick": "up", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T16:14:41", "percent_change": 468.0, "prev_day_close": 0.644999980926514}, {"option": "SPY261113P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 1157.0, "volume": 269.0, "delta": -0.8339, "gamma": 0.0388, "vega": 0.1424, "theta": -0.4704, "rho": -0.0292, "theo": 7.2843, "change": -10.16, "open": 11.48, "high": 12.06, "low": 5.6, "tick": "no_change", "last_trade_price": 7.6, "last_trade_time": "2026-11-11T16:01:12", "percent_change": -57.2072, "prev_day_close": 7.39000010490418}, {"option": "SPY261113C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1252, "open_interest": 3743.0, "volume": 5917.0, "delta": 0.1501, "gamma": 0.0328, "vega": 0.1362, "theta": -0.3854, "rho": 0.0124, "theo": 0.5392, "change": 0.445, "open": 0.51, "high": 1.02, "low": 0.24, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T16:14:26", "percent_change": 468.421, "prev_day_close": 0.474999994039536}, {"option": "SPY261113P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 903.0, "volume": 343.0, "delta": -0.8717, "gamma": 0.0342, "vega": 0.1219, "theta": -0.3744, "rho": -0.0256, "theo": 8.1322, "change": -10.77, "open": 11.77, "high": 11.98, "low": 7.0, "tick": "up", "last_trade_price": 8.28, "last_trade_time": "2026-11-11T16:01:54", "percent_change": -56.5354, "prev_day_close": 8.23999977111816}, {"option": "SPY261113C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 5074.0, "volume": 8999.0, "delta": 0.1188, "gamma": 0.0281, "vega": 0.1172, "theta": -0.3075, "rho": 0.0098, "theo": 0.4016, "change": 0.325, "open": 0.39, "high": 0.78, "low": 0.18, "tick": "no_change", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T16:14:46", "percent_change": 433.333, "prev_day_close": 0.344999998807907}, {"option": "SPY261113P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1249, "open_interest": 344.0, "volume": 36.0, "delta": -0.9043, "gamma": 0.0292, "vega": 0.1005, "theta": -0.2899, "rho": -0.0229, "theo": 9.0176, "change": -11.13, "open": 12.3, "high": 13.82, "low": 7.05, "tick": "up", "last_trade_price": 8.91, "last_trade_time": "2026-11-11T15:45:30", "percent_change": -55.5389, "prev_day_close": 9.09500026702881}, {"option": "SPY261113C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 19510.0, "volume": 34288.0, "delta": 0.0926, "gamma": 0.0235, "vega": 0.0991, "theta": -0.2399, "rho": 0.0076, "theo": 0.2958, "change": 0.245, "open": 0.29, "high": 0.6, "low": 0.14, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:14:54", "percent_change": 376.923, "prev_day_close": 0.244999997317791}, {"option": "SPY261113P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 566.0, "volume": 629.0, "delta": -0.9312, "gamma": 0.0241, "vega": 0.0785, "theta": -0.2216, "rho": -0.0184, "theo": 9.9362, "change": -10.515, "open": 13.92, "high": 14.49, "low": 8.05, "tick": "up", "last_trade_price": 10.12, "last_trade_time": "2026-11-11T16:07:07", "percent_change": -50.9571, "prev_day_close": 9.86999988555908}, {"option": "SPY261113C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 6839.0, "volume": 9167.0, "delta": 0.0714, "gamma": 0.0193, "vega": 0.0825, "theta": -0.184, "rho": 0.0058, "theo": 0.2164, "change": 0.165, "open": 0.25, "high": 0.45, "low": 0.12, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T16:14:55", "percent_change": 300.0, "prev_day_close": 0.175000004470348}, {"option": "SPY261113P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1698, "open_interest": 5.0, "volume": 9.0, "delta": -0.9526, "gamma": 0.0192, "vega": 0.0599, "theta": -0.1715, "rho": -0.0124, "theo": 10.8801, "change": -11.82, "open": 14.99, "high": 15.85, "low": 9.99, "tick": "down", "last_trade_price": 9.99, "last_trade_time": "2026-11-11T14:07:40", "percent_change": -54.1953, "prev_day_close": 11.0900001525879}, {"option": "SPY261113C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 4255.0, "volume": 5449.0, "delta": 0.0546, "gamma": 0.0156, "vega": 0.0678, "theta": -0.1391, "rho": 0.0044, "theo": 0.1576, "change": 0.125, "open": 0.2, "high": 0.35, "low": 0.1, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T16:14:40", "percent_change": 277.778, "prev_day_close": 0.12499999627471}, {"option": "SPY261113P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1139, "open_interest": 16.0, "volume": 16.0, "delta": -0.9688, "gamma": 0.0145, "vega": 0.043, "theta": -0.1381, "rho": -0.0114, "theo": 11.8444, "change": -10.88, "open": 15.23, "high": 16.96, "low": 9.71, "tick": "up", "last_trade_price": 11.92, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -47.7193, "prev_day_close": 12.164999961853}, {"option": "SPY261113C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 3521.0, "volume": 3552.0, "delta": 0.0418, "gamma": 0.0126, "vega": 0.0555, "theta": -0.1054, "rho": 0.0034, "theo": 0.1161, "change": 0.075, "open": 0.14, "high": 0.26, "low": 0.08, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T16:14:26", "percent_change": 214.286, "prev_day_close": 0.0950000025331974}, {"option": "SPY261113P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1456, "open_interest": 250.0, "volume": 20.0, "delta": -0.9801, "gamma": 0.0104, "vega": 0.0305, "theta": -0.1176, "rho": -0.0067, "theo": 12.8231, "change": -11.675, "open": 17.46, "high": 17.46, "low": 10.67, "tick": "down", "last_trade_price": 12.41, "last_trade_time": "2026-11-11T15:01:12", "percent_change": -48.4742, "prev_day_close": 12.9349999427795}, {"option": "SPY261113C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 3030.0, "volume": 3237.0, "delta": 0.032, "gamma": 0.01, "vega": 0.0453, "theta": -0.08, "rho": 0.0026, "theo": 0.0861, "change": 0.065, "open": 0.13, "high": 0.19, "low": 0.06, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:14:16", "percent_change": 260.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261113P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 14.0, "delta": -0.9876, "gamma": 0.0072, "vega": 0.0208, "theta": -0.1054, "rho": -0.0039, "theo": 13.8107, "change": -11.375, "open": 15.74, "high": 15.74, "low": 11.72, "tick": "no_change", "last_trade_price": 13.29, "last_trade_time": "2026-11-11T15:56:22", "percent_change": -46.118, "prev_day_close": 13.9949998855591}, {"option": "SPY261113C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1281, "open_interest": 7203.0, "volume": 9648.0, "delta": 0.0248, "gamma": 0.008, "vega": 0.037, "theta": -0.0614, "rho": 0.002, "theo": 0.065, "change": 0.035, "open": 0.08, "high": 0.14, "low": 0.04, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:14:49", "percent_change": 140.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261113P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1293, "open_interest": 25.0, "volume": 34.0, "delta": -0.9923, "gamma": 0.0048, "vega": 0.0139, "theta": -0.0985, "rho": -0.0035, "theo": 14.8037, "change": -10.895, "open": 16.3, "high": 16.3, "low": 13.2, "tick": "up", "last_trade_price": 14.8, "last_trade_time": "2026-11-11T16:11:38", "percent_change": -42.4012, "prev_day_close": 14.9949998855591}, {"option": "SPY261113C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 20907.0, "volume": 9872.0, "delta": 0.0194, "gamma": 0.0064, "vega": 0.0304, "theta": -0.0477, "rho": 0.0016, "theo": 0.0499, "change": 0.015, "open": 0.1, "high": 0.11, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:03:00", "percent_change": 60.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261113P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1629, "open_interest": 1.0, "volume": 1.0, "delta": -0.9952, "gamma": 0.0032, "vega": 0.0094, "theta": -0.0948, "rho": -0.0017, "theo": 15.8, "change": -11.365, "open": 15.34, "high": 15.34, "low": 15.34, "tick": "down", "last_trade_price": 15.34, "last_trade_time": "2026-11-11T14:55:18", "percent_change": -42.5576, "prev_day_close": 16.0350003242493}, {"option": "SPY261113C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 3321.0, "volume": 5823.0, "delta": 0.0154, "gamma": 0.0051, "vega": 0.0252, "theta": -0.0378, "rho": 0.0012, "theo": 0.0391, "change": 0.015, "open": 0.07, "high": 0.1, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:09:56", "percent_change": 60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261113P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 0.0, "volume": 1.0, "delta": -0.997, "gamma": 0.0022, "vega": 0.0064, "theta": -0.0927, "rho": -0.0015, "theo": 16.7979, "change": -12.785, "open": 14.97, "high": 14.97, "low": 14.97, "tick": "down", "last_trade_price": 14.97, "last_trade_time": "2026-11-11T13:34:19", "percent_change": -46.0638, "prev_day_close": 17.0300002098084}, {"option": "SPY261113C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 7115.0, "volume": 3114.0, "delta": 0.0126, "gamma": 0.0042, "vega": 0.0213, "theta": -0.0309, "rho": 0.001, "theo": 0.0318, "change": 0.015, "open": 0.06, "high": 0.07, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 1.0, "volume": 0.0, "delta": -0.998, "gamma": 0.0015, "vega": 0.0044, "theta": -0.0916, "rho": -0.0006, "theo": 17.7968, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.0, "last_trade_time": "2026-11-10T15:58:47", "percent_change": 0.0, "prev_day_close": 18.0300006866455}, {"option": "SPY261113C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 6084.0, "volume": 974.0, "delta": 0.0105, "gamma": 0.0035, "vega": 0.0184, "theta": -0.0261, "rho": 0.0008, "theo": 0.0267, "change": 0.015, "open": 0.05, "high": 0.06, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1869, "open_interest": 28.0, "volume": 2.0, "delta": -0.9986, "gamma": 0.001, "vega": 0.0032, "theta": -0.091, "rho": -0.0005, "theo": 18.7962, "change": -12.305, "open": 19.9, "high": 19.9, "low": 17.45, "tick": "down", "last_trade_price": 17.45, "last_trade_time": "2026-11-11T12:02:44", "percent_change": -41.3544, "prev_day_close": 19.0300006866455}, {"option": "SPY261113C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 17336.0, "volume": 3578.0, "delta": 0.009, "gamma": 0.003, "vega": 0.0161, "theta": -0.0225, "rho": 0.0007, "theo": 0.0229, "change": 0.015, "open": 0.05, "high": 0.06, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:13:54", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261113P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1947, "open_interest": 1.0, "volume": 2.0, "delta": -0.999, "gamma": 0.0007, "vega": 0.0024, "theta": -0.0906, "rho": -0.0006, "theo": 19.7958, "change": -10.46, "open": 20.29, "high": 20.3, "low": 20.29, "tick": "up", "last_trade_price": 20.3, "last_trade_time": "2026-11-11T11:55:48", "percent_change": -34.0052, "prev_day_close": 20.0350008010864}, {"option": "SPY261113C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 3929.0, "volume": 2066.0, "delta": 0.0078, "gamma": 0.0026, "vega": 0.0143, "theta": -0.0199, "rho": 0.0006, "theo": 0.0203, "change": -0.005, "open": 0.04, "high": 0.05, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:11:40", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2009, "open_interest": 0.0, "volume": 0.0, "delta": -0.9993, "gamma": 0.0005, "vega": 0.0017, "theta": -0.0903, "rho": -0.0002, "theo": 20.7955, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 36.73, "last_trade_time": "2026-11-05T11:13:18", "percent_change": 0.0, "prev_day_close": 21.0300006866455}, {"option": "SPY261113C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1479, "open_interest": 1926.0, "volume": 372.0, "delta": 0.007, "gamma": 0.0023, "vega": 0.0129, "theta": -0.0181, "rho": 0.0006, "theo": 0.0184, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:42:05", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2086, "open_interest": 2.0, "volume": 0.0, "delta": -0.9994, "gamma": 0.0004, "vega": 0.0014, "theta": -0.0902, "rho": -0.0002, "theo": 21.7955, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.22, "last_trade_time": "2026-11-05T15:43:30", "percent_change": 0.0, "prev_day_close": 22.0600004196167}, {"option": "SPY261113C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 1799.0, "volume": 1110.0, "delta": 0.0063, "gamma": 0.002, "vega": 0.0118, "theta": -0.0168, "rho": 0.0005, "theo": 0.017, "change": -0.005, "open": 0.03, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:52", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.218, "open_interest": 0.0, "volume": 0.0, "delta": -0.9995, "gamma": 0.0004, "vega": 0.0012, "theta": -0.0902, "rho": -0.0002, "theo": 22.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.61, "last_trade_time": "2026-11-05T14:31:01", "percent_change": 0.0, "prev_day_close": 23.0300006866455}, {"option": "SPY261113C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 1190.0, "volume": 267.0, "delta": 0.0058, "gamma": 0.0018, "vega": 0.011, "theta": -0.0158, "rho": 0.0005, "theo": 0.016, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:41:44", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 6.0, "delta": -0.9996, "gamma": 0.0003, "vega": 0.0011, "theta": -0.0901, "rho": -0.0002, "theo": 23.7953, "change": -10.895, "open": 28.0, "high": 28.0, "low": 23.05, "tick": "up", "last_trade_price": 23.85, "last_trade_time": "2026-11-11T15:28:26", "percent_change": -31.357, "prev_day_close": 23.9850006103516}, {"option": "SPY261113C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1659, "open_interest": 6761.0, "volume": 3418.0, "delta": 0.0054, "gamma": 0.0016, "vega": 0.0103, "theta": -0.0151, "rho": 0.0004, "theo": 0.0153, "change": -0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:33:44", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9996, "gamma": 0.0003, "vega": 0.001, "theta": -0.0901, "rho": -0.0002, "theo": 24.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.41, "last_trade_time": "2026-11-09T15:32:38", "percent_change": 0.0, "prev_day_close": 24.9750003814697}, {"option": "SPY261113C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1719, "open_interest": 1113.0, "volume": 250.0, "delta": 0.0051, "gamma": 0.0015, "vega": 0.0097, "theta": -0.0146, "rho": 0.0004, "theo": 0.0147, "change": -0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:56:11", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9996, "gamma": 0.0002, "vega": 0.0009, "theta": -0.0901, "rho": -0.0002, "theo": 25.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.1, "last_trade_time": "2026-11-09T14:31:36", "percent_change": 0.0, "prev_day_close": 25.9850006103516}, {"option": "SPY261113C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 2000.0, "volume": 131.0, "delta": 0.0049, "gamma": 0.0014, "vega": 0.0092, "theta": -0.0142, "rho": 0.0004, "theo": 0.0144, "change": -0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:19:13", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0008, "theta": -0.0901, "rho": -0.0002, "theo": 26.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.96, "last_trade_time": "2026-11-09T14:32:19", "percent_change": 0.0, "prev_day_close": 26.9950008392334}, {"option": "SPY261113C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1837, "open_interest": 2077.0, "volume": 1319.0, "delta": 0.0046, "gamma": 0.0013, "vega": 0.0088, "theta": -0.014, "rho": 0.0004, "theo": 0.0141, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:03:14", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0008, "theta": -0.0901, "rho": -0.0002, "theo": 27.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.88, "last_trade_time": "2026-10-30T12:15:51", "percent_change": 0.0, "prev_day_close": 27.9900007247925}, {"option": "SPY261113C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1895, "open_interest": 1475.0, "volume": 1017.0, "delta": 0.0045, "gamma": 0.0012, "vega": 0.0085, "theta": -0.0138, "rho": 0.0004, "theo": 0.0139, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:00:55", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0007, "theta": -0.0901, "rho": -0.0002, "theo": 28.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 37.19, "last_trade_time": "2026-11-09T14:29:40", "percent_change": 0.0, "prev_day_close": 28.9850006103516}, {"option": "SPY261113C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1954, "open_interest": 4678.0, "volume": 168.0, "delta": 0.0043, "gamma": 0.0012, "vega": 0.0082, "theta": -0.0136, "rho": 0.0003, "theo": 0.0137, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0007, "theta": -0.0901, "rho": -0.0002, "theo": 29.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.11, "last_trade_time": "2026-11-09T14:29:04", "percent_change": 0.0, "prev_day_close": 29.9850006103516}, {"option": "SPY261113C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2012, "open_interest": 3512.0, "volume": 2328.0, "delta": 0.0042, "gamma": 0.0011, "vega": 0.0079, "theta": -0.0135, "rho": 0.0003, "theo": 0.0136, "change": -0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:02:45", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0006, "theta": -0.0901, "rho": -0.0002, "theo": 30.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.64, "last_trade_time": "2026-11-05T10:54:51", "percent_change": 0.0, "prev_day_close": 30.9900007247925}, {"option": "SPY261113C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 2494.0, "volume": 1928.0, "delta": 0.004, "gamma": 0.001, "vega": 0.0076, "theta": -0.0134, "rho": 0.0003, "theo": 0.0135, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:03:50", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0006, "theta": -0.0901, "rho": -0.0002, "theo": 31.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.19, "last_trade_time": "2026-11-05T10:55:43", "percent_change": 0.0, "prev_day_close": 31.9949998855591}, {"option": "SPY261113C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1916, "open_interest": 1665.0, "volume": 2207.0, "delta": 0.0039, "gamma": 0.001, "vega": 0.0074, "theta": -0.0133, "rho": 0.0003, "theo": 0.0134, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:13:18", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0006, "theta": -0.0901, "rho": -0.0002, "theo": 32.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 53.64, "last_trade_time": "2026-11-05T10:54:51", "percent_change": 0.0, "prev_day_close": 32.9850006103516}, {"option": "SPY261113C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 1310.0, "volume": 740.0, "delta": 0.0038, "gamma": 0.0009, "vega": 0.0072, "theta": -0.0132, "rho": 0.0003, "theo": 0.0133, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:12:58", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0006, "theta": -0.0901, "rho": -0.0002, "theo": 33.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 42.07, "last_trade_time": "2026-11-09T14:30:01", "percent_change": 0.0, "prev_day_close": 33.9899997711182}, {"option": "SPY261113C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2021, "open_interest": 14259.0, "volume": 156.0, "delta": 0.0037, "gamma": 0.0009, "vega": 0.007, "theta": -0.0132, "rho": 0.0003, "theo": 0.0132, "change": -0.005, "open": 0.02, "high": 0.04, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:47:06", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0006, "theta": -0.0901, "rho": -0.0002, "theo": 34.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.37, "last_trade_time": "2026-10-30T09:32:55", "percent_change": 0.0, "prev_day_close": 34.9850006103516}, {"option": "SPY261113C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2073, "open_interest": 3799.0, "volume": 383.0, "delta": 0.0036, "gamma": 0.0008, "vega": 0.0068, "theta": -0.0131, "rho": 0.0003, "theo": 0.0132, "change": -0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:47:10", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261113P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 1.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0901, "rho": -0.0002, "theo": 35.7953, "change": -8.28, "open": 38.47, "high": 38.47, "low": 38.47, "tick": "up", "last_trade_price": 38.47, "last_trade_time": "2026-11-11T10:45:31", "percent_change": -17.7112, "prev_day_close": 35.9899997711182}, {"option": "SPY261113C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2125, "open_interest": 1090.0, "volume": 84.0, "delta": 0.0035, "gamma": 0.0008, "vega": 0.0067, "theta": -0.0131, "rho": 0.0003, "theo": 0.0131, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:04", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0901, "rho": -0.0002, "theo": 36.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 34.4, "last_trade_time": "2026-10-16T14:48:49", "percent_change": 0.0, "prev_day_close": 36.9899997711182}, {"option": "SPY261113C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2177, "open_interest": 1760.0, "volume": 382.0, "delta": 0.0034, "gamma": 0.0008, "vega": 0.0065, "theta": -0.013, "rho": 0.0003, "theo": 0.0131, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:43:38", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0901, "rho": -0.0002, "theo": 37.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.47, "last_trade_time": "2026-10-30T09:34:29", "percent_change": 0.0, "prev_day_close": 38.0}, {"option": "SPY261113C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2229, "open_interest": 6709.0, "volume": 288.0, "delta": 0.0033, "gamma": 0.0007, "vega": 0.0064, "theta": -0.013, "rho": 0.0003, "theo": 0.013, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:43:28", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0901, "rho": -0.0002, "theo": 38.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.51, "last_trade_time": "2026-11-05T16:11:13", "percent_change": 0.0, "prev_day_close": 38.9949989318848}, {"option": "SPY261113C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2281, "open_interest": 11335.0, "volume": 1205.0, "delta": 0.0033, "gamma": 0.0007, "vega": 0.0062, "theta": -0.0129, "rho": 0.0003, "theo": 0.013, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:48:42", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 2.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0005, "theta": -0.0901, "rho": -0.0002, "theo": 39.7953, "change": -10.98, "open": 39.77, "high": 39.77, "low": 39.77, "tick": "no_change", "last_trade_price": 39.77, "last_trade_time": "2026-11-11T14:30:31", "percent_change": -21.6355, "prev_day_close": 39.9899997711182}, {"option": "SPY261113C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2332, "open_interest": 1706.0, "volume": 505.0, "delta": 0.0032, "gamma": 0.0007, "vega": 0.0061, "theta": -0.0129, "rho": 0.0002, "theo": 0.013, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:30:04", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 40.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 52.75, "last_trade_time": "2026-11-09T10:09:22", "percent_change": 0.0, "prev_day_close": 40.9949989318848}, {"option": "SPY261113C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2383, "open_interest": 1879.0, "volume": 63.0, "delta": 0.0031, "gamma": 0.0006, "vega": 0.0059, "theta": -0.0129, "rho": 0.0002, "theo": 0.0129, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:13:21", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 41.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 40.45, "last_trade_time": "2026-10-16T14:49:35", "percent_change": 0.0, "prev_day_close": 41.9899997711182}, {"option": "SPY261113C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2434, "open_interest": 548.0, "volume": 2.0, "delta": 0.0031, "gamma": 0.0006, "vega": 0.0058, "theta": -0.0128, "rho": 0.0002, "theo": 0.0129, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:00:22", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 42.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.83, "last_trade_time": "2026-10-29T13:47:54", "percent_change": 0.0, "prev_day_close": 42.9899997711182}, {"option": "SPY261113C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2485, "open_interest": 2000.0, "volume": 302.0, "delta": 0.003, "gamma": 0.0006, "vega": 0.0057, "theta": -0.0128, "rho": 0.0002, "theo": 0.0129, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:56:42", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 43.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 42.39, "last_trade_time": "2026-10-16T14:50:03", "percent_change": 0.0, "prev_day_close": 43.9949989318848}, {"option": "SPY261113C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2536, "open_interest": 8409.0, "volume": 395.0, "delta": 0.0029, "gamma": 0.0006, "vega": 0.0056, "theta": -0.0128, "rho": 0.0002, "theo": 0.0128, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:46:52", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 4.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 44.7953, "change": -10.49, "open": 45.27, "high": 45.27, "low": 45.23, "tick": "up", "last_trade_price": 45.26, "last_trade_time": "2026-11-11T11:56:32", "percent_change": -18.8161, "prev_day_close": 44.9899997711182}, {"option": "SPY261113C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2591, "open_interest": 2284.0, "volume": 610.0, "delta": 0.0028, "gamma": 0.0005, "vega": 0.0054, "theta": -0.0126, "rho": 0.0002, "theo": 0.0126, "change": 0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:57:27", "percent_change": 300.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 45.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 59.62, "last_trade_time": "2026-11-10T12:54:38", "percent_change": 0.0, "prev_day_close": 45.9899997711182}, {"option": "SPY261113C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2642, "open_interest": 1758.0, "volume": 358.0, "delta": 0.0028, "gamma": 0.0005, "vega": 0.0053, "theta": -0.0126, "rho": 0.0002, "theo": 0.0126, "change": 0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:22:58", "percent_change": 300.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 46.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 45.41, "last_trade_time": "2026-10-16T14:49:35", "percent_change": 0.0, "prev_day_close": 46.9899997711182}, {"option": "SPY261113C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2692, "open_interest": 8098.0, "volume": 101.0, "delta": 0.0027, "gamma": 0.0005, "vega": 0.0052, "theta": -0.0125, "rho": 0.0002, "theo": 0.0126, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:15:40", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 47.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.92, "last_trade_time": "2026-10-08T14:17:30", "percent_change": 0.0, "prev_day_close": 47.9899997711182}, {"option": "SPY261113C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2742, "open_interest": 1316.0, "volume": 33.0, "delta": 0.0027, "gamma": 0.0005, "vega": 0.0051, "theta": -0.0125, "rho": 0.0002, "theo": 0.0125, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:09:10", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 48.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.36, "last_trade_time": "2026-10-16T14:50:03", "percent_change": 0.0, "prev_day_close": 48.9899997711182}, {"option": "SPY261113C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2792, "open_interest": 10096.0, "volume": 51.0, "delta": 0.0026, "gamma": 0.0005, "vega": 0.005, "theta": -0.0125, "rho": 0.0002, "theo": 0.0125, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:43:40", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 49.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.15, "last_trade_time": "2026-11-05T15:51:42", "percent_change": 0.0, "prev_day_close": 49.9899997711182}, {"option": "SPY261113C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2842, "open_interest": 2878.0, "volume": 2.0, "delta": 0.0026, "gamma": 0.0005, "vega": 0.0049, "theta": -0.0125, "rho": 0.0002, "theo": 0.0125, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:57:27", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0004, "theta": -0.0901, "rho": -0.0002, "theo": 50.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.17, "last_trade_time": "2026-11-05T15:51:42", "percent_change": 0.0, "prev_day_close": 50.9899997711182}, {"option": "SPY261113C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2892, "open_interest": 1698.0, "volume": 102.0, "delta": 0.0026, "gamma": 0.0004, "vega": 0.0048, "theta": -0.0124, "rho": 0.0002, "theo": 0.0125, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:22:58", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 51.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 35.74, "last_trade_time": "2026-10-09T10:45:28", "percent_change": 0.0, "prev_day_close": 51.9899997711182}, {"option": "SPY261113C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2942, "open_interest": 1195.0, "volume": 14.0, "delta": 0.0025, "gamma": 0.0004, "vega": 0.0048, "theta": -0.0124, "rho": 0.0002, "theo": 0.0124, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:39:18", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 52.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 36.83, "last_trade_time": "2026-10-08T10:39:44", "percent_change": 0.0, "prev_day_close": 52.9849987030029}, {"option": "SPY261113C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2991, "open_interest": 944.0, "volume": 434.0, "delta": 0.0025, "gamma": 0.0004, "vega": 0.0047, "theta": -0.0124, "rho": 0.0002, "theo": 0.0124, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:44:10", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 53.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.9949989318848}, {"option": "SPY261113C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3041, "open_interest": 1734.0, "volume": 329.0, "delta": 0.0024, "gamma": 0.0004, "vega": 0.0046, "theta": -0.0124, "rho": 0.0002, "theo": 0.0124, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:20:41", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 2.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 54.7954, "change": -10.44, "open": 56.69, "high": 56.69, "low": 55.31, "tick": "down", "last_trade_price": 55.31, "last_trade_time": "2026-11-11T11:56:44", "percent_change": -15.8783, "prev_day_close": 54.9949989318848}, {"option": "SPY261113C00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.309, "open_interest": 1082.0, "volume": 78.0, "delta": 0.0024, "gamma": 0.0004, "vega": 0.0045, "theta": -0.0123, "rho": 0.0002, "theo": 0.0124, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:45:57", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 55.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 55.9850006103516}, {"option": "SPY261113C00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3139, "open_interest": 546.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0004, "vega": 0.0044, "theta": -0.0123, "rho": 0.0002, "theo": 0.0123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:42:56", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 56.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.9899997711182}, {"option": "SPY261113C00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3188, "open_interest": 1555.0, "volume": 0.0, "delta": 0.0023, "gamma": 0.0004, "vega": 0.0044, "theta": -0.0123, "rho": 0.0002, "theo": 0.0123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:37:43", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 57.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.8850002288818}, {"option": "SPY261113C00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3237, "open_interest": 2934.0, "volume": 0.0, "delta": 0.0023, "gamma": 0.0004, "vega": 0.0043, "theta": -0.0123, "rho": 0.0002, "theo": 0.0123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:37:46", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0901, "rho": -0.0002, "theo": 58.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.9899997711182}, {"option": "SPY261113C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3286, "open_interest": 3744.0, "volume": 15.0, "delta": 0.0022, "gamma": 0.0004, "vega": 0.0043, "theta": -0.0122, "rho": 0.0002, "theo": 0.0123, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:03:13", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4497, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0902, "rho": -0.0002, "theo": 59.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 51.0, "last_trade_time": "2026-10-16T11:29:58", "percent_change": 0.0, "prev_day_close": 59.9899997711182}, {"option": "SPY261113C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3529, "open_interest": 2134.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0003, "vega": 0.004, "theta": -0.0121, "rho": 0.0002, "theo": 0.0122, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:50:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0902, "rho": -0.0002, "theo": 64.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.9950008392334}, {"option": "SPY261113C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3768, "open_interest": 750.0, "volume": 13.0, "delta": 0.002, "gamma": 0.0003, "vega": 0.0037, "theta": -0.012, "rho": 0.0001, "theo": 0.012, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:20:19", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0003, "theta": -0.0902, "rho": -0.0002, "theo": 69.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261113C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4005, "open_interest": 958.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0002, "vega": 0.0035, "theta": -0.0119, "rho": 0.0001, "theo": 0.0119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T13:17:35", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0003, "theta": -0.0902, "rho": -0.0002, "theo": 74.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9900016784668}, {"option": "SPY261113C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.424, "open_interest": 1262.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0002, "vega": 0.0033, "theta": -0.0118, "rho": 0.0001, "theo": 0.0118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:53:17", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0003, "theta": -0.0902, "rho": -0.0002, "theo": 79.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261113C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4472, "open_interest": 928.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0002, "vega": 0.0031, "theta": -0.0117, "rho": 0.0001, "theo": 0.0117, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:28:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 84.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261113C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4702, "open_interest": 1771.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0002, "vega": 0.003, "theta": -0.0116, "rho": 0.0001, "theo": 0.0116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:28:06", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 89.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.995002746582}, {"option": "SPY261113C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4929, "open_interest": 283.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0002, "vega": 0.0028, "theta": -0.0115, "rho": 0.0001, "theo": 0.0115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T14:06:08", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6747, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 94.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261113C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5154, "open_interest": 3594.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0027, "theta": -0.0114, "rho": 0.0001, "theo": 0.0114, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:28:13", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 99.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9850006103516}, {"option": "SPY261113C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5378, "open_interest": 917.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0026, "theta": -0.0113, "rho": 0.0001, "theo": 0.0113, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:32:44", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 104.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.990001678467}, {"option": "SPY261113C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5599, "open_interest": 233.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0025, "theta": -0.0112, "rho": 0.0001, "theo": 0.0112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:17:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 109.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261113C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5818, "open_interest": 1003.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0024, "theta": -0.0112, "rho": 0.0001, "theo": 0.0112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T14:13:25", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 114.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY261113C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6036, "open_interest": 74.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0023, "theta": -0.0111, "rho": 0.0001, "theo": 0.0111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T11:23:00", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 119.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261113C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6251, "open_interest": 2025.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0022, "theta": -0.011, "rho": 0.0001, "theo": 0.011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:17:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 124.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.994998931885}, {"option": "SPY261113C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6465, "open_interest": 51.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0021, "theta": -0.0109, "rho": 0.0001, "theo": 0.0109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:17:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 129.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY261113C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6677, "open_interest": 86.0, "volume": 1.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.002, "theta": -0.0108, "rho": 0.0001, "theo": 0.0108, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:05:02", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 134.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY261113C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6887, "open_interest": 1224.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.002, "theta": -0.0107, "rho": 0.0001, "theo": 0.0107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T09:36:12", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9092, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 139.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261113C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7096, "open_interest": 5.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0019, "theta": -0.0106, "rho": 0.0001, "theo": 0.0106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-23T10:43:05", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9498, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 144.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261113C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7303, "open_interest": 8.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0018, "theta": -0.0106, "rho": 0.0001, "theo": 0.0105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-10-02T15:08:29", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 149.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261113C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7508, "open_interest": 7.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0018, "theta": -0.0105, "rho": 0.0001, "theo": 0.0105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-19T12:08:29", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0002, "theta": -0.0902, "rho": -0.0002, "theo": 154.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.994995117188}, {"option": "SPY261113C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7712, "open_interest": 5.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0017, "theta": -0.0104, "rho": 0.0001, "theo": 0.0104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.01, "last_trade_time": "2026-10-19T12:15:59", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0001, "theta": -0.0902, "rho": -0.0002, "theo": 159.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.994995117188}, {"option": "SPY261113C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7914, "open_interest": 5.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0017, "theta": -0.0103, "rho": 0.0001, "theo": 0.0103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.01, "last_trade_time": "2026-10-19T12:16:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0001, "theta": -0.0902, "rho": -0.0002, "theo": 164.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.994995117188}, {"option": "SPY261113C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8115, "open_interest": 29.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0016, "theta": -0.0102, "rho": 0.0001, "theo": 0.0102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:51:29", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261113P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0, "vega": 0.0001, "theta": -0.0902, "rho": -0.0002, "theo": 169.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261116C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8394, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.0752, "theo": 210.5078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 210.314994812012}, {"option": "SPY261116P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8163, "open_interest": 427.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.001, "theta": -0.0044, "rho": 0.0, "theo": 0.0052, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T14:12:12", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7875, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.0759, "theo": 205.5111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 205.334999084473}, {"option": "SPY261116P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7948, "open_interest": 558.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.001, "theta": -0.0046, "rho": 0.0, "theo": 0.0054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T14:14:22", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8207, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.0766, "theo": 200.5145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 200.319999694824}, {"option": "SPY261116P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7735, "open_interest": 1240.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0011, "theta": -0.0049, "rho": 0.0, "theo": 0.0057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:41:32", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8082, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.0773, "theo": 195.5178, "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": 195.300003051758}, {"option": "SPY261116P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7524, "open_interest": 929.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0012, "theta": -0.0051, "rho": 0.0, "theo": 0.006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:41:31", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7943, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0013, "theta": 0.0, "rho": 0.0779, "theo": 190.5213, "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": 190.300003051758}, {"option": "SPY261116P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7314, "open_interest": 631.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0013, "theta": -0.0054, "rho": 0.0, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T14:17:57", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8224, "open_interest": 0.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.0786, "theo": 185.5247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 185.294998168945}, {"option": "SPY261116P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7105, "open_interest": 920.0, "volume": 12.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0014, "theta": -0.0056, "rho": 0.0, "theo": 0.0067, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:33:13", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7199, "open_interest": 0.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0015, "theta": 0.0, "rho": 0.0793, "theo": 180.5282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.294998168945}, {"option": "SPY261116P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6898, "open_interest": 131.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0015, "theta": -0.006, "rho": 0.0, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T13:59:37", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7305, "open_interest": 0.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0016, "theta": 0.0, "rho": 0.08, "theo": 175.5317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.355003356934}, {"option": "SPY261116P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6693, "open_interest": 370.0, "volume": 11.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0016, "theta": -0.0063, "rho": 0.0, "theo": 0.0076, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:57:34", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0018, "theta": 0.0, "rho": 0.0807, "theo": 170.5352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 170.330001831055}, {"option": "SPY261116P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6489, "open_interest": 574.0, "volume": 2.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0017, "theta": -0.0067, "rho": 0.0, "theo": 0.0081, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:15", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6824, "open_interest": 0.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0019, "theta": 0.0, "rho": 0.0813, "theo": 165.5389, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 165.345001220703}, {"option": "SPY261116P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6287, "open_interest": 351.0, "volume": 1400.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0019, "theta": -0.0071, "rho": -0.0001, "theo": 0.0086, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:14:37", "percent_change": -71.4286, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7316, "open_interest": 0.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.002, "theta": 0.0, "rho": 0.082, "theo": 160.5425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.309997558594}, {"option": "SPY261116P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6086, "open_interest": 1028.0, "volume": 9.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.002, "theta": -0.0075, "rho": -0.0001, "theo": 0.0092, "change": -0.025, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:16:18", "percent_change": -71.4286, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 8.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0022, "theta": 0.0, "rho": 0.0827, "theo": 155.5462, "change": 13.39, "open": 157.63, "high": 158.02, "low": 157.63, "tick": "no_change", "last_trade_price": 158.01, "last_trade_time": "2026-11-11T13:50:20", "percent_change": 9.25875, "prev_day_close": 155.309997558594}, {"option": "SPY261116P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5885, "open_interest": 615.0, "volume": 1001.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0022, "theta": -0.008, "rho": -0.0001, "theo": 0.0099, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:48:46", "percent_change": -71.4286, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6902, "open_interest": 0.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0024, "theta": 0.0, "rho": 0.0834, "theo": 150.55, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 150.360000610352}, {"option": "SPY261116P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5687, "open_interest": 461.0, "volume": 1601.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0024, "theta": -0.0086, "rho": -0.0001, "theo": 0.0106, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:47:08", "percent_change": -71.4286, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6052, "open_interest": 0.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0001, "vega": 0.0027, "theta": 0.0, "rho": 0.084, "theo": 145.5539, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 145.370002746582}, {"option": "SPY261116P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5975, "open_interest": 414.0, "volume": 2227.0, "delta": -0.0008, "gamma": 0.0001, "vega": 0.0026, "theta": -0.0092, "rho": -0.0001, "theo": 0.0114, "change": -0.025, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:26:21", "percent_change": -55.5556, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6011, "open_interest": 7.0, "volume": 2.0, "delta": 0.999, "gamma": 0.0001, "vega": 0.0029, "theta": 0.0, "rho": 0.0847, "theo": 140.5578, "change": 11.27, "open": 141.04, "high": 141.04, "low": 141.04, "tick": "no_change", "last_trade_price": 141.04, "last_trade_time": "2026-11-11T14:40:15", "percent_change": 8.68459, "prev_day_close": 140.354995727539}, {"option": "SPY261116P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5764, "open_interest": 1076.0, "volume": 1000.0, "delta": -0.0009, "gamma": 0.0001, "vega": 0.0029, "theta": -0.0098, "rho": -0.0001, "theo": 0.0122, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:46:37", "percent_change": -77.7778, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5594, "open_interest": 0.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0001, "vega": 0.0032, "theta": 0.0, "rho": 0.0854, "theo": 135.5618, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.96, "last_trade_time": "2026-11-05T11:28:47", "percent_change": 0.0, "prev_day_close": 135.379997253418}, {"option": "SPY261116P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5554, "open_interest": 748.0, "volume": 1406.0, "delta": -0.001, "gamma": 0.0001, "vega": 0.0032, "theta": -0.0105, "rho": -0.0001, "theo": 0.0132, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:14:58", "percent_change": -77.7778, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5436, "open_interest": 6.0, "volume": 2.0, "delta": 0.9988, "gamma": 0.0001, "vega": 0.0035, "theta": 0.0, "rho": 0.0861, "theo": 130.566, "change": 11.37, "open": 131.03, "high": 131.04, "low": 131.03, "tick": "up", "last_trade_price": 131.04, "last_trade_time": "2026-11-11T14:40:26", "percent_change": 9.50113, "prev_day_close": 130.354995727539}, {"option": "SPY261116P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5345, "open_interest": 1085.0, "volume": 1000.0, "delta": -0.0011, "gamma": 0.0001, "vega": 0.0035, "theta": -0.0112, "rho": -0.0001, "theo": 0.0142, "change": -0.035, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:45:56", "percent_change": -63.6364, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5467, "open_interest": 8.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0001, "vega": 0.0038, "theta": 0.0, "rho": 0.0867, "theo": 125.5702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.54, "last_trade_time": "2026-11-10T12:23:12", "percent_change": 0.0, "prev_day_close": 125.375}, {"option": "SPY261116P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5139, "open_interest": 890.0, "volume": 5602.0, "delta": -0.0012, "gamma": 0.0001, "vega": 0.0038, "theta": -0.0119, "rho": -0.0001, "theo": 0.0152, "change": -0.045, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:15", "percent_change": -81.8182, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4644, "open_interest": 2.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0001, "vega": 0.0042, "theta": 0.0, "rho": 0.0874, "theo": 120.5746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 107.34, "last_trade_time": "2026-11-10T11:00:01", "percent_change": 0.0, "prev_day_close": 120.359996795654}, {"option": "SPY261116P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4933, "open_interest": 1170.0, "volume": 203.0, "delta": -0.0014, "gamma": 0.0001, "vega": 0.0042, "theta": -0.0128, "rho": -0.0001, "theo": 0.0165, "change": -0.045, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:45:49", "percent_change": -69.2308, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5015, "open_interest": 7.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0001, "vega": 0.0047, "theta": 0.0, "rho": 0.0881, "theo": 115.5791, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 103.23, "last_trade_time": "2026-11-10T11:01:25", "percent_change": 0.0, "prev_day_close": 115.395000457764}, {"option": "SPY261116P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4726, "open_interest": 498.0, "volume": 401.0, "delta": -0.0016, "gamma": 0.0001, "vega": 0.0047, "theta": -0.014, "rho": -0.0002, "theo": 0.0181, "change": -0.045, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:46:21", "percent_change": -69.2308, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5124, "open_interest": 4.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0001, "vega": 0.0052, "theta": -0.0009, "rho": 0.0888, "theo": 110.5838, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.45, "last_trade_time": "2026-11-10T10:59:39", "percent_change": 0.0, "prev_day_close": 110.340000152588}, {"option": "SPY261116P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4522, "open_interest": 1075.0, "volume": 601.0, "delta": -0.0018, "gamma": 0.0001, "vega": 0.0052, "theta": -0.0151, "rho": -0.0002, "theo": 0.0198, "change": -0.055, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:47:44", "percent_change": -73.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4568, "open_interest": 9.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0002, "vega": 0.0058, "theta": -0.0028, "rho": 0.0894, "theo": 105.5887, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.64, "last_trade_time": "2026-11-10T15:33:15", "percent_change": 0.0, "prev_day_close": 105.380001068115}, {"option": "SPY261116P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.432, "open_interest": 329.0, "volume": 130.0, "delta": -0.002, "gamma": 0.0001, "vega": 0.0058, "theta": -0.0161, "rho": -0.0002, "theo": 0.0213, "change": -0.055, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:09:37", "percent_change": -73.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4384, "open_interest": 4.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0002, "vega": 0.0065, "theta": -0.0048, "rho": 0.0901, "theo": 100.5938, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 88.25, "last_trade_time": "2026-11-10T11:00:52", "percent_change": 0.0, "prev_day_close": 100.354999542236}, {"option": "SPY261116P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4312, "open_interest": 876.0, "volume": 25.0, "delta": -0.0022, "gamma": 0.0002, "vega": 0.0064, "theta": -0.0174, "rho": -0.0002, "theo": 0.0233, "change": -0.055, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T11:12:01", "percent_change": -64.7059, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3834, "open_interest": 4.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0002, "vega": 0.0073, "theta": -0.0069, "rho": 0.0907, "theo": 95.5991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 84.25, "last_trade_time": "2026-11-10T15:15:33", "percent_change": 0.0, "prev_day_close": 95.375}, {"option": "SPY261116P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4103, "open_interest": 119.0, "volume": 8.0, "delta": -0.0025, "gamma": 0.0002, "vega": 0.0072, "theta": -0.019, "rho": -0.0002, "theo": 0.0256, "change": -0.075, "open": 0.04, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:10:23", "percent_change": -78.9474, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4008, "open_interest": 0.0, "volume": 0.0, "delta": 0.9971, "gamma": 0.0002, "vega": 0.0082, "theta": -0.0092, "rho": 0.0914, "theo": 90.6048, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 78.85, "last_trade_time": "2026-11-10T09:38:38", "percent_change": 0.0, "prev_day_close": 90.4150009155274}, {"option": "SPY261116P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3893, "open_interest": 1492.0, "volume": 3.0, "delta": -0.0028, "gamma": 0.0002, "vega": 0.0081, "theta": -0.0207, "rho": -0.0003, "theo": 0.0284, "change": -0.065, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:03:00", "percent_change": -68.4211, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3816, "open_interest": 4.0, "volume": 0.0, "delta": 0.9967, "gamma": 0.0003, "vega": 0.0093, "theta": -0.0118, "rho": 0.092, "theo": 85.6109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.69, "last_trade_time": "2026-11-10T15:33:15", "percent_change": 0.0, "prev_day_close": 85.3699989318848}, {"option": "SPY261116P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3686, "open_interest": 513.0, "volume": 72.0, "delta": -0.0032, "gamma": 0.0003, "vega": 0.0092, "theta": -0.0226, "rho": -0.0003, "theo": 0.0314, "change": -0.075, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:53:29", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261116C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2878, "open_interest": 1.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0003, "vega": 0.0105, "theta": -0.0146, "rho": 0.0926, "theo": 80.6175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.17, "last_trade_time": "2026-11-10T10:19:06", "percent_change": 0.0, "prev_day_close": 80.4300003051758}, {"option": "SPY261116P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3596, "open_interest": 398.0, "volume": 111.0, "delta": -0.0037, "gamma": 0.0003, "vega": 0.0104, "theta": -0.0246, "rho": -0.0004, "theo": 0.0346, "change": -0.075, "open": 0.05, "high": 0.05, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:38:11", "percent_change": -65.2174, "prev_day_close": 0.034999999217689}, {"option": "SPY261116C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3469, "open_interest": 1.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0004, "vega": 0.012, "theta": -0.0176, "rho": 0.0933, "theo": 75.6246, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.35, "last_trade_time": "2026-11-10T15:13:22", "percent_change": 0.0, "prev_day_close": 75.3800010681152}, {"option": "SPY261116P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3383, "open_interest": 566.0, "volume": 38.0, "delta": -0.0043, "gamma": 0.0004, "vega": 0.0119, "theta": -0.027, "rho": -0.0004, "theo": 0.0387, "change": -0.095, "open": 0.07, "high": 0.07, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:10:26", "percent_change": -76.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261116C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3267, "open_interest": 3.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0005, "vega": 0.0138, "theta": -0.0211, "rho": 0.0939, "theo": 70.6324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.34, "last_trade_time": "2026-11-10T15:16:43", "percent_change": 0.0, "prev_day_close": 70.4150009155274}, {"option": "SPY261116P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3258, "open_interest": 574.0, "volume": 155.0, "delta": -0.005, "gamma": 0.0005, "vega": 0.0137, "theta": -0.03, "rho": -0.0005, "theo": 0.0436, "change": -0.095, "open": 0.06, "high": 0.08, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T14:38:56", "percent_change": -70.3704, "prev_day_close": 0.0449999999254942}, {"option": "SPY261116C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3098, "open_interest": 6.0, "volume": 10.0, "delta": 0.994, "gamma": 0.0006, "vega": 0.0159, "theta": -0.025, "rho": 0.0945, "theo": 65.6412, "change": 11.725, "open": 63.78, "high": 66.6, "low": 63.69, "tick": "up", "last_trade_price": 66.6, "last_trade_time": "2026-11-11T15:11:50", "percent_change": 21.3667, "prev_day_close": 65.3950004577637}, {"option": "SPY261116P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3109, "open_interest": 649.0, "volume": 110.0, "delta": -0.0059, "gamma": 0.0006, "vega": 0.0159, "theta": -0.0332, "rho": -0.0006, "theo": 0.0492, "change": -0.095, "open": 0.07, "high": 0.08, "low": 0.05, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T13:56:21", "percent_change": -61.2903, "prev_day_close": 0.0549999997019768}, {"option": "SPY261116C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2919, "open_interest": 19.0, "volume": 8.0, "delta": 0.993, "gamma": 0.0008, "vega": 0.0185, "theta": -0.0294, "rho": 0.0951, "theo": 60.6511, "change": 11.5, "open": 56.22, "high": 62.45, "low": 56.22, "tick": "down", "last_trade_price": 61.39, "last_trade_time": "2026-11-11T15:52:33", "percent_change": 23.0507, "prev_day_close": 60.454999923706}, {"option": "SPY261116P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2889, "open_interest": 981.0, "volume": 383.0, "delta": -0.007, "gamma": 0.0008, "vega": 0.0185, "theta": -0.0371, "rho": -0.0007, "theo": 0.0563, "change": -0.115, "open": 0.09, "high": 0.1, "low": 0.05, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:11:33", "percent_change": -62.1622, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2842, "open_interest": 11.0, "volume": 30.0, "delta": 0.9927, "gamma": 0.0008, "vega": 0.0191, "theta": -0.0304, "rho": 0.0952, "theo": 59.6533, "change": 10.87, "open": 59.93, "high": 60.86, "low": 59.36, "tick": "down", "last_trade_price": 59.36, "last_trade_time": "2026-11-11T15:52:25", "percent_change": 22.417, "prev_day_close": 59.4500007629394}, {"option": "SPY261116P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2845, "open_interest": 92.0, "volume": 34.0, "delta": -0.0072, "gamma": 0.0008, "vega": 0.0191, "theta": -0.038, "rho": -0.0007, "theo": 0.0578, "change": -0.125, "open": 0.08, "high": 0.09, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:25:24", "percent_change": -67.5676, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.285, "open_interest": 6.0, "volume": 58.0, "delta": 0.9924, "gamma": 0.0008, "vega": 0.0198, "theta": -0.0314, "rho": 0.0953, "theo": 58.6555, "change": 10.1, "open": 55.56, "high": 59.82, "low": 55.56, "tick": "down", "last_trade_price": 58.01, "last_trade_time": "2026-11-11T15:58:18", "percent_change": 21.0812, "prev_day_close": 58.4049987792969}, {"option": "SPY261116P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2857, "open_interest": 202.0, "volume": 42.0, "delta": -0.0075, "gamma": 0.0008, "vega": 0.0197, "theta": -0.0388, "rho": -0.0008, "theo": 0.0595, "change": -0.125, "open": 0.09, "high": 0.1, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:09:14", "percent_change": -67.5676, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2802, "open_interest": 5.0, "volume": 56.0, "delta": 0.9922, "gamma": 0.0008, "vega": 0.0204, "theta": -0.0324, "rho": 0.0954, "theo": 57.6578, "change": 10.16, "open": 54.69, "high": 58.55, "low": 54.64, "tick": "up", "last_trade_price": 57.07, "last_trade_time": "2026-11-11T15:58:31", "percent_change": 21.6585, "prev_day_close": 57.4599990844726}, {"option": "SPY261116P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2812, "open_interest": 288.0, "volume": 11.0, "delta": -0.0078, "gamma": 0.0008, "vega": 0.0204, "theta": -0.0398, "rho": -0.0008, "theo": 0.0612, "change": -0.115, "open": 0.1, "high": 0.1, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T11:25:16", "percent_change": -58.9744, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 6.0, "volume": 24.0, "delta": 0.9919, "gamma": 0.0009, "vega": 0.0211, "theta": -0.0335, "rho": 0.0955, "theo": 56.6601, "change": 10.04, "open": 56.27, "high": 57.05, "low": 55.78, "tick": "down", "last_trade_price": 55.94, "last_trade_time": "2026-11-11T15:59:50", "percent_change": 21.8736, "prev_day_close": 56.420000076294}, {"option": "SPY261116P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2767, "open_interest": 356.0, "volume": 1.0, "delta": -0.0081, "gamma": 0.0009, "vega": 0.0211, "theta": -0.0407, "rho": -0.0008, "theo": 0.063, "change": -0.105, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T10:12:06", "percent_change": -51.2195, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2732, "open_interest": 11.0, "volume": 24.0, "delta": 0.9916, "gamma": 0.0009, "vega": 0.0218, "theta": -0.0346, "rho": 0.0956, "theo": 55.6626, "change": 10.225, "open": 51.02, "high": 56.63, "low": 50.04, "tick": "no_change", "last_trade_price": 55.11, "last_trade_time": "2026-11-11T15:58:39", "percent_change": 22.7804, "prev_day_close": 55.4500007629394}, {"option": "SPY261116P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2722, "open_interest": 159.0, "volume": 51.0, "delta": -0.0084, "gamma": 0.0009, "vega": 0.0218, "theta": -0.0417, "rho": -0.0008, "theo": 0.0648, "change": -0.135, "open": 0.09, "high": 0.11, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:10:23", "percent_change": -65.8537, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2684, "open_interest": 11.0, "volume": 32.0, "delta": 0.9912, "gamma": 0.001, "vega": 0.0226, "theta": -0.0357, "rho": 0.0957, "theo": 54.6651, "change": 10.175, "open": 54.81, "high": 54.83, "low": 53.05, "tick": "up", "last_trade_price": 54.11, "last_trade_time": "2026-11-11T15:59:43", "percent_change": 23.1592, "prev_day_close": 54.4600009918213}, {"option": "SPY261116P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2678, "open_interest": 321.0, "volume": 94.0, "delta": -0.0087, "gamma": 0.001, "vega": 0.0226, "theta": -0.0427, "rho": -0.0009, "theo": 0.0668, "change": -0.115, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T10:03:34", "percent_change": -53.4884, "prev_day_close": 0.0749999992549419}, {"option": "SPY261116C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 11.0, "volume": 38.0, "delta": 0.9909, "gamma": 0.001, "vega": 0.0234, "theta": -0.0369, "rho": 0.0958, "theo": 53.6678, "change": 10.09, "open": 53.66, "high": 54.83, "low": 52.28, "tick": "up", "last_trade_price": 53.03, "last_trade_time": "2026-11-11T15:56:48", "percent_change": 23.4979, "prev_day_close": 53.4499988555908}, {"option": "SPY261116P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2632, "open_interest": 263.0, "volume": 34.0, "delta": -0.0091, "gamma": 0.001, "vega": 0.0234, "theta": -0.0438, "rho": -0.0009, "theo": 0.0688, "change": -0.155, "open": 0.09, "high": 0.1, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:08:36", "percent_change": -68.8889, "prev_day_close": 0.0749999992549419}, {"option": "SPY261116C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2634, "open_interest": 50.0, "volume": 24.0, "delta": 0.9905, "gamma": 0.0011, "vega": 0.0242, "theta": -0.0381, "rho": 0.0959, "theo": 52.6705, "change": 10.97, "open": 48.99, "high": 53.07, "low": 47.99, "tick": "up", "last_trade_price": 52.89, "last_trade_time": "2026-11-11T15:56:56", "percent_change": 26.1689, "prev_day_close": 52.4549999237061}, {"option": "SPY261116P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2634, "open_interest": 260.0, "volume": 43.0, "delta": -0.0094, "gamma": 0.0011, "vega": 0.0242, "theta": -0.0449, "rho": -0.001, "theo": 0.071, "change": -0.165, "open": 0.13, "high": 0.13, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T13:36:26", "percent_change": -70.2128, "prev_day_close": 0.0749999992549419}, {"option": "SPY261116C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2515, "open_interest": 27.0, "volume": 29.0, "delta": 0.9902, "gamma": 0.0011, "vega": 0.0251, "theta": -0.0394, "rho": 0.096, "theo": 51.6734, "change": 10.265, "open": 53.6, "high": 53.6, "low": 50.44, "tick": "down", "last_trade_price": 51.22, "last_trade_time": "2026-11-11T15:55:21", "percent_change": 25.0641, "prev_day_close": 51.5900001525879}, {"option": "SPY261116P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2588, "open_interest": 404.0, "volume": 13.0, "delta": -0.0098, "gamma": 0.0011, "vega": 0.0251, "theta": -0.046, "rho": -0.001, "theo": 0.0732, "change": -0.165, "open": 0.12, "high": 0.13, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T13:23:38", "percent_change": -67.3469, "prev_day_close": 0.0749999992549419}, {"option": "SPY261116C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2598, "open_interest": 30.0, "volume": 80.0, "delta": 0.9898, "gamma": 0.0012, "vega": 0.026, "theta": -0.0407, "rho": 0.0961, "theo": 50.6763, "change": 10.15, "open": 45.97, "high": 51.79, "low": 45.97, "tick": "down", "last_trade_price": 49.69, "last_trade_time": "2026-11-11T15:55:08", "percent_change": 25.6702, "prev_day_close": 50.4549999237061}, {"option": "SPY261116P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2543, "open_interest": 958.0, "volume": 215.0, "delta": -0.0102, "gamma": 0.0012, "vega": 0.026, "theta": -0.0473, "rho": -0.001, "theo": 0.0756, "change": -0.175, "open": 0.13, "high": 0.13, "low": 0.08, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T14:10:48", "percent_change": -68.6274, "prev_day_close": 0.0850000008940697}, {"option": "SPY261116C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.251, "open_interest": 9.0, "volume": 24.0, "delta": 0.9893, "gamma": 0.0012, "vega": 0.0269, "theta": -0.0421, "rho": 0.0962, "theo": 49.6794, "change": 8.655, "open": 46.77, "high": 50.64, "low": 44.22, "tick": "down", "last_trade_price": 47.62, "last_trade_time": "2026-11-11T15:56:36", "percent_change": 22.2122, "prev_day_close": 49.5499992370606}, {"option": "SPY261116P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2496, "open_interest": 225.0, "volume": 2.0, "delta": -0.0106, "gamma": 0.0012, "vega": 0.027, "theta": -0.0485, "rho": -0.0011, "theo": 0.0781, "change": -0.195, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:06:19", "percent_change": -70.9091, "prev_day_close": 0.0850000008940697}, {"option": "SPY261116C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 11.0, "volume": 22.0, "delta": 0.9888, "gamma": 0.0013, "vega": 0.0279, "theta": -0.0435, "rho": 0.0963, "theo": 48.6827, "change": 8.82, "open": 50.16, "high": 50.16, "low": 46.82, "tick": "down", "last_trade_price": 46.82, "last_trade_time": "2026-11-11T15:58:53", "percent_change": 23.2105, "prev_day_close": 48.5499992370606}, {"option": "SPY261116P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2492, "open_interest": 517.0, "volume": 41.0, "delta": -0.0111, "gamma": 0.0013, "vega": 0.028, "theta": -0.0499, "rho": -0.0011, "theo": 0.0808, "change": -0.195, "open": 0.11, "high": 0.15, "low": 0.07, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:43:29", "percent_change": -68.4211, "prev_day_close": 0.0850000008940697}, {"option": "SPY261116C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2452, "open_interest": 16.0, "volume": 29.0, "delta": 0.9884, "gamma": 0.0014, "vega": 0.029, "theta": -0.045, "rho": 0.0964, "theo": 47.6861, "change": 9.86, "open": 43.48, "high": 49.06, "low": 43.34, "tick": "down", "last_trade_price": 46.86, "last_trade_time": "2026-11-11T15:55:52", "percent_change": 26.6486, "prev_day_close": 47.6450004577637}, {"option": "SPY261116P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2445, "open_interest": 169.0, "volume": 26.0, "delta": -0.0116, "gamma": 0.0014, "vega": 0.0291, "theta": -0.0513, "rho": -0.0012, "theo": 0.0836, "change": -0.225, "open": 0.13, "high": 0.13, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:47:14", "percent_change": -73.7705, "prev_day_close": 0.0850000008940697}, {"option": "SPY261116C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2385, "open_interest": 6.0, "volume": 44.0, "delta": 0.9878, "gamma": 0.0015, "vega": 0.0302, "theta": -0.0466, "rho": 0.0964, "theo": 46.6897, "change": 10.095, "open": 41.81, "high": 47.96, "low": 41.81, "tick": "down", "last_trade_price": 46.09, "last_trade_time": "2026-11-11T15:58:25", "percent_change": 28.0456, "prev_day_close": 46.560001373291}, {"option": "SPY261116P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2399, "open_interest": 2967.0, "volume": 820.0, "delta": -0.0121, "gamma": 0.0015, "vega": 0.0302, "theta": -0.0527, "rho": -0.0012, "theo": 0.0866, "change": -0.225, "open": 0.13, "high": 0.15, "low": 0.09, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:37:02", "percent_change": -71.4286, "prev_day_close": 0.0950000025331974}, {"option": "SPY261116C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 19.0, "volume": 43.0, "delta": 0.9873, "gamma": 0.0015, "vega": 0.0314, "theta": -0.0483, "rho": 0.0965, "theo": 45.6936, "change": 8.41, "open": 43.09, "high": 47.0, "low": 41.04, "tick": "down", "last_trade_price": 43.88, "last_trade_time": "2026-11-11T15:58:15", "percent_change": 23.7102, "prev_day_close": 45.3350009918213}, {"option": "SPY261116P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 4760.0, "volume": 132.0, "delta": -0.0127, "gamma": 0.0015, "vega": 0.0314, "theta": -0.0543, "rho": -0.0013, "theo": 0.0898, "change": -0.235, "open": 0.13, "high": 0.16, "low": 0.08, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:03:53", "percent_change": -70.1493, "prev_day_close": 0.0950000025331974}, {"option": "SPY261116C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 14.0, "volume": 42.0, "delta": 0.9867, "gamma": 0.0016, "vega": 0.0327, "theta": -0.0501, "rho": 0.0966, "theo": 44.6976, "change": 10.395, "open": 42.2, "high": 46.07, "low": 40.88, "tick": "down", "last_trade_price": 44.28, "last_trade_time": "2026-11-11T15:57:53", "percent_change": 30.6773, "prev_day_close": 44.5650005340576}, {"option": "SPY261116P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.234, "open_interest": 1257.0, "volume": 166.0, "delta": -0.0133, "gamma": 0.0016, "vega": 0.0328, "theta": -0.0559, "rho": -0.0013, "theo": 0.0932, "change": -0.265, "open": 0.13, "high": 0.16, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:41:12", "percent_change": -74.6479, "prev_day_close": 0.0950000025331974}, {"option": "SPY261116C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2308, "open_interest": 16.0, "volume": 38.0, "delta": 0.986, "gamma": 0.0017, "vega": 0.0341, "theta": -0.052, "rho": 0.0967, "theo": 43.7019, "change": 10.05, "open": 40.04, "high": 45.1, "low": 39.34, "tick": "up", "last_trade_price": 43.17, "last_trade_time": "2026-11-11T15:57:14", "percent_change": 30.3442, "prev_day_close": 43.6550006866455}, {"option": "SPY261116P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2293, "open_interest": 1794.0, "volume": 220.0, "delta": -0.014, "gamma": 0.0017, "vega": 0.0342, "theta": -0.0577, "rho": -0.0014, "theo": 0.0969, "change": -0.29, "open": 0.16, "high": 0.17, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:11:25", "percent_change": -76.3158, "prev_day_close": 0.105000000447035}, {"option": "SPY261116C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2259, "open_interest": 12.0, "volume": 60.0, "delta": 0.9853, "gamma": 0.0018, "vega": 0.0356, "theta": -0.054, "rho": 0.0967, "theo": 42.7065, "change": 11.275, "open": 39.18, "high": 43.59, "low": 38.28, "tick": "up", "last_trade_price": 43.47, "last_trade_time": "2026-11-11T15:50:11", "percent_change": 35.021, "prev_day_close": 42.5750007629394}, {"option": "SPY261116P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2278, "open_interest": 1540.0, "volume": 80.0, "delta": -0.0146, "gamma": 0.0018, "vega": 0.0356, "theta": -0.0596, "rho": -0.0015, "theo": 0.1009, "change": -0.295, "open": 0.15, "high": 0.15, "low": 0.1, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T16:11:18", "percent_change": -72.8395, "prev_day_close": 0.105000000447035}, {"option": "SPY261116C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.224, "open_interest": 23.0, "volume": 55.0, "delta": 0.9846, "gamma": 0.0019, "vega": 0.0372, "theta": -0.0561, "rho": 0.0968, "theo": 41.7114, "change": 9.595, "open": 39.0, "high": 43.02, "low": 37.12, "tick": "down", "last_trade_price": 40.82, "last_trade_time": "2026-11-11T15:50:21", "percent_change": 30.7286, "prev_day_close": 41.5750007629394}, {"option": "SPY261116P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 1045.0, "volume": 51.0, "delta": -0.0154, "gamma": 0.0019, "vega": 0.0372, "theta": -0.0616, "rho": -0.0016, "theo": 0.1052, "change": -0.325, "open": 0.14, "high": 0.18, "low": 0.1, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T14:56:16", "percent_change": -74.7126, "prev_day_close": 0.114999998360872}, {"option": "SPY261116C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.219, "open_interest": 24.0, "volume": 52.0, "delta": 0.9837, "gamma": 0.0021, "vega": 0.0389, "theta": -0.0584, "rho": 0.0968, "theo": 40.7167, "change": 11.16, "open": 36.55, "high": 41.74, "low": 36.55, "tick": "up", "last_trade_price": 41.0, "last_trade_time": "2026-11-11T15:48:38", "percent_change": 37.3995, "prev_day_close": 40.5900001525879}, {"option": "SPY261116P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2182, "open_interest": 7297.0, "volume": 868.0, "delta": -0.0162, "gamma": 0.0021, "vega": 0.0389, "theta": -0.0637, "rho": -0.0016, "theo": 0.1099, "change": -0.345, "open": 0.18, "high": 0.25, "low": 0.1, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:58:39", "percent_change": -74.1936, "prev_day_close": 0.114999998360872}, {"option": "SPY261116C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2168, "open_interest": 10.0, "volume": 70.0, "delta": 0.9828, "gamma": 0.0022, "vega": 0.0407, "theta": -0.0608, "rho": 0.0969, "theo": 39.7224, "change": 10.735, "open": 36.66, "high": 41.79, "low": 34.9, "tick": "up", "last_trade_price": 40.02, "last_trade_time": "2026-11-11T15:48:56", "percent_change": 36.657, "prev_day_close": 39.5799999237061}, {"option": "SPY261116P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2163, "open_interest": 503.0, "volume": 16.0, "delta": -0.0171, "gamma": 0.0022, "vega": 0.0407, "theta": -0.066, "rho": -0.0017, "theo": 0.115, "change": -0.385, "open": 0.2, "high": 0.2, "low": 0.1, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T14:53:37", "percent_change": -77.7778, "prev_day_close": 0.12499999627471}, {"option": "SPY261116C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 31.0, "volume": 64.0, "delta": 0.9819, "gamma": 0.0023, "vega": 0.0426, "theta": -0.0635, "rho": 0.0969, "theo": 38.7286, "change": 11.01, "open": 34.65, "high": 40.23, "low": 33.91, "tick": "up", "last_trade_price": 38.92, "last_trade_time": "2026-11-11T15:49:57", "percent_change": 39.4482, "prev_day_close": 38.5900001525879}, {"option": "SPY261116P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2114, "open_interest": 512.0, "volume": 132.0, "delta": -0.0181, "gamma": 0.0023, "vega": 0.0427, "theta": -0.0685, "rho": -0.0018, "theo": 0.1205, "change": -0.415, "open": 0.2, "high": 0.22, "low": 0.11, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:07:21", "percent_change": -77.5701, "prev_day_close": 0.134999997913837}, {"option": "SPY261116C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2094, "open_interest": 28.0, "volume": 124.0, "delta": 0.9808, "gamma": 0.0025, "vega": 0.0448, "theta": -0.0663, "rho": 0.097, "theo": 37.7353, "change": 11.075, "open": 34.86, "high": 39.11, "low": 32.4, "tick": "down", "last_trade_price": 38.02, "last_trade_time": "2026-11-11T15:47:52", "percent_change": 41.1022, "prev_day_close": 37.6049995422363}, {"option": "SPY261116P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2092, "open_interest": 674.0, "volume": 49.0, "delta": -0.0192, "gamma": 0.0025, "vega": 0.0448, "theta": -0.0712, "rho": -0.0019, "theo": 0.1266, "change": -0.435, "open": 0.18, "high": 0.29, "low": 0.13, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:26:32", "percent_change": -75.6522, "prev_day_close": 0.134999997913837}, {"option": "SPY261116C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 41.0, "volume": 98.0, "delta": 0.9796, "gamma": 0.0027, "vega": 0.0471, "theta": -0.0694, "rho": 0.097, "theo": 36.7427, "change": 10.895, "open": 33.93, "high": 38.06, "low": 30.58, "tick": "down", "last_trade_price": 36.89, "last_trade_time": "2026-11-11T15:49:25", "percent_change": 41.9119, "prev_day_close": 37.0400009155273}, {"option": "SPY261116P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 505.0, "volume": 108.0, "delta": -0.0204, "gamma": 0.0027, "vega": 0.0471, "theta": -0.0741, "rho": -0.002, "theo": 0.1333, "change": -0.485, "open": 0.23, "high": 0.3, "low": 0.14, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T14:46:21", "percent_change": -77.6, "prev_day_close": 0.145000003278255}, {"option": "SPY261116C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2039, "open_interest": 44.0, "volume": 92.0, "delta": 0.9783, "gamma": 0.0028, "vega": 0.0496, "theta": -0.0727, "rho": 0.097, "theo": 35.7508, "change": 10.825, "open": 32.8, "high": 37.53, "low": 30.23, "tick": "up", "last_trade_price": 35.97, "last_trade_time": "2026-11-11T15:49:06", "percent_change": 43.0503, "prev_day_close": 35.6149997711182}, {"option": "SPY261116P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.204, "open_interest": 1667.0, "volume": 1117.0, "delta": -0.0216, "gamma": 0.0028, "vega": 0.0496, "theta": -0.0773, "rho": -0.0022, "theo": 0.1407, "change": -0.515, "open": 0.25, "high": 0.33, "low": 0.13, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:52:43", "percent_change": -76.2963, "prev_day_close": 0.155000001192093}, {"option": "SPY261116C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 46.0, "volume": 123.0, "delta": 0.9769, "gamma": 0.0031, "vega": 0.0524, "theta": -0.0763, "rho": 0.097, "theo": 34.7596, "change": 10.59, "open": 31.63, "high": 36.8, "low": 29.64, "tick": "up", "last_trade_price": 34.97, "last_trade_time": "2026-11-11T15:49:14", "percent_change": 43.4372, "prev_day_close": 34.0999984741211}, {"option": "SPY261116P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.199, "open_interest": 755.0, "volume": 254.0, "delta": -0.023, "gamma": 0.0031, "vega": 0.0524, "theta": -0.0808, "rho": -0.0023, "theo": 0.1489, "change": -0.595, "open": 0.32, "high": 0.34, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T16:11:31", "percent_change": -80.9524, "prev_day_close": 0.16499999910593}, {"option": "SPY261116C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 109.0, "volume": 4.0, "delta": 0.9753, "gamma": 0.0033, "vega": 0.0553, "theta": -0.0803, "rho": 0.0969, "theo": 33.7694, "change": 9.53, "open": 30.24, "high": 33.62, "low": 30.24, "tick": "down", "last_trade_price": 33.04, "last_trade_time": "2026-11-11T15:23:00", "percent_change": 40.5359, "prev_day_close": 33.9300003051758}, {"option": "SPY261116P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 960.0, "volume": 432.0, "delta": -0.0246, "gamma": 0.0033, "vega": 0.0553, "theta": -0.0845, "rho": -0.0025, "theo": 0.158, "change": -0.635, "open": 0.28, "high": 0.36, "low": 0.15, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T16:01:59", "percent_change": -79.8742, "prev_day_close": 0.175000004470348}, {"option": "SPY261116C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 162.0, "volume": 16.0, "delta": 0.9736, "gamma": 0.0035, "vega": 0.0585, "theta": -0.0846, "rho": 0.0969, "theo": 32.7803, "change": 8.45, "open": 29.57, "high": 31.04, "low": 28.87, "tick": "up", "last_trade_price": 31.04, "last_trade_time": "2026-11-11T11:15:12", "percent_change": 37.4059, "prev_day_close": 32.5500001907349}, {"option": "SPY261116P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.193, "open_interest": 585.0, "volume": 148.0, "delta": -0.0264, "gamma": 0.0035, "vega": 0.0585, "theta": -0.0887, "rho": -0.0027, "theo": 0.1681, "change": -0.675, "open": 0.27, "high": 0.42, "low": 0.15, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:52:29", "percent_change": -78.0347, "prev_day_close": 0.185000002384186}, {"option": "SPY261116C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 140.0, "volume": 46.0, "delta": 0.9716, "gamma": 0.0038, "vega": 0.062, "theta": -0.0893, "rho": 0.0968, "theo": 31.7924, "change": 10.115, "open": 28.76, "high": 33.91, "low": 27.44, "tick": "down", "last_trade_price": 31.78, "last_trade_time": "2026-11-11T15:45:23", "percent_change": 46.6882, "prev_day_close": 31.8899993896484}, {"option": "SPY261116P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 369.0, "volume": 102.0, "delta": -0.0284, "gamma": 0.0038, "vega": 0.0621, "theta": -0.0934, "rho": -0.0028, "theo": 0.18, "change": -0.765, "open": 0.29, "high": 0.41, "low": 0.17, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T15:11:07", "percent_change": -80.9524, "prev_day_close": 0.195000000298023}, {"option": "SPY261116C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 176.0, "volume": 40.0, "delta": 0.9694, "gamma": 0.0041, "vega": 0.0659, "theta": -0.0944, "rho": 0.0967, "theo": 30.8058, "change": 9.93, "open": 26.94, "high": 31.15, "low": 26.94, "tick": "down", "last_trade_price": 30.68, "last_trade_time": "2026-11-11T15:45:05", "percent_change": 47.8554, "prev_day_close": 30.5799999237061}, {"option": "SPY261116P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1881, "open_interest": 1629.0, "volume": 908.0, "delta": -0.0304, "gamma": 0.0041, "vega": 0.0658, "theta": -0.0983, "rho": -0.0031, "theo": 0.1923, "change": -0.825, "open": 0.35, "high": 0.49, "low": 0.17, "tick": "up", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -80.4878, "prev_day_close": 0.214999996125698}, {"option": "SPY261116C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 276.0, "volume": 12.0, "delta": 0.967, "gamma": 0.0044, "vega": 0.0701, "theta": -0.1, "rho": 0.0966, "theo": 29.8207, "change": 10.085, "open": 28.08, "high": 29.98, "low": 25.87, "tick": "down", "last_trade_price": 29.92, "last_trade_time": "2026-11-11T15:15:35", "percent_change": 50.8445, "prev_day_close": 29.6149997711182}, {"option": "SPY261116P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 346.0, "volume": 96.0, "delta": -0.0331, "gamma": 0.0045, "vega": 0.0703, "theta": -0.1042, "rho": -0.0033, "theo": 0.2079, "change": -0.895, "open": 0.38, "high": 0.42, "low": 0.2, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T16:13:59", "percent_change": -80.2691, "prev_day_close": 0.225000001490116}, {"option": "SPY261116C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 166.0, "volume": 34.0, "delta": 0.9644, "gamma": 0.0048, "vega": 0.0747, "theta": -0.1062, "rho": 0.0965, "theo": 28.8375, "change": 10.37, "open": 25.69, "high": 30.92, "low": 24.71, "tick": "up", "last_trade_price": 29.3, "last_trade_time": "2026-11-11T14:50:05", "percent_change": 54.7808, "prev_day_close": 28.7049999237061}, {"option": "SPY261116P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1821, "open_interest": 709.0, "volume": 400.0, "delta": -0.0356, "gamma": 0.0048, "vega": 0.0747, "theta": -0.11, "rho": -0.0036, "theo": 0.2233, "change": -0.995, "open": 0.47, "high": 0.59, "low": 0.22, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T16:13:29", "percent_change": -81.893, "prev_day_close": 0.244999997317791}, {"option": "SPY261116C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 114.0, "volume": 21.0, "delta": 0.9614, "gamma": 0.0052, "vega": 0.0796, "theta": -0.1128, "rho": 0.0963, "theo": 27.8562, "change": 11.7, "open": 23.94, "high": 29.75, "low": 23.06, "tick": "up", "last_trade_price": 29.75, "last_trade_time": "2026-11-11T13:36:36", "percent_change": 64.8199, "prev_day_close": 27.6950006484985}, {"option": "SPY261116P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1795, "open_interest": 505.0, "volume": 225.0, "delta": -0.0386, "gamma": 0.0052, "vega": 0.0797, "theta": -0.1165, "rho": -0.0039, "theo": 0.2414, "change": -1.075, "open": 0.4, "high": 0.63, "low": 0.21, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T16:12:36", "percent_change": -81.1321, "prev_day_close": 0.265000000596046}, {"option": "SPY261116C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1538, "open_interest": 151.0, "volume": 27.0, "delta": 0.958, "gamma": 0.0057, "vega": 0.085, "theta": -0.1201, "rho": 0.0961, "theo": 26.8771, "change": 10.06, "open": 23.71, "high": 27.63, "low": 23.33, "tick": "down", "last_trade_price": 27.23, "last_trade_time": "2026-11-11T14:44:56", "percent_change": 58.5906, "prev_day_close": 26.7199993133545}, {"option": "SPY261116P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 475.0, "volume": 84.0, "delta": -0.0421, "gamma": 0.0057, "vega": 0.0853, "theta": -0.1241, "rho": -0.0042, "theo": 0.2628, "change": -1.185, "open": 0.47, "high": 0.63, "low": 0.23, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T16:13:29", "percent_change": -82.0069, "prev_day_close": 0.284999996423721}, {"option": "SPY261116C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1551, "open_interest": 209.0, "volume": 32.0, "delta": 0.9543, "gamma": 0.0062, "vega": 0.0909, "theta": -0.128, "rho": 0.0959, "theo": 25.9006, "change": 8.675, "open": 21.74, "high": 27.99, "low": 21.74, "tick": "down", "last_trade_price": 24.96, "last_trade_time": "2026-11-11T15:36:21", "percent_change": 53.2699, "prev_day_close": 25.9899997711182}, {"option": "SPY261116P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 3470.0, "volume": 651.0, "delta": -0.0458, "gamma": 0.0062, "vega": 0.091, "theta": -0.1316, "rho": -0.0046, "theo": 0.285, "change": -1.285, "open": 0.55, "high": 0.75, "low": 0.25, "tick": "up", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T16:14:55", "percent_change": -81.5873, "prev_day_close": 0.305000007152557}, {"option": "SPY261116C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 389.0, "volume": 2.0, "delta": 0.9502, "gamma": 0.0067, "vega": 0.0973, "theta": -0.1366, "rho": 0.0956, "theo": 24.9268, "change": 11.135, "open": 26.55, "high": 26.58, "low": 26.55, "tick": "up", "last_trade_price": 26.58, "last_trade_time": "2026-11-11T13:38:58", "percent_change": 72.0945, "prev_day_close": 25.0700006484985}, {"option": "SPY261116P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 506.0, "volume": 153.0, "delta": -0.0499, "gamma": 0.0067, "vega": 0.0974, "theta": -0.1401, "rho": -0.005, "theo": 0.3107, "change": -1.4, "open": 0.6, "high": 0.81, "low": 0.26, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T16:11:25", "percent_change": -81.3953, "prev_day_close": 0.33500000834465}, {"option": "SPY261116C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1034, "open_interest": 383.0, "volume": 24.0, "delta": 0.9455, "gamma": 0.0073, "vega": 0.1042, "theta": -0.1459, "rho": 0.0952, "theo": 23.9563, "change": 9.45, "open": 20.42, "high": 26.04, "low": 20.42, "tick": "down", "last_trade_price": 24.04, "last_trade_time": "2026-11-11T15:06:23", "percent_change": 64.7704, "prev_day_close": 24.0950002670288}, {"option": "SPY261116P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 1017.0, "volume": 762.0, "delta": -0.0547, "gamma": 0.0074, "vega": 0.1046, "theta": -0.1496, "rho": -0.0055, "theo": 0.3406, "change": -1.53, "open": 0.64, "high": 0.83, "low": 0.29, "tick": "up", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T16:14:04", "percent_change": -81.383, "prev_day_close": 0.365000009536743}, {"option": "SPY261116C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1164, "open_interest": 280.0, "volume": 20.0, "delta": 0.9404, "gamma": 0.008, "vega": 0.1116, "theta": -0.1559, "rho": 0.0948, "theo": 22.9894, "change": 8.51, "open": 21.63, "high": 25.2, "low": 20.88, "tick": "down", "last_trade_price": 22.28, "last_trade_time": "2026-11-11T15:33:40", "percent_change": 61.801, "prev_day_close": 22.9899997711182}, {"option": "SPY261116P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 398.0, "volume": 165.0, "delta": -0.0597, "gamma": 0.008, "vega": 0.1117, "theta": -0.1591, "rho": -0.006, "theo": 0.3718, "change": -1.665, "open": 0.74, "high": 0.93, "low": 0.31, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T16:12:05", "percent_change": -81.4181, "prev_day_close": 0.399999991059303}, {"option": "SPY261116C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 223.0, "volume": 21.0, "delta": 0.9346, "gamma": 0.0087, "vega": 0.1196, "theta": -0.1666, "rho": 0.0944, "theo": 22.0264, "change": 9.285, "open": 19.05, "high": 23.0, "low": 18.42, "tick": "down", "last_trade_price": 22.24, "last_trade_time": "2026-11-11T15:48:05", "percent_change": 71.6712, "prev_day_close": 21.9850006103516}, {"option": "SPY261116P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.163, "open_interest": 405.0, "volume": 178.0, "delta": -0.0657, "gamma": 0.0088, "vega": 0.12, "theta": -0.1702, "rho": -0.0066, "theo": 0.4099, "change": -1.76, "open": 0.69, "high": 1.05, "low": 0.35, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T15:59:30", "percent_change": -78.9238, "prev_day_close": 0.435000002384186}, {"option": "SPY261116C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 531.0, "volume": 263.0, "delta": 0.9283, "gamma": 0.0095, "vega": 0.1282, "theta": -0.1781, "rho": 0.0938, "theo": 21.0678, "change": 8.17, "open": 18.01, "high": 22.96, "low": 16.64, "tick": "down", "last_trade_price": 20.33, "last_trade_time": "2026-11-11T15:59:51", "percent_change": 67.1875, "prev_day_close": 20.9349994659424}, {"option": "SPY261116P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 3668.0, "volume": 2879.0, "delta": -0.0721, "gamma": 0.0096, "vega": 0.1287, "theta": -0.1817, "rho": -0.0072, "theo": 0.451, "change": -1.98, "open": 0.88, "high": 1.17, "low": 0.37, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T16:07:34", "percent_change": -81.4815, "prev_day_close": 0.484999999403954}, {"option": "SPY261116C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 592.0, "volume": 54.0, "delta": 0.9212, "gamma": 0.0104, "vega": 0.1374, "theta": -0.1904, "rho": 0.0932, "theo": 20.1143, "change": 8.905, "open": 17.42, "high": 20.47, "low": 16.39, "tick": "down", "last_trade_price": 20.24, "last_trade_time": "2026-11-11T15:45:43", "percent_change": 78.562, "prev_day_close": 20.2250003814697}, {"option": "SPY261116P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 642.0, "volume": 354.0, "delta": -0.0789, "gamma": 0.0104, "vega": 0.1377, "theta": -0.1934, "rho": -0.008, "theo": 0.4951, "change": -2.16, "open": 0.98, "high": 1.3, "low": 0.42, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T16:13:59", "percent_change": -81.5094, "prev_day_close": 0.530000001192093}, {"option": "SPY261116C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.111, "open_interest": 305.0, "volume": 45.0, "delta": 0.9133, "gamma": 0.0113, "vega": 0.1472, "theta": -0.2034, "rho": 0.0925, "theo": 19.1664, "change": 8.925, "open": 16.5, "high": 21.01, "low": 16.5, "tick": "down", "last_trade_price": 19.5, "last_trade_time": "2026-11-11T15:48:16", "percent_change": 84.3972, "prev_day_close": 18.8900003433228}, {"option": "SPY261116P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1559, "open_interest": 2682.0, "volume": 3402.0, "delta": -0.0868, "gamma": 0.0114, "vega": 0.1474, "theta": -0.2063, "rho": -0.0087, "theo": 0.5467, "change": -2.325, "open": 0.96, "high": 1.46, "low": 0.45, "tick": "no_change", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T16:14:51", "percent_change": -80.5893, "prev_day_close": 0.584999978542328}, {"option": "SPY261116C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 206.0, "volume": 26.0, "delta": 0.9046, "gamma": 0.0124, "vega": 0.1577, "theta": -0.2171, "rho": 0.0918, "theo": 18.2246, "change": 9.245, "open": 15.13, "high": 19.08, "low": 15.13, "tick": "up", "last_trade_price": 19.08, "last_trade_time": "2026-11-11T12:51:53", "percent_change": 94.001, "prev_day_close": 18.2700004577637}, {"option": "SPY261116P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.153, "open_interest": 473.0, "volume": 258.0, "delta": -0.0956, "gamma": 0.0124, "vega": 0.1578, "theta": -0.22, "rho": -0.0096, "theo": 0.6045, "change": -2.495, "open": 1.16, "high": 1.57, "low": 0.5, "tick": "down", "last_trade_price": 0.65, "last_trade_time": "2026-11-11T16:01:19", "percent_change": -79.3323, "prev_day_close": 0.644999980926514}, {"option": "SPY261116C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 312.0, "volume": 5.0, "delta": 0.8949, "gamma": 0.0135, "vega": 0.1688, "theta": -0.2315, "rho": 0.0909, "theo": 17.2898, "change": 7.49, "open": 14.47, "high": 17.0, "low": 13.7, "tick": "down", "last_trade_price": 16.6, "last_trade_time": "2026-11-11T15:55:16", "percent_change": 82.2174, "prev_day_close": 17.1550006866455}, {"option": "SPY261116P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1509, "open_interest": 700.0, "volume": 210.0, "delta": -0.1053, "gamma": 0.0135, "vega": 0.169, "theta": -0.2343, "rho": -0.0106, "theo": 0.6691, "change": -2.745, "open": 1.33, "high": 1.67, "low": 0.55, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T16:11:33", "percent_change": -80.3807, "prev_day_close": 0.715000003576279}, {"option": "SPY261116C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1473, "open_interest": 981.0, "volume": 55.0, "delta": 0.8841, "gamma": 0.0147, "vega": 0.1803, "theta": -0.2465, "rho": 0.0899, "theo": 16.3629, "change": 7.835, "open": 13.88, "high": 17.4, "low": 12.51, "tick": "down", "last_trade_price": 16.24, "last_trade_time": "2026-11-11T15:51:58", "percent_change": 93.2183, "prev_day_close": 16.1999998092651}, {"option": "SPY261116P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 1290.0, "volume": 1428.0, "delta": -0.1161, "gamma": 0.0147, "vega": 0.1806, "theta": -0.2493, "rho": -0.0115, "theo": 0.7418, "change": -2.975, "open": 1.46, "high": 1.84, "low": 0.6, "tick": "down", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T16:12:26", "percent_change": -80.0808, "prev_day_close": 0.78999999165535}, {"option": "SPY261116C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1449, "open_interest": 310.0, "volume": 91.0, "delta": 0.8723, "gamma": 0.016, "vega": 0.1926, "theta": -0.2621, "rho": 0.0888, "theo": 15.4446, "change": 7.275, "open": 12.83, "high": 16.34, "low": 11.89, "tick": "up", "last_trade_price": 15.0, "last_trade_time": "2026-11-11T15:59:45", "percent_change": 94.1748, "prev_day_close": 15.2849998474121}, {"option": "SPY261116P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1459, "open_interest": 877.0, "volume": 782.0, "delta": -0.128, "gamma": 0.016, "vega": 0.1927, "theta": -0.2649, "rho": -0.0127, "theo": 0.8232, "change": -3.18, "open": 1.63, "high": 2.03, "low": 0.67, "tick": "up", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T16:06:12", "percent_change": -78.7129, "prev_day_close": 0.879999995231628}, {"option": "SPY261116C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 789.0, "volume": 95.0, "delta": 0.8592, "gamma": 0.0174, "vega": 0.2054, "theta": -0.2782, "rho": 0.0876, "theo": 14.5362, "change": 7.07, "open": 12.28, "high": 16.46, "low": 10.98, "tick": "down", "last_trade_price": 14.14, "last_trade_time": "2026-11-11T15:59:47", "percent_change": 100.0, "prev_day_close": 14.4200000762939}, {"option": "SPY261116P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 910.0, "volume": 1576.0, "delta": -0.1412, "gamma": 0.0174, "vega": 0.2058, "theta": -0.2809, "rho": -0.0141, "theo": 0.9145, "change": -3.475, "open": 1.77, "high": 2.29, "low": 0.73, "tick": "no_change", "last_trade_price": 0.91, "last_trade_time": "2026-11-11T16:12:05", "percent_change": -79.2474, "prev_day_close": 0.969999998807907}, {"option": "SPY261116C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 671.0, "volume": 89.0, "delta": 0.8447, "gamma": 0.0189, "vega": 0.2186, "theta": -0.2946, "rho": 0.0862, "theo": 13.6389, "change": 7.28, "open": 11.2, "high": 14.68, "low": 9.96, "tick": "up", "last_trade_price": 13.72, "last_trade_time": "2026-11-11T15:17:12", "percent_change": 113.043, "prev_day_close": 13.4899997711182}, {"option": "SPY261116P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 884.0, "volume": 1485.0, "delta": -0.1556, "gamma": 0.0189, "vega": 0.2189, "theta": -0.2974, "rho": -0.0154, "theo": 1.0167, "change": -3.73, "open": 1.97, "high": 2.5, "low": 0.81, "tick": "no_change", "last_trade_price": 1.03, "last_trade_time": "2026-11-11T16:08:46", "percent_change": -78.3613, "prev_day_close": 1.08000004291534}, {"option": "SPY261116C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 473.0, "volume": 68.0, "delta": 0.8287, "gamma": 0.0204, "vega": 0.2322, "theta": -0.3113, "rho": 0.0846, "theo": 12.7539, "change": 6.145, "open": 10.32, "high": 14.5, "low": 9.54, "tick": "down", "last_trade_price": 11.99, "last_trade_time": "2026-11-11T15:55:06", "percent_change": 105.133, "prev_day_close": 12.6050000190735}, {"option": "SPY261116P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 1015.0, "volume": 642.0, "delta": -0.1719, "gamma": 0.0206, "vega": 0.2325, "theta": -0.3142, "rho": -0.017, "theo": 1.1326, "change": -4.015, "open": 2.12, "high": 2.74, "low": 0.89, "tick": "down", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T16:07:08", "percent_change": -77.7348, "prev_day_close": 1.20000004768372}, {"option": "SPY261116C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 1280.0, "volume": 271.0, "delta": 0.8111, "gamma": 0.0221, "vega": 0.2463, "theta": -0.3281, "rho": 0.0829, "theo": 11.8785, "change": 6.625, "open": 9.62, "high": 13.81, "low": 8.44, "tick": "up", "last_trade_price": 11.9, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 125.592, "prev_day_close": 11.75}, {"option": "SPY261116P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1365, "open_interest": 2006.0, "volume": 2607.0, "delta": -0.1894, "gamma": 0.0222, "vega": 0.2469, "theta": -0.3307, "rho": -0.0185, "theo": 1.2605, "change": -4.325, "open": 2.33, "high": 3.0, "low": 0.98, "tick": "no_change", "last_trade_price": 1.27, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -77.3012, "prev_day_close": 1.33500003814697}, {"option": "SPY261116C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 674.0, "volume": 99.0, "delta": 0.7919, "gamma": 0.0239, "vega": 0.2602, "theta": -0.3445, "rho": 0.081, "theo": 11.0273, "change": 6.465, "open": 8.77, "high": 12.62, "low": 7.66, "tick": "no_change", "last_trade_price": 11.2, "last_trade_time": "2026-11-11T15:05:45", "percent_change": 136.536, "prev_day_close": 10.9049997329712}, {"option": "SPY261116P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1342, "open_interest": 556.0, "volume": 698.0, "delta": -0.2088, "gamma": 0.024, "vega": 0.2606, "theta": -0.3473, "rho": -0.0205, "theo": 1.4052, "change": -4.65, "open": 2.67, "high": 3.2, "low": 1.09, "tick": "down", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T16:11:52", "percent_change": -76.7327, "prev_day_close": 1.48000001907349}, {"option": "SPY261116C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 525.0, "volume": 463.0, "delta": 0.7708, "gamma": 0.0257, "vega": 0.2744, "theta": -0.3605, "rho": 0.079, "theo": 10.1891, "change": 5.5, "open": 8.02, "high": 12.01, "low": 7.13, "tick": "down", "last_trade_price": 9.72, "last_trade_time": "2026-11-11T15:59:58", "percent_change": 130.332, "prev_day_close": 10.0699996948242}, {"option": "SPY261116P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 793.0, "volume": 854.0, "delta": -0.2301, "gamma": 0.0258, "vega": 0.2749, "theta": -0.3634, "rho": -0.0227, "theo": 1.5679, "change": -4.975, "open": 2.91, "high": 3.61, "low": 1.22, "tick": "no_change", "last_trade_price": 1.57, "last_trade_time": "2026-11-11T16:14:53", "percent_change": -76.0122, "prev_day_close": 1.64999997615814}, {"option": "SPY261116C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 642.0, "volume": 95.0, "delta": 0.7477, "gamma": 0.0275, "vega": 0.2883, "theta": -0.3757, "rho": 0.0766, "theo": 9.3704, "change": 5.505, "open": 7.33, "high": 11.25, "low": 6.29, "tick": "down", "last_trade_price": 9.25, "last_trade_time": "2026-11-11T14:21:20", "percent_change": 146.996, "prev_day_close": 9.28499984741211}, {"option": "SPY261116P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 526.0, "volume": 476.0, "delta": -0.2531, "gamma": 0.0276, "vega": 0.2887, "theta": -0.3786, "rho": -0.0246, "theo": 1.7477, "change": -5.285, "open": 3.16, "high": 4.0, "low": 1.38, "tick": "down", "last_trade_price": 1.78, "last_trade_time": "2026-11-11T16:12:47", "percent_change": -74.8054, "prev_day_close": 1.83500003814697}, {"option": "SPY261116C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 383.0, "volume": 324.0, "delta": 0.7226, "gamma": 0.0294, "vega": 0.3016, "theta": -0.3897, "rho": 0.0742, "theo": 8.5732, "change": 4.945, "open": 7.29, "high": 10.41, "low": 5.86, "tick": "down", "last_trade_price": 8.24, "last_trade_time": "2026-11-11T15:58:45", "percent_change": 150.076, "prev_day_close": 8.47499990463257}, {"option": "SPY261116P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1275, "open_interest": 506.0, "volume": 737.0, "delta": -0.2783, "gamma": 0.0296, "vega": 0.3018, "theta": -0.3927, "rho": -0.0272, "theo": 1.9505, "change": -5.585, "open": 3.39, "high": 4.32, "low": 1.54, "tick": "down", "last_trade_price": 2.05, "last_trade_time": "2026-11-11T16:04:01", "percent_change": -73.15, "prev_day_close": 2.04499995708466}, {"option": "SPY261116C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1248, "open_interest": 1093.0, "volume": 976.0, "delta": 0.6954, "gamma": 0.0313, "vega": 0.3145, "theta": -0.4022, "rho": 0.0714, "theo": 7.7997, "change": 4.715, "open": 5.96, "high": 9.56, "low": 5.11, "tick": "no_change", "last_trade_price": 7.6, "last_trade_time": "2026-11-11T16:03:00", "percent_change": 163.432, "prev_day_close": 7.72000002861023}, {"option": "SPY261116P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1251, "open_interest": 2248.0, "volume": 2943.0, "delta": -0.3059, "gamma": 0.0315, "vega": 0.315, "theta": -0.4052, "rho": -0.0295, "theo": 2.1787, "change": -6.06, "open": 3.9, "high": 4.79, "low": 1.68, "tick": "down", "last_trade_price": 2.17, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -73.633, "prev_day_close": 2.27499997615814}, {"option": "SPY261116C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1227, "open_interest": 604.0, "volume": 1320.0, "delta": 0.6658, "gamma": 0.0331, "vega": 0.3261, "theta": -0.4126, "rho": 0.0684, "theo": 7.0484, "change": 4.6, "open": 5.44, "high": 8.69, "low": 4.54, "tick": "up", "last_trade_price": 7.1, "last_trade_time": "2026-11-11T15:47:48", "percent_change": 184.0, "prev_day_close": 6.97500014305115}, {"option": "SPY261116P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 756.0, "volume": 1890.0, "delta": -0.3353, "gamma": 0.0333, "vega": 0.3262, "theta": -0.4156, "rho": -0.0325, "theo": 2.4304, "change": -6.445, "open": 4.28, "high": 5.16, "low": 1.88, "tick": "down", "last_trade_price": 2.42, "last_trade_time": "2026-11-11T16:14:01", "percent_change": -72.7016, "prev_day_close": 2.5349999666214}, {"option": "SPY261116C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 589.0, "volume": 1767.0, "delta": 0.6342, "gamma": 0.0349, "vega": 0.3364, "theta": -0.4204, "rho": 0.0652, "theo": 6.3296, "change": 4.1, "open": 4.88, "high": 7.92, "low": 3.94, "tick": "up", "last_trade_price": 6.26, "last_trade_time": "2026-11-11T16:05:58", "percent_change": 189.815, "prev_day_close": 6.25999999046326}, {"option": "SPY261116P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 1197.0, "volume": 2820.0, "delta": -0.367, "gamma": 0.0351, "vega": 0.3367, "theta": -0.4235, "rho": -0.035, "theo": 2.712, "change": -6.825, "open": 4.7, "high": 5.73, "low": 2.1, "tick": "down", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T16:14:00", "percent_change": -71.6535, "prev_day_close": 2.8199999332428}, {"option": "SPY261116C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 511.0, "volume": 1428.0, "delta": 0.6005, "gamma": 0.0365, "vega": 0.3448, "theta": -0.4252, "rho": 0.0618, "theo": 5.6421, "change": 3.69, "open": 4.32, "high": 7.22, "low": 3.41, "tick": "down", "last_trade_price": 5.53, "last_trade_time": "2026-11-11T16:06:08", "percent_change": 200.543, "prev_day_close": 5.58000016212463}, {"option": "SPY261116P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1182, "open_interest": 2627.0, "volume": 4346.0, "delta": -0.4015, "gamma": 0.0367, "vega": 0.3449, "theta": -0.4283, "rho": -0.0384, "theo": 3.0292, "change": -7.175, "open": 5.06, "high": 6.18, "low": 2.35, "tick": "up", "last_trade_price": 3.02, "last_trade_time": "2026-11-11T16:14:28", "percent_change": -70.3776, "prev_day_close": 3.13499999046326}, {"option": "SPY261116C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 862.0, "volume": 1862.0, "delta": 0.5648, "gamma": 0.0379, "vega": 0.351, "theta": -0.4264, "rho": 0.0581, "theo": 4.9884, "change": 3.49, "open": 3.93, "high": 6.5, "low": 2.89, "tick": "up", "last_trade_price": 5.05, "last_trade_time": "2026-11-11T16:13:46", "percent_change": 223.718, "prev_day_close": 4.92499995231628}, {"option": "SPY261116P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 638.0, "volume": 2449.0, "delta": -0.4376, "gamma": 0.0382, "vega": 0.3511, "theta": -0.4296, "rho": -0.0413, "theo": 3.3771, "change": -7.56, "open": 5.41, "high": 6.71, "low": 2.64, "tick": "up", "last_trade_price": 3.36, "last_trade_time": "2026-11-11T16:11:43", "percent_change": -69.2308, "prev_day_close": 3.49000000953674}, {"option": "SPY261116C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 1563.0, "volume": 3725.0, "delta": 0.5271, "gamma": 0.039, "vega": 0.3546, "theta": -0.4237, "rho": 0.0543, "theo": 4.3716, "change": 3.09, "open": 3.29, "high": 5.82, "low": 2.52, "tick": "up", "last_trade_price": 4.4, "last_trade_time": "2026-11-11T16:14:14", "percent_change": 235.878, "prev_day_close": 4.31500005722046}, {"option": "SPY261116P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 1327.0, "volume": 3010.0, "delta": -0.4756, "gamma": 0.0394, "vega": 0.3545, "theta": -0.4269, "rho": -0.0448, "theo": 3.7622, "change": -7.91, "open": 5.85, "high": 7.33, "low": 2.93, "tick": "no_change", "last_trade_price": 3.77, "last_trade_time": "2026-11-11T16:14:53", "percent_change": -67.7226, "prev_day_close": 3.87999999523163}, {"option": "SPY261116C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.112, "open_interest": 548.0, "volume": 1665.0, "delta": 0.488, "gamma": 0.0398, "vega": 0.3553, "theta": -0.4169, "rho": 0.0503, "theo": 3.7979, "change": 2.7, "open": 2.96, "high": 5.14, "low": 2.16, "tick": "no_change", "last_trade_price": 3.79, "last_trade_time": "2026-11-11T16:14:55", "percent_change": 247.706, "prev_day_close": 3.74500000476837}, {"option": "SPY261116P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 423.0, "volume": 1340.0, "delta": -0.5154, "gamma": 0.0403, "vega": 0.3547, "theta": -0.4201, "rho": -0.0479, "theo": 4.188, "change": -8.32, "open": 7.49, "high": 7.49, "low": 3.27, "tick": "no_change", "last_trade_price": 4.15, "last_trade_time": "2026-11-11T16:14:19", "percent_change": -66.7201, "prev_day_close": 4.30999994277954}, {"option": "SPY261116C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1101, "open_interest": 2649.0, "volume": 1824.0, "delta": 0.4472, "gamma": 0.0402, "vega": 0.3526, "theta": -0.4054, "rho": 0.0461, "theo": 3.2609, "change": 2.405, "open": 2.51, "high": 4.52, "low": 1.84, "tick": "up", "last_trade_price": 3.3, "last_trade_time": "2026-11-11T16:13:34", "percent_change": 268.715, "prev_day_close": 3.2150000333786}, {"option": "SPY261116P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1102, "open_interest": 296.0, "volume": 1403.0, "delta": -0.5567, "gamma": 0.0409, "vega": 0.3518, "theta": -0.4093, "rho": -0.0513, "theo": 4.6568, "change": -8.605, "open": 7.19, "high": 7.66, "low": 3.66, "tick": "down", "last_trade_price": 4.69, "last_trade_time": "2026-11-11T16:00:34", "percent_change": -64.7236, "prev_day_close": 4.79000020027161}, {"option": "SPY261116C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 1588.0, "volume": 1948.0, "delta": 0.4059, "gamma": 0.0402, "vega": 0.3462, "theta": -0.3898, "rho": 0.0418, "theo": 2.7733, "change": 2.02, "open": 2.19, "high": 3.94, "low": 1.58, "tick": "up", "last_trade_price": 2.75, "last_trade_time": "2026-11-11T16:12:44", "percent_change": 276.712, "prev_day_close": 2.73000001907349}, {"option": "SPY261116P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 20118.0, "volume": 20259.0, "delta": -0.5988, "gamma": 0.0409, "vega": 0.3448, "theta": -0.394, "rho": -0.0531, "theo": 5.1735, "change": -9.34, "open": 6.3, "high": 6.3, "low": 4.09, "tick": "down", "last_trade_price": 5.12, "last_trade_time": "2026-11-11T16:08:18", "percent_change": -64.592, "prev_day_close": 5.3050000667572}, {"option": "SPY261116C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1065, "open_interest": 1529.0, "volume": 897.0, "delta": 0.3644, "gamma": 0.0395, "vega": 0.3363, "theta": -0.37, "rho": 0.0375, "theo": 2.3342, "change": 1.765, "open": 1.94, "high": 3.38, "low": 1.33, "tick": "up", "last_trade_price": 2.36, "last_trade_time": "2026-11-11T16:14:06", "percent_change": 296.639, "prev_day_close": 2.28999996185303}, {"option": "SPY261116P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1064, "open_interest": 258.0, "volume": 301.0, "delta": -0.6416, "gamma": 0.0406, "vega": 0.3335, "theta": -0.3762, "rho": -0.0562, "theo": 5.7394, "change": -9.385, "open": 8.38, "high": 9.3, "low": 4.54, "tick": "up", "last_trade_price": 5.96, "last_trade_time": "2026-11-11T16:02:36", "percent_change": -61.16, "prev_day_close": 5.88000011444092}, {"option": "SPY261116C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.105, "open_interest": 1797.0, "volume": 2169.0, "delta": 0.3234, "gamma": 0.0384, "vega": 0.3226, "theta": -0.3467, "rho": 0.0333, "theo": 1.9451, "change": 1.485, "open": 1.57, "high": 2.93, "low": 1.02, "tick": "up", "last_trade_price": 1.96, "last_trade_time": "2026-11-11T16:14:49", "percent_change": 312.632, "prev_day_close": 1.89999997615814}, {"option": "SPY261116P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1044, "open_interest": 285.0, "volume": 146.0, "delta": -0.6838, "gamma": 0.0398, "vega": 0.3187, "theta": -0.3558, "rho": -0.0577, "theo": 6.3542, "change": -9.6, "open": 9.11, "high": 9.74, "low": 5.1, "tick": "down", "last_trade_price": 6.4, "last_trade_time": "2026-11-11T16:08:41", "percent_change": -60.0, "prev_day_close": 6.49000000953674}, {"option": "SPY261116C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 951.0, "volume": 962.0, "delta": 0.2842, "gamma": 0.0367, "vega": 0.306, "theta": -0.3207, "rho": 0.0293, "theo": 1.6076, "change": 1.265, "open": 1.4, "high": 2.43, "low": 0.85, "tick": "up", "last_trade_price": 1.64, "last_trade_time": "2026-11-11T16:13:42", "percent_change": 337.333, "prev_day_close": 1.56000000238419}, {"option": "SPY261116P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 116.0, "volume": 86.0, "delta": -0.725, "gamma": 0.0384, "vega": 0.3003, "theta": -0.3328, "rho": -0.0582, "theo": 7.0216, "change": -10.33, "open": 9.64, "high": 10.46, "low": 5.6, "tick": "down", "last_trade_price": 6.85, "last_trade_time": "2026-11-11T15:39:35", "percent_change": -60.1281, "prev_day_close": 7.14499998092651}, {"option": "SPY261116C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1021, "open_interest": 1168.0, "volume": 1665.0, "delta": 0.2465, "gamma": 0.0345, "vega": 0.2864, "theta": -0.2922, "rho": 0.0254, "theo": 1.3123, "change": 1.015, "open": 1.12, "high": 2.07, "low": 0.66, "tick": "down", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T16:14:36", "percent_change": 344.068, "prev_day_close": 1.25999999046326}, {"option": "SPY261116P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1011, "open_interest": 263.0, "volume": 41.0, "delta": -0.7651, "gamma": 0.0366, "vega": 0.2778, "theta": -0.3104, "rho": -0.059, "theo": 7.7382, "change": -10.38, "open": 9.6, "high": 9.64, "low": 6.25, "tick": "up", "last_trade_price": 7.74, "last_trade_time": "2026-11-11T15:31:47", "percent_change": -57.2848, "prev_day_close": 7.88000011444092}, {"option": "SPY261116C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1006, "open_interest": 2489.0, "volume": 1290.0, "delta": 0.2111, "gamma": 0.032, "vega": 0.2643, "theta": -0.2622, "rho": 0.0217, "theo": 1.0597, "change": 0.785, "open": 0.9, "high": 1.68, "low": 0.52, "tick": "down", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T16:12:44", "percent_change": 334.043, "prev_day_close": 1.00499999523163}, {"option": "SPY261116P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1007, "open_interest": 206.0, "volume": 11.0, "delta": -0.803, "gamma": 0.0344, "vega": 0.2524, "theta": -0.2858, "rho": -0.0564, "theo": 8.5, "change": -11.34, "open": 11.14, "high": 11.14, "low": 7.74, "tick": "no_change", "last_trade_price": 7.74, "last_trade_time": "2026-11-11T13:01:12", "percent_change": -59.434, "prev_day_close": 8.64499998092651}, {"option": "SPY261116C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1001, "open_interest": 1326.0, "volume": 1698.0, "delta": 0.1783, "gamma": 0.0291, "vega": 0.2406, "theta": -0.2316, "rho": 0.0183, "theo": 0.8455, "change": 0.665, "open": 0.77, "high": 1.4, "low": 0.44, "tick": "no_change", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 359.459, "prev_day_close": 0.78999999165535}, {"option": "SPY261116P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0991, "open_interest": 107.0, "volume": 8.0, "delta": -0.8386, "gamma": 0.032, "vega": 0.226, "theta": -0.2596, "rho": -0.0502, "theo": 9.3048, "change": -11.03, "open": 13.12, "high": 13.12, "low": 7.79, "tick": "up", "last_trade_price": 9.02, "last_trade_time": "2026-11-11T14:41:02", "percent_change": -55.0125, "prev_day_close": 9.43499994277954}, {"option": "SPY261116C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0991, "open_interest": 6922.0, "volume": 4417.0, "delta": 0.149, "gamma": 0.0261, "vega": 0.2163, "theta": -0.2014, "rho": 0.0153, "theo": 0.668, "change": 0.505, "open": 0.62, "high": 1.15, "low": 0.35, "tick": "down", "last_trade_price": 0.65, "last_trade_time": "2026-11-11T16:14:37", "percent_change": 348.276, "prev_day_close": 0.615000009536743}, {"option": "SPY261116P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0976, "open_interest": 53.0, "volume": 78.0, "delta": -0.8719, "gamma": 0.0297, "vega": 0.1943, "theta": -0.2305, "rho": -0.0518, "theo": 10.1432, "change": -9.89, "open": 14.2, "high": 14.2, "low": 8.55, "tick": "up", "last_trade_price": 10.93, "last_trade_time": "2026-11-11T15:59:57", "percent_change": -47.5024, "prev_day_close": 10.2749996185303}, {"option": "SPY261116C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0984, "open_interest": 1313.0, "volume": 971.0, "delta": 0.1227, "gamma": 0.0231, "vega": 0.1914, "theta": -0.172, "rho": 0.0126, "theo": 0.5201, "change": 0.385, "open": 0.54, "high": 0.93, "low": 0.27, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T16:07:47", "percent_change": 334.783, "prev_day_close": 0.469999998807907}, {"option": "SPY261116P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 10.0, "volume": 26.0, "delta": -0.9026, "gamma": 0.027, "vega": 0.1632, "theta": -0.1984, "rho": -0.0424, "theo": 11.0208, "change": -10.135, "open": 10.56, "high": 11.89, "low": 10.1, "tick": "up", "last_trade_price": 11.66, "last_trade_time": "2026-11-11T15:58:22", "percent_change": -46.5015, "prev_day_close": 11.1700000762939}, {"option": "SPY261116C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0979, "open_interest": 1674.0, "volume": 1553.0, "delta": 0.0997, "gamma": 0.02, "vega": 0.1672, "theta": -0.1446, "rho": 0.0102, "theo": 0.4004, "change": 0.325, "open": 0.52, "high": 0.75, "low": 0.24, "tick": "up", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T16:13:36", "percent_change": 382.353, "prev_day_close": 0.365000009536743}, {"option": "SPY261116P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 4.0, "volume": 11.0, "delta": -0.9297, "gamma": 0.0239, "vega": 0.132, "theta": -0.1669, "rho": -0.0289, "theo": 11.9288, "change": -11.165, "open": 14.03, "high": 14.03, "low": 9.97, "tick": "up", "last_trade_price": 11.64, "last_trade_time": "2026-11-11T14:08:54", "percent_change": -48.9586, "prev_day_close": 12.1999998092651}, {"option": "SPY261116C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0971, "open_interest": 939.0, "volume": 555.0, "delta": 0.0798, "gamma": 0.0171, "vega": 0.1437, "theta": -0.1193, "rho": 0.0081, "theo": 0.304, "change": 0.235, "open": 0.39, "high": 0.58, "low": 0.19, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:14:38", "percent_change": 313.333, "prev_day_close": 0.275000005960464}, {"option": "SPY261116P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0967, "open_interest": 8.0, "volume": 12.0, "delta": -0.9531, "gamma": 0.0198, "vega": 0.0988, "theta": -0.1379, "rho": -0.0296, "theo": 12.8685, "change": -11.28, "open": 11.05, "high": 12.58, "low": 10.99, "tick": "down", "last_trade_price": 12.48, "last_trade_time": "2026-11-11T14:39:08", "percent_change": -47.4747, "prev_day_close": 13.3449997901916}, {"option": "SPY261116C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.097, "open_interest": 1291.0, "volume": 2097.0, "delta": 0.0637, "gamma": 0.0144, "vega": 0.1228, "theta": -0.098, "rho": 0.0065, "theo": 0.2319, "change": 0.185, "open": 0.31, "high": 0.46, "low": 0.15, "tick": "up", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T16:12:22", "percent_change": 336.364, "prev_day_close": 0.204999998211861}, {"option": "SPY261116P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0941, "open_interest": 0.0, "volume": 0.0, "delta": -0.9709, "gamma": 0.0149, "vega": 0.0697, "theta": -0.1168, "rho": -0.0159, "theo": 13.8325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 37.65, "last_trade_time": "2026-11-05T15:34:13", "percent_change": 0.0, "prev_day_close": 13.8449997901916}, {"option": "SPY261116C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.097, "open_interest": 3691.0, "volume": 4613.0, "delta": 0.0507, "gamma": 0.012, "vega": 0.1042, "theta": -0.0801, "rho": 0.0052, "theo": 0.1769, "change": 0.135, "open": 0.26, "high": 0.36, "low": 0.12, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T16:14:45", "percent_change": 300.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261116P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 10.0, "volume": 19.0, "delta": -0.9838, "gamma": 0.0103, "vega": 0.0439, "theta": -0.1021, "rho": -0.006, "theo": 14.8108, "change": -10.05, "open": 17.12, "high": 17.12, "low": 12.75, "tick": "up", "last_trade_price": 15.7, "last_trade_time": "2026-11-11T15:54:51", "percent_change": -39.0291, "prev_day_close": 15.0150003433228}, {"option": "SPY261116C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0968, "open_interest": 626.0, "volume": 645.0, "delta": 0.0402, "gamma": 0.01, "vega": 0.0879, "theta": -0.0652, "rho": 0.0041, "theo": 0.1353, "change": 0.085, "open": 0.2, "high": 0.29, "low": 0.1, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T16:13:02", "percent_change": 188.889, "prev_day_close": 0.114999998360872}, {"option": "SPY261116P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 0.0, "volume": 0.0, "delta": -0.9914, "gamma": 0.0062, "vega": 0.028, "theta": -0.0948, "rho": -0.0061, "theo": 15.8019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.77, "last_trade_time": "2026-11-05T10:20:26", "percent_change": 0.0, "prev_day_close": 16.0400004386902}, {"option": "SPY261116C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0976, "open_interest": 904.0, "volume": 659.0, "delta": 0.0318, "gamma": 0.0082, "vega": 0.0737, "theta": -0.053, "rho": 0.0032, "theo": 0.1039, "change": 0.055, "open": 0.17, "high": 0.22, "low": 0.08, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:12:32", "percent_change": 157.143, "prev_day_close": 0.0850000008940697}, {"option": "SPY261116P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 0.0, "volume": 0.0, "delta": -0.9958, "gamma": 0.0035, "vega": 0.0145, "theta": -0.0911, "rho": -0.0014, "theo": 16.7975, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.71, "last_trade_time": "2026-11-05T10:20:26", "percent_change": 0.0, "prev_day_close": 17.0350003242493}, {"option": "SPY261116C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.097, "open_interest": 1206.0, "volume": 408.0, "delta": 0.0256, "gamma": 0.0068, "vega": 0.0624, "theta": -0.0436, "rho": 0.0026, "theo": 0.0816, "change": 0.035, "open": 0.15, "high": 0.18, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:07:34", "percent_change": 100.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261116P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 0.0, "volume": 0.0, "delta": -0.9982, "gamma": 0.0017, "vega": 0.0087, "theta": -0.0896, "rho": -0.0014, "theo": 17.7958, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.92, "last_trade_time": "2026-11-05T10:52:25", "percent_change": 0.0, "prev_day_close": 18.0700006484985}, {"option": "SPY261116C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0994, "open_interest": 513.0, "volume": 188.0, "delta": 0.0208, "gamma": 0.0056, "vega": 0.0531, "theta": -0.0364, "rho": 0.0021, "theo": 0.0651, "change": 0.035, "open": 0.11, "high": 0.14, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:12:37", "percent_change": 140.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261116P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1249, "open_interest": 0.0, "volume": 0.0, "delta": -0.9992, "gamma": 0.0008, "vega": 0.0036, "theta": -0.089, "rho": -0.0002, "theo": 18.7952, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.0100002288818}, {"option": "SPY261116C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1014, "open_interest": 4553.0, "volume": 1973.0, "delta": 0.0171, "gamma": 0.0047, "vega": 0.0456, "theta": -0.0307, "rho": 0.0017, "theo": 0.053, "change": 0.025, "open": 0.11, "high": 0.11, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:14:55", "percent_change": 100.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261116P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 1.0, "volume": 1809.0, "delta": -0.9996, "gamma": 0.0004, "vega": 0.0022, "theta": -0.0888, "rho": -0.0002, "theo": 19.7951, "change": -10.935, "open": 19.1, "high": 19.71, "low": 18.4, "tick": "up", "last_trade_price": 19.71, "last_trade_time": "2026-11-11T15:10:59", "percent_change": -35.6828, "prev_day_close": 20.0650005340576}, {"option": "SPY261116C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1025, "open_interest": 738.0, "volume": 364.0, "delta": 0.0143, "gamma": 0.004, "vega": 0.0395, "theta": -0.0261, "rho": 0.0014, "theo": 0.0438, "change": 0.015, "open": 0.07, "high": 0.1, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 60.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261116P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0001, "vega": 0.0012, "theta": -0.0888, "rho": 0.0, "theo": 20.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.0349998474121}, {"option": "SPY261116C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 1314.0, "volume": 131.0, "delta": 0.0122, "gamma": 0.0034, "vega": 0.0345, "theta": -0.0228, "rho": 0.0012, "theo": 0.0371, "change": 0.015, "open": 0.08, "high": 0.08, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261116P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1467, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0001, "vega": 0.0003, "theta": -0.0888, "rho": 0.0, "theo": 21.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.0349998474121}, {"option": "SPY261116C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1075, "open_interest": 687.0, "volume": 236.0, "delta": 0.0105, "gamma": 0.0029, "vega": 0.0306, "theta": -0.0201, "rho": 0.001, "theo": 0.0321, "change": 0.005, "open": 0.06, "high": 0.07, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:09:01", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1511, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0002, "theta": -0.0888, "rho": 0.0, "theo": 22.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.5, "last_trade_time": "2026-11-04T14:48:28", "percent_change": 0.0, "prev_day_close": 23.0349998474121}, {"option": "SPY261116C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.107, "open_interest": 326.0, "volume": 138.0, "delta": 0.0092, "gamma": 0.0025, "vega": 0.0274, "theta": -0.0181, "rho": 0.0009, "theo": 0.0283, "change": 0.015, "open": 0.06, "high": 0.06, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0001, "theta": -0.0888, "rho": 0.0, "theo": 23.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.9900007247925}, {"option": "SPY261116C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.111, "open_interest": 2972.0, "volume": 222.0, "delta": 0.0082, "gamma": 0.0022, "vega": 0.0248, "theta": -0.0166, "rho": 0.0008, "theo": 0.0255, "change": 0.015, "open": 0.04, "high": 0.05, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0001, "theta": -0.0888, "rho": 0.0, "theo": 24.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 25.29, "last_trade_time": "2026-11-02T09:43:51", "percent_change": 0.0, "prev_day_close": 24.8700008392334}, {"option": "SPY261116C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 1475.0, "volume": 78.0, "delta": 0.0074, "gamma": 0.002, "vega": 0.0227, "theta": -0.0154, "rho": 0.0007, "theo": 0.0233, "change": 0.005, "open": 0.05, "high": 0.05, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:05:53", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 25.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.9950008392334}, {"option": "SPY261116C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 3552.0, "volume": 825.0, "delta": 0.0067, "gamma": 0.0018, "vega": 0.0209, "theta": -0.0144, "rho": 0.0007, "theo": 0.0215, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:01:05", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261116P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 26.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.9700002670288}, {"option": "SPY261116C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 4583.0, "volume": 1535.0, "delta": 0.0063, "gamma": 0.0016, "vega": 0.0195, "theta": -0.0137, "rho": 0.0006, "theo": 0.0203, "change": -0.005, "open": 0.04, "high": 0.05, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:03:21", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 27.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.0}, {"option": "SPY261116C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 621.0, "volume": 448.0, "delta": 0.0058, "gamma": 0.0015, "vega": 0.0183, "theta": -0.0131, "rho": 0.0006, "theo": 0.0193, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:57:56", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 28.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.9700002670288}, {"option": "SPY261116C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1235, "open_interest": 1165.0, "volume": 890.0, "delta": 0.0055, "gamma": 0.0014, "vega": 0.0173, "theta": -0.0127, "rho": 0.0006, "theo": 0.0185, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 29.795, "change": -11.59, "open": 29.34, "high": 29.34, "low": 29.34, "tick": "up", "last_trade_price": 29.34, "last_trade_time": "2026-11-11T14:45:06", "percent_change": -28.3166, "prev_day_close": 29.9700002670288}, {"option": "SPY261116C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 1019.0, "volume": 1163.0, "delta": 0.0052, "gamma": 0.0013, "vega": 0.0164, "theta": -0.0123, "rho": 0.0005, "theo": 0.0178, "change": 0.005, "open": 0.06, "high": 0.06, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:01:06", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 30.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.8649997711182}, {"option": "SPY261116C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 225.0, "volume": 261.0, "delta": 0.0049, "gamma": 0.0012, "vega": 0.0157, "theta": -0.012, "rho": 0.0005, "theo": 0.0173, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:37:05", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 31.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 54.77, "last_trade_time": "2026-11-06T12:36:47", "percent_change": 0.0, "prev_day_close": 31.9700002670288}, {"option": "SPY261116C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1345, "open_interest": 281.0, "volume": 501.0, "delta": 0.0047, "gamma": 0.0011, "vega": 0.015, "theta": -0.0118, "rho": 0.0005, "theo": 0.0168, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:49:03", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 32.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.9799995422363}, {"option": "SPY261116C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 3489.0, "volume": 1415.0, "delta": 0.0045, "gamma": 0.001, "vega": 0.0144, "theta": -0.0115, "rho": 0.0004, "theo": 0.0164, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:48:41", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 33.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.9549999237061}, {"option": "SPY261116C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 2812.0, "volume": 276.0, "delta": 0.0043, "gamma": 0.001, "vega": 0.0138, "theta": -0.0113, "rho": 0.0004, "theo": 0.016, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:00:25", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 34.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.9899997711182}, {"option": "SPY261116C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1453, "open_interest": 1068.0, "volume": 1.0, "delta": 0.0042, "gamma": 0.0009, "vega": 0.0133, "theta": -0.0111, "rho": 0.0004, "theo": 0.0157, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:00:19", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 35.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.9850006103516}, {"option": "SPY261116C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 527.0, "volume": 56.0, "delta": 0.004, "gamma": 0.0009, "vega": 0.0127, "theta": -0.0109, "rho": 0.0004, "theo": 0.0153, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:00:29", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 36.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.0}, {"option": "SPY261116C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 98.0, "volume": 5.0, "delta": 0.0038, "gamma": 0.0008, "vega": 0.0123, "theta": -0.0108, "rho": 0.0004, "theo": 0.015, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 37.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.43, "last_trade_time": "2026-11-10T12:50:15", "percent_change": 0.0, "prev_day_close": 37.9899997711182}, {"option": "SPY261116C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 240.0, "volume": 1008.0, "delta": 0.0037, "gamma": 0.0008, "vega": 0.0119, "theta": -0.0106, "rho": 0.0004, "theo": 0.0148, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 38.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9600009918213}, {"option": "SPY261116C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 1132.0, "volume": 901.0, "delta": 0.0036, "gamma": 0.0008, "vega": 0.0115, "theta": -0.0105, "rho": 0.0004, "theo": 0.0146, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:36:24", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 39.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.9850006103516}, {"option": "SPY261116C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1633, "open_interest": 1072.0, "volume": 904.0, "delta": 0.0035, "gamma": 0.0007, "vega": 0.0112, "theta": -0.0104, "rho": 0.0004, "theo": 0.0144, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:15:37", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 40.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.9899997711182}, {"option": "SPY261116C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 194.0, "volume": 800.0, "delta": 0.0034, "gamma": 0.0007, "vega": 0.0108, "theta": -0.0103, "rho": 0.0003, "theo": 0.0142, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:56:54", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 41.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.9899997711182}, {"option": "SPY261116C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 177.0, "volume": 796.0, "delta": 0.0033, "gamma": 0.0006, "vega": 0.0105, "theta": -0.0102, "rho": 0.0003, "theo": 0.014, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:19:56", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 42.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.9949989318848}, {"option": "SPY261116C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1739, "open_interest": 102.0, "volume": 200.0, "delta": 0.0032, "gamma": 0.0006, "vega": 0.0102, "theta": -0.0101, "rho": 0.0003, "theo": 0.0138, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:20:24", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 43.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.69, "last_trade_time": "2026-11-06T12:36:50", "percent_change": 0.0, "prev_day_close": 43.9600009918213}, {"option": "SPY261116C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 299.0, "volume": 904.0, "delta": 0.0031, "gamma": 0.0006, "vega": 0.0099, "theta": -0.01, "rho": 0.0003, "theo": 0.0136, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 44.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261116C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1947, "open_interest": 255.0, "volume": 682.0, "delta": 0.0027, "gamma": 0.0005, "vega": 0.0087, "theta": -0.0095, "rho": 0.0003, "theo": 0.0128, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:02:12", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.17, "last_trade_time": "2026-11-10T12:49:45", "percent_change": 0.0, "prev_day_close": 49.9949989318848}, {"option": "SPY261116C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 500.0, "volume": 127.0, "delta": 0.0024, "gamma": 0.0004, "vega": 0.0077, "theta": -0.0091, "rho": 0.0002, "theo": 0.0121, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:05:33", "percent_change": 100.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9949989318848}, {"option": "SPY261116C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2076, "open_interest": 605.0, "volume": 608.0, "delta": 0.0021, "gamma": 0.0003, "vega": 0.0068, "theta": -0.0087, "rho": 0.0002, "theo": 0.0115, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:49:37", "percent_change": 100.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261116P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9949989318848}, {"option": "SPY261116C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2231, "open_interest": 302.0, "volume": 4.0, "delta": 0.0019, "gamma": 0.0003, "vega": 0.0062, "theta": -0.0083, "rho": 0.0002, "theo": 0.0108, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:07:04", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.9849987030029}, {"option": "SPY261116C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2382, "open_interest": 446.0, "volume": 5.0, "delta": 0.0017, "gamma": 0.0002, "vega": 0.0055, "theta": -0.0079, "rho": 0.0002, "theo": 0.0102, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:01:16", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9650001525879}, {"option": "SPY261116C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2533, "open_interest": 54.0, "volume": 10.0, "delta": 0.0015, "gamma": 0.0002, "vega": 0.005, "theta": -0.0075, "rho": 0.0001, "theo": 0.0096, "change": 0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T09:45:19", "percent_change": 300.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.995002746582}, {"option": "SPY261116C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2681, "open_interest": 233.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0002, "vega": 0.0045, "theta": -0.0072, "rho": 0.0001, "theo": 0.0091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:52:56", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9750022888184}, {"option": "SPY261116C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2828, "open_interest": 1469.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0002, "vega": 0.0041, "theta": -0.0068, "rho": 0.0001, "theo": 0.0086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T11:04:48", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.995002746582}, {"option": "SPY261116C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2973, "open_interest": 142.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0038, "theta": -0.0064, "rho": 0.0001, "theo": 0.0081, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T12:05:54", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.86, "last_trade_time": "2026-11-05T13:25:42", "percent_change": 0.0, "prev_day_close": 89.939998626709}, {"option": "SPY261116C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3117, "open_interest": 201.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0034, "theta": -0.0061, "rho": 0.0001, "theo": 0.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T12:06:05", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9749984741211}, {"option": "SPY261116C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.326, "open_interest": 311.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0031, "theta": -0.0058, "rho": 0.0001, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:33:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.995002746582}, {"option": "SPY261116C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3401, "open_interest": 142.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0029, "theta": -0.0055, "rho": 0.0001, "theo": 0.0067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T09:36:27", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.995002746582}, {"option": "SPY261116C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3542, "open_interest": 102.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.0026, "theta": -0.0052, "rho": 0.0001, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T12:22:46", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.995002746582}, {"option": "SPY261116C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3681, "open_interest": 84.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.0024, "theta": -0.0049, "rho": 0.0001, "theo": 0.006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T15:43:03", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.96000289917}, {"option": "SPY261116C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3819, "open_interest": 0.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.0022, "theta": -0.0046, "rho": 0.0001, "theo": 0.0056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.84, "last_trade_time": "2026-11-05T13:25:43", "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261116C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3955, "open_interest": 255.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0001, "vega": 0.0021, "theta": -0.0044, "rho": 0.0001, "theo": 0.0052, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T13:02:18", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.995002746582}, {"option": "SPY261116C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.409, "open_interest": 0.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0019, "theta": -0.0041, "rho": 0.0, "theo": 0.0049, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 153.84, "last_trade_time": "2026-11-05T13:25:44", "percent_change": 0.0, "prev_day_close": 129.955001831055}, {"option": "SPY261116C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4224, "open_interest": 0.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0018, "theta": -0.0039, "rho": 0.0, "theo": 0.0046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 158.84, "last_trade_time": "2026-11-05T13:25:44", "percent_change": 0.0, "prev_day_close": 134.994995117188}, {"option": "SPY261116C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4358, "open_interest": 0.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0016, "theta": -0.0037, "rho": 0.0, "theo": 0.0043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261116C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4494, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0015, "theta": -0.0035, "rho": 0.0, "theo": 0.0041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.964996337891}, {"option": "SPY261116C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4625, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0014, "theta": -0.0033, "rho": 0.0, "theo": 0.0038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 173.84, "last_trade_time": "2026-11-05T13:25:45", "percent_change": 0.0, "prev_day_close": 149.949996948242}, {"option": "SPY261116C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4755, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0013, "theta": -0.0031, "rho": 0.0, "theo": 0.0036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 155.0}, {"option": "SPY261116C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4884, "open_interest": 0.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0012, "theta": -0.0029, "rho": 0.0, "theo": 0.0033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 183.89, "last_trade_time": "2026-11-05T13:25:45", "percent_change": 0.0, "prev_day_close": 159.994995117188}, {"option": "SPY261116C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5012, "open_interest": 0.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0011, "theta": -0.0027, "rho": 0.0, "theo": 0.0031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.98999786377}, {"option": "SPY261116C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5139, "open_interest": 0.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.001, "theta": -0.0025, "rho": 0.0, "theo": 0.0029, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 193.9, "last_trade_time": "2026-11-05T13:25:45", "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261116C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5266, "open_interest": 0.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0009, "theta": -0.0024, "rho": 0.0, "theo": 0.0027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.98999786377}, {"option": "SPY261116C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5391, "open_interest": 0.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0009, "theta": -0.0022, "rho": 0.0, "theo": 0.0026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 174.9, "last_trade_time": "2026-11-04T11:21:22", "percent_change": 0.0, "prev_day_close": 179.949996948242}, {"option": "SPY261116C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5515, "open_interest": 0.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.0021, "rho": 0.0, "theo": 0.0024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 184.795, "change": -10.975, "open": 184.95, "high": 184.95, "low": 184.95, "tick": "down", "last_trade_price": 184.95, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -5.60163, "prev_day_close": 184.994995117188}, {"option": "SPY261116C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5639, "open_interest": 0.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0007, "theta": -0.002, "rho": 0.0, "theo": 0.0022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261116P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0888, "rho": 0.0, "theo": 189.795, "change": -10.82, "open": 189.93, "high": 189.93, "low": 189.93, "tick": "down", "last_trade_price": 189.93, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -5.38979, "prev_day_close": 190.0}, {"option": "SPY261117C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6168, "open_interest": 1.0, "volume": 2.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0028, "theta": 0.0, "rho": 0.0984, "theo": 160.608, "change": 7.28, "open": 157.0, "high": 157.04, "low": 157.0, "tick": "up", "last_trade_price": 157.04, "last_trade_time": "2026-11-11T10:02:48", "percent_change": 4.86111, "prev_day_close": 160.444999694824}, {"option": "SPY261117P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6044, "open_interest": 619.0, "volume": 3612.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0028, "theta": -0.0089, "rho": -0.0001, "theo": 0.0122, "change": -0.045, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:40:25", "percent_change": -81.8182, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6518, "open_interest": 1.0, "volume": 2.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0031, "theta": 0.0, "rho": 0.0992, "theo": 155.6129, "change": 7.065, "open": 151.51, "high": 151.84, "low": 151.51, "tick": "up", "last_trade_price": 151.84, "last_trade_time": "2026-11-11T10:08:26", "percent_change": 4.87999, "prev_day_close": 155.404998779297}, {"option": "SPY261117P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5848, "open_interest": 215.0, "volume": 5600.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0031, "theta": -0.0097, "rho": -0.0001, "theo": 0.0134, "change": -0.045, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:20:15", "percent_change": -69.2308, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.594, "open_interest": 0.0, "volume": 2.0, "delta": 0.9989, "gamma": 0.0001, "vega": 0.0035, "theta": 0.0, "rho": 0.1, "theo": 150.618, "change": 6.95, "open": 146.76, "high": 146.76, "low": 146.73, "tick": "down", "last_trade_price": 146.73, "last_trade_time": "2026-11-11T10:08:35", "percent_change": 4.9721, "prev_day_close": 150.425003051758}, {"option": "SPY261117P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5653, "open_interest": 296.0, "volume": 3425.0, "delta": -0.001, "gamma": 0.0001, "vega": 0.0035, "theta": -0.0106, "rho": -0.0001, "theo": 0.0148, "change": -0.06, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:54:20", "percent_change": -85.7143, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6229, "open_interest": 1.0, "volume": 3.0, "delta": 0.9988, "gamma": 0.0001, "vega": 0.0039, "theta": 0.0, "rho": 0.1008, "theo": 145.6233, "change": 11.23, "open": 141.88, "high": 146.03, "low": 141.75, "tick": "up", "last_trade_price": 146.03, "last_trade_time": "2026-11-11T14:57:31", "percent_change": 8.33086, "prev_day_close": 145.449996948242}, {"option": "SPY261117P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5459, "open_interest": 232.0, "volume": 3001.0, "delta": -0.0012, "gamma": 0.0001, "vega": 0.0039, "theta": -0.0116, "rho": -0.0001, "theo": 0.0164, "change": -0.055, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:44:48", "percent_change": -73.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5491, "open_interest": 1.0, "volume": 2.0, "delta": 0.9986, "gamma": 0.0001, "vega": 0.0043, "theta": 0.0, "rho": 0.1016, "theo": 140.6287, "change": 11.21, "open": 141.6, "high": 141.6, "low": 141.02, "tick": "down", "last_trade_price": 141.02, "last_trade_time": "2026-11-11T14:57:31", "percent_change": 8.6357, "prev_day_close": 140.415000915527}, {"option": "SPY261117P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5395, "open_interest": 227.0, "volume": 2733.0, "delta": -0.0013, "gamma": 0.0001, "vega": 0.0043, "theta": -0.0127, "rho": -0.0002, "theo": 0.0181, "change": -0.06, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:17:32", "percent_change": -75.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY261117C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5317, "open_interest": 0.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0001, "vega": 0.0048, "theta": 0.0, "rho": 0.1024, "theo": 135.6343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.449996948242}, {"option": "SPY261117P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5304, "open_interest": 302.0, "volume": 1800.0, "delta": -0.0015, "gamma": 0.0001, "vega": 0.0048, "theta": -0.0139, "rho": -0.0002, "theo": 0.0201, "change": -0.065, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:19:27", "percent_change": -76.4706, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0001, "vega": 0.0054, "theta": 0.0, "rho": 0.1032, "theo": 130.6401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.410003662109}, {"option": "SPY261117P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5106, "open_interest": 216.0, "volume": 1801.0, "delta": -0.0017, "gamma": 0.0001, "vega": 0.0054, "theta": -0.0152, "rho": -0.0002, "theo": 0.0222, "change": -0.065, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:53:42", "percent_change": -68.4211, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.528, "open_interest": 0.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0001, "vega": 0.006, "theta": -0.0005, "rho": 0.104, "theo": 125.6462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.475002288818}, {"option": "SPY261117P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4909, "open_interest": 294.0, "volume": 2298.0, "delta": -0.0019, "gamma": 0.0001, "vega": 0.006, "theta": -0.0166, "rho": -0.0002, "theo": 0.0246, "change": -0.075, "open": 0.04, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:26:52", "percent_change": -71.4286, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4859, "open_interest": 0.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0001, "vega": 0.0068, "theta": -0.0027, "rho": 0.1048, "theo": 120.6526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 120.490001678467}, {"option": "SPY261117P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4713, "open_interest": 262.0, "volume": 1000.0, "delta": -0.0021, "gamma": 0.0001, "vega": 0.0068, "theta": -0.0182, "rho": -0.0002, "theo": 0.0273, "change": -0.085, "open": 0.04, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:18:25", "percent_change": -80.9524, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4676, "open_interest": 0.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0002, "vega": 0.0076, "theta": -0.0051, "rho": 0.1056, "theo": 115.6592, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 115.485000610352}, {"option": "SPY261117P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4596, "open_interest": 3.0, "volume": 1.0, "delta": -0.0024, "gamma": 0.0002, "vega": 0.0076, "theta": -0.0199, "rho": -0.0003, "theo": 0.0302, "change": -0.075, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T14:58:22", "percent_change": -65.2174, "prev_day_close": 0.034999999217689}, {"option": "SPY261117C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.443, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0002, "vega": 0.0085, "theta": -0.0076, "rho": 0.1064, "theo": 110.6661, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 110.514999389648}, {"option": "SPY261117P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4465, "open_interest": 210.0, "volume": 825.0, "delta": -0.0027, "gamma": 0.0002, "vega": 0.0085, "theta": -0.0217, "rho": -0.0003, "theo": 0.0335, "change": -0.075, "open": 0.04, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T09:38:02", "percent_change": -60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261117C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4109, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0002, "vega": 0.0095, "theta": -0.0102, "rho": 0.1071, "theo": 105.6734, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 105.435001373291}, {"option": "SPY261117P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4266, "open_interest": 1.0, "volume": 0.0, "delta": -0.0031, "gamma": 0.0002, "vega": 0.0095, "theta": -0.0237, "rho": -0.0004, "theo": 0.0371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-10T09:54:34", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY261117C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4172, "open_interest": 1.0, "volume": 1.0, "delta": 0.9964, "gamma": 0.0003, "vega": 0.0107, "theta": -0.013, "rho": 0.1079, "theo": 100.6811, "change": 12.085, "open": 101.97, "high": 101.97, "low": 101.97, "tick": "up", "last_trade_price": 101.97, "last_trade_time": "2026-11-11T13:20:15", "percent_change": 13.445, "prev_day_close": 100.514999389648}, {"option": "SPY261117P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4173, "open_interest": 60.0, "volume": 12.0, "delta": -0.0035, "gamma": 0.0003, "vega": 0.0107, "theta": -0.0259, "rho": -0.0004, "theo": 0.0411, "change": -0.09, "open": 0.07, "high": 0.07, "low": 0.04, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T14:15:41", "percent_change": -64.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261117C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4026, "open_interest": 0.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0003, "vega": 0.012, "theta": -0.0161, "rho": 0.1087, "theo": 95.6893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 95.5200004577637}, {"option": "SPY261117P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3972, "open_interest": 94.0, "volume": 0.0, "delta": -0.004, "gamma": 0.0003, "vega": 0.012, "theta": -0.0283, "rho": -0.0005, "theo": 0.0456, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-10T15:57:49", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261117C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3872, "open_interest": 7.0, "volume": 6.0, "delta": 0.9954, "gamma": 0.0004, "vega": 0.0136, "theta": -0.0193, "rho": 0.1094, "theo": 90.698, "change": 11.37, "open": 87.55, "high": 91.99, "low": 87.55, "tick": "up", "last_trade_price": 91.05, "last_trade_time": "2026-11-11T12:28:29", "percent_change": 14.2696, "prev_day_close": 90.504997253418}, {"option": "SPY261117P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3814, "open_interest": 17.0, "volume": 11.0, "delta": -0.0045, "gamma": 0.0004, "vega": 0.0136, "theta": -0.0309, "rho": -0.0006, "theo": 0.0506, "change": -0.11, "open": 0.07, "high": 0.07, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T14:02:59", "percent_change": -68.75, "prev_day_close": 0.0549999997019768}, {"option": "SPY261117C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3677, "open_interest": 0.0, "volume": 0.0, "delta": 0.9948, "gamma": 0.0004, "vega": 0.0153, "theta": -0.0228, "rho": 0.1102, "theo": 85.7073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 85.5050010681152}, {"option": "SPY261117P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.365, "open_interest": 74.0, "volume": 5.0, "delta": -0.0052, "gamma": 0.0004, "vega": 0.0153, "theta": -0.0337, "rho": -0.0006, "theo": 0.0562, "change": -0.09, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T11:04:09", "percent_change": -52.9412, "prev_day_close": 0.0649999994784594}, {"option": "SPY261117C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3513, "open_interest": 0.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0005, "vega": 0.0174, "theta": -0.0265, "rho": 0.1109, "theo": 80.7173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.4850006103516}, {"option": "SPY261117P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3513, "open_interest": 124.0, "volume": 86.0, "delta": -0.006, "gamma": 0.0005, "vega": 0.0174, "theta": -0.0368, "rho": -0.0007, "theo": 0.0625, "change": -0.115, "open": 0.08, "high": 0.08, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T14:23:38", "percent_change": -62.1622, "prev_day_close": 0.0649999994784594}, {"option": "SPY261117C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.337, "open_interest": 0.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0006, "vega": 0.0197, "theta": -0.0306, "rho": 0.1116, "theo": 75.7282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 75.5550003051758}, {"option": "SPY261117P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3335, "open_interest": 1171.0, "volume": 155.0, "delta": -0.0068, "gamma": 0.0006, "vega": 0.0197, "theta": -0.0403, "rho": -0.0008, "theo": 0.0697, "change": -0.125, "open": 0.09, "high": 0.1, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T12:28:57", "percent_change": -60.9756, "prev_day_close": 0.0749999992549419}, {"option": "SPY261117C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3168, "open_interest": 2.0, "volume": 8.0, "delta": 0.992, "gamma": 0.0007, "vega": 0.0224, "theta": -0.035, "rho": 0.1123, "theo": 70.7401, "change": 11.255, "open": 66.59, "high": 71.23, "low": 66.59, "tick": "up", "last_trade_price": 71.22, "last_trade_time": "2026-11-11T12:28:01", "percent_change": 18.7693, "prev_day_close": 70.564998626709}, {"option": "SPY261117P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3155, "open_interest": 741.0, "volume": 293.0, "delta": -0.0079, "gamma": 0.0007, "vega": 0.0224, "theta": -0.044, "rho": -0.001, "theo": 0.0779, "change": -0.155, "open": 0.1, "high": 0.11, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:15:44", "percent_change": -68.8889, "prev_day_close": 0.0850000008940697}, {"option": "SPY261117C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.301, "open_interest": 0.0, "volume": 2.0, "delta": 0.9907, "gamma": 0.0008, "vega": 0.0257, "theta": -0.0399, "rho": 0.113, "theo": 65.7533, "change": 7.245, "open": 61.99, "high": 61.99, "low": 61.99, "tick": "no_change", "last_trade_price": 61.99, "last_trade_time": "2026-11-11T10:08:11", "percent_change": 13.2341, "prev_day_close": 65.5200004577637}, {"option": "SPY261117P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2993, "open_interest": 355.0, "volume": 61.0, "delta": -0.0092, "gamma": 0.0008, "vega": 0.0257, "theta": -0.0483, "rho": -0.0011, "theo": 0.0875, "change": -0.17, "open": 0.12, "high": 0.12, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T14:05:54", "percent_change": -68.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261117C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.286, "open_interest": 6.0, "volume": 4.0, "delta": 0.9891, "gamma": 0.001, "vega": 0.0296, "theta": -0.0454, "rho": 0.1136, "theo": 60.7685, "change": 11.13, "open": 61.26, "high": 61.26, "low": 61.19, "tick": "up", "last_trade_price": 61.2, "last_trade_time": "2026-11-11T12:27:49", "percent_change": 22.2289, "prev_day_close": 60.6399993896484}, {"option": "SPY261117P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2841, "open_interest": 816.0, "volume": 338.0, "delta": -0.0108, "gamma": 0.001, "vega": 0.0296, "theta": -0.0532, "rho": -0.0013, "theo": 0.0989, "change": -0.2, "open": 0.15, "high": 0.16, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:07:34", "percent_change": -68.9655, "prev_day_close": 0.105000000447035}, {"option": "SPY261117C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2814, "open_interest": 0.0, "volume": 0.0, "delta": 0.9887, "gamma": 0.0011, "vega": 0.0305, "theta": -0.0466, "rho": 0.1137, "theo": 59.7718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.6450004577637}, {"option": "SPY261117P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2816, "open_interest": 259.0, "volume": 5.0, "delta": -0.0112, "gamma": 0.0011, "vega": 0.0305, "theta": -0.0543, "rho": -0.0014, "theo": 0.1015, "change": -0.2, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T13:55:31", "percent_change": -66.6667, "prev_day_close": 0.114999998360872}, {"option": "SPY261117C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2802, "open_interest": 1.0, "volume": 2.0, "delta": 0.9883, "gamma": 0.0011, "vega": 0.0314, "theta": -0.0478, "rho": 0.1138, "theo": 58.7752, "change": 6.575, "open": 54.14, "high": 54.59, "low": 54.14, "tick": "up", "last_trade_price": 54.59, "last_trade_time": "2026-11-11T10:25:12", "percent_change": 13.6936, "prev_day_close": 58.6450004577637}, {"option": "SPY261117P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2773, "open_interest": 416.0, "volume": 1.0, "delta": -0.0116, "gamma": 0.0011, "vega": 0.0314, "theta": -0.0554, "rho": -0.0014, "theo": 0.1042, "change": -0.16, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T09:59:09", "percent_change": -51.6129, "prev_day_close": 0.114999998360872}, {"option": "SPY261117C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2668, "open_interest": 0.0, "volume": 2.0, "delta": 0.9879, "gamma": 0.0012, "vega": 0.0324, "theta": -0.0491, "rho": 0.1139, "theo": 57.7787, "change": 6.62, "open": 53.65, "high": 53.72, "low": 53.65, "tick": "up", "last_trade_price": 53.72, "last_trade_time": "2026-11-11T10:25:19", "percent_change": 14.0552, "prev_day_close": 57.6550006866455}, {"option": "SPY261117P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.273, "open_interest": 288.0, "volume": 5.0, "delta": -0.012, "gamma": 0.0012, "vega": 0.0324, "theta": -0.0565, "rho": -0.0014, "theo": 0.107, "change": -0.2, "open": 0.12, "high": 0.12, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T14:14:39", "percent_change": -62.5, "prev_day_close": 0.114999998360872}, {"option": "SPY261117C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 0.0, "volume": 0.0, "delta": 0.9875, "gamma": 0.0012, "vega": 0.0334, "theta": -0.0505, "rho": 0.114, "theo": 56.7824, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.6550006866455}, {"option": "SPY261117P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2703, "open_interest": 445.0, "volume": 37.0, "delta": -0.0124, "gamma": 0.0012, "vega": 0.0334, "theta": -0.0577, "rho": -0.0015, "theo": 0.1099, "change": -0.215, "open": 0.16, "high": 0.16, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T14:23:38", "percent_change": -64.1791, "prev_day_close": 0.114999998360872}, {"option": "SPY261117C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2539, "open_interest": 0.0, "volume": 2.0, "delta": 0.987, "gamma": 0.0013, "vega": 0.0345, "theta": -0.0518, "rho": 0.1142, "theo": 55.7862, "change": 12.495, "open": 58.28, "high": 58.28, "low": 57.61, "tick": "down", "last_trade_price": 57.61, "last_trade_time": "2026-11-11T13:36:58", "percent_change": 27.6959, "prev_day_close": 55.6599998474121}, {"option": "SPY261117P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2676, "open_interest": 583.0, "volume": 59.0, "delta": -0.0129, "gamma": 0.0013, "vega": 0.0345, "theta": -0.059, "rho": -0.0016, "theo": 0.113, "change": -0.23, "open": 0.17, "high": 0.17, "low": 0.1, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T14:24:37", "percent_change": -65.7143, "prev_day_close": 0.12499999627471}, {"option": "SPY261117C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2665, "open_interest": 1.0, "volume": 4.0, "delta": 0.9866, "gamma": 0.0013, "vega": 0.0356, "theta": -0.0533, "rho": 0.1142, "theo": 54.7902, "change": 12.51, "open": 53.77, "high": 56.66, "low": 53.77, "tick": "up", "last_trade_price": 56.66, "last_trade_time": "2026-11-11T13:36:52", "percent_change": 28.3352, "prev_day_close": 54.6699981689453}, {"option": "SPY261117P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2633, "open_interest": 602.0, "volume": 73.0, "delta": -0.0134, "gamma": 0.0013, "vega": 0.0356, "theta": -0.0603, "rho": -0.0016, "theo": 0.1163, "change": -0.23, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T15:57:47", "percent_change": -63.8889, "prev_day_close": 0.12499999627471}, {"option": "SPY261117C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2605, "open_interest": 6.0, "volume": 4.0, "delta": 0.9861, "gamma": 0.0014, "vega": 0.0368, "theta": -0.0548, "rho": 0.1144, "theo": 53.7944, "change": 11.085, "open": 50.26, "high": 54.25, "low": 50.1, "tick": "down", "last_trade_price": 54.24, "last_trade_time": "2026-11-11T14:40:44", "percent_change": 25.6865, "prev_day_close": 53.6649990081787}, {"option": "SPY261117P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2604, "open_interest": 271.0, "volume": 2.0, "delta": -0.0139, "gamma": 0.0014, "vega": 0.0368, "theta": -0.0616, "rho": -0.0017, "theo": 0.1197, "change": -0.21, "open": 0.22, "high": 0.22, "low": 0.17, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T09:56:02", "percent_change": -55.2632, "prev_day_close": 0.134999997913837}, {"option": "SPY261117C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2587, "open_interest": 6.0, "volume": 6.0, "delta": 0.9855, "gamma": 0.0014, "vega": 0.038, "theta": -0.0563, "rho": 0.1144, "theo": 52.7987, "change": 11.07, "open": 50.57, "high": 53.24, "low": 50.57, "tick": "down", "last_trade_price": 53.15, "last_trade_time": "2026-11-11T14:40:53", "percent_change": 26.307, "prev_day_close": 52.6699981689453}, {"option": "SPY261117P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2575, "open_interest": 324.0, "volume": 99.0, "delta": -0.0144, "gamma": 0.0014, "vega": 0.038, "theta": -0.0631, "rho": -0.0017, "theo": 0.1233, "change": -0.26, "open": 0.14, "high": 0.14, "low": 0.14, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -65.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261117C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2555, "open_interest": 1.0, "volume": 4.0, "delta": 0.985, "gamma": 0.0015, "vega": 0.0393, "theta": -0.0579, "rho": 0.1146, "theo": 51.8033, "change": 8.395, "open": 49.63, "high": 50.65, "low": 49.52, "tick": "up", "last_trade_price": 49.59, "last_trade_time": "2026-11-11T10:54:36", "percent_change": 20.3787, "prev_day_close": 51.6849994659424}, {"option": "SPY261117P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2531, "open_interest": 605.0, "volume": 2.0, "delta": -0.015, "gamma": 0.0015, "vega": 0.0393, "theta": -0.0646, "rho": -0.0018, "theo": 0.1272, "change": -0.225, "open": 0.19, "high": 0.19, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T09:55:37", "percent_change": -54.2169, "prev_day_close": 0.134999997913837}, {"option": "SPY261117C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 9.0, "volume": 18.0, "delta": 0.9844, "gamma": 0.0016, "vega": 0.0407, "theta": -0.0596, "rho": 0.1146, "theo": 50.8081, "change": 10.98, "open": 46.95, "high": 53.36, "low": 46.95, "tick": "up", "last_trade_price": 51.16, "last_trade_time": "2026-11-11T14:38:39", "percent_change": 27.327, "prev_day_close": 50.6800003051758}, {"option": "SPY261117P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2514, "open_interest": 852.0, "volume": 229.0, "delta": -0.0156, "gamma": 0.0016, "vega": 0.0407, "theta": -0.0662, "rho": -0.0019, "theo": 0.1312, "change": -0.28, "open": 0.2, "high": 0.22, "low": 0.12, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:56:48", "percent_change": -65.1163, "prev_day_close": 0.145000003278255}, {"option": "SPY261117C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2488, "open_interest": 4.0, "volume": 54.0, "delta": 0.9837, "gamma": 0.0017, "vega": 0.0421, "theta": -0.0614, "rho": 0.1147, "theo": 49.8132, "change": 10.81, "open": 45.53, "high": 52.37, "low": 45.48, "tick": "down", "last_trade_price": 50.13, "last_trade_time": "2026-11-11T14:41:11", "percent_change": 27.4924, "prev_day_close": 49.689998626709}, {"option": "SPY261117P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.247, "open_interest": 183.0, "volume": 0.0, "delta": -0.0162, "gamma": 0.0017, "vega": 0.0421, "theta": -0.0678, "rho": -0.002, "theo": 0.1356, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.42, "last_trade_time": "2026-11-10T16:05:36", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261117C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2403, "open_interest": 3.0, "volume": 28.0, "delta": 0.983, "gamma": 0.0018, "vega": 0.0436, "theta": -0.0633, "rho": 0.1148, "theo": 48.8186, "change": 11.125, "open": 45.3, "high": 51.44, "low": 45.3, "tick": "down", "last_trade_price": 49.38, "last_trade_time": "2026-11-11T14:19:26", "percent_change": 29.0812, "prev_day_close": 48.689998626709}, {"option": "SPY261117P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2451, "open_interest": 301.0, "volume": 140.0, "delta": -0.0169, "gamma": 0.0018, "vega": 0.0436, "theta": -0.0696, "rho": -0.002, "theo": 0.1403, "change": -0.33, "open": 0.23, "high": 0.23, "low": 0.15, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:00:45", "percent_change": -68.75, "prev_day_close": 0.155000001192093}, {"option": "SPY261117C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2443, "open_interest": 11.0, "volume": 12.0, "delta": 0.9823, "gamma": 0.0018, "vega": 0.0452, "theta": -0.0653, "rho": 0.1149, "theo": 47.8243, "change": 12.575, "open": 45.58, "high": 49.71, "low": 45.58, "tick": "up", "last_trade_price": 49.71, "last_trade_time": "2026-11-11T13:36:36", "percent_change": 33.8629, "prev_day_close": 47.6949996948242}, {"option": "SPY261117P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2406, "open_interest": 252.0, "volume": 0.0, "delta": -0.0176, "gamma": 0.0018, "vega": 0.0452, "theta": -0.0715, "rho": -0.0021, "theo": 0.1453, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-11-10T15:58:47", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261117C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2384, "open_interest": 8.0, "volume": 34.0, "delta": 0.9815, "gamma": 0.0019, "vega": 0.047, "theta": -0.0674, "rho": 0.1149, "theo": 46.8305, "change": 12.4, "open": 44.62, "high": 49.27, "low": 44.62, "tick": "up", "last_trade_price": 48.73, "last_trade_time": "2026-11-11T13:36:28", "percent_change": 34.1316, "prev_day_close": 46.7049999237061}, {"option": "SPY261117P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2385, "open_interest": 315.0, "volume": 70.0, "delta": -0.0184, "gamma": 0.0019, "vega": 0.047, "theta": -0.0735, "rho": -0.0022, "theo": 0.1506, "change": -0.38, "open": 0.2, "high": 0.25, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:48:54", "percent_change": -71.6981, "prev_day_close": 0.16499999910593}, {"option": "SPY261117C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2349, "open_interest": 9.0, "volume": 58.0, "delta": 0.9806, "gamma": 0.002, "vega": 0.0488, "theta": -0.0697, "rho": 0.115, "theo": 45.837, "change": 10.35, "open": 43.56, "high": 48.37, "low": 43.36, "tick": "up", "last_trade_price": 45.6, "last_trade_time": "2026-11-11T14:21:03", "percent_change": 29.3617, "prev_day_close": 45.7000007629394}, {"option": "SPY261117P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.234, "open_interest": 1236.0, "volume": 221.0, "delta": -0.0193, "gamma": 0.002, "vega": 0.0488, "theta": -0.0756, "rho": -0.0023, "theo": 0.1564, "change": -0.4, "open": 0.21, "high": 0.31, "low": 0.14, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T16:03:55", "percent_change": -71.4286, "prev_day_close": 0.16499999910593}, {"option": "SPY261117C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2313, "open_interest": 6.0, "volume": 52.0, "delta": 0.9797, "gamma": 0.0022, "vega": 0.0508, "theta": -0.0721, "rho": 0.115, "theo": 44.844, "change": 11.78, "open": 42.61, "high": 47.41, "low": 42.61, "tick": "down", "last_trade_price": 46.22, "last_trade_time": "2026-11-11T13:36:13", "percent_change": 34.2044, "prev_day_close": 44.7150001525879}, {"option": "SPY261117P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2316, "open_interest": 330.0, "volume": 11.0, "delta": -0.0202, "gamma": 0.0022, "vega": 0.0508, "theta": -0.0779, "rho": -0.0024, "theo": 0.1627, "change": -0.405, "open": 0.23, "high": 0.27, "low": 0.17, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:59:08", "percent_change": -68.0672, "prev_day_close": 0.175000004470348}, {"option": "SPY261117C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 27.0, "volume": 66.0, "delta": 0.9787, "gamma": 0.0023, "vega": 0.0529, "theta": -0.0746, "rho": 0.1151, "theo": 43.8515, "change": 10.85, "open": 41.05, "high": 46.38, "low": 41.05, "tick": "up", "last_trade_price": 44.27, "last_trade_time": "2026-11-11T15:23:19", "percent_change": 32.4656, "prev_day_close": 43.7250003814697}, {"option": "SPY261117P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2292, "open_interest": 391.0, "volume": 20.0, "delta": -0.0212, "gamma": 0.0023, "vega": 0.0529, "theta": -0.0802, "rho": -0.0026, "theo": 0.1693, "change": -0.415, "open": 0.22, "high": 0.27, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T10:55:39", "percent_change": -66.4, "prev_day_close": 0.185000002384186}, {"option": "SPY261117C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2259, "open_interest": 13.0, "volume": 138.0, "delta": 0.9777, "gamma": 0.0024, "vega": 0.0552, "theta": -0.0774, "rho": 0.1151, "theo": 42.8596, "change": 9.465, "open": 38.61, "high": 45.23, "low": 38.57, "tick": "down", "last_trade_price": 41.93, "last_trade_time": "2026-11-11T15:14:24", "percent_change": 29.1545, "prev_day_close": 42.7350006103516}, {"option": "SPY261117P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 387.0, "volume": 156.0, "delta": -0.0223, "gamma": 0.0024, "vega": 0.0552, "theta": -0.0829, "rho": -0.0027, "theo": 0.1768, "change": -0.48, "open": 0.29, "high": 0.3, "low": 0.19, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T12:35:37", "percent_change": -71.6418, "prev_day_close": 0.190000005066395}, {"option": "SPY261117C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2239, "open_interest": 15.0, "volume": 114.0, "delta": 0.9765, "gamma": 0.0025, "vega": 0.0576, "theta": -0.0803, "rho": 0.1151, "theo": 41.8683, "change": 10.125, "open": 37.19, "high": 44.41, "low": 37.19, "tick": "no_change", "last_trade_price": 41.45, "last_trade_time": "2026-11-11T15:13:36", "percent_change": 32.3224, "prev_day_close": 41.7250003814697}, {"option": "SPY261117P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.222, "open_interest": 221.0, "volume": 99.0, "delta": -0.0234, "gamma": 0.0025, "vega": 0.0575, "theta": -0.0856, "rho": -0.0028, "theo": 0.1846, "change": -0.51, "open": 0.31, "high": 0.31, "low": 0.2, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T14:22:16", "percent_change": -71.831, "prev_day_close": 0.199999995529652}, {"option": "SPY261117C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.22, "open_interest": 19.0, "volume": 142.0, "delta": 0.9752, "gamma": 0.0027, "vega": 0.0601, "theta": -0.0835, "rho": 0.1151, "theo": 40.8778, "change": 10.415, "open": 36.58, "high": 43.33, "low": 36.1, "tick": "down", "last_trade_price": 40.95, "last_trade_time": "2026-11-11T15:13:17", "percent_change": 34.1084, "prev_day_close": 40.7349987030029}, {"option": "SPY261117P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 979.0, "volume": 200.0, "delta": -0.0247, "gamma": 0.0027, "vega": 0.0601, "theta": -0.0887, "rho": -0.003, "theo": 0.1936, "change": -0.53, "open": 0.3, "high": 0.35, "low": 0.17, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:53:27", "percent_change": -70.6667, "prev_day_close": 0.204999998211861}, {"option": "SPY261117C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2134, "open_interest": 13.0, "volume": 197.0, "delta": 0.9739, "gamma": 0.0029, "vega": 0.0629, "theta": -0.0868, "rho": 0.1151, "theo": 39.8881, "change": 10.54, "open": 35.35, "high": 42.47, "low": 35.1, "tick": "down", "last_trade_price": 40.11, "last_trade_time": "2026-11-11T15:13:55", "percent_change": 35.6442, "prev_day_close": 39.7649993896484}, {"option": "SPY261117P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2161, "open_interest": 84.0, "volume": 30.0, "delta": -0.0261, "gamma": 0.0029, "vega": 0.0629, "theta": -0.092, "rho": -0.0032, "theo": 0.2031, "change": -0.6, "open": 0.36, "high": 0.36, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T16:14:18", "percent_change": -75.0, "prev_day_close": 0.219999998807907}, {"option": "SPY261117C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 14.0, "volume": 176.0, "delta": 0.9724, "gamma": 0.003, "vega": 0.0658, "theta": -0.0905, "rho": 0.1151, "theo": 38.8993, "change": 9.075, "open": 34.51, "high": 41.44, "low": 34.17, "tick": "down", "last_trade_price": 37.71, "last_trade_time": "2026-11-11T15:16:26", "percent_change": 31.692, "prev_day_close": 38.75}, {"option": "SPY261117P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2139, "open_interest": 228.0, "volume": 21.0, "delta": -0.0276, "gamma": 0.003, "vega": 0.0659, "theta": -0.0955, "rho": -0.0033, "theo": 0.2136, "change": -0.615, "open": 0.33, "high": 0.43, "low": 0.24, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T12:30:11", "percent_change": -71.9298, "prev_day_close": 0.225000001490116}, {"option": "SPY261117C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2056, "open_interest": 32.0, "volume": 127.0, "delta": 0.9707, "gamma": 0.0032, "vega": 0.069, "theta": -0.0944, "rho": 0.1151, "theo": 37.9116, "change": 10.605, "open": 35.45, "high": 40.81, "low": 32.58, "tick": "up", "last_trade_price": 38.37, "last_trade_time": "2026-11-11T15:12:47", "percent_change": 38.1956, "prev_day_close": 37.7600002288818}, {"option": "SPY261117P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2107, "open_interest": 299.0, "volume": 207.0, "delta": -0.0292, "gamma": 0.0032, "vega": 0.069, "theta": -0.0993, "rho": -0.0035, "theo": 0.2251, "change": -0.675, "open": 0.33, "high": 0.44, "low": 0.24, "tick": "no_change", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T15:42:25", "percent_change": -73.7705, "prev_day_close": 0.240000002086163}, {"option": "SPY261117C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 16.0, "volume": 98.0, "delta": 0.9689, "gamma": 0.0034, "vega": 0.0725, "theta": -0.0986, "rho": 0.115, "theo": 36.925, "change": 10.175, "open": 33.45, "high": 40.13, "low": 31.67, "tick": "up", "last_trade_price": 36.93, "last_trade_time": "2026-11-11T15:12:32", "percent_change": 38.0303, "prev_day_close": 36.7749996185303}, {"option": "SPY261117P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2075, "open_interest": 608.0, "volume": 43.0, "delta": -0.031, "gamma": 0.0034, "vega": 0.0725, "theta": -0.1034, "rho": -0.0037, "theo": 0.2378, "change": -0.715, "open": 0.44, "high": 0.44, "low": 0.22, "tick": "up", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T16:03:28", "percent_change": -73.3333, "prev_day_close": 0.254999995231628}, {"option": "SPY261117C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2043, "open_interest": 35.0, "volume": 130.0, "delta": 0.967, "gamma": 0.0037, "vega": 0.0762, "theta": -0.1031, "rho": 0.115, "theo": 35.9396, "change": 8.335, "open": 32.46, "high": 38.54, "low": 31.34, "tick": "down", "last_trade_price": 34.15, "last_trade_time": "2026-11-11T15:58:46", "percent_change": 32.2874, "prev_day_close": 35.8000011444092}, {"option": "SPY261117P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2045, "open_interest": 826.0, "volume": 312.0, "delta": -0.0331, "gamma": 0.0037, "vega": 0.0764, "theta": -0.108, "rho": -0.004, "theo": 0.2525, "change": -0.795, "open": 0.36, "high": 0.53, "low": 0.23, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:11:53", "percent_change": -76.0766, "prev_day_close": 0.265000000596046}, {"option": "SPY261117C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2027, "open_interest": 46.0, "volume": 114.0, "delta": 0.9648, "gamma": 0.0039, "vega": 0.0802, "theta": -0.108, "rho": 0.1148, "theo": 34.9557, "change": 9.08, "open": 30.23, "high": 37.53, "low": 29.84, "tick": "down", "last_trade_price": 33.98, "last_trade_time": "2026-11-11T15:16:37", "percent_change": 36.4659, "prev_day_close": 34.7899990081787}, {"option": "SPY261117P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.202, "open_interest": 636.0, "volume": 217.0, "delta": -0.0351, "gamma": 0.0039, "vega": 0.0802, "theta": -0.1125, "rho": -0.0042, "theo": 0.267, "change": -0.82, "open": 0.38, "high": 0.5, "low": 0.26, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -73.2143, "prev_day_close": 0.284999996423721}, {"option": "SPY261117C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 37.0, "volume": 106.0, "delta": 0.9625, "gamma": 0.0042, "vega": 0.0845, "theta": -0.1132, "rho": 0.1147, "theo": 33.9733, "change": 10.045, "open": 30.3, "high": 35.02, "low": 29.4, "tick": "up", "last_trade_price": 34.02, "last_trade_time": "2026-11-11T15:11:35", "percent_change": 41.8978, "prev_day_close": 33.9349994659424}, {"option": "SPY261117P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1993, "open_interest": 357.0, "volume": 378.0, "delta": -0.0376, "gamma": 0.0042, "vega": 0.0847, "theta": -0.118, "rho": -0.0045, "theo": 0.2849, "change": -0.91, "open": 0.44, "high": 0.54, "low": 0.25, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T16:10:14", "percent_change": -75.8333, "prev_day_close": 0.299999997019768}, {"option": "SPY261117C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 84.0, "volume": 159.0, "delta": 0.9599, "gamma": 0.0045, "vega": 0.089, "theta": -0.1189, "rho": 0.1146, "theo": 32.9928, "change": 10.06, "open": 28.63, "high": 35.43, "low": 28.28, "tick": "down", "last_trade_price": 33.13, "last_trade_time": "2026-11-11T15:14:03", "percent_change": 43.6064, "prev_day_close": 32.8350009918213}, {"option": "SPY261117P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1965, "open_interest": 449.0, "volume": 165.0, "delta": -0.04, "gamma": 0.0045, "vega": 0.0891, "theta": -0.1232, "rho": -0.0048, "theo": 0.3026, "change": -0.975, "open": 0.43, "high": 0.63, "low": 0.27, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:07:50", "percent_change": -75.8755, "prev_day_close": 0.320000007748604}, {"option": "SPY261117C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1942, "open_interest": 112.0, "volume": 74.0, "delta": 0.9571, "gamma": 0.0048, "vega": 0.094, "theta": -0.125, "rho": 0.1144, "theo": 32.0141, "change": 9.315, "open": 27.23, "high": 34.38, "low": 27.23, "tick": "down", "last_trade_price": 31.5, "last_trade_time": "2026-11-11T15:15:16", "percent_change": 41.9878, "prev_day_close": 31.9650011062622}, {"option": "SPY261117P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1942, "open_interest": 259.0, "volume": 92.0, "delta": -0.0429, "gamma": 0.0048, "vega": 0.0942, "theta": -0.1293, "rho": -0.0052, "theo": 0.3239, "change": -1.055, "open": 0.49, "high": 0.71, "low": 0.3, "tick": "up", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T16:07:34", "percent_change": -76.1733, "prev_day_close": 0.340000003576279}, {"option": "SPY261117C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1918, "open_interest": 37.0, "volume": 120.0, "delta": 0.954, "gamma": 0.0051, "vega": 0.0993, "theta": -0.1315, "rho": 0.1142, "theo": 31.0376, "change": 8.81, "open": 26.62, "high": 33.51, "low": 26.62, "tick": "down", "last_trade_price": 30.08, "last_trade_time": "2026-11-11T15:30:08", "percent_change": 41.4198, "prev_day_close": 31.0749988555908}, {"option": "SPY261117P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1908, "open_interest": 1220.0, "volume": 454.0, "delta": -0.046, "gamma": 0.0052, "vega": 0.0994, "theta": -0.1356, "rho": -0.0055, "theo": 0.3461, "change": -1.115, "open": 0.59, "high": 0.69, "low": 0.3, "tick": "down", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T15:52:26", "percent_change": -75.0842, "prev_day_close": 0.365000009536743}, {"option": "SPY261117C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 40.0, "volume": 62.0, "delta": 0.9506, "gamma": 0.0055, "vega": 0.105, "theta": -0.1384, "rho": 0.1139, "theo": 30.0634, "change": 9.72, "open": 26.51, "high": 32.73, "low": 25.96, "tick": "down", "last_trade_price": 30.11, "last_trade_time": "2026-11-11T15:14:20", "percent_change": 47.6704, "prev_day_close": 30.0050001144409}, {"option": "SPY261117P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1883, "open_interest": 509.0, "volume": 76.0, "delta": -0.0494, "gamma": 0.0055, "vega": 0.1051, "theta": -0.1425, "rho": -0.0059, "theo": 0.3713, "change": -1.175, "open": 0.59, "high": 0.75, "low": 0.32, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:55:37", "percent_change": -73.6677, "prev_day_close": 0.390000000596046}, {"option": "SPY261117C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1531, "open_interest": 34.0, "volume": 47.0, "delta": 0.9469, "gamma": 0.0059, "vega": 0.1111, "theta": -0.1459, "rho": 0.1136, "theo": 29.0918, "change": 9.5, "open": 25.47, "high": 31.58, "low": 25.47, "tick": "up", "last_trade_price": 29.01, "last_trade_time": "2026-11-11T15:29:54", "percent_change": 48.693, "prev_day_close": 28.9250001907349}, {"option": "SPY261117P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 239.0, "volume": 119.0, "delta": -0.0533, "gamma": 0.006, "vega": 0.1115, "theta": -0.1502, "rho": -0.0064, "theo": 0.4004, "change": -1.285, "open": 0.84, "high": 0.84, "low": 0.35, "tick": "no_change", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T16:04:43", "percent_change": -74.9271, "prev_day_close": 0.420000001788139}, {"option": "SPY261117C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 245.0, "volume": 64.0, "delta": 0.9428, "gamma": 0.0064, "vega": 0.1176, "theta": -0.1538, "rho": 0.1132, "theo": 28.1232, "change": 9.54, "open": 24.55, "high": 30.22, "low": 24.55, "tick": "down", "last_trade_price": 28.18, "last_trade_time": "2026-11-11T15:23:19", "percent_change": 51.1803, "prev_day_close": 28.2649993896484}, {"option": "SPY261117P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 191.0, "volume": 27.0, "delta": -0.0572, "gamma": 0.0064, "vega": 0.1177, "theta": -0.1576, "rho": -0.0069, "theo": 0.4297, "change": -1.395, "open": 0.68, "high": 0.9, "low": 0.39, "tick": "up", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T16:02:57", "percent_change": -75.6098, "prev_day_close": 0.450000002980232}, {"option": "SPY261117C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 350.0, "volume": 61.0, "delta": 0.9384, "gamma": 0.0068, "vega": 0.1245, "theta": -0.1623, "rho": 0.1128, "theo": 27.1577, "change": 9.8, "open": 23.14, "high": 29.25, "low": 23.14, "tick": "up", "last_trade_price": 27.58, "last_trade_time": "2026-11-11T15:11:50", "percent_change": 55.1181, "prev_day_close": 26.9899997711182}, {"option": "SPY261117P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 629.0, "volume": 132.0, "delta": -0.0616, "gamma": 0.0068, "vega": 0.1246, "theta": -0.1659, "rho": -0.0074, "theo": 0.4632, "change": -1.505, "open": 0.84, "high": 1.0, "low": 0.4, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T16:09:44", "percent_change": -75.8186, "prev_day_close": 0.484999999403954}, {"option": "SPY261117C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1243, "open_interest": 199.0, "volume": 7.0, "delta": 0.9335, "gamma": 0.0074, "vega": 0.1319, "theta": -0.1712, "rho": 0.1124, "theo": 26.1957, "change": 9.335, "open": 24.31, "high": 27.31, "low": 24.31, "tick": "down", "last_trade_price": 26.27, "last_trade_time": "2026-11-11T15:36:43", "percent_change": 55.1225, "prev_day_close": 26.164999961853}, {"option": "SPY261117P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 1530.0, "volume": 249.0, "delta": -0.0668, "gamma": 0.0074, "vega": 0.1324, "theta": -0.1753, "rho": -0.008, "theo": 0.5027, "change": -1.63, "open": 0.81, "high": 1.04, "low": 0.44, "tick": "down", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T16:11:39", "percent_change": -76.1682, "prev_day_close": 0.524999976158142}, {"option": "SPY261117C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 172.0, "volume": 9.0, "delta": 0.9282, "gamma": 0.0079, "vega": 0.1398, "theta": -0.1807, "rho": 0.1119, "theo": 25.2375, "change": 9.105, "open": 25.86, "high": 26.34, "low": 25.2, "tick": "down", "last_trade_price": 25.2, "last_trade_time": "2026-11-11T15:57:38", "percent_change": 56.5704, "prev_day_close": 25.3800001144409}, {"option": "SPY261117P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1766, "open_interest": 184.0, "volume": 36.0, "delta": -0.072, "gamma": 0.0079, "vega": 0.14, "theta": -0.1844, "rho": -0.0086, "theo": 0.5426, "change": -1.715, "open": 0.97, "high": 1.02, "low": 0.46, "tick": "up", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T15:52:20", "percent_change": -74.4035, "prev_day_close": 0.569999992847443}, {"option": "SPY261117C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 250.0, "volume": 14.0, "delta": 0.9223, "gamma": 0.0085, "vega": 0.1482, "theta": -0.1907, "rho": 0.1113, "theo": 24.2835, "change": 10.11, "open": 21.45, "high": 25.41, "low": 20.01, "tick": "down", "last_trade_price": 25.39, "last_trade_time": "2026-11-11T12:56:23", "percent_change": 66.1649, "prev_day_close": 24.4099998474121}, {"option": "SPY261117P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1739, "open_interest": 517.0, "volume": 241.0, "delta": -0.0778, "gamma": 0.0085, "vega": 0.1483, "theta": -0.1943, "rho": -0.0093, "theo": 0.5878, "change": -1.89, "open": 0.96, "high": 1.19, "low": 0.52, "tick": "no_change", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T16:10:38", "percent_change": -76.2097, "prev_day_close": 0.615000009536743}, {"option": "SPY261117C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1472, "open_interest": 145.0, "volume": 17.0, "delta": 0.9159, "gamma": 0.0092, "vega": 0.1569, "theta": -0.2013, "rho": 0.1107, "theo": 23.3343, "change": 8.445, "open": 21.54, "high": 24.29, "low": 21.47, "tick": "down", "last_trade_price": 22.9, "last_trade_time": "2026-11-11T15:26:27", "percent_change": 58.4227, "prev_day_close": 23.335000038147}, {"option": "SPY261117P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1716, "open_interest": 699.0, "volume": 146.0, "delta": -0.0842, "gamma": 0.0092, "vega": 0.1572, "theta": -0.2048, "rho": -0.0101, "theo": 0.6379, "change": -2.04, "open": 1.3, "high": 1.3, "low": 0.54, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T16:12:34", "percent_change": -76.4045, "prev_day_close": 0.6700000166893}, {"option": "SPY261117C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1355, "open_interest": 406.0, "volume": 20.0, "delta": 0.9089, "gamma": 0.0098, "vega": 0.1661, "theta": -0.2123, "rho": 0.11, "theo": 22.39, "change": 8.94, "open": 20.98, "high": 23.89, "low": 20.98, "tick": "up", "last_trade_price": 22.61, "last_trade_time": "2026-11-11T15:49:26", "percent_change": 65.3987, "prev_day_close": 22.3449993133545}, {"option": "SPY261117P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1697, "open_interest": 140.0, "volume": 206.0, "delta": -0.0912, "gamma": 0.0099, "vega": 0.1664, "theta": -0.2157, "rho": -0.0108, "theo": 0.6926, "change": -2.155, "open": 1.05, "high": 1.35, "low": 0.6, "tick": "down", "last_trade_price": 0.72, "last_trade_time": "2026-11-11T16:01:49", "percent_change": -74.9565, "prev_day_close": 0.725000023841858}, {"option": "SPY261117C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 152.0, "volume": 28.0, "delta": 0.9013, "gamma": 0.0106, "vega": 0.176, "theta": -0.2238, "rho": 0.1092, "theo": 21.4514, "change": 8.475, "open": 18.38, "high": 22.68, "low": 18.09, "tick": "down", "last_trade_price": 21.36, "last_trade_time": "2026-11-11T15:26:09", "percent_change": 65.7742, "prev_day_close": 21.4899997711182}, {"option": "SPY261117P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.167, "open_interest": 1345.0, "volume": 3209.0, "delta": -0.0989, "gamma": 0.0106, "vega": 0.1763, "theta": -0.2273, "rho": -0.0118, "theo": 0.7543, "change": -2.33, "open": 1.29, "high": 1.65, "low": 0.62, "tick": "no_change", "last_trade_price": 0.76, "last_trade_time": "2026-11-11T16:10:54", "percent_change": -75.4045, "prev_day_close": 0.78999999165535}, {"option": "SPY261117C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 168.0, "volume": 21.0, "delta": 0.893, "gamma": 0.0114, "vega": 0.1863, "theta": -0.2358, "rho": 0.1083, "theo": 20.5189, "change": 8.49, "open": 17.64, "high": 20.89, "low": 16.75, "tick": "up", "last_trade_price": 20.61, "last_trade_time": "2026-11-11T15:36:14", "percent_change": 70.0495, "prev_day_close": 20.289999961853}, {"option": "SPY261117P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 234.0, "volume": 229.0, "delta": -0.1071, "gamma": 0.0114, "vega": 0.1864, "theta": -0.2391, "rho": -0.0128, "theo": 0.8203, "change": -2.495, "open": 1.38, "high": 1.56, "low": 0.77, "tick": "no_change", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T16:10:38", "percent_change": -75.0376, "prev_day_close": 0.854999989271164}, {"option": "SPY261117C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1627, "open_interest": 186.0, "volume": 3.0, "delta": 0.884, "gamma": 0.0122, "vega": 0.1969, "theta": -0.2482, "rho": 0.1073, "theo": 19.5932, "change": 10.25, "open": 17.52, "high": 21.62, "low": 16.54, "tick": "up", "last_trade_price": 21.62, "last_trade_time": "2026-11-11T13:53:59", "percent_change": 90.1495, "prev_day_close": 19.4300003051758}, {"option": "SPY261117P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 1119.0, "volume": 1148.0, "delta": -0.1163, "gamma": 0.0123, "vega": 0.1975, "theta": -0.2516, "rho": -0.0139, "theo": 0.8952, "change": -2.6, "open": 1.34, "high": 1.85, "low": 0.74, "tick": "down", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T15:57:56", "percent_change": -72.6257, "prev_day_close": 0.935000002384186}, {"option": "SPY261117C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1599, "open_interest": 357.0, "volume": 10.0, "delta": 0.8741, "gamma": 0.0131, "vega": 0.208, "theta": -0.2611, "rho": 0.1063, "theo": 18.675, "change": 8.15, "open": 15.57, "high": 20.27, "low": 15.25, "tick": "down", "last_trade_price": 18.79, "last_trade_time": "2026-11-11T14:15:38", "percent_change": 76.5977, "prev_day_close": 18.5250005722046}, {"option": "SPY261117P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1603, "open_interest": 401.0, "volume": 287.0, "delta": -0.1263, "gamma": 0.0132, "vega": 0.2085, "theta": -0.2645, "rho": -0.0149, "theo": 0.9766, "change": -2.88, "open": 1.5, "high": 1.95, "low": 0.8, "tick": "no_change", "last_trade_price": 0.97, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -74.8052, "prev_day_close": 1.01999998092651}, {"option": "SPY261117C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1578, "open_interest": 544.0, "volume": 1.0, "delta": 0.8634, "gamma": 0.0141, "vega": 0.2197, "theta": -0.2742, "rho": 0.1051, "theo": 17.7649, "change": 7.225, "open": 17.16, "high": 17.16, "low": 17.16, "tick": "up", "last_trade_price": 17.16, "last_trade_time": "2026-11-11T15:54:19", "percent_change": 72.7227, "prev_day_close": 17.6199998855591}, {"option": "SPY261117P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 243.0, "volume": 41.0, "delta": -0.1368, "gamma": 0.0141, "vega": 0.22, "theta": -0.2774, "rho": -0.0162, "theo": 1.0648, "change": -3.085, "open": 1.75, "high": 2.31, "low": 0.88, "tick": "down", "last_trade_price": 1.05, "last_trade_time": "2026-11-11T16:14:19", "percent_change": -74.607, "prev_day_close": 1.11000001430511}, {"option": "SPY261117C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1561, "open_interest": 321.0, "volume": 24.0, "delta": 0.8518, "gamma": 0.0151, "vega": 0.2317, "theta": -0.2877, "rho": 0.1038, "theo": 16.8639, "change": 8.59, "open": 13.75, "high": 17.83, "low": 13.13, "tick": "up", "last_trade_price": 17.83, "last_trade_time": "2026-11-11T12:44:13", "percent_change": 92.9654, "prev_day_close": 16.7150001525879}, {"option": "SPY261117P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 1069.0, "volume": 589.0, "delta": -0.1485, "gamma": 0.0152, "vega": 0.2321, "theta": -0.2909, "rho": -0.0176, "theo": 1.1632, "change": -3.275, "open": 2.02, "high": 2.44, "low": 0.94, "tick": "down", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -73.6783, "prev_day_close": 1.2150000333786}, {"option": "SPY261117C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 240.0, "volume": 36.0, "delta": 0.8392, "gamma": 0.0162, "vega": 0.2439, "theta": -0.3013, "rho": 0.1023, "theo": 15.9728, "change": 8.57, "open": 13.4, "high": 17.14, "low": 12.94, "tick": "up", "last_trade_price": 17.14, "last_trade_time": "2026-11-11T13:17:28", "percent_change": 100.0, "prev_day_close": 15.8299999237061}, {"option": "SPY261117P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1539, "open_interest": 401.0, "volume": 222.0, "delta": -0.1612, "gamma": 0.0162, "vega": 0.2444, "theta": -0.3045, "rho": -0.0189, "theo": 1.2718, "change": -3.385, "open": 2.13, "high": 2.65, "low": 1.05, "tick": "up", "last_trade_price": 1.39, "last_trade_time": "2026-11-11T15:53:40", "percent_change": -70.8901, "prev_day_close": 1.32499998807907}, {"option": "SPY261117C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1521, "open_interest": 212.0, "volume": 33.0, "delta": 0.8255, "gamma": 0.0173, "vega": 0.2566, "theta": -0.315, "rho": 0.1008, "theo": 15.0925, "change": 7.31, "open": 13.23, "high": 15.2, "low": 11.71, "tick": "up", "last_trade_price": 15.2, "last_trade_time": "2026-11-11T12:13:47", "percent_change": 92.6489, "prev_day_close": 14.9499998092651}, {"option": "SPY261117P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1518, "open_interest": 419.0, "volume": 342.0, "delta": -0.175, "gamma": 0.0174, "vega": 0.2569, "theta": -0.3183, "rho": -0.0206, "theo": 1.3913, "change": -3.705, "open": 2.52, "high": 2.91, "low": 1.14, "tick": "down", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T16:05:22", "percent_change": -72.2927, "prev_day_close": 1.44999998807907}, {"option": "SPY261117C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1497, "open_interest": 389.0, "volume": 14.0, "delta": 0.8106, "gamma": 0.0184, "vega": 0.2695, "theta": -0.3287, "rho": 0.099, "theo": 14.2243, "change": 6.385, "open": 12.1, "high": 16.13, "low": 10.91, "tick": "down", "last_trade_price": 13.65, "last_trade_time": "2026-11-11T15:54:31", "percent_change": 87.8871, "prev_day_close": 14.085000038147}, {"option": "SPY261117P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1496, "open_interest": 369.0, "volume": 92.0, "delta": -0.1899, "gamma": 0.0185, "vega": 0.2698, "theta": -0.332, "rho": -0.0223, "theo": 1.5228, "change": -3.84, "open": 2.91, "high": 3.17, "low": 1.23, "tick": "up", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T16:00:00", "percent_change": -69.8182, "prev_day_close": 1.58500003814697}, {"option": "SPY261117C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 429.0, "volume": 357.0, "delta": 0.7946, "gamma": 0.0196, "vega": 0.2823, "theta": -0.3422, "rho": 0.0972, "theo": 13.3693, "change": 6.6, "open": 10.96, "high": 15.11, "low": 9.91, "tick": "down", "last_trade_price": 13.27, "last_trade_time": "2026-11-11T16:02:18", "percent_change": 98.9505, "prev_day_close": 13.2399997711182}, {"option": "SPY261117P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 950.0, "volume": 753.0, "delta": -0.206, "gamma": 0.0197, "vega": 0.2829, "theta": -0.3456, "rho": -0.0239, "theo": 1.6677, "change": -4.235, "open": 2.8, "high": 3.31, "low": 1.37, "tick": "no_change", "last_trade_price": 1.67, "last_trade_time": "2026-11-11T16:13:28", "percent_change": -71.7189, "prev_day_close": 1.73000001907349}, {"option": "SPY261117C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 488.0, "volume": 154.0, "delta": 0.7773, "gamma": 0.0209, "vega": 0.2953, "theta": -0.3555, "rho": 0.0952, "theo": 12.5286, "change": 7.185, "open": 10.66, "high": 14.12, "low": 9.4, "tick": "down", "last_trade_price": 13.28, "last_trade_time": "2026-11-11T14:06:21", "percent_change": 117.884, "prev_day_close": 12.4050002098084}, {"option": "SPY261117P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1456, "open_interest": 2018.0, "volume": 1828.0, "delta": -0.2235, "gamma": 0.021, "vega": 0.2957, "theta": -0.3589, "rho": -0.026, "theo": 1.827, "change": -4.485, "open": 3.13, "high": 3.62, "low": 1.49, "tick": "up", "last_trade_price": 1.84, "last_trade_time": "2026-11-11T16:13:04", "percent_change": -70.9091, "prev_day_close": 1.89499998092651}, {"option": "SPY261117C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 150.0, "volume": 37.0, "delta": 0.7587, "gamma": 0.0222, "vega": 0.3083, "theta": -0.3682, "rho": 0.093, "theo": 11.7036, "change": 7.54, "open": 9.69, "high": 13.18, "low": 9.08, "tick": "down", "last_trade_price": 13.08, "last_trade_time": "2026-11-11T13:38:46", "percent_change": 136.101, "prev_day_close": 11.585000038147}, {"option": "SPY261117P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1435, "open_interest": 253.0, "volume": 140.0, "delta": -0.2422, "gamma": 0.0223, "vega": 0.3086, "theta": -0.3717, "rho": -0.0282, "theo": 2.002, "change": -4.77, "open": 3.34, "high": 3.62, "low": 1.64, "tick": "up", "last_trade_price": 2.01, "last_trade_time": "2026-11-11T16:13:46", "percent_change": -70.354, "prev_day_close": 2.07499992847443}, {"option": "SPY261117C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 110.0, "volume": 84.0, "delta": 0.7387, "gamma": 0.0234, "vega": 0.3208, "theta": -0.3802, "rho": 0.0906, "theo": 10.896, "change": 6.185, "open": 8.94, "high": 12.48, "low": 8.0, "tick": "up", "last_trade_price": 11.2, "last_trade_time": "2026-11-11T15:03:54", "percent_change": 123.33, "prev_day_close": 10.7750000953674}, {"option": "SPY261117P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 162.0, "volume": 157.0, "delta": -0.2624, "gamma": 0.0236, "vega": 0.3213, "theta": -0.3839, "rho": -0.0302, "theo": 2.1946, "change": -4.875, "open": 3.64, "high": 4.36, "low": 1.89, "tick": "up", "last_trade_price": 2.4, "last_trade_time": "2026-11-11T15:59:13", "percent_change": -67.0103, "prev_day_close": 2.26999998092651}, {"option": "SPY261117C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 644.0, "volume": 235.0, "delta": 0.7171, "gamma": 0.0248, "vega": 0.333, "theta": -0.3914, "rho": 0.088, "theo": 10.1028, "change": 5.455, "open": 8.14, "high": 11.49, "low": 7.36, "tick": "no_change", "last_trade_price": 9.98, "last_trade_time": "2026-11-11T15:52:10", "percent_change": 120.552, "prev_day_close": 9.99499988555908}, {"option": "SPY261117P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 194.0, "volume": 361.0, "delta": -0.2842, "gamma": 0.0249, "vega": 0.3335, "theta": -0.3952, "rho": -0.0325, "theo": 2.4078, "change": -5.385, "open": 4.44, "high": 4.62, "low": 1.98, "tick": "down", "last_trade_price": 2.38, "last_trade_time": "2026-11-11T16:14:22", "percent_change": -69.3496, "prev_day_close": 2.48000001907349}, {"option": "SPY261117C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 289.0, "volume": 205.0, "delta": 0.6944, "gamma": 0.026, "vega": 0.3446, "theta": -0.4013, "rho": 0.0853, "theo": 9.3378, "change": 5.19, "open": 7.56, "high": 10.71, "low": 6.57, "tick": "down", "last_trade_price": 9.25, "last_trade_time": "2026-11-11T15:44:30", "percent_change": 127.833, "prev_day_close": 9.23999977111816}, {"option": "SPY261117P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 315.0, "volume": 314.0, "delta": -0.3073, "gamma": 0.0262, "vega": 0.3453, "theta": -0.4052, "rho": -0.0353, "theo": 2.6394, "change": -5.465, "open": 4.15, "high": 5.08, "low": 2.28, "tick": "up", "last_trade_price": 2.85, "last_trade_time": "2026-11-11T15:59:29", "percent_change": -65.7246, "prev_day_close": 2.7150000333786}, {"option": "SPY261117C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.135, "open_interest": 554.0, "volume": 391.0, "delta": 0.6698, "gamma": 0.0273, "vega": 0.3553, "theta": -0.4098, "rho": 0.0824, "theo": 8.5869, "change": 5.135, "open": 6.87, "high": 10.17, "low": 5.97, "tick": "up", "last_trade_price": 8.76, "last_trade_time": "2026-11-11T15:48:04", "percent_change": 141.655, "prev_day_close": 8.49499988555908}, {"option": "SPY261117P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 400.0, "volume": 496.0, "delta": -0.3317, "gamma": 0.0275, "vega": 0.3556, "theta": -0.4138, "rho": -0.0377, "theo": 2.8911, "change": -5.985, "open": 4.44, "high": 5.48, "low": 2.33, "tick": "no_change", "last_trade_price": 2.89, "last_trade_time": "2026-11-11T16:10:38", "percent_change": -67.4366, "prev_day_close": 2.97000002861023}, {"option": "SPY261117C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 495.0, "volume": 459.0, "delta": 0.6441, "gamma": 0.0285, "vega": 0.365, "theta": -0.4166, "rho": 0.0792, "theo": 7.8668, "change": 4.55, "open": 6.25, "high": 9.12, "low": 5.25, "tick": "up", "last_trade_price": 7.77, "last_trade_time": "2026-11-11T16:07:15", "percent_change": 141.304, "prev_day_close": 7.77500009536743}, {"option": "SPY261117P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1329, "open_interest": 118.0, "volume": 453.0, "delta": -0.358, "gamma": 0.0288, "vega": 0.3654, "theta": -0.4208, "rho": -0.0404, "theo": 3.1709, "change": -6.315, "open": 5.06, "high": 5.9, "low": 2.54, "tick": "down", "last_trade_price": 3.15, "last_trade_time": "2026-11-11T16:14:09", "percent_change": -66.7195, "prev_day_close": 3.24500000476837}, {"option": "SPY261117C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 417.0, "volume": 394.0, "delta": 0.6166, "gamma": 0.0297, "vega": 0.3735, "theta": -0.4214, "rho": 0.0759, "theo": 7.165, "change": 4.66, "open": 5.65, "high": 8.48, "low": 4.82, "tick": "up", "last_trade_price": 7.5, "last_trade_time": "2026-11-11T14:45:07", "percent_change": 164.085, "prev_day_close": 7.07500004768372}, {"option": "SPY261117P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 275.0, "volume": 789.0, "delta": -0.3857, "gamma": 0.0299, "vega": 0.3738, "theta": -0.4257, "rho": -0.0431, "theo": 3.4741, "change": -6.65, "open": 5.38, "high": 6.38, "low": 2.79, "tick": "down", "last_trade_price": 3.45, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -65.8416, "prev_day_close": 3.55499994754791}, {"option": "SPY261117C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 501.0, "volume": 726.0, "delta": 0.5878, "gamma": 0.0307, "vega": 0.3803, "theta": -0.424, "rho": 0.0724, "theo": 6.4935, "change": 3.985, "open": 5.27, "high": 7.89, "low": 4.2, "tick": "up", "last_trade_price": 6.48, "last_trade_time": "2026-11-11T15:33:15", "percent_change": 159.719, "prev_day_close": 6.41499996185303}, {"option": "SPY261117P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 261.0, "volume": 427.0, "delta": -0.4145, "gamma": 0.031, "vega": 0.3804, "theta": -0.4284, "rho": -0.0459, "theo": 3.801, "change": -6.92, "open": 5.88, "high": 6.88, "low": 3.11, "tick": "down", "last_trade_price": 3.83, "last_trade_time": "2026-11-11T16:12:39", "percent_change": -64.3721, "prev_day_close": 3.88499999046326}, {"option": "SPY261117C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 444.0, "volume": 795.0, "delta": 0.5576, "gamma": 0.0316, "vega": 0.3854, "theta": -0.424, "rho": 0.0687, "theo": 5.851, "change": 3.685, "open": 4.66, "high": 7.3, "low": 3.78, "tick": "no_change", "last_trade_price": 5.85, "last_trade_time": "2026-11-11T16:14:24", "percent_change": 170.208, "prev_day_close": 5.77999997138977}, {"option": "SPY261117P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 208.0, "volume": 495.0, "delta": -0.4455, "gamma": 0.032, "vega": 0.3854, "theta": -0.4286, "rho": -0.0489, "theo": 4.1655, "change": -7.22, "open": 6.29, "high": 6.93, "low": 3.42, "tick": "up", "last_trade_price": 4.21, "last_trade_time": "2026-11-11T16:12:45", "percent_change": -63.1671, "prev_day_close": 4.25500011444092}, {"option": "SPY261117C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1252, "open_interest": 1157.0, "volume": 1720.0, "delta": 0.5262, "gamma": 0.0324, "vega": 0.3885, "theta": -0.4214, "rho": 0.0649, "theo": 5.2393, "change": 3.34, "open": 4.2, "high": 6.63, "low": 3.3, "tick": "down", "last_trade_price": 5.22, "last_trade_time": "2026-11-11T16:13:17", "percent_change": 177.66, "prev_day_close": 5.17000007629394}, {"option": "SPY261117P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1251, "open_interest": 684.0, "volume": 1036.0, "delta": -0.4768, "gamma": 0.0328, "vega": 0.3883, "theta": -0.4259, "rho": -0.0521, "theo": 4.5508, "change": -7.605, "open": 6.46, "high": 7.32, "low": 3.71, "tick": "up", "last_trade_price": 4.54, "last_trade_time": "2026-11-11T16:14:25", "percent_change": -62.6184, "prev_day_close": 4.64499998092651}, {"option": "SPY261117C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 445.0, "volume": 616.0, "delta": 0.4936, "gamma": 0.033, "vega": 0.3892, "theta": -0.4158, "rho": 0.0609, "theo": 4.6603, "change": 2.99, "open": 3.77, "high": 6.0, "low": 3.02, "tick": "up", "last_trade_price": 4.61, "last_trade_time": "2026-11-11T16:05:56", "percent_change": 184.568, "prev_day_close": 4.59999990463257}, {"option": "SPY261117P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 150.0, "volume": 441.0, "delta": -0.5103, "gamma": 0.0334, "vega": 0.3887, "theta": -0.4204, "rho": -0.0556, "theo": 4.9807, "change": -7.835, "open": 5.95, "high": 5.95, "low": 4.13, "tick": "up", "last_trade_price": 5.07, "last_trade_time": "2026-11-11T16:10:26", "percent_change": -60.7129, "prev_day_close": 5.07500004768372}, {"option": "SPY261117C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 545.0, "volume": 603.0, "delta": 0.4601, "gamma": 0.0334, "vega": 0.3875, "theta": -0.4072, "rho": 0.0568, "theo": 4.1164, "change": 2.73, "open": 3.34, "high": 5.39, "low": 2.67, "tick": "up", "last_trade_price": 4.11, "last_trade_time": "2026-11-11T16:14:34", "percent_change": 197.826, "prev_day_close": 4.05999994277954}, {"option": "SPY261117P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 119.0, "volume": 223.0, "delta": -0.5443, "gamma": 0.0338, "vega": 0.3866, "theta": -0.4117, "rho": -0.0587, "theo": 5.4407, "change": -8.28, "open": 8.29, "high": 8.45, "low": 4.43, "tick": "down", "last_trade_price": 5.39, "last_trade_time": "2026-11-11T16:11:42", "percent_change": -60.5706, "prev_day_close": 5.54500007629394}, {"option": "SPY261117C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 683.0, "volume": 725.0, "delta": 0.4259, "gamma": 0.0334, "vega": 0.383, "theta": -0.3956, "rho": 0.0526, "theo": 3.6091, "change": 2.47, "open": 2.97, "high": 4.8, "low": 2.18, "tick": "up", "last_trade_price": 3.64, "last_trade_time": "2026-11-11T16:13:28", "percent_change": 211.111, "prev_day_close": 3.55499994754791}, {"option": "SPY261117P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1193, "open_interest": 194.0, "volume": 35.0, "delta": -0.579, "gamma": 0.034, "vega": 0.3816, "theta": -0.4004, "rho": -0.0613, "theo": 5.9349, "change": -8.71, "open": 8.45, "high": 9.86, "low": 4.88, "tick": "down", "last_trade_price": 5.76, "last_trade_time": "2026-11-11T14:38:47", "percent_change": -60.1935, "prev_day_close": 6.0550000667572}, {"option": "SPY261117C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.118, "open_interest": 561.0, "volume": 310.0, "delta": 0.3914, "gamma": 0.0332, "vega": 0.3758, "theta": -0.3811, "rho": 0.0483, "theo": 3.1406, "change": 1.875, "open": 2.55, "high": 4.23, "low": 1.96, "tick": "down", "last_trade_price": 2.86, "last_trade_time": "2026-11-11T15:54:51", "percent_change": 190.355, "prev_day_close": 3.09499990940094}, {"option": "SPY261117P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.118, "open_interest": 170.0, "volume": 173.0, "delta": -0.6142, "gamma": 0.0339, "vega": 0.3738, "theta": -0.3859, "rho": -0.0638, "theo": 6.4714, "change": -8.86, "open": 7.39, "high": 7.54, "low": 5.45, "tick": "down", "last_trade_price": 6.44, "last_trade_time": "2026-11-11T16:11:57", "percent_change": -57.9085, "prev_day_close": 6.59000015258789}, {"option": "SPY261117C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 822.0, "volume": 731.0, "delta": 0.3568, "gamma": 0.0328, "vega": 0.3657, "theta": -0.3638, "rho": 0.044, "theo": 2.7119, "change": 1.875, "open": 2.2, "high": 3.76, "low": 1.6, "tick": "up", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T16:07:57", "percent_change": 227.273, "prev_day_close": 2.67000007629395}, {"option": "SPY261117P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1163, "open_interest": 174.0, "volume": 54.0, "delta": -0.6496, "gamma": 0.0335, "vega": 0.3627, "theta": -0.3693, "rho": -0.0662, "theo": 7.0483, "change": -9.18, "open": 10.45, "high": 11.06, "low": 6.11, "tick": "up", "last_trade_price": 7.26, "last_trade_time": "2026-11-11T15:53:01", "percent_change": -55.8394, "prev_day_close": 7.17000007629394}, {"option": "SPY261117C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1147, "open_interest": 750.0, "volume": 622.0, "delta": 0.3227, "gamma": 0.0319, "vega": 0.3528, "theta": -0.3441, "rho": 0.0398, "theo": 2.324, "change": 1.665, "open": 1.95, "high": 3.3, "low": 1.4, "tick": "no_change", "last_trade_price": 2.35, "last_trade_time": "2026-11-11T16:14:28", "percent_change": 243.066, "prev_day_close": 2.27999997138977}, {"option": "SPY261117P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 258.0, "volume": 27.0, "delta": -0.6847, "gamma": 0.0329, "vega": 0.3489, "theta": -0.3502, "rho": -0.0678, "theo": 7.6673, "change": -9.26, "open": 11.32, "high": 11.32, "low": 7.57, "tick": "no_change", "last_trade_price": 8.11, "last_trade_time": "2026-11-11T15:56:18", "percent_change": -53.3103, "prev_day_close": 7.78999996185303}, {"option": "SPY261117C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 574.0, "volume": 791.0, "delta": 0.2898, "gamma": 0.0308, "vega": 0.3376, "theta": -0.3227, "rho": 0.0357, "theo": 1.9814, "change": 1.45, "open": 1.68, "high": 2.83, "low": 1.19, "tick": "no_change", "last_trade_price": 2.02, "last_trade_time": "2026-11-11T15:39:25", "percent_change": 254.386, "prev_day_close": 1.93000000715256}, {"option": "SPY261117P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 579.0, "volume": 18.0, "delta": -0.7195, "gamma": 0.032, "vega": 0.3312, "theta": -0.3305, "rho": -0.0686, "theo": 8.328, "change": -9.49, "open": 11.9, "high": 12.2, "low": 7.73, "tick": "up", "last_trade_price": 8.77, "last_trade_time": "2026-11-11T15:58:14", "percent_change": -51.9715, "prev_day_close": 8.44500017166138}, {"option": "SPY261117C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.112, "open_interest": 682.0, "volume": 348.0, "delta": 0.2577, "gamma": 0.0294, "vega": 0.32, "theta": -0.2992, "rho": 0.0318, "theo": 1.6722, "change": 1.225, "open": 1.45, "high": 2.45, "low": 0.99, "tick": "up", "last_trade_price": 1.69, "last_trade_time": "2026-11-11T16:13:46", "percent_change": 263.441, "prev_day_close": 1.62000000476837}, {"option": "SPY261117P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1104, "open_interest": 123.0, "volume": 4.0, "delta": -0.7529, "gamma": 0.0308, "vega": 0.3127, "theta": -0.3089, "rho": -0.0681, "theo": 9.0284, "change": -10.25, "open": 12.31, "high": 12.31, "low": 8.92, "tick": "down", "last_trade_price": 8.92, "last_trade_time": "2026-11-11T12:29:02", "percent_change": -53.469, "prev_day_close": 9.14000034332275}, {"option": "SPY261117C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 425.0, "volume": 427.0, "delta": 0.2271, "gamma": 0.0278, "vega": 0.3003, "theta": -0.2745, "rho": 0.028, "theo": 1.3996, "change": 1.02, "open": 1.21, "high": 2.1, "low": 0.79, "tick": "up", "last_trade_price": 1.4, "last_trade_time": "2026-11-11T16:13:28", "percent_change": 268.421, "prev_day_close": 1.34500002861023}, {"option": "SPY261117P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1093, "open_interest": 76.0, "volume": 14.0, "delta": -0.7856, "gamma": 0.0294, "vega": 0.2887, "theta": -0.2891, "rho": -0.0692, "theo": 9.7688, "change": -9.805, "open": 11.33, "high": 11.46, "low": 8.53, "tick": "no_change", "last_trade_price": 10.05, "last_trade_time": "2026-11-11T14:20:31", "percent_change": -49.383, "prev_day_close": 9.88500022888184}, {"option": "SPY261117C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1095, "open_interest": 768.0, "volume": 875.0, "delta": 0.1982, "gamma": 0.0259, "vega": 0.2791, "theta": -0.249, "rho": 0.0244, "theo": 1.1611, "change": 0.85, "open": 1.06, "high": 1.79, "low": 0.77, "tick": "no_change", "last_trade_price": 1.16, "last_trade_time": "2026-11-11T16:12:04", "percent_change": 274.194, "prev_day_close": 1.10500001907349}, {"option": "SPY261117P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1071, "open_interest": 129.0, "volume": 124.0, "delta": -0.8164, "gamma": 0.0278, "vega": 0.2658, "theta": -0.2679, "rho": -0.0645, "theo": 10.5442, "change": -10.39, "open": 12.41, "high": 12.41, "low": 10.03, "tick": "up", "last_trade_price": 10.47, "last_trade_time": "2026-11-11T15:11:42", "percent_change": -49.8082, "prev_day_close": 10.6449999809265}, {"option": "SPY261117C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1085, "open_interest": 881.0, "volume": 386.0, "delta": 0.1713, "gamma": 0.0239, "vega": 0.2566, "theta": -0.2231, "rho": 0.0211, "theo": 0.9539, "change": 0.7, "open": 0.88, "high": 1.5, "low": 0.57, "tick": "up", "last_trade_price": 0.95, "last_trade_time": "2026-11-11T16:11:50", "percent_change": 280.0, "prev_day_close": 0.895000010728836}, {"option": "SPY261117P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1056, "open_interest": 58.0, "volume": 110.0, "delta": -0.8458, "gamma": 0.026, "vega": 0.2385, "theta": -0.2474, "rho": -0.0666, "theo": 11.3541, "change": -10.61, "open": 10.45, "high": 11.36, "low": 10.42, "tick": "down", "last_trade_price": 11.23, "last_trade_time": "2026-11-11T15:11:37", "percent_change": -48.5806, "prev_day_close": 11.4750003814697}, {"option": "SPY261117C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1076, "open_interest": 680.0, "volume": 693.0, "delta": 0.1464, "gamma": 0.0217, "vega": 0.2335, "theta": -0.1974, "rho": 0.018, "theo": 0.7755, "change": 0.565, "open": 0.74, "high": 1.23, "low": 0.45, "tick": "up", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T16:14:37", "percent_change": 275.61, "prev_day_close": 0.724999994039536}, {"option": "SPY261117P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.103, "open_interest": 52.0, "volume": 103.0, "delta": -0.8738, "gamma": 0.0244, "vega": 0.2109, "theta": -0.2244, "rho": -0.0588, "theo": 12.1963, "change": -10.68, "open": 12.4, "high": 12.4, "low": 12.13, "tick": "down", "last_trade_price": 12.13, "last_trade_time": "2026-11-11T15:11:04", "percent_change": -46.8216, "prev_day_close": 12.3049998283386}, {"option": "SPY261117C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1065, "open_interest": 381.0, "volume": 406.0, "delta": 0.1236, "gamma": 0.0195, "vega": 0.2097, "theta": -0.172, "rho": 0.0152, "theo": 0.6223, "change": 0.405, "open": 0.68, "high": 1.0, "low": 0.45, "tick": "up", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T16:03:30", "percent_change": 245.455, "prev_day_close": 0.5799999833107}, {"option": "SPY261117P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1261, "open_interest": 2.0, "volume": 3.0, "delta": -0.8998, "gamma": 0.0228, "vega": 0.1826, "theta": -0.2012, "rho": -0.0552, "theo": 13.0666, "change": -11.295, "open": 17.05, "high": 17.05, "low": 12.24, "tick": "up", "last_trade_price": 12.45, "last_trade_time": "2026-11-11T13:02:01", "percent_change": -47.5679, "prev_day_close": 13.3000001907349}, {"option": "SPY261117C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1056, "open_interest": 1656.0, "volume": 630.0, "delta": 0.1033, "gamma": 0.0173, "vega": 0.1866, "theta": -0.1481, "rho": 0.0127, "theo": 0.495, "change": 0.355, "open": 0.55, "high": 0.85, "low": 0.32, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T15:48:13", "percent_change": 262.963, "prev_day_close": 0.459999993443489}, {"option": "SPY261117P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 5.0, "volume": 8.0, "delta": -0.924, "gamma": 0.0209, "vega": 0.1501, "theta": -0.1723, "rho": -0.0479, "theo": 13.9689, "change": -10.925, "open": 13.55, "high": 13.81, "low": 12.18, "tick": "up", "last_trade_price": 13.81, "last_trade_time": "2026-11-11T15:11:12", "percent_change": -44.1682, "prev_day_close": 13.9450001716614}, {"option": "SPY261117C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.105, "open_interest": 1070.0, "volume": 1235.0, "delta": 0.0856, "gamma": 0.0152, "vega": 0.1642, "theta": -0.1261, "rho": 0.0105, "theo": 0.391, "change": 0.28, "open": 0.46, "high": 0.71, "low": 0.25, "tick": "up", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T16:14:05", "percent_change": 254.545, "prev_day_close": 0.359999999403954}, {"option": "SPY261117P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0993, "open_interest": 1.0, "volume": 6.0, "delta": -0.946, "gamma": 0.0184, "vega": 0.1193, "theta": -0.1481, "rho": -0.0317, "theo": 14.8969, "change": -10.32, "open": 19.69, "high": 19.69, "low": 15.42, "tick": "down", "last_trade_price": 15.42, "last_trade_time": "2026-11-11T11:55:59", "percent_change": -40.0932, "prev_day_close": 14.9200000762939}, {"option": "SPY261117C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1039, "open_interest": 354.0, "volume": 303.0, "delta": 0.0701, "gamma": 0.0132, "vega": 0.1429, "theta": -0.1059, "rho": 0.0086, "theo": 0.3056, "change": 0.22, "open": 0.41, "high": 0.53, "low": 0.26, "tick": "up", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:12:34", "percent_change": 244.444, "prev_day_close": 0.280000001192093}, {"option": "SPY261117P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1092, "open_interest": 0.0, "volume": 2.0, "delta": -0.9645, "gamma": 0.0154, "vega": 0.0886, "theta": -0.1218, "rho": -0.0199, "theo": 15.8463, "change": -12.175, "open": 14.06, "high": 14.55, "low": 14.06, "tick": "up", "last_trade_price": 14.55, "last_trade_time": "2026-11-11T13:36:24", "percent_change": -45.5566, "prev_day_close": 15.9849996566772}, {"option": "SPY261117C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1036, "open_interest": 694.0, "volume": 933.0, "delta": 0.057, "gamma": 0.0113, "vega": 0.1233, "theta": -0.0882, "rho": 0.007, "theo": 0.2376, "change": 0.155, "open": 0.34, "high": 0.47, "low": 0.16, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T16:09:29", "percent_change": 206.667, "prev_day_close": 0.219999998807907}, {"option": "SPY261117P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1114, "open_interest": 0.0, "volume": 2.0, "delta": -0.9786, "gamma": 0.0111, "vega": 0.0604, "theta": -0.1075, "rho": -0.0156, "theo": 16.8206, "change": -12.475, "open": 14.93, "high": 15.15, "low": 14.93, "tick": "up", "last_trade_price": 15.15, "last_trade_time": "2026-11-11T14:01:09", "percent_change": -45.1584, "prev_day_close": 17.0450005531311}, {"option": "SPY261117C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1036, "open_interest": 280.0, "volume": 176.0, "delta": 0.0461, "gamma": 0.0096, "vega": 0.1056, "theta": -0.073, "rho": 0.0056, "theo": 0.1844, "change": 0.13, "open": 0.29, "high": 0.38, "low": 0.17, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T16:14:10", "percent_change": 216.667, "prev_day_close": 0.170000001788139}, {"option": "SPY261117P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1164, "open_interest": 2.0, "volume": 2.0, "delta": -0.9887, "gamma": 0.0073, "vega": 0.0367, "theta": -0.0967, "rho": -0.0052, "theo": 17.8045, "change": -12.075, "open": 16.56, "high": 16.56, "low": 16.56, "tick": "down", "last_trade_price": 16.56, "last_trade_time": "2026-11-11T13:34:53", "percent_change": -42.1687, "prev_day_close": 18.0349998474121}, {"option": "SPY261117C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1036, "open_interest": 257.0, "volume": 86.0, "delta": 0.0372, "gamma": 0.008, "vega": 0.0901, "theta": -0.0602, "rho": 0.0045, "theo": 0.1435, "change": 0.075, "open": 0.24, "high": 0.28, "low": 0.12, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T16:03:21", "percent_change": 136.364, "prev_day_close": 0.134999997913837}, {"option": "SPY261117P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1221, "open_interest": 0.0, "volume": 0.0, "delta": -0.9944, "gamma": 0.0041, "vega": 0.0217, "theta": -0.0915, "rho": -0.0047, "theo": 18.7986, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.37, "last_trade_time": "2026-11-04T10:30:44", "percent_change": 0.0, "prev_day_close": 19.039999961853}, {"option": "SPY261117C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 699.0, "volume": 194.0, "delta": 0.0301, "gamma": 0.0067, "vega": 0.0767, "theta": -0.0497, "rho": 0.0036, "theo": 0.1124, "change": 0.055, "open": 0.15, "high": 0.23, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:59:42", "percent_change": 122.222, "prev_day_close": 0.105000000447035}, {"option": "SPY261117P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1264, "open_interest": 2.0, "volume": 0.0, "delta": -0.9976, "gamma": 0.002, "vega": 0.0099, "theta": -0.0892, "rho": -0.0006, "theo": 19.7959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.78, "last_trade_time": "2026-11-10T15:34:54", "percent_change": 0.0, "prev_day_close": 20.0349998474121}, {"option": "SPY261117C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1035, "open_interest": 186.0, "volume": 145.0, "delta": 0.0244, "gamma": 0.0056, "vega": 0.0654, "theta": -0.0413, "rho": 0.003, "theo": 0.0889, "change": 0.055, "open": 0.12, "high": 0.19, "low": 0.09, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:09:41", "percent_change": 157.143, "prev_day_close": 0.0850000008940697}, {"option": "SPY261117P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1314, "open_interest": 0.0, "volume": 0.0, "delta": -0.999, "gamma": 0.0009, "vega": 0.0054, "theta": -0.0885, "rho": -0.0007, "theo": 20.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.87, "last_trade_time": "2026-11-10T14:58:51", "percent_change": 0.0, "prev_day_close": 21.039999961853}, {"option": "SPY261117C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1049, "open_interest": 1499.0, "volume": 3194.0, "delta": 0.0198, "gamma": 0.0047, "vega": 0.0556, "theta": -0.0342, "rho": 0.0024, "theo": 0.0705, "change": 0.035, "open": 0.1, "high": 0.16, "low": 0.06, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:57:46", "percent_change": 100.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261117P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 0.0, "volume": 8.0, "delta": -0.9997, "gamma": 0.0003, "vega": 0.0016, "theta": -0.0882, "rho": 0.0, "theo": 21.795, "change": -10.795, "open": 21.68, "high": 21.94, "low": 20.49, "tick": "up", "last_trade_price": 21.94, "last_trade_time": "2026-11-11T15:09:34", "percent_change": -32.9769, "prev_day_close": 22.0349998474121}, {"option": "SPY261117C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1055, "open_interest": 397.0, "volume": 63.0, "delta": 0.0164, "gamma": 0.004, "vega": 0.0479, "theta": -0.029, "rho": 0.002, "theo": 0.0575, "change": 0.02, "open": 0.12, "high": 0.14, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:03:21", "percent_change": 66.6667, "prev_day_close": 0.0549999997019768}, {"option": "SPY261117P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 0.0, "volume": 0.0, "delta": -0.9999, "gamma": 0.0001, "vega": 0.0008, "theta": -0.0882, "rho": 0.0, "theo": 22.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.0650005340576}, {"option": "SPY261117C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1068, "open_interest": 432.0, "volume": 75.0, "delta": 0.0138, "gamma": 0.0034, "vega": 0.0417, "theta": -0.0249, "rho": 0.0017, "theo": 0.0478, "change": 0.025, "open": 0.07, "high": 0.11, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:59:42", "percent_change": 100.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261117P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0004, "theta": -0.0882, "rho": 0.0, "theo": 23.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.68, "last_trade_time": "2026-11-05T10:20:43", "percent_change": 0.0, "prev_day_close": 23.9300003051758}, {"option": "SPY261117C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1087, "open_interest": 412.0, "volume": 9.0, "delta": 0.012, "gamma": 0.003, "vega": 0.0371, "theta": -0.022, "rho": 0.0014, "theo": 0.0411, "change": 0.015, "open": 0.07, "high": 0.07, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261117P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 24.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.67, "last_trade_time": "2026-11-05T10:20:43", "percent_change": 0.0, "prev_day_close": 24.9700002670288}, {"option": "SPY261117C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1108, "open_interest": 266.0, "volume": 544.0, "delta": 0.0103, "gamma": 0.0026, "vega": 0.0329, "theta": -0.0194, "rho": 0.0012, "theo": 0.0354, "change": 0.02, "open": 0.07, "high": 0.08, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:59:46", "percent_change": 100.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261117P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 25.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.62, "last_trade_time": "2026-11-05T10:20:44", "percent_change": 0.0, "prev_day_close": 25.9850006103516}, {"option": "SPY261117C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 1632.0, "volume": 404.0, "delta": 0.009, "gamma": 0.0022, "vega": 0.0293, "theta": -0.0174, "rho": 0.0011, "theo": 0.031, "change": 0.02, "open": 0.06, "high": 0.07, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:47", "percent_change": 100.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261117P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 26.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.62, "last_trade_time": "2026-11-05T10:20:44", "percent_change": 0.0, "prev_day_close": 27.0}, {"option": "SPY261117C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 390.0, "volume": 616.0, "delta": 0.008, "gamma": 0.002, "vega": 0.0266, "theta": -0.0158, "rho": 0.001, "theo": 0.0277, "change": 0.01, "open": 0.04, "high": 0.07, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:07:43", "percent_change": 50.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 27.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.62, "last_trade_time": "2026-11-05T10:20:44", "percent_change": 0.0, "prev_day_close": 27.9550008773804}, {"option": "SPY261117C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 652.0, "volume": 1234.0, "delta": 0.0072, "gamma": 0.0018, "vega": 0.0243, "theta": -0.0146, "rho": 0.0009, "theo": 0.0251, "change": 0.015, "open": 0.04, "high": 0.05, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:14:56", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 28.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.9900007247925}, {"option": "SPY261117C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 791.0, "volume": 17.0, "delta": 0.0066, "gamma": 0.0016, "vega": 0.0224, "theta": -0.0136, "rho": 0.0008, "theo": 0.0232, "change": 0.035, "open": 0.03, "high": 0.06, "low": 0.03, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:21:36", "percent_change": 233.333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 29.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.7, "last_trade_time": "2026-11-09T11:11:07", "percent_change": 0.0, "prev_day_close": 29.9850006103516}, {"option": "SPY261117C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1195, "open_interest": 182.0, "volume": 2319.0, "delta": 0.0061, "gamma": 0.0014, "vega": 0.0208, "theta": -0.0128, "rho": 0.0007, "theo": 0.0216, "change": 0.015, "open": 0.04, "high": 0.05, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:53:33", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261117P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 30.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.9800004959106}, {"option": "SPY261117C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 763.0, "volume": 1202.0, "delta": 0.0056, "gamma": 0.0013, "vega": 0.0195, "theta": -0.0122, "rho": 0.0007, "theo": 0.0203, "change": 0.025, "open": 0.04, "high": 0.05, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:06:19", "percent_change": 166.667, "prev_day_close": 0.0199999995529652}, {"option": "SPY261117P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 31.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.9850006103516}, {"option": "SPY261117C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1263, "open_interest": 318.0, "volume": 11.0, "delta": 0.0053, "gamma": 0.0012, "vega": 0.0184, "theta": -0.0117, "rho": 0.0006, "theo": 0.0193, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:56:36", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 32.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.9850006103516}, {"option": "SPY261117C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 393.0, "volume": 600.0, "delta": 0.005, "gamma": 0.0011, "vega": 0.0174, "theta": -0.0113, "rho": 0.0006, "theo": 0.0185, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:20:29", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 33.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.8649997711182}, {"option": "SPY261117C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1331, "open_interest": 421.0, "volume": 1407.0, "delta": 0.0047, "gamma": 0.0011, "vega": 0.0166, "theta": -0.011, "rho": 0.0006, "theo": 0.0178, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:16:43", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 34.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.9349994659424}, {"option": "SPY261117C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1364, "open_interest": 184.0, "volume": 898.0, "delta": 0.0045, "gamma": 0.001, "vega": 0.0158, "theta": -0.0106, "rho": 0.0005, "theo": 0.0172, "change": 0.015, "open": 0.02, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T11:25:50", "percent_change": 100.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 35.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.9949989318848}, {"option": "SPY261117C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 397.0, "volume": 1602.0, "delta": 0.0043, "gamma": 0.0009, "vega": 0.0151, "theta": -0.0104, "rho": 0.0005, "theo": 0.0167, "change": 0.015, "open": 0.02, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T11:04:48", "percent_change": 100.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 36.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.9799995422363}, {"option": "SPY261117C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 175.0, "volume": 102.0, "delta": 0.0041, "gamma": 0.0009, "vega": 0.0145, "theta": -0.0102, "rho": 0.0005, "theo": 0.0162, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:03:21", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 37.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.9599990844727}, {"option": "SPY261117C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1422, "open_interest": 292.0, "volume": 200.0, "delta": 0.0039, "gamma": 0.0008, "vega": 0.0139, "theta": -0.0099, "rho": 0.0005, "theo": 0.0158, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:12:09", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 38.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9849987030029}, {"option": "SPY261117C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1455, "open_interest": 60.0, "volume": 242.0, "delta": 0.0038, "gamma": 0.0008, "vega": 0.0134, "theta": -0.0097, "rho": 0.0004, "theo": 0.0154, "change": 0.005, "open": 0.02, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:54:34", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 39.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.9599990844727}, {"option": "SPY261117C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 143.0, "volume": 1098.0, "delta": 0.0031, "gamma": 0.0006, "vega": 0.0112, "theta": -0.0089, "rho": 0.0004, "theo": 0.0138, "change": 0.005, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:07:42", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 44.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261117C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 367.0, "volume": 1010.0, "delta": 0.0026, "gamma": 0.0005, "vega": 0.0095, "theta": -0.0082, "rho": 0.0003, "theo": 0.0125, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:06:21", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9549999237061}, {"option": "SPY261117C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 369.0, "volume": 197.0, "delta": 0.0023, "gamma": 0.0004, "vega": 0.0082, "theta": -0.0076, "rho": 0.0003, "theo": 0.0113, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:23:49", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9899997711182}, {"option": "SPY261117C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2008, "open_interest": 270.0, "volume": 17.0, "delta": 0.0019, "gamma": 0.0003, "vega": 0.007, "theta": -0.007, "rho": 0.0002, "theo": 0.0102, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:52:11", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261117P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9500007629394}, {"option": "SPY261117C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 257.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0003, "vega": 0.0061, "theta": -0.0064, "rho": 0.0002, "theo": 0.0093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:19:08", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY261117P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 64.795, "change": -10.68, "open": 64.93, "high": 64.93, "low": 64.93, "tick": "down", "last_trade_price": 64.93, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -14.1251, "prev_day_close": 64.9900016784668}, {"option": "SPY261117C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.23, "open_interest": 581.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0002, "vega": 0.0053, "theta": -0.0059, "rho": 0.0002, "theo": 0.0084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T12:48:32", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY261117P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 69.795, "change": -10.97, "open": 69.91, "high": 69.91, "low": 69.91, "tick": "down", "last_trade_price": 69.91, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -13.5633, "prev_day_close": 69.9799995422363}, {"option": "SPY261117C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2444, "open_interest": 279.0, "volume": 2.0, "delta": 0.0013, "gamma": 0.0002, "vega": 0.0047, "theta": -0.0054, "rho": 0.0001, "theo": 0.0076, "change": 0.0, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:44:34", "percent_change": 2.23517e-06, "prev_day_close": 0.00999999977648258}, {"option": "SPY261117P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0882, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 89.07, "last_trade_time": "2026-11-10T12:52:16", "percent_change": 0.0, "prev_day_close": 74.9850006103516}, {"option": "SPY261118C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0001, "vega": 0.0053, "theta": 0.0, "rho": 0.1147, "theo": 160.6932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.504997253418}, {"option": "SPY261118P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5846, "open_interest": 276.0, "volume": 5602.0, "delta": -0.0015, "gamma": 0.0001, "vega": 0.0054, "theta": -0.0157, "rho": -0.0002, "theo": 0.0257, "change": -0.065, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:08:00", "percent_change": -68.4211, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 4.0, "delta": 0.9982, "gamma": 0.0001, "vega": 0.006, "theta": 0.0, "rho": 0.1156, "theo": 155.7004, "change": 13.285, "open": 158.12, "high": 158.15, "low": 157.76, "tick": "up", "last_trade_price": 158.15, "last_trade_time": "2026-11-11T13:50:20", "percent_change": 9.1706, "prev_day_close": 155.529998779297}, {"option": "SPY261118P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5657, "open_interest": 371.0, "volume": 5836.0, "delta": -0.0017, "gamma": 0.0001, "vega": 0.006, "theta": -0.0171, "rho": -0.0002, "theo": 0.0284, "change": -0.075, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:04:17", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261118C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0001, "vega": 0.0067, "theta": -0.0004, "rho": 0.1165, "theo": 150.7079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 150.564994812012}, {"option": "SPY261118P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5639, "open_interest": 143.0, "volume": 6001.0, "delta": -0.0019, "gamma": 0.0001, "vega": 0.0067, "theta": -0.0188, "rho": -0.0003, "theo": 0.0316, "change": -0.075, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:59:13", "percent_change": -71.4286, "prev_day_close": 0.034999999217689}, {"option": "SPY261118C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0001, "vega": 0.0074, "theta": -0.0028, "rho": 0.1174, "theo": 145.7156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 145.525001525879}, {"option": "SPY261118P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5448, "open_interest": 496.0, "volume": 5200.0, "delta": -0.0022, "gamma": 0.0001, "vega": 0.0074, "theta": -0.0206, "rho": -0.0003, "theo": 0.035, "change": -0.075, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T13:11:26", "percent_change": -65.2174, "prev_day_close": 0.034999999217689}, {"option": "SPY261118C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.449, "open_interest": 0.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0001, "vega": 0.0082, "theta": -0.0053, "rho": 0.1184, "theo": 140.7236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.530006408691}, {"option": "SPY261118P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5257, "open_interest": 495.0, "volume": 6410.0, "delta": -0.0024, "gamma": 0.0001, "vega": 0.0082, "theta": -0.0224, "rho": -0.0004, "theo": 0.0387, "change": -0.085, "open": 0.07, "high": 0.07, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:07:50", "percent_change": -68.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261118C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3844, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0001, "vega": 0.0092, "theta": -0.0079, "rho": 0.1193, "theo": 135.7319, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.529998779297}, {"option": "SPY261118P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5192, "open_interest": 106.0, "volume": 5006.0, "delta": -0.0027, "gamma": 0.0001, "vega": 0.0091, "theta": -0.0244, "rho": -0.0004, "theo": 0.0427, "change": -0.095, "open": 0.06, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T13:14:48", "percent_change": -70.3704, "prev_day_close": 0.0449999999254942}, {"option": "SPY261118C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0002, "vega": 0.0102, "theta": -0.0106, "rho": 0.1202, "theo": 130.7405, "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": 130.574996948242}, {"option": "SPY261118P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4998, "open_interest": 556.0, "volume": 3225.0, "delta": -0.0031, "gamma": 0.0002, "vega": 0.0102, "theta": -0.0268, "rho": -0.0004, "theo": 0.0475, "change": -0.095, "open": 0.06, "high": 0.06, "low": 0.04, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:20:39", "percent_change": -65.5172, "prev_day_close": 0.0549999997019768}, {"option": "SPY261118C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3773, "open_interest": 0.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0002, "vega": 0.0113, "theta": -0.0134, "rho": 0.1211, "theo": 125.7495, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.544998168945}, {"option": "SPY261118P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4809, "open_interest": 682.0, "volume": 1482.0, "delta": -0.0034, "gamma": 0.0002, "vega": 0.0112, "theta": -0.0287, "rho": -0.0005, "theo": 0.0516, "change": -0.095, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:14:49", "percent_change": -65.5172, "prev_day_close": 0.0549999997019768}, {"option": "SPY261118C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9961, "gamma": 0.0002, "vega": 0.0124, "theta": -0.0164, "rho": 0.122, "theo": 120.7588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 120.610000610352}, {"option": "SPY261118P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4711, "open_interest": 15.0, "volume": 15.0, "delta": -0.0039, "gamma": 0.0002, "vega": 0.0125, "theta": -0.0314, "rho": -0.0006, "theo": 0.0573, "change": -0.095, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:13:24", "percent_change": -61.2903, "prev_day_close": 0.0649999994784594}, {"option": "SPY261118C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3969, "open_interest": 0.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0003, "vega": 0.0138, "theta": -0.0194, "rho": 0.1229, "theo": 115.7684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 115.565002441406}, {"option": "SPY261118P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.46, "open_interest": 0.0, "volume": 0.0, "delta": -0.0043, "gamma": 0.0003, "vega": 0.0138, "theta": -0.0335, "rho": -0.0006, "theo": 0.062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261118C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3914, "open_interest": 0.0, "volume": 0.0, "delta": 0.9951, "gamma": 0.0003, "vega": 0.0152, "theta": -0.0226, "rho": 0.1238, "theo": 110.7784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 110.574996948242}, {"option": "SPY261118P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4475, "open_interest": 6782.0, "volume": 6796.0, "delta": -0.0048, "gamma": 0.0003, "vega": 0.0153, "theta": -0.0362, "rho": -0.0007, "theo": 0.0681, "change": -0.105, "open": 0.14, "high": 0.14, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -60.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261118C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3828, "open_interest": 0.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0003, "vega": 0.0168, "theta": -0.0259, "rho": 0.1247, "theo": 105.7889, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 105.630001068115}, {"option": "SPY261118P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4281, "open_interest": 1506.0, "volume": 1508.0, "delta": -0.0054, "gamma": 0.0003, "vega": 0.0169, "theta": -0.0389, "rho": -0.0008, "theo": 0.0742, "change": -0.125, "open": 0.11, "high": 0.11, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T13:50:11", "percent_change": -64.1026, "prev_day_close": 0.0850000008940697}, {"option": "SPY261118C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3222, "open_interest": 0.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0004, "vega": 0.0186, "theta": -0.0293, "rho": 0.1255, "theo": 100.7998, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 100.639999389648}, {"option": "SPY261118P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4086, "open_interest": 1054.0, "volume": 1053.0, "delta": -0.006, "gamma": 0.0004, "vega": 0.0186, "theta": -0.0414, "rho": -0.0008, "theo": 0.0802, "change": -0.125, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -60.9756, "prev_day_close": 0.0850000008940697}, {"option": "SPY261118C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3238, "open_interest": 0.0, "volume": 0.0, "delta": 0.9932, "gamma": 0.0004, "vega": 0.0206, "theta": -0.0328, "rho": 0.1264, "theo": 95.8112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 95.5850028991699}, {"option": "SPY261118P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3944, "open_interest": 40.0, "volume": 35.0, "delta": -0.0067, "gamma": 0.0004, "vega": 0.0206, "theta": -0.0446, "rho": -0.001, "theo": 0.0879, "change": -0.135, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:02:01", "percent_change": -62.7907, "prev_day_close": 0.0950000025331974}, {"option": "SPY261118C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3471, "open_interest": 0.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0005, "vega": 0.0227, "theta": -0.0365, "rho": 0.1272, "theo": 90.8231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 90.625}, {"option": "SPY261118P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3797, "open_interest": 30.0, "volume": 30.0, "delta": -0.0075, "gamma": 0.0005, "vega": 0.0228, "theta": -0.0476, "rho": -0.0011, "theo": 0.0955, "change": -0.145, "open": 0.11, "high": 0.11, "low": 0.09, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:07:00", "percent_change": -61.7021, "prev_day_close": 0.105000000447035}, {"option": "SPY261118C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3368, "open_interest": 0.0, "volume": 0.0, "delta": 0.9915, "gamma": 0.0006, "vega": 0.0252, "theta": -0.0403, "rho": 0.128, "theo": 85.8357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 85.5949974060059}, {"option": "SPY261118P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3643, "open_interest": 385.0, "volume": 355.0, "delta": -0.0084, "gamma": 0.0006, "vega": 0.0253, "theta": -0.0508, "rho": -0.0012, "theo": 0.1038, "change": -0.155, "open": 0.14, "high": 0.14, "low": 0.09, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:08:10", "percent_change": -60.7843, "prev_day_close": 0.105000000447035}, {"option": "SPY261118C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2928, "open_interest": 11.0, "volume": 29.0, "delta": 0.9905, "gamma": 0.0007, "vega": 0.028, "theta": -0.0443, "rho": 0.1288, "theo": 80.8492, "change": 10.13, "open": 79.98, "high": 82.63, "low": 78.55, "tick": "up", "last_trade_price": 80.22, "last_trade_time": "2026-11-11T15:59:41", "percent_change": 14.4528, "prev_day_close": 80.6199989318848}, {"option": "SPY261118P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3483, "open_interest": 11518.0, "volume": 11408.0, "delta": -0.0095, "gamma": 0.0007, "vega": 0.0281, "theta": -0.0543, "rho": -0.0013, "theo": 0.113, "change": -0.155, "open": 0.14, "high": 0.16, "low": 0.11, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T16:14:43", "percent_change": -56.3636, "prev_day_close": 0.114999998360872}, {"option": "SPY261118C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2859, "open_interest": 0.0, "volume": 0.0, "delta": 0.9893, "gamma": 0.0008, "vega": 0.0312, "theta": -0.0486, "rho": 0.1296, "theo": 75.8637, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 75.6450004577637}, {"option": "SPY261118P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.332, "open_interest": 276.0, "volume": 3.0, "delta": -0.0107, "gamma": 0.0008, "vega": 0.0312, "theta": -0.0579, "rho": -0.0015, "theo": 0.123, "change": -0.175, "open": 0.13, "high": 0.14, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T14:01:18", "percent_change": -59.322, "prev_day_close": 0.12499999627471}, {"option": "SPY261118C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2968, "open_interest": 10.0, "volume": 68.0, "delta": 0.9878, "gamma": 0.0009, "vega": 0.0348, "theta": -0.0533, "rho": 0.1304, "theo": 70.8796, "change": 10.04, "open": 68.53, "high": 73.73, "low": 68.53, "tick": "down", "last_trade_price": 70.2, "last_trade_time": "2026-11-11T15:59:50", "percent_change": 16.6888, "prev_day_close": 70.7000007629394}, {"option": "SPY261118P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3146, "open_interest": 800.0, "volume": 268.0, "delta": -0.0121, "gamma": 0.0009, "vega": 0.0349, "theta": -0.0621, "rho": -0.0017, "theo": 0.1349, "change": -0.195, "open": 0.16, "high": 0.18, "low": 0.12, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T16:00:23", "percent_change": -58.209, "prev_day_close": 0.145000003278255}, {"option": "SPY261118C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2815, "open_interest": 7.0, "volume": 22.0, "delta": 0.9861, "gamma": 0.0011, "vega": 0.0392, "theta": -0.0585, "rho": 0.1311, "theo": 65.8975, "change": 11.58, "open": 63.34, "high": 68.51, "low": 63.34, "tick": "up", "last_trade_price": 66.42, "last_trade_time": "2026-11-11T16:00:02", "percent_change": 21.116, "prev_day_close": 65.7150001525879}, {"option": "SPY261118P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2971, "open_interest": 940.0, "volume": 142.0, "delta": -0.0139, "gamma": 0.0011, "vega": 0.0393, "theta": -0.0667, "rho": -0.002, "theo": 0.1486, "change": -0.235, "open": 0.2, "high": 0.2, "low": 0.14, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:01:57", "percent_change": -62.6667, "prev_day_close": 0.155000001192093}, {"option": "SPY261118C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2701, "open_interest": 4.0, "volume": 54.0, "delta": 0.9839, "gamma": 0.0013, "vega": 0.0445, "theta": -0.0646, "rho": 0.1317, "theo": 60.9185, "change": 10.115, "open": 57.84, "high": 62.87, "low": 57.84, "tick": "up", "last_trade_price": 60.38, "last_trade_time": "2026-11-11T15:57:35", "percent_change": 20.1233, "prev_day_close": 60.7399997711182}, {"option": "SPY261118P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2816, "open_interest": 1898.0, "volume": 1544.0, "delta": -0.0161, "gamma": 0.0013, "vega": 0.0446, "theta": -0.0722, "rho": -0.0023, "theo": 0.1655, "change": -0.27, "open": 0.2, "high": 0.25, "low": 0.14, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T16:14:29", "percent_change": -61.3636, "prev_day_close": 0.175000004470348}, {"option": "SPY261118C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2528, "open_interest": 9.0, "volume": 56.0, "delta": 0.9812, "gamma": 0.0016, "vega": 0.051, "theta": -0.0719, "rho": 0.1323, "theo": 55.9442, "change": 10.12, "open": 53.34, "high": 57.09, "low": 53.28, "tick": "down", "last_trade_price": 55.49, "last_trade_time": "2026-11-11T15:57:44", "percent_change": 22.3055, "prev_day_close": 55.7900009155273}, {"option": "SPY261118P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2652, "open_interest": 749.0, "volume": 513.0, "delta": -0.0189, "gamma": 0.0016, "vega": 0.0512, "theta": -0.079, "rho": -0.0027, "theo": 0.1872, "change": -0.345, "open": 0.23, "high": 0.29, "low": 0.17, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T16:14:29", "percent_change": -65.7143, "prev_day_close": 0.195000000298023}, {"option": "SPY261118C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2384, "open_interest": 7.0, "volume": 52.0, "delta": 0.9774, "gamma": 0.002, "vega": 0.0596, "theta": -0.0812, "rho": 0.1327, "theo": 50.9773, "change": 9.9, "open": 48.22, "high": 54.41, "low": 48.22, "tick": "up", "last_trade_price": 50.4, "last_trade_time": "2026-11-11T15:56:50", "percent_change": 24.4444, "prev_day_close": 50.7399997711182}, {"option": "SPY261118P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2496, "open_interest": 688.0, "volume": 203.0, "delta": -0.0226, "gamma": 0.002, "vega": 0.0598, "theta": -0.0879, "rho": -0.0032, "theo": 0.2164, "change": -0.435, "open": 0.28, "high": 0.36, "low": 0.19, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T16:14:29", "percent_change": -67.4419, "prev_day_close": 0.225000001490116}, {"option": "SPY261118C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2271, "open_interest": 8.0, "volume": 50.0, "delta": 0.9723, "gamma": 0.0026, "vega": 0.0707, "theta": -0.0935, "rho": 0.1329, "theo": 46.0225, "change": 10.195, "open": 41.8, "high": 47.3, "low": 41.8, "tick": "up", "last_trade_price": 45.62, "last_trade_time": "2026-11-11T15:57:53", "percent_change": 28.7791, "prev_day_close": 45.8449993133545}, {"option": "SPY261118P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2348, "open_interest": 984.0, "volume": 493.0, "delta": -0.0277, "gamma": 0.0026, "vega": 0.0708, "theta": -0.0992, "rho": -0.0039, "theo": 0.2561, "change": -0.57, "open": 0.33, "high": 0.44, "low": 0.23, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T16:14:29", "percent_change": -69.5122, "prev_day_close": 0.265000000596046}, {"option": "SPY261118C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2251, "open_interest": 0.0, "volume": 0.0, "delta": 0.971, "gamma": 0.0027, "vega": 0.0734, "theta": -0.0965, "rho": 0.1329, "theo": 45.0336, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.8799991607666}, {"option": "SPY261118P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2318, "open_interest": 652.0, "volume": 41.0, "delta": -0.029, "gamma": 0.0027, "vega": 0.0737, "theta": -0.1024, "rho": -0.0041, "theo": 0.2675, "change": -0.61, "open": 0.34, "high": 0.44, "low": 0.25, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T13:22:21", "percent_change": -70.9302, "prev_day_close": 0.284999996423721}, {"option": "SPY261118C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2222, "open_interest": 5.0, "volume": 34.0, "delta": 0.9696, "gamma": 0.0028, "vega": 0.0763, "theta": -0.0996, "rho": 0.1329, "theo": 44.0455, "change": 9.08, "open": 41.24, "high": 45.27, "low": 41.21, "tick": "down", "last_trade_price": 42.85, "last_trade_time": "2026-11-11T15:56:22", "percent_change": 26.8878, "prev_day_close": 43.8150005340576}, {"option": "SPY261118P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2286, "open_interest": 401.0, "volume": 2.0, "delta": -0.0303, "gamma": 0.0028, "vega": 0.0763, "theta": -0.1051, "rho": -0.0042, "theo": 0.2773, "change": -0.63, "open": 0.27, "high": 0.28, "low": 0.27, "tick": "up", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T16:13:57", "percent_change": -69.2308, "prev_day_close": 0.295000001788139}, {"option": "SPY261118C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2128, "open_interest": 12.0, "volume": 62.0, "delta": 0.9682, "gamma": 0.003, "vega": 0.0793, "theta": -0.103, "rho": 0.1329, "theo": 43.0582, "change": 9.875, "open": 40.33, "high": 45.49, "low": 40.26, "tick": "down", "last_trade_price": 42.49, "last_trade_time": "2026-11-11T15:58:43", "percent_change": 30.2775, "prev_day_close": 42.8649997711182}, {"option": "SPY261118P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.227, "open_interest": 287.0, "volume": 11.0, "delta": -0.0319, "gamma": 0.003, "vega": 0.0796, "theta": -0.1087, "rho": -0.0045, "theo": 0.2906, "change": -0.665, "open": 0.45, "high": 0.51, "low": 0.26, "tick": "up", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T16:08:17", "percent_change": -69.6335, "prev_day_close": 0.305000007152557}, {"option": "SPY261118C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2176, "open_interest": 0.0, "volume": 0.0, "delta": 0.9666, "gamma": 0.0031, "vega": 0.0826, "theta": -0.1065, "rho": 0.1329, "theo": 42.072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.8999996185303}, {"option": "SPY261118P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2237, "open_interest": 451.0, "volume": 7.0, "delta": -0.0335, "gamma": 0.0032, "vega": 0.0828, "theta": -0.1122, "rho": -0.0047, "theo": 0.3036, "change": -0.71, "open": 0.4, "high": 0.42, "low": 0.3, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:34:07", "percent_change": -70.297, "prev_day_close": 0.314999997615814}, {"option": "SPY261118C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 13.0, "volume": 108.0, "delta": 0.9648, "gamma": 0.0033, "vega": 0.086, "theta": -0.1103, "rho": 0.1328, "theo": 41.087, "change": 9.72, "open": 39.11, "high": 44.34, "low": 37.39, "tick": "up", "last_trade_price": 40.62, "last_trade_time": "2026-11-11T15:58:05", "percent_change": 31.4563, "prev_day_close": 40.8700008392334}, {"option": "SPY261118P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2209, "open_interest": 1334.0, "volume": 655.0, "delta": -0.0351, "gamma": 0.0033, "vega": 0.0861, "theta": -0.1155, "rho": -0.005, "theo": 0.3165, "change": -0.74, "open": 0.4, "high": 0.51, "low": 0.29, "tick": "up", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T16:08:10", "percent_change": -69.1589, "prev_day_close": 0.33500000834465}, {"option": "SPY261118C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 15.0, "volume": 114.0, "delta": 0.963, "gamma": 0.0035, "vega": 0.0897, "theta": -0.1143, "rho": 0.1327, "theo": 40.1031, "change": 9.565, "open": 37.21, "high": 42.29, "low": 37.21, "tick": "no_change", "last_trade_price": 39.53, "last_trade_time": "2026-11-11T15:59:22", "percent_change": 31.9206, "prev_day_close": 39.9099998474121}, {"option": "SPY261118P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2183, "open_interest": 622.0, "volume": 393.0, "delta": -0.0371, "gamma": 0.0035, "vega": 0.09, "theta": -0.1198, "rho": -0.0052, "theo": 0.333, "change": -0.76, "open": 0.45, "high": 0.56, "low": 0.3, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T15:59:35", "percent_change": -67.2566, "prev_day_close": 0.344999998807907}, {"option": "SPY261118C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2102, "open_interest": 46.0, "volume": 208.0, "delta": 0.961, "gamma": 0.0037, "vega": 0.0936, "theta": -0.1186, "rho": 0.1326, "theo": 39.1206, "change": 9.53, "open": 35.53, "high": 41.79, "low": 35.53, "tick": "up", "last_trade_price": 38.56, "last_trade_time": "2026-11-11T15:58:22", "percent_change": 32.8281, "prev_day_close": 38.9099998474121}, {"option": "SPY261118P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2154, "open_interest": 268.0, "volume": 33.0, "delta": -0.0391, "gamma": 0.0037, "vega": 0.0939, "theta": -0.1239, "rho": -0.0055, "theo": 0.3496, "change": -0.83, "open": 0.51, "high": 0.57, "low": 0.32, "tick": "up", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T16:05:47", "percent_change": -69.1667, "prev_day_close": 0.365000009536743}, {"option": "SPY261118C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2024, "open_interest": 12.0, "volume": 72.0, "delta": 0.9588, "gamma": 0.0039, "vega": 0.0977, "theta": -0.1232, "rho": 0.1325, "theo": 38.1395, "change": 9.4, "open": 36.2, "high": 40.77, "low": 36.19, "tick": "down", "last_trade_price": 37.5, "last_trade_time": "2026-11-11T15:59:31", "percent_change": 33.452, "prev_day_close": 37.9500007629394}, {"option": "SPY261118P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2128, "open_interest": 519.0, "volume": 329.0, "delta": -0.0412, "gamma": 0.0039, "vega": 0.0979, "theta": -0.128, "rho": -0.0058, "theo": 0.3665, "change": -0.85, "open": 0.49, "high": 0.69, "low": 0.36, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:55:55", "percent_change": -66.9291, "prev_day_close": 0.384999990463257}, {"option": "SPY261118C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2049, "open_interest": 20.0, "volume": 102.0, "delta": 0.9565, "gamma": 0.0042, "vega": 0.1021, "theta": -0.1281, "rho": 0.1324, "theo": 37.16, "change": 9.43, "open": 35.25, "high": 39.32, "low": 34.27, "tick": "up", "last_trade_price": 36.61, "last_trade_time": "2026-11-11T15:58:54", "percent_change": 34.6946, "prev_day_close": 37.0349998474121}, {"option": "SPY261118P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2097, "open_interest": 450.0, "volume": 225.0, "delta": -0.0435, "gamma": 0.0042, "vega": 0.1022, "theta": -0.1328, "rho": -0.0061, "theo": 0.386, "change": -0.97, "open": 0.58, "high": 0.71, "low": 0.38, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T15:13:13", "percent_change": -71.8519, "prev_day_close": 0.405000001192093}, {"option": "SPY261118C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2023, "open_interest": 21.0, "volume": 62.0, "delta": 0.9539, "gamma": 0.0044, "vega": 0.1068, "theta": -0.1332, "rho": 0.1322, "theo": 36.1822, "change": 9.53, "open": 33.92, "high": 38.04, "low": 33.92, "tick": "up", "last_trade_price": 35.8, "last_trade_time": "2026-11-11T15:59:03", "percent_change": 36.2771, "prev_day_close": 36.0400009155273}, {"option": "SPY261118P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2075, "open_interest": 942.0, "volume": 802.0, "delta": -0.046, "gamma": 0.0044, "vega": 0.1068, "theta": -0.1378, "rho": -0.0064, "theo": 0.4073, "change": -1.01, "open": 0.56, "high": 0.65, "low": 0.35, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T16:09:46", "percent_change": -70.6294, "prev_day_close": 0.424999997019768}, {"option": "SPY261118C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1884, "open_interest": 10.0, "volume": 40.0, "delta": 0.9512, "gamma": 0.0047, "vega": 0.1118, "theta": -0.1387, "rho": 0.132, "theo": 35.2063, "change": 9.615, "open": 33.36, "high": 37.22, "low": 33.17, "tick": "down", "last_trade_price": 34.97, "last_trade_time": "2026-11-11T15:41:01", "percent_change": 37.9215, "prev_day_close": 34.9850006103516}, {"option": "SPY261118P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2045, "open_interest": 295.0, "volume": 182.0, "delta": -0.049, "gamma": 0.0047, "vega": 0.1121, "theta": -0.1436, "rho": -0.0069, "theo": 0.4322, "change": -1.08, "open": 0.72, "high": 0.83, "low": 0.42, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T16:08:04", "percent_change": -71.0526, "prev_day_close": 0.444999992847443}, {"option": "SPY261118C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1982, "open_interest": 61.0, "volume": 38.0, "delta": 0.9482, "gamma": 0.005, "vega": 0.1172, "theta": -0.1445, "rho": 0.1317, "theo": 34.2325, "change": 11.395, "open": 32.38, "high": 36.79, "low": 32.05, "tick": "down", "last_trade_price": 35.85, "last_trade_time": "2026-11-11T14:01:14", "percent_change": 46.5958, "prev_day_close": 34.0549983978272}, {"option": "SPY261118P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2021, "open_interest": 236.0, "volume": 204.0, "delta": -0.0518, "gamma": 0.005, "vega": 0.1172, "theta": -0.149, "rho": -0.0073, "theo": 0.4561, "change": -1.11, "open": 0.8, "high": 0.8, "low": 0.44, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T15:59:11", "percent_change": -68.5185, "prev_day_close": 0.474999994039536}, {"option": "SPY261118C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 20.0, "volume": 58.0, "delta": 0.945, "gamma": 0.0052, "vega": 0.1228, "theta": -0.1507, "rho": 0.1314, "theo": 33.261, "change": 9.955, "open": 31.87, "high": 36.83, "low": 30.88, "tick": "up", "last_trade_price": 33.51, "last_trade_time": "2026-11-11T15:35:33", "percent_change": 42.2628, "prev_day_close": 33.0650005340576}, {"option": "SPY261118P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1999, "open_interest": 659.0, "volume": 725.0, "delta": -0.0551, "gamma": 0.0053, "vega": 0.123, "theta": -0.1552, "rho": -0.0078, "theo": 0.4844, "change": -1.22, "open": 0.68, "high": 0.94, "low": 0.42, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:49:54", "percent_change": -70.9302, "prev_day_close": 0.5}, {"option": "SPY261118C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1845, "open_interest": 81.0, "volume": 74.0, "delta": 0.9415, "gamma": 0.0056, "vega": 0.1287, "theta": -0.1572, "rho": 0.1311, "theo": 32.292, "change": 9.695, "open": 33.08, "high": 35.17, "low": 31.26, "tick": "up", "last_trade_price": 32.36, "last_trade_time": "2026-11-11T15:34:55", "percent_change": 42.7752, "prev_day_close": 32.1050004959106}, {"option": "SPY261118P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1974, "open_interest": 264.0, "volume": 263.0, "delta": -0.0586, "gamma": 0.0056, "vega": 0.129, "theta": -0.1616, "rho": -0.0082, "theo": 0.5144, "change": -1.26, "open": 0.86, "high": 0.95, "low": 0.5, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T15:55:55", "percent_change": -68.8525, "prev_day_close": 0.534999996423721}, {"option": "SPY261118C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1891, "open_interest": 83.0, "volume": 47.0, "delta": 0.9377, "gamma": 0.0059, "vega": 0.135, "theta": -0.1641, "rho": 0.1308, "theo": 31.3256, "change": 9.4, "open": 30.0, "high": 33.0, "low": 26.8, "tick": "down", "last_trade_price": 31.19, "last_trade_time": "2026-11-11T15:33:39", "percent_change": 43.1391, "prev_day_close": 31.1299991607666}, {"option": "SPY261118P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1951, "open_interest": 1279.0, "volume": 1472.0, "delta": -0.0624, "gamma": 0.006, "vega": 0.1352, "theta": -0.1683, "rho": -0.0087, "theo": 0.5471, "change": -1.4, "open": 0.82, "high": 1.08, "low": 0.47, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -71.7949, "prev_day_close": 0.564999997615814}, {"option": "SPY261118C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1889, "open_interest": 57.0, "volume": 40.0, "delta": 0.9336, "gamma": 0.0063, "vega": 0.1417, "theta": -0.1714, "rho": 0.1304, "theo": 30.3622, "change": 9.53, "open": 30.13, "high": 31.94, "low": 29.55, "tick": "down", "last_trade_price": 30.45, "last_trade_time": "2026-11-11T15:13:59", "percent_change": 45.5545, "prev_day_close": 30.1750001907349}, {"option": "SPY261118P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1921, "open_interest": 597.0, "volume": 562.0, "delta": -0.0667, "gamma": 0.0064, "vega": 0.1421, "theta": -0.1758, "rho": -0.0093, "theo": 0.5845, "change": -1.51, "open": 0.99, "high": 1.11, "low": 0.57, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T14:32:11", "percent_change": -72.5962, "prev_day_close": 0.605000019073486}, {"option": "SPY261118C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 109.0, "volume": 6.0, "delta": 0.9292, "gamma": 0.0067, "vega": 0.1488, "theta": -0.179, "rho": 0.1299, "theo": 29.402, "change": 9.365, "open": 30.06, "high": 30.1, "low": 29.42, "tick": "down", "last_trade_price": 29.42, "last_trade_time": "2026-11-11T15:33:55", "percent_change": 46.6966, "prev_day_close": 29.5199995040894}, {"option": "SPY261118P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 505.0, "volume": 503.0, "delta": -0.0711, "gamma": 0.0068, "vega": 0.1492, "theta": -0.1834, "rho": -0.01, "theo": 0.6236, "change": -1.515, "open": 0.9, "high": 1.2, "low": 0.53, "tick": "up", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T15:56:14", "percent_change": -68.3973, "prev_day_close": 0.644999980926514}, {"option": "SPY261118C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1759, "open_interest": 30.0, "volume": 38.0, "delta": 0.9244, "gamma": 0.0072, "vega": 0.1563, "theta": -0.187, "rho": 0.1294, "theo": 28.4453, "change": 8.305, "open": 28.75, "high": 29.41, "low": 27.52, "tick": "down", "last_trade_price": 27.52, "last_trade_time": "2026-11-11T15:17:01", "percent_change": 43.2214, "prev_day_close": 28.2600002288818}, {"option": "SPY261118P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 302.0, "volume": 162.0, "delta": -0.0759, "gamma": 0.0072, "vega": 0.1568, "theta": -0.1914, "rho": -0.0106, "theo": 0.6666, "change": -1.68, "open": 0.96, "high": 1.22, "low": 0.56, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T16:05:47", "percent_change": -71.1864, "prev_day_close": 0.685000002384186}, {"option": "SPY261118C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1825, "open_interest": 46.0, "volume": 48.0, "delta": 0.9192, "gamma": 0.0076, "vega": 0.1641, "theta": -0.1955, "rho": 0.1288, "theo": 27.4924, "change": 9.19, "open": 27.89, "high": 29.25, "low": 27.33, "tick": "down", "last_trade_price": 27.57, "last_trade_time": "2026-11-11T15:35:21", "percent_change": 50.0, "prev_day_close": 27.5}, {"option": "SPY261118P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1855, "open_interest": 508.0, "volume": 105.0, "delta": -0.0812, "gamma": 0.0076, "vega": 0.1648, "theta": -0.1998, "rho": -0.0113, "theo": 0.7131, "change": -1.705, "open": 1.2, "high": 1.26, "low": 0.69, "tick": "up", "last_trade_price": 0.81, "last_trade_time": "2026-11-11T15:55:59", "percent_change": -67.7932, "prev_day_close": 0.735000014305115}, {"option": "SPY261118C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.166, "open_interest": 161.0, "volume": 2.0, "delta": 0.9136, "gamma": 0.0081, "vega": 0.1722, "theta": -0.2043, "rho": 0.1282, "theo": 26.5438, "change": 9.345, "open": 23.12, "high": 26.89, "low": 23.12, "tick": "up", "last_trade_price": 26.89, "last_trade_time": "2026-11-11T14:33:08", "percent_change": 53.263, "prev_day_close": 26.7199993133545}, {"option": "SPY261118P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1833, "open_interest": 836.0, "volume": 790.0, "delta": -0.0866, "gamma": 0.0081, "vega": 0.1725, "theta": -0.2081, "rho": -0.012, "theo": 0.7613, "change": -1.865, "open": 1.08, "high": 1.46, "low": 0.63, "tick": "no_change", "last_trade_price": 0.82, "last_trade_time": "2026-11-11T15:53:16", "percent_change": -69.46, "prev_day_close": 0.784999996423721}, {"option": "SPY261118C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1594, "open_interest": 208.0, "volume": 4.0, "delta": 0.9075, "gamma": 0.0086, "vega": 0.1809, "theta": -0.2135, "rho": 0.1275, "theo": 25.5996, "change": 8.9, "open": 23.88, "high": 25.66, "low": 23.85, "tick": "down", "last_trade_price": 25.62, "last_trade_time": "2026-11-11T15:34:51", "percent_change": 53.2297, "prev_day_close": 25.4550008773804}, {"option": "SPY261118P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1811, "open_interest": 554.0, "volume": 253.0, "delta": -0.093, "gamma": 0.0087, "vega": 0.1815, "theta": -0.2177, "rho": -0.0129, "theo": 0.8192, "change": -2.055, "open": 1.31, "high": 1.54, "low": 0.71, "tick": "up", "last_trade_price": 0.81, "last_trade_time": "2026-11-11T15:39:49", "percent_change": -71.7277, "prev_day_close": 0.840000003576279}, {"option": "SPY261118C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1581, "open_interest": 299.0, "volume": 7.0, "delta": 0.9009, "gamma": 0.0092, "vega": 0.1901, "theta": -0.223, "rho": 0.1267, "theo": 24.6604, "change": 9.135, "open": 22.91, "high": 25.05, "low": 22.91, "tick": "up", "last_trade_price": 25.05, "last_trade_time": "2026-11-11T14:39:31", "percent_change": 57.3987, "prev_day_close": 24.4750003814697}, {"option": "SPY261118P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 355.0, "volume": 231.0, "delta": -0.0992, "gamma": 0.0092, "vega": 0.1902, "theta": -0.2267, "rho": -0.0138, "theo": 0.8764, "change": -2.185, "open": 1.52, "high": 1.69, "low": 0.73, "tick": "no_change", "last_trade_price": 0.87, "last_trade_time": "2026-11-11T16:13:07", "percent_change": -71.5221, "prev_day_close": 0.900000005960464}, {"option": "SPY261118C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1535, "open_interest": 156.0, "volume": 3.0, "delta": 0.8938, "gamma": 0.0098, "vega": 0.1996, "theta": -0.233, "rho": 0.1258, "theo": 23.7265, "change": 6.835, "open": 21.25, "high": 21.96, "low": 21.25, "tick": "no_change", "last_trade_price": 21.96, "last_trade_time": "2026-11-11T11:12:40", "percent_change": 45.1901, "prev_day_close": 23.8900003433228}, {"option": "SPY261118P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1767, "open_interest": 720.0, "volume": 187.0, "delta": -0.1064, "gamma": 0.0098, "vega": 0.2, "theta": -0.2366, "rho": -0.0148, "theo": 0.9419, "change": -2.305, "open": 1.53, "high": 1.88, "low": 0.8, "tick": "no_change", "last_trade_price": 0.95, "last_trade_time": "2026-11-11T16:13:07", "percent_change": -70.8141, "prev_day_close": 0.969999998807907}, {"option": "SPY261118C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 315.0, "volume": 0.0, "delta": 0.8862, "gamma": 0.0104, "vega": 0.2094, "theta": -0.2432, "rho": 0.1249, "theo": 22.7987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.44, "last_trade_time": "2026-11-09T09:47:44", "percent_change": 0.0, "prev_day_close": 22.6350002288818}, {"option": "SPY261118P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 386.0, "volume": 224.0, "delta": -0.114, "gamma": 0.0104, "vega": 0.2098, "theta": -0.2468, "rho": -0.0157, "theo": 1.0134, "change": -2.455, "open": 1.53, "high": 2.0, "low": 0.86, "tick": "up", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T16:13:02", "percent_change": -70.6475, "prev_day_close": 1.04499995708466}, {"option": "SPY261118C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1731, "open_interest": 615.0, "volume": 237.0, "delta": 0.8779, "gamma": 0.0111, "vega": 0.2195, "theta": -0.2538, "rho": 0.1239, "theo": 21.8772, "change": 9.965, "open": 19.84, "high": 23.57, "low": 18.08, "tick": "down", "last_trade_price": 23.54, "last_trade_time": "2026-11-11T14:00:15", "percent_change": 73.407, "prev_day_close": 21.7150001525879}, {"option": "SPY261118P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 7431.0, "volume": 1638.0, "delta": -0.1224, "gamma": 0.0111, "vega": 0.2198, "theta": -0.2574, "rho": -0.0169, "theo": 1.0913, "change": -2.595, "open": 1.7, "high": 2.17, "low": 0.91, "tick": "no_change", "last_trade_price": 1.11, "last_trade_time": "2026-11-11T16:11:30", "percent_change": -70.0405, "prev_day_close": 1.125}, {"option": "SPY261118C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 441.0, "volume": 6.0, "delta": 0.869, "gamma": 0.0118, "vega": 0.2302, "theta": -0.2647, "rho": 0.1228, "theo": 20.9625, "change": 9.08, "open": 18.5, "high": 21.89, "low": 18.5, "tick": "up", "last_trade_price": 21.89, "last_trade_time": "2026-11-11T13:10:27", "percent_change": 70.8821, "prev_day_close": 20.8000001907349}, {"option": "SPY261118P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 427.0, "volume": 166.0, "delta": -0.1313, "gamma": 0.0118, "vega": 0.2304, "theta": -0.2683, "rho": -0.0182, "theo": 1.1761, "change": -2.715, "open": 1.85, "high": 2.11, "low": 0.97, "tick": "up", "last_trade_price": 1.23, "last_trade_time": "2026-11-11T16:05:01", "percent_change": -68.8213, "prev_day_close": 1.21000003814697}, {"option": "SPY261118C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1681, "open_interest": 353.0, "volume": 5.0, "delta": 0.8595, "gamma": 0.0125, "vega": 0.2413, "theta": -0.2758, "rho": 0.1216, "theo": 20.0555, "change": 8.075, "open": 17.4, "high": 20.23, "low": 17.4, "tick": "down", "last_trade_price": 20.15, "last_trade_time": "2026-11-11T15:45:43", "percent_change": 66.8737, "prev_day_close": 19.8999996185303}, {"option": "SPY261118P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1682, "open_interest": 742.0, "volume": 355.0, "delta": -0.1409, "gamma": 0.0126, "vega": 0.2418, "theta": -0.2794, "rho": -0.0195, "theo": 1.2684, "change": -2.91, "open": 1.82, "high": 2.5, "low": 1.04, "tick": "up", "last_trade_price": 1.3, "last_trade_time": "2026-11-11T15:47:40", "percent_change": -69.1211, "prev_day_close": 1.31000000238419}, {"option": "SPY261118C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.166, "open_interest": 354.0, "volume": 0.0, "delta": 0.8491, "gamma": 0.0133, "vega": 0.2526, "theta": -0.2872, "rho": 0.1202, "theo": 19.1568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.35, "last_trade_time": "2026-11-10T13:33:10", "percent_change": 0.0, "prev_day_close": 19.0}, {"option": "SPY261118P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1664, "open_interest": 849.0, "volume": 312.0, "delta": -0.1513, "gamma": 0.0134, "vega": 0.2532, "theta": -0.2907, "rho": -0.0207, "theo": 1.3692, "change": -3.105, "open": 1.97, "high": 2.68, "low": 1.13, "tick": "no_change", "last_trade_price": 1.38, "last_trade_time": "2026-11-11T16:11:30", "percent_change": -69.2308, "prev_day_close": 1.4099999666214}, {"option": "SPY261118C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 296.0, "volume": 12.0, "delta": 0.8381, "gamma": 0.0141, "vega": 0.2641, "theta": -0.2987, "rho": 0.1188, "theo": 18.2671, "change": 6.795, "open": 15.21, "high": 17.45, "low": 14.75, "tick": "up", "last_trade_price": 17.45, "last_trade_time": "2026-11-11T11:37:54", "percent_change": 63.7729, "prev_day_close": 18.1149997711182}, {"option": "SPY261118P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1644, "open_interest": 1142.0, "volume": 241.0, "delta": -0.1626, "gamma": 0.0142, "vega": 0.2646, "theta": -0.3024, "rho": -0.0222, "theo": 1.4803, "change": -3.145, "open": 2.31, "high": 2.87, "low": 1.24, "tick": "up", "last_trade_price": 1.64, "last_trade_time": "2026-11-11T15:59:36", "percent_change": -65.7262, "prev_day_close": 1.51999998092651}, {"option": "SPY261118C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 365.0, "volume": 102.0, "delta": 0.8262, "gamma": 0.0149, "vega": 0.276, "theta": -0.3102, "rho": 0.1172, "theo": 17.3869, "change": 7.675, "open": 14.29, "high": 17.75, "low": 14.12, "tick": "no_change", "last_trade_price": 17.64, "last_trade_time": "2026-11-11T15:48:37", "percent_change": 77.0196, "prev_day_close": 17.2399997711182}, {"option": "SPY261118P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1625, "open_interest": 870.0, "volume": 692.0, "delta": -0.1744, "gamma": 0.015, "vega": 0.2762, "theta": -0.3138, "rho": -0.0239, "theo": 1.5984, "change": -3.495, "open": 2.51, "high": 3.1, "low": 1.31, "tick": "down", "last_trade_price": 1.6, "last_trade_time": "2026-11-11T16:08:11", "percent_change": -68.5967, "prev_day_close": 1.64999997615814}, {"option": "SPY261118C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1605, "open_interest": 225.0, "volume": 4.0, "delta": 0.8134, "gamma": 0.0158, "vega": 0.2882, "theta": -0.3218, "rho": 0.1155, "theo": 16.5174, "change": 6.735, "open": 14.97, "high": 16.73, "low": 14.95, "tick": "down", "last_trade_price": 16.03, "last_trade_time": "2026-11-11T15:58:24", "percent_change": 72.4583, "prev_day_close": 16.3699998855591}, {"option": "SPY261118P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1605, "open_interest": 356.0, "volume": 210.0, "delta": -0.1872, "gamma": 0.0159, "vega": 0.2889, "theta": -0.3254, "rho": -0.0256, "theo": 1.7282, "change": -3.47, "open": 2.66, "high": 3.2, "low": 1.45, "tick": "up", "last_trade_price": 1.96, "last_trade_time": "2026-11-11T15:55:11", "percent_change": -63.9042, "prev_day_close": 1.77999997138977}, {"option": "SPY261118C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 456.0, "volume": 81.0, "delta": 0.7997, "gamma": 0.0167, "vega": 0.3002, "theta": -0.3333, "rho": 0.1137, "theo": 15.6593, "change": 7.105, "open": 12.85, "high": 17.44, "low": 12.82, "tick": "down", "last_trade_price": 15.73, "last_trade_time": "2026-11-11T15:16:19", "percent_change": 82.3768, "prev_day_close": 15.5299997329712}, {"option": "SPY261118P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 607.0, "volume": 389.0, "delta": -0.201, "gamma": 0.0168, "vega": 0.3008, "theta": -0.337, "rho": -0.0272, "theo": 1.8701, "change": -3.705, "open": 3.06, "high": 3.54, "low": 1.61, "tick": "up", "last_trade_price": 2.08, "last_trade_time": "2026-11-11T15:56:08", "percent_change": -64.0449, "prev_day_close": 1.93000000715256}, {"option": "SPY261118C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1558, "open_interest": 234.0, "volume": 55.0, "delta": 0.7851, "gamma": 0.0177, "vega": 0.3124, "theta": -0.3446, "rho": 0.1117, "theo": 14.8134, "change": 6.36, "open": 13.22, "high": 15.37, "low": 11.57, "tick": "down", "last_trade_price": 14.37, "last_trade_time": "2026-11-11T15:58:24", "percent_change": 79.4007, "prev_day_close": 14.6750001907349}, {"option": "SPY261118P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 705.0, "volume": 287.0, "delta": -0.2157, "gamma": 0.0178, "vega": 0.3127, "theta": -0.3483, "rho": -0.0293, "theo": 2.024, "change": -4.12, "open": 2.93, "high": 3.5, "low": 1.68, "tick": "no_change", "last_trade_price": 2.04, "last_trade_time": "2026-11-11T16:11:30", "percent_change": -66.8831, "prev_day_close": 2.08499991893768}, {"option": "SPY261118C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1549, "open_interest": 443.0, "volume": 26.0, "delta": 0.7695, "gamma": 0.0186, "vega": 0.3246, "theta": -0.3555, "rho": 0.1096, "theo": 13.9807, "change": 7.06, "open": 11.92, "high": 14.47, "low": 10.9, "tick": "down", "last_trade_price": 14.46, "last_trade_time": "2026-11-11T14:54:34", "percent_change": 95.4054, "prev_day_close": 13.8449997901916}, {"option": "SPY261118P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 499.0, "volume": 362.0, "delta": -0.2314, "gamma": 0.0187, "vega": 0.3251, "theta": -0.3594, "rho": -0.0314, "theo": 2.1909, "change": -4.345, "open": 3.23, "high": 4.09, "low": 1.83, "tick": "no_change", "last_trade_price": 2.21, "last_trade_time": "2026-11-11T16:13:29", "percent_change": -66.2853, "prev_day_close": 2.25499999523163}, {"option": "SPY261118C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 851.0, "volume": 200.0, "delta": 0.7528, "gamma": 0.0196, "vega": 0.3367, "theta": -0.3661, "rho": 0.1073, "theo": 13.1625, "change": 6.215, "open": 10.82, "high": 14.92, "low": 9.97, "tick": "down", "last_trade_price": 13.03, "last_trade_time": "2026-11-11T15:43:48", "percent_change": 91.1959, "prev_day_close": 13.039999961853}, {"option": "SPY261118P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 1125.0, "volume": 2185.0, "delta": -0.2482, "gamma": 0.0197, "vega": 0.3375, "theta": -0.37, "rho": -0.0331, "theo": 2.3727, "change": -4.61, "open": 3.58, "high": 4.39, "low": 1.97, "tick": "up", "last_trade_price": 2.37, "last_trade_time": "2026-11-11T16:14:25", "percent_change": -66.0458, "prev_day_close": 2.44000005722046}, {"option": "SPY261118C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1497, "open_interest": 321.0, "volume": 133.0, "delta": 0.7352, "gamma": 0.0206, "vega": 0.3484, "theta": -0.3761, "rho": 0.1049, "theo": 12.3596, "change": 5.79, "open": 10.5, "high": 13.4, "low": 9.29, "tick": "down", "last_trade_price": 12.05, "last_trade_time": "2026-11-11T15:58:01", "percent_change": 92.492, "prev_day_close": 12.2400002479553}, {"option": "SPY261118P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1506, "open_interest": 461.0, "volume": 294.0, "delta": -0.266, "gamma": 0.0207, "vega": 0.3488, "theta": -0.3802, "rho": -0.0356, "theo": 2.5702, "change": -4.71, "open": 3.62, "high": 4.64, "low": 2.17, "tick": "up", "last_trade_price": 2.71, "last_trade_time": "2026-11-11T15:52:46", "percent_change": -63.4771, "prev_day_close": 2.6450001001358}, {"option": "SPY261118C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 242.0, "volume": 136.0, "delta": 0.7164, "gamma": 0.0216, "vega": 0.3599, "theta": -0.3854, "rho": 0.1023, "theo": 11.5731, "change": 5.855, "open": 9.55, "high": 12.69, "low": 8.48, "tick": "down", "last_trade_price": 11.58, "last_trade_time": "2026-11-11T15:50:01", "percent_change": 102.271, "prev_day_close": 11.4499998092651}, {"option": "SPY261118P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1487, "open_interest": 541.0, "volume": 975.0, "delta": -0.285, "gamma": 0.0217, "vega": 0.3602, "theta": -0.3896, "rho": -0.0381, "theo": 2.7836, "change": -5.03, "open": 4.24, "high": 5.03, "low": 2.34, "tick": "down", "last_trade_price": 2.86, "last_trade_time": "2026-11-11T16:07:00", "percent_change": -63.7516, "prev_day_close": 2.85999989509582}, {"option": "SPY261118C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 371.0, "volume": 208.0, "delta": 0.6965, "gamma": 0.0225, "vega": 0.3709, "theta": -0.3938, "rho": 0.0995, "theo": 10.8044, "change": 5.38, "open": 9.08, "high": 11.74, "low": 7.84, "tick": "down", "last_trade_price": 10.6, "last_trade_time": "2026-11-11T15:24:35", "percent_change": 103.065, "prev_day_close": 10.6799998283386}, {"option": "SPY261118P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 359.0, "volume": 432.0, "delta": -0.3051, "gamma": 0.0227, "vega": 0.3717, "theta": -0.3981, "rho": -0.0401, "theo": 3.0152, "change": -5.29, "open": 4.88, "high": 5.07, "low": 2.51, "tick": "no_change", "last_trade_price": 3.1, "last_trade_time": "2026-11-11T16:09:55", "percent_change": -63.0513, "prev_day_close": 3.09499990940094}, {"option": "SPY261118C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1441, "open_interest": 386.0, "volume": 171.0, "delta": 0.6754, "gamma": 0.0235, "vega": 0.381, "theta": -0.4012, "rho": 0.0966, "theo": 10.0546, "change": 5.565, "open": 8.61, "high": 11.74, "low": 7.4, "tick": "down", "last_trade_price": 10.3, "last_trade_time": "2026-11-11T14:09:57", "percent_change": 117.529, "prev_day_close": 9.94000005722046}, {"option": "SPY261118P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 89.0, "volume": 181.0, "delta": -0.3263, "gamma": 0.0237, "vega": 0.3815, "theta": -0.4056, "rho": -0.043, "theo": 3.2664, "change": -5.585, "open": 4.94, "high": 5.79, "low": 2.72, "tick": "down", "last_trade_price": 3.32, "last_trade_time": "2026-11-11T16:00:22", "percent_change": -62.7176, "prev_day_close": 3.34999990463257}, {"option": "SPY261118C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1422, "open_interest": 1056.0, "volume": 1790.0, "delta": 0.6533, "gamma": 0.0244, "vega": 0.3905, "theta": -0.4073, "rho": 0.0935, "theo": 9.3249, "change": 5.42, "open": 7.66, "high": 10.98, "low": 6.61, "tick": "down", "last_trade_price": 9.7, "last_trade_time": "2026-11-11T14:08:35", "percent_change": 126.636, "prev_day_close": 9.21000003814697}, {"option": "SPY261118P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1429, "open_interest": 1155.0, "volume": 1775.0, "delta": -0.3487, "gamma": 0.0247, "vega": 0.3907, "theta": -0.412, "rho": -0.0459, "theo": 3.5371, "change": -5.92, "open": 5.15, "high": 6.22, "low": 2.93, "tick": "down", "last_trade_price": 3.53, "last_trade_time": "2026-11-11T16:14:59", "percent_change": -62.6455, "prev_day_close": 3.625}, {"option": "SPY261118C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1408, "open_interest": 760.0, "volume": 740.0, "delta": 0.63, "gamma": 0.0253, "vega": 0.3991, "theta": -0.4121, "rho": 0.0902, "theo": 8.617, "change": 4.865, "open": 7.04, "high": 10.22, "low": 6.05, "tick": "up", "last_trade_price": 8.71, "last_trade_time": "2026-11-11T14:28:53", "percent_change": 126.528, "prev_day_close": 8.51000022888184}, {"option": "SPY261118P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 452.0, "volume": 788.0, "delta": -0.3726, "gamma": 0.0256, "vega": 0.3997, "theta": -0.4171, "rho": -0.0481, "theo": 3.836, "change": -6.065, "open": 5.5, "high": 6.65, "low": 3.2, "tick": "no_change", "last_trade_price": 3.97, "last_trade_time": "2026-11-11T16:01:59", "percent_change": -60.4385, "prev_day_close": 3.92000007629394}, {"option": "SPY261118C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1392, "open_interest": 746.0, "volume": 1255.0, "delta": 0.6056, "gamma": 0.0261, "vega": 0.4063, "theta": -0.4154, "rho": 0.0868, "theo": 7.932, "change": 4.485, "open": 6.45, "high": 9.46, "low": 5.48, "tick": "up", "last_trade_price": 7.93, "last_trade_time": "2026-11-11T16:00:50", "percent_change": 130.189, "prev_day_close": 7.83000016212463}, {"option": "SPY261118P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1392, "open_interest": 722.0, "volume": 2693.0, "delta": -0.3969, "gamma": 0.0264, "vega": 0.4065, "theta": -0.4203, "rho": -0.0514, "theo": 4.1468, "change": -6.4, "open": 5.92, "high": 7.13, "low": 3.41, "tick": "down", "last_trade_price": 4.24, "last_trade_time": "2026-11-11T16:06:52", "percent_change": -60.1504, "prev_day_close": 4.24000000953674}, {"option": "SPY261118C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 907.0, "volume": 863.0, "delta": 0.5802, "gamma": 0.0269, "vega": 0.4123, "theta": -0.4169, "rho": 0.0832, "theo": 7.2712, "change": 3.93, "open": 5.99, "high": 8.67, "low": 5.04, "tick": "down", "last_trade_price": 7.0, "last_trade_time": "2026-11-11T15:59:46", "percent_change": 128.013, "prev_day_close": 7.17499995231628}, {"option": "SPY261118P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 384.0, "volume": 1019.0, "delta": -0.4227, "gamma": 0.0272, "vega": 0.4123, "theta": -0.4221, "rho": -0.0539, "theo": 4.4872, "change": -6.74, "open": 6.37, "high": 7.37, "low": 3.78, "tick": "no_change", "last_trade_price": 4.51, "last_trade_time": "2026-11-11T16:11:30", "percent_change": -59.9111, "prev_day_close": 4.58500003814697}, {"option": "SPY261118C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 485.0, "volume": 639.0, "delta": 0.5538, "gamma": 0.0276, "vega": 0.4168, "theta": -0.4165, "rho": 0.0794, "theo": 6.6366, "change": 3.76, "open": 5.8, "high": 7.43, "low": 4.5, "tick": "down", "last_trade_price": 6.48, "last_trade_time": "2026-11-11T16:04:51", "percent_change": 138.235, "prev_day_close": 6.54500007629394}, {"option": "SPY261118P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1354, "open_interest": 428.0, "volume": 1300.0, "delta": -0.4495, "gamma": 0.0279, "vega": 0.4167, "theta": -0.4219, "rho": -0.0569, "theo": 4.8553, "change": -6.97, "open": 6.98, "high": 7.88, "low": 4.08, "tick": "no_change", "last_trade_price": 4.95, "last_trade_time": "2026-11-11T16:09:17", "percent_change": -58.4732, "prev_day_close": 4.95499992370606}, {"option": "SPY261118C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 1008.0, "volume": 1300.0, "delta": 0.5264, "gamma": 0.0281, "vega": 0.4195, "theta": -0.4142, "rho": 0.0756, "theo": 6.0292, "change": 3.6, "open": 4.87, "high": 7.41, "low": 4.02, "tick": "up", "last_trade_price": 6.0, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 150.0, "prev_day_close": 5.9449999332428}, {"option": "SPY261118P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 942.0, "volume": 889.0, "delta": -0.4773, "gamma": 0.0285, "vega": 0.4191, "theta": -0.4197, "rho": -0.06, "theo": 5.2501, "change": -7.35, "open": 7.38, "high": 8.13, "low": 4.38, "tick": "down", "last_trade_price": 5.25, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -58.3333, "prev_day_close": 5.35000014305115}, {"option": "SPY261118C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 633.0, "volume": 580.0, "delta": 0.4982, "gamma": 0.0286, "vega": 0.4204, "theta": -0.4098, "rho": 0.0715, "theo": 5.4505, "change": 3.34, "open": 4.5, "high": 6.7, "low": 3.69, "tick": "down", "last_trade_price": 5.44, "last_trade_time": "2026-11-11T16:11:25", "percent_change": 159.048, "prev_day_close": 5.36500000953674}, {"option": "SPY261118P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 473.0, "volume": 1088.0, "delta": -0.5064, "gamma": 0.029, "vega": 0.4193, "theta": -0.4155, "rho": -0.0625, "theo": 5.6833, "change": -7.63, "open": 8.56, "high": 9.1, "low": 4.74, "tick": "no_change", "last_trade_price": 5.67, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -57.3684, "prev_day_close": 5.77500009536743}, {"option": "SPY261118C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 405.0, "volume": 606.0, "delta": 0.4696, "gamma": 0.0289, "vega": 0.4193, "theta": -0.403, "rho": 0.0675, "theo": 4.9075, "change": 3.07, "open": 4.03, "high": 6.15, "low": 3.23, "tick": "up", "last_trade_price": 4.9, "last_trade_time": "2026-11-11T16:08:22", "percent_change": 167.76, "prev_day_close": 4.82500004768372}, {"option": "SPY261118P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 156.0, "volume": 386.0, "delta": -0.5354, "gamma": 0.0293, "vega": 0.4183, "theta": -0.4087, "rho": -0.0653, "theo": 6.1297, "change": -7.915, "open": 8.86, "high": 8.86, "low": 5.16, "tick": "no_change", "last_trade_price": 6.13, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -56.3546, "prev_day_close": 6.23499989509582}, {"option": "SPY261118C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1285, "open_interest": 910.0, "volume": 449.0, "delta": 0.4402, "gamma": 0.029, "vega": 0.416, "theta": -0.3942, "rho": 0.0633, "theo": 4.3897, "change": 2.805, "open": 3.6, "high": 5.56, "low": 2.92, "tick": "down", "last_trade_price": 4.39, "last_trade_time": "2026-11-11T16:00:50", "percent_change": 176.972, "prev_day_close": 4.31000018119812}, {"option": "SPY261118P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 148.0, "volume": 146.0, "delta": -0.5658, "gamma": 0.0295, "vega": 0.4142, "theta": -0.4001, "rho": -0.0685, "theo": 6.6266, "change": -7.82, "open": 9.23, "high": 9.61, "low": 5.57, "tick": "up", "last_trade_price": 7.0, "last_trade_time": "2026-11-11T15:57:03", "percent_change": -52.7665, "prev_day_close": 6.72499990463257}, {"option": "SPY261118C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 1709.0, "volume": 2045.0, "delta": 0.4103, "gamma": 0.029, "vega": 0.4104, "theta": -0.3831, "rho": 0.059, "theo": 3.9047, "change": 2.545, "open": 3.34, "high": 4.95, "low": 2.48, "tick": "up", "last_trade_price": 3.91, "last_trade_time": "2026-11-11T16:12:23", "percent_change": 186.447, "prev_day_close": 3.82999992370606}, {"option": "SPY261118P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 38.0, "volume": 51.0, "delta": -0.5963, "gamma": 0.0295, "vega": 0.4079, "theta": -0.3889, "rho": -0.0715, "theo": 7.1484, "change": -8.505, "open": 8.43, "high": 8.71, "low": 6.01, "tick": "down", "last_trade_price": 7.12, "last_trade_time": "2026-11-11T16:07:32", "percent_change": -54.432, "prev_day_close": 7.24499988555908}, {"option": "SPY261118C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 660.0, "volume": 540.0, "delta": 0.3803, "gamma": 0.0287, "vega": 0.4026, "theta": -0.3699, "rho": 0.0547, "theo": 3.4529, "change": 2.275, "open": 2.79, "high": 4.46, "low": 2.11, "tick": "up", "last_trade_price": 3.45, "last_trade_time": "2026-11-11T16:08:29", "percent_change": 193.617, "prev_day_close": 3.37999999523163}, {"option": "SPY261118P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 1339.0, "volume": 82.0, "delta": -0.6269, "gamma": 0.0293, "vega": 0.3997, "theta": -0.3758, "rho": -0.0733, "theo": 7.7029, "change": -8.69, "open": 9.98, "high": 11.6, "low": 6.69, "tick": "up", "last_trade_price": 7.75, "last_trade_time": "2026-11-11T16:05:25", "percent_change": -52.8589, "prev_day_close": 7.8050000667572}, {"option": "SPY261118C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 862.0, "volume": 468.0, "delta": 0.3504, "gamma": 0.0283, "vega": 0.3924, "theta": -0.3547, "rho": 0.0504, "theo": 3.0351, "change": 1.995, "open": 2.52, "high": 4.02, "low": 1.92, "tick": "up", "last_trade_price": 2.99, "last_trade_time": "2026-11-11T16:01:54", "percent_change": 200.503, "prev_day_close": 2.97000002861023}, {"option": "SPY261118P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1235, "open_interest": 137.0, "volume": 66.0, "delta": -0.6576, "gamma": 0.0289, "vega": 0.3875, "theta": -0.3606, "rho": -0.0756, "theo": 8.2934, "change": -8.935, "open": 11.05, "high": 11.05, "low": 7.32, "tick": "up", "last_trade_price": 8.31, "last_trade_time": "2026-11-11T15:31:00", "percent_change": -51.8121, "prev_day_close": 8.39499998092651}, {"option": "SPY261118C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 578.0, "volume": 497.0, "delta": 0.3208, "gamma": 0.0277, "vega": 0.38, "theta": -0.3376, "rho": 0.0461, "theo": 2.6515, "change": 1.795, "open": 2.48, "high": 3.57, "low": 1.59, "tick": "up", "last_trade_price": 2.64, "last_trade_time": "2026-11-11T16:14:58", "percent_change": 212.426, "prev_day_close": 2.58999991416931}, {"option": "SPY261118P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 44.0, "volume": 200.0, "delta": -0.6881, "gamma": 0.0284, "vega": 0.3746, "theta": -0.3438, "rho": -0.0779, "theo": 8.918, "change": -9.35, "open": 12.35, "high": 12.35, "low": 7.67, "tick": "up", "last_trade_price": 8.73, "last_trade_time": "2026-11-11T14:09:21", "percent_change": -51.7146, "prev_day_close": 9.01999998092651}, {"option": "SPY261118C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1212, "open_interest": 800.0, "volume": 440.0, "delta": 0.2918, "gamma": 0.0268, "vega": 0.3655, "theta": -0.3189, "rho": 0.0419, "theo": 2.3016, "change": 1.52, "open": 1.95, "high": 3.14, "low": 1.43, "tick": "no_change", "last_trade_price": 2.23, "last_trade_time": "2026-11-11T16:04:57", "percent_change": 214.085, "prev_day_close": 2.24000000953674}, {"option": "SPY261118P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 13.0, "volume": 122.0, "delta": -0.7181, "gamma": 0.0277, "vega": 0.3578, "theta": -0.3256, "rho": -0.0778, "theo": 9.5779, "change": -9.195, "open": 10.46, "high": 10.51, "low": 9.52, "tick": "down", "last_trade_price": 9.85, "last_trade_time": "2026-11-11T14:20:53", "percent_change": -48.2804, "prev_day_close": 9.68499994277954}, {"option": "SPY261118C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 496.0, "volume": 362.0, "delta": 0.2636, "gamma": 0.0258, "vega": 0.3489, "theta": -0.2989, "rho": 0.0379, "theo": 1.9851, "change": 1.355, "open": 1.73, "high": 2.66, "low": 1.23, "tick": "up", "last_trade_price": 1.95, "last_trade_time": "2026-11-11T16:05:48", "percent_change": 227.731, "prev_day_close": 1.93000000715256}, {"option": "SPY261118P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1193, "open_interest": 52.0, "volume": 86.0, "delta": -0.7475, "gamma": 0.0269, "vega": 0.3402, "theta": -0.307, "rho": -0.0797, "theo": 10.2722, "change": -9.82, "open": 10.89, "high": 10.94, "low": 9.0, "tick": "down", "last_trade_price": 10.14, "last_trade_time": "2026-11-11T15:45:40", "percent_change": -49.1984, "prev_day_close": 10.375}, {"option": "SPY261118C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1185, "open_interest": 1166.0, "volume": 1467.0, "delta": 0.2364, "gamma": 0.0246, "vega": 0.3308, "theta": -0.2778, "rho": 0.034, "theo": 1.7007, "change": 1.215, "open": 1.37, "high": 2.38, "low": 1.02, "tick": "up", "last_trade_price": 1.71, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 245.455, "prev_day_close": 1.64999997615814}, {"option": "SPY261118P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 290.0, "volume": 35.0, "delta": -0.776, "gamma": 0.0258, "vega": 0.3195, "theta": -0.2877, "rho": -0.0773, "theo": 11.0, "change": -10.365, "open": 12.84, "high": 12.84, "low": 9.6, "tick": "down", "last_trade_price": 10.76, "last_trade_time": "2026-11-11T14:31:52", "percent_change": -49.0651, "prev_day_close": 11.1050000190735}, {"option": "SPY261118C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 459.0, "volume": 502.0, "delta": 0.2106, "gamma": 0.0233, "vega": 0.311, "theta": -0.256, "rho": 0.0302, "theo": 1.4474, "change": 0.95, "open": 1.24, "high": 2.07, "low": 0.87, "tick": "down", "last_trade_price": 1.36, "last_trade_time": "2026-11-11T15:58:39", "percent_change": 231.707, "prev_day_close": 1.39999997615814}, {"option": "SPY261118P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 10.0, "volume": 3.0, "delta": -0.8036, "gamma": 0.0247, "vega": 0.297, "theta": -0.2697, "rho": -0.0786, "theo": 11.761, "change": -6.265, "open": 15.55, "high": 15.55, "low": 15.55, "tick": "no_change", "last_trade_price": 15.55, "last_trade_time": "2026-11-11T10:25:41", "percent_change": -28.7188, "prev_day_close": 11.8650002479553}, {"option": "SPY261118C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 931.0, "volume": 970.0, "delta": 0.1861, "gamma": 0.0218, "vega": 0.2904, "theta": -0.2338, "rho": 0.0267, "theo": 1.2233, "change": 0.88, "open": 1.2, "high": 1.78, "low": 0.74, "tick": "up", "last_trade_price": 1.22, "last_trade_time": "2026-11-11T16:12:13", "percent_change": 258.824, "prev_day_close": 1.18000000715256}, {"option": "SPY261118P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 62.0, "volume": 2.0, "delta": -0.8298, "gamma": 0.0234, "vega": 0.2736, "theta": -0.2515, "rho": -0.0731, "theo": 12.5528, "change": -9.755, "open": 12.13, "high": 13.07, "low": 12.13, "tick": "up", "last_trade_price": 13.07, "last_trade_time": "2026-11-11T15:56:32", "percent_change": -42.7382, "prev_day_close": 12.6550002098084}, {"option": "SPY261118C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 665.0, "volume": 467.0, "delta": 0.1633, "gamma": 0.0202, "vega": 0.2688, "theta": -0.2117, "rho": 0.0234, "theo": 1.0269, "change": 0.66, "open": 0.97, "high": 1.56, "low": 0.64, "tick": "up", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T15:57:07", "percent_change": 235.714, "prev_day_close": 0.980000019073486}, {"option": "SPY261118P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1131, "open_interest": 6.0, "volume": 3.0, "delta": -0.855, "gamma": 0.0222, "vega": 0.2468, "theta": -0.235, "rho": -0.0739, "theo": 13.375, "change": -7.775, "open": 16.87, "high": 16.87, "low": 16.0, "tick": "down", "last_trade_price": 16.0, "last_trade_time": "2026-11-11T10:43:21", "percent_change": -32.7024, "prev_day_close": 13.4849996566772}, {"option": "SPY261118C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 749.0, "volume": 636.0, "delta": 0.1422, "gamma": 0.0186, "vega": 0.247, "theta": -0.19, "rho": 0.0204, "theo": 0.856, "change": 0.56, "open": 0.82, "high": 1.3, "low": 0.54, "tick": "no_change", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T15:57:52", "percent_change": 243.478, "prev_day_close": 0.814999997615814}, {"option": "SPY261118P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 2.0, "volume": 0.0, "delta": -0.8785, "gamma": 0.0208, "vega": 0.2219, "theta": -0.2171, "rho": -0.0643, "theo": 14.2249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.99, "last_trade_time": "2026-11-09T10:07:00", "percent_change": 0.0, "prev_day_close": 14.335000038147}, {"option": "SPY261118C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 887.0, "volume": 1294.0, "delta": 0.1229, "gamma": 0.017, "vega": 0.2249, "theta": -0.1689, "rho": 0.0176, "theo": 0.7088, "change": 0.485, "open": 0.76, "high": 1.12, "low": 0.41, "tick": "no_change", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T16:10:21", "percent_change": 248.718, "prev_day_close": 0.6700000166893}, {"option": "SPY261118P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 5.0, "volume": 9.0, "delta": -0.9011, "gamma": 0.0197, "vega": 0.1919, "theta": -0.1987, "rho": -0.0647, "theo": 15.1019, "change": -10.66, "open": 18.5, "high": 19.14, "low": 15.09, "tick": "down", "last_trade_price": 15.09, "last_trade_time": "2026-11-11T16:08:11", "percent_change": -41.3981, "prev_day_close": 15.0799999237061}, {"option": "SPY261118C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1124, "open_interest": 1537.0, "volume": 2036.0, "delta": 0.1054, "gamma": 0.0153, "vega": 0.2034, "theta": -0.1489, "rho": 0.0151, "theo": 0.5829, "change": 0.415, "open": 0.62, "high": 0.93, "low": 0.36, "tick": "up", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T16:08:38", "percent_change": 267.742, "prev_day_close": 0.545000016689301}, {"option": "SPY261118P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 0.0, "volume": 0.0, "delta": -0.9217, "gamma": 0.0184, "vega": 0.166, "theta": -0.1771, "rho": -0.0485, "theo": 16.0035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.1849999427795}, {"option": "SPY261118C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.112, "open_interest": 1081.0, "volume": 594.0, "delta": 0.0894, "gamma": 0.0136, "vega": 0.1818, "theta": -0.1299, "rho": 0.0128, "theo": 0.4754, "change": 0.295, "open": 0.5, "high": 0.77, "low": 0.32, "tick": "down", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T15:59:48", "percent_change": 218.519, "prev_day_close": 0.444999992847443}, {"option": "SPY261118P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 3.0, "volume": 10.0, "delta": -0.9413, "gamma": 0.0169, "vega": 0.1339, "theta": -0.1552, "rho": -0.0487, "theo": 16.9288, "change": -9.62, "open": 20.0, "high": 20.0, "low": 17.97, "tick": "up", "last_trade_price": 18.11, "last_trade_time": "2026-11-11T11:38:47", "percent_change": -34.6917, "prev_day_close": 17.1150002479553}, {"option": "SPY261118C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1112, "open_interest": 676.0, "volume": 513.0, "delta": 0.0756, "gamma": 0.0121, "vega": 0.1619, "theta": -0.1126, "rho": 0.0108, "theo": 0.3866, "change": 0.265, "open": 0.45, "high": 0.64, "low": 0.3, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T16:12:33", "percent_change": 230.435, "prev_day_close": 0.365000009536743}, {"option": "SPY261118P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 207.0, "volume": 2.0, "delta": -0.9579, "gamma": 0.0147, "vega": 0.1075, "theta": -0.1329, "rho": -0.0274, "theo": 17.8752, "change": -8.695, "open": 20.0, "high": 20.0, "low": 20.0, "tick": "down", "last_trade_price": 20.0, "last_trade_time": "2026-11-11T11:11:07", "percent_change": -30.3014, "prev_day_close": 17.8649997711182}, {"option": "SPY261118C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.111, "open_interest": 413.0, "volume": 545.0, "delta": 0.0636, "gamma": 0.0106, "vega": 0.1431, "theta": -0.0969, "rho": 0.0091, "theo": 0.3129, "change": 0.195, "open": 0.42, "high": 0.54, "low": 0.25, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T16:01:55", "percent_change": 205.263, "prev_day_close": 0.295000001788139}, {"option": "SPY261118P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 0.0, "volume": 0.0, "delta": -0.9724, "gamma": 0.0118, "vega": 0.0772, "theta": -0.1148, "rho": -0.0274, "theo": 18.8399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.0499992370605}, {"option": "SPY261118C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1106, "open_interest": 740.0, "volume": 610.0, "delta": 0.0532, "gamma": 0.0092, "vega": 0.1258, "theta": -0.0828, "rho": 0.0076, "theo": 0.2525, "change": 0.155, "open": 0.35, "high": 0.44, "low": 0.18, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:58:42", "percent_change": 206.667, "prev_day_close": 0.234999999403954}, {"option": "SPY261118P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 4.0, "volume": 4.0, "delta": -0.983, "gamma": 0.0088, "vega": 0.0542, "theta": -0.101, "rho": -0.0097, "theo": 19.8187, "change": -10.82, "open": 20.03, "high": 20.03, "low": 19.91, "tick": "down", "last_trade_price": 19.91, "last_trade_time": "2026-11-11T15:33:39", "percent_change": -35.2099, "prev_day_close": 20.039999961853}, {"option": "SPY261118C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1099, "open_interest": 238.0, "volume": 202.0, "delta": 0.0444, "gamma": 0.0081, "vega": 0.1101, "theta": -0.0703, "rho": 0.0063, "theo": 0.2031, "change": 0.125, "open": 0.17, "high": 0.36, "low": 0.17, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:45:23", "percent_change": 192.308, "prev_day_close": 0.185000002384186}, {"option": "SPY261118P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 0.0, "volume": 0.0, "delta": -0.9907, "gamma": 0.0056, "vega": 0.0336, "theta": -0.0928, "rho": -0.0097, "theo": 20.8079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 45.72, "last_trade_time": "2026-11-05T13:06:22", "percent_change": 0.0, "prev_day_close": 21.039999961853}, {"option": "SPY261118C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1101, "open_interest": 224.0, "volume": 289.0, "delta": 0.0368, "gamma": 0.0069, "vega": 0.0957, "theta": -0.0598, "rho": 0.0052, "theo": 0.1638, "change": 0.105, "open": 0.26, "high": 0.3, "low": 0.13, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:45:22", "percent_change": 190.909, "prev_day_close": 0.145000003278255}, {"option": "SPY261118P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 130.0, "volume": 112.0, "delta": -0.9954, "gamma": 0.0033, "vega": 0.0186, "theta": -0.0881, "rho": -0.0016, "theo": 21.8024, "change": -10.555, "open": 21.94, "high": 22.5, "low": 21.94, "tick": "no_change", "last_trade_price": 22.15, "last_trade_time": "2026-11-11T16:03:00", "percent_change": -32.2734, "prev_day_close": 22.039999961853}, {"option": "SPY261118C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.11, "open_interest": 142.0, "volume": 157.0, "delta": 0.0306, "gamma": 0.006, "vega": 0.0832, "theta": -0.0505, "rho": 0.0043, "theo": 0.1319, "change": 0.065, "open": 0.2, "high": 0.25, "low": 0.11, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:59:07", "percent_change": 118.182, "prev_day_close": 0.12499999627471}, {"option": "SPY261118P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 0.0, "volume": 0.0, "delta": -0.9978, "gamma": 0.0017, "vega": 0.0104, "theta": -0.0866, "rho": -0.0016, "theo": 22.8009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.75, "last_trade_time": "2026-11-05T13:06:22", "percent_change": 0.0, "prev_day_close": 23.039999961853}, {"option": "SPY261118C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1099, "open_interest": 123.0, "volume": 47.0, "delta": 0.0255, "gamma": 0.0051, "vega": 0.0722, "theta": -0.043, "rho": 0.0036, "theo": 0.1076, "change": 0.055, "open": 0.18, "high": 0.2, "low": 0.09, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:12:32", "percent_change": 122.222, "prev_day_close": 0.0950000025331974}, {"option": "SPY261118P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 0.0, "volume": 0.0, "delta": -0.9994, "gamma": 0.0006, "vega": 0.0036, "theta": -0.0857, "rho": 0.0, "theo": 23.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.74, "last_trade_time": "2026-11-05T13:06:23", "percent_change": 0.0, "prev_day_close": 23.9400005340576}, {"option": "SPY261118C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1101, "open_interest": 497.0, "volume": 281.0, "delta": 0.0214, "gamma": 0.0044, "vega": 0.0629, "theta": -0.0367, "rho": 0.003, "theo": 0.0882, "change": 0.045, "open": 0.1, "high": 0.17, "low": 0.08, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T16:07:30", "percent_change": 100.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261118P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 5.0, "volume": 5.0, "delta": -0.9997, "gamma": 0.0003, "vega": 0.0019, "theta": -0.0857, "rho": 0.0, "theo": 24.8, "change": -6.74, "open": 29.0, "high": 29.0, "low": 29.0, "tick": "no_change", "last_trade_price": 29.0, "last_trade_time": "2026-11-11T10:23:59", "percent_change": -18.8584, "prev_day_close": 24.9800004959106}, {"option": "SPY261118C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 306.0, "volume": 22.0, "delta": 0.018, "gamma": 0.0038, "vega": 0.055, "theta": -0.0316, "rho": 0.0025, "theo": 0.0731, "change": 0.025, "open": 0.11, "high": 0.14, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:57:56", "percent_change": 71.4286, "prev_day_close": 0.0649999994784594}, {"option": "SPY261118P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0008, "theta": -0.0857, "rho": 0.0, "theo": 25.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.9850006103516}, {"option": "SPY261118C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 20.0, "volume": 18.0, "delta": 0.0153, "gamma": 0.0032, "vega": 0.0483, "theta": -0.0272, "rho": 0.0022, "theo": 0.061, "change": 0.025, "open": 0.1, "high": 0.12, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:45:27", "percent_change": 71.4286, "prev_day_close": 0.0549999997019768}, {"option": "SPY261118P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 26.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.8850002288818}, {"option": "SPY261118C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1139, "open_interest": 102.0, "volume": 6.0, "delta": 0.0132, "gamma": 0.0028, "vega": 0.0428, "theta": -0.024, "rho": 0.0018, "theo": 0.0521, "change": 0.015, "open": 0.1, "high": 0.1, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:32:49", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261118P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1423, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 27.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.9900007247925}, {"option": "SPY261118C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 54.0, "volume": 13.0, "delta": 0.0115, "gamma": 0.0025, "vega": 0.0384, "theta": -0.0214, "rho": 0.0016, "theo": 0.0453, "change": 0.025, "open": 0.07, "high": 0.09, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:35:27", "percent_change": 100.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261118P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 52.46, "last_trade_time": "2026-11-05T14:12:53", "percent_change": 0.0, "prev_day_close": 28.9350004196167}, {"option": "SPY261118C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 350.0, "volume": 98.0, "delta": 0.0102, "gamma": 0.0022, "vega": 0.0346, "theta": -0.0194, "rho": 0.0014, "theo": 0.0402, "change": 0.055, "open": 0.08, "high": 0.08, "low": 0.06, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T13:27:02", "percent_change": 220.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261118P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1504, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 29.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.9450006484985}, {"option": "SPY261118C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1176, "open_interest": 115.0, "volume": 5.0, "delta": 0.009, "gamma": 0.0019, "vega": 0.0313, "theta": -0.0174, "rho": 0.0013, "theo": 0.0354, "change": 0.005, "open": 0.06, "high": 0.07, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:05:02", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261118P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1517, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 30.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.9799995422363}, {"option": "SPY261118C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 70.0, "volume": 40.0, "delta": 0.0082, "gamma": 0.0018, "vega": 0.0288, "theta": -0.0162, "rho": 0.0012, "theo": 0.0324, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:54:48", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261118P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 31.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.9449996948242}, {"option": "SPY261118C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1195, "open_interest": 190.0, "volume": 96.0, "delta": 0.0075, "gamma": 0.0016, "vega": 0.0268, "theta": -0.0152, "rho": 0.001, "theo": 0.03, "change": 0.025, "open": 0.06, "high": 0.06, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T10:54:55", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.9850006103516}, {"option": "SPY261118C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 5.0, "volume": 2.0, "delta": 0.007, "gamma": 0.0015, "vega": 0.0251, "theta": -0.0144, "rho": 0.001, "theo": 0.0281, "change": 0.025, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:50:27", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1663, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.9600009918213}, {"option": "SPY261118C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 113.0, "volume": 1.0, "delta": 0.0066, "gamma": 0.0014, "vega": 0.0237, "theta": -0.0138, "rho": 0.0009, "theo": 0.0267, "change": 0.025, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:42:35", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1702, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.9500007629394}, {"option": "SPY261118C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 331.0, "volume": 93.0, "delta": 0.0062, "gamma": 0.0013, "vega": 0.0224, "theta": -0.0133, "rho": 0.0009, "theo": 0.0254, "change": 0.025, "open": 0.04, "high": 0.05, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:04:49", "percent_change": 100.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1908, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 35.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.9400005340576}, {"option": "SPY261118C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 204.0, "volume": 11.0, "delta": 0.0058, "gamma": 0.0012, "vega": 0.0212, "theta": -0.0127, "rho": 0.0008, "theo": 0.0242, "change": 0.015, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T13:15:47", "percent_change": 60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.9300003051758}, {"option": "SPY261118C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1354, "open_interest": 25.0, "volume": 0.0, "delta": 0.0055, "gamma": 0.0011, "vega": 0.0202, "theta": -0.0123, "rho": 0.0008, "theo": 0.0232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T13:01:34", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1819, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 37.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.9400005340576}, {"option": "SPY261118C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1313, "open_interest": 1212.0, "volume": 1160.0, "delta": 0.0052, "gamma": 0.001, "vega": 0.0193, "theta": -0.012, "rho": 0.0007, "theo": 0.0224, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:20:34", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261118P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1857, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 38.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9099998474121}, {"option": "SPY261118C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 1364.0, "volume": 1288.0, "delta": 0.005, "gamma": 0.001, "vega": 0.0184, "theta": -0.0116, "rho": 0.0007, "theo": 0.0216, "change": -0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:52:47", "percent_change": -20.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1896, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 39.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.9549999237061}, {"option": "SPY261118C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 368.0, "volume": 407.0, "delta": 0.004, "gamma": 0.0007, "vega": 0.0151, "theta": -0.0104, "rho": 0.0006, "theo": 0.0187, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:41:22", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2085, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261118C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 226.0, "volume": 3403.0, "delta": 0.0034, "gamma": 0.0006, "vega": 0.0127, "theta": -0.0094, "rho": 0.0005, "theo": 0.0166, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:08:24", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2303, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 49.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9500007629394}, {"option": "SPY261118C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1785, "open_interest": 482.0, "volume": 3840.0, "delta": 0.0028, "gamma": 0.0005, "vega": 0.0108, "theta": -0.0086, "rho": 0.0004, "theo": 0.0148, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:38:53", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2488, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9600009918213}, {"option": "SPY261118C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1929, "open_interest": 530.0, "volume": 3800.0, "delta": 0.0024, "gamma": 0.0004, "vega": 0.0094, "theta": -0.008, "rho": 0.0003, "theo": 0.0135, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:38:30", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2865, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.0049991607666}, {"option": "SPY261118C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 691.0, "volume": 5401.0, "delta": 0.0021, "gamma": 0.0003, "vega": 0.0082, "theta": -0.0074, "rho": 0.0003, "theo": 0.0123, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:57:25", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2984, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.8450012207031}, {"option": "SPY261118C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2208, "open_interest": 850.0, "volume": 2801.0, "delta": 0.0018, "gamma": 0.0003, "vega": 0.0072, "theta": -0.0068, "rho": 0.0002, "theo": 0.0112, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:47:49", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2985, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261118C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2346, "open_interest": 195.0, "volume": 46.0, "delta": 0.0016, "gamma": 0.0002, "vega": 0.0063, "theta": -0.0063, "rho": 0.0002, "theo": 0.0101, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:21:38", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261118P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3378, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0857, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9449996948242}, {"option": "SPY261119C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5062, "open_interest": 0.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0001, "vega": 0.0089, "theta": -0.0049, "rho": 0.1309, "theo": 160.7768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.564994812012}, {"option": "SPY261119P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5774, "open_interest": 5.0, "volume": 8.0, "delta": -0.0025, "gamma": 0.0001, "vega": 0.0089, "theta": -0.0242, "rho": -0.0004, "theo": 0.0465, "change": -0.085, "open": 0.06, "high": 0.06, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:43:20", "percent_change": -68.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261119C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5064, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0001, "vega": 0.0098, "theta": -0.0074, "rho": 0.1319, "theo": 155.786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 155.61499786377}, {"option": "SPY261119P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5589, "open_interest": 300.0, "volume": 800.0, "delta": -0.0028, "gamma": 0.0001, "vega": 0.0098, "theta": -0.026, "rho": -0.0004, "theo": 0.0507, "change": -0.085, "open": 0.04, "high": 0.05, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:08:47", "percent_change": -62.963, "prev_day_close": 0.0549999997019768}, {"option": "SPY261119C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5018, "open_interest": 0.0, "volume": 0.0, "delta": 0.9968, "gamma": 0.0001, "vega": 0.0108, "theta": -0.01, "rho": 0.133, "theo": 150.7956, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 150.650001525879}, {"option": "SPY261119P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5513, "open_interest": 0.0, "volume": 0.0, "delta": -0.0031, "gamma": 0.0001, "vega": 0.0108, "theta": -0.028, "rho": -0.0005, "theo": 0.0553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261119C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0002, "vega": 0.0118, "theta": -0.0127, "rho": 0.134, "theo": 145.8055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 145.595001220703}, {"option": "SPY261119P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5327, "open_interest": 211.0, "volume": 0.0, "delta": -0.0034, "gamma": 0.0002, "vega": 0.0118, "theta": -0.0302, "rho": -0.0006, "theo": 0.0603, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261119C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0002, "vega": 0.013, "theta": -0.0155, "rho": 0.135, "theo": 140.8157, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.630004882812}, {"option": "SPY261119P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5231, "open_interest": 50.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0002, "vega": 0.0129, "theta": -0.0324, "rho": -0.0006, "theo": 0.0655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-10T09:50:51", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261119C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4745, "open_interest": 0.0, "volume": 0.0, "delta": 0.9958, "gamma": 0.0002, "vega": 0.0142, "theta": -0.0184, "rho": 0.1361, "theo": 135.8262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.675003051758}, {"option": "SPY261119P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5121, "open_interest": 152.0, "volume": 0.0, "delta": -0.0041, "gamma": 0.0002, "vega": 0.0141, "theta": -0.0346, "rho": -0.0007, "theo": 0.0712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261119C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4629, "open_interest": 0.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0002, "vega": 0.0155, "theta": -0.0214, "rho": 0.1371, "theo": 130.8371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.665000915527}, {"option": "SPY261119P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4933, "open_interest": 4.0, "volume": 0.0, "delta": -0.0046, "gamma": 0.0002, "vega": 0.0155, "theta": -0.037, "rho": -0.0007, "theo": 0.0771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.2, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261119C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0003, "vega": 0.017, "theta": -0.0245, "rho": 0.1381, "theo": 125.8484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.634998321533}, {"option": "SPY261119P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4812, "open_interest": 156.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0003, "vega": 0.0169, "theta": -0.0395, "rho": -0.0008, "theo": 0.0835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261119C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4373, "open_interest": 0.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0003, "vega": 0.0186, "theta": -0.0277, "rho": 0.1391, "theo": 120.86, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 120.700000762939}, {"option": "SPY261119P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4682, "open_interest": 44.0, "volume": 25.0, "delta": -0.0056, "gamma": 0.0003, "vega": 0.0185, "theta": -0.0421, "rho": -0.0009, "theo": 0.0902, "change": -0.105, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T09:35:52", "percent_change": -51.2195, "prev_day_close": 0.0950000025331974}, {"option": "SPY261119C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4236, "open_interest": 0.0, "volume": 0.0, "delta": 0.9938, "gamma": 0.0003, "vega": 0.0203, "theta": -0.031, "rho": 0.1401, "theo": 115.8722, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 115.719997406006}, {"option": "SPY261119P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4492, "open_interest": 1.0, "volume": 0.0, "delta": -0.0062, "gamma": 0.0003, "vega": 0.0202, "theta": -0.0448, "rho": -0.001, "theo": 0.0974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.21, "last_trade_time": "2026-11-10T10:28:18", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY261119C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4129, "open_interest": 0.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0004, "vega": 0.0222, "theta": -0.0343, "rho": 0.1411, "theo": 110.8848, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 110.684997558594}, {"option": "SPY261119P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4354, "open_interest": 30.0, "volume": 28.0, "delta": -0.0068, "gamma": 0.0004, "vega": 0.0221, "theta": -0.0475, "rho": -0.0011, "theo": 0.1051, "change": -0.135, "open": 0.11, "high": 0.11, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:09:48", "percent_change": -57.4468, "prev_day_close": 0.114999998360872}, {"option": "SPY261119C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.401, "open_interest": 0.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0004, "vega": 0.0242, "theta": -0.0378, "rho": 0.1421, "theo": 105.8979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 105.659999847412}, {"option": "SPY261119P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.421, "open_interest": 2.0, "volume": 0.0, "delta": -0.0075, "gamma": 0.0004, "vega": 0.0242, "theta": -0.0504, "rho": -0.0012, "theo": 0.1132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-10T16:12:40", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY261119C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3856, "open_interest": 0.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0005, "vega": 0.0265, "theta": -0.0414, "rho": 0.143, "theo": 100.9115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 100.735000610352}, {"option": "SPY261119P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4061, "open_interest": 60.0, "volume": 6.0, "delta": -0.0083, "gamma": 0.0005, "vega": 0.0265, "theta": -0.0534, "rho": -0.0013, "theo": 0.1219, "change": -0.135, "open": 0.13, "high": 0.13, "low": 0.12, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T10:58:56", "percent_change": -50.9434, "prev_day_close": 0.12499999627471}, {"option": "SPY261119C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3722, "open_interest": 0.0, "volume": 0.0, "delta": 0.9907, "gamma": 0.0006, "vega": 0.0291, "theta": -0.0452, "rho": 0.144, "theo": 95.9258, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 95.7399978637695}, {"option": "SPY261119P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3907, "open_interest": 12.0, "volume": 0.0, "delta": -0.0092, "gamma": 0.0006, "vega": 0.029, "theta": -0.0565, "rho": -0.0015, "theo": 0.1313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-10T10:46:07", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261119C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3582, "open_interest": 3.0, "volume": 0.0, "delta": 0.9897, "gamma": 0.0006, "vega": 0.0319, "theta": -0.049, "rho": 0.1449, "theo": 90.941, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 79.29, "last_trade_time": "2026-11-10T09:35:14", "percent_change": 0.0, "prev_day_close": 90.7550010681152}, {"option": "SPY261119P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3748, "open_interest": 11.0, "volume": 0.0, "delta": -0.0102, "gamma": 0.0006, "vega": 0.0318, "theta": -0.0598, "rho": -0.0017, "theo": 0.1415, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.37, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261119C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3436, "open_interest": 0.0, "volume": 0.0, "delta": 0.9886, "gamma": 0.0007, "vega": 0.035, "theta": -0.0531, "rho": 0.1458, "theo": 85.9571, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 85.7449989318848}, {"option": "SPY261119P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3583, "open_interest": 95.0, "volume": 92.0, "delta": -0.0114, "gamma": 0.0007, "vega": 0.0349, "theta": -0.0633, "rho": -0.0018, "theo": 0.1527, "change": -0.175, "open": 0.15, "high": 0.16, "low": 0.14, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:51:55", "percent_change": -53.8462, "prev_day_close": 0.155000001192093}, {"option": "SPY261119C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3284, "open_interest": 0.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0008, "vega": 0.0385, "theta": -0.0575, "rho": 0.1467, "theo": 80.9744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.810001373291}, {"option": "SPY261119P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3418, "open_interest": 155.0, "volume": 6.0, "delta": -0.0127, "gamma": 0.0008, "vega": 0.0385, "theta": -0.067, "rho": -0.002, "theo": 0.1651, "change": -0.205, "open": 0.17, "high": 0.17, "low": 0.15, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:09:48", "percent_change": -57.7465, "prev_day_close": 0.175000004470348}, {"option": "SPY261119C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9857, "gamma": 0.001, "vega": 0.0427, "theta": -0.0622, "rho": 0.1475, "theo": 75.9933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 75.7399978637695}, {"option": "SPY261119P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3251, "open_interest": 204.0, "volume": 19.0, "delta": -0.0142, "gamma": 0.001, "vega": 0.0426, "theta": -0.0712, "rho": -0.0023, "theo": 0.1791, "change": -0.21, "open": 0.19, "high": 0.23, "low": 0.16, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T15:40:32", "percent_change": -53.8462, "prev_day_close": 0.185000002384186}, {"option": "SPY261119C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2993, "open_interest": 10.0, "volume": 0.0, "delta": 0.9838, "gamma": 0.0011, "vega": 0.0474, "theta": -0.0673, "rho": 0.1483, "theo": 71.0145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.72, "last_trade_time": "2026-11-09T10:23:07", "percent_change": 0.0, "prev_day_close": 70.7999992370606}, {"option": "SPY261119P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3102, "open_interest": 684.0, "volume": 75.0, "delta": -0.0161, "gamma": 0.0011, "vega": 0.0474, "theta": -0.0758, "rho": -0.0026, "theo": 0.1954, "change": -0.255, "open": 0.2, "high": 0.24, "low": 0.18, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T15:15:24", "percent_change": -58.6207, "prev_day_close": 0.204999998211861}, {"option": "SPY261119C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2672, "open_interest": 6.0, "volume": 0.0, "delta": 0.9816, "gamma": 0.0014, "vega": 0.053, "theta": -0.0733, "rho": 0.149, "theo": 66.039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.64, "last_trade_time": "2026-11-06T09:47:08", "percent_change": 0.0, "prev_day_close": 65.7700004577637}, {"option": "SPY261119P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2945, "open_interest": 514.0, "volume": 238.0, "delta": -0.0183, "gamma": 0.0014, "vega": 0.053, "theta": -0.0811, "rho": -0.0029, "theo": 0.215, "change": -0.295, "open": 0.25, "high": 0.26, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T14:47:38", "percent_change": -59.596, "prev_day_close": 0.225000001490116}, {"option": "SPY261119C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2676, "open_interest": 9.0, "volume": 0.0, "delta": 0.9788, "gamma": 0.0016, "vega": 0.06, "theta": -0.0802, "rho": 0.1497, "theo": 61.0683, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.78, "last_trade_time": "2026-11-09T09:52:10", "percent_change": 0.0, "prev_day_close": 60.9249992370606}, {"option": "SPY261119P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2781, "open_interest": 613.0, "volume": 11.0, "delta": -0.0211, "gamma": 0.0016, "vega": 0.0599, "theta": -0.0875, "rho": -0.0034, "theo": 0.2393, "change": -0.335, "open": 0.3, "high": 0.31, "low": 0.22, "tick": "no_change", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T14:15:24", "percent_change": -58.2609, "prev_day_close": 0.244999997317791}, {"option": "SPY261119C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2259, "open_interest": 0.0, "volume": 0.0, "delta": 0.9781, "gamma": 0.0017, "vega": 0.0616, "theta": -0.0818, "rho": 0.1498, "theo": 60.0749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.8700008392334}, {"option": "SPY261119P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2758, "open_interest": 115.0, "volume": 1.0, "delta": -0.0218, "gamma": 0.0017, "vega": 0.0615, "theta": -0.0889, "rho": -0.0035, "theo": 0.2449, "change": -0.325, "open": 0.27, "high": 0.27, "low": 0.27, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T09:30:01", "percent_change": -54.6218, "prev_day_close": 0.254999995231628}, {"option": "SPY261119C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 0.0, "volume": 0.0, "delta": 0.9774, "gamma": 0.0017, "vega": 0.0632, "theta": -0.0834, "rho": 0.1499, "theo": 59.0818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.8649997711182}, {"option": "SPY261119P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2735, "open_interest": 135.0, "volume": 0.0, "delta": -0.0224, "gamma": 0.0017, "vega": 0.0631, "theta": -0.0904, "rho": -0.0036, "theo": 0.2508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-10T15:02:08", "percent_change": 0.0, "prev_day_close": 0.254999995231628}, {"option": "SPY261119C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2629, "open_interest": 0.0, "volume": 0.0, "delta": 0.9767, "gamma": 0.0018, "vega": 0.0649, "theta": -0.0851, "rho": 0.15, "theo": 58.089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.8400001525879}, {"option": "SPY261119P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2694, "open_interest": 273.0, "volume": 0.0, "delta": -0.0232, "gamma": 0.0018, "vega": 0.0649, "theta": -0.092, "rho": -0.0037, "theo": 0.2571, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.69, "last_trade_time": "2026-11-10T14:59:44", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY261119C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2578, "open_interest": 0.0, "volume": 0.0, "delta": 0.976, "gamma": 0.0019, "vega": 0.0667, "theta": -0.0869, "rho": 0.1501, "theo": 57.0967, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.8699989318848}, {"option": "SPY261119P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2667, "open_interest": 168.0, "volume": 0.0, "delta": -0.0239, "gamma": 0.0019, "vega": 0.0667, "theta": -0.0935, "rho": -0.0039, "theo": 0.2633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-10T15:47:31", "percent_change": 0.0, "prev_day_close": 0.275000005960464}, {"option": "SPY261119C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 8.0, "volume": 0.0, "delta": 0.9752, "gamma": 0.0019, "vega": 0.0686, "theta": -0.0888, "rho": 0.1502, "theo": 56.1047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.55, "last_trade_time": "2026-11-06T09:47:09", "percent_change": 0.0, "prev_day_close": 55.8850002288818}, {"option": "SPY261119P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2643, "open_interest": 678.0, "volume": 28.0, "delta": -0.0247, "gamma": 0.0019, "vega": 0.0686, "theta": -0.0954, "rho": -0.004, "theo": 0.2707, "change": -0.415, "open": 0.31, "high": 0.36, "low": 0.24, "tick": "up", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T16:01:51", "percent_change": -59.7122, "prev_day_close": 0.284999996423721}, {"option": "SPY261119C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2447, "open_interest": 0.0, "volume": 0.0, "delta": 0.9743, "gamma": 0.002, "vega": 0.0705, "theta": -0.0907, "rho": 0.1502, "theo": 55.1131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9650001525879}, {"option": "SPY261119P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2599, "open_interest": 18.0, "volume": 1.0, "delta": -0.0257, "gamma": 0.002, "vega": 0.0707, "theta": -0.0975, "rho": -0.0041, "theo": 0.279, "change": -0.375, "open": 0.34, "high": 0.34, "low": 0.34, "tick": "down", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T09:30:01", "percent_change": -52.4476, "prev_day_close": 0.284999996423721}, {"option": "SPY261119C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2504, "open_interest": 0.0, "volume": 0.0, "delta": 0.9734, "gamma": 0.0021, "vega": 0.0726, "theta": -0.0928, "rho": 0.1503, "theo": 54.1221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.9600009918213}, {"option": "SPY261119P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2573, "open_interest": 13.0, "volume": 6.0, "delta": -0.0265, "gamma": 0.0021, "vega": 0.0726, "theta": -0.0992, "rho": -0.0042, "theo": 0.286, "change": -0.465, "open": 0.36, "high": 0.36, "low": 0.28, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -62.4161, "prev_day_close": 0.295000001788139}, {"option": "SPY261119C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 0.0, "volume": 0.0, "delta": 0.9725, "gamma": 0.0022, "vega": 0.0747, "theta": -0.095, "rho": 0.1504, "theo": 53.1315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.8999996185303}, {"option": "SPY261119P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2548, "open_interest": 17.0, "volume": 1.0, "delta": -0.0274, "gamma": 0.0022, "vega": 0.0747, "theta": -0.1013, "rho": -0.0044, "theo": 0.2946, "change": -0.485, "open": 0.29, "high": 0.29, "low": 0.29, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T14:10:04", "percent_change": -62.5806, "prev_day_close": 0.305000007152557}, {"option": "SPY261119C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2465, "open_interest": 0.0, "volume": 0.0, "delta": 0.9714, "gamma": 0.0023, "vega": 0.077, "theta": -0.0972, "rho": 0.1504, "theo": 52.1415, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.875}, {"option": "SPY261119P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.252, "open_interest": 40.0, "volume": 5.0, "delta": -0.0285, "gamma": 0.0023, "vega": 0.077, "theta": -0.1034, "rho": -0.0046, "theo": 0.3036, "change": -0.425, "open": 0.39, "high": 0.39, "low": 0.39, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T10:01:38", "percent_change": -52.1472, "prev_day_close": 0.314999997615814}, {"option": "SPY261119C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2437, "open_interest": 55.0, "volume": 0.0, "delta": 0.9704, "gamma": 0.0024, "vega": 0.0794, "theta": -0.0996, "rho": 0.1505, "theo": 51.152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 41.5, "last_trade_time": "2026-11-09T10:17:13", "percent_change": 0.0, "prev_day_close": 50.9599990844727}, {"option": "SPY261119P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2491, "open_interest": 512.0, "volume": 1081.0, "delta": -0.0295, "gamma": 0.0024, "vega": 0.0794, "theta": -0.1057, "rho": -0.0047, "theo": 0.3132, "change": -0.545, "open": 0.35, "high": 0.48, "low": 0.28, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:09:48", "percent_change": -64.497, "prev_day_close": 0.325000002980232}, {"option": "SPY261119C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2309, "open_interest": 0.0, "volume": 0.0, "delta": 0.9692, "gamma": 0.0025, "vega": 0.082, "theta": -0.1021, "rho": 0.1505, "theo": 50.1632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 50.0200004577637}, {"option": "SPY261119P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.246, "open_interest": 217.0, "volume": 196.0, "delta": -0.0307, "gamma": 0.0025, "vega": 0.082, "theta": -0.1082, "rho": -0.0049, "theo": 0.3238, "change": -0.535, "open": 0.31, "high": 0.35, "low": 0.31, "tick": "up", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T16:00:07", "percent_change": -60.452, "prev_day_close": 0.33500000834465}, {"option": "SPY261119C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2386, "open_interest": 0.0, "volume": 0.0, "delta": 0.968, "gamma": 0.0026, "vega": 0.0847, "theta": -0.1048, "rho": 0.1505, "theo": 49.1751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.9650001525879}, {"option": "SPY261119P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.243, "open_interest": 81.0, "volume": 4.0, "delta": -0.032, "gamma": 0.0026, "vega": 0.0849, "theta": -0.1109, "rho": -0.0052, "theo": 0.3357, "change": -0.535, "open": 0.39, "high": 0.39, "low": 0.39, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T09:31:20", "percent_change": -57.8378, "prev_day_close": 0.344999998807907}, {"option": "SPY261119C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2355, "open_interest": 1.0, "volume": 1.0, "delta": 0.9667, "gamma": 0.0027, "vega": 0.0876, "theta": -0.1075, "rho": 0.1505, "theo": 48.1878, "change": 10.86, "open": 48.5, "high": 48.5, "low": 48.5, "tick": "up", "last_trade_price": 48.5, "last_trade_time": "2026-11-11T14:08:43", "percent_change": 28.8523, "prev_day_close": 47.9749984741211}, {"option": "SPY261119P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2401, "open_interest": 15.0, "volume": 9.0, "delta": -0.0333, "gamma": 0.0027, "vega": 0.0876, "theta": -0.1135, "rho": -0.0054, "theo": 0.3467, "change": -0.625, "open": 0.51, "high": 0.51, "low": 0.31, "tick": "up", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -64.7668, "prev_day_close": 0.359999999403954}, {"option": "SPY261119C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2105, "open_interest": 0.0, "volume": 0.0, "delta": 0.9653, "gamma": 0.0028, "vega": 0.0906, "theta": -0.1105, "rho": 0.1505, "theo": 47.2014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.0249996185303}, {"option": "SPY261119P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2377, "open_interest": 137.0, "volume": 140.0, "delta": -0.0346, "gamma": 0.0028, "vega": 0.0905, "theta": -0.1161, "rho": -0.0056, "theo": 0.3586, "change": -0.66, "open": 0.53, "high": 0.53, "low": 0.34, "tick": "no_change", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -65.3465, "prev_day_close": 0.375}, {"option": "SPY261119C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2311, "open_interest": 12.0, "volume": 0.0, "delta": 0.9638, "gamma": 0.003, "vega": 0.0937, "theta": -0.1136, "rho": 0.1505, "theo": 46.2158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.94, "last_trade_time": "2026-11-06T12:36:36", "percent_change": 0.0, "prev_day_close": 46.0100002288818}, {"option": "SPY261119P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2351, "open_interest": 788.0, "volume": 471.0, "delta": -0.0361, "gamma": 0.003, "vega": 0.0937, "theta": -0.1191, "rho": -0.0058, "theo": 0.372, "change": -0.66, "open": 0.46, "high": 0.61, "low": 0.34, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T16:01:51", "percent_change": -62.2642, "prev_day_close": 0.384999990463257}, {"option": "SPY261119C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2279, "open_interest": 0.0, "volume": 0.0, "delta": 0.9622, "gamma": 0.0031, "vega": 0.097, "theta": -0.1169, "rho": 0.1504, "theo": 45.2313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.0699996948242}, {"option": "SPY261119P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2324, "open_interest": 36.0, "volume": 2.0, "delta": -0.0377, "gamma": 0.0031, "vega": 0.0972, "theta": -0.1224, "rho": -0.006, "theo": 0.3872, "change": -0.56, "open": 0.58, "high": 0.58, "low": 0.55, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T10:11:20", "percent_change": -50.4505, "prev_day_close": 0.405000001192093}, {"option": "SPY261119C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2234, "open_interest": 0.0, "volume": 2.0, "delta": 0.9605, "gamma": 0.0033, "vega": 0.1005, "theta": -0.1203, "rho": 0.1504, "theo": 44.2479, "change": 10.195, "open": 44.41, "high": 44.41, "low": 44.27, "tick": "down", "last_trade_price": 44.27, "last_trade_time": "2026-11-11T15:09:54", "percent_change": 29.9193, "prev_day_close": 44.060001373291}, {"option": "SPY261119P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2296, "open_interest": 189.0, "volume": 171.0, "delta": -0.0394, "gamma": 0.0033, "vega": 0.1005, "theta": -0.1256, "rho": -0.0063, "theo": 0.4021, "change": -0.77, "open": 0.48, "high": 0.51, "low": 0.39, "tick": "no_change", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -66.3793, "prev_day_close": 0.41499999165535}, {"option": "SPY261119C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2234, "open_interest": 0.0, "volume": 0.0, "delta": 0.9587, "gamma": 0.0034, "vega": 0.1042, "theta": -0.124, "rho": 0.1503, "theo": 43.2656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.0699996948242}, {"option": "SPY261119P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2267, "open_interest": 87.0, "volume": 59.0, "delta": -0.0412, "gamma": 0.0034, "vega": 0.1041, "theta": -0.1292, "rho": -0.0066, "theo": 0.4189, "change": -0.81, "open": 0.51, "high": 0.59, "low": 0.41, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -66.3934, "prev_day_close": 0.435000002384186}, {"option": "SPY261119C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2184, "open_interest": 0.0, "volume": 0.0, "delta": 0.9568, "gamma": 0.0036, "vega": 0.1081, "theta": -0.1278, "rho": 0.1502, "theo": 42.2845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.2549991607666}, {"option": "SPY261119P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2242, "open_interest": 357.0, "volume": 493.0, "delta": -0.0432, "gamma": 0.0036, "vega": 0.1081, "theta": -0.1331, "rho": -0.0069, "theo": 0.4376, "change": -0.87, "open": 0.59, "high": 0.65, "low": 0.42, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:14:11", "percent_change": -67.4419, "prev_day_close": 0.454999998211861}, {"option": "SPY261119C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 116.0, "volume": 0.0, "delta": 0.9547, "gamma": 0.0038, "vega": 0.1122, "theta": -0.1319, "rho": 0.1501, "theo": 41.3049, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.45, "last_trade_time": "2026-11-10T15:01:20", "percent_change": 0.0, "prev_day_close": 41.3450012207031}, {"option": "SPY261119P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2217, "open_interest": 661.0, "volume": 273.0, "delta": -0.0453, "gamma": 0.0038, "vega": 0.1122, "theta": -0.1371, "rho": -0.0073, "theo": 0.457, "change": -0.87, "open": 0.6, "high": 0.67, "low": 0.41, "tick": "up", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T16:02:02", "percent_change": -64.4444, "prev_day_close": 0.474999994039536}, {"option": "SPY261119C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2045, "open_interest": 0.0, "volume": 0.0, "delta": 0.9524, "gamma": 0.004, "vega": 0.1166, "theta": -0.1362, "rho": 0.1499, "theo": 40.3267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.1200008392334}, {"option": "SPY261119P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.219, "open_interest": 321.0, "volume": 502.0, "delta": -0.0476, "gamma": 0.004, "vega": 0.1167, "theta": -0.1412, "rho": -0.0076, "theo": 0.4778, "change": -0.895, "open": 0.65, "high": 0.73, "low": 0.46, "tick": "up", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T15:57:16", "percent_change": -62.807, "prev_day_close": 0.495000004768372}, {"option": "SPY261119C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2135, "open_interest": 0.0, "volume": 0.0, "delta": 0.95, "gamma": 0.0042, "vega": 0.1213, "theta": -0.1407, "rho": 0.1497, "theo": 39.3502, "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": 39.1750011444092}, {"option": "SPY261119P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 165.0, "volume": 159.0, "delta": -0.0499, "gamma": 0.0042, "vega": 0.1214, "theta": -0.1455, "rho": -0.008, "theo": 0.4996, "change": -1.0, "open": 0.67, "high": 0.8, "low": 0.5, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:32:00", "percent_change": -66.6667, "prev_day_close": 0.514999985694885}, {"option": "SPY261119C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2111, "open_interest": 0.0, "volume": 0.0, "delta": 0.9474, "gamma": 0.0044, "vega": 0.1262, "theta": -0.1455, "rho": 0.1495, "theo": 38.3754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.2250003814697}, {"option": "SPY261119P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2138, "open_interest": 223.0, "volume": 207.0, "delta": -0.0525, "gamma": 0.0044, "vega": 0.1263, "theta": -0.1502, "rho": -0.0084, "theo": 0.5238, "change": -1.055, "open": 0.68, "high": 0.84, "low": 0.52, "tick": "no_change", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T15:37:57", "percent_change": -66.5615, "prev_day_close": 0.545000016689301}, {"option": "SPY261119C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2081, "open_interest": 0.0, "volume": 0.0, "delta": 0.9447, "gamma": 0.0047, "vega": 0.1313, "theta": -0.1505, "rho": 0.1492, "theo": 37.4026, "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": 37.2250003814697}, {"option": "SPY261119P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2116, "open_interest": 200.0, "volume": 361.0, "delta": -0.0552, "gamma": 0.0047, "vega": 0.1314, "theta": -0.1551, "rho": -0.0088, "theo": 0.5501, "change": -1.095, "open": 0.72, "high": 0.89, "low": 0.54, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T16:02:02", "percent_change": -65.3731, "prev_day_close": 0.569999992847443}, {"option": "SPY261119C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2021, "open_interest": 90.0, "volume": 0.0, "delta": 0.9417, "gamma": 0.0049, "vega": 0.1367, "theta": -0.1558, "rho": 0.149, "theo": 36.4318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.39, "last_trade_time": "2026-11-09T13:03:33", "percent_change": 0.0, "prev_day_close": 36.2350006103516}, {"option": "SPY261119P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2093, "open_interest": 1060.0, "volume": 646.0, "delta": -0.0582, "gamma": 0.0049, "vega": 0.1367, "theta": -0.1604, "rho": -0.0093, "theo": 0.5787, "change": -1.2, "open": 0.78, "high": 1.04, "low": 0.53, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T15:39:58", "percent_change": -67.7966, "prev_day_close": 0.594999998807907}, {"option": "SPY261119C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1974, "open_interest": 0.0, "volume": 0.0, "delta": 0.9385, "gamma": 0.0052, "vega": 0.1424, "theta": -0.1613, "rho": 0.1487, "theo": 35.4633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.3250007629394}, {"option": "SPY261119P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 96.0, "volume": 62.0, "delta": -0.0616, "gamma": 0.0052, "vega": 0.1425, "theta": -0.166, "rho": -0.0098, "theo": 0.6104, "change": -1.2, "open": 0.8, "high": 0.93, "low": 0.56, "tick": "up", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T15:58:29", "percent_change": -64.1711, "prev_day_close": 0.629999995231628}, {"option": "SPY261119C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2012, "open_interest": 0.0, "volume": 0.0, "delta": 0.9351, "gamma": 0.0055, "vega": 0.1484, "theta": -0.1672, "rho": 0.1483, "theo": 34.4971, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.2649993896484}, {"option": "SPY261119P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 97.0, "volume": 33.0, "delta": -0.0649, "gamma": 0.0055, "vega": 0.1483, "theta": -0.1715, "rho": -0.0104, "theo": 0.6418, "change": -1.345, "open": 0.88, "high": 0.98, "low": 0.56, "tick": "up", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T15:07:43", "percent_change": -68.1013, "prev_day_close": 0.665000021457672}, {"option": "SPY261119C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1992, "open_interest": 0.0, "volume": 0.0, "delta": 0.9314, "gamma": 0.0058, "vega": 0.1548, "theta": -0.1733, "rho": 0.1479, "theo": 33.5335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.3400001525879}, {"option": "SPY261119P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2017, "open_interest": 90.0, "volume": 87.0, "delta": -0.0686, "gamma": 0.0058, "vega": 0.1549, "theta": -0.1776, "rho": -0.011, "theo": 0.678, "change": -1.39, "open": 0.86, "high": 1.12, "low": 0.59, "tick": "up", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T15:41:02", "percent_change": -66.5072, "prev_day_close": 0.699999988079071}, {"option": "SPY261119C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 0.0, "volume": 0.0, "delta": 0.9275, "gamma": 0.0061, "vega": 0.1615, "theta": -0.1796, "rho": 0.1475, "theo": 32.5728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.3649988174438}, {"option": "SPY261119P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1994, "open_interest": 69.0, "volume": 32.0, "delta": -0.0726, "gamma": 0.0061, "vega": 0.1618, "theta": -0.184, "rho": -0.0116, "theo": 0.7168, "change": -1.515, "open": 1.07, "high": 1.07, "low": 0.7, "tick": "down", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -68.3973, "prev_day_close": 0.740000009536743}, {"option": "SPY261119C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 132.0, "volume": 0.0, "delta": 0.9232, "gamma": 0.0065, "vega": 0.1684, "theta": -0.1863, "rho": 0.147, "theo": 31.6152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.89, "last_trade_time": "2026-11-10T15:49:09", "percent_change": 0.0, "prev_day_close": 31.4449996948242}, {"option": "SPY261119P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1971, "open_interest": 978.0, "volume": 932.0, "delta": -0.0768, "gamma": 0.0065, "vega": 0.1687, "theta": -0.1905, "rho": -0.0122, "theo": 0.7578, "change": -1.575, "open": 1.03, "high": 1.36, "low": 0.65, "tick": "no_change", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T16:13:21", "percent_change": -67.1642, "prev_day_close": 0.784999996423721}, {"option": "SPY261119C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 50.0, "volume": 0.0, "delta": 0.9187, "gamma": 0.0068, "vega": 0.1757, "theta": -0.1933, "rho": 0.1464, "theo": 30.6609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.43, "last_trade_time": "2026-11-10T11:28:14", "percent_change": 0.0, "prev_day_close": 30.4349994659424}, {"option": "SPY261119P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1945, "open_interest": 108.0, "volume": 68.0, "delta": -0.0814, "gamma": 0.0068, "vega": 0.1759, "theta": -0.1975, "rho": -0.0129, "theo": 0.8031, "change": -1.61, "open": 1.34, "high": 1.34, "low": 0.72, "tick": "up", "last_trade_price": 0.87, "last_trade_time": "2026-11-11T15:57:47", "percent_change": -64.9194, "prev_day_close": 0.8299999833107}, {"option": "SPY261119C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 1.0, "volume": 0.0, "delta": 0.9138, "gamma": 0.0072, "vega": 0.1833, "theta": -0.2005, "rho": 0.1458, "theo": 29.7102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.6, "last_trade_time": "2026-11-10T11:28:14", "percent_change": 0.0, "prev_day_close": 29.4750003814697}, {"option": "SPY261119P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1923, "open_interest": 107.0, "volume": 31.0, "delta": -0.0863, "gamma": 0.0072, "vega": 0.1834, "theta": -0.2046, "rho": -0.0137, "theo": 0.8515, "change": -1.88, "open": 1.42, "high": 1.42, "low": 0.75, "tick": "no_change", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T13:40:52", "percent_change": -71.4829, "prev_day_close": 0.879999995231628}, {"option": "SPY261119C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1883, "open_interest": 1.0, "volume": 2.0, "delta": 0.9086, "gamma": 0.0076, "vega": 0.1913, "theta": -0.208, "rho": 0.1452, "theo": 28.7633, "change": 8.935, "open": 29.88, "high": 29.88, "low": 28.66, "tick": "down", "last_trade_price": 28.66, "last_trade_time": "2026-11-11T15:19:30", "percent_change": 45.2978, "prev_day_close": 28.5749998092651}, {"option": "SPY261119P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 264.0, "volume": 196.0, "delta": -0.0916, "gamma": 0.0077, "vega": 0.1914, "theta": -0.2122, "rho": -0.0146, "theo": 0.904, "change": -1.855, "open": 1.38, "high": 1.4, "low": 0.85, "tick": "up", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T15:41:48", "percent_change": -66.6068, "prev_day_close": 0.935000002384186}, {"option": "SPY261119C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1647, "open_interest": 0.0, "volume": 2.0, "delta": 0.903, "gamma": 0.0081, "vega": 0.1997, "theta": -0.2159, "rho": 0.1445, "theo": 27.8205, "change": 8.88, "open": 27.89, "high": 27.89, "low": 27.77, "tick": "down", "last_trade_price": 27.77, "last_trade_time": "2026-11-11T15:20:17", "percent_change": 47.009, "prev_day_close": 27.6499996185303}, {"option": "SPY261119P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1877, "open_interest": 91.0, "volume": 116.0, "delta": -0.0975, "gamma": 0.0081, "vega": 0.2005, "theta": -0.2202, "rho": -0.0155, "theo": 0.9629, "change": -1.965, "open": 1.51, "high": 1.51, "low": 0.83, "tick": "up", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T15:41:02", "percent_change": -66.4975, "prev_day_close": 0.990000009536743}, {"option": "SPY261119C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 203.0, "volume": 4.0, "delta": 0.897, "gamma": 0.0085, "vega": 0.2085, "theta": -0.224, "rho": 0.1437, "theo": 26.8824, "change": 5.09, "open": 23.94, "high": 23.94, "low": 23.16, "tick": "down", "last_trade_price": 23.16, "last_trade_time": "2026-11-11T10:09:56", "percent_change": 28.1682, "prev_day_close": 26.8999996185303}, {"option": "SPY261119P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1857, "open_interest": 1023.0, "volume": 406.0, "delta": -0.1032, "gamma": 0.0086, "vega": 0.2091, "theta": -0.2279, "rho": -0.0162, "theo": 1.021, "change": -2.005, "open": 1.51, "high": 1.82, "low": 0.88, "tick": "up", "last_trade_price": 1.13, "last_trade_time": "2026-11-11T15:55:43", "percent_change": -63.9553, "prev_day_close": 1.04999995231628}, {"option": "SPY261119C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1744, "open_interest": 5.0, "volume": 2.0, "delta": 0.8905, "gamma": 0.009, "vega": 0.2176, "theta": -0.2323, "rho": 0.1428, "theo": 25.9491, "change": 6.58, "open": 23.85, "high": 23.85, "low": 23.85, "tick": "up", "last_trade_price": 23.85, "last_trade_time": "2026-11-11T09:33:54", "percent_change": 38.1007, "prev_day_close": 25.8800001144409}, {"option": "SPY261119P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1835, "open_interest": 107.0, "volume": 67.0, "delta": -0.1097, "gamma": 0.0091, "vega": 0.2179, "theta": -0.2362, "rho": -0.0173, "theo": 1.0872, "change": -2.24, "open": 1.75, "high": 1.93, "low": 1.08, "tick": "no_change", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T12:44:35", "percent_change": -67.4699, "prev_day_close": 1.12000000476837}, {"option": "SPY261119C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1825, "open_interest": 0.0, "volume": 0.0, "delta": 0.8836, "gamma": 0.0095, "vega": 0.2269, "theta": -0.2409, "rho": 0.1418, "theo": 25.0212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.37, "last_trade_time": "2026-11-10T15:20:16", "percent_change": 0.0, "prev_day_close": 24.8800001144409}, {"option": "SPY261119P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 337.0, "volume": 356.0, "delta": -0.1168, "gamma": 0.0096, "vega": 0.2273, "theta": -0.2449, "rho": -0.0184, "theo": 1.1596, "change": -2.35, "open": 1.53, "high": 2.05, "low": 1.1, "tick": "up", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T15:48:30", "percent_change": -66.7614, "prev_day_close": 1.20000004768372}, {"option": "SPY261119C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 0.0, "volume": 0.0, "delta": 0.8762, "gamma": 0.0101, "vega": 0.2366, "theta": -0.2498, "rho": 0.1408, "theo": 24.0989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.960000038147}, {"option": "SPY261119P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1793, "open_interest": 633.0, "volume": 564.0, "delta": -0.1241, "gamma": 0.0101, "vega": 0.2368, "theta": -0.2536, "rho": -0.0196, "theo": 1.2355, "change": -2.505, "open": 1.65, "high": 1.99, "low": 1.07, "tick": "up", "last_trade_price": 1.23, "last_trade_time": "2026-11-11T16:12:43", "percent_change": -67.0683, "prev_day_close": 1.27999997138977}, {"option": "SPY261119C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1775, "open_interest": 6.0, "volume": 0.0, "delta": 0.8682, "gamma": 0.0106, "vega": 0.2468, "theta": -0.2588, "rho": 0.1397, "theo": 23.1828, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.91, "last_trade_time": "2026-11-10T15:45:51", "percent_change": 0.0, "prev_day_close": 23.0500001907349}, {"option": "SPY261119P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1773, "open_interest": 186.0, "volume": 36.0, "delta": -0.1321, "gamma": 0.0107, "vega": 0.2474, "theta": -0.2626, "rho": -0.0209, "theo": 1.3185, "change": -2.66, "open": 1.89, "high": 2.24, "low": 1.18, "tick": "down", "last_trade_price": 1.3, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -67.1717, "prev_day_close": 1.36000001430511}, {"option": "SPY261119C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 1051.0, "volume": 9.0, "delta": 0.8598, "gamma": 0.0112, "vega": 0.2573, "theta": -0.2681, "rho": 0.1385, "theo": 22.2734, "change": 8.34, "open": 19.33, "high": 23.6, "low": 19.14, "tick": "down", "last_trade_price": 22.48, "last_trade_time": "2026-11-11T14:25:24", "percent_change": 58.9816, "prev_day_close": 22.1400003433228}, {"option": "SPY261119P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 1788.0, "volume": 1061.0, "delta": -0.1407, "gamma": 0.0113, "vega": 0.258, "theta": -0.2719, "rho": -0.022, "theo": 1.409, "change": -2.785, "open": 2.1, "high": 2.57, "low": 1.2, "tick": "down", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T16:14:37", "percent_change": -66.3886, "prev_day_close": 1.46000003814697}, {"option": "SPY261119C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 6.0, "volume": 0.0, "delta": 0.8507, "gamma": 0.0119, "vega": 0.2679, "theta": -0.2775, "rho": 0.1372, "theo": 21.3713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.89, "last_trade_time": "2026-11-10T12:03:52", "percent_change": 0.0, "prev_day_close": 21.2400007247925}, {"option": "SPY261119P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 103.0, "volume": 24.0, "delta": -0.1498, "gamma": 0.0119, "vega": 0.2684, "theta": -0.2813, "rho": -0.0234, "theo": 1.5065, "change": -2.77, "open": 1.77, "high": 1.77, "low": 1.29, "tick": "up", "last_trade_price": 1.68, "last_trade_time": "2026-11-11T15:55:38", "percent_change": -62.2472, "prev_day_close": 1.56000000238419}, {"option": "SPY261119C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1713, "open_interest": 14.0, "volume": 2.0, "delta": 0.841, "gamma": 0.0125, "vega": 0.2788, "theta": -0.287, "rho": 0.1358, "theo": 20.477, "change": 5.94, "open": 18.6, "high": 18.6, "low": 18.6, "tick": "up", "last_trade_price": 18.6, "last_trade_time": "2026-11-11T10:55:02", "percent_change": 46.9194, "prev_day_close": 20.3499994277954}, {"option": "SPY261119P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 189.0, "volume": 105.0, "delta": -0.1595, "gamma": 0.0126, "vega": 0.2791, "theta": -0.2908, "rho": -0.025, "theo": 1.6111, "change": -2.98, "open": 2.92, "high": 2.92, "low": 1.4, "tick": "up", "last_trade_price": 1.74, "last_trade_time": "2026-11-11T15:58:55", "percent_change": -63.1356, "prev_day_close": 1.66499996185303}, {"option": "SPY261119C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1695, "open_interest": 24.0, "volume": 10.0, "delta": 0.8306, "gamma": 0.0132, "vega": 0.29, "theta": -0.2966, "rho": 0.1342, "theo": 19.5909, "change": 7.835, "open": 15.89, "high": 20.22, "low": 15.89, "tick": "down", "last_trade_price": 19.77, "last_trade_time": "2026-11-11T15:49:26", "percent_change": 65.6473, "prev_day_close": 19.4700002670288}, {"option": "SPY261119P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 52.0, "volume": 69.0, "delta": -0.17, "gamma": 0.0133, "vega": 0.2906, "theta": -0.3005, "rho": -0.0266, "theo": 1.725, "change": -3.22, "open": 2.52, "high": 3.0, "low": 1.47, "tick": "down", "last_trade_price": 1.78, "last_trade_time": "2026-11-11T15:42:49", "percent_change": -64.4, "prev_day_close": 1.77999997138977}, {"option": "SPY261119C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 68.0, "volume": 0.0, "delta": 0.8196, "gamma": 0.0139, "vega": 0.3016, "theta": -0.3063, "rho": 0.1326, "theo": 18.714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.96, "last_trade_time": "2026-11-10T15:54:34", "percent_change": 0.0, "prev_day_close": 18.5900001525879}, {"option": "SPY261119P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1673, "open_interest": 61.0, "volume": 49.0, "delta": -0.181, "gamma": 0.014, "vega": 0.3025, "theta": -0.3101, "rho": -0.028, "theo": 1.847, "change": -3.43, "open": 2.63, "high": 3.12, "low": 1.87, "tick": "down", "last_trade_price": 1.87, "last_trade_time": "2026-11-11T16:12:43", "percent_change": -64.717, "prev_day_close": 1.9099999666214}, {"option": "SPY261119C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 832.0, "volume": 21.0, "delta": 0.8078, "gamma": 0.0146, "vega": 0.3132, "theta": -0.3159, "rho": 0.1308, "theo": 17.8469, "change": 7.44, "open": 14.9, "high": 18.58, "low": 14.9, "tick": "up", "last_trade_price": 18.0, "last_trade_time": "2026-11-11T15:45:51", "percent_change": 70.4545, "prev_day_close": 17.7350006103516}, {"option": "SPY261119P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 486.0, "volume": 327.0, "delta": -0.193, "gamma": 0.0147, "vega": 0.3138, "theta": -0.3198, "rho": -0.0299, "theo": 1.9804, "change": -3.54, "open": 2.95, "high": 3.43, "low": 1.73, "tick": "down", "last_trade_price": 2.08, "last_trade_time": "2026-11-11T16:03:05", "percent_change": -62.9893, "prev_day_close": 2.04999995231628}, {"option": "SPY261119C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1623, "open_interest": 97.0, "volume": 6.0, "delta": 0.7952, "gamma": 0.0154, "vega": 0.3247, "theta": -0.3254, "rho": 0.1289, "theo": 16.9903, "change": 7.755, "open": 15.19, "high": 17.62, "low": 14.85, "tick": "up", "last_trade_price": 17.62, "last_trade_time": "2026-11-11T13:06:06", "percent_change": 78.6113, "prev_day_close": 16.8900003433228}, {"option": "SPY261119P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1635, "open_interest": 101.0, "volume": 116.0, "delta": -0.2059, "gamma": 0.0155, "vega": 0.3254, "theta": -0.3295, "rho": -0.0318, "theo": 2.1264, "change": -3.845, "open": 3.11, "high": 3.66, "low": 1.8, "tick": "up", "last_trade_price": 2.11, "last_trade_time": "2026-11-11T15:20:49", "percent_change": -64.5676, "prev_day_close": 2.19500005245209}, {"option": "SPY261119C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 78.0, "volume": 0.0, "delta": 0.7819, "gamma": 0.0162, "vega": 0.3364, "theta": -0.3347, "rho": 0.1269, "theo": 16.1448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.82, "last_trade_time": "2026-11-10T15:56:18", "percent_change": 0.0, "prev_day_close": 16.0249996185303}, {"option": "SPY261119P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1614, "open_interest": 351.0, "volume": 156.0, "delta": -0.219, "gamma": 0.0163, "vega": 0.337, "theta": -0.3387, "rho": -0.0339, "theo": 2.277, "change": -3.87, "open": 3.38, "high": 4.01, "low": 1.94, "tick": "down", "last_trade_price": 2.44, "last_trade_time": "2026-11-11T15:59:00", "percent_change": -61.3312, "prev_day_close": 2.3549998998642}, {"option": "SPY261119C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.159, "open_interest": 201.0, "volume": 48.0, "delta": 0.7678, "gamma": 0.017, "vega": 0.3482, "theta": -0.3438, "rho": 0.1247, "theo": 15.3114, "change": 6.805, "open": 13.23, "high": 15.41, "low": 12.17, "tick": "up", "last_trade_price": 15.41, "last_trade_time": "2026-11-11T15:36:47", "percent_change": 79.0819, "prev_day_close": 15.2049999237061}, {"option": "SPY261119P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1595, "open_interest": 161.0, "volume": 128.0, "delta": -0.2333, "gamma": 0.0171, "vega": 0.3492, "theta": -0.3479, "rho": -0.0356, "theo": 2.4436, "change": -4.19, "open": 3.53, "high": 4.31, "low": 2.11, "tick": "down", "last_trade_price": 2.49, "last_trade_time": "2026-11-11T16:11:07", "percent_change": -62.7245, "prev_day_close": 2.52499997615814}, {"option": "SPY261119C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1578, "open_interest": 65.0, "volume": 58.0, "delta": 0.7527, "gamma": 0.0177, "vega": 0.3598, "theta": -0.3526, "rho": 0.1223, "theo": 14.491, "change": 7.005, "open": 12.97, "high": 15.0, "low": 11.15, "tick": "up", "last_trade_price": 15.0, "last_trade_time": "2026-11-11T13:02:44", "percent_change": 87.6173, "prev_day_close": 14.3849997520447}, {"option": "SPY261119P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 207.0, "volume": 117.0, "delta": -0.2484, "gamma": 0.0179, "vega": 0.3604, "theta": -0.3568, "rho": -0.0381, "theo": 2.6236, "change": -4.39, "open": 3.91, "high": 4.57, "low": 2.26, "tick": "down", "last_trade_price": 2.69, "last_trade_time": "2026-11-11T16:00:50", "percent_change": -62.0056, "prev_day_close": 2.71000003814697}, {"option": "SPY261119C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 1073.0, "volume": 110.0, "delta": 0.7368, "gamma": 0.0186, "vega": 0.3711, "theta": -0.3609, "rho": 0.1199, "theo": 13.6845, "change": 6.19, "open": 11.64, "high": 15.4, "low": 10.86, "tick": "no_change", "last_trade_price": 13.6, "last_trade_time": "2026-11-11T15:20:31", "percent_change": 83.5358, "prev_day_close": 13.5749998092651}, {"option": "SPY261119P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 421.0, "volume": 293.0, "delta": -0.2645, "gamma": 0.0187, "vega": 0.3716, "theta": -0.3652, "rho": -0.0403, "theo": 2.8172, "change": -4.67, "open": 4.18, "high": 4.86, "low": 2.38, "tick": "up", "last_trade_price": 2.82, "last_trade_time": "2026-11-11T16:14:20", "percent_change": -62.3498, "prev_day_close": 2.90500009059906}, {"option": "SPY261119C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1535, "open_interest": 85.0, "volume": 19.0, "delta": 0.72, "gamma": 0.0194, "vega": 0.3822, "theta": -0.3687, "rho": 0.1173, "theo": 12.8927, "change": 5.435, "open": 11.1, "high": 14.41, "low": 10.42, "tick": "down", "last_trade_price": 12.28, "last_trade_time": "2026-11-11T15:55:20", "percent_change": 79.401, "prev_day_close": 12.8000001907349}, {"option": "SPY261119P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1539, "open_interest": 227.0, "volume": 187.0, "delta": -0.2814, "gamma": 0.0196, "vega": 0.3832, "theta": -0.3732, "rho": -0.0427, "theo": 3.0253, "change": -4.68, "open": 4.73, "high": 5.07, "low": 2.68, "tick": "up", "last_trade_price": 3.25, "last_trade_time": "2026-11-11T15:53:43", "percent_change": -59.0164, "prev_day_close": 3.12000000476837}, {"option": "SPY261119C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1517, "open_interest": 201.0, "volume": 59.0, "delta": 0.7023, "gamma": 0.0202, "vega": 0.393, "theta": -0.3758, "rho": 0.1144, "theo": 12.1166, "change": 6.095, "open": 10.43, "high": 12.94, "low": 9.06, "tick": "down", "last_trade_price": 12.4, "last_trade_time": "2026-11-11T14:08:50", "percent_change": 96.6693, "prev_day_close": 12.0199999809265}, {"option": "SPY261119P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 876.0, "volume": 835.0, "delta": -0.2994, "gamma": 0.0204, "vega": 0.3938, "theta": -0.3804, "rho": -0.0451, "theo": 3.2503, "change": -5.19, "open": 5.2, "high": 5.2, "low": 2.77, "tick": "down", "last_trade_price": 3.2, "last_trade_time": "2026-11-11T15:38:19", "percent_change": -61.8594, "prev_day_close": 3.34999990463257}, {"option": "SPY261119C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1496, "open_interest": 97.0, "volume": 42.0, "delta": 0.6836, "gamma": 0.021, "vega": 0.4032, "theta": -0.3822, "rho": 0.1115, "theo": 11.3575, "change": 5.575, "open": 9.71, "high": 11.8, "low": 8.7, "tick": "down", "last_trade_price": 11.36, "last_trade_time": "2026-11-11T16:00:50", "percent_change": 96.3699, "prev_day_close": 11.2600002288818}, {"option": "SPY261119P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 407.0, "volume": 470.0, "delta": -0.3183, "gamma": 0.0212, "vega": 0.4037, "theta": -0.3869, "rho": -0.0476, "theo": 3.4919, "change": -5.455, "open": 5.44, "high": 5.74, "low": 3.01, "tick": "down", "last_trade_price": 3.43, "last_trade_time": "2026-11-11T14:58:28", "percent_change": -61.3956, "prev_day_close": 3.59499990940094}, {"option": "SPY261119C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 122.0, "volume": 26.0, "delta": 0.664, "gamma": 0.0218, "vega": 0.4126, "theta": -0.3877, "rho": 0.1084, "theo": 10.6161, "change": 4.97, "open": 7.96, "high": 11.34, "low": 7.96, "tick": "down", "last_trade_price": 10.26, "last_trade_time": "2026-11-11T15:58:00", "percent_change": 93.9509, "prev_day_close": 10.5299997329712}, {"option": "SPY261119P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 603.0, "volume": 752.0, "delta": -0.3381, "gamma": 0.022, "vega": 0.4131, "theta": -0.3927, "rho": -0.0503, "theo": 3.751, "change": -5.74, "open": 5.25, "high": 6.28, "low": 3.34, "tick": "down", "last_trade_price": 3.65, "last_trade_time": "2026-11-11T14:37:40", "percent_change": -61.1289, "prev_day_close": 3.85999989509582}, {"option": "SPY261119C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1463, "open_interest": 686.0, "volume": 102.0, "delta": 0.6434, "gamma": 0.0226, "vega": 0.4215, "theta": -0.3922, "rho": 0.1051, "theo": 9.8936, "change": 5.095, "open": 8.5, "high": 11.4, "low": 7.3, "tick": "no_change", "last_trade_price": 9.91, "last_trade_time": "2026-11-11T16:08:14", "percent_change": 105.815, "prev_day_close": 9.80999994277954}, {"option": "SPY261119P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1463, "open_interest": 1538.0, "volume": 1807.0, "delta": -0.359, "gamma": 0.0228, "vega": 0.4221, "theta": -0.3973, "rho": -0.0531, "theo": 4.0302, "change": -5.84, "open": 5.47, "high": 6.68, "low": 3.41, "tick": "down", "last_trade_price": 4.08, "last_trade_time": "2026-11-11T16:10:54", "percent_change": -58.871, "prev_day_close": 4.14000010490418}, {"option": "SPY261119C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1444, "open_interest": 218.0, "volume": 328.0, "delta": 0.6219, "gamma": 0.0233, "vega": 0.4293, "theta": -0.3955, "rho": 0.1016, "theo": 9.1914, "change": 4.845, "open": 7.61, "high": 10.6, "low": 6.67, "tick": "down", "last_trade_price": 9.22, "last_trade_time": "2026-11-11T15:29:06", "percent_change": 110.743, "prev_day_close": 9.10500001907349}, {"option": "SPY261119P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 128.0, "volume": 168.0, "delta": -0.3808, "gamma": 0.0236, "vega": 0.4296, "theta": -0.4008, "rho": -0.0558, "theo": 4.3296, "change": -6.185, "open": 5.9, "high": 6.99, "low": 3.78, "tick": "up", "last_trade_price": 4.3, "last_trade_time": "2026-11-11T15:40:00", "percent_change": -58.989, "prev_day_close": 4.4449999332428}, {"option": "SPY261119C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 181.0, "volume": 203.0, "delta": 0.5994, "gamma": 0.024, "vega": 0.436, "theta": -0.3976, "rho": 0.0981, "theo": 8.5105, "change": 4.65, "open": 7.17, "high": 10.05, "low": 6.25, "tick": "down", "last_trade_price": 8.6, "last_trade_time": "2026-11-11T15:06:01", "percent_change": 117.722, "prev_day_close": 8.42999982833862}, {"option": "SPY261119P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 176.0, "volume": 423.0, "delta": -0.4036, "gamma": 0.0243, "vega": 0.4362, "theta": -0.4032, "rho": -0.0587, "theo": 4.6502, "change": -6.105, "open": 6.47, "high": 7.43, "low": 4.06, "tick": "down", "last_trade_price": 4.95, "last_trade_time": "2026-11-11T15:59:01", "percent_change": -55.2239, "prev_day_close": 4.76500010490418}, {"option": "SPY261119C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1407, "open_interest": 138.0, "volume": 232.0, "delta": 0.5761, "gamma": 0.0246, "vega": 0.4416, "theta": -0.3984, "rho": 0.0943, "theo": 7.8521, "change": 4.205, "open": 6.7, "high": 9.16, "low": 5.73, "tick": "up", "last_trade_price": 7.76, "last_trade_time": "2026-11-11T16:00:58", "percent_change": 118.284, "prev_day_close": 7.77500009536743}, {"option": "SPY261119P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1408, "open_interest": 116.0, "volume": 194.0, "delta": -0.4274, "gamma": 0.025, "vega": 0.4417, "theta": -0.4041, "rho": -0.0619, "theo": 4.9962, "change": -6.535, "open": 6.99, "high": 8.04, "low": 4.4, "tick": "up", "last_trade_price": 5.12, "last_trade_time": "2026-11-11T15:41:30", "percent_change": -56.0704, "prev_day_close": 5.10999989509582}, {"option": "SPY261119C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 153.0, "volume": 336.0, "delta": 0.5522, "gamma": 0.0252, "vega": 0.4458, "theta": -0.3976, "rho": 0.0904, "theo": 7.2273, "change": 3.815, "open": 6.3, "high": 8.41, "low": 5.0, "tick": "up", "last_trade_price": 7.0, "last_trade_time": "2026-11-11T15:59:12", "percent_change": 119.78, "prev_day_close": 7.15499997138977}, {"option": "SPY261119P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1389, "open_interest": 402.0, "volume": 781.0, "delta": -0.4519, "gamma": 0.0256, "vega": 0.4455, "theta": -0.4036, "rho": -0.0645, "theo": 5.3629, "change": -6.96, "open": 7.38, "high": 7.92, "low": 4.67, "tick": "down", "last_trade_price": 5.34, "last_trade_time": "2026-11-11T16:14:20", "percent_change": -56.5854, "prev_day_close": 5.47999978065491}, {"option": "SPY261119C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 381.0, "volume": 1026.0, "delta": 0.5272, "gamma": 0.0257, "vega": 0.4484, "theta": -0.3954, "rho": 0.0864, "theo": 6.6177, "change": 3.765, "open": 5.54, "high": 7.99, "low": 4.67, "tick": "up", "last_trade_price": 6.61, "last_trade_time": "2026-11-11T16:08:15", "percent_change": 132.337, "prev_day_close": 6.53999996185303}, {"option": "SPY261119P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 957.0, "volume": 1581.0, "delta": -0.4777, "gamma": 0.0261, "vega": 0.4479, "theta": -0.4014, "rho": -0.0678, "theo": 5.7622, "change": -7.105, "open": 7.84, "high": 8.5, "low": 5.0, "tick": "no_change", "last_trade_price": 5.87, "last_trade_time": "2026-11-11T16:05:09", "percent_change": -54.7592, "prev_day_close": 5.875}, {"option": "SPY261119C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1352, "open_interest": 1869.0, "volume": 5872.0, "delta": 0.5015, "gamma": 0.0261, "vega": 0.4494, "theta": -0.3914, "rho": 0.0822, "theo": 6.0343, "change": 3.425, "open": 4.94, "high": 7.07, "low": 4.04, "tick": "up", "last_trade_price": 5.95, "last_trade_time": "2026-11-11T16:10:22", "percent_change": 135.644, "prev_day_close": 5.96499991416931}, {"option": "SPY261119P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1353, "open_interest": 98.0, "volume": 334.0, "delta": -0.5035, "gamma": 0.0265, "vega": 0.4486, "theta": -0.3976, "rho": -0.0711, "theo": 6.1774, "change": -7.355, "open": 8.22, "high": 9.03, "low": 5.29, "tick": "no_change", "last_trade_price": 6.3, "last_trade_time": "2026-11-11T16:04:58", "percent_change": -53.8631, "prev_day_close": 6.29500007629394}, {"option": "SPY261119C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 381.0, "volume": 288.0, "delta": 0.4752, "gamma": 0.0263, "vega": 0.4486, "theta": -0.3858, "rho": 0.0779, "theo": 5.4789, "change": 3.21, "open": 4.6, "high": 6.79, "low": 3.86, "tick": "down", "last_trade_price": 5.44, "last_trade_time": "2026-11-11T16:01:35", "percent_change": 143.946, "prev_day_close": 5.41499996185303}, {"option": "SPY261119P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 25.0, "volume": 66.0, "delta": -0.5304, "gamma": 0.0268, "vega": 0.4472, "theta": -0.3922, "rho": -0.0736, "theo": 6.6266, "change": -7.34, "open": 10.09, "high": 10.09, "low": 5.72, "tick": "no_change", "last_trade_price": 7.03, "last_trade_time": "2026-11-11T15:56:46", "percent_change": -51.0786, "prev_day_close": 6.75}, {"option": "SPY261119C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 493.0, "volume": 290.0, "delta": 0.4483, "gamma": 0.0265, "vega": 0.4459, "theta": -0.3784, "rho": 0.0736, "theo": 4.9519, "change": 2.605, "open": 4.5, "high": 6.2, "low": 3.37, "tick": "no_change", "last_trade_price": 4.56, "last_trade_time": "2026-11-11T15:55:24", "percent_change": 133.248, "prev_day_close": 4.89000010490418}, {"option": "SPY261119P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 122.0, "volume": 164.0, "delta": -0.5582, "gamma": 0.027, "vega": 0.4437, "theta": -0.3847, "rho": -0.0763, "theo": 7.1118, "change": -7.41, "open": 7.06, "high": 7.71, "low": 6.12, "tick": "up", "last_trade_price": 7.71, "last_trade_time": "2026-11-11T15:55:14", "percent_change": -49.0079, "prev_day_close": 7.22000002861023}, {"option": "SPY261119C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1304, "open_interest": 286.0, "volume": 173.0, "delta": 0.4211, "gamma": 0.0265, "vega": 0.4411, "theta": -0.3693, "rho": 0.0691, "theo": 4.4547, "change": 2.665, "open": 4.0, "high": 5.51, "low": 3.0, "tick": "up", "last_trade_price": 4.38, "last_trade_time": "2026-11-11T15:44:04", "percent_change": 155.394, "prev_day_close": 4.39499998092651}, {"option": "SPY261119P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 12.0, "volume": 11.0, "delta": -0.586, "gamma": 0.027, "vega": 0.4382, "theta": -0.3756, "rho": -0.0783, "theo": 7.6214, "change": -8.46, "open": 6.73, "high": 7.43, "low": 6.51, "tick": "up", "last_trade_price": 7.43, "last_trade_time": "2026-11-11T14:40:32", "percent_change": -53.241, "prev_day_close": 7.73000001907349}, {"option": "SPY261119C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 1182.0, "volume": 446.0, "delta": 0.3936, "gamma": 0.0264, "vega": 0.4344, "theta": -0.3584, "rho": 0.0646, "theo": 3.9857, "change": 2.49, "open": 3.45, "high": 5.06, "low": 2.6, "tick": "down", "last_trade_price": 3.98, "last_trade_time": "2026-11-11T16:14:51", "percent_change": 167.114, "prev_day_close": 3.93500006198883}, {"option": "SPY261119P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 499.0, "volume": 127.0, "delta": -0.6141, "gamma": 0.0269, "vega": 0.431, "theta": -0.3648, "rho": -0.0816, "theo": 8.1614, "change": -8.225, "open": 10.99, "high": 10.99, "low": 7.01, "tick": "up", "last_trade_price": 8.45, "last_trade_time": "2026-11-11T15:58:00", "percent_change": -49.3253, "prev_day_close": 8.28499984741211}, {"option": "SPY261119C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1273, "open_interest": 345.0, "volume": 241.0, "delta": 0.3662, "gamma": 0.0261, "vega": 0.4256, "theta": -0.3459, "rho": 0.0601, "theo": 3.5519, "change": 2.11, "open": 3.22, "high": 4.38, "low": 2.57, "tick": "down", "last_trade_price": 3.4, "last_trade_time": "2026-11-11T15:57:52", "percent_change": 163.566, "prev_day_close": 3.5}, {"option": "SPY261119P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 16.0, "volume": 34.0, "delta": -0.6422, "gamma": 0.0267, "vega": 0.421, "theta": -0.3522, "rho": -0.0833, "theo": 8.7332, "change": -8.31, "open": 11.66, "high": 11.66, "low": 7.63, "tick": "up", "last_trade_price": 9.19, "last_trade_time": "2026-11-11T15:57:12", "percent_change": -47.4857, "prev_day_close": 8.84499979019165}, {"option": "SPY261119C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 611.0, "volume": 149.0, "delta": 0.3389, "gamma": 0.0257, "vega": 0.4145, "theta": -0.3318, "rho": 0.0556, "theo": 3.1471, "change": 1.98, "open": 2.89, "high": 3.67, "low": 2.04, "tick": "up", "last_trade_price": 3.09, "last_trade_time": "2026-11-11T16:01:54", "percent_change": 178.378, "prev_day_close": 3.09499990940094}, {"option": "SPY261119P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 2.0, "volume": 4.0, "delta": -0.6704, "gamma": 0.0263, "vega": 0.4087, "theta": -0.3381, "rho": -0.0862, "theo": 9.3376, "change": -8.99, "open": 9.04, "high": 9.31, "low": 9.04, "tick": "up", "last_trade_price": 9.31, "last_trade_time": "2026-11-11T15:25:45", "percent_change": -49.1257, "prev_day_close": 9.45500040054321}, {"option": "SPY261119C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 478.0, "volume": 317.0, "delta": 0.3119, "gamma": 0.0251, "vega": 0.4017, "theta": -0.3164, "rho": 0.0512, "theo": 2.7732, "change": 1.87, "open": 2.47, "high": 3.5, "low": 1.78, "tick": "up", "last_trade_price": 2.82, "last_trade_time": "2026-11-11T15:38:19", "percent_change": 196.842, "prev_day_close": 2.72500002384186}, {"option": "SPY261119P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 5.0, "volume": 12.0, "delta": -0.6982, "gamma": 0.0258, "vega": 0.3945, "theta": -0.3227, "rho": -0.0874, "theo": 9.9731, "change": -10.265, "open": 12.82, "high": 13.28, "low": 8.79, "tick": "down", "last_trade_price": 8.79, "last_trade_time": "2026-11-11T13:58:26", "percent_change": -53.8704, "prev_day_close": 10.0749998092651}, {"option": "SPY261119C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 1832.0, "volume": 5574.0, "delta": 0.2854, "gamma": 0.0244, "vega": 0.3867, "theta": -0.2996, "rho": 0.0468, "theo": 2.43, "change": 1.54, "open": 2.15, "high": 3.11, "low": 1.48, "tick": "up", "last_trade_price": 2.35, "last_trade_time": "2026-11-11T16:00:03", "percent_change": 190.123, "prev_day_close": 2.38499999046326}, {"option": "SPY261119P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1207, "open_interest": 2.0, "volume": 2.0, "delta": -0.7258, "gamma": 0.0252, "vega": 0.3774, "theta": -0.3062, "rho": -0.0881, "theo": 10.6415, "change": -9.445, "open": 10.63, "high": 10.63, "low": 10.63, "tick": "down", "last_trade_price": 10.63, "last_trade_time": "2026-11-11T15:25:45", "percent_change": -47.0486, "prev_day_close": 10.7450003623962}, {"option": "SPY261119C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.122, "open_interest": 884.0, "volume": 506.0, "delta": 0.2596, "gamma": 0.0235, "vega": 0.3702, "theta": -0.2818, "rho": 0.0426, "theo": 2.117, "change": 1.34, "open": 1.82, "high": 2.9, "low": 1.32, "tick": "up", "last_trade_price": 2.03, "last_trade_time": "2026-11-11T16:03:33", "percent_change": 194.203, "prev_day_close": 2.07499992847443}, {"option": "SPY261119P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 134.0, "volume": 26.0, "delta": -0.7526, "gamma": 0.0245, "vega": 0.3604, "theta": -0.2888, "rho": -0.0875, "theo": 11.3394, "change": -9.745, "open": 14.6, "high": 15.23, "low": 9.87, "tick": "down", "last_trade_price": 11.2, "last_trade_time": "2026-11-11T15:33:24", "percent_change": -46.5266, "prev_day_close": 11.4400000572205}, {"option": "SPY261119C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1209, "open_interest": 579.0, "volume": 57.0, "delta": 0.2347, "gamma": 0.0225, "vega": 0.3521, "theta": -0.2631, "rho": 0.0385, "theo": 1.8331, "change": 1.25, "open": 1.6, "high": 2.32, "low": 1.17, "tick": "up", "last_trade_price": 1.83, "last_trade_time": "2026-11-11T16:07:32", "percent_change": 215.517, "prev_day_close": 1.79499995708466}, {"option": "SPY261119P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1191, "open_interest": 12.0, "volume": 32.0, "delta": -0.779, "gamma": 0.0237, "vega": 0.338, "theta": -0.2719, "rho": -0.0876, "theo": 12.0703, "change": -9.605, "open": 15.38, "high": 16.06, "low": 10.48, "tick": "up", "last_trade_price": 12.33, "last_trade_time": "2026-11-11T15:53:28", "percent_change": -43.7885, "prev_day_close": 12.1700000762939}, {"option": "SPY261119C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 410.0, "volume": 92.0, "delta": 0.2108, "gamma": 0.0214, "vega": 0.3325, "theta": -0.2439, "rho": 0.0346, "theo": 1.5777, "change": 1.07, "open": 1.44, "high": 2.25, "low": 1.04, "tick": "down", "last_trade_price": 1.56, "last_trade_time": "2026-11-11T15:15:07", "percent_change": 218.367, "prev_day_close": 1.53999996185303}, {"option": "SPY261119P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 9.0, "volume": 8.0, "delta": -0.8042, "gamma": 0.0227, "vega": 0.3182, "theta": -0.2539, "rho": -0.0845, "theo": 12.8287, "change": -9.595, "open": 16.9, "high": 16.9, "low": 12.5, "tick": "up", "last_trade_price": 13.3, "last_trade_time": "2026-11-11T15:58:17", "percent_change": -41.9087, "prev_day_close": 12.9250001907349}, {"option": "SPY261119C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1185, "open_interest": 325.0, "volume": 409.0, "delta": 0.1881, "gamma": 0.0201, "vega": 0.3121, "theta": -0.2243, "rho": 0.0308, "theo": 1.3492, "change": 1.045, "open": 1.3, "high": 1.9, "low": 0.85, "tick": "down", "last_trade_price": 1.46, "last_trade_time": "2026-11-11T14:48:11", "percent_change": 251.807, "prev_day_close": 1.31499999761581}, {"option": "SPY261119P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 11.0, "volume": 20.0, "delta": -0.829, "gamma": 0.0217, "vega": 0.2917, "theta": -0.2392, "rho": -0.0835, "theo": 13.619, "change": -10.595, "open": 17.66, "high": 18.0, "low": 13.2, "tick": "down", "last_trade_price": 13.2, "last_trade_time": "2026-11-11T15:02:26", "percent_change": -44.5262, "prev_day_close": 13.7200002670288}, {"option": "SPY261119C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1174, "open_interest": 485.0, "volume": 223.0, "delta": 0.1667, "gamma": 0.0188, "vega": 0.2907, "theta": -0.2047, "rho": 0.0273, "theo": 1.1467, "change": 0.725, "open": 1.04, "high": 1.66, "low": 0.72, "tick": "up", "last_trade_price": 1.07, "last_trade_time": "2026-11-11T16:03:41", "percent_change": 210.145, "prev_day_close": 1.11500000953674}, {"option": "SPY261119P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 3.0, "volume": 5.0, "delta": -0.8523, "gamma": 0.0207, "vega": 0.2688, "theta": -0.2232, "rho": -0.082, "theo": 14.4343, "change": -10.355, "open": 14.5, "high": 14.5, "low": 14.31, "tick": "down", "last_trade_price": 14.31, "last_trade_time": "2026-11-11T15:13:08", "percent_change": -41.9826, "prev_day_close": 14.5300002098084}, {"option": "SPY261119C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1166, "open_interest": 1049.0, "volume": 408.0, "delta": 0.1464, "gamma": 0.0174, "vega": 0.2687, "theta": -0.1851, "rho": 0.024, "theo": 0.9658, "change": 0.67, "open": 1.04, "high": 1.42, "low": 0.65, "tick": "up", "last_trade_price": 0.96, "last_trade_time": "2026-11-11T16:14:47", "percent_change": 231.034, "prev_day_close": 0.939999997615814}, {"option": "SPY261119P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 4.0, "volume": 3.0, "delta": -0.8748, "gamma": 0.0195, "vega": 0.2404, "theta": -0.2098, "rho": -0.0741, "theo": 15.2798, "change": -10.455, "open": 18.61, "high": 18.61, "low": 13.5, "tick": "up", "last_trade_price": 15.32, "last_trade_time": "2026-11-11T14:11:01", "percent_change": -40.5626, "prev_day_close": 15.3899998664856}, {"option": "SPY261119C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 159.0, "volume": 47.0, "delta": 0.1283, "gamma": 0.0161, "vega": 0.2471, "theta": -0.1665, "rho": 0.021, "theo": 0.8131, "change": 0.505, "open": 0.84, "high": 1.17, "low": 0.68, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T16:03:41", "percent_change": 206.122, "prev_day_close": 0.78999999165535}, {"option": "SPY261119P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 0.0, "volume": 0.0, "delta": -0.8963, "gamma": 0.0188, "vega": 0.2142, "theta": -0.1962, "rho": -0.0756, "theo": 16.1479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.2949995994568}, {"option": "SPY261119C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 543.0, "volume": 39.0, "delta": 0.1115, "gamma": 0.0146, "vega": 0.2255, "theta": -0.1485, "rho": 0.0182, "theo": 0.6787, "change": 0.815, "open": 0.81, "high": 1.02, "low": 0.5, "tick": "no_change", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T13:26:49", "percent_change": 397.561, "prev_day_close": 0.650000005960464}, {"option": "SPY261119P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1139, "open_interest": 0.0, "volume": 0.0, "delta": -0.916, "gamma": 0.0175, "vega": 0.1857, "theta": -0.1773, "rho": -0.0563, "theo": 17.043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.1999998092651}, {"option": "SPY261119C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 70.0, "volume": 49.0, "delta": 0.0962, "gamma": 0.0132, "vega": 0.2043, "theta": -0.1314, "rho": 0.0157, "theo": 0.5637, "change": 0.375, "open": 0.62, "high": 0.87, "low": 0.4, "tick": "no_change", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T16:07:26", "percent_change": 214.286, "prev_day_close": 0.53999999165535}, {"option": "SPY261119P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 10.0, "volume": 0.0, "delta": -0.9354, "gamma": 0.0164, "vega": 0.1548, "theta": -0.1634, "rho": -0.0573, "theo": 17.9604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.84, "last_trade_time": "2026-11-09T11:02:42", "percent_change": 0.0, "prev_day_close": 18.125}, {"option": "SPY261119C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 106.0, "volume": 187.0, "delta": 0.0826, "gamma": 0.0119, "vega": 0.184, "theta": -0.1156, "rho": 0.0135, "theo": 0.4662, "change": 0.285, "open": 0.53, "high": 0.73, "low": 0.39, "tick": "down", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T15:57:52", "percent_change": 196.552, "prev_day_close": 0.444999992847443}, {"option": "SPY261119P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1126, "open_interest": 0.0, "volume": 0.0, "delta": -0.9516, "gamma": 0.0148, "vega": 0.1277, "theta": -0.1385, "rho": -0.0343, "theo": 18.8981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.0699996948242}, {"option": "SPY261119C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1122, "open_interest": 1202.0, "volume": 571.0, "delta": 0.0706, "gamma": 0.0106, "vega": 0.1648, "theta": -0.1011, "rho": 0.0115, "theo": 0.3843, "change": 0.255, "open": 0.48, "high": 0.62, "low": 0.28, "tick": "up", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T16:12:30", "percent_change": 204.0, "prev_day_close": 0.365000009536743}, {"option": "SPY261119P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1127, "open_interest": 1.0, "volume": 1.0, "delta": -0.9665, "gamma": 0.0122, "vega": 0.0947, "theta": -0.1249, "rho": -0.0326, "theo": 19.8578, "change": -10.535, "open": 20.1, "high": 20.1, "low": 20.1, "tick": "down", "last_trade_price": 20.1, "last_trade_time": "2026-11-11T16:00:06", "percent_change": -34.3888, "prev_day_close": 20.039999961853}, {"option": "SPY261119C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1119, "open_interest": 36.0, "volume": 39.0, "delta": 0.0601, "gamma": 0.0094, "vega": 0.1467, "theta": -0.088, "rho": 0.0098, "theo": 0.3162, "change": 0.205, "open": 0.39, "high": 0.55, "low": 0.27, "tick": "up", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:00:55", "percent_change": 195.238, "prev_day_close": 0.299999997019768}, {"option": "SPY261119P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 0.0, "volume": 0.0, "delta": -0.978, "gamma": 0.0098, "vega": 0.0701, "theta": -0.1058, "rho": -0.0237, "theo": 20.8287, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.039999961853}, {"option": "SPY261119C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 59.0, "volume": 13.0, "delta": 0.051, "gamma": 0.0083, "vega": 0.1303, "theta": -0.0763, "rho": 0.0083, "theo": 0.2601, "change": 0.135, "open": 0.34, "high": 0.43, "low": 0.23, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T16:03:48", "percent_change": 142.105, "prev_day_close": 0.244999997317791}, {"option": "SPY261119P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1207, "open_interest": 2.0, "volume": 6.0, "delta": -0.9863, "gamma": 0.0069, "vega": 0.0478, "theta": -0.097, "rho": -0.0115, "theo": 21.815, "change": -9.77, "open": 23.01, "high": 23.02, "low": 22.82, "tick": "down", "last_trade_price": 22.92, "last_trade_time": "2026-11-11T11:40:00", "percent_change": -29.8868, "prev_day_close": 21.9899997711182}, {"option": "SPY261119C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 78.0, "volume": 103.0, "delta": 0.0433, "gamma": 0.0073, "vega": 0.1153, "theta": -0.0661, "rho": 0.007, "theo": 0.2144, "change": 0.115, "open": 0.29, "high": 0.36, "low": 0.2, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:57:56", "percent_change": 135.294, "prev_day_close": 0.204999998211861}, {"option": "SPY261119P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 0.0, "volume": 0.0, "delta": -0.9925, "gamma": 0.0045, "vega": 0.03, "theta": -0.0896, "rho": -0.0089, "theo": 22.8058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.0150003433228}, {"option": "SPY261119C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1114, "open_interest": 35.0, "volume": 16.0, "delta": 0.0367, "gamma": 0.0064, "vega": 0.1019, "theta": -0.0573, "rho": 0.006, "theo": 0.1773, "change": 0.085, "open": 0.18, "high": 0.3, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:42:32", "percent_change": 113.333, "prev_day_close": 0.16499999910593}, {"option": "SPY261119P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1216, "open_interest": 0.0, "volume": 0.0, "delta": -0.9959, "gamma": 0.0028, "vega": 0.018, "theta": -0.0861, "rho": -0.0018, "theo": 23.8022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.960000038147}, {"option": "SPY261119C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 340.0, "volume": 38.0, "delta": 0.0312, "gamma": 0.0055, "vega": 0.09, "theta": -0.0497, "rho": 0.005, "theo": 0.1472, "change": 0.085, "open": 0.19, "high": 0.26, "low": 0.12, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:14:28", "percent_change": 130.769, "prev_day_close": 0.134999997913837}, {"option": "SPY261119P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 0.0, "volume": 0.0, "delta": -0.998, "gamma": 0.0014, "vega": 0.01, "theta": -0.0847, "rho": -0.0014, "theo": 24.8008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 45.23, "last_trade_time": "2026-11-06T09:45:54", "percent_change": 0.0, "prev_day_close": 24.9900007247925}, {"option": "SPY261119C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1127, "open_interest": 69.0, "volume": 68.0, "delta": 0.0267, "gamma": 0.0048, "vega": 0.0798, "theta": -0.0434, "rho": 0.0043, "theo": 0.1235, "change": 0.175, "open": 0.21, "high": 0.23, "low": 0.11, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T13:54:34", "percent_change": 318.182, "prev_day_close": 0.114999998360872}, {"option": "SPY261119P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1254, "open_interest": 0.0, "volume": 0.0, "delta": -0.9993, "gamma": 0.0006, "vega": 0.0046, "theta": -0.0839, "rho": 0.0, "theo": 25.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.9900007247925}, {"option": "SPY261119C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1131, "open_interest": 205.0, "volume": 218.0, "delta": 0.023, "gamma": 0.0042, "vega": 0.071, "theta": -0.0381, "rho": 0.0037, "theo": 0.1046, "change": 0.085, "open": 0.2, "high": 0.2, "low": 0.13, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T14:30:57", "percent_change": 154.545, "prev_day_close": 0.0950000025331974}, {"option": "SPY261119P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1424, "open_interest": 0.0, "volume": 0.0, "delta": -0.9996, "gamma": 0.0004, "vega": 0.0024, "theta": -0.0839, "rho": 0.0, "theo": 26.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.9749994277954}, {"option": "SPY261119C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1149, "open_interest": 35.0, "volume": 33.0, "delta": 0.0199, "gamma": 0.0037, "vega": 0.0634, "theta": -0.0337, "rho": 0.0032, "theo": 0.0895, "change": 0.055, "open": 0.15, "high": 0.16, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T14:58:24", "percent_change": 122.222, "prev_day_close": 0.0850000008940697}, {"option": "SPY261119P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 0.0, "volume": 0.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0012, "theta": -0.0839, "rho": 0.0, "theo": 27.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.9350004196167}, {"option": "SPY261119C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 35.0, "volume": 49.0, "delta": 0.0174, "gamma": 0.0033, "vega": 0.057, "theta": -0.0301, "rho": 0.0028, "theo": 0.0776, "change": 0.095, "open": 0.09, "high": 0.15, "low": 0.09, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T13:28:39", "percent_change": 211.111, "prev_day_close": 0.0749999992549419}, {"option": "SPY261119P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1552, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0005, "theta": -0.0839, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.0050001144409}, {"option": "SPY261119C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 156.0, "volume": 8.0, "delta": 0.0154, "gamma": 0.0029, "vega": 0.0515, "theta": -0.0271, "rho": 0.0025, "theo": 0.0682, "change": 0.065, "open": 0.13, "high": 0.14, "low": 0.11, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T13:02:55", "percent_change": 144.444, "prev_day_close": 0.0649999994784594}, {"option": "SPY261119P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 29.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 50.28, "last_trade_time": "2026-11-06T09:45:56", "percent_change": 0.0, "prev_day_close": 29.960000038147}, {"option": "SPY261119C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 165.0, "volume": 39.0, "delta": 0.0094, "gamma": 0.0018, "vega": 0.0343, "theta": -0.0185, "rho": 0.0015, "theo": 0.0423, "change": 0.015, "open": 0.07, "high": 0.07, "low": 0.04, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261119P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.33, "last_trade_time": "2026-11-06T09:45:56", "percent_change": 0.0, "prev_day_close": 34.9599990844727}, {"option": "SPY261119C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 382.0, "volume": 49.0, "delta": 0.0068, "gamma": 0.0012, "vega": 0.0256, "theta": -0.0146, "rho": 0.0011, "theo": 0.0317, "change": 0.005, "open": 0.03, "high": 0.05, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:02:31", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261119P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.194, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 39.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.3, "last_trade_time": "2026-11-06T09:45:56", "percent_change": 0.0, "prev_day_close": 39.9349994659424}, {"option": "SPY261119C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 91.0, "volume": 16.0, "delta": 0.0052, "gamma": 0.0009, "vega": 0.0204, "theta": -0.0124, "rho": 0.0008, "theo": 0.0258, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:06:45", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261119P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1982, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.33, "last_trade_time": "2026-11-06T09:45:56", "percent_change": 0.0, "prev_day_close": 44.9250011444092}, {"option": "SPY261119C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1612, "open_interest": 281.0, "volume": 94.0, "delta": 0.0042, "gamma": 0.0007, "vega": 0.0167, "theta": -0.0109, "rho": 0.0007, "theo": 0.022, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:08:14", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261119P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2186, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 49.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9600009918213}, {"option": "SPY261119C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 44.0, "volume": 200.0, "delta": 0.0035, "gamma": 0.0005, "vega": 0.014, "theta": -0.0098, "rho": 0.0006, "theo": 0.0192, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:45:35", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261119P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2361, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9799995422363}, {"option": "SPY261119C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1799, "open_interest": 144.0, "volume": 4000.0, "delta": 0.003, "gamma": 0.0004, "vega": 0.012, "theta": -0.0088, "rho": 0.0005, "theo": 0.0169, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:44:57", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261119P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2532, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9400005340576}, {"option": "SPY261119C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1931, "open_interest": 340.0, "volume": 5400.0, "delta": 0.0025, "gamma": 0.0004, "vega": 0.0103, "theta": -0.008, "rho": 0.0004, "theo": 0.0151, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:10:38", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261119P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2701, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261119C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2062, "open_interest": 734.0, "volume": 6200.0, "delta": 0.0022, "gamma": 0.0003, "vega": 0.009, "theta": -0.0074, "rho": 0.0003, "theo": 0.0136, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:16:40", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261119P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2785, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.939998626709}, {"option": "SPY261119C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.219, "open_interest": 506.0, "volume": 3002.0, "delta": 0.0019, "gamma": 0.0002, "vega": 0.0079, "theta": -0.0068, "rho": 0.0003, "theo": 0.0123, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:47:46", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261119P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3292, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0839, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9900016784668}, {"option": "SPY261120C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 88.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.0902, "theo": 460.5196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 448.29, "last_trade_time": "2026-11-10T09:52:53", "percent_change": 0.0, "prev_day_close": 460.334991455078}, {"option": "SPY261120P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.6643, "open_interest": 5758.0, "volume": 1.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0005, "theta": -0.0031, "rho": 0.0, "theo": 0.0049, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:08:35", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.0917, "theo": 455.5266, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 458.74, "last_trade_time": "2026-10-22T13:58:35", "percent_change": 0.0, "prev_day_close": 455.345001220703}, {"option": "SPY261120P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.6356, "open_interest": 2370.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0005, "theta": -0.0032, "rho": 0.0, "theo": 0.0051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T11:36:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.0932, "theo": 450.5335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 452.38, "last_trade_time": "2026-09-17T12:55:29", "percent_change": 0.0, "prev_day_close": 450.380004882812}, {"option": "SPY261120P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.6075, "open_interest": 2077.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0005, "theta": -0.0033, "rho": 0.0, "theo": 0.0053, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T14:04:03", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0947, "theo": 445.5404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 445.389999389648}, {"option": "SPY261120P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5799, "open_interest": 1982.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.0034, "rho": 0.0, "theo": 0.0054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T15:35:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0962, "theo": 440.5474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 435.2, "last_trade_time": "2026-11-09T15:19:25", "percent_change": 0.0, "prev_day_close": 440.360000610352}, {"option": "SPY261120P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5526, "open_interest": 1878.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.0035, "rho": 0.0, "theo": 0.0056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T16:05:38", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0977, "theo": 435.5543, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 419.74, "last_trade_time": "2026-06-12T12:13:09", "percent_change": 0.0, "prev_day_close": 435.365005493164}, {"option": "SPY261120P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5258, "open_interest": 1087.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.0036, "rho": 0.0, "theo": 0.0058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-05T16:10:38", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.0992, "theo": 430.5612, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 430.375}, {"option": "SPY261120P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4994, "open_interest": 1196.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.0037, "rho": 0.0, "theo": 0.0059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T15:40:06", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.1007, "theo": 425.5681, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 425.404998779297}, {"option": "SPY261120P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4734, "open_interest": 2413.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.0037, "rho": 0.0, "theo": 0.006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:29:15", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1022, "theo": 420.5749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 400.8, "last_trade_time": "2026-06-12T09:40:45", "percent_change": 0.0, "prev_day_close": 420.389999389648}, {"option": "SPY261120P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4478, "open_interest": 5317.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0007, "theta": -0.0038, "rho": 0.0, "theo": 0.0061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T15:08:29", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1037, "theo": 415.5818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 417.85, "last_trade_time": "2026-09-01T15:26:51", "percent_change": 0.0, "prev_day_close": 415.424987792969}, {"option": "SPY261120P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4225, "open_interest": 2089.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0007, "theta": -0.0038, "rho": 0.0, "theo": 0.0062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T15:08:27", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1052, "theo": 410.5886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 425.67, "last_trade_time": "2026-09-22T12:46:11", "percent_change": 0.0, "prev_day_close": 410.404998779297}, {"option": "SPY261120P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3976, "open_interest": 4460.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0007, "theta": -0.0039, "rho": 0.0, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T12:39:14", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1067, "theo": 405.5954, "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": 405.404998779297}, {"option": "SPY261120P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3731, "open_interest": 2838.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0007, "theta": -0.0039, "rho": 0.0, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:29:22", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1082, "theo": 400.6023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 403.71, "last_trade_time": "2026-09-17T16:00:10", "percent_change": 0.0, "prev_day_close": 400.440002441406}, {"option": "SPY261120P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3489, "open_interest": 16825.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0007, "theta": -0.0039, "rho": 0.0, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T15:30:20", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1097, "theo": 395.609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 401.98, "last_trade_time": "2026-11-04T12:23:40", "percent_change": 0.0, "prev_day_close": 395.549987792969}, {"option": "SPY261120P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.325, "open_interest": 9271.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.0039, "rho": 0.0, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-05T16:02:12", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1112, "theo": 390.6158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 390.439987182617}, {"option": "SPY261120P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3014, "open_interest": 11424.0, "volume": 60.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.004, "rho": 0.0, "theo": 0.0064, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:22:20", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1127, "theo": 385.6226, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 385.464996337891}, {"option": "SPY261120P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2782, "open_interest": 2785.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.004, "rho": 0.0, "theo": 0.0065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T15:59:31", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1142, "theo": 380.6294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 349.59, "last_trade_time": "2026-06-09T12:38:20", "percent_change": 0.0, "prev_day_close": 380.470001220703}, {"option": "SPY261120P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2553, "open_interest": 154689.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.004, "rho": 0.0, "theo": 0.0065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:58:33", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1158, "theo": 375.6362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 375.449996948242}, {"option": "SPY261120P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2326, "open_interest": 6700.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.004, "rho": 0.0, "theo": 0.0065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:09:34", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1172, "theo": 370.643, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 382.12, "last_trade_time": "2026-10-28T15:21:33", "percent_change": 0.0, "prev_day_close": 370.490005493164}, {"option": "SPY261120P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2103, "open_interest": 107334.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.004, "rho": 0.0, "theo": 0.0065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:29:42", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.1188, "theo": 365.6498, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 369.63, "last_trade_time": "2026-10-22T13:25:30", "percent_change": 0.0, "prev_day_close": 365.474990844727}, {"option": "SPY261120P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1882, "open_interest": 5148.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0009, "theta": -0.004, "rho": 0.0, "theo": 0.0066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:51:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 21.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.1203, "theo": 360.6566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 373.15, "last_trade_time": "2026-10-16T10:37:22", "percent_change": 0.0, "prev_day_close": 360.490005493164}, {"option": "SPY261120P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1664, "open_interest": 98371.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0009, "theta": -0.004, "rho": 0.0, "theo": 0.0066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:44:44", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.1218, "theo": 355.6634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 355.5}, {"option": "SPY261120P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1448, "open_interest": 2245.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0009, "theta": -0.0041, "rho": 0.0, "theo": 0.0067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:30:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.1233, "theo": 350.6703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 345.76, "last_trade_time": "2026-07-13T10:16:50", "percent_change": 0.0, "prev_day_close": 350.509994506836}, {"option": "SPY261120P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1235, "open_interest": 2705.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0009, "theta": -0.0041, "rho": 0.0, "theo": 0.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T13:47:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1248, "theo": 345.6771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 349.4, "last_trade_time": "2026-10-16T15:49:10", "percent_change": 0.0, "prev_day_close": 345.464996337891}, {"option": "SPY261120P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1025, "open_interest": 2591.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.001, "theta": -0.0042, "rho": 0.0, "theo": 0.0069, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:31:41", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1263, "theo": 340.684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 340.509994506836}, {"option": "SPY261120P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0818, "open_interest": 4779.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.001, "theta": -0.0042, "rho": 0.0, "theo": 0.007, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T16:00:14", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1278, "theo": 335.6909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 318.58, "last_trade_time": "2026-11-05T11:46:24", "percent_change": 0.0, "prev_day_close": 335.520004272461}, {"option": "SPY261120P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0613, "open_interest": 4341.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.001, "theta": -0.0043, "rho": 0.0, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:10:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 78.0, "volume": 78.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1293, "theo": 330.6978, "change": 13.21, "open": 332.41, "high": 332.83, "low": 332.14, "tick": "up", "last_trade_price": 332.83, "last_trade_time": "2026-11-11T13:45:22", "percent_change": 4.13303, "prev_day_close": 330.480010986328}, {"option": "SPY261120P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0409, "open_interest": 4059.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0011, "theta": -0.0044, "rho": 0.0, "theo": 0.0072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T14:09:33", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 22.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1308, "theo": 325.7047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 335.0, "last_trade_time": "2026-09-25T10:05:16", "percent_change": 0.0, "prev_day_close": 325.515014648438}, {"option": "SPY261120P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0208, "open_interest": 2247.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0011, "theta": -0.0044, "rho": 0.0, "theo": 0.0074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T10:00:38", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1323, "theo": 320.7116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 325.14, "last_trade_time": "2026-06-02T14:18:00", "percent_change": 0.0, "prev_day_close": 320.535003662109}, {"option": "SPY261120P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.001, "open_interest": 1261.0, "volume": 454.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0011, "theta": -0.0046, "rho": -0.0001, "theo": 0.0076, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:58:30", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.1338, "theo": 315.7186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 321.56, "last_trade_time": "2026-10-22T12:12:44", "percent_change": 0.0, "prev_day_close": 315.535003662109}, {"option": "SPY261120P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9813, "open_interest": 1929.0, "volume": 220.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0012, "theta": -0.0047, "rho": -0.0001, "theo": 0.0078, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:07:00", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 985.0, "volume": 418.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.1353, "theo": 310.7256, "change": 11.96, "open": 312.65, "high": 312.98, "low": 311.52, "tick": "no_change", "last_trade_price": 311.52, "last_trade_time": "2026-11-11T14:08:04", "percent_change": 3.99252, "prev_day_close": 310.735000610352}, {"option": "SPY261120P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9618, "open_interest": 2501.0, "volume": 812.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0012, "theta": -0.0048, "rho": -0.0001, "theo": 0.0081, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:50:48", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 2.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0013, "theta": 0.0, "rho": 0.1368, "theo": 305.7327, "change": 13.02, "open": 307.97, "high": 307.97, "low": 307.87, "tick": "down", "last_trade_price": 307.87, "last_trade_time": "2026-11-11T13:47:37", "percent_change": 4.41581, "prev_day_close": 305.545013427734}, {"option": "SPY261120P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9426, "open_interest": 1561.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0013, "theta": -0.005, "rho": -0.0001, "theo": 0.0084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T12:44:21", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 15.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.1383, "theo": 300.7398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 287.05, "last_trade_time": "2026-11-10T12:07:26", "percent_change": 0.0, "prev_day_close": 300.55500793457}, {"option": "SPY261120P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9235, "open_interest": 4593.0, "volume": 1.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0014, "theta": -0.0051, "rho": -0.0001, "theo": 0.0086, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:27:16", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.1398, "theo": 295.7469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 283.7, "last_trade_time": "2026-11-10T09:30:31", "percent_change": 0.0, "prev_day_close": 295.544998168945}, {"option": "SPY261120P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9047, "open_interest": 6340.0, "volume": 266.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0014, "theta": -0.0053, "rho": -0.0001, "theo": 0.009, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:00:32", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0015, "theta": 0.0, "rho": 0.1413, "theo": 290.7541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 290.3, "last_trade_time": "2026-10-30T10:13:46", "percent_change": 0.0, "prev_day_close": 290.540008544922}, {"option": "SPY261120P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.886, "open_interest": 4570.0, "volume": 513.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0015, "theta": -0.0055, "rho": -0.0001, "theo": 0.0095, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:32:23", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0016, "theta": 0.0, "rho": 0.1428, "theo": 285.7613, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 285.575012207031}, {"option": "SPY261120P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8675, "open_interest": 4276.0, "volume": 817.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0016, "theta": -0.0058, "rho": -0.0001, "theo": 0.01, "change": -0.015, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:40:11", "percent_change": -60.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 10.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0017, "theta": 0.0, "rho": 0.1443, "theo": 280.7686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 281.78, "last_trade_time": "2026-10-23T16:05:11", "percent_change": 0.0, "prev_day_close": 280.585006713867}, {"option": "SPY261120P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8489, "open_interest": 5683.0, "volume": 909.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0017, "theta": -0.0061, "rho": -0.0001, "theo": 0.0105, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:10:51", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 8.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0018, "theta": 0.0, "rho": 0.1458, "theo": 275.776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 254.74, "last_trade_time": "2026-11-05T14:41:29", "percent_change": 0.0, "prev_day_close": 275.610000610352}, {"option": "SPY261120P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8985, "open_interest": 1529.0, "volume": 2800.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0018, "theta": -0.0064, "rho": -0.0001, "theo": 0.0111, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:21:07", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 56.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.002, "theta": 0.0, "rho": 0.1473, "theo": 270.7835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 263.17, "last_trade_time": "2026-11-09T13:35:40", "percent_change": 0.0, "prev_day_close": 270.580001831055}, {"option": "SPY261120P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8794, "open_interest": 3696.0, "volume": 5420.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.002, "theta": -0.0067, "rho": -0.0001, "theo": 0.0118, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:30:49", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0021, "theta": 0.0, "rho": 0.1488, "theo": 265.791, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 260.24, "last_trade_time": "2026-11-09T14:39:49", "percent_change": 0.0, "prev_day_close": 265.639999389648}, {"option": "SPY261120P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8603, "open_interest": 1228.0, "volume": 7801.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0021, "theta": -0.0071, "rho": -0.0001, "theo": 0.0126, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:45:16", "percent_change": -42.8571, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 69.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0023, "theta": 0.0, "rho": 0.1503, "theo": 260.7987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 236.6, "last_trade_time": "2026-11-06T16:01:53", "percent_change": 0.0, "prev_day_close": 260.650009155273}, {"option": "SPY261120P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8414, "open_interest": 319548.0, "volume": 7871.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0023, "theta": -0.0076, "rho": -0.0001, "theo": 0.0135, "change": -0.025, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:42:29", "percent_change": -71.4286, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 115.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0024, "theta": 0.0, "rho": 0.1518, "theo": 255.8064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 248.2, "last_trade_time": "2026-11-09T13:35:39", "percent_change": 0.0, "prev_day_close": 255.960006713867}, {"option": "SPY261120P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8223, "open_interest": 3993.0, "volume": 4654.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0024, "theta": -0.0081, "rho": -0.0001, "theo": 0.0144, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:43:34", "percent_change": -42.8571, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 45.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0026, "theta": 0.0, "rho": 0.1532, "theo": 250.8143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 243.21, "last_trade_time": "2026-11-09T13:35:39", "percent_change": 0.0, "prev_day_close": 250.654998779297}, {"option": "SPY261120P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8037, "open_interest": 200894.0, "volume": 5208.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0026, "theta": -0.0086, "rho": -0.0001, "theo": 0.0155, "change": -0.025, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:56:17", "percent_change": -71.4286, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 97.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0029, "theta": 0.0, "rho": 0.1547, "theo": 245.8222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 238.22, "last_trade_time": "2026-11-09T13:35:39", "percent_change": 0.0, "prev_day_close": 245.665000915527}, {"option": "SPY261120P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7853, "open_interest": 9133.0, "volume": 5008.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0029, "theta": -0.0092, "rho": -0.0001, "theo": 0.0168, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:40:15", "percent_change": -42.8571, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0031, "theta": 0.0, "rho": 0.1562, "theo": 240.8303, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 233.23, "last_trade_time": "2026-11-09T13:35:39", "percent_change": 0.0, "prev_day_close": 240.639999389648}, {"option": "SPY261120P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7671, "open_interest": 152066.0, "volume": 5792.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0031, "theta": -0.0099, "rho": -0.0002, "theo": 0.0181, "change": -0.025, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:29:05", "percent_change": -55.5556, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 8.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0034, "theta": 0.0, "rho": 0.1577, "theo": 235.8385, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 223.27, "last_trade_time": "2026-11-10T13:54:00", "percent_change": 0.0, "prev_day_close": 235.650001525879}, {"option": "SPY261120P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.749, "open_interest": 1121.0, "volume": 5313.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0034, "theta": -0.0106, "rho": -0.0002, "theo": 0.0196, "change": -0.025, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:07:56", "percent_change": -55.5556, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 38.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0037, "theta": 0.0, "rho": 0.1592, "theo": 230.8469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 218.52, "last_trade_time": "2026-11-10T13:59:47", "percent_change": 0.0, "prev_day_close": 230.684997558594}, {"option": "SPY261120P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7623, "open_interest": 3153.0, "volume": 4801.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0037, "theta": -0.0113, "rho": -0.0002, "theo": 0.0211, "change": -0.025, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:23:11", "percent_change": -55.5556, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0, "vega": 0.004, "theta": 0.0, "rho": 0.1607, "theo": 225.8555, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 212.7, "last_trade_time": "2026-11-10T12:27:41", "percent_change": 0.0, "prev_day_close": 225.684997558594}, {"option": "SPY261120P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7439, "open_interest": 2613.0, "volume": 5571.0, "delta": -0.001, "gamma": 0.0, "vega": 0.004, "theta": -0.0121, "rho": -0.0002, "theo": 0.0229, "change": -0.035, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:58:51", "percent_change": -63.6364, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 59.0, "volume": 17.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0044, "theta": 0.0, "rho": 0.1622, "theo": 220.8642, "change": 11.955, "open": 221.96, "high": 221.96, "low": 221.96, "tick": "up", "last_trade_price": 221.96, "last_trade_time": "2026-11-11T12:57:37", "percent_change": 5.69272, "prev_day_close": 220.699996948242}, {"option": "SPY261120P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7256, "open_interest": 2573.0, "volume": 5802.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0044, "theta": -0.013, "rho": -0.0002, "theo": 0.0248, "change": -0.035, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:55:22", "percent_change": -53.8462, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 9.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0, "vega": 0.0048, "theta": 0.0, "rho": 0.1636, "theo": 215.8731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 209.58, "last_trade_time": "2026-11-09T14:50:21", "percent_change": 0.0, "prev_day_close": 215.705001831055}, {"option": "SPY261120P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7074, "open_interest": 3909.0, "volume": 5001.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0047, "theta": -0.014, "rho": -0.0003, "theo": 0.0269, "change": -0.035, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:51:03", "percent_change": -53.8462, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 41.0, "volume": 1.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0052, "theta": 0.0, "rho": 0.1651, "theo": 210.8822, "change": 10.99, "open": 211.02, "high": 211.02, "low": 211.02, "tick": "up", "last_trade_price": 211.02, "last_trade_time": "2026-11-11T12:21:34", "percent_change": 5.49418, "prev_day_close": 210.669998168945}, {"option": "SPY261120P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6894, "open_interest": 8565.0, "volume": 4833.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0052, "theta": -0.015, "rho": -0.0003, "theo": 0.0292, "change": -0.045, "open": 0.02, "high": 0.05, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:01:36", "percent_change": -60.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 10.0, "volume": 1.0, "delta": 0.9984, "gamma": 0.0001, "vega": 0.0056, "theta": 0.0, "rho": 0.1666, "theo": 205.8914, "change": 11.945, "open": 206.99, "high": 206.99, "low": 206.99, "tick": "up", "last_trade_price": 206.99, "last_trade_time": "2026-11-11T12:57:51", "percent_change": 6.12423, "prev_day_close": 205.720001220703}, {"option": "SPY261120P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6716, "open_interest": 3421.0, "volume": 732.0, "delta": -0.0014, "gamma": 0.0001, "vega": 0.0056, "theta": -0.0162, "rho": -0.0003, "theo": 0.0318, "change": -0.055, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:29:05", "percent_change": -64.7059, "prev_day_close": 0.034999999217689}, {"option": "SPY261120C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 37.0, "volume": 29.0, "delta": 0.9983, "gamma": 0.0001, "vega": 0.0062, "theta": 0.0, "rho": 0.1681, "theo": 200.9009, "change": 11.605, "open": 202.01, "high": 202.02, "low": 201.67, "tick": "down", "last_trade_price": 201.67, "last_trade_time": "2026-11-11T13:04:50", "percent_change": 6.10581, "prev_day_close": 200.694999694824}, {"option": "SPY261120P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6733, "open_interest": 3279.0, "volume": 209.0, "delta": -0.0016, "gamma": 0.0001, "vega": 0.0062, "theta": -0.0174, "rho": -0.0003, "theo": 0.0345, "change": -0.055, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:56:59", "percent_change": -64.7059, "prev_day_close": 0.034999999217689}, {"option": "SPY261120C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 14.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0001, "vega": 0.0067, "theta": 0.0, "rho": 0.1695, "theo": 195.9106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 190.43, "last_trade_time": "2026-11-09T14:39:44", "percent_change": 0.0, "prev_day_close": 195.744995117188}, {"option": "SPY261120P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6552, "open_interest": 5117.0, "volume": 2.0, "delta": -0.0017, "gamma": 0.0001, "vega": 0.0067, "theta": -0.0186, "rho": -0.0004, "theo": 0.0374, "change": -0.055, "open": 0.05, "high": 0.05, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:33:20", "percent_change": -57.8947, "prev_day_close": 0.034999999217689}, {"option": "SPY261120C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 15.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0001, "vega": 0.0073, "theta": 0.0, "rho": 0.171, "theo": 190.9206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 181.53, "last_trade_time": "2026-11-10T10:16:03", "percent_change": 0.0, "prev_day_close": 190.75}, {"option": "SPY261120P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6373, "open_interest": 3550.0, "volume": 59.0, "delta": -0.0019, "gamma": 0.0001, "vega": 0.0073, "theta": -0.02, "rho": -0.0004, "theo": 0.0406, "change": -0.065, "open": 0.05, "high": 0.05, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:57:12", "percent_change": -61.9048, "prev_day_close": 0.034999999217689}, {"option": "SPY261120C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 43.0, "volume": 2.0, "delta": 0.9978, "gamma": 0.0001, "vega": 0.008, "theta": 0.0, "rho": 0.1725, "theo": 185.9308, "change": 10.24, "open": 185.36, "high": 185.36, "low": 185.36, "tick": "up", "last_trade_price": 185.36, "last_trade_time": "2026-11-11T15:56:37", "percent_change": 5.84742, "prev_day_close": 185.754997253418}, {"option": "SPY261120P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.634, "open_interest": 1616.0, "volume": 123.0, "delta": -0.0021, "gamma": 0.0001, "vega": 0.008, "theta": -0.0215, "rho": -0.0005, "theo": 0.044, "change": -0.075, "open": 0.06, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T13:28:31", "percent_change": -65.2174, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 54.0, "volume": 2.0, "delta": 0.9976, "gamma": 0.0001, "vega": 0.0087, "theta": -0.001, "rho": 0.1739, "theo": 180.9412, "change": 7.225, "open": 177.32, "high": 177.32, "low": 177.32, "tick": "up", "last_trade_price": 177.32, "last_trade_time": "2026-11-11T10:31:34", "percent_change": 4.24763, "prev_day_close": 180.755004882812}, {"option": "SPY261120P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.616, "open_interest": 4122.0, "volume": 83.0, "delta": -0.0023, "gamma": 0.0001, "vega": 0.0087, "theta": -0.023, "rho": -0.0005, "theo": 0.0477, "change": -0.075, "open": 0.05, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:57:24", "percent_change": -60.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4988, "open_interest": 15.0, "volume": 1.0, "delta": 0.9974, "gamma": 0.0001, "vega": 0.0094, "theta": -0.0032, "rho": 0.1754, "theo": 175.952, "change": 6.785, "open": 171.93, "high": 171.93, "low": 171.93, "tick": "up", "last_trade_price": 171.93, "last_trade_time": "2026-11-11T10:33:51", "percent_change": 4.10851, "prev_day_close": 175.775001525879}, {"option": "SPY261120P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5981, "open_interest": 3972.0, "volume": 110.0, "delta": -0.0025, "gamma": 0.0001, "vega": 0.0094, "theta": -0.0246, "rho": -0.0005, "theo": 0.0517, "change": -0.065, "open": 0.05, "high": 0.06, "low": 0.04, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:57:37", "percent_change": -52.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261120C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.502, "open_interest": 48.0, "volume": 0.0, "delta": 0.9971, "gamma": 0.0001, "vega": 0.0103, "theta": -0.0055, "rho": 0.1768, "theo": 170.963, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 163.52, "last_trade_time": "2026-11-09T13:38:09", "percent_change": 0.0, "prev_day_close": 170.800003051758}, {"option": "SPY261120P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5916, "open_interest": 11013.0, "volume": 138.0, "delta": -0.0027, "gamma": 0.0001, "vega": 0.0103, "theta": -0.0263, "rho": -0.0006, "theo": 0.056, "change": -0.085, "open": 0.07, "high": 0.07, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:57:47", "percent_change": -62.963, "prev_day_close": 0.0549999997019768}, {"option": "SPY261120C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4992, "open_interest": 76.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0001, "vega": 0.0112, "theta": -0.0079, "rho": 0.1783, "theo": 165.9743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 161.02, "last_trade_time": "2026-11-09T14:42:00", "percent_change": 0.0, "prev_day_close": 165.779998779297}, {"option": "SPY261120P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5736, "open_interest": 3404.0, "volume": 13.0, "delta": -0.003, "gamma": 0.0001, "vega": 0.0112, "theta": -0.0281, "rho": -0.0007, "theo": 0.0605, "change": -0.075, "open": 0.07, "high": 0.07, "low": 0.05, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:57:58", "percent_change": -51.7241, "prev_day_close": 0.0649999994784594}, {"option": "SPY261120C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2596.0, "volume": 8.0, "delta": 0.9966, "gamma": 0.0001, "vega": 0.0122, "theta": -0.0104, "rho": 0.1797, "theo": 160.9859, "change": 11.88, "open": 159.41, "high": 162.01, "low": 159.41, "tick": "up", "last_trade_price": 161.76, "last_trade_time": "2026-11-11T12:36:21", "percent_change": 7.92634, "prev_day_close": 160.939994812012}, {"option": "SPY261120P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5652, "open_interest": 21200.0, "volume": 183.0, "delta": -0.0033, "gamma": 0.0001, "vega": 0.0122, "theta": -0.03, "rho": -0.0007, "theo": 0.0653, "change": -0.095, "open": 0.08, "high": 0.09, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T16:00:18", "percent_change": -61.2903, "prev_day_close": 0.0649999994784594}, {"option": "SPY261120C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 0.9963, "gamma": 0.0002, "vega": 0.0132, "theta": -0.0129, "rho": 0.1811, "theo": 155.9978, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 150.61, "last_trade_time": "2026-11-09T14:40:58", "percent_change": 0.0, "prev_day_close": 155.790000915527}, {"option": "SPY261120P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5553, "open_interest": 3143.0, "volume": 254.0, "delta": -0.0036, "gamma": 0.0002, "vega": 0.0132, "theta": -0.0319, "rho": -0.0008, "theo": 0.0705, "change": -0.095, "open": 0.09, "high": 0.09, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:37:25", "percent_change": -57.5758, "prev_day_close": 0.0749999992549419}, {"option": "SPY261120C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4927, "open_interest": 72.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0002, "vega": 0.0144, "theta": -0.0156, "rho": 0.1826, "theo": 151.0101, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 141.14, "last_trade_time": "2026-11-10T15:59:24", "percent_change": 0.0, "prev_day_close": 150.814994812012}, {"option": "SPY261120P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5372, "open_interest": 3985.0, "volume": 21.0, "delta": -0.004, "gamma": 0.0002, "vega": 0.0144, "theta": -0.034, "rho": -0.0008, "theo": 0.0761, "change": -0.115, "open": 0.09, "high": 0.09, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T13:31:40", "percent_change": -65.7143, "prev_day_close": 0.0850000008940697}, {"option": "SPY261120C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4866, "open_interest": 24.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0002, "vega": 0.0156, "theta": -0.0183, "rho": 0.184, "theo": 146.0227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 136.12, "last_trade_time": "2026-11-10T15:59:42", "percent_change": 0.0, "prev_day_close": 145.86499786377}, {"option": "SPY261120P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5262, "open_interest": 3908.0, "volume": 97.0, "delta": -0.0043, "gamma": 0.0002, "vega": 0.0156, "theta": -0.0361, "rho": -0.0009, "theo": 0.0819, "change": -0.125, "open": 0.1, "high": 0.11, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T12:47:50", "percent_change": -64.1026, "prev_day_close": 0.0850000008940697}, {"option": "SPY261120C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4784, "open_interest": 57.0, "volume": 1.0, "delta": 0.9951, "gamma": 0.0002, "vega": 0.017, "theta": -0.0212, "rho": 0.1854, "theo": 141.0357, "change": 11.77, "open": 142.04, "high": 142.04, "low": 142.04, "tick": "up", "last_trade_price": 142.04, "last_trade_time": "2026-11-11T12:59:30", "percent_change": 9.03508, "prev_day_close": 140.88500213623}, {"option": "SPY261120P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.514, "open_interest": 166033.0, "volume": 142.0, "delta": -0.0048, "gamma": 0.0002, "vega": 0.0171, "theta": -0.0387, "rho": -0.001, "theo": 0.0891, "change": -0.105, "open": 0.1, "high": 0.12, "low": 0.08, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:49:20", "percent_change": -51.2195, "prev_day_close": 0.0950000025331974}, {"option": "SPY261120C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4596, "open_interest": 6.0, "volume": 0.0, "delta": 0.9947, "gamma": 0.0002, "vega": 0.0184, "theta": -0.0241, "rho": 0.1868, "theo": 136.0491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 124.14, "last_trade_time": "2026-11-10T09:38:49", "percent_change": 0.0, "prev_day_close": 135.854995727539}, {"option": "SPY261120P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4958, "open_interest": 6021.0, "volume": 65.0, "delta": -0.0053, "gamma": 0.0002, "vega": 0.0186, "theta": -0.041, "rho": -0.0011, "theo": 0.0958, "change": -0.105, "open": 0.13, "high": 0.13, "low": 0.1, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:40:46", "percent_change": -48.8372, "prev_day_close": 0.105000000447035}, {"option": "SPY261120C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 817.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0003, "vega": 0.02, "theta": -0.0271, "rho": 0.1882, "theo": 131.063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 117.1, "last_trade_time": "2026-11-10T13:08:01", "percent_change": 0.0, "prev_day_close": 131.074996948242}, {"option": "SPY261120P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4832, "open_interest": 103731.0, "volume": 439.0, "delta": -0.0057, "gamma": 0.0003, "vega": 0.0201, "theta": -0.0432, "rho": -0.0012, "theo": 0.1021, "change": -0.115, "open": 0.11, "high": 0.13, "low": 0.1, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:47:22", "percent_change": -51.1111, "prev_day_close": 0.114999998360872}, {"option": "SPY261120C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 145.0, "volume": 0.0, "delta": 0.9936, "gamma": 0.0003, "vega": 0.0217, "theta": -0.0302, "rho": 0.1896, "theo": 126.0773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 119.86, "last_trade_time": "2026-11-09T14:48:01", "percent_change": 0.0, "prev_day_close": 126.215000152588}, {"option": "SPY261120P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4701, "open_interest": 9116.0, "volume": 500.0, "delta": -0.0063, "gamma": 0.0003, "vega": 0.0218, "theta": -0.0456, "rho": -0.0013, "theo": 0.1095, "change": -0.125, "open": 0.12, "high": 0.13, "low": 0.1, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T14:32:50", "percent_change": -53.1915, "prev_day_close": 0.114999998360872}, {"option": "SPY261120C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 467.0, "volume": 0.0, "delta": 0.993, "gamma": 0.0004, "vega": 0.0236, "theta": -0.0334, "rho": 0.1909, "theo": 121.092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 116.37, "last_trade_time": "2026-11-09T15:21:12", "percent_change": 0.0, "prev_day_close": 121.115001678467}, {"option": "SPY261120P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4563, "open_interest": 82322.0, "volume": 626.0, "delta": -0.0069, "gamma": 0.0004, "vega": 0.0236, "theta": -0.0482, "rho": -0.0015, "theo": 0.1176, "change": -0.135, "open": 0.13, "high": 0.15, "low": 0.11, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -52.9412, "prev_day_close": 0.12499999627471}, {"option": "SPY261120C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4182, "open_interest": 79.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0004, "vega": 0.0256, "theta": -0.0367, "rho": 0.1923, "theo": 116.1073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.81, "last_trade_time": "2026-11-09T14:40:39", "percent_change": 0.0, "prev_day_close": 115.924999237061}, {"option": "SPY261120P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.438, "open_interest": 3787.0, "volume": 182.0, "delta": -0.0076, "gamma": 0.0004, "vega": 0.0256, "theta": -0.051, "rho": -0.0016, "theo": 0.1261, "change": -0.135, "open": 0.15, "high": 0.16, "low": 0.12, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -50.9434, "prev_day_close": 0.134999997913837}, {"option": "SPY261120C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2072.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0004, "vega": 0.0279, "theta": -0.0402, "rho": 0.1936, "theo": 111.1232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.32, "last_trade_time": "2026-11-10T13:17:37", "percent_change": 0.0, "prev_day_close": 111.255001068115}, {"option": "SPY261120P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4238, "open_interest": 17466.0, "volume": 134.0, "delta": -0.0083, "gamma": 0.0004, "vega": 0.0279, "theta": -0.0538, "rho": -0.0018, "theo": 0.1353, "change": -0.155, "open": 0.14, "high": 0.17, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T15:01:45", "percent_change": -54.386, "prev_day_close": 0.145000003278255}, {"option": "SPY261120C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 176.0, "volume": 0.0, "delta": 0.9908, "gamma": 0.0005, "vega": 0.0304, "theta": -0.0437, "rho": 0.1949, "theo": 106.1398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 92.15, "last_trade_time": "2026-11-10T13:25:09", "percent_change": 0.0, "prev_day_close": 106.215000152588}, {"option": "SPY261120P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4091, "open_interest": 9642.0, "volume": 49.0, "delta": -0.0091, "gamma": 0.0005, "vega": 0.0304, "theta": -0.0568, "rho": -0.002, "theo": 0.1451, "change": -0.145, "open": 0.17, "high": 0.17, "low": 0.12, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:56:24", "percent_change": -49.1525, "prev_day_close": 0.155000001192093}, {"option": "SPY261120C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 233.0, "volume": 2.0, "delta": 0.9899, "gamma": 0.0006, "vega": 0.0331, "theta": -0.0474, "rho": 0.1962, "theo": 101.1572, "change": 11.45, "open": 101.56, "high": 101.56, "low": 101.56, "tick": "up", "last_trade_price": 101.56, "last_trade_time": "2026-11-11T12:46:29", "percent_change": 12.7067, "prev_day_close": 101.425003051758}, {"option": "SPY261120P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.394, "open_interest": 15489.0, "volume": 2380.0, "delta": -0.01, "gamma": 0.0006, "vega": 0.0332, "theta": -0.0598, "rho": -0.0021, "theo": 0.1558, "change": -0.165, "open": 0.18, "high": 0.19, "low": 0.14, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:52:18", "percent_change": -50.7692, "prev_day_close": 0.16499999910593}, {"option": "SPY261120C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3624, "open_interest": 71.0, "volume": 0.0, "delta": 0.9888, "gamma": 0.0006, "vega": 0.0361, "theta": -0.0513, "rho": 0.1975, "theo": 96.1755, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 82.96, "last_trade_time": "2026-11-10T13:31:16", "percent_change": 0.0, "prev_day_close": 96.0050010681152}, {"option": "SPY261120P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3786, "open_interest": 4857.0, "volume": 64.0, "delta": -0.0111, "gamma": 0.0006, "vega": 0.0361, "theta": -0.0631, "rho": -0.0024, "theo": 0.1674, "change": -0.185, "open": 0.18, "high": 0.21, "low": 0.15, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T14:40:02", "percent_change": -53.6232, "prev_day_close": 0.175000004470348}, {"option": "SPY261120C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 468.0, "volume": 0.0, "delta": 0.9876, "gamma": 0.0007, "vega": 0.0394, "theta": -0.0553, "rho": 0.1987, "theo": 91.1949, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 86.11, "last_trade_time": "2026-11-09T15:37:46", "percent_change": 0.0, "prev_day_close": 91.3350028991699}, {"option": "SPY261120P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3656, "open_interest": 14149.0, "volume": 194.0, "delta": -0.0123, "gamma": 0.0007, "vega": 0.0395, "theta": -0.0666, "rho": -0.0026, "theo": 0.1801, "change": -0.195, "open": 0.19, "high": 0.22, "low": 0.15, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T16:10:36", "percent_change": -52.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261120C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 107.0, "volume": 2.0, "delta": 0.9863, "gamma": 0.0008, "vega": 0.0433, "theta": -0.0596, "rho": 0.1999, "theo": 86.2157, "change": 6.06, "open": 81.29, "high": 81.29, "low": 81.29, "tick": "no_change", "last_trade_price": 81.29, "last_trade_time": "2026-11-11T09:48:42", "percent_change": 8.05529, "prev_day_close": 86.2849998474121}, {"option": "SPY261120P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3495, "open_interest": 6794.0, "volume": 374.0, "delta": -0.0136, "gamma": 0.0008, "vega": 0.0433, "theta": -0.0704, "rho": -0.0029, "theo": 0.1942, "change": -0.205, "open": 0.2, "high": 0.24, "low": 0.16, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:54:00", "percent_change": -50.6173, "prev_day_close": 0.195000000298023}, {"option": "SPY261120C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 431.0, "volume": 11.0, "delta": 0.9847, "gamma": 0.001, "vega": 0.0476, "theta": -0.0643, "rho": 0.2011, "theo": 81.2384, "change": 8.93, "open": 77.0, "high": 79.18, "low": 77.0, "tick": "up", "last_trade_price": 79.18, "last_trade_time": "2026-11-11T11:12:10", "percent_change": 12.7117, "prev_day_close": 81.3650016784668}, {"option": "SPY261120P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.333, "open_interest": 23304.0, "volume": 2574.0, "delta": -0.0153, "gamma": 0.001, "vega": 0.0481, "theta": -0.0749, "rho": -0.0032, "theo": 0.2116, "change": -0.225, "open": 0.23, "high": 0.27, "low": 0.18, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T16:02:52", "percent_change": -50.5618, "prev_day_close": 0.214999996125698}, {"option": "SPY261120C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 195.0, "volume": 0.0, "delta": 0.9828, "gamma": 0.0011, "vega": 0.0526, "theta": -0.0695, "rho": 0.2022, "theo": 76.2636, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.87, "last_trade_time": "2026-11-10T12:46:07", "percent_change": 0.0, "prev_day_close": 76.3950004577637}, {"option": "SPY261120P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3184, "open_interest": 8928.0, "volume": 161.0, "delta": -0.0172, "gamma": 0.0011, "vega": 0.053, "theta": -0.0795, "rho": -0.0036, "theo": 0.2302, "change": -0.275, "open": 0.25, "high": 0.29, "low": 0.2, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:30:02", "percent_change": -55.5556, "prev_day_close": 0.234999999403954}, {"option": "SPY261120C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1389.0, "volume": 7.0, "delta": 0.9806, "gamma": 0.0013, "vega": 0.0585, "theta": -0.0753, "rho": 0.2032, "theo": 71.2922, "change": 12.96, "open": 69.17, "high": 73.39, "low": 69.17, "tick": "up", "last_trade_price": 73.39, "last_trade_time": "2026-11-11T13:44:42", "percent_change": 21.4463, "prev_day_close": 71.4049987792969}, {"option": "SPY261120P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3031, "open_interest": 28250.0, "volume": 4370.0, "delta": -0.0194, "gamma": 0.0013, "vega": 0.0588, "theta": -0.0848, "rho": -0.0041, "theo": 0.2522, "change": -0.305, "open": 0.28, "high": 0.34, "low": 0.22, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T16:10:23", "percent_change": -54.955, "prev_day_close": 0.254999995231628}, {"option": "SPY261120C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 180.0, "volume": 0.0, "delta": 0.9779, "gamma": 0.0015, "vega": 0.0656, "theta": -0.0821, "rho": 0.204, "theo": 66.3255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 60.61, "last_trade_time": "2026-11-09T15:53:48", "percent_change": 0.0, "prev_day_close": 66.4450035095215}, {"option": "SPY261120P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.289, "open_interest": 10156.0, "volume": 5527.0, "delta": -0.0222, "gamma": 0.0015, "vega": 0.0661, "theta": -0.0909, "rho": -0.0047, "theo": 0.2789, "change": -0.345, "open": 0.33, "high": 0.37, "low": 0.25, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:54:10", "percent_change": -54.3307, "prev_day_close": 0.284999996423721}, {"option": "SPY261120C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 6215.0, "volume": 134.0, "delta": 0.9744, "gamma": 0.0018, "vega": 0.0742, "theta": -0.0901, "rho": 0.2047, "theo": 61.3659, "change": 10.4, "open": 58.11, "high": 63.46, "low": 57.01, "tick": "up", "last_trade_price": 61.26, "last_trade_time": "2026-11-11T16:13:14", "percent_change": 20.4483, "prev_day_close": 61.1900005340576}, {"option": "SPY261120P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2755, "open_interest": 67891.0, "volume": 10170.0, "delta": -0.0256, "gamma": 0.0018, "vega": 0.0746, "theta": -0.0984, "rho": -0.0054, "theo": 0.3126, "change": -0.425, "open": 0.36, "high": 0.44, "low": 0.27, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T16:14:44", "percent_change": -57.8231, "prev_day_close": 0.314999997615814}, {"option": "SPY261120C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2654, "open_interest": 21.0, "volume": 0.0, "delta": 0.9736, "gamma": 0.0019, "vega": 0.0761, "theta": -0.0919, "rho": 0.2049, "theo": 60.375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.58, "last_trade_time": "2026-11-09T10:35:08", "percent_change": 0.0, "prev_day_close": 60.2099990844726}, {"option": "SPY261120P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2714, "open_interest": 2842.0, "volume": 22.0, "delta": -0.0264, "gamma": 0.0019, "vega": 0.0763, "theta": -0.0998, "rho": -0.0055, "theo": 0.3192, "change": -0.47, "open": 0.31, "high": 0.31, "low": 0.29, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:06:01", "percent_change": -61.8421, "prev_day_close": 0.325000002980232}, {"option": "SPY261120C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2635, "open_interest": 40.0, "volume": 0.0, "delta": 0.9728, "gamma": 0.0019, "vega": 0.0781, "theta": -0.0938, "rho": 0.205, "theo": 59.3846, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.5, "last_trade_time": "2026-11-10T15:47:11", "percent_change": 0.0, "prev_day_close": 59.2100009918213}, {"option": "SPY261120P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2686, "open_interest": 5424.0, "volume": 51.0, "delta": -0.0274, "gamma": 0.002, "vega": 0.0786, "theta": -0.102, "rho": -0.0057, "theo": 0.3292, "change": -0.455, "open": 0.35, "high": 0.44, "low": 0.31, "tick": "up", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T16:00:45", "percent_change": -57.9618, "prev_day_close": 0.33500000834465}, {"option": "SPY261120C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2601, "open_interest": 51.0, "volume": 0.0, "delta": 0.9719, "gamma": 0.002, "vega": 0.0802, "theta": -0.0958, "rho": 0.2051, "theo": 58.3946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.86, "last_trade_time": "2026-11-09T14:04:41", "percent_change": 0.0, "prev_day_close": 58.1749992370606}, {"option": "SPY261120P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 2292.0, "volume": 496.0, "delta": -0.0282, "gamma": 0.002, "vega": 0.0807, "theta": -0.1039, "rho": -0.0059, "theo": 0.338, "change": -0.465, "open": 0.43, "high": 0.43, "low": 0.29, "tick": "up", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:53:01", "percent_change": -57.0552, "prev_day_close": 0.344999998807907}, {"option": "SPY261120C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2546, "open_interest": 5.0, "volume": 0.0, "delta": 0.971, "gamma": 0.0021, "vega": 0.0824, "theta": -0.0978, "rho": 0.2052, "theo": 57.4051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.75, "last_trade_time": "2026-11-06T10:32:31", "percent_change": 0.0, "prev_day_close": 57.2650012969971}, {"option": "SPY261120P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2633, "open_interest": 5226.0, "volume": 43.0, "delta": -0.0292, "gamma": 0.0021, "vega": 0.0829, "theta": -0.1058, "rho": -0.0061, "theo": 0.3473, "change": -0.415, "open": 0.36, "high": 0.45, "low": 0.36, "tick": "down", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T10:09:52", "percent_change": -49.1124, "prev_day_close": 0.355000004172325}, {"option": "SPY261120C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 501.0, "volume": 38.0, "delta": 0.97, "gamma": 0.0022, "vega": 0.0848, "theta": -0.0999, "rho": 0.2052, "theo": 56.4161, "change": 10.795, "open": 54.7, "high": 56.81, "low": 54.7, "tick": "down", "last_trade_price": 56.72, "last_trade_time": "2026-11-11T15:04:37", "percent_change": 23.5057, "prev_day_close": 56.2900009155273}, {"option": "SPY261120P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2605, "open_interest": 17447.0, "volume": 12807.0, "delta": -0.0302, "gamma": 0.0022, "vega": 0.0853, "theta": -0.1078, "rho": -0.0064, "theo": 0.357, "change": -0.515, "open": 0.42, "high": 0.51, "low": 0.31, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T16:02:54", "percent_change": -58.8571, "prev_day_close": 0.365000009536743}, {"option": "SPY261120C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2519, "open_interest": 60.0, "volume": 0.0, "delta": 0.969, "gamma": 0.0022, "vega": 0.0872, "theta": -0.1022, "rho": 0.2053, "theo": 55.4277, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.53, "last_trade_time": "2026-11-10T09:30:02", "percent_change": 0.0, "prev_day_close": 55.2649993896484}, {"option": "SPY261120P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2577, "open_interest": 10004.0, "volume": 290.0, "delta": -0.0312, "gamma": 0.0023, "vega": 0.0879, "theta": -0.1099, "rho": -0.0066, "theo": 0.367, "change": -0.56, "open": 0.38, "high": 0.48, "low": 0.33, "tick": "no_change", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:06:01", "percent_change": -61.5385, "prev_day_close": 0.375}, {"option": "SPY261120C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2443, "open_interest": 4.0, "volume": 0.0, "delta": 0.9678, "gamma": 0.0023, "vega": 0.0898, "theta": -0.1045, "rho": 0.2054, "theo": 54.4398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.81, "last_trade_time": "2026-11-06T09:35:05", "percent_change": 0.0, "prev_day_close": 54.2000007629394}, {"option": "SPY261120P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 3884.0, "volume": 5422.0, "delta": -0.0322, "gamma": 0.0024, "vega": 0.0902, "theta": -0.1118, "rho": -0.0068, "theo": 0.3763, "change": -0.565, "open": 0.45, "high": 0.53, "low": 0.35, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T15:39:10", "percent_change": -59.7884, "prev_day_close": 0.384999990463257}, {"option": "SPY261120C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2455, "open_interest": 7.0, "volume": 0.0, "delta": 0.9667, "gamma": 0.0024, "vega": 0.0925, "theta": -0.1069, "rho": 0.2054, "theo": 53.4527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.77, "last_trade_time": "2026-11-09T11:10:36", "percent_change": 0.0, "prev_day_close": 53.2799987792969}, {"option": "SPY261120P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2526, "open_interest": 5702.0, "volume": 67.0, "delta": -0.0335, "gamma": 0.0025, "vega": 0.0933, "theta": -0.1144, "rho": -0.0071, "theo": 0.3894, "change": -0.61, "open": 0.45, "high": 0.57, "low": 0.37, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T15:26:12", "percent_change": -62.2449, "prev_day_close": 0.394999995827675}, {"option": "SPY261120C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.245, "open_interest": 3.0, "volume": 0.0, "delta": 0.9655, "gamma": 0.0025, "vega": 0.0953, "theta": -0.1095, "rho": 0.2054, "theo": 52.4663, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.11, "last_trade_time": "2026-11-09T10:33:05", "percent_change": 0.0, "prev_day_close": 52.2900009155273}, {"option": "SPY261120P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2504, "open_interest": 3350.0, "volume": 20.0, "delta": -0.0346, "gamma": 0.0026, "vega": 0.0959, "theta": -0.1167, "rho": -0.0071, "theo": 0.401, "change": -0.42, "open": 0.45, "high": 0.6, "low": 0.43, "tick": "no_change", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T09:47:31", "percent_change": -41.1765, "prev_day_close": 0.41499999165535}, {"option": "SPY261120C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 485.0, "volume": 27.0, "delta": 0.9642, "gamma": 0.0026, "vega": 0.0982, "theta": -0.1121, "rho": 0.2054, "theo": 51.4806, "change": 10.59, "open": 52.15, "high": 53.58, "low": 51.83, "tick": "down", "last_trade_price": 51.83, "last_trade_time": "2026-11-11T14:44:44", "percent_change": 25.679, "prev_day_close": 51.4250011444092}, {"option": "SPY261120P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2471, "open_interest": 43144.0, "volume": 2752.0, "delta": -0.0361, "gamma": 0.0027, "vega": 0.099, "theta": -0.1195, "rho": -0.0074, "theo": 0.4152, "change": -0.63, "open": 0.5, "high": 0.61, "low": 0.35, "tick": "down", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T16:05:23", "percent_change": -59.434, "prev_day_close": 0.424999997019768}, {"option": "SPY261120C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.24, "open_interest": 50.0, "volume": 0.0, "delta": 0.9628, "gamma": 0.0028, "vega": 0.1013, "theta": -0.1149, "rho": 0.2054, "theo": 50.4958, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.51, "last_trade_time": "2026-11-06T09:35:04", "percent_change": 0.0, "prev_day_close": 50.2800006866455}, {"option": "SPY261120P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2448, "open_interest": 2679.0, "volume": 1620.0, "delta": -0.0373, "gamma": 0.0028, "vega": 0.1017, "theta": -0.1218, "rho": -0.0077, "theo": 0.4273, "change": -0.705, "open": 0.49, "high": 0.6, "low": 0.4, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T14:07:52", "percent_change": -63.8009, "prev_day_close": 0.435000002384186}, {"option": "SPY261120C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2318, "open_interest": 14.0, "volume": 0.0, "delta": 0.9613, "gamma": 0.0029, "vega": 0.1045, "theta": -0.1178, "rho": 0.2053, "theo": 49.5118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.45, "last_trade_time": "2026-11-10T12:52:59", "percent_change": 0.0, "prev_day_close": 49.310001373291}, {"option": "SPY261120P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2421, "open_interest": 7655.0, "volume": 111.0, "delta": -0.0388, "gamma": 0.0029, "vega": 0.1049, "theta": -0.1248, "rho": -0.008, "theo": 0.4428, "change": -0.69, "open": 0.54, "high": 0.61, "low": 0.39, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T16:00:45", "percent_change": -60.0, "prev_day_close": 0.454999998211861}, {"option": "SPY261120C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2287, "open_interest": 5.0, "volume": 0.0, "delta": 0.9598, "gamma": 0.003, "vega": 0.1078, "theta": -0.1209, "rho": 0.2053, "theo": 48.5289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.16, "last_trade_time": "2026-11-10T11:17:14", "percent_change": 0.0, "prev_day_close": 48.3649997711182}, {"option": "SPY261120P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 2101.0, "volume": 138.0, "delta": -0.0405, "gamma": 0.003, "vega": 0.1084, "theta": -0.128, "rho": -0.0084, "theo": 0.4599, "change": -0.7, "open": 0.55, "high": 0.63, "low": 0.41, "tick": "up", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:59:39", "percent_change": -58.3333, "prev_day_close": 0.465000003576279}, {"option": "SPY261120C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2324, "open_interest": 42.0, "volume": 2.0, "delta": 0.9581, "gamma": 0.0031, "vega": 0.1113, "theta": -0.1241, "rho": 0.2052, "theo": 47.5469, "change": 10.23, "open": 42.82, "high": 47.72, "low": 42.82, "tick": "up", "last_trade_price": 47.72, "last_trade_time": "2026-11-11T14:35:44", "percent_change": 27.2873, "prev_day_close": 47.4549999237061}, {"option": "SPY261120P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2364, "open_interest": 10660.0, "volume": 2936.0, "delta": -0.0422, "gamma": 0.0032, "vega": 0.1119, "theta": -0.1311, "rho": -0.0088, "theo": 0.4763, "change": -0.785, "open": 0.57, "high": 0.66, "low": 0.42, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T14:26:50", "percent_change": -62.5498, "prev_day_close": 0.484999999403954}, {"option": "SPY261120C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1689, "open_interest": 135.0, "volume": 36.0, "delta": 0.9564, "gamma": 0.0033, "vega": 0.1151, "theta": -0.1275, "rho": 0.2051, "theo": 46.566, "change": 10.225, "open": 43.44, "high": 46.7, "low": 43.27, "tick": "up", "last_trade_price": 46.7, "last_trade_time": "2026-11-11T14:16:37", "percent_change": 28.0329, "prev_day_close": 46.6150016784668}, {"option": "SPY261120P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.234, "open_interest": 31924.0, "volume": 4730.0, "delta": -0.044, "gamma": 0.0033, "vega": 0.1158, "theta": -0.1344, "rho": -0.0092, "theo": 0.4946, "change": -0.78, "open": 0.61, "high": 0.77, "low": 0.42, "tick": "no_change", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T15:58:35", "percent_change": -59.542, "prev_day_close": 0.504999995231628}, {"option": "SPY261120C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2218, "open_interest": 5.0, "volume": 0.0, "delta": 0.9545, "gamma": 0.0034, "vega": 0.119, "theta": -0.131, "rho": 0.205, "theo": 45.5863, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.61, "last_trade_time": "2026-11-10T09:32:37", "percent_change": 0.0, "prev_day_close": 45.4299983978272}, {"option": "SPY261120P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2318, "open_interest": 19056.0, "volume": 72.0, "delta": -0.0457, "gamma": 0.0035, "vega": 0.1196, "theta": -0.1375, "rho": -0.0095, "theo": 0.5119, "change": -0.88, "open": 0.71, "high": 0.71, "low": 0.44, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T15:15:45", "percent_change": -64.2336, "prev_day_close": 0.524999976158142}, {"option": "SPY261120C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2224, "open_interest": 98.0, "volume": 3.0, "delta": 0.9525, "gamma": 0.0036, "vega": 0.1231, "theta": -0.1347, "rho": 0.2048, "theo": 44.6079, "change": 6.065, "open": 41.26, "high": 41.26, "low": 40.66, "tick": "down", "last_trade_price": 40.66, "last_trade_time": "2026-11-11T09:52:00", "percent_change": 17.5314, "prev_day_close": 44.4650001525879}, {"option": "SPY261120P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2292, "open_interest": 3510.0, "volume": 1071.0, "delta": -0.0477, "gamma": 0.0036, "vega": 0.124, "theta": -0.1411, "rho": -0.01, "theo": 0.5321, "change": -0.855, "open": 0.65, "high": 0.78, "low": 0.47, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T15:56:18", "percent_change": -59.5819, "prev_day_close": 0.545000016689301}, {"option": "SPY261120C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2147, "open_interest": 42.0, "volume": 0.0, "delta": 0.9504, "gamma": 0.0038, "vega": 0.1275, "theta": -0.1385, "rho": 0.2046, "theo": 43.6308, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.86, "last_trade_time": "2026-11-06T09:35:04", "percent_change": 0.0, "prev_day_close": 43.4599990844727}, {"option": "SPY261120P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2263, "open_interest": 35508.0, "volume": 231.0, "delta": -0.05, "gamma": 0.0038, "vega": 0.1286, "theta": -0.1451, "rho": -0.0102, "theo": 0.5553, "change": -0.94, "open": 0.69, "high": 0.81, "low": 0.5, "tick": "up", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T16:13:35", "percent_change": -62.6667, "prev_day_close": 0.564999997615814}, {"option": "SPY261120C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2202, "open_interest": 39.0, "volume": 1.0, "delta": 0.9481, "gamma": 0.0039, "vega": 0.132, "theta": -0.1425, "rho": 0.2044, "theo": 42.6553, "change": 6.51, "open": 39.24, "high": 39.24, "low": 39.24, "tick": "up", "last_trade_price": 39.24, "last_trade_time": "2026-11-11T09:41:11", "percent_change": 19.89, "prev_day_close": 42.4750003814697}, {"option": "SPY261120P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.224, "open_interest": 2548.0, "volume": 513.0, "delta": -0.0522, "gamma": 0.004, "vega": 0.133, "theta": -0.149, "rho": -0.0107, "theo": 0.5783, "change": -0.96, "open": 0.73, "high": 0.94, "low": 0.51, "tick": "no_change", "last_trade_price": 0.61, "last_trade_time": "2026-11-11T16:01:11", "percent_change": -61.1465, "prev_day_close": 0.590000003576279}, {"option": "SPY261120C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1822, "open_interest": 2151.0, "volume": 61.0, "delta": 0.9458, "gamma": 0.0041, "vega": 0.1368, "theta": -0.1467, "rho": 0.2042, "theo": 41.6813, "change": 9.96, "open": 38.62, "high": 42.49, "low": 37.67, "tick": "down", "last_trade_price": 41.77, "last_trade_time": "2026-11-11T14:25:59", "percent_change": 31.3109, "prev_day_close": 41.6300010681152}, {"option": "SPY261120P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2218, "open_interest": 53997.0, "volume": 14661.0, "delta": -0.0545, "gamma": 0.0042, "vega": 0.1374, "theta": -0.153, "rho": -0.0111, "theo": 0.602, "change": -1.04, "open": 0.79, "high": 0.98, "low": 0.51, "tick": "no_change", "last_trade_price": 0.61, "last_trade_time": "2026-11-11T16:09:46", "percent_change": -63.0303, "prev_day_close": 0.615000009536743}, {"option": "SPY261120C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2161, "open_interest": 41.0, "volume": 2.0, "delta": 0.9432, "gamma": 0.0043, "vega": 0.1417, "theta": -0.1512, "rho": 0.2039, "theo": 40.7091, "change": 10.65, "open": 41.54, "high": 41.54, "low": 41.54, "tick": "up", "last_trade_price": 41.54, "last_trade_time": "2026-11-11T12:44:39", "percent_change": 34.4772, "prev_day_close": 40.4749984741211}, {"option": "SPY261120P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2192, "open_interest": 1978.0, "volume": 468.0, "delta": -0.0571, "gamma": 0.0044, "vega": 0.1422, "theta": -0.1573, "rho": -0.0117, "theo": 0.6286, "change": -1.04, "open": 0.8, "high": 0.95, "low": 0.55, "tick": "up", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T15:54:33", "percent_change": -60.1156, "prev_day_close": 0.639999985694885}, {"option": "SPY261120C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2089, "open_interest": 53.0, "volume": 0.0, "delta": 0.9405, "gamma": 0.0045, "vega": 0.1469, "theta": -0.1557, "rho": 0.2036, "theo": 39.7387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.3, "last_trade_time": "2026-11-09T15:55:38", "percent_change": 0.0, "prev_day_close": 39.5650005340576}, {"option": "SPY261120P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2165, "open_interest": 36731.0, "volume": 875.0, "delta": -0.0598, "gamma": 0.0046, "vega": 0.1473, "theta": -0.1619, "rho": -0.0123, "theo": 0.6573, "change": -1.16, "open": 0.84, "high": 1.03, "low": 0.58, "tick": "up", "last_trade_price": 0.66, "last_trade_time": "2026-11-11T15:43:02", "percent_change": -63.7363, "prev_day_close": 0.6700000166893}, {"option": "SPY261120C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1777, "open_interest": 200.0, "volume": 0.0, "delta": 0.9376, "gamma": 0.0048, "vega": 0.1523, "theta": -0.1605, "rho": 0.2032, "theo": 38.7702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.7, "last_trade_time": "2026-11-09T16:02:56", "percent_change": 0.0, "prev_day_close": 38.75}, {"option": "SPY261120P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2144, "open_interest": 10757.0, "volume": 5808.0, "delta": -0.0628, "gamma": 0.0048, "vega": 0.1531, "theta": -0.1667, "rho": -0.0129, "theo": 0.6881, "change": -1.2, "open": 0.9, "high": 1.11, "low": 0.6, "tick": "up", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T16:03:07", "percent_change": -62.8272, "prev_day_close": 0.699999988079071}, {"option": "SPY261120C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1801, "open_interest": 132.0, "volume": 0.0, "delta": 0.9345, "gamma": 0.005, "vega": 0.158, "theta": -0.1655, "rho": 0.2028, "theo": 37.8039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.22, "last_trade_time": "2026-11-10T15:03:55", "percent_change": 0.0, "prev_day_close": 37.769998550415}, {"option": "SPY261120P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.212, "open_interest": 26486.0, "volume": 870.0, "delta": -0.0658, "gamma": 0.005, "vega": 0.159, "theta": -0.1715, "rho": -0.0136, "theo": 0.7197, "change": -1.235, "open": 0.96, "high": 1.07, "low": 0.63, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T15:59:27", "percent_change": -61.596, "prev_day_close": 0.735000014305115}, {"option": "SPY261120C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1585, "open_interest": 1877.0, "volume": 16.0, "delta": 0.9312, "gamma": 0.0053, "vega": 0.1641, "theta": -0.1708, "rho": 0.2024, "theo": 36.8398, "change": 9.84, "open": 33.78, "high": 37.32, "low": 33.78, "tick": "up", "last_trade_price": 37.11, "last_trade_time": "2026-11-11T15:48:37", "percent_change": 36.0836, "prev_day_close": 36.3199996948242}, {"option": "SPY261120P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2097, "open_interest": 74315.0, "volume": 6583.0, "delta": -0.0691, "gamma": 0.0053, "vega": 0.1652, "theta": -0.1766, "rho": -0.0139, "theo": 0.7542, "change": -1.36, "open": 0.99, "high": 1.28, "low": 0.64, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T16:10:32", "percent_change": -64.455, "prev_day_close": 0.769999980926514}, {"option": "SPY261120C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1787, "open_interest": 299.0, "volume": 8.0, "delta": 0.9277, "gamma": 0.0055, "vega": 0.1704, "theta": -0.1762, "rho": 0.2018, "theo": 35.8781, "change": 9.14, "open": 31.66, "high": 35.52, "low": 31.58, "tick": "up", "last_trade_price": 35.52, "last_trade_time": "2026-11-11T15:44:45", "percent_change": 34.6475, "prev_day_close": 35.4250011444092}, {"option": "SPY261120P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 21164.0, "volume": 489.0, "delta": -0.0729, "gamma": 0.0056, "vega": 0.1718, "theta": -0.1824, "rho": -0.0147, "theo": 0.7944, "change": -1.36, "open": 1.07, "high": 1.25, "low": 0.69, "tick": "down", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T15:57:12", "percent_change": -61.2613, "prev_day_close": 0.805000007152557}, {"option": "SPY261120C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 304.0, "volume": 21.0, "delta": 0.924, "gamma": 0.0058, "vega": 0.177, "theta": -0.1818, "rho": 0.2013, "theo": 34.9192, "change": 9.64, "open": 30.32, "high": 35.14, "low": 30.32, "tick": "up", "last_trade_price": 35.14, "last_trade_time": "2026-11-11T14:31:46", "percent_change": 37.8039, "prev_day_close": 34.7749996185303}, {"option": "SPY261120P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 7873.0, "volume": 784.0, "delta": -0.0766, "gamma": 0.0059, "vega": 0.178, "theta": -0.1879, "rho": -0.0154, "theo": 0.8338, "change": -1.425, "open": 1.13, "high": 1.25, "low": 0.73, "tick": "no_change", "last_trade_price": 0.91, "last_trade_time": "2026-11-11T15:55:33", "percent_change": -61.0278, "prev_day_close": 0.844999998807907}, {"option": "SPY261120C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 362.0, "volume": 0.0, "delta": 0.92, "gamma": 0.0061, "vega": 0.1838, "theta": -0.1877, "rho": 0.2006, "theo": 33.9631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.51, "last_trade_time": "2026-11-10T09:38:25", "percent_change": 0.0, "prev_day_close": 33.9099998474121}, {"option": "SPY261120P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 33059.0, "volume": 5793.0, "delta": -0.0807, "gamma": 0.0062, "vega": 0.1846, "theta": -0.1937, "rho": -0.0163, "theo": 0.8769, "change": -1.57, "open": 1.17, "high": 1.41, "low": 0.77, "tick": "down", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T16:12:01", "percent_change": -63.8211, "prev_day_close": 0.894999980926514}, {"option": "SPY261120C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1751, "open_interest": 97.0, "volume": 1.0, "delta": 0.9158, "gamma": 0.0064, "vega": 0.1908, "theta": -0.1937, "rho": 0.2, "theo": 33.01, "change": 5.18, "open": 28.93, "high": 28.93, "low": 28.93, "tick": "up", "last_trade_price": 28.93, "last_trade_time": "2026-11-11T09:52:47", "percent_change": 21.8105, "prev_day_close": 32.9650001525879}, {"option": "SPY261120P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2006, "open_interest": 12008.0, "volume": 620.0, "delta": -0.0848, "gamma": 0.0065, "vega": 0.1913, "theta": -0.1996, "rho": -0.0172, "theo": 0.9214, "change": -1.63, "open": 1.28, "high": 1.44, "low": 0.79, "tick": "no_change", "last_trade_price": 0.96, "last_trade_time": "2026-11-11T16:02:15", "percent_change": -62.9344, "prev_day_close": 0.939999997615814}, {"option": "SPY261120C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1977, "open_interest": 6508.0, "volume": 283.0, "delta": 0.9112, "gamma": 0.0068, "vega": 0.1982, "theta": -0.2, "rho": 0.1992, "theo": 32.0602, "change": 8.92, "open": 29.5, "high": 32.7, "low": 27.83, "tick": "down", "last_trade_price": 31.8, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 38.986, "prev_day_close": 31.9000005722046}, {"option": "SPY261120P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1984, "open_interest": 64657.0, "volume": 25598.0, "delta": -0.0895, "gamma": 0.0068, "vega": 0.1997, "theta": -0.206, "rho": -0.0182, "theo": 0.9722, "change": -1.76, "open": 1.36, "high": 1.67, "low": 0.82, "tick": "up", "last_trade_price": 0.97, "last_trade_time": "2026-11-11T16:14:35", "percent_change": -64.4689, "prev_day_close": 0.990000009536743}, {"option": "SPY261120C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 358.0, "volume": 2.0, "delta": 0.9064, "gamma": 0.0071, "vega": 0.206, "theta": -0.2066, "rho": 0.1984, "theo": 31.1139, "change": 4.87, "open": 26.89, "high": 26.92, "low": 26.89, "tick": "up", "last_trade_price": 26.92, "last_trade_time": "2026-11-11T09:47:52", "percent_change": 22.0862, "prev_day_close": 31.25}, {"option": "SPY261120P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1962, "open_interest": 2899.0, "volume": 1777.0, "delta": -0.0943, "gamma": 0.0072, "vega": 0.2078, "theta": -0.2124, "rho": -0.0187, "theo": 1.0236, "change": -1.87, "open": 1.39, "high": 1.7, "low": 0.91, "tick": "no_change", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T16:13:43", "percent_change": -64.9306, "prev_day_close": 1.04499995708466}, {"option": "SPY261120C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1679, "open_interest": 716.0, "volume": 3.0, "delta": 0.9012, "gamma": 0.0075, "vega": 0.2142, "theta": -0.2133, "rho": 0.1975, "theo": 30.1714, "change": 8.84, "open": 27.07, "high": 30.04, "low": 26.46, "tick": "up", "last_trade_price": 30.04, "last_trade_time": "2026-11-11T15:25:49", "percent_change": 41.6981, "prev_day_close": 30.039999961853}, {"option": "SPY261120P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1936, "open_interest": 16877.0, "volume": 1243.0, "delta": -0.0998, "gamma": 0.0076, "vega": 0.216, "theta": -0.2194, "rho": -0.0198, "theo": 1.0836, "change": -1.935, "open": 1.52, "high": 1.82, "low": 0.93, "tick": "down", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T16:11:25", "percent_change": -63.7562, "prev_day_close": 1.10000002384186}, {"option": "SPY261120C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 2955.0, "volume": 5.0, "delta": 0.8958, "gamma": 0.0078, "vega": 0.2226, "theta": -0.2202, "rho": 0.1966, "theo": 29.233, "change": 5.9, "open": 25.7, "high": 26.26, "low": 25.7, "tick": "up", "last_trade_price": 26.26, "last_trade_time": "2026-11-11T09:40:34", "percent_change": 28.9784, "prev_day_close": 29.3000001907349}, {"option": "SPY261120P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1914, "open_interest": 26945.0, "volume": 924.0, "delta": -0.1054, "gamma": 0.008, "vega": 0.2242, "theta": -0.2264, "rho": -0.0209, "theo": 1.1449, "change": -2.04, "open": 1.58, "high": 1.91, "low": 0.98, "tick": "down", "last_trade_price": 1.16, "last_trade_time": "2026-11-11T16:11:06", "percent_change": -63.75, "prev_day_close": 1.16499996185303}, {"option": "SPY261120C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 293.0, "volume": 2.0, "delta": 0.8899, "gamma": 0.0083, "vega": 0.2312, "theta": -0.2274, "rho": 0.1955, "theo": 28.2991, "change": 9.125, "open": 25.2, "high": 28.66, "low": 25.2, "tick": "up", "last_trade_price": 28.66, "last_trade_time": "2026-11-11T12:21:01", "percent_change": 46.711, "prev_day_close": 28.2600002288818}, {"option": "SPY261120P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1895, "open_interest": 16417.0, "volume": 856.0, "delta": -0.1113, "gamma": 0.0084, "vega": 0.2326, "theta": -0.2336, "rho": -0.0222, "theo": 1.2106, "change": -2.165, "open": 1.6, "high": 2.02, "low": 1.07, "tick": "down", "last_trade_price": 1.21, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -64.1481, "prev_day_close": 1.23000001907349}, {"option": "SPY261120C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.187, "open_interest": 3230.0, "volume": 206.0, "delta": 0.8837, "gamma": 0.0087, "vega": 0.2401, "theta": -0.2347, "rho": 0.1944, "theo": 27.3699, "change": 8.53, "open": 24.8, "high": 29.3, "low": 23.51, "tick": "no_change", "last_trade_price": 27.26, "last_trade_time": "2026-11-11T16:07:24", "percent_change": 45.5419, "prev_day_close": 27.2000007629395}, {"option": "SPY261120P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1874, "open_interest": 19861.0, "volume": 14168.0, "delta": -0.1173, "gamma": 0.0088, "vega": 0.2411, "theta": -0.2406, "rho": -0.0235, "theo": 1.2774, "change": -2.28, "open": 1.82, "high": 2.22, "low": 1.08, "tick": "down", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T16:11:45", "percent_change": -64.0449, "prev_day_close": 1.30499994754791}, {"option": "SPY261120C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 2811.0, "volume": 39.0, "delta": 0.877, "gamma": 0.0091, "vega": 0.2494, "theta": -0.2422, "rho": 0.1931, "theo": 26.4457, "change": 8.555, "open": 24.06, "high": 26.48, "low": 22.53, "tick": "up", "last_trade_price": 26.48, "last_trade_time": "2026-11-11T15:35:01", "percent_change": 47.7266, "prev_day_close": 26.2950000762939}, {"option": "SPY261120P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1853, "open_interest": 29894.0, "volume": 2570.0, "delta": -0.124, "gamma": 0.0092, "vega": 0.2514, "theta": -0.2481, "rho": -0.025, "theo": 1.3524, "change": -2.355, "open": 1.89, "high": 2.36, "low": 1.16, "tick": "down", "last_trade_price": 1.4, "last_trade_time": "2026-11-11T16:03:01", "percent_change": -62.7164, "prev_day_close": 1.37999999523163}, {"option": "SPY261120C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1824, "open_interest": 1007.0, "volume": 31.0, "delta": 0.87, "gamma": 0.0096, "vega": 0.2591, "theta": -0.2499, "rho": 0.1918, "theo": 25.527, "change": 8.77, "open": 21.5, "high": 26.65, "low": 21.5, "tick": "down", "last_trade_price": 25.89, "last_trade_time": "2026-11-11T14:40:39", "percent_change": 51.2266, "prev_day_close": 25.3800001144409}, {"option": "SPY261120P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1831, "open_interest": 13887.0, "volume": 16130.0, "delta": -0.1316, "gamma": 0.0098, "vega": 0.2615, "theta": -0.2562, "rho": -0.0257, "theo": 1.4376, "change": -2.5, "open": 2.04, "high": 2.4, "low": 1.26, "tick": "down", "last_trade_price": 1.46, "last_trade_time": "2026-11-11T16:07:24", "percent_change": -63.1313, "prev_day_close": 1.47000002861023}, {"option": "SPY261120C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1805, "open_interest": 976.0, "volume": 373.0, "delta": 0.8624, "gamma": 0.0101, "vega": 0.2691, "theta": -0.2578, "rho": 0.1903, "theo": 24.6141, "change": 8.12, "open": 21.33, "high": 25.51, "low": 20.49, "tick": "down", "last_trade_price": 24.46, "last_trade_time": "2026-11-11T15:43:51", "percent_change": 49.694, "prev_day_close": 24.4700002670288}, {"option": "SPY261120P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 3375.0, "volume": 1345.0, "delta": -0.139, "gamma": 0.0102, "vega": 0.2708, "theta": -0.2639, "rho": -0.0272, "theo": 1.5222, "change": -2.64, "open": 2.21, "high": 2.58, "low": 1.34, "tick": "no_change", "last_trade_price": 1.54, "last_trade_time": "2026-11-11T16:11:06", "percent_change": -63.1579, "prev_day_close": 1.55500000715256}, {"option": "SPY261120C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1786, "open_interest": 870.0, "volume": 7.0, "delta": 0.8544, "gamma": 0.0106, "vega": 0.2793, "theta": -0.2657, "rho": 0.1888, "theo": 23.7077, "change": 7.515, "open": 21.52, "high": 24.27, "low": 21.42, "tick": "down", "last_trade_price": 23.09, "last_trade_time": "2026-11-11T15:56:04", "percent_change": 48.2504, "prev_day_close": 23.5649995803833}, {"option": "SPY261120P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1792, "open_interest": 19055.0, "volume": 357.0, "delta": -0.1474, "gamma": 0.0108, "vega": 0.281, "theta": -0.2722, "rho": -0.0289, "theo": 1.619, "change": -2.765, "open": 2.38, "high": 2.68, "low": 1.4, "tick": "up", "last_trade_price": 1.65, "last_trade_time": "2026-11-11T16:09:52", "percent_change": -62.6274, "prev_day_close": 1.64999997615814}, {"option": "SPY261120C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1767, "open_interest": 3832.0, "volume": 108.0, "delta": 0.8459, "gamma": 0.0112, "vega": 0.2896, "theta": -0.2738, "rho": 0.1871, "theo": 22.8082, "change": 7.5, "open": 20.58, "high": 24.44, "low": 19.05, "tick": "down", "last_trade_price": 22.32, "last_trade_time": "2026-11-11T15:56:53", "percent_change": 50.6073, "prev_day_close": 22.6700000762939}, {"option": "SPY261120P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1772, "open_interest": 39292.0, "volume": 24884.0, "delta": -0.1557, "gamma": 0.0113, "vega": 0.2907, "theta": -0.28, "rho": -0.0307, "theo": 1.7145, "change": -2.935, "open": 2.49, "high": 2.96, "low": 1.46, "tick": "down", "last_trade_price": 1.72, "last_trade_time": "2026-11-11T16:13:32", "percent_change": -63.0505, "prev_day_close": 1.75999999046326}, {"option": "SPY261120C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 818.0, "volume": 30.0, "delta": 0.8368, "gamma": 0.0117, "vega": 0.3002, "theta": -0.282, "rho": 0.1853, "theo": 21.9159, "change": 8.225, "open": 19.29, "high": 22.3, "low": 18.4, "tick": "up", "last_trade_price": 22.3, "last_trade_time": "2026-11-11T15:02:48", "percent_change": 58.4369, "prev_day_close": 21.7800006866455}, {"option": "SPY261120P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1753, "open_interest": 2520.0, "volume": 569.0, "delta": -0.1648, "gamma": 0.0119, "vega": 0.3028, "theta": -0.2882, "rho": -0.0327, "theo": 1.8216, "change": -3.065, "open": 2.66, "high": 3.15, "low": 1.58, "tick": "down", "last_trade_price": 1.85, "last_trade_time": "2026-11-11T16:09:52", "percent_change": -62.3601, "prev_day_close": 1.87000000476837}, {"option": "SPY261120C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1732, "open_interest": 1454.0, "volume": 73.0, "delta": 0.8272, "gamma": 0.0123, "vega": 0.3112, "theta": -0.2902, "rho": 0.1834, "theo": 21.0313, "change": 7.515, "open": 18.46, "high": 22.15, "low": 17.35, "tick": "down", "last_trade_price": 20.86, "last_trade_time": "2026-11-11T15:22:43", "percent_change": 56.3132, "prev_day_close": 20.9049997329712}, {"option": "SPY261120P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 4188.0, "volume": 1067.0, "delta": -0.1746, "gamma": 0.0125, "vega": 0.3134, "theta": -0.2966, "rho": -0.0336, "theo": 1.9379, "change": -3.17, "open": 2.78, "high": 3.23, "low": 1.68, "tick": "up", "last_trade_price": 2.01, "last_trade_time": "2026-11-11T16:04:14", "percent_change": -61.1969, "prev_day_close": 1.98500001430511}, {"option": "SPY261120C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1711, "open_interest": 1693.0, "volume": 45.0, "delta": 0.817, "gamma": 0.0129, "vega": 0.3223, "theta": -0.2984, "rho": 0.1813, "theo": 20.1552, "change": 7.06, "open": 17.93, "high": 21.02, "low": 16.36, "tick": "up", "last_trade_price": 19.69, "last_trade_time": "2026-11-11T15:56:51", "percent_change": 55.8987, "prev_day_close": 20.0250005722046}, {"option": "SPY261120P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1714, "open_interest": 5845.0, "volume": 647.0, "delta": -0.185, "gamma": 0.0131, "vega": 0.3241, "theta": -0.3049, "rho": -0.0355, "theo": 2.0626, "change": -3.325, "open": 2.84, "high": 3.46, "low": 1.76, "tick": "no_change", "last_trade_price": 2.15, "last_trade_time": "2026-11-11T16:03:41", "percent_change": -60.7306, "prev_day_close": 2.10999989509583}, {"option": "SPY261120C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 1087.0, "volume": 25.0, "delta": 0.8062, "gamma": 0.0135, "vega": 0.3335, "theta": -0.3066, "rho": 0.179, "theo": 19.2882, "change": 7.48, "open": 17.41, "high": 20.15, "low": 16.18, "tick": "up", "last_trade_price": 19.4, "last_trade_time": "2026-11-11T14:43:41", "percent_change": 62.7517, "prev_day_close": 19.1700000762939}, {"option": "SPY261120P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 3697.0, "volume": 404.0, "delta": -0.1961, "gamma": 0.0137, "vega": 0.3348, "theta": -0.3132, "rho": -0.0378, "theo": 2.196, "change": -3.57, "open": 3.04, "high": 3.66, "low": 1.87, "tick": "no_change", "last_trade_price": 2.2, "last_trade_time": "2026-11-11T16:14:39", "percent_change": -61.8717, "prev_day_close": 2.25}, {"option": "SPY261120C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1675, "open_interest": 5376.0, "volume": 625.0, "delta": 0.7947, "gamma": 0.0142, "vega": 0.3447, "theta": -0.3148, "rho": 0.1767, "theo": 18.4308, "change": 6.825, "open": 15.93, "high": 20.31, "low": 15.0, "tick": "down", "last_trade_price": 18.05, "last_trade_time": "2026-11-11T15:59:04", "percent_change": 60.8018, "prev_day_close": 18.3150005340576}, {"option": "SPY261120P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 28287.0, "volume": 12263.0, "delta": -0.2077, "gamma": 0.0144, "vega": 0.3469, "theta": -0.3214, "rho": -0.0403, "theo": 2.3386, "change": -3.745, "open": 3.41, "high": 3.96, "low": 1.99, "tick": "up", "last_trade_price": 2.35, "last_trade_time": "2026-11-11T16:14:46", "percent_change": -61.4438, "prev_day_close": 2.40000009536743}, {"option": "SPY261120C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1651, "open_interest": 813.0, "volume": 19.0, "delta": 0.7825, "gamma": 0.0148, "vega": 0.356, "theta": -0.3228, "rho": 0.1742, "theo": 17.5835, "change": 7.44, "open": 15.2, "high": 18.25, "low": 14.29, "tick": "up", "last_trade_price": 18.0, "last_trade_time": "2026-11-11T14:53:36", "percent_change": 70.4545, "prev_day_close": 17.4649991989136}, {"option": "SPY261120P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 1977.0, "volume": 699.0, "delta": -0.2201, "gamma": 0.015, "vega": 0.3587, "theta": -0.3295, "rho": -0.0415, "theo": 2.4926, "change": -3.87, "open": 3.6, "high": 4.18, "low": 2.12, "tick": "down", "last_trade_price": 2.56, "last_trade_time": "2026-11-11T16:00:14", "percent_change": -60.1866, "prev_day_close": 2.55499994754791}, {"option": "SPY261120C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1631, "open_interest": 883.0, "volume": 108.0, "delta": 0.7696, "gamma": 0.0155, "vega": 0.3675, "theta": -0.3305, "rho": 0.1715, "theo": 16.7472, "change": 6.64, "open": 14.38, "high": 18.51, "low": 13.51, "tick": "down", "last_trade_price": 16.55, "last_trade_time": "2026-11-11T15:24:00", "percent_change": 67.003, "prev_day_close": 16.6399993896484}, {"option": "SPY261120P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1637, "open_interest": 2442.0, "volume": 667.0, "delta": -0.2336, "gamma": 0.0157, "vega": 0.3699, "theta": -0.3376, "rho": -0.0438, "theo": 2.6622, "change": -4.08, "open": 3.64, "high": 4.32, "low": 2.27, "tick": "up", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T16:08:54", "percent_change": -60.177, "prev_day_close": 2.73000001907349}, {"option": "SPY261120C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1613, "open_interest": 786.0, "volume": 124.0, "delta": 0.756, "gamma": 0.0162, "vega": 0.3789, "theta": -0.3381, "rho": 0.1686, "theo": 15.9227, "change": 6.19, "open": 13.81, "high": 16.91, "low": 12.91, "tick": "down", "last_trade_price": 15.47, "last_trade_time": "2026-11-11T15:54:09", "percent_change": 66.7026, "prev_day_close": 15.8199996948242}, {"option": "SPY261120P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 3307.0, "volume": 1027.0, "delta": -0.2471, "gamma": 0.0164, "vega": 0.3803, "theta": -0.3451, "rho": -0.0465, "theo": 2.835, "change": -4.345, "open": 4.11, "high": 4.7, "low": 2.42, "tick": "down", "last_trade_price": 2.81, "last_trade_time": "2026-11-11T16:13:50", "percent_change": -60.7268, "prev_day_close": 2.90500009059906}, {"option": "SPY261120C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1596, "open_interest": 4331.0, "volume": 4237.0, "delta": 0.7417, "gamma": 0.0169, "vega": 0.3899, "theta": -0.3453, "rho": 0.1655, "theo": 15.1107, "change": 5.91, "open": 12.88, "high": 16.95, "low": 11.98, "tick": "no_change", "last_trade_price": 14.57, "last_trade_time": "2026-11-11T15:54:03", "percent_change": 68.2448, "prev_day_close": 15.0199999809265}, {"option": "SPY261120P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 3390.0, "volume": 1581.0, "delta": -0.2617, "gamma": 0.0171, "vega": 0.3919, "theta": -0.3525, "rho": -0.0497, "theo": 3.0237, "change": -4.27, "open": 4.13, "high": 4.93, "low": 2.58, "tick": "up", "last_trade_price": 3.27, "last_trade_time": "2026-11-11T15:59:39", "percent_change": -56.6313, "prev_day_close": 3.09999990463257}, {"option": "SPY261120C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 14348.0, "volume": 7982.0, "delta": 0.7266, "gamma": 0.0176, "vega": 0.4007, "theta": -0.3521, "rho": 0.1623, "theo": 14.3118, "change": 5.93, "open": 12.3, "high": 16.11, "low": 11.06, "tick": "up", "last_trade_price": 13.99, "last_trade_time": "2026-11-11T15:59:04", "percent_change": 73.5732, "prev_day_close": 14.2150001525879}, {"option": "SPY261120P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 55813.0, "volume": 21297.0, "delta": -0.2771, "gamma": 0.0178, "vega": 0.4033, "theta": -0.3594, "rho": -0.0511, "theo": 3.2272, "change": -4.74, "open": 4.59, "high": 5.35, "low": 2.75, "tick": "down", "last_trade_price": 3.22, "last_trade_time": "2026-11-11T16:14:14", "percent_change": -59.5477, "prev_day_close": 3.30499994754791}, {"option": "SPY261120C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1566, "open_interest": 1174.0, "volume": 793.0, "delta": 0.7107, "gamma": 0.0183, "vega": 0.4114, "theta": -0.3584, "rho": 0.1589, "theo": 13.5269, "change": 5.69, "open": 11.55, "high": 15.27, "low": 10.39, "tick": "down", "last_trade_price": 13.18, "last_trade_time": "2026-11-11T15:58:37", "percent_change": 75.968, "prev_day_close": 13.4450001716614}, {"option": "SPY261120P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 4294.0, "volume": 554.0, "delta": -0.2934, "gamma": 0.0186, "vega": 0.4134, "theta": -0.3658, "rho": -0.0535, "theo": 3.4454, "change": -4.86, "open": 4.9, "high": 5.54, "low": 2.94, "tick": "no_change", "last_trade_price": 3.53, "last_trade_time": "2026-11-11T16:04:57", "percent_change": -57.9261, "prev_day_close": 3.52499997615814}, {"option": "SPY261120C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 3851.0, "volume": 217.0, "delta": 0.694, "gamma": 0.019, "vega": 0.4217, "theta": -0.3641, "rho": 0.1552, "theo": 12.757, "change": 6.085, "open": 10.86, "high": 14.44, "low": 9.85, "tick": "down", "last_trade_price": 13.02, "last_trade_time": "2026-11-11T14:42:57", "percent_change": 87.7433, "prev_day_close": 12.6599998474121}, {"option": "SPY261120P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1543, "open_interest": 5582.0, "volume": 2567.0, "delta": -0.3104, "gamma": 0.0193, "vega": 0.4229, "theta": -0.3717, "rho": -0.0571, "theo": 3.6779, "change": -5.11, "open": 5.26, "high": 5.98, "low": 3.15, "tick": "down", "last_trade_price": 3.73, "last_trade_time": "2026-11-11T16:10:52", "percent_change": -57.8054, "prev_day_close": 3.75999999046326}, {"option": "SPY261120C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 2190.0, "volume": 434.0, "delta": 0.6765, "gamma": 0.0196, "vega": 0.4313, "theta": -0.3692, "rho": 0.1515, "theo": 12.003, "change": 5.715, "open": 10.24, "high": 13.64, "low": 9.12, "tick": "up", "last_trade_price": 12.12, "last_trade_time": "2026-11-11T15:46:23", "percent_change": 89.2272, "prev_day_close": 11.9050002098084}, {"option": "SPY261120P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1525, "open_interest": 2866.0, "volume": 802.0, "delta": -0.3282, "gamma": 0.02, "vega": 0.4338, "theta": -0.377, "rho": -0.059, "theo": 3.9254, "change": -5.335, "open": 5.53, "high": 6.37, "low": 3.36, "tick": "down", "last_trade_price": 3.98, "last_trade_time": "2026-11-11T16:00:25", "percent_change": -57.2732, "prev_day_close": 4.01500010490418}, {"option": "SPY261120C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1505, "open_interest": 1868.0, "volume": 322.0, "delta": 0.6581, "gamma": 0.0203, "vega": 0.4403, "theta": -0.3735, "rho": 0.1475, "theo": 11.2655, "change": 5.535, "open": 9.3, "high": 12.88, "low": 8.46, "tick": "down", "last_trade_price": 11.43, "last_trade_time": "2026-11-11T15:39:15", "percent_change": 93.8931, "prev_day_close": 11.1749997138977}, {"option": "SPY261120P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1505, "open_interest": 2052.0, "volume": 974.0, "delta": -0.347, "gamma": 0.0207, "vega": 0.4421, "theta": -0.3813, "rho": -0.0618, "theo": 4.193, "change": -5.655, "open": 6.07, "high": 6.72, "low": 3.65, "tick": "no_change", "last_trade_price": 4.16, "last_trade_time": "2026-11-11T16:13:55", "percent_change": -57.6159, "prev_day_close": 4.28500008583069}, {"option": "SPY261120C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1485, "open_interest": 15917.0, "volume": 4357.0, "delta": 0.6393, "gamma": 0.021, "vega": 0.4487, "theta": -0.3769, "rho": 0.1434, "theo": 10.5565, "change": 5.105, "open": 8.88, "high": 12.12, "low": 7.82, "tick": "up", "last_trade_price": 10.52, "last_trade_time": "2026-11-11T16:13:03", "percent_change": 94.2752, "prev_day_close": 10.4699997901916}, {"option": "SPY261120P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1489, "open_interest": 19874.0, "volume": 7939.0, "delta": -0.3667, "gamma": 0.0214, "vega": 0.4499, "theta": -0.385, "rho": -0.0652, "theo": 4.4776, "change": -5.865, "open": 6.23, "high": 7.15, "low": 3.81, "tick": "up", "last_trade_price": 4.47, "last_trade_time": "2026-11-11T16:14:28", "percent_change": -56.7489, "prev_day_close": 4.5699999332428}, {"option": "SPY261120C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1467, "open_interest": 3768.0, "volume": 3241.0, "delta": 0.619, "gamma": 0.0216, "vega": 0.4563, "theta": -0.3795, "rho": 0.1389, "theo": 9.8447, "change": 4.885, "open": 8.35, "high": 11.39, "low": 7.2, "tick": "up", "last_trade_price": 9.83, "last_trade_time": "2026-11-11T16:12:10", "percent_change": 98.7867, "prev_day_close": 9.77500009536743}, {"option": "SPY261120P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 6304.0, "volume": 5849.0, "delta": -0.3871, "gamma": 0.022, "vega": 0.4569, "theta": -0.3877, "rho": -0.0696, "theo": 4.7796, "change": -6.075, "open": 6.67, "high": 7.58, "low": 4.1, "tick": "down", "last_trade_price": 4.8, "last_trade_time": "2026-11-11T16:10:40", "percent_change": -55.8621, "prev_day_close": 4.875}, {"option": "SPY261120C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 1465.0, "volume": 1698.0, "delta": 0.5982, "gamma": 0.0222, "vega": 0.4627, "theta": -0.381, "rho": 0.1344, "theo": 9.1634, "change": 4.22, "open": 7.67, "high": 10.64, "low": 6.71, "tick": "no_change", "last_trade_price": 8.73, "last_trade_time": "2026-11-11T15:54:35", "percent_change": 93.5698, "prev_day_close": 9.0750002861023}, {"option": "SPY261120P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1451, "open_interest": 20442.0, "volume": 3132.0, "delta": -0.4087, "gamma": 0.0226, "vega": 0.4637, "theta": -0.3892, "rho": -0.0707, "theo": 5.1089, "change": -6.355, "open": 7.05, "high": 8.02, "low": 4.38, "tick": "no_change", "last_trade_price": 5.1, "last_trade_time": "2026-11-11T16:14:49", "percent_change": -55.478, "prev_day_close": 5.20000004768372}, {"option": "SPY261120C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 1394.0, "volume": 3797.0, "delta": 0.5767, "gamma": 0.0228, "vega": 0.4682, "theta": -0.3814, "rho": 0.1296, "theo": 8.5027, "change": 4.445, "open": 7.07, "high": 10.0, "low": 6.16, "tick": "up", "last_trade_price": 8.54, "last_trade_time": "2026-11-11T16:00:27", "percent_change": 108.547, "prev_day_close": 8.43499994277954}, {"option": "SPY261120P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 3471.0, "volume": 2848.0, "delta": -0.4305, "gamma": 0.0232, "vega": 0.4684, "theta": -0.3898, "rho": -0.0739, "theo": 5.45, "change": -6.59, "open": 7.24, "high": 8.35, "low": 4.7, "tick": "down", "last_trade_price": 5.47, "last_trade_time": "2026-11-11T16:00:24", "percent_change": -54.6434, "prev_day_close": 5.54999995231628}, {"option": "SPY261120C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 2563.0, "volume": 7577.0, "delta": 0.5544, "gamma": 0.0232, "vega": 0.4724, "theta": -0.3806, "rho": 0.1246, "theo": 7.8641, "change": 4.11, "open": 6.57, "high": 9.3, "low": 5.7, "tick": "up", "last_trade_price": 7.81, "last_trade_time": "2026-11-11T16:11:12", "percent_change": 111.081, "prev_day_close": 7.79999995231628}, {"option": "SPY261120P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 2778.0, "volume": 2432.0, "delta": -0.4533, "gamma": 0.0237, "vega": 0.4722, "theta": -0.3891, "rho": -0.0787, "theo": 5.8162, "change": -6.825, "open": 7.67, "high": 8.67, "low": 5.0, "tick": "down", "last_trade_price": 5.85, "last_trade_time": "2026-11-11T16:13:21", "percent_change": -53.8462, "prev_day_close": 5.91999983787537}, {"option": "SPY261120C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 10946.0, "volume": 7417.0, "delta": 0.5317, "gamma": 0.0237, "vega": 0.4752, "theta": -0.3785, "rho": 0.1196, "theo": 7.2576, "change": 3.905, "open": 6.01, "high": 8.68, "low": 5.08, "tick": "down", "last_trade_price": 7.24, "last_trade_time": "2026-11-11T16:14:33", "percent_change": 117.091, "prev_day_close": 7.1800000667572}, {"option": "SPY261120P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1399, "open_interest": 18984.0, "volume": 9786.0, "delta": -0.4769, "gamma": 0.0242, "vega": 0.4742, "theta": -0.387, "rho": -0.0797, "theo": 6.2077, "change": -7.12, "open": 8.47, "high": 9.4, "low": 5.32, "tick": "no_change", "last_trade_price": 6.2, "last_trade_time": "2026-11-11T16:14:55", "percent_change": -53.4535, "prev_day_close": 6.31000018119812}, {"option": "SPY261120C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 2680.0, "volume": 5643.0, "delta": 0.508, "gamma": 0.024, "vega": 0.4765, "theta": -0.3752, "rho": 0.1144, "theo": 6.6655, "change": 3.56, "open": 5.53, "high": 8.02, "low": 4.75, "tick": "up", "last_trade_price": 6.55, "last_trade_time": "2026-11-11T16:10:02", "percent_change": 119.064, "prev_day_close": 6.59500002861023}, {"option": "SPY261120P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 4887.0, "volume": 4549.0, "delta": -0.5013, "gamma": 0.0246, "vega": 0.4749, "theta": -0.3836, "rho": -0.0829, "theo": 6.6251, "change": -7.205, "open": 8.78, "high": 9.26, "low": 5.68, "tick": "down", "last_trade_price": 6.79, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -51.4827, "prev_day_close": 6.72999978065491}, {"option": "SPY261120C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 3531.0, "volume": 7047.0, "delta": 0.4838, "gamma": 0.0243, "vega": 0.4762, "theta": -0.3704, "rho": 0.1089, "theo": 6.0987, "change": 3.32, "open": 5.0, "high": 7.42, "low": 4.15, "tick": "down", "last_trade_price": 5.99, "last_trade_time": "2026-11-11T16:10:02", "percent_change": 124.345, "prev_day_close": 6.02999997138977}, {"option": "SPY261120P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1365, "open_interest": 4780.0, "volume": 1755.0, "delta": -0.5262, "gamma": 0.0249, "vega": 0.4747, "theta": -0.3788, "rho": -0.088, "theo": 7.0652, "change": -7.635, "open": 9.65, "high": 9.65, "low": 6.08, "tick": "down", "last_trade_price": 7.04, "last_trade_time": "2026-11-11T16:14:16", "percent_change": -52.0273, "prev_day_close": 7.16999983787537}, {"option": "SPY261120C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1346, "open_interest": 2124.0, "volume": 3022.0, "delta": 0.459, "gamma": 0.0245, "vega": 0.4743, "theta": -0.3642, "rho": 0.1034, "theo": 5.558, "change": 3.15, "open": 4.55, "high": 6.84, "low": 3.94, "tick": "no_change", "last_trade_price": 5.52, "last_trade_time": "2026-11-11T16:12:33", "percent_change": 132.911, "prev_day_close": 5.49499988555908}, {"option": "SPY261120P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1347, "open_interest": 4228.0, "volume": 1177.0, "delta": -0.5516, "gamma": 0.0251, "vega": 0.4703, "theta": -0.3724, "rho": -0.0877, "theo": 7.5351, "change": -7.855, "open": 10.0, "high": 11.05, "low": 6.49, "tick": "down", "last_trade_price": 7.55, "last_trade_time": "2026-11-11T16:11:15", "percent_change": -50.9899, "prev_day_close": 7.64499998092651}, {"option": "SPY261120C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1331, "open_interest": 3517.0, "volume": 1832.0, "delta": 0.4339, "gamma": 0.0246, "vega": 0.4705, "theta": -0.3566, "rho": 0.0978, "theo": 5.0442, "change": 2.95, "open": 4.22, "high": 6.25, "low": 3.48, "tick": "up", "last_trade_price": 5.05, "last_trade_time": "2026-11-11T16:13:56", "percent_change": 140.476, "prev_day_close": 4.97999978065491}, {"option": "SPY261120P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1328, "open_interest": 3435.0, "volume": 284.0, "delta": -0.578, "gamma": 0.0252, "vega": 0.4661, "theta": -0.3645, "rho": -0.0917, "theo": 8.0406, "change": -8.255, "open": 10.67, "high": 11.79, "low": 6.97, "tick": "down", "last_trade_price": 7.9, "last_trade_time": "2026-11-11T15:39:45", "percent_change": -51.0987, "prev_day_close": 8.13000011444092}, {"option": "SPY261120C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1315, "open_interest": 14766.0, "volume": 11656.0, "delta": 0.4085, "gamma": 0.0246, "vega": 0.4648, "theta": -0.3475, "rho": 0.0921, "theo": 4.5586, "change": 2.695, "open": 3.78, "high": 5.71, "low": 2.99, "tick": "down", "last_trade_price": 4.55, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 145.283, "prev_day_close": 4.50500011444092}, {"option": "SPY261120P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 13616.0, "volume": 1995.0, "delta": -0.6041, "gamma": 0.0252, "vega": 0.4608, "theta": -0.3554, "rho": -0.0935, "theo": 8.5639, "change": -8.35, "open": 10.66, "high": 12.46, "low": 7.39, "tick": "down", "last_trade_price": 8.57, "last_trade_time": "2026-11-11T16:13:21", "percent_change": -49.3499, "prev_day_close": 8.65499973297119}, {"option": "SPY261120C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 8430.0, "volume": 6500.0, "delta": 0.3829, "gamma": 0.0244, "vega": 0.4573, "theta": -0.3371, "rho": 0.0864, "theo": 4.1015, "change": 2.46, "open": 3.7, "high": 5.17, "low": 2.72, "tick": "down", "last_trade_price": 4.08, "last_trade_time": "2026-11-11T16:11:35", "percent_change": 151.852, "prev_day_close": 4.04999995231628}, {"option": "SPY261120P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 4148.0, "volume": 95.0, "delta": -0.6305, "gamma": 0.025, "vega": 0.4488, "theta": -0.3444, "rho": -0.0945, "theo": 9.1227, "change": -8.58, "open": 12.31, "high": 12.31, "low": 8.03, "tick": "down", "last_trade_price": 9.14, "last_trade_time": "2026-11-11T14:30:36", "percent_change": -48.4199, "prev_day_close": 9.22499990463257}, {"option": "SPY261120C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 4539.0, "volume": 1117.0, "delta": 0.3573, "gamma": 0.0242, "vega": 0.4477, "theta": -0.3254, "rho": 0.0806, "theo": 3.6733, "change": 2.18, "open": 3.06, "high": 4.7, "low": 2.41, "tick": "down", "last_trade_price": 3.6, "last_trade_time": "2026-11-11T16:09:56", "percent_change": 153.521, "prev_day_close": 3.62000000476837}, {"option": "SPY261120P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1279, "open_interest": 4803.0, "volume": 38.0, "delta": -0.657, "gamma": 0.0248, "vega": 0.44, "theta": -0.3324, "rho": -0.0995, "theo": 9.7079, "change": -8.42, "open": 13.14, "high": 13.14, "low": 9.61, "tick": "up", "last_trade_price": 10.12, "last_trade_time": "2026-11-11T15:59:21", "percent_change": -45.4153, "prev_day_close": 9.78999996185303}, {"option": "SPY261120C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 3825.0, "volume": 1435.0, "delta": 0.3319, "gamma": 0.0238, "vega": 0.4363, "theta": -0.3124, "rho": 0.0748, "theo": 3.2746, "change": 2.07, "open": 2.76, "high": 4.26, "low": 2.09, "tick": "up", "last_trade_price": 3.3, "last_trade_time": "2026-11-11T16:12:03", "percent_change": 168.293, "prev_day_close": 3.22000002861023}, {"option": "SPY261120P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1263, "open_interest": 8406.0, "volume": 79.0, "delta": -0.6832, "gamma": 0.0244, "vega": 0.4254, "theta": -0.3191, "rho": -0.0979, "theo": 10.3232, "change": -9.035, "open": 14.0, "high": 14.0, "low": 9.1, "tick": "down", "last_trade_price": 10.34, "last_trade_time": "2026-11-11T16:14:39", "percent_change": -46.6323, "prev_day_close": 10.4049997329712}, {"option": "SPY261120C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 4376.0, "volume": 561.0, "delta": 0.3068, "gamma": 0.0232, "vega": 0.4231, "theta": -0.2983, "rho": 0.0692, "theo": 2.905, "change": 1.785, "open": 2.46, "high": 3.8, "low": 1.83, "tick": "down", "last_trade_price": 2.85, "last_trade_time": "2026-11-11T16:10:26", "percent_change": 167.606, "prev_day_close": 2.85999989509582}, {"option": "SPY261120P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 4648.0, "volume": 83.0, "delta": -0.7094, "gamma": 0.024, "vega": 0.4095, "theta": -0.3046, "rho": -0.1004, "theo": 10.972, "change": -9.28, "open": 14.13, "high": 14.13, "low": 9.62, "tick": "up", "last_trade_price": 11.2, "last_trade_time": "2026-11-11T15:52:54", "percent_change": -45.3125, "prev_day_close": 11.0699996948242}, {"option": "SPY261120C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 29083.0, "volume": 19427.0, "delta": 0.2821, "gamma": 0.0226, "vega": 0.408, "theta": -0.2832, "rho": 0.0636, "theo": 2.5645, "change": 1.61, "open": 2.18, "high": 3.42, "low": 1.61, "tick": "no_change", "last_trade_price": 2.53, "last_trade_time": "2026-11-11T16:12:33", "percent_change": 175.0, "prev_day_close": 2.51999998092651}, {"option": "SPY261120P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1231, "open_interest": 21385.0, "volume": 483.0, "delta": -0.7351, "gamma": 0.0234, "vega": 0.3962, "theta": -0.2896, "rho": -0.1029, "theo": 11.6457, "change": -9.475, "open": 14.75, "high": 15.41, "low": 10.16, "tick": "down", "last_trade_price": 11.65, "last_trade_time": "2026-11-11T16:00:22", "percent_change": -44.8521, "prev_day_close": 11.7300000190735}, {"option": "SPY261120C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 2922.0, "volume": 943.0, "delta": 0.2581, "gamma": 0.0218, "vega": 0.3915, "theta": -0.2673, "rho": 0.0582, "theo": 2.2527, "change": 1.44, "open": 1.96, "high": 3.05, "low": 1.48, "tick": "up", "last_trade_price": 2.23, "last_trade_time": "2026-11-11T16:12:45", "percent_change": 182.278, "prev_day_close": 2.21000003814697}, {"option": "SPY261120P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.122, "open_interest": 4589.0, "volume": 83.0, "delta": -0.7601, "gamma": 0.0227, "vega": 0.3719, "theta": -0.2736, "rho": -0.0987, "theo": 12.3554, "change": -9.985, "open": 15.43, "high": 15.98, "low": 10.85, "tick": "up", "last_trade_price": 12.37, "last_trade_time": "2026-11-11T15:25:15", "percent_change": -44.6656, "prev_day_close": 12.4549999237061}, {"option": "SPY261120C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.122, "open_interest": 10756.0, "volume": 9865.0, "delta": 0.2349, "gamma": 0.021, "vega": 0.3735, "theta": -0.2507, "rho": 0.0529, "theo": 1.9686, "change": 1.285, "open": 1.75, "high": 2.7, "low": 1.21, "tick": "down", "last_trade_price": 1.96, "last_trade_time": "2026-11-11T16:13:27", "percent_change": 190.37, "prev_day_close": 1.92499995231628}, {"option": "SPY261120P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 5201.0, "volume": 52.0, "delta": -0.7847, "gamma": 0.022, "vega": 0.3547, "theta": -0.2582, "rho": -0.1017, "theo": 13.0901, "change": -9.81, "open": 16.62, "high": 17.42, "low": 12.6, "tick": "up", "last_trade_price": 13.15, "last_trade_time": "2026-11-11T16:01:28", "percent_change": -42.7265, "prev_day_close": 13.164999961853}, {"option": "SPY261120C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1208, "open_interest": 6811.0, "volume": 6866.0, "delta": 0.2125, "gamma": 0.02, "vega": 0.3542, "theta": -0.2337, "rho": 0.0479, "theo": 1.7117, "change": 1.155, "open": 1.49, "high": 2.39, "low": 1.06, "tick": "up", "last_trade_price": 1.73, "last_trade_time": "2026-11-11T16:13:44", "percent_change": 200.87, "prev_day_close": 1.66999995708466}, {"option": "SPY261120P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 2004.0, "volume": 36.0, "delta": -0.8082, "gamma": 0.0211, "vega": 0.3314, "theta": -0.2418, "rho": -0.0934, "theo": 13.8546, "change": -11.28, "open": 16.65, "high": 17.44, "low": 12.51, "tick": "up", "last_trade_price": 12.54, "last_trade_time": "2026-11-11T13:37:27", "percent_change": -47.3552, "prev_day_close": 13.9400000572205}, {"option": "SPY261120C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 3004.0, "volume": 915.0, "delta": 0.1913, "gamma": 0.0189, "vega": 0.3341, "theta": -0.2165, "rho": 0.0431, "theo": 1.4805, "change": 0.96, "open": 1.3, "high": 2.08, "low": 0.91, "tick": "up", "last_trade_price": 1.45, "last_trade_time": "2026-11-11T16:05:57", "percent_change": 195.918, "prev_day_close": 1.43999999761581}, {"option": "SPY261120P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1174, "open_interest": 1372.0, "volume": 18.0, "delta": -0.8314, "gamma": 0.0202, "vega": 0.3053, "theta": -0.2286, "rho": -0.0966, "theo": 14.6488, "change": -10.52, "open": 17.48, "high": 17.77, "low": 14.0, "tick": "up", "last_trade_price": 14.61, "last_trade_time": "2026-11-11T15:28:27", "percent_change": -41.8623, "prev_day_close": 14.7300000190735}, {"option": "SPY261120C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1188, "open_interest": 19809.0, "volume": 13358.0, "delta": 0.1709, "gamma": 0.0178, "vega": 0.3127, "theta": -0.199, "rho": 0.0385, "theo": 1.2712, "change": 0.865, "open": 1.15, "high": 1.83, "low": 0.76, "tick": "up", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T16:13:40", "percent_change": 208.434, "prev_day_close": 1.24000000953674}, {"option": "SPY261120P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1159, "open_interest": 3480.0, "volume": 132.0, "delta": -0.8531, "gamma": 0.0193, "vega": 0.2848, "theta": -0.2144, "rho": -0.0932, "theo": 15.4651, "change": -10.255, "open": 18.12, "high": 19.39, "low": 13.61, "tick": "down", "last_trade_price": 15.37, "last_trade_time": "2026-11-11T16:12:04", "percent_change": -40.0195, "prev_day_close": 15.5650000572205}, {"option": "SPY261120C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 3915.0, "volume": 759.0, "delta": 0.1523, "gamma": 0.0166, "vega": 0.2918, "theta": -0.1823, "rho": 0.0343, "theo": 1.0913, "change": 0.725, "open": 1.0, "high": 1.55, "low": 0.67, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 204.225, "prev_day_close": 1.06000000238419}, {"option": "SPY261120P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1146, "open_interest": 85.0, "volume": 0.0, "delta": -0.8742, "gamma": 0.0184, "vega": 0.2527, "theta": -0.202, "rho": -0.0856, "theo": 16.3131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.9, "last_trade_time": "2026-11-09T15:35:03", "percent_change": 0.0, "prev_day_close": 16.4049997329712}, {"option": "SPY261120C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 4329.0, "volume": 1178.0, "delta": 0.1348, "gamma": 0.0154, "vega": 0.2704, "theta": -0.1656, "rho": 0.0303, "theo": 0.9303, "change": 0.615, "open": 0.88, "high": 1.4, "low": 0.59, "tick": "up", "last_trade_price": 0.92, "last_trade_time": "2026-11-11T16:01:26", "percent_change": 201.639, "prev_day_close": 0.900000005960464}, {"option": "SPY261120P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 125.0, "volume": 21.0, "delta": -0.8939, "gamma": 0.0174, "vega": 0.2308, "theta": -0.1897, "rho": -0.0853, "theo": 17.1785, "change": -11.29, "open": 20.9, "high": 21.54, "low": 16.5, "tick": "down", "last_trade_price": 16.5, "last_trade_time": "2026-11-11T13:08:53", "percent_change": -40.6261, "prev_day_close": 17.335000038147}, {"option": "SPY261120C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1161, "open_interest": 6078.0, "volume": 3210.0, "delta": 0.1187, "gamma": 0.0142, "vega": 0.249, "theta": -0.1496, "rho": 0.0267, "theo": 0.7897, "change": 0.515, "open": 0.79, "high": 1.19, "low": 0.48, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T16:12:42", "percent_change": 201.961, "prev_day_close": 0.759999990463257}, {"option": "SPY261120P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 12.0, "volume": 3.0, "delta": -0.9129, "gamma": 0.0167, "vega": 0.1992, "theta": -0.1749, "rho": -0.0686, "theo": 18.0739, "change": -12.575, "open": 17.36, "high": 17.36, "low": 16.07, "tick": "up", "last_trade_price": 16.16, "last_trade_time": "2026-11-11T13:51:10", "percent_change": -43.762, "prev_day_close": 17.9349994659424}, {"option": "SPY261120C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 3367.0, "volume": 772.0, "delta": 0.104, "gamma": 0.013, "vega": 0.2282, "theta": -0.1344, "rho": 0.0234, "theo": 0.6677, "change": 0.425, "open": 0.66, "high": 1.0, "low": 0.44, "tick": "up", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T16:11:09", "percent_change": 197.674, "prev_day_close": 0.639999985694885}, {"option": "SPY261120P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 28.0, "volume": 0.0, "delta": -0.9305, "gamma": 0.0158, "vega": 0.1711, "theta": -0.1588, "rho": -0.0682, "theo": 18.9852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.24, "last_trade_time": "2026-11-06T10:33:42", "percent_change": 0.0, "prev_day_close": 19.1499996185303}, {"option": "SPY261120C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1147, "open_interest": 23290.0, "volume": 12447.0, "delta": 0.0905, "gamma": 0.0118, "vega": 0.2076, "theta": -0.1199, "rho": 0.0203, "theo": 0.5615, "change": 0.375, "open": 0.59, "high": 0.89, "low": 0.36, "tick": "no_change", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T16:14:40", "percent_change": 202.703, "prev_day_close": 0.545000016689301}, {"option": "SPY261120P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 640.0, "volume": 80.0, "delta": -0.9468, "gamma": 0.0144, "vega": 0.1437, "theta": -0.144, "rho": -0.0436, "theo": 19.9209, "change": -10.315, "open": 24.25, "high": 24.25, "low": 18.01, "tick": "no_change", "last_trade_price": 20.34, "last_trade_time": "2026-11-11T15:53:45", "percent_change": -33.6487, "prev_day_close": 19.7150001525879}, {"option": "SPY261120C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 5628.0, "volume": 951.0, "delta": 0.0788, "gamma": 0.0107, "vega": 0.1887, "theta": -0.1069, "rho": 0.0177, "theo": 0.4736, "change": 0.305, "open": 0.54, "high": 0.74, "low": 0.37, "tick": "up", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 184.848, "prev_day_close": 0.454999998211861}, {"option": "SPY261120P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 2.0, "volume": 0.0, "delta": -0.9612, "gamma": 0.0127, "vega": 0.1117, "theta": -0.1251, "rho": -0.0442, "theo": 20.8732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.9, "last_trade_time": "2026-11-10T14:58:51", "percent_change": 0.0, "prev_day_close": 21.0450000762939}, {"option": "SPY261120C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 4131.0, "volume": 1256.0, "delta": 0.0683, "gamma": 0.0096, "vega": 0.1705, "theta": -0.0948, "rho": 0.0153, "theo": 0.398, "change": 0.225, "open": 0.46, "high": 0.63, "low": 0.28, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T15:59:11", "percent_change": 155.172, "prev_day_close": 0.379999995231628}, {"option": "SPY261120P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 4.0, "volume": 0.0, "delta": -0.9733, "gamma": 0.0106, "vega": 0.0881, "theta": -0.1127, "rho": -0.018, "theo": 21.8392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 33.25, "last_trade_time": "2026-11-10T15:17:22", "percent_change": 0.0, "prev_day_close": 22.0250005722046}, {"option": "SPY261120C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 7665.0, "volume": 5649.0, "delta": 0.0591, "gamma": 0.0086, "vega": 0.1535, "theta": -0.0838, "rho": 0.0132, "theo": 0.3344, "change": 0.205, "open": 0.39, "high": 0.56, "low": 0.28, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T16:11:51", "percent_change": 164.0, "prev_day_close": 0.320000007748604}, {"option": "SPY261120P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 2.0, "volume": 0.0, "delta": -0.9823, "gamma": 0.008, "vega": 0.0617, "theta": -0.1008, "rho": -0.0182, "theo": 22.822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.2, "last_trade_time": "2026-11-09T09:50:39", "percent_change": 0.0, "prev_day_close": 23.0200004577637}, {"option": "SPY261120C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 2198.0, "volume": 564.0, "delta": 0.0511, "gamma": 0.0077, "vega": 0.138, "theta": -0.074, "rho": 0.0114, "theo": 0.2814, "change": 0.175, "open": 0.36, "high": 0.48, "low": 0.21, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:45:50", "percent_change": 166.667, "prev_day_close": 0.265000000596046}, {"option": "SPY261120P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1174, "open_interest": 0.0, "volume": 0.0, "delta": -0.9901, "gamma": 0.0057, "vega": 0.0404, "theta": -0.0906, "rho": -0.0057, "theo": 23.8073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.78, "last_trade_time": "2026-11-05T15:49:16", "percent_change": 0.0, "prev_day_close": 23.9850006103516}, {"option": "SPY261120C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 16300.0, "volume": 3234.0, "delta": 0.044, "gamma": 0.0068, "vega": 0.1236, "theta": -0.0653, "rho": 0.0098, "theo": 0.2369, "change": 0.145, "open": 0.31, "high": 0.41, "low": 0.19, "tick": "up", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T16:11:45", "percent_change": 152.632, "prev_day_close": 0.225000001490116}, {"option": "SPY261120P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1212, "open_interest": 50.0, "volume": 7.0, "delta": -0.9938, "gamma": 0.0037, "vega": 0.027, "theta": -0.0885, "rho": -0.0034, "theo": 24.804, "change": -10.705, "open": 28.5, "high": 28.5, "low": 24.7, "tick": "down", "last_trade_price": 25.01, "last_trade_time": "2026-11-11T15:52:16", "percent_change": -29.9734, "prev_day_close": 24.9900007247925}, {"option": "SPY261120C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1146, "open_interest": 2934.0, "volume": 811.0, "delta": 0.0382, "gamma": 0.006, "vega": 0.1111, "theta": -0.0578, "rho": 0.0085, "theo": 0.2013, "change": 0.085, "open": 0.29, "high": 0.35, "low": 0.17, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T15:59:39", "percent_change": 100.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261120P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 4.0, "volume": 4.0, "delta": -0.9968, "gamma": 0.0021, "vega": 0.0157, "theta": -0.086, "rho": -0.0034, "theo": 25.8015, "change": -13.175, "open": 23.75, "high": 23.75, "low": 23.75, "tick": "down", "last_trade_price": 23.75, "last_trade_time": "2026-11-11T13:41:41", "percent_change": -35.6804, "prev_day_close": 25.9900007247925}, {"option": "SPY261120C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 2722.0, "volume": 292.0, "delta": 0.0332, "gamma": 0.0054, "vega": 0.0997, "theta": -0.0512, "rho": 0.0074, "theo": 0.1711, "change": 0.085, "open": 0.25, "high": 0.3, "low": 0.15, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T16:13:18", "percent_change": 113.333, "prev_day_close": 0.16499999910593}, {"option": "SPY261120P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1288, "open_interest": 0.0, "volume": 0.0, "delta": -0.9988, "gamma": 0.001, "vega": 0.0068, "theta": -0.0845, "rho": 0.0, "theo": 26.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.51, "last_trade_time": "2026-11-05T16:11:27", "percent_change": 0.0, "prev_day_close": 26.9900007247925}, {"option": "SPY261120C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1149, "open_interest": 2389.0, "volume": 199.0, "delta": 0.0289, "gamma": 0.0048, "vega": 0.0897, "theta": -0.0456, "rho": 0.0064, "theo": 0.1469, "change": 0.055, "open": 0.21, "high": 0.26, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T16:04:03", "percent_change": 73.3333, "prev_day_close": 0.145000003278255}, {"option": "SPY261120P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 0.0, "volume": 2.0, "delta": -0.9992, "gamma": 0.0006, "vega": 0.0044, "theta": -0.0845, "rho": 0.0, "theo": 27.8, "change": -12.625, "open": 26.6, "high": 26.6, "low": 26.0, "tick": "down", "last_trade_price": 26.0, "last_trade_time": "2026-11-11T13:56:49", "percent_change": -32.6861, "prev_day_close": 27.9900007247925}, {"option": "SPY261120C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 4876.0, "volume": 428.0, "delta": 0.0253, "gamma": 0.0042, "vega": 0.0808, "theta": -0.0406, "rho": 0.0056, "theo": 0.1265, "change": 0.055, "open": 0.16, "high": 0.22, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:17:02", "percent_change": 84.6154, "prev_day_close": 0.12499999627471}, {"option": "SPY261120P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0003, "vega": 0.0024, "theta": -0.0845, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 56.52, "last_trade_time": "2026-11-05T16:11:27", "percent_change": 0.0, "prev_day_close": 28.9750003814697}, {"option": "SPY261120C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1174, "open_interest": 24065.0, "volume": 8384.0, "delta": 0.0223, "gamma": 0.0038, "vega": 0.0731, "theta": -0.0365, "rho": 0.0049, "theo": 0.1103, "change": 0.055, "open": 0.17, "high": 0.2, "low": 0.09, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T16:14:58", "percent_change": 100.0, "prev_day_close": 0.105000000447035}, {"option": "SPY261120P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.14, "open_interest": 6.0, "volume": 9.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0007, "theta": -0.0845, "rho": 0.0, "theo": 29.8, "change": -10.245, "open": 32.5, "high": 32.5, "low": 27.8, "tick": "up", "last_trade_price": 30.4, "last_trade_time": "2026-11-11T15:53:50", "percent_change": -25.206, "prev_day_close": 29.6800003051758}, {"option": "SPY261120C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1173, "open_interest": 2968.0, "volume": 882.0, "delta": 0.0198, "gamma": 0.0034, "vega": 0.0664, "theta": -0.0331, "rho": 0.0044, "theo": 0.0971, "change": 0.045, "open": 0.15, "high": 0.17, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:38:39", "percent_change": 81.8182, "prev_day_close": 0.0950000025331974}, {"option": "SPY261120P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 30.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.65, "last_trade_time": "2026-11-05T10:46:56", "percent_change": 0.0, "prev_day_close": 30.9750003814697}, {"option": "SPY261120C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 4169.0, "volume": 122.0, "delta": 0.0176, "gamma": 0.003, "vega": 0.0607, "theta": -0.0302, "rho": 0.0039, "theo": 0.0863, "change": 0.025, "open": 0.15, "high": 0.15, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:30:14", "percent_change": 45.4545, "prev_day_close": 0.0850000008940697}, {"option": "SPY261120P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1457, "open_interest": 0.0, "volume": 5.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 31.8, "change": -7.365, "open": 36.0, "high": 36.35, "low": 35.35, "tick": "down", "last_trade_price": 35.35, "last_trade_time": "2026-11-11T10:29:47", "percent_change": -17.2422, "prev_day_close": 31.9850006103516}, {"option": "SPY261120C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 6518.0, "volume": 429.0, "delta": 0.0159, "gamma": 0.0028, "vega": 0.0557, "theta": -0.0277, "rho": 0.0035, "theo": 0.0774, "change": 0.035, "open": 0.13, "high": 0.13, "low": 0.07, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:30:19", "percent_change": 77.7778, "prev_day_close": 0.0749999992549419}, {"option": "SPY261120P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.68, "last_trade_time": "2026-11-05T10:46:56", "percent_change": 0.0, "prev_day_close": 32.9549999237061}, {"option": "SPY261120C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 2871.0, "volume": 267.0, "delta": 0.0144, "gamma": 0.0025, "vega": 0.0514, "theta": -0.0257, "rho": 0.0032, "theo": 0.0704, "change": 0.015, "open": 0.11, "high": 0.12, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:54:41", "percent_change": 33.3333, "prev_day_close": 0.0649999994784594}, {"option": "SPY261120P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.67, "last_trade_time": "2026-11-05T10:46:57", "percent_change": 0.0, "prev_day_close": 33.9650001525879}, {"option": "SPY261120C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 15924.0, "volume": 1083.0, "delta": 0.0132, "gamma": 0.0023, "vega": 0.0476, "theta": -0.0239, "rho": 0.0029, "theo": 0.0643, "change": 0.005, "open": 0.08, "high": 0.11, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T16:05:02", "percent_change": 11.1111, "prev_day_close": 0.0649999994784594}, {"option": "SPY261120P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.59, "last_trade_time": "2026-11-10T10:02:57", "percent_change": 0.0, "prev_day_close": 34.9750003814697}, {"option": "SPY261120C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 2964.0, "volume": 321.0, "delta": 0.0121, "gamma": 0.0021, "vega": 0.0443, "theta": -0.0224, "rho": 0.0027, "theo": 0.0591, "change": 0.005, "open": 0.1, "high": 0.1, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:17:20", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261120P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 35.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.8, "last_trade_time": "2026-11-06T09:55:55", "percent_change": 0.0, "prev_day_close": 35.9500007629394}, {"option": "SPY261120C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 2875.0, "volume": 94.0, "delta": 0.0111, "gamma": 0.0019, "vega": 0.0414, "theta": -0.0211, "rho": 0.0025, "theo": 0.0549, "change": 0.005, "open": 0.09, "high": 0.1, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:20:31", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261120P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 54.62, "last_trade_time": "2026-11-05T10:46:57", "percent_change": 0.0, "prev_day_close": 36.9600009918213}, {"option": "SPY261120C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 2884.0, "volume": 64.0, "delta": 0.0102, "gamma": 0.0018, "vega": 0.0384, "theta": -0.0196, "rho": 0.0022, "theo": 0.0502, "change": 0.005, "open": 0.07, "high": 0.09, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:55:09", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1671, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 37.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 55.62, "last_trade_time": "2026-11-05T10:46:57", "percent_change": 0.0, "prev_day_close": 37.9700012207031}, {"option": "SPY261120C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 2803.0, "volume": 142.0, "delta": 0.0095, "gamma": 0.0016, "vega": 0.0362, "theta": -0.0187, "rho": 0.0021, "theo": 0.0471, "change": 0.015, "open": 0.07, "high": 0.08, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:19:10", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 38.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 56.69, "last_trade_time": "2026-11-05T10:46:58", "percent_change": 0.0, "prev_day_close": 38.9600009918213}, {"option": "SPY261120C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1328, "open_interest": 157897.0, "volume": 2818.0, "delta": 0.0089, "gamma": 0.0015, "vega": 0.0342, "theta": -0.0178, "rho": 0.002, "theo": 0.0445, "change": 0.005, "open": 0.07, "high": 0.08, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:55:11", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1759, "open_interest": 8.0, "volume": 4.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 39.8, "change": -11.485, "open": 39.42, "high": 39.42, "low": 39.23, "tick": "no_change", "last_trade_price": 39.23, "last_trade_time": "2026-11-11T14:48:50", "percent_change": -22.6462, "prev_day_close": 39.9899997711182}, {"option": "SPY261120C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 4864.0, "volume": 264.0, "delta": 0.0085, "gamma": 0.0014, "vega": 0.0328, "theta": -0.0173, "rho": 0.0019, "theo": 0.0429, "change": 0.015, "open": 0.04, "high": 0.07, "low": 0.04, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 40.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 58.79, "last_trade_time": "2026-11-05T10:46:59", "percent_change": 0.0, "prev_day_close": 40.9899997711182}, {"option": "SPY261120C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 1237.0, "volume": 56.0, "delta": 0.008, "gamma": 0.0013, "vega": 0.0311, "theta": -0.0166, "rho": 0.0018, "theo": 0.0407, "change": 0.005, "open": 0.07, "high": 0.07, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T16:08:57", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261120P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 41.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.76, "last_trade_time": "2026-11-05T10:46:59", "percent_change": 0.0, "prev_day_close": 41.9449996948242}, {"option": "SPY261120C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 1566.0, "volume": 12.0, "delta": 0.0076, "gamma": 0.0012, "vega": 0.0296, "theta": -0.016, "rho": 0.0017, "theo": 0.0389, "change": 0.005, "open": 0.07, "high": 0.07, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 42.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.79, "last_trade_time": "2026-11-05T15:10:29", "percent_change": 0.0, "prev_day_close": 42.9799995422363}, {"option": "SPY261120C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 1282.0, "volume": 5.0, "delta": 0.0072, "gamma": 0.0012, "vega": 0.0283, "theta": -0.0155, "rho": 0.0016, "theo": 0.0373, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:01:12", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 43.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.69, "last_trade_time": "2026-11-05T10:47:00", "percent_change": 0.0, "prev_day_close": 43.9449996948242}, {"option": "SPY261120C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 11670.0, "volume": 117.0, "delta": 0.0068, "gamma": 0.0011, "vega": 0.0271, "theta": -0.015, "rho": 0.0015, "theo": 0.0358, "change": 0.005, "open": 0.05, "high": 0.05, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:50:29", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1894, "open_interest": 14.0, "volume": 4.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 44.8, "change": -11.46, "open": 44.24, "high": 44.26, "low": 44.24, "tick": "up", "last_trade_price": 44.26, "last_trade_time": "2026-11-11T14:48:21", "percent_change": -20.5671, "prev_day_close": 44.9650001525879}, {"option": "SPY261120C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1458, "open_interest": 1155.0, "volume": 4.0, "delta": 0.0065, "gamma": 0.001, "vega": 0.026, "theta": -0.0146, "rho": 0.0014, "theo": 0.0346, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1966, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 45.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.73, "last_trade_time": "2026-11-05T10:47:00", "percent_change": 0.0, "prev_day_close": 45.9400005340576}, {"option": "SPY261120C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1485, "open_interest": 1862.0, "volume": 7.0, "delta": 0.0062, "gamma": 0.001, "vega": 0.025, "theta": -0.0142, "rho": 0.0014, "theo": 0.0334, "change": -0.005, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:04:27", "percent_change": -14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 46.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.73, "last_trade_time": "2026-11-05T10:47:00", "percent_change": 0.0, "prev_day_close": 46.9500007629394}, {"option": "SPY261120C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1513, "open_interest": 1312.0, "volume": 17.0, "delta": 0.006, "gamma": 0.0009, "vega": 0.0241, "theta": -0.0139, "rho": 0.0013, "theo": 0.0324, "change": -0.005, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:50:29", "percent_change": -14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2035, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 47.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 65.73, "last_trade_time": "2026-11-05T10:47:00", "percent_change": 0.0, "prev_day_close": 47.9799995422363}, {"option": "SPY261120C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.149, "open_interest": 1522.0, "volume": 7.0, "delta": 0.0056, "gamma": 0.0009, "vega": 0.0227, "theta": -0.0133, "rho": 0.0012, "theo": 0.0306, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261120P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2068, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 48.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.74, "last_trade_time": "2026-11-05T16:11:43", "percent_change": 0.0, "prev_day_close": 48.9850006103516}, {"option": "SPY261120C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1517, "open_interest": 45543.0, "volume": 181.0, "delta": 0.0054, "gamma": 0.0008, "vega": 0.0219, "theta": -0.013, "rho": 0.0012, "theo": 0.0297, "change": 0.005, "open": 0.04, "high": 0.05, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2102, "open_interest": 6.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 49.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 72.83, "last_trade_time": "2026-11-06T15:48:54", "percent_change": 0.0, "prev_day_close": 49.9899997711182}, {"option": "SPY261120C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 6135.0, "volume": 14.0, "delta": 0.0052, "gamma": 0.0008, "vega": 0.0212, "theta": -0.0127, "rho": 0.0011, "theo": 0.0289, "change": -0.005, "open": 0.04, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:50:56", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2136, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 50.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.85, "last_trade_time": "2026-11-06T15:48:54", "percent_change": 0.0, "prev_day_close": 50.9700012207031}, {"option": "SPY261120C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1571, "open_interest": 1554.0, "volume": 5.0, "delta": 0.005, "gamma": 0.0008, "vega": 0.0205, "theta": -0.0124, "rho": 0.0011, "theo": 0.0281, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.217, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 51.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 69.77, "last_trade_time": "2026-11-05T10:47:01", "percent_change": 0.0, "prev_day_close": 51.9500007629394}, {"option": "SPY261120C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 619.0, "volume": 6.0, "delta": 0.0048, "gamma": 0.0007, "vega": 0.0198, "theta": -0.0122, "rho": 0.001, "theo": 0.0274, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2203, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 52.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.73, "last_trade_time": "2026-11-05T10:47:01", "percent_change": 0.0, "prev_day_close": 52.9899997711182}, {"option": "SPY261120C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 1742.0, "volume": 2.0, "delta": 0.0047, "gamma": 0.0007, "vega": 0.0192, "theta": -0.012, "rho": 0.001, "theo": 0.0268, "change": -0.005, "open": 0.04, "high": 0.04, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:00:50", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2236, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 53.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.72, "last_trade_time": "2026-11-05T10:47:02", "percent_change": 0.0, "prev_day_close": 53.9500007629394}, {"option": "SPY261120C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 16453.0, "volume": 12.0, "delta": 0.0045, "gamma": 0.0007, "vega": 0.0186, "theta": -0.0117, "rho": 0.001, "theo": 0.0261, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:39:54", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2269, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 77.84, "last_trade_time": "2026-11-06T15:48:54", "percent_change": 0.0, "prev_day_close": 54.9799995422363}, {"option": "SPY261120C00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1676, "open_interest": 2383.0, "volume": 1006.0, "delta": 0.0044, "gamma": 0.0006, "vega": 0.018, "theta": -0.0115, "rho": 0.001, "theo": 0.0255, "change": -0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:50:56", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2303, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 55.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 78.86, "last_trade_time": "2026-11-06T15:48:54", "percent_change": 0.0, "prev_day_close": 55.9850006103516}, {"option": "SPY261120C00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 2567.0, "volume": 1424.0, "delta": 0.0042, "gamma": 0.0006, "vega": 0.0175, "theta": -0.0113, "rho": 0.0009, "theo": 0.025, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:47:07", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2335, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 56.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.9700012207031}, {"option": "SPY261120C00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1729, "open_interest": 1859.0, "volume": 1233.0, "delta": 0.0041, "gamma": 0.0006, "vega": 0.017, "theta": -0.0111, "rho": 0.0009, "theo": 0.0244, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:37:56", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2368, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 57.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.9949989318848}, {"option": "SPY261120C00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1755, "open_interest": 1413.0, "volume": 1200.0, "delta": 0.004, "gamma": 0.0006, "vega": 0.0165, "theta": -0.0109, "rho": 0.0009, "theo": 0.0239, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:38:02", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2401, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 58.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.23, "last_trade_time": "2026-10-19T11:07:23", "percent_change": 0.0, "prev_day_close": 58.9400005340576}, {"option": "SPY261120C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1781, "open_interest": 37862.0, "volume": 312.0, "delta": 0.0039, "gamma": 0.0005, "vega": 0.016, "theta": -0.0108, "rho": 0.0008, "theo": 0.0234, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:01:01", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2433, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.2, "last_trade_time": "2026-10-19T11:07:23", "percent_change": 0.0, "prev_day_close": 59.9699993133545}, {"option": "SPY261120C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.191, "open_interest": 10427.0, "volume": 7.0, "delta": 0.0033, "gamma": 0.0004, "vega": 0.014, "theta": -0.01, "rho": 0.0007, "theo": 0.0212, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:44:15", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261120P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2549, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 63.56, "last_trade_time": "2026-10-22T14:04:20", "percent_change": 0.0, "prev_day_close": 64.9700012207031}, {"option": "SPY261120C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1941, "open_interest": 5402.0, "volume": 3022.0, "delta": 0.0029, "gamma": 0.0004, "vega": 0.0124, "theta": -0.0092, "rho": 0.0006, "theo": 0.0193, "change": -0.015, "open": 0.02, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:50:05", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2731, "open_interest": 1.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 69.8, "change": -10.93, "open": 69.79, "high": 69.79, "low": 69.79, "tick": "down", "last_trade_price": 69.79, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -13.5406, "prev_day_close": 69.9900016784668}, {"option": "SPY261120C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2061, "open_interest": 5601.0, "volume": 4204.0, "delta": 0.0026, "gamma": 0.0003, "vega": 0.0111, "theta": -0.0088, "rho": 0.0006, "theo": 0.018, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:03:57", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 74.8, "change": -10.91, "open": 74.81, "high": 74.81, "low": 74.81, "tick": "down", "last_trade_price": 74.81, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -12.7275, "prev_day_close": 74.9900016784668}, {"option": "SPY261120C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2181, "open_interest": 3015.0, "volume": 5812.0, "delta": 0.0023, "gamma": 0.0003, "vega": 0.0099, "theta": -0.0082, "rho": 0.0005, "theo": 0.0166, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:54:05", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3241, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.5, "last_trade_time": "2026-09-21T16:00:01", "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261120C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2299, "open_interest": 2960.0, "volume": 5319.0, "delta": 0.0021, "gamma": 0.0002, "vega": 0.0089, "theta": -0.0076, "rho": 0.0004, "theo": 0.0152, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3194, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261120C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2417, "open_interest": 11703.0, "volume": 6622.0, "delta": 0.0018, "gamma": 0.0002, "vega": 0.008, "theta": -0.0071, "rho": 0.0004, "theo": 0.0141, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:57:17", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3344, "open_interest": 9.0, "volume": 6.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 89.8, "change": -10.935, "open": 89.88, "high": 89.88, "low": 89.88, "tick": "down", "last_trade_price": 89.88, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -10.8466, "prev_day_close": 89.9900016784668}, {"option": "SPY261120C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2532, "open_interest": 1786.0, "volume": 3805.0, "delta": 0.0016, "gamma": 0.0002, "vega": 0.0072, "theta": -0.0067, "rho": 0.0004, "theo": 0.013, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3493, "open_interest": 0.0, "volume": 6.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 94.8, "change": -10.9, "open": 94.9, "high": 94.9, "low": 94.9, "tick": "down", "last_trade_price": 94.9, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -10.3025, "prev_day_close": 94.9900016784668}, {"option": "SPY261120C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2649, "open_interest": 1982.0, "volume": 1407.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0064, "theta": -0.0061, "rho": 0.0003, "theo": 0.0117, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:51:40", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3609, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.935001373291}, {"option": "SPY261120C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2762, "open_interest": 2269.0, "volume": 1168.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0058, "theta": -0.0058, "rho": 0.0003, "theo": 0.0109, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:04:40", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4017, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 118.14, "last_trade_time": "2026-05-22T10:26:51", "percent_change": 0.0, "prev_day_close": 104.985000610352}, {"option": "SPY261120C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2874, "open_interest": 894.0, "volume": 943.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0053, "theta": -0.0055, "rho": 0.0003, "theo": 0.0102, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T16:06:00", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261120P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.396, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261120C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2736, "open_interest": 23750.0, "volume": 597.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0048, "theta": -0.0051, "rho": 0.0002, "theo": 0.0095, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:33:26", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4314, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.955001831055}, {"option": "SPY261120C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2838, "open_interest": 1477.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0044, "theta": -0.0048, "rho": 0.0002, "theo": 0.0087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:38:49", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4245, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.939998626709}, {"option": "SPY261120C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2939, "open_interest": 1526.0, "volume": 11.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.004, "theta": -0.0044, "rho": 0.0002, "theo": 0.008, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:15:24", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4385, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.965000152588}, {"option": "SPY261120C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.304, "open_interest": 1223.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.0036, "theta": -0.0041, "rho": 0.0002, "theo": 0.0074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:52:05", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4524, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.965003967285}, {"option": "SPY261120C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3142, "open_interest": 1408.0, "volume": 12.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.0033, "theta": -0.0038, "rho": 0.0001, "theo": 0.0068, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:53:47", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4586, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.970001220703}, {"option": "SPY261120C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3241, "open_interest": 3665.0, "volume": 100.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.003, "theta": -0.0036, "rho": 0.0001, "theo": 0.0063, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:33:13", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4765, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 133.0, "last_trade_time": "2026-09-21T09:30:36", "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261120C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3338, "open_interest": 2114.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0028, "theta": -0.0034, "rho": 0.0001, "theo": 0.0059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:33:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4899, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 143.65, "last_trade_time": "2026-09-14T12:47:13", "percent_change": 0.0, "prev_day_close": 144.965003967285}, {"option": "SPY261120C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3438, "open_interest": 803.0, "volume": 301.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0025, "theta": -0.0031, "rho": 0.0001, "theo": 0.0053, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:31:33", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5068, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261120C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3535, "open_interest": 345.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0023, "theta": -0.0029, "rho": 0.0001, "theo": 0.0049, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T14:27:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5201, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.985000610352}, {"option": "SPY261120C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3631, "open_interest": 2396.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0021, "theta": -0.0027, "rho": 0.0001, "theo": 0.0045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T15:39:49", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5296, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 159.07, "last_trade_time": "2026-09-14T12:45:06", "percent_change": 0.0, "prev_day_close": 159.949996948242}, {"option": "SPY261120C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3727, "open_interest": 5499.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0019, "theta": -0.0025, "rho": 0.0001, "theo": 0.0042, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:06:00", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5464, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.959999084473}, {"option": "SPY261120C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3822, "open_interest": 417.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0018, "theta": -0.0023, "rho": 0.0001, "theo": 0.0039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T14:27:16", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5594, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261120C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3916, "open_interest": 3049.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0016, "theta": -0.0022, "rho": 0.0001, "theo": 0.0036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:30:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6095, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.959999084473}, {"option": "SPY261120C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4009, "open_interest": 610.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0015, "theta": -0.002, "rho": 0.0001, "theo": 0.0033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:08:37", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.585, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.965003967285}, {"option": "SPY261120C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4102, "open_interest": 1322.0, "volume": 13.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0014, "theta": -0.0018, "rho": 0.0001, "theo": 0.003, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:21:56", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5977, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 184.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.98999786377}, {"option": "SPY261120C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4194, "open_interest": 2412.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0012, "theta": -0.0017, "rho": 0.0, "theo": 0.0028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:00:11", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6103, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 188.38, "last_trade_time": "2026-09-18T15:49:11", "percent_change": 0.0, "prev_day_close": 189.98999786377}, {"option": "SPY261120C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4282, "open_interest": 229.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0012, "theta": -0.0016, "rho": 0.0, "theo": 0.0026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:00:57", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6228, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 194.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.965003967285}, {"option": "SPY261120C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4373, "open_interest": 189.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0011, "theta": -0.0015, "rho": 0.0, "theo": 0.0024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T12:59:59", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6353, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 199.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 195.82, "last_trade_time": "2026-08-04T10:08:57", "percent_change": 0.0, "prev_day_close": 199.980003356934}, {"option": "SPY261120C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4464, "open_interest": 87.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.001, "theta": -0.0014, "rho": 0.0, "theo": 0.0022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T12:22:30", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6476, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 204.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.949996948242}, {"option": "SPY261120C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4553, "open_interest": 123.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0009, "theta": -0.0013, "rho": 0.0, "theo": 0.002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T12:40:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6598, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 209.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.98999786377}, {"option": "SPY261120C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4642, "open_interest": 1164.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0008, "theta": -0.0012, "rho": 0.0, "theo": 0.0019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T12:39:43", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.672, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 214.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.974998474121}, {"option": "SPY261120C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4731, "open_interest": 119.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0008, "theta": -0.0011, "rho": 0.0, "theo": 0.0017, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:48:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6791, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 219.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.98999786377}, {"option": "SPY261120C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4819, "open_interest": 851.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0007, "theta": -0.001, "rho": 0.0, "theo": 0.0016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-09-28T09:30:03", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.696, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 224.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.98999786377}, {"option": "SPY261120C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4906, "open_interest": 497.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.001, "rho": 0.0, "theo": 0.0014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T11:35:06", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7079, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 229.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.98999786377}, {"option": "SPY261120C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4993, "open_interest": 1076.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0006, "theta": -0.0009, "rho": 0.0, "theo": 0.0013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T12:11:47", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7198, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 234.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 232.85, "last_trade_time": "2026-09-18T16:04:57", "percent_change": 0.0, "prev_day_close": 234.98999786377}, {"option": "SPY261120C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5079, "open_interest": 807.0, "volume": 1.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0005, "theta": -0.0008, "rho": 0.0, "theo": 0.0012, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:58:19", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261120P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7315, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0845, "rho": 0.0, "theo": 239.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 237.81, "last_trade_time": "2026-09-18T16:04:57", "percent_change": 0.0, "prev_day_close": 239.970001220703}, {"option": "SPY261123C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0001, "vega": 0.0073, "theta": 0.0, "rho": 0.18, "theo": 210.9181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 210.755004882812}, {"option": "SPY261123P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6146, "open_interest": 0.0, "volume": 0.0, "delta": -0.0016, "gamma": 0.0001, "vega": 0.0073, "theta": -0.0152, "rho": -0.0004, "theo": 0.0379, "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": 0.034999999217689}, {"option": "SPY261123C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6022, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0001, "vega": 0.008, "theta": 0.0, "rho": 0.1816, "theo": 205.9292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 205.764999389648}, {"option": "SPY261123P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.599, "open_interest": 95.0, "volume": 201.0, "delta": -0.0018, "gamma": 0.0001, "vega": 0.008, "theta": -0.0164, "rho": -0.0004, "theo": 0.0414, "change": -0.065, "open": 0.04, "high": 0.05, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T11:27:24", "percent_change": -61.9048, "prev_day_close": 0.0449999999254942}, {"option": "SPY261123C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6078, "open_interest": 0.0, "volume": 0.0, "delta": 0.9979, "gamma": 0.0001, "vega": 0.0088, "theta": 0.0, "rho": 0.1832, "theo": 200.9406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 200.774993896484}, {"option": "SPY261123P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5964, "open_interest": 31.0, "volume": 0.0, "delta": -0.002, "gamma": 0.0001, "vega": 0.0088, "theta": -0.0178, "rho": -0.0005, "theo": 0.0456, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261123C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5776, "open_interest": 0.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0001, "vega": 0.0096, "theta": 0.0, "rho": 0.1848, "theo": 195.9523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 195.810005187988}, {"option": "SPY261123P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5805, "open_interest": 0.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0001, "vega": 0.0097, "theta": -0.0192, "rho": -0.0005, "theo": 0.0499, "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": 0.0549999997019768}, {"option": "SPY261123C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0001, "vega": 0.0105, "theta": 0.0, "rho": 0.1864, "theo": 190.9642, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 190.800003051758}, {"option": "SPY261123P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5755, "open_interest": 1.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0001, "vega": 0.0106, "theta": -0.0207, "rho": -0.0006, "theo": 0.0545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-10T10:55:45", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261123C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5624, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0001, "vega": 0.0115, "theta": 0.0, "rho": 0.188, "theo": 185.9764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 185.815002441406}, {"option": "SPY261123P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5595, "open_interest": 120.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0001, "vega": 0.0115, "theta": -0.0222, "rho": -0.0006, "theo": 0.0594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261123C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4486, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0001, "vega": 0.0126, "theta": -0.0006, "rho": 0.1896, "theo": 180.989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.809997558594}, {"option": "SPY261123P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5527, "open_interest": 10.0, "volume": 0.0, "delta": -0.0029, "gamma": 0.0001, "vega": 0.0126, "theta": -0.0238, "rho": -0.0007, "theo": 0.0646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261123C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5393, "open_interest": 0.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0001, "vega": 0.0137, "theta": -0.0029, "rho": 0.1911, "theo": 176.0018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.850006103516}, {"option": "SPY261123P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5367, "open_interest": 5.0, "volume": 0.0, "delta": -0.0032, "gamma": 0.0001, "vega": 0.0137, "theta": -0.0255, "rho": -0.0008, "theo": 0.0701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261123C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5254, "open_interest": 0.0, "volume": 0.0, "delta": 0.9963, "gamma": 0.0001, "vega": 0.0149, "theta": -0.0053, "rho": 0.1927, "theo": 171.015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 170.854995727539}, {"option": "SPY261123P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5284, "open_interest": 0.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0001, "vega": 0.0149, "theta": -0.0272, "rho": -0.0009, "theo": 0.0759, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261123C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5038, "open_interest": 0.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0002, "vega": 0.0162, "theta": -0.0077, "rho": 0.1942, "theo": 166.0285, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 165.855003356934}, {"option": "SPY261123P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5193, "open_interest": 0.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0002, "vega": 0.0162, "theta": -0.029, "rho": -0.0009, "theo": 0.0821, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261123C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5039, "open_interest": 0.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0002, "vega": 0.0175, "theta": -0.0102, "rho": 0.1958, "theo": 161.0424, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.879997253418}, {"option": "SPY261123P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5034, "open_interest": 112.0, "volume": 50.0, "delta": -0.0042, "gamma": 0.0002, "vega": 0.0175, "theta": -0.0308, "rho": -0.001, "theo": 0.0882, "change": -0.105, "open": 0.09, "high": 0.09, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -53.8462, "prev_day_close": 0.0950000025331974}, {"option": "SPY261123C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4865, "open_interest": 0.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0002, "vega": 0.019, "theta": -0.0127, "rho": 0.1973, "theo": 156.0566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 155.895004272461}, {"option": "SPY261123P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4933, "open_interest": 59.0, "volume": 1.0, "delta": -0.0046, "gamma": 0.0002, "vega": 0.019, "theta": -0.0327, "rho": -0.0011, "theo": 0.0951, "change": -0.095, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T10:02:34", "percent_change": -46.3415, "prev_day_close": 0.105000000447035}, {"option": "SPY261123C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4382, "open_interest": 0.0, "volume": 0.0, "delta": 0.9948, "gamma": 0.0002, "vega": 0.0206, "theta": -0.0153, "rho": 0.1989, "theo": 151.0712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 150.894996643066}, {"option": "SPY261123P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4826, "open_interest": 37.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0002, "vega": 0.0206, "theta": -0.0347, "rho": -0.0012, "theo": 0.1023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY261123C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4658, "open_interest": 0.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0002, "vega": 0.0224, "theta": -0.018, "rho": 0.2004, "theo": 146.0862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 145.925003051758}, {"option": "SPY261123P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4713, "open_interest": 26.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0002, "vega": 0.0224, "theta": -0.0367, "rho": -0.0013, "theo": 0.1099, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY261123C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4557, "open_interest": 0.0, "volume": 0.0, "delta": 0.9938, "gamma": 0.0003, "vega": 0.0242, "theta": -0.0207, "rho": 0.2019, "theo": 141.1016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.955001831055}, {"option": "SPY261123P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4593, "open_interest": 245.0, "volume": 0.0, "delta": -0.006, "gamma": 0.0003, "vega": 0.0243, "theta": -0.0389, "rho": -0.0015, "theo": 0.1184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.24, "last_trade_time": "2026-11-10T14:27:28", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY261123C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4408, "open_interest": 0.0, "volume": 0.0, "delta": 0.9933, "gamma": 0.0003, "vega": 0.0262, "theta": -0.0235, "rho": 0.2034, "theo": 136.1175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.955001831055}, {"option": "SPY261123P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4434, "open_interest": 2.0, "volume": 2.0, "delta": -0.0066, "gamma": 0.0003, "vega": 0.0262, "theta": -0.0409, "rho": -0.0016, "theo": 0.1264, "change": -0.135, "open": 0.12, "high": 0.12, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T12:34:00", "percent_change": -52.9412, "prev_day_close": 0.134999997913837}, {"option": "SPY261123C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4279, "open_interest": 0.0, "volume": 0.0, "delta": 0.9927, "gamma": 0.0003, "vega": 0.0283, "theta": -0.0264, "rho": 0.2049, "theo": 131.1338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.950004577637}, {"option": "SPY261123P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4313, "open_interest": 10.0, "volume": 5.0, "delta": -0.0071, "gamma": 0.0003, "vega": 0.0283, "theta": -0.0431, "rho": -0.0017, "theo": 0.1353, "change": -0.125, "open": 0.14, "high": 0.14, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -47.1698, "prev_day_close": 0.145000003278255}, {"option": "SPY261123C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4166, "open_interest": 0.0, "volume": 0.0, "delta": 0.992, "gamma": 0.0004, "vega": 0.0306, "theta": -0.0292, "rho": 0.2064, "theo": 126.1506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.985000610352}, {"option": "SPY261123P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4187, "open_interest": 1.0, "volume": 0.0, "delta": -0.0078, "gamma": 0.0004, "vega": 0.0306, "theta": -0.0454, "rho": -0.0019, "theo": 0.1448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.26, "last_trade_time": "2026-11-10T16:02:28", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261123C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4014, "open_interest": 0.0, "volume": 0.0, "delta": 0.9913, "gamma": 0.0004, "vega": 0.0331, "theta": -0.0322, "rho": 0.2078, "theo": 121.1679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 121.004997253418}, {"option": "SPY261123P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4059, "open_interest": 25.0, "volume": 25.0, "delta": -0.0085, "gamma": 0.0004, "vega": 0.0331, "theta": -0.0477, "rho": -0.0021, "theo": 0.1547, "change": -0.145, "open": 0.16, "high": 0.16, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T09:35:48", "percent_change": -47.541, "prev_day_close": 0.16499999910593}, {"option": "SPY261123C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3716, "open_interest": 0.0, "volume": 0.0, "delta": 0.9905, "gamma": 0.0005, "vega": 0.0359, "theta": -0.0352, "rho": 0.2093, "theo": 116.1858, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 115.990001678467}, {"option": "SPY261123P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3928, "open_interest": 0.0, "volume": 0.0, "delta": -0.0093, "gamma": 0.0005, "vega": 0.0358, "theta": -0.0501, "rho": -0.0023, "theo": 0.1653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY261123C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.377, "open_interest": 0.0, "volume": 0.0, "delta": 0.9896, "gamma": 0.0005, "vega": 0.0388, "theta": -0.0384, "rho": 0.2107, "theo": 111.2045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 111.044998168945}, {"option": "SPY261123P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3794, "open_interest": 72.0, "volume": 72.0, "delta": -0.0102, "gamma": 0.0005, "vega": 0.0388, "theta": -0.0526, "rho": -0.0025, "theo": 0.1765, "change": -0.185, "open": 0.2, "high": 0.2, "low": 0.16, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T13:23:55", "percent_change": -53.6232, "prev_day_close": 0.185000002384186}, {"option": "SPY261123C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3642, "open_interest": 0.0, "volume": 0.0, "delta": 0.9887, "gamma": 0.0006, "vega": 0.042, "theta": -0.0416, "rho": 0.2121, "theo": 106.2239, "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": 106.079998016357}, {"option": "SPY261123P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3657, "open_interest": 1.0, "volume": 1.0, "delta": -0.0112, "gamma": 0.0006, "vega": 0.042, "theta": -0.0552, "rho": -0.0027, "theo": 0.1886, "change": -0.185, "open": 0.18, "high": 0.18, "low": 0.18, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T13:20:00", "percent_change": -50.6849, "prev_day_close": 0.195000000298023}, {"option": "SPY261123C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3511, "open_interest": 0.0, "volume": 0.0, "delta": 0.9876, "gamma": 0.0006, "vega": 0.0456, "theta": -0.0449, "rho": 0.2135, "theo": 101.2443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 101.079998016357}, {"option": "SPY261123P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3542, "open_interest": 96.0, "volume": 169.0, "delta": -0.0122, "gamma": 0.0006, "vega": 0.0456, "theta": -0.0579, "rho": -0.003, "theo": 0.2017, "change": -0.195, "open": 0.23, "high": 0.23, "low": 0.2, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:52:54", "percent_change": -49.3671, "prev_day_close": 0.204999998211861}, {"option": "SPY261123C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3281, "open_interest": 0.0, "volume": 0.0, "delta": 0.9864, "gamma": 0.0007, "vega": 0.0496, "theta": -0.0484, "rho": 0.2148, "theo": 96.2659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 96.0950012207031}, {"option": "SPY261123P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.34, "open_interest": 29.0, "volume": 2.0, "delta": -0.0134, "gamma": 0.0007, "vega": 0.0496, "theta": -0.0607, "rho": -0.0033, "theo": 0.2158, "change": -0.215, "open": 0.21, "high": 0.21, "low": 0.21, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:52:47", "percent_change": -50.5882, "prev_day_close": 0.225000001490116}, {"option": "SPY261123C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.325, "open_interest": 0.0, "volume": 0.0, "delta": 0.985, "gamma": 0.0008, "vega": 0.0541, "theta": -0.052, "rho": 0.2161, "theo": 91.289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 91.1300010681152}, {"option": "SPY261123P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3276, "open_interest": 61.0, "volume": 47.0, "delta": -0.0148, "gamma": 0.0008, "vega": 0.0541, "theta": -0.0638, "rho": -0.0036, "theo": 0.2316, "change": -0.215, "open": 0.23, "high": 0.24, "low": 0.22, "tick": "up", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T16:00:53", "percent_change": -47.2527, "prev_day_close": 0.234999999403954}, {"option": "SPY261123C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.31, "open_interest": 0.0, "volume": 0.0, "delta": 0.9834, "gamma": 0.0009, "vega": 0.0591, "theta": -0.056, "rho": 0.2174, "theo": 86.314, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 86.1749992370606}, {"option": "SPY261123P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3128, "open_interest": 100.0, "volume": 80.0, "delta": -0.0164, "gamma": 0.0009, "vega": 0.0591, "theta": -0.0671, "rho": -0.004, "theo": 0.2492, "change": -0.27, "open": 0.25, "high": 0.25, "low": 0.22, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T14:44:41", "percent_change": -54.0, "prev_day_close": 0.254999995231628}, {"option": "SPY261123C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2983, "open_interest": 0.0, "volume": 0.0, "delta": 0.9815, "gamma": 0.0011, "vega": 0.0648, "theta": -0.0603, "rho": 0.2185, "theo": 81.3416, "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": 81.2050018310547}, {"option": "SPY261123P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2996, "open_interest": 258.0, "volume": 136.0, "delta": -0.0183, "gamma": 0.0011, "vega": 0.0648, "theta": -0.0707, "rho": -0.0044, "theo": 0.2695, "change": -0.285, "open": 0.32, "high": 0.32, "low": 0.26, "tick": "no_change", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T14:18:18", "percent_change": -51.3514, "prev_day_close": 0.275000005960464}, {"option": "SPY261123C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2851, "open_interest": 0.0, "volume": 0.0, "delta": 0.9793, "gamma": 0.0012, "vega": 0.0715, "theta": -0.065, "rho": 0.2196, "theo": 76.3726, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.2400016784668}, {"option": "SPY261123P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2874, "open_interest": 30.0, "volume": 3.0, "delta": -0.0205, "gamma": 0.0012, "vega": 0.0714, "theta": -0.0749, "rho": -0.005, "theo": 0.2931, "change": -0.315, "open": 0.31, "high": 0.31, "low": 0.28, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:43:35", "percent_change": -51.2195, "prev_day_close": 0.295000001788139}, {"option": "SPY261123C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2648, "open_interest": 0.0, "volume": 0.0, "delta": 0.9766, "gamma": 0.0014, "vega": 0.0794, "theta": -0.0705, "rho": 0.2206, "theo": 71.4083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.189998626709}, {"option": "SPY261123P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2746, "open_interest": 85.0, "volume": 2.0, "delta": -0.0232, "gamma": 0.0014, "vega": 0.0794, "theta": -0.0796, "rho": -0.0056, "theo": 0.3214, "change": -0.385, "open": 0.38, "high": 0.38, "low": 0.31, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T11:26:15", "percent_change": -55.3957, "prev_day_close": 0.325000002980232}, {"option": "SPY261123C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2599, "open_interest": 0.0, "volume": 0.0, "delta": 0.9734, "gamma": 0.0017, "vega": 0.0886, "theta": -0.0768, "rho": 0.2214, "theo": 66.4506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 66.2700004577637}, {"option": "SPY261123P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 95.0, "volume": 14.0, "delta": -0.0265, "gamma": 0.0017, "vega": 0.0887, "theta": -0.0853, "rho": -0.0064, "theo": 0.3563, "change": -0.485, "open": 0.44, "high": 0.44, "low": 0.31, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T13:41:06", "percent_change": -61.0063, "prev_day_close": 0.365000009536743}, {"option": "SPY261123C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2479, "open_interest": 1.0, "volume": 0.0, "delta": 0.9693, "gamma": 0.002, "vega": 0.1, "theta": -0.0842, "rho": 0.222, "theo": 61.5018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.42, "last_trade_time": "2026-11-09T14:53:56", "percent_change": 0.0, "prev_day_close": 61.2799987792969}, {"option": "SPY261123P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2491, "open_interest": 197.0, "volume": 243.0, "delta": -0.0306, "gamma": 0.002, "vega": 0.1, "theta": -0.0922, "rho": -0.0074, "theo": 0.4006, "change": -0.495, "open": 0.52, "high": 0.52, "low": 0.36, "tick": "up", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T15:54:51", "percent_change": -52.9412, "prev_day_close": 0.405000001192093}, {"option": "SPY261123C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2447, "open_interest": 0.0, "volume": 0.0, "delta": 0.9683, "gamma": 0.0021, "vega": 0.1025, "theta": -0.0859, "rho": 0.2221, "theo": 60.5135, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.3850002288818}, {"option": "SPY261123P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 71.0, "volume": 50.0, "delta": -0.0316, "gamma": 0.0021, "vega": 0.1026, "theta": -0.0937, "rho": -0.0076, "theo": 0.4106, "change": -0.43, "open": 0.53, "high": 0.53, "low": 0.53, "tick": "down", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T09:37:50", "percent_change": -44.7917, "prev_day_close": 0.420000001788139}, {"option": "SPY261123C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2421, "open_interest": 0.0, "volume": 0.0, "delta": 0.9673, "gamma": 0.0022, "vega": 0.1052, "theta": -0.0876, "rho": 0.2222, "theo": 59.5256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.3500003814697}, {"option": "SPY261123P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2442, "open_interest": 54.0, "volume": 1.0, "delta": -0.0325, "gamma": 0.0022, "vega": 0.1052, "theta": -0.0953, "rho": -0.0079, "theo": 0.4211, "change": -0.535, "open": 0.46, "high": 0.46, "low": 0.46, "tick": "down", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T09:31:14", "percent_change": -53.7688, "prev_day_close": 0.429999992251396}, {"option": "SPY261123C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2404, "open_interest": 0.0, "volume": 0.0, "delta": 0.9663, "gamma": 0.0022, "vega": 0.108, "theta": -0.0894, "rho": 0.2223, "theo": 58.5383, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.5200004577637}, {"option": "SPY261123P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2416, "open_interest": 20.0, "volume": 0.0, "delta": -0.0336, "gamma": 0.0022, "vega": 0.108, "theta": -0.097, "rho": -0.0081, "theo": 0.4324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.16, "last_trade_time": "2026-11-10T10:19:20", "percent_change": 0.0, "prev_day_close": 0.444999992847443}, {"option": "SPY261123C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2377, "open_interest": 0.0, "volume": 0.0, "delta": 0.9652, "gamma": 0.0023, "vega": 0.1109, "theta": -0.0912, "rho": 0.2223, "theo": 57.5517, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.4300003051758}, {"option": "SPY261123P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 100.0, "volume": 1.0, "delta": -0.0348, "gamma": 0.0023, "vega": 0.1113, "theta": -0.0989, "rho": -0.0085, "theo": 0.4456, "change": -0.645, "open": 0.42, "high": 0.42, "low": 0.42, "tick": "down", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:17:18", "percent_change": -60.5634, "prev_day_close": 0.454999998211861}, {"option": "SPY261123C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 0.0, "volume": 0.0, "delta": 0.964, "gamma": 0.0024, "vega": 0.114, "theta": -0.0932, "rho": 0.2224, "theo": 56.5657, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.5599994659424}, {"option": "SPY261123P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2362, "open_interest": 173.0, "volume": 44.0, "delta": -0.0359, "gamma": 0.0024, "vega": 0.1141, "theta": -0.1005, "rho": -0.0087, "theo": 0.4571, "change": -0.64, "open": 0.52, "high": 0.59, "low": 0.41, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T15:47:50", "percent_change": -58.1818, "prev_day_close": 0.465000003576279}, {"option": "SPY261123C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 0.0, "volume": 0.0, "delta": 0.9628, "gamma": 0.0025, "vega": 0.1171, "theta": -0.0952, "rho": 0.2224, "theo": 55.5805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 55.4349994659424}, {"option": "SPY261123P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2346, "open_interest": 76.0, "volume": 132.0, "delta": -0.037, "gamma": 0.0025, "vega": 0.1172, "theta": -0.1024, "rho": -0.009, "theo": 0.47, "change": -0.73, "open": 0.46, "high": 0.46, "low": 0.41, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T14:02:27", "percent_change": -64.0351, "prev_day_close": 0.484999999403954}, {"option": "SPY261123C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2184, "open_interest": 0.0, "volume": 0.0, "delta": 0.9615, "gamma": 0.0026, "vega": 0.1203, "theta": -0.0973, "rho": 0.2224, "theo": 54.596, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.4599990844727}, {"option": "SPY261123P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2315, "open_interest": 6.0, "volume": 1.0, "delta": -0.0385, "gamma": 0.0026, "vega": 0.1208, "theta": -0.1046, "rho": -0.0093, "theo": 0.4857, "change": -0.685, "open": 0.5, "high": 0.5, "low": 0.5, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T10:51:24", "percent_change": -57.8059, "prev_day_close": 0.495000004768372}, {"option": "SPY261123C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2291, "open_interest": 0.0, "volume": 0.0, "delta": 0.9601, "gamma": 0.0027, "vega": 0.1237, "theta": -0.0995, "rho": 0.2224, "theo": 53.6122, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.435001373291}, {"option": "SPY261123P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2294, "open_interest": 50.0, "volume": 1.0, "delta": -0.0397, "gamma": 0.0027, "vega": 0.1239, "theta": -0.1065, "rho": -0.0096, "theo": 0.4991, "change": -0.545, "open": 0.68, "high": 0.68, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T09:41:25", "percent_change": -44.4898, "prev_day_close": 0.509999990463257}, {"option": "SPY261123C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2261, "open_interest": 0.0, "volume": 0.0, "delta": 0.9587, "gamma": 0.0028, "vega": 0.1273, "theta": -0.1018, "rho": 0.2224, "theo": 52.6294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.4799995422363}, {"option": "SPY261123P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2271, "open_interest": 6.0, "volume": 0.0, "delta": -0.0411, "gamma": 0.0028, "vega": 0.1273, "theta": -0.1086, "rho": -0.01, "theo": 0.5145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.23, "last_trade_time": "2026-11-10T16:00:08", "percent_change": 0.0, "prev_day_close": 0.524999976158142}, {"option": "SPY261123C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.224, "open_interest": 2.0, "volume": 0.0, "delta": 0.9572, "gamma": 0.0029, "vega": 0.131, "theta": -0.1041, "rho": 0.2223, "theo": 51.6475, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.69, "last_trade_time": "2026-11-10T10:54:05", "percent_change": 0.0, "prev_day_close": 51.5100002288818}, {"option": "SPY261123P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 133.0, "volume": 22.0, "delta": -0.0427, "gamma": 0.0029, "vega": 0.1311, "theta": -0.1109, "rho": -0.0103, "theo": 0.5315, "change": -0.78, "open": 0.64, "high": 0.73, "low": 0.5, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T15:51:31", "percent_change": -59.0909, "prev_day_close": 0.545000016689301}, {"option": "SPY261123C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2206, "open_interest": 0.0, "volume": 0.0, "delta": 0.9556, "gamma": 0.003, "vega": 0.1349, "theta": -0.1066, "rho": 0.2222, "theo": 50.6665, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 50.4899997711182}, {"option": "SPY261123P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2225, "open_interest": 6.0, "volume": 1.0, "delta": -0.0443, "gamma": 0.003, "vega": 0.1349, "theta": -0.1132, "rho": -0.0107, "theo": 0.5488, "change": -0.81, "open": 0.56, "high": 0.56, "low": 0.56, "tick": "down", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T15:52:33", "percent_change": -59.1241, "prev_day_close": 0.564999997615814}, {"option": "SPY261123C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2195, "open_interest": 0.0, "volume": 0.0, "delta": 0.9539, "gamma": 0.0032, "vega": 0.139, "theta": -0.1092, "rho": 0.2221, "theo": 49.6866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.5550003051758}, {"option": "SPY261123P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2202, "open_interest": 46.0, "volume": 0.0, "delta": -0.046, "gamma": 0.0032, "vega": 0.1391, "theta": -0.1157, "rho": -0.0111, "theo": 0.5677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.89, "last_trade_time": "2026-11-10T11:16:33", "percent_change": 0.0, "prev_day_close": 0.584999978542328}, {"option": "SPY261123C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2168, "open_interest": 0.0, "volume": 0.0, "delta": 0.9521, "gamma": 0.0033, "vega": 0.1434, "theta": -0.1118, "rho": 0.222, "theo": 48.7077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.5750007629394}, {"option": "SPY261123P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2178, "open_interest": 20.0, "volume": 0.0, "delta": -0.0479, "gamma": 0.0033, "vega": 0.1436, "theta": -0.1184, "rho": -0.0116, "theo": 0.5885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.9, "last_trade_time": "2026-11-10T13:31:16", "percent_change": 0.0, "prev_day_close": 0.605000019073486}, {"option": "SPY261123C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2144, "open_interest": 0.0, "volume": 0.0, "delta": 0.9502, "gamma": 0.0034, "vega": 0.1479, "theta": -0.1146, "rho": 0.2219, "theo": 47.7301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.5800018310547}, {"option": "SPY261123P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2157, "open_interest": 14.0, "volume": 22.0, "delta": -0.0497, "gamma": 0.0034, "vega": 0.148, "theta": -0.1209, "rho": -0.012, "theo": 0.6083, "change": -0.885, "open": 0.74, "high": 0.74, "low": 0.59, "tick": "up", "last_trade_price": 0.66, "last_trade_time": "2026-11-11T15:54:42", "percent_change": -57.2816, "prev_day_close": 0.625}, {"option": "SPY261123C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2087, "open_interest": 0.0, "volume": 0.0, "delta": 0.9482, "gamma": 0.0036, "vega": 0.1526, "theta": -0.1175, "rho": 0.2217, "theo": 46.7538, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.75}, {"option": "SPY261123P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 428.0, "volume": 434.0, "delta": -0.0516, "gamma": 0.0036, "vega": 0.1527, "theta": -0.1236, "rho": -0.0125, "theo": 0.6301, "change": -0.94, "open": 0.79, "high": 0.87, "low": 0.62, "tick": "up", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T15:57:47", "percent_change": -58.3851, "prev_day_close": 0.644999980926514}, {"option": "SPY261123C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 0.0, "volume": 0.0, "delta": 0.9461, "gamma": 0.0037, "vega": 0.1574, "theta": -0.1205, "rho": 0.2215, "theo": 45.7789, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.6750011444092}, {"option": "SPY261123P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2112, "open_interest": 26.0, "volume": 30.0, "delta": -0.0538, "gamma": 0.0037, "vega": 0.1577, "theta": -0.1266, "rho": -0.0131, "theo": 0.6541, "change": -1.05, "open": 0.89, "high": 0.89, "low": 0.61, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T15:12:59", "percent_change": -62.5, "prev_day_close": 0.665000021457672}, {"option": "SPY261123C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 0.0, "volume": 0.0, "delta": 0.9439, "gamma": 0.0039, "vega": 0.1624, "theta": -0.1236, "rho": 0.2212, "theo": 44.8055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.685001373291}, {"option": "SPY261123P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.209, "open_interest": 65.0, "volume": 74.0, "delta": -0.056, "gamma": 0.0039, "vega": 0.1627, "theta": -0.1296, "rho": -0.0135, "theo": 0.6793, "change": -1.08, "open": 0.84, "high": 1.02, "low": 0.66, "tick": "up", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T14:34:54", "percent_change": -61.7143, "prev_day_close": 0.694999992847443}, {"option": "SPY261123C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2064, "open_interest": 0.0, "volume": 0.0, "delta": 0.9415, "gamma": 0.0041, "vega": 0.1677, "theta": -0.1269, "rho": 0.221, "theo": 43.8336, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.6849994659424}, {"option": "SPY261123P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 47.0, "volume": 51.0, "delta": -0.0584, "gamma": 0.0041, "vega": 0.1679, "theta": -0.1328, "rho": -0.0141, "theo": 0.7063, "change": -1.145, "open": 0.87, "high": 0.99, "low": 0.67, "tick": "up", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:01:02", "percent_change": -62.7397, "prev_day_close": 0.725000023841858}, {"option": "SPY261123C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1963, "open_interest": 0.0, "volume": 0.0, "delta": 0.939, "gamma": 0.0042, "vega": 0.1732, "theta": -0.1303, "rho": 0.2207, "theo": 42.8634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.75}, {"option": "SPY261123P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2046, "open_interest": 81.0, "volume": 89.0, "delta": -0.0609, "gamma": 0.0042, "vega": 0.1733, "theta": -0.136, "rho": -0.0147, "theo": 0.7344, "change": -1.185, "open": 0.92, "high": 1.02, "low": 0.65, "tick": "down", "last_trade_price": 0.72, "last_trade_time": "2026-11-11T15:12:59", "percent_change": -62.2047, "prev_day_close": 0.754999995231628}, {"option": "SPY261123C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2018, "open_interest": 2.0, "volume": 0.0, "delta": 0.9363, "gamma": 0.0044, "vega": 0.179, "theta": -0.1338, "rho": 0.2203, "theo": 41.895, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.28, "last_trade_time": "2026-11-09T09:46:58", "percent_change": 0.0, "prev_day_close": 41.6749992370606}, {"option": "SPY261123P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2025, "open_interest": 503.0, "volume": 594.0, "delta": -0.0636, "gamma": 0.0044, "vega": 0.179, "theta": -0.1394, "rho": -0.0153, "theo": 0.7646, "change": -1.22, "open": 0.98, "high": 1.2, "low": 0.69, "tick": "up", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T16:13:09", "percent_change": -61.3065, "prev_day_close": 0.784999996423721}, {"option": "SPY261123C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1995, "open_interest": 0.0, "volume": 0.0, "delta": 0.9335, "gamma": 0.0046, "vega": 0.185, "theta": -0.1374, "rho": 0.22, "theo": 40.9284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.7650012969971}, {"option": "SPY261123P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2004, "open_interest": 172.0, "volume": 350.0, "delta": -0.0665, "gamma": 0.0046, "vega": 0.1852, "theta": -0.143, "rho": -0.016, "theo": 0.7974, "change": -1.23, "open": 0.96, "high": 1.13, "low": 0.72, "tick": "up", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -59.1346, "prev_day_close": 0.814999997615814}, {"option": "SPY261123C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1977, "open_interest": 0.0, "volume": 0.0, "delta": 0.9305, "gamma": 0.0048, "vega": 0.1914, "theta": -0.1412, "rho": 0.2195, "theo": 39.9639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.8099994659424}, {"option": "SPY261123P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 240.0, "volume": 182.0, "delta": -0.0694, "gamma": 0.0049, "vega": 0.1915, "theta": -0.1466, "rho": -0.0168, "theo": 0.8306, "change": -1.265, "open": 0.99, "high": 1.04, "low": 0.73, "tick": "up", "last_trade_price": 0.91, "last_trade_time": "2026-11-11T15:54:53", "percent_change": -58.1609, "prev_day_close": 0.855000019073486}, {"option": "SPY261123C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1916, "open_interest": 0.0, "volume": 0.0, "delta": 0.9273, "gamma": 0.0051, "vega": 0.198, "theta": -0.1451, "rho": 0.2191, "theo": 39.0016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.8899993896484}, {"option": "SPY261123P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 43.0, "volume": 33.0, "delta": -0.0728, "gamma": 0.0051, "vega": 0.1987, "theta": -0.1506, "rho": -0.0176, "theo": 0.869, "change": -1.395, "open": 1.19, "high": 1.19, "low": 0.81, "tick": "up", "last_trade_price": 0.88, "last_trade_time": "2026-11-11T14:27:22", "percent_change": -61.3187, "prev_day_close": 0.884999990463257}, {"option": "SPY261123C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.19, "open_interest": 0.0, "volume": 0.0, "delta": 0.924, "gamma": 0.0053, "vega": 0.2048, "theta": -0.1492, "rho": 0.2185, "theo": 38.0417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.8600006103516}, {"option": "SPY261123P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1942, "open_interest": 53.0, "volume": 53.0, "delta": -0.0761, "gamma": 0.0053, "vega": 0.2054, "theta": -0.1544, "rho": -0.0184, "theo": 0.9064, "change": -1.425, "open": 1.15, "high": 1.3, "low": 0.8, "tick": "up", "last_trade_price": 0.96, "last_trade_time": "2026-11-11T15:53:37", "percent_change": -59.7484, "prev_day_close": 0.925000011920929}, {"option": "SPY261123C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 0.0, "volume": 0.0, "delta": 0.9204, "gamma": 0.0056, "vega": 0.2118, "theta": -0.1534, "rho": 0.218, "theo": 37.0843, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.8999996185303}, {"option": "SPY261123P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1922, "open_interest": 288.0, "volume": 221.0, "delta": -0.0796, "gamma": 0.0056, "vega": 0.2122, "theta": -0.1584, "rho": -0.0192, "theo": 0.9469, "change": -1.515, "open": 1.4, "high": 1.5, "low": 0.89, "tick": "no_change", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T16:00:22", "percent_change": -60.7214, "prev_day_close": 0.975000023841858}, {"option": "SPY261123C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1863, "open_interest": 0.0, "volume": 0.0, "delta": 0.9166, "gamma": 0.0058, "vega": 0.2192, "theta": -0.1577, "rho": 0.2173, "theo": 36.1295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.9650001525879}, {"option": "SPY261123P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1899, "open_interest": 42.0, "volume": 72.0, "delta": -0.0834, "gamma": 0.0058, "vega": 0.2195, "theta": -0.1627, "rho": -0.02, "theo": 0.9912, "change": -1.535, "open": 1.41, "high": 1.43, "low": 0.95, "tick": "up", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T15:59:58", "percent_change": -58.6998, "prev_day_close": 1.01499998569489}, {"option": "SPY261123C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1771, "open_interest": 0.0, "volume": 0.0, "delta": 0.9126, "gamma": 0.0061, "vega": 0.2268, "theta": -0.1622, "rho": 0.2166, "theo": 35.1776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.1100006103516}, {"option": "SPY261123P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1881, "open_interest": 23.0, "volume": 55.0, "delta": -0.0874, "gamma": 0.0061, "vega": 0.2269, "theta": -0.1671, "rho": -0.021, "theo": 1.0375, "change": -1.73, "open": 1.17, "high": 1.22, "low": 1.0, "tick": "down", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T14:38:42", "percent_change": -63.1387, "prev_day_close": 1.06499999761581}, {"option": "SPY261123C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 0.0, "volume": 0.0, "delta": 0.9083, "gamma": 0.0064, "vega": 0.2348, "theta": -0.1668, "rho": 0.2159, "theo": 34.2288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.0850009918213}, {"option": "SPY261123P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1861, "open_interest": 30.0, "volume": 21.0, "delta": -0.0917, "gamma": 0.0064, "vega": 0.2349, "theta": -0.1716, "rho": -0.022, "theo": 1.0874, "change": -1.755, "open": 1.42, "high": 1.75, "low": 1.01, "tick": "up", "last_trade_price": 1.12, "last_trade_time": "2026-11-11T14:11:51", "percent_change": -61.0435, "prev_day_close": 1.11500000953674}, {"option": "SPY261123C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 0.0, "volume": 0.0, "delta": 0.9038, "gamma": 0.0067, "vega": 0.2431, "theta": -0.1715, "rho": 0.2151, "theo": 33.2832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.1299991607666}, {"option": "SPY261123P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 63.0, "volume": 62.0, "delta": -0.0963, "gamma": 0.0067, "vega": 0.2434, "theta": -0.1763, "rho": -0.0232, "theo": 1.1408, "change": -1.895, "open": 1.03, "high": 1.18, "low": 1.03, "tick": "down", "last_trade_price": 1.12, "last_trade_time": "2026-11-11T15:35:24", "percent_change": -62.8524, "prev_day_close": 1.16999995708466}, {"option": "SPY261123C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1673, "open_interest": 0.0, "volume": 0.0, "delta": 0.899, "gamma": 0.007, "vega": 0.2518, "theta": -0.1764, "rho": 0.2142, "theo": 32.3411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.1549987792969}, {"option": "SPY261123P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1819, "open_interest": 827.0, "volume": 637.0, "delta": -0.1013, "gamma": 0.007, "vega": 0.2527, "theta": -0.1813, "rho": -0.0244, "theo": 1.2001, "change": -1.875, "open": 1.63, "high": 1.95, "low": 1.07, "tick": "up", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T15:58:28", "percent_change": -59.4295, "prev_day_close": 1.23000001907349}, {"option": "SPY261123C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1761, "open_interest": 5.0, "volume": 0.0, "delta": 0.8939, "gamma": 0.0073, "vega": 0.2607, "theta": -0.1814, "rho": 0.2132, "theo": 31.4028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.67, "last_trade_time": "2026-11-10T12:36:38", "percent_change": 0.0, "prev_day_close": 31.3850002288818}, {"option": "SPY261123P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1801, "open_interest": 17.0, "volume": 17.0, "delta": -0.1063, "gamma": 0.0074, "vega": 0.2615, "theta": -0.1861, "rho": -0.0255, "theo": 1.2586, "change": -2.105, "open": 1.84, "high": 1.84, "low": 1.21, "tick": "down", "last_trade_price": 1.21, "last_trade_time": "2026-11-11T14:47:50", "percent_change": -63.4992, "prev_day_close": 1.28999996185303}, {"option": "SPY261123C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 0.0, "volume": 0.0, "delta": 0.8885, "gamma": 0.0077, "vega": 0.2698, "theta": -0.1866, "rho": 0.2122, "theo": 30.4686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.335000038147}, {"option": "SPY261123P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1782, "open_interest": 48.0, "volume": 50.0, "delta": -0.1117, "gamma": 0.0077, "vega": 0.2705, "theta": -0.1912, "rho": -0.0266, "theo": 1.3234, "change": -2.165, "open": 1.88, "high": 2.14, "low": 1.27, "tick": "down", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T15:37:24", "percent_change": -62.3022, "prev_day_close": 1.36000001430511}, {"option": "SPY261123C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1777, "open_interest": 4.0, "volume": 4.0, "delta": 0.8828, "gamma": 0.008, "vega": 0.2792, "theta": -0.1919, "rho": 0.2111, "theo": 29.5387, "change": 9.54, "open": 25.71, "high": 30.45, "low": 25.71, "tick": "up", "last_trade_price": 30.45, "last_trade_time": "2026-11-11T12:47:03", "percent_change": 45.6241, "prev_day_close": 29.4249992370606}, {"option": "SPY261123P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 813.0, "volume": 821.0, "delta": -0.1175, "gamma": 0.0081, "vega": 0.2797, "theta": -0.1964, "rho": -0.028, "theo": 1.3925, "change": -2.135, "open": 2.04, "high": 2.1, "low": 1.37, "tick": "up", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T15:54:56", "percent_change": -58.5734, "prev_day_close": 1.43000000715256}, {"option": "SPY261123C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1758, "open_interest": 0.0, "volume": 0.0, "delta": 0.8767, "gamma": 0.0084, "vega": 0.2889, "theta": -0.1972, "rho": 0.2099, "theo": 28.6134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.5049991607666}, {"option": "SPY261123P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 106.0, "volume": 84.0, "delta": -0.1236, "gamma": 0.0085, "vega": 0.2894, "theta": -0.2018, "rho": -0.0295, "theo": 1.4667, "change": -2.525, "open": 2.12, "high": 2.12, "low": 1.31, "tick": "down", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T13:40:29", "percent_change": -65.8409, "prev_day_close": 1.5}, {"option": "SPY261123C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 17.0, "volume": 0.0, "delta": 0.8703, "gamma": 0.0088, "vega": 0.2991, "theta": -0.2028, "rho": 0.2086, "theo": 27.6929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.21, "last_trade_time": "2026-11-10T10:35:40", "percent_change": 0.0, "prev_day_close": 27.5949993133545}, {"option": "SPY261123P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 1705.0, "volume": 1514.0, "delta": -0.13, "gamma": 0.0089, "vega": 0.2995, "theta": -0.2071, "rho": -0.0311, "theo": 1.5432, "change": -2.445, "open": 2.19, "high": 2.46, "low": 1.35, "tick": "up", "last_trade_price": 1.58, "last_trade_time": "2026-11-11T15:42:45", "percent_change": -60.7453, "prev_day_close": 1.58000004291534}, {"option": "SPY261123C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 0.0, "volume": 0.0, "delta": 0.8635, "gamma": 0.0092, "vega": 0.3096, "theta": -0.2084, "rho": 0.2072, "theo": 26.7778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.6750001907349}, {"option": "SPY261123P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1708, "open_interest": 281.0, "volume": 213.0, "delta": -0.1369, "gamma": 0.0093, "vega": 0.3106, "theta": -0.2127, "rho": -0.0328, "theo": 1.628, "change": -2.675, "open": 2.31, "high": 2.37, "low": 1.55, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-11T14:53:39", "percent_change": -63.3136, "prev_day_close": 1.66999995708466}, {"option": "SPY261123C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1699, "open_interest": 0.0, "volume": 0.0, "delta": 0.8563, "gamma": 0.0097, "vega": 0.3203, "theta": -0.214, "rho": 0.2057, "theo": 25.8684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.7749996185303}, {"option": "SPY261123P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 103.0, "volume": 64.0, "delta": -0.1442, "gamma": 0.0097, "vega": 0.3214, "theta": -0.2184, "rho": -0.0343, "theo": 1.7177, "change": -2.595, "open": 2.78, "high": 2.78, "low": 1.66, "tick": "up", "last_trade_price": 1.84, "last_trade_time": "2026-11-11T15:56:55", "percent_change": -58.5118, "prev_day_close": 1.76499998569489}, {"option": "SPY261123C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 0.0, "volume": 0.0, "delta": 0.8486, "gamma": 0.0101, "vega": 0.3311, "theta": -0.2198, "rho": 0.204, "theo": 24.9652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.8699998855591}, {"option": "SPY261123P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.167, "open_interest": 201.0, "volume": 106.0, "delta": -0.1518, "gamma": 0.0102, "vega": 0.3318, "theta": -0.224, "rho": -0.0359, "theo": 1.8123, "change": -2.745, "open": 2.72, "high": 2.72, "low": 1.61, "tick": "up", "last_trade_price": 1.92, "last_trade_time": "2026-11-11T15:59:06", "percent_change": -58.8424, "prev_day_close": 1.86000001430511}, {"option": "SPY261123C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 5.0, "volume": 0.0, "delta": 0.8405, "gamma": 0.0106, "vega": 0.3422, "theta": -0.2256, "rho": 0.2024, "theo": 24.0684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.78, "last_trade_time": "2026-11-10T11:47:40", "percent_change": 0.0, "prev_day_close": 23.9750003814697}, {"option": "SPY261123P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1653, "open_interest": 277.0, "volume": 208.0, "delta": -0.1601, "gamma": 0.0107, "vega": 0.3428, "theta": -0.2299, "rho": -0.0379, "theo": 1.9161, "change": -3.0, "open": 2.49, "high": 2.49, "low": 1.87, "tick": "down", "last_trade_price": 1.9, "last_trade_time": "2026-11-11T15:22:46", "percent_change": -61.2245, "prev_day_close": 1.9650000333786}, {"option": "SPY261123C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 7.0, "volume": 3.0, "delta": 0.8319, "gamma": 0.0111, "vega": 0.3536, "theta": -0.2315, "rho": 0.2005, "theo": 23.1785, "change": 9.675, "open": 24.17, "high": 25.07, "low": 24.13, "tick": "up", "last_trade_price": 25.07, "last_trade_time": "2026-11-11T13:55:05", "percent_change": 62.8451, "prev_day_close": 23.0799999237061}, {"option": "SPY261123P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 564.0, "volume": 282.0, "delta": -0.1687, "gamma": 0.0112, "vega": 0.354, "theta": -0.2358, "rho": -0.04, "theo": 2.0252, "change": -2.935, "open": 2.82, "high": 3.33, "low": 1.77, "tick": "up", "last_trade_price": 2.21, "last_trade_time": "2026-11-11T15:54:55", "percent_change": -57.0457, "prev_day_close": 2.07999992370605}, {"option": "SPY261123C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 0.0, "volume": 0.0, "delta": 0.8228, "gamma": 0.0116, "vega": 0.3653, "theta": -0.2374, "rho": 0.1985, "theo": 22.2959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.210000038147}, {"option": "SPY261123P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 122.0, "volume": 94.0, "delta": -0.1777, "gamma": 0.0117, "vega": 0.3662, "theta": -0.2415, "rho": -0.0423, "theo": 2.1398, "change": -3.21, "open": 3.03, "high": 3.03, "low": 1.88, "tick": "up", "last_trade_price": 2.2, "last_trade_time": "2026-11-11T16:06:36", "percent_change": -59.3346, "prev_day_close": 2.19500005245209}, {"option": "SPY261123C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1608, "open_interest": 2.0, "volume": 2.0, "delta": 0.8133, "gamma": 0.0121, "vega": 0.3772, "theta": -0.2432, "rho": 0.1964, "theo": 21.4214, "change": 7.55, "open": 20.13, "high": 21.48, "low": 20.13, "tick": "up", "last_trade_price": 21.48, "last_trade_time": "2026-11-11T12:09:17", "percent_change": 54.1996, "prev_day_close": 21.335000038147}, {"option": "SPY261123P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 86.0, "volume": 159.0, "delta": -0.1874, "gamma": 0.0122, "vega": 0.3784, "theta": -0.2474, "rho": -0.0438, "theo": 2.2645, "change": -3.46, "open": 2.98, "high": 3.37, "low": 2.04, "tick": "up", "last_trade_price": 2.22, "last_trade_time": "2026-11-11T15:17:00", "percent_change": -60.9155, "prev_day_close": 2.32499992847443}, {"option": "SPY261123C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 6.0, "volume": 0.0, "delta": 0.8031, "gamma": 0.0127, "vega": 0.389, "theta": -0.2491, "rho": 0.1941, "theo": 20.5554, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.68, "last_trade_time": "2026-11-10T15:06:54", "percent_change": 0.0, "prev_day_close": 20.460000038147}, {"option": "SPY261123P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 64.0, "volume": 63.0, "delta": -0.1977, "gamma": 0.0128, "vega": 0.3899, "theta": -0.2533, "rho": -0.0463, "theo": 2.3982, "change": -3.61, "open": 3.59, "high": 3.96, "low": 2.08, "tick": "down", "last_trade_price": 2.36, "last_trade_time": "2026-11-11T15:20:49", "percent_change": -60.469, "prev_day_close": 2.4650000333786}, {"option": "SPY261123C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 2.0, "volume": 0.0, "delta": 0.7924, "gamma": 0.0132, "vega": 0.4008, "theta": -0.2549, "rho": 0.1918, "theo": 19.6983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.28, "last_trade_time": "2026-11-10T15:54:24", "percent_change": 0.0, "prev_day_close": 19.6099996566772}, {"option": "SPY261123P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 150.0, "volume": 159.0, "delta": -0.2085, "gamma": 0.0133, "vega": 0.4014, "theta": -0.2591, "rho": -0.0489, "theo": 2.5406, "change": -3.63, "open": 3.32, "high": 3.76, "low": 2.2, "tick": "no_change", "last_trade_price": 2.64, "last_trade_time": "2026-11-11T15:51:03", "percent_change": -57.8947, "prev_day_close": 2.60999989509583}, {"option": "SPY261123C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 50.0, "volume": 11.0, "delta": 0.7811, "gamma": 0.0138, "vega": 0.4129, "theta": -0.2606, "rho": 0.1892, "theo": 18.8507, "change": 6.525, "open": 16.75, "high": 20.33, "low": 16.75, "tick": "down", "last_trade_price": 18.36, "last_trade_time": "2026-11-11T15:56:03", "percent_change": 55.1331, "prev_day_close": 18.7650003433228}, {"option": "SPY261123P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 289.0, "volume": 163.0, "delta": -0.22, "gamma": 0.0139, "vega": 0.4135, "theta": -0.2649, "rho": -0.0517, "theo": 2.6944, "change": -3.835, "open": 3.79, "high": 4.24, "low": 2.54, "tick": "up", "last_trade_price": 2.76, "last_trade_time": "2026-11-11T15:51:24", "percent_change": -58.1501, "prev_day_close": 2.76499998569489}, {"option": "SPY261123C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1531, "open_interest": 77.0, "volume": 1.0, "delta": 0.7692, "gamma": 0.0144, "vega": 0.4251, "theta": -0.2661, "rho": 0.1865, "theo": 18.0133, "change": 6.52, "open": 17.68, "high": 17.68, "low": 17.68, "tick": "up", "last_trade_price": 17.68, "last_trade_time": "2026-11-11T15:58:00", "percent_change": 58.4229, "prev_day_close": 17.9250001907349}, {"option": "SPY261123P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1531, "open_interest": 71.0, "volume": 54.0, "delta": -0.232, "gamma": 0.0145, "vega": 0.4269, "theta": -0.2704, "rho": -0.0545, "theo": 2.8561, "change": -3.96, "open": 4.24, "high": 4.24, "low": 2.48, "tick": "up", "last_trade_price": 2.97, "last_trade_time": "2026-11-11T14:18:19", "percent_change": -57.1429, "prev_day_close": 2.9300000667572}, {"option": "SPY261123C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 57.0, "volume": 19.0, "delta": 0.7567, "gamma": 0.015, "vega": 0.4372, "theta": -0.2715, "rho": 0.1836, "theo": 17.1868, "change": 7.635, "open": 15.15, "high": 18.38, "low": 13.91, "tick": "down", "last_trade_price": 18.14, "last_trade_time": "2026-11-11T13:14:29", "percent_change": 72.6797, "prev_day_close": 17.1050004959106}, {"option": "SPY261123P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 113.0, "volume": 48.0, "delta": -0.2446, "gamma": 0.0151, "vega": 0.4384, "theta": -0.2758, "rho": -0.0565, "theo": 3.0277, "change": -4.21, "open": 4.49, "high": 4.71, "low": 2.89, "tick": "down", "last_trade_price": 3.07, "last_trade_time": "2026-11-11T16:10:00", "percent_change": -57.8297, "prev_day_close": 3.10999989509582}, {"option": "SPY261123C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 74.0, "volume": 20.0, "delta": 0.7435, "gamma": 0.0156, "vega": 0.4489, "theta": -0.2766, "rho": 0.1806, "theo": 16.3719, "change": 6.19, "open": 14.08, "high": 16.39, "low": 13.19, "tick": "down", "last_trade_price": 16.06, "last_trade_time": "2026-11-11T15:59:09", "percent_change": 62.7153, "prev_day_close": 16.289999961853}, {"option": "SPY261123P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1496, "open_interest": 57.0, "volume": 65.0, "delta": -0.2579, "gamma": 0.0157, "vega": 0.4497, "theta": -0.2811, "rho": -0.0596, "theo": 3.2128, "change": -4.39, "open": 4.44, "high": 5.05, "low": 2.82, "tick": "up", "last_trade_price": 3.26, "last_trade_time": "2026-11-11T16:10:00", "percent_change": -57.3856, "prev_day_close": 3.29499995708466}, {"option": "SPY261123C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 43.0, "volume": 20.0, "delta": 0.7296, "gamma": 0.0162, "vega": 0.4604, "theta": -0.2815, "rho": 0.1774, "theo": 15.5689, "change": 6.055, "open": 13.55, "high": 16.55, "low": 13.11, "tick": "down", "last_trade_price": 15.3, "last_trade_time": "2026-11-11T15:59:09", "percent_change": 65.4949, "prev_day_close": 15.4849996566772}, {"option": "SPY261123P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.148, "open_interest": 174.0, "volume": 79.0, "delta": -0.2719, "gamma": 0.0163, "vega": 0.461, "theta": -0.2861, "rho": -0.063, "theo": 3.4095, "change": -4.575, "open": 4.4, "high": 5.32, "low": 3.44, "tick": "up", "last_trade_price": 3.46, "last_trade_time": "2026-11-11T16:10:00", "percent_change": -56.9384, "prev_day_close": 3.49500000476837}, {"option": "SPY261123C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1463, "open_interest": 221.0, "volume": 32.0, "delta": 0.7151, "gamma": 0.0168, "vega": 0.4719, "theta": -0.286, "rho": 0.174, "theo": 14.7787, "change": 6.27, "open": 12.76, "high": 16.16, "low": 12.0, "tick": "no_change", "last_trade_price": 14.92, "last_trade_time": "2026-11-11T15:33:26", "percent_change": 72.4855, "prev_day_close": 14.6999998092651}, {"option": "SPY261123P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1463, "open_interest": 933.0, "volume": 492.0, "delta": -0.2866, "gamma": 0.017, "vega": 0.4733, "theta": -0.2907, "rho": -0.0665, "theo": 3.6187, "change": -4.69, "open": 5.01, "high": 5.61, "low": 3.16, "tick": "up", "last_trade_price": 3.75, "last_trade_time": "2026-11-11T15:52:09", "percent_change": -55.5687, "prev_day_close": 3.70500004291534}, {"option": "SPY261123C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1461, "open_interest": 98.0, "volume": 66.0, "delta": 0.6999, "gamma": 0.0174, "vega": 0.483, "theta": -0.2902, "rho": 0.1704, "theo": 14.0021, "change": 7.025, "open": 11.85, "high": 15.09, "low": 11.85, "tick": "up", "last_trade_price": 15.09, "last_trade_time": "2026-11-11T14:04:48", "percent_change": 87.1048, "prev_day_close": 13.9250001907349}, {"option": "SPY261123P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1446, "open_interest": 301.0, "volume": 137.0, "delta": -0.3021, "gamma": 0.0176, "vega": 0.4843, "theta": -0.295, "rho": -0.0686, "theo": 3.8435, "change": -4.955, "open": 5.66, "high": 6.09, "low": 3.75, "tick": "up", "last_trade_price": 3.9, "last_trade_time": "2026-11-11T16:10:00", "percent_change": -55.9571, "prev_day_close": 3.94000005722046}, {"option": "SPY261123C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1429, "open_interest": 100.0, "volume": 50.0, "delta": 0.6839, "gamma": 0.018, "vega": 0.4935, "theta": -0.294, "rho": 0.1667, "theo": 13.24, "change": 5.04, "open": 11.4, "high": 12.54, "low": 10.6, "tick": "up", "last_trade_price": 12.54, "last_trade_time": "2026-11-11T11:28:02", "percent_change": 67.2, "prev_day_close": 13.1599998474121}, {"option": "SPY261123P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 94.0, "volume": 30.0, "delta": -0.3183, "gamma": 0.0182, "vega": 0.4943, "theta": -0.299, "rho": -0.0723, "theo": 4.0824, "change": -4.955, "open": 5.97, "high": 6.28, "low": 3.59, "tick": "up", "last_trade_price": 4.35, "last_trade_time": "2026-11-11T15:56:02", "percent_change": -53.2509, "prev_day_close": 4.17999982833862}, {"option": "SPY261123C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1427, "open_interest": 18.0, "volume": 14.0, "delta": 0.6673, "gamma": 0.0186, "vega": 0.5034, "theta": -0.2972, "rho": 0.1628, "theo": 12.4929, "change": 5.85, "open": 9.86, "high": 13.39, "low": 9.86, "tick": "down", "last_trade_price": 12.81, "last_trade_time": "2026-11-11T14:42:36", "percent_change": 84.0517, "prev_day_close": 12.4200000762939}, {"option": "SPY261123P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 168.0, "volume": 69.0, "delta": -0.3352, "gamma": 0.0188, "vega": 0.5039, "theta": -0.3024, "rho": -0.0761, "theo": 4.3356, "change": -5.175, "open": 6.66, "high": 6.66, "low": 3.85, "tick": "no_change", "last_trade_price": 4.59, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -52.9954, "prev_day_close": 4.44000005722046}, {"option": "SPY261123C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 62.0, "volume": 88.0, "delta": 0.6499, "gamma": 0.0192, "vega": 0.5128, "theta": -0.3, "rho": 0.1587, "theo": 11.7615, "change": 5.4, "open": 9.95, "high": 13.18, "low": 9.95, "tick": "down", "last_trade_price": 11.84, "last_trade_time": "2026-11-11T15:36:23", "percent_change": 83.8509, "prev_day_close": 11.6999998092651}, {"option": "SPY261123P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 118.0, "volume": 104.0, "delta": -0.3528, "gamma": 0.0195, "vega": 0.5141, "theta": -0.3054, "rho": -0.0782, "theo": 4.6046, "change": -5.39, "open": 6.77, "high": 6.77, "low": 4.06, "tick": "no_change", "last_trade_price": 4.87, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -52.5341, "prev_day_close": 4.71000003814697}, {"option": "SPY261123C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 506.0, "volume": 324.0, "delta": 0.6318, "gamma": 0.0197, "vega": 0.5215, "theta": -0.3021, "rho": 0.1543, "theo": 11.0471, "change": 5.08, "open": 9.65, "high": 12.01, "low": 8.53, "tick": "down", "last_trade_price": 11.02, "last_trade_time": "2026-11-11T15:31:50", "percent_change": 85.5219, "prev_day_close": 10.9650001525879}, {"option": "SPY261123P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 141.0, "volume": 235.0, "delta": -0.3713, "gamma": 0.02, "vega": 0.5222, "theta": -0.3077, "rho": -0.0822, "theo": 4.8931, "change": -5.8, "open": 6.72, "high": 7.36, "low": 4.3, "tick": "down", "last_trade_price": 4.96, "last_trade_time": "2026-11-11T16:00:31", "percent_change": -53.9033, "prev_day_close": 4.99500012397766}, {"option": "SPY261123C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1366, "open_interest": 109.0, "volume": 178.0, "delta": 0.613, "gamma": 0.0203, "vega": 0.5291, "theta": -0.3035, "rho": 0.1499, "theo": 10.3504, "change": 4.42, "open": 9.29, "high": 11.58, "low": 8.15, "tick": "down", "last_trade_price": 9.88, "last_trade_time": "2026-11-11T15:54:51", "percent_change": 80.9524, "prev_day_close": 10.2750000953674}, {"option": "SPY261123P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1365, "open_interest": 85.0, "volume": 152.0, "delta": -0.3905, "gamma": 0.0206, "vega": 0.5294, "theta": -0.3094, "rho": -0.0867, "theo": 5.1983, "change": -6.05, "open": 6.87, "high": 7.9, "low": 4.54, "tick": "down", "last_trade_price": 5.24, "last_trade_time": "2026-11-11T14:27:42", "percent_change": -53.5872, "prev_day_close": 5.3050000667572}, {"option": "SPY261123C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1349, "open_interest": 168.0, "volume": 122.0, "delta": 0.5935, "gamma": 0.0208, "vega": 0.5357, "theta": -0.3043, "rho": 0.1453, "theo": 9.672, "change": 5.42, "open": 8.44, "high": 10.42, "low": 7.38, "tick": "up", "last_trade_price": 10.42, "last_trade_time": "2026-11-11T12:53:11", "percent_change": 108.4, "prev_day_close": 9.60500001907349}, {"option": "SPY261123P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 98.0, "volume": 141.0, "delta": -0.4104, "gamma": 0.0212, "vega": 0.5358, "theta": -0.3105, "rho": -0.0911, "theo": 5.5211, "change": -6.045, "open": 7.41, "high": 8.2, "low": 4.84, "tick": "down", "last_trade_price": 5.8, "last_trade_time": "2026-11-11T15:57:13", "percent_change": -51.0342, "prev_day_close": 5.63000011444092}, {"option": "SPY261123C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.134, "open_interest": 170.0, "volume": 318.0, "delta": 0.5733, "gamma": 0.0213, "vega": 0.5414, "theta": -0.3042, "rho": 0.1404, "theo": 9.013, "change": 4.34, "open": 7.62, "high": 10.19, "low": 6.71, "tick": "up", "last_trade_price": 8.91, "last_trade_time": "2026-11-11T16:05:02", "percent_change": 94.9672, "prev_day_close": 8.94000005722046}, {"option": "SPY261123P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 26.0, "volume": 51.0, "delta": -0.4311, "gamma": 0.0217, "vega": 0.5412, "theta": -0.3108, "rho": -0.0926, "theo": 5.8658, "change": -6.55, "open": 7.37, "high": 8.79, "low": 5.14, "tick": "up", "last_trade_price": 5.87, "last_trade_time": "2026-11-11T16:07:36", "percent_change": -52.7375, "prev_day_close": 5.97499990463257}, {"option": "SPY261123C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 138.0, "volume": 214.0, "delta": 0.5525, "gamma": 0.0217, "vega": 0.5457, "theta": -0.3034, "rho": 0.1353, "theo": 8.3746, "change": 3.965, "open": 7.34, "high": 9.2, "low": 6.13, "tick": "down", "last_trade_price": 8.12, "last_trade_time": "2026-11-11T15:59:45", "percent_change": 95.4272, "prev_day_close": 8.3250002861023}, {"option": "SPY261123P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 130.0, "volume": 125.0, "delta": -0.4525, "gamma": 0.0222, "vega": 0.5452, "theta": -0.3102, "rho": -0.0976, "theo": 6.2315, "change": -6.61, "open": 8.12, "high": 8.79, "low": 5.47, "tick": "up", "last_trade_price": 6.41, "last_trade_time": "2026-11-11T16:03:42", "percent_change": -50.768, "prev_day_close": 6.34999990463257}, {"option": "SPY261123C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 590.0, "volume": 503.0, "delta": 0.5313, "gamma": 0.0221, "vega": 0.5486, "theta": -0.3017, "rho": 0.1303, "theo": 7.7668, "change": 3.945, "open": 6.9, "high": 9.1, "low": 5.8, "tick": "down", "last_trade_price": 7.72, "last_trade_time": "2026-11-11T16:12:54", "percent_change": 104.503, "prev_day_close": 7.69000005722046}, {"option": "SPY261123P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 418.0, "volume": 1186.0, "delta": -0.4745, "gamma": 0.0226, "vega": 0.5478, "theta": -0.3088, "rho": -0.1019, "theo": 6.6173, "change": -6.95, "open": 8.35, "high": 9.19, "low": 5.78, "tick": "down", "last_trade_price": 6.7, "last_trade_time": "2026-11-11T16:06:58", "percent_change": -50.9157, "prev_day_close": 6.74000000953674}, {"option": "SPY261123C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 700.0, "volume": 5284.0, "delta": 0.5093, "gamma": 0.0224, "vega": 0.5501, "theta": -0.299, "rho": 0.1249, "theo": 7.1714, "change": 3.775, "open": 6.32, "high": 8.55, "low": 5.12, "tick": "up", "last_trade_price": 7.18, "last_trade_time": "2026-11-11T16:00:24", "percent_change": 110.866, "prev_day_close": 7.09999990463257}, {"option": "SPY261123P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1285, "open_interest": 101.0, "volume": 130.0, "delta": -0.4972, "gamma": 0.023, "vega": 0.548, "theta": -0.3065, "rho": -0.1032, "theo": 7.0271, "change": -7.19, "open": 8.0, "high": 8.0, "low": 6.1, "tick": "up", "last_trade_price": 7.12, "last_trade_time": "2026-11-11T16:05:40", "percent_change": -50.2446, "prev_day_close": 7.15499997138977}, {"option": "SPY261123C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 122.0, "volume": 232.0, "delta": 0.4867, "gamma": 0.0227, "vega": 0.55, "theta": -0.2954, "rho": 0.1194, "theo": 6.5996, "change": 3.485, "open": 5.66, "high": 7.5, "low": 4.83, "tick": "down", "last_trade_price": 6.55, "last_trade_time": "2026-11-11T15:45:06", "percent_change": 113.703, "prev_day_close": 6.53500008583069}, {"option": "SPY261123P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 70.0, "volume": 123.0, "delta": -0.5205, "gamma": 0.0233, "vega": 0.5477, "theta": -0.3032, "rho": -0.1082, "theo": 7.4622, "change": -7.42, "open": 10.18, "high": 10.18, "low": 6.56, "tick": "down", "last_trade_price": 7.55, "last_trade_time": "2026-11-11T16:09:05", "percent_change": -49.5658, "prev_day_close": 7.59000015258789}, {"option": "SPY261123C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 132.0, "volume": 162.0, "delta": 0.4636, "gamma": 0.0229, "vega": 0.5482, "theta": -0.2909, "rho": 0.1138, "theo": 6.0518, "change": 3.02, "open": 4.66, "high": 7.34, "low": 4.44, "tick": "up", "last_trade_price": 5.77, "last_trade_time": "2026-11-11T15:56:38", "percent_change": 109.818, "prev_day_close": 5.98000001907349}, {"option": "SPY261123P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 73.0, "volume": 109.0, "delta": -0.5443, "gamma": 0.0235, "vega": 0.5455, "theta": -0.2991, "rho": -0.1124, "theo": 7.92, "change": -7.235, "open": 8.78, "high": 8.78, "low": 6.89, "tick": "up", "last_trade_price": 8.45, "last_trade_time": "2026-11-11T15:59:56", "percent_change": -46.1269, "prev_day_close": 8.0499997138977}, {"option": "SPY261123C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 112.0, "volume": 124.0, "delta": 0.4402, "gamma": 0.023, "vega": 0.5445, "theta": -0.2854, "rho": 0.1081, "theo": 5.5289, "change": 3.045, "open": 4.76, "high": 6.56, "low": 4.69, "tick": "up", "last_trade_price": 5.5, "last_trade_time": "2026-11-11T16:05:29", "percent_change": 124.033, "prev_day_close": 5.46499991416931}, {"option": "SPY261123P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 26.0, "volume": 56.0, "delta": -0.569, "gamma": 0.0237, "vega": 0.539, "theta": -0.2938, "rho": -0.1128, "theo": 8.4122, "change": -7.7, "open": 9.52, "high": 9.52, "low": 7.33, "tick": "up", "last_trade_price": 8.7, "last_trade_time": "2026-11-11T14:18:50", "percent_change": -46.9512, "prev_day_close": 8.53000020980835}, {"option": "SPY261123C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 691.0, "volume": 954.0, "delta": 0.4164, "gamma": 0.023, "vega": 0.5389, "theta": -0.2788, "rho": 0.1022, "theo": 5.032, "change": 2.76, "open": 4.4, "high": 6.15, "low": 3.6, "tick": "no_change", "last_trade_price": 4.94, "last_trade_time": "2026-11-11T16:09:47", "percent_change": 126.605, "prev_day_close": 4.96499991416931}, {"option": "SPY261123P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 165.0, "volume": 81.0, "delta": -0.5936, "gamma": 0.0237, "vega": 0.5335, "theta": -0.2874, "rho": -0.1178, "theo": 8.9252, "change": -8.48, "open": 11.64, "high": 11.8, "low": 7.83, "tick": "down", "last_trade_price": 8.67, "last_trade_time": "2026-11-11T14:53:16", "percent_change": -49.4461, "prev_day_close": 9.04500007629394}, {"option": "SPY261123C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 144.0, "volume": 211.0, "delta": 0.3925, "gamma": 0.0229, "vega": 0.5316, "theta": -0.2713, "rho": 0.0965, "theo": 4.5615, "change": 2.6, "open": 3.92, "high": 5.69, "low": 3.12, "tick": "down", "last_trade_price": 4.53, "last_trade_time": "2026-11-11T16:12:54", "percent_change": 134.715, "prev_day_close": 4.5}, {"option": "SPY261123P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1208, "open_interest": 24.0, "volume": 23.0, "delta": -0.6185, "gamma": 0.0237, "vega": 0.5256, "theta": -0.2803, "rho": -0.1216, "theo": 9.4635, "change": -9.405, "open": 12.86, "high": 12.86, "low": 8.53, "tick": "no_change", "last_trade_price": 8.53, "last_trade_time": "2026-11-11T13:26:49", "percent_change": -52.4394, "prev_day_close": 9.58500003814697}, {"option": "SPY261123C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1196, "open_interest": 37.0, "volume": 50.0, "delta": 0.3685, "gamma": 0.0227, "vega": 0.5222, "theta": -0.2629, "rho": 0.0906, "theo": 4.1178, "change": 2.405, "open": 3.76, "high": 4.71, "low": 2.95, "tick": "down", "last_trade_price": 4.11, "last_trade_time": "2026-11-11T16:14:42", "percent_change": 141.056, "prev_day_close": 4.0550000667572}, {"option": "SPY261123P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 2.0, "volume": 3.0, "delta": -0.6436, "gamma": 0.0236, "vega": 0.5118, "theta": -0.272, "rho": -0.1212, "theo": 10.0324, "change": -6.855, "open": 12.91, "high": 12.91, "low": 11.86, "tick": "down", "last_trade_price": 11.86, "last_trade_time": "2026-11-11T10:50:22", "percent_change": -36.6284, "prev_day_close": 10.1550002098084}, {"option": "SPY261123C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1182, "open_interest": 79.0, "volume": 103.0, "delta": 0.3445, "gamma": 0.0225, "vega": 0.5107, "theta": -0.2536, "rho": 0.0846, "theo": 3.7018, "change": 1.975, "open": 3.07, "high": 4.71, "low": 2.56, "tick": "down", "last_trade_price": 3.47, "last_trade_time": "2026-11-11T15:56:38", "percent_change": 132.107, "prev_day_close": 3.6450001001358}, {"option": "SPY261123P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 55.0, "volume": 58.0, "delta": -0.6686, "gamma": 0.0233, "vega": 0.5005, "theta": -0.2627, "rho": -0.1232, "theo": 10.6293, "change": -8.765, "open": 13.58, "high": 13.83, "low": 9.62, "tick": "no_change", "last_trade_price": 10.78, "last_trade_time": "2026-11-11T15:51:19", "percent_change": -44.8452, "prev_day_close": 10.75}, {"option": "SPY261123C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 73.0, "volume": 31.0, "delta": 0.3207, "gamma": 0.0221, "vega": 0.4975, "theta": -0.2434, "rho": 0.0789, "theo": 3.3133, "change": 1.83, "open": 2.67, "high": 4.11, "low": 2.27, "tick": "down", "last_trade_price": 3.14, "last_trade_time": "2026-11-11T15:59:49", "percent_change": 139.695, "prev_day_close": 3.25499999523163}, {"option": "SPY261123P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1166, "open_interest": 11.0, "volume": 1.0, "delta": -0.6937, "gamma": 0.023, "vega": 0.4859, "theta": -0.2528, "rho": -0.1241, "theo": 11.2535, "change": -9.185, "open": 11.21, "high": 11.21, "low": 11.21, "tick": "down", "last_trade_price": 11.21, "last_trade_time": "2026-11-11T15:28:08", "percent_change": -45.0355, "prev_day_close": 11.375}, {"option": "SPY261123C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 456.0, "volume": 101.0, "delta": 0.2972, "gamma": 0.0216, "vega": 0.4824, "theta": -0.2326, "rho": 0.0731, "theo": 2.9523, "change": 1.65, "open": 2.6, "high": 3.79, "low": 2.0, "tick": "down", "last_trade_price": 2.79, "last_trade_time": "2026-11-11T15:59:49", "percent_change": 144.737, "prev_day_close": 2.90000009536743}, {"option": "SPY261123P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 85.0, "volume": 34.0, "delta": -0.7183, "gamma": 0.0226, "vega": 0.4657, "theta": -0.2416, "rho": -0.1271, "theo": 11.9096, "change": -9.365, "open": 14.4, "high": 15.65, "low": 10.72, "tick": "up", "last_trade_price": 11.91, "last_trade_time": "2026-11-11T15:10:13", "percent_change": -44.0188, "prev_day_close": 12.0349998474121}, {"option": "SPY261123C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 858.0, "volume": 5100.0, "delta": 0.2742, "gamma": 0.021, "vega": 0.4654, "theta": -0.2211, "rho": 0.0674, "theo": 2.619, "change": 1.635, "open": 2.28, "high": 3.42, "low": 1.77, "tick": "up", "last_trade_price": 2.63, "last_trade_time": "2026-11-11T15:50:00", "percent_change": 164.322, "prev_day_close": 2.5699999332428}, {"option": "SPY261123P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 40.0, "volume": 30.0, "delta": -0.7429, "gamma": 0.0221, "vega": 0.4481, "theta": -0.2303, "rho": -0.127, "theo": 12.593, "change": -9.07, "open": 15.14, "high": 16.42, "low": 11.43, "tick": "up", "last_trade_price": 13.05, "last_trade_time": "2026-11-11T15:58:28", "percent_change": -41.0036, "prev_day_close": 12.7150001525879}, {"option": "SPY261123C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 84.0, "volume": 64.0, "delta": 0.2517, "gamma": 0.0203, "vega": 0.4471, "theta": -0.209, "rho": 0.0619, "theo": 2.3126, "change": 1.32, "open": 2.08, "high": 3.02, "low": 1.66, "tick": "down", "last_trade_price": 2.18, "last_trade_time": "2026-11-11T15:23:53", "percent_change": 153.488, "prev_day_close": 2.26499998569489}, {"option": "SPY261123P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 14.0, "volume": 14.0, "delta": -0.7668, "gamma": 0.0215, "vega": 0.426, "theta": -0.2182, "rho": -0.1252, "theo": 13.3053, "change": -11.015, "open": 12.04, "high": 12.04, "low": 12.04, "tick": "down", "last_trade_price": 12.04, "last_trade_time": "2026-11-11T13:56:07", "percent_change": -47.7771, "prev_day_close": 13.4349999427795}, {"option": "SPY261123C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1123, "open_interest": 138.0, "volume": 33.0, "delta": 0.2299, "gamma": 0.0195, "vega": 0.4272, "theta": -0.1966, "rho": 0.0565, "theo": 2.0328, "change": 1.415, "open": 1.48, "high": 2.68, "low": 1.38, "tick": "down", "last_trade_price": 2.16, "last_trade_time": "2026-11-11T14:47:50", "percent_change": 189.933, "prev_day_close": 1.99000000953674}, {"option": "SPY261123P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1115, "open_interest": 4.0, "volume": 4.0, "delta": -0.7902, "gamma": 0.0209, "vega": 0.4016, "theta": -0.2063, "rho": -0.1212, "theo": 14.0469, "change": -6.9, "open": 17.55, "high": 17.55, "low": 17.08, "tick": "down", "last_trade_price": 17.08, "last_trade_time": "2026-11-11T10:31:01", "percent_change": -28.774, "prev_day_close": 14.1799998283386}, {"option": "SPY261123C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1112, "open_interest": 50.0, "volume": 57.0, "delta": 0.209, "gamma": 0.0186, "vega": 0.4061, "theta": -0.1839, "rho": 0.0514, "theo": 1.7789, "change": 1.02, "open": 1.72, "high": 2.4, "low": 1.28, "tick": "down", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T15:59:34", "percent_change": 159.375, "prev_day_close": 1.74000000953674}, {"option": "SPY261123P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1104, "open_interest": 5.0, "volume": 5.0, "delta": -0.8132, "gamma": 0.0202, "vega": 0.377, "theta": -0.1948, "rho": -0.1211, "theo": 14.815, "change": -9.405, "open": 15.59, "high": 15.59, "low": 15.59, "tick": "down", "last_trade_price": 15.59, "last_trade_time": "2026-11-11T11:46:23", "percent_change": -37.6275, "prev_day_close": 14.9500002861023}, {"option": "SPY261123C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1102, "open_interest": 196.0, "volume": 203.0, "delta": 0.1891, "gamma": 0.0177, "vega": 0.3842, "theta": -0.171, "rho": 0.0464, "theo": 1.5497, "change": 0.95, "open": 1.37, "high": 2.11, "low": 0.95, "tick": "down", "last_trade_price": 1.5, "last_trade_time": "2026-11-11T16:02:07", "percent_change": 172.727, "prev_day_close": 1.51499998569489}, {"option": "SPY261123P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1091, "open_interest": 5.0, "volume": 6.0, "delta": -0.8348, "gamma": 0.0194, "vega": 0.3505, "theta": -0.183, "rho": -0.1143, "theo": 15.6105, "change": -10.64, "open": 15.49, "high": 15.61, "low": 15.21, "tick": "down", "last_trade_price": 15.25, "last_trade_time": "2026-11-11T14:52:05", "percent_change": -41.097, "prev_day_close": 15.75}, {"option": "SPY261123C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1093, "open_interest": 289.0, "volume": 290.0, "delta": 0.1702, "gamma": 0.0167, "vega": 0.3613, "theta": -0.1583, "rho": 0.0418, "theo": 1.3444, "change": 0.755, "open": 1.26, "high": 1.89, "low": 1.0, "tick": "no_change", "last_trade_price": 1.23, "last_trade_time": "2026-11-11T15:59:31", "percent_change": 158.947, "prev_day_close": 1.31000000238419}, {"option": "SPY261123P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.108, "open_interest": 2.0, "volume": 2.0, "delta": -0.8565, "gamma": 0.0186, "vega": 0.3211, "theta": -0.1752, "rho": -0.1128, "theo": 16.4343, "change": -10.295, "open": 16.33, "high": 16.33, "low": 16.33, "tick": "down", "last_trade_price": 16.33, "last_trade_time": "2026-11-11T12:20:41", "percent_change": -38.6667, "prev_day_close": 16.5799999237061}, {"option": "SPY261123C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1084, "open_interest": 35.0, "volume": 42.0, "delta": 0.1525, "gamma": 0.0157, "vega": 0.3383, "theta": -0.1456, "rho": 0.0374, "theo": 1.1614, "change": 0.66, "open": 1.12, "high": 1.35, "low": 0.78, "tick": "no_change", "last_trade_price": 1.07, "last_trade_time": "2026-11-11T15:59:31", "percent_change": 160.976, "prev_day_close": 1.12999999523163}, {"option": "SPY261123P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1069, "open_interest": 5.0, "volume": 5.0, "delta": -0.8769, "gamma": 0.0181, "vega": 0.2929, "theta": -0.1662, "rho": -0.1105, "theo": 17.2803, "change": -9.54, "open": 18.05, "high": 18.05, "low": 18.05, "tick": "down", "last_trade_price": 18.05, "last_trade_time": "2026-11-11T11:46:23", "percent_change": -34.5777, "prev_day_close": 17.4300003051758}, {"option": "SPY261123C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1077, "open_interest": 150.0, "volume": 20.0, "delta": 0.136, "gamma": 0.0146, "vega": 0.3152, "theta": -0.1334, "rho": 0.0333, "theo": 0.9997, "change": 0.58, "open": 0.98, "high": 1.33, "low": 0.74, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T15:57:34", "percent_change": 165.714, "prev_day_close": 0.974999994039536}, {"option": "SPY261123P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 0.0, "volume": 0.0, "delta": -0.8966, "gamma": 0.0174, "vega": 0.2603, "theta": -0.1577, "rho": -0.0936, "theo": 18.1539, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.1999998092651}, {"option": "SPY261123C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1071, "open_interest": 92.0, "volume": 45.0, "delta": 0.1208, "gamma": 0.0135, "vega": 0.292, "theta": -0.1215, "rho": 0.0296, "theo": 0.8577, "change": 0.6, "open": 0.81, "high": 1.16, "low": 0.59, "tick": "down", "last_trade_price": 0.9, "last_trade_time": "2026-11-11T15:48:18", "percent_change": 200.0, "prev_day_close": 0.83500000834465}, {"option": "SPY261123P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1085, "open_interest": 2.0, "volume": 2.0, "delta": -0.9153, "gamma": 0.0167, "vega": 0.228, "theta": -0.1499, "rho": -0.0848, "theo": 19.0476, "change": -10.19, "open": 19.52, "high": 19.52, "low": 19.52, "tick": "down", "last_trade_price": 19.52, "last_trade_time": "2026-11-11T15:53:45", "percent_change": -34.2982, "prev_day_close": 18.75}, {"option": "SPY261123C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 312.0, "volume": 579.0, "delta": 0.1068, "gamma": 0.0124, "vega": 0.2695, "theta": -0.1102, "rho": 0.0262, "theo": 0.7337, "change": 0.42, "open": 0.74, "high": 1.09, "low": 0.49, "tick": "up", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:59:48", "percent_change": 161.538, "prev_day_close": 0.71000000834465}, {"option": "SPY261123P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 0.0, "volume": 0.0, "delta": -0.9335, "gamma": 0.0161, "vega": 0.1963, "theta": -0.1404, "rho": -0.066, "theo": 19.965, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.0299997329712}, {"option": "SPY261123C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1061, "open_interest": 30.0, "volume": 39.0, "delta": 0.0941, "gamma": 0.0114, "vega": 0.2475, "theta": -0.0995, "rho": 0.023, "theo": 0.6264, "change": 0.515, "open": 0.68, "high": 0.89, "low": 0.57, "tick": "down", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T14:09:59", "percent_change": 228.889, "prev_day_close": 0.610000014305115}, {"option": "SPY261123P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1105, "open_interest": 0.0, "volume": 0.0, "delta": -0.9493, "gamma": 0.0149, "vega": 0.1627, "theta": -0.1236, "rho": -0.0666, "theo": 20.9012, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.0900001525879}, {"option": "SPY261123C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1058, "open_interest": 94.0, "volume": 105.0, "delta": 0.0827, "gamma": 0.0104, "vega": 0.2265, "theta": -0.0896, "rho": 0.0202, "theo": 0.5339, "change": 0.315, "open": 0.6, "high": 0.79, "low": 0.42, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T16:03:07", "percent_change": 161.538, "prev_day_close": 0.519999980926514}, {"option": "SPY261123P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 0.0, "volume": 0.0, "delta": -0.9643, "gamma": 0.0126, "vega": 0.1266, "theta": -0.1204, "rho": -0.0364, "theo": 21.8586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.8299999237061}, {"option": "SPY261123C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1055, "open_interest": 95.0, "volume": 56.0, "delta": 0.0725, "gamma": 0.0094, "vega": 0.2067, "theta": -0.0804, "rho": 0.0177, "theo": 0.4549, "change": 0.315, "open": 0.66, "high": 0.66, "low": 0.48, "tick": "down", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T15:48:18", "percent_change": 190.909, "prev_day_close": 0.439999997615814}, {"option": "SPY261123P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1127, "open_interest": 0.0, "volume": 0.0, "delta": -0.9757, "gamma": 0.0103, "vega": 0.0946, "theta": -0.1043, "rho": -0.0324, "theo": 22.8313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.0549993515015}, {"option": "SPY261123C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1054, "open_interest": 41.0, "volume": 49.0, "delta": 0.0634, "gamma": 0.0085, "vega": 0.188, "theta": -0.0721, "rho": 0.0155, "theo": 0.3877, "change": 0.445, "open": 0.45, "high": 0.61, "low": 0.45, "tick": "down", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T13:26:49", "percent_change": 306.897, "prev_day_close": 0.375}, {"option": "SPY261123P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1103, "open_interest": 0.0, "volume": 0.0, "delta": -0.9849, "gamma": 0.0078, "vega": 0.0669, "theta": -0.0947, "rho": -0.0103, "theo": 23.813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.960000038147}, {"option": "SPY261123C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1052, "open_interest": 85.0, "volume": 32.0, "delta": 0.0555, "gamma": 0.0077, "vega": 0.1707, "theta": -0.0645, "rho": 0.0135, "theo": 0.3308, "change": 0.155, "open": 0.41, "high": 0.52, "low": 0.29, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:58:13", "percent_change": 114.815, "prev_day_close": 0.320000007748604}, {"option": "SPY261123P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1074, "open_interest": 0.0, "volume": 0.0, "delta": -0.991, "gamma": 0.005, "vega": 0.0435, "theta": -0.0924, "rho": -0.0072, "theo": 24.8062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.9900007247925}, {"option": "SPY261123C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1051, "open_interest": 58.0, "volume": 9.0, "delta": 0.0486, "gamma": 0.0069, "vega": 0.1548, "theta": -0.0578, "rho": 0.0118, "theo": 0.283, "change": 0.165, "open": 0.44, "high": 0.44, "low": 0.28, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:49:40", "percent_change": 143.478, "prev_day_close": 0.275000005960464}, {"option": "SPY261123P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 0.0, "volume": 0.0, "delta": -0.9955, "gamma": 0.003, "vega": 0.0261, "theta": -0.0875, "rho": -0.0074, "theo": 25.8015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.9900007247925}, {"option": "SPY261123C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1057, "open_interest": 163.0, "volume": 171.0, "delta": 0.0425, "gamma": 0.0062, "vega": 0.1403, "theta": -0.0517, "rho": 0.0104, "theo": 0.243, "change": 0.275, "open": 0.32, "high": 0.38, "low": 0.22, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T13:44:56", "percent_change": 261.905, "prev_day_close": 0.234999999403954}, {"option": "SPY261123P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 0.0, "volume": 0.0, "delta": -0.9978, "gamma": 0.0016, "vega": 0.0133, "theta": -0.086, "rho": 0.0, "theo": 26.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.9499998092651}, {"option": "SPY261123C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1059, "open_interest": 162.0, "volume": 178.0, "delta": 0.0373, "gamma": 0.0055, "vega": 0.1273, "theta": -0.0464, "rho": 0.0091, "theo": 0.2095, "change": 0.115, "open": 0.29, "high": 0.33, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:37:24", "percent_change": 121.053, "prev_day_close": 0.204999998211861}, {"option": "SPY261123P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 0.0, "volume": 0.0, "delta": -0.9989, "gamma": 0.0008, "vega": 0.0075, "theta": -0.086, "rho": 0.0, "theo": 27.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.0050001144409}, {"option": "SPY261123C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 44.0, "volume": 53.0, "delta": 0.0329, "gamma": 0.005, "vega": 0.1156, "theta": -0.0418, "rho": 0.008, "theo": 0.1817, "change": 0.195, "open": 0.26, "high": 0.28, "low": 0.24, "tick": "up", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T12:03:18", "percent_change": 229.412, "prev_day_close": 0.175000004470348}, {"option": "SPY261123P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.0035, "theta": -0.086, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.9900007247925}, {"option": "SPY261123C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1072, "open_interest": 430.0, "volume": 502.0, "delta": 0.0291, "gamma": 0.0045, "vega": 0.1051, "theta": -0.0378, "rho": 0.0071, "theo": 0.1585, "change": 0.075, "open": 0.21, "high": 0.26, "low": 0.14, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:09:17", "percent_change": 100.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261123P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0001, "theta": -0.086, "rho": 0.0, "theo": 29.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.9700002670288}, {"option": "SPY261123C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1085, "open_interest": 17.0, "volume": 5.0, "delta": 0.0258, "gamma": 0.004, "vega": 0.0957, "theta": -0.0342, "rho": 0.0062, "theo": 0.139, "change": 0.065, "open": 0.2, "high": 0.2, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:37:24", "percent_change": 86.6667, "prev_day_close": 0.134999997913837}, {"option": "SPY261123P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1295, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 30.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.9899997711182}, {"option": "SPY261123C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.109, "open_interest": 32.0, "volume": 12.0, "delta": 0.0229, "gamma": 0.0036, "vega": 0.0873, "theta": -0.0311, "rho": 0.0055, "theo": 0.1225, "change": 0.115, "open": 0.18, "high": 0.18, "low": 0.18, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T11:57:09", "percent_change": 176.923, "prev_day_close": 0.114999998360872}, {"option": "SPY261123P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 31.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.9899997711182}, {"option": "SPY261123C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1103, "open_interest": 14.0, "volume": 20.0, "delta": 0.0207, "gamma": 0.0033, "vega": 0.0806, "theta": -0.0287, "rho": 0.005, "theo": 0.1101, "change": 0.045, "open": 0.16, "high": 0.16, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:49:07", "percent_change": 69.2308, "prev_day_close": 0.105000000447035}, {"option": "SPY261123P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.9899997711182}, {"option": "SPY261123C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.11, "open_interest": 17.0, "volume": 24.0, "delta": 0.0187, "gamma": 0.003, "vega": 0.0742, "theta": -0.0264, "rho": 0.0045, "theo": 0.0989, "change": 0.085, "open": 0.15, "high": 0.15, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T14:01:14", "percent_change": 154.545, "prev_day_close": 0.0950000025331974}, {"option": "SPY261123P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1392, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.9899997711182}, {"option": "SPY261123C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 19.0, "volume": 0.0, "delta": 0.0169, "gamma": 0.0027, "vega": 0.0686, "theta": -0.0244, "rho": 0.0041, "theo": 0.0895, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T12:56:11", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261123P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1424, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.53, "last_trade_time": "2026-11-10T09:30:04", "percent_change": 0.0, "prev_day_close": 34.9899997711182}, {"option": "SPY261123C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 8.0, "volume": 0.0, "delta": 0.0155, "gamma": 0.0025, "vega": 0.0636, "theta": -0.0228, "rho": 0.0037, "theo": 0.0815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T12:56:12", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261123P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1456, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 35.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.9799995422363}, {"option": "SPY261123C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 11.0, "volume": 1.0, "delta": 0.0142, "gamma": 0.0023, "vega": 0.0593, "theta": -0.0213, "rho": 0.0034, "theo": 0.0748, "change": 0.065, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T09:32:36", "percent_change": 144.444, "prev_day_close": 0.0749999992549419}, {"option": "SPY261123P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1488, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.9899997711182}, {"option": "SPY261123C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 53.0, "volume": 43.0, "delta": 0.0131, "gamma": 0.0021, "vega": 0.0555, "theta": -0.0201, "rho": 0.0032, "theo": 0.0692, "change": 0.045, "open": 0.07, "high": 0.09, "low": 0.07, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:12:36", "percent_change": 100.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261123P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.152, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 37.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.9750003814697}, {"option": "SPY261123C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 25.0, "volume": 2.0, "delta": 0.0121, "gamma": 0.0019, "vega": 0.052, "theta": -0.0189, "rho": 0.0029, "theo": 0.0643, "change": 0.055, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T11:58:08", "percent_change": 122.222, "prev_day_close": 0.0649999994784594}, {"option": "SPY261123P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1551, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 38.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9850006103516}, {"option": "SPY261123C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1203, "open_interest": 106.0, "volume": 55.0, "delta": 0.0113, "gamma": 0.0018, "vega": 0.0489, "theta": -0.018, "rho": 0.0027, "theo": 0.06, "change": 0.035, "open": 0.07, "high": 0.1, "low": 0.07, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T14:16:05", "percent_change": 77.7778, "prev_day_close": 0.0549999997019768}, {"option": "SPY261123P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1582, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 39.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.9850006103516}, {"option": "SPY261123C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 127.0, "volume": 0.0, "delta": 0.0083, "gamma": 0.0013, "vega": 0.0377, "theta": -0.0146, "rho": 0.002, "theo": 0.0459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T14:34:05", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261123P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261123C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 113.0, "volume": 4.0, "delta": 0.0066, "gamma": 0.001, "vega": 0.0307, "theta": -0.0126, "rho": 0.0016, "theo": 0.0381, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T09:47:20", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261123P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1909, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 49.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9700012207031}, {"option": "SPY261123C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1479, "open_interest": 240.0, "volume": 0.0, "delta": 0.0054, "gamma": 0.0008, "vega": 0.0256, "theta": -0.0112, "rho": 0.0013, "theo": 0.0327, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T13:17:58", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261123P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2059, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 62.8, "last_trade_time": "2026-11-09T14:34:42", "percent_change": 0.0, "prev_day_close": 54.9899997711182}, {"option": "SPY261123C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1538, "open_interest": 240.0, "volume": 123.0, "delta": 0.0047, "gamma": 0.0006, "vega": 0.0224, "theta": -0.0105, "rho": 0.0011, "theo": 0.0297, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:43:55", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261123P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2207, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9750003814697}, {"option": "SPY261123C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 205.0, "volume": 120.0, "delta": 0.004, "gamma": 0.0005, "vega": 0.0192, "theta": -0.0095, "rho": 0.0009, "theo": 0.0261, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:43:52", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261123P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2352, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261123C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 126.0, "volume": 400.0, "delta": 0.0035, "gamma": 0.0004, "vega": 0.017, "theta": -0.0089, "rho": 0.0008, "theo": 0.0239, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:15:07", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261123P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2465, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261123C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 172.0, "volume": 200.0, "delta": 0.0031, "gamma": 0.0004, "vega": 0.0153, "theta": -0.0084, "rho": 0.0007, "theo": 0.0224, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T09:34:36", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261123P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2604, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9900016784668}, {"option": "SPY261123C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1889, "open_interest": 150.0, "volume": 800.0, "delta": 0.0027, "gamma": 0.0003, "vega": 0.0136, "theta": -0.0078, "rho": 0.0006, "theo": 0.0203, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:51:24", "percent_change": -20.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2741, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261123C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1991, "open_interest": 328.0, "volume": 2800.0, "delta": 0.0024, "gamma": 0.0003, "vega": 0.0122, "theta": -0.0074, "rho": 0.0006, "theo": 0.0188, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:05:09", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2876, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261123C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2093, "open_interest": 215.0, "volume": 1400.0, "delta": 0.0022, "gamma": 0.0002, "vega": 0.011, "theta": -0.0069, "rho": 0.0005, "theo": 0.0174, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:50:56", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.301, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 89.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY261123C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2193, "open_interest": 570.0, "volume": 3000.0, "delta": 0.002, "gamma": 0.0002, "vega": 0.01, "theta": -0.0065, "rho": 0.0005, "theo": 0.0162, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:55:30", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3142, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 94.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261123C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2293, "open_interest": 155.0, "volume": 2400.0, "delta": 0.0018, "gamma": 0.0002, "vega": 0.0091, "theta": -0.0062, "rho": 0.0004, "theo": 0.015, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:14:09", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3272, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9900016784668}, {"option": "SPY261123C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.239, "open_interest": 495.0, "volume": 1400.0, "delta": 0.0017, "gamma": 0.0002, "vega": 0.0084, "theta": -0.006, "rho": 0.0004, "theo": 0.0144, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:06:04", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3401, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.985000610352}, {"option": "SPY261123C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2487, "open_interest": 175.0, "volume": 200.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.0077, "theta": -0.0056, "rho": 0.0004, "theo": 0.0134, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:06:25", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3529, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.985000610352}, {"option": "SPY261123C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2585, "open_interest": 149.0, "volume": 98.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.007, "theta": -0.0052, "rho": 0.0003, "theo": 0.0123, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:12:05", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3655, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.985000610352}, {"option": "SPY261123C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.268, "open_interest": 160.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0064, "theta": -0.005, "rho": 0.0003, "theo": 0.0115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:11:48", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261123P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.378, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261123C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2684, "open_interest": 101.0, "volume": 1.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0059, "theta": -0.0047, "rho": 0.0003, "theo": 0.0107, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:02:12", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3904, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY261123C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2633, "open_interest": 500.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0054, "theta": -0.0044, "rho": 0.0002, "theo": 0.01, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T14:20:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.427, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.009994506836}, {"option": "SPY261123C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.272, "open_interest": 200.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0049, "theta": -0.0041, "rho": 0.0002, "theo": 0.0092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T11:32:55", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4148, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY261123C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2806, "open_interest": 0.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0045, "theta": -0.0038, "rho": 0.0002, "theo": 0.0085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4268, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261123C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2891, "open_interest": 9.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.0041, "theta": -0.0036, "rho": 0.0002, "theo": 0.0079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T15:19:15", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4387, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261123C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2976, "open_interest": 6.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.0038, "theta": -0.0034, "rho": 0.0002, "theo": 0.0074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T16:14:25", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4505, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261123C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.306, "open_interest": 0.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0035, "theta": -0.0032, "rho": 0.0001, "theo": 0.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4622, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.98999786377}, {"option": "SPY261123C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3144, "open_interest": 0.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0032, "theta": -0.003, "rho": 0.0001, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4738, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.009994506836}, {"option": "SPY261123C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3226, "open_interest": 0.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.003, "theta": -0.0028, "rho": 0.0001, "theo": 0.0059, "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": 0.00499999988824129}, {"option": "SPY261123P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4853, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.98999786377}, {"option": "SPY261123C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3308, "open_interest": 0.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0027, "theta": -0.0026, "rho": 0.0001, "theo": 0.0055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4967, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261123C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.339, "open_interest": 0.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0025, "theta": -0.0024, "rho": 0.0001, "theo": 0.0051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5241, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.98999786377}, {"option": "SPY261123C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3471, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0023, "theta": -0.0023, "rho": 0.0001, "theo": 0.0047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5562, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.009994506836}, {"option": "SPY261123C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3552, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0021, "theta": -0.0021, "rho": 0.0001, "theo": 0.0044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5303, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 184.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.98999786377}, {"option": "SPY261123C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3631, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.002, "theta": -0.002, "rho": 0.0001, "theo": 0.004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261123P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5479, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.086, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.98999786377}, {"option": "SPY261124C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6099, "open_interest": 0.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0001, "vega": 0.0092, "theta": 0.0, "rho": 0.1949, "theo": 210.9894, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 210.835006713867}, {"option": "SPY261124P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6042, "open_interest": 0.0, "volume": 0.0, "delta": -0.002, "gamma": 0.0001, "vega": 0.0092, "theta": -0.0176, "rho": -0.0005, "theo": 0.0489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261124C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9976, "gamma": 0.0001, "vega": 0.0101, "theta": 0.0, "rho": 0.1966, "theo": 206.0019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 205.819999694824}, {"option": "SPY261124P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5997, "open_interest": 0.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0001, "vega": 0.0101, "theta": -0.0189, "rho": -0.0006, "theo": 0.0534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261124C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5879, "open_interest": 0.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0001, "vega": 0.011, "theta": 0.0, "rho": 0.1984, "theo": 201.0146, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 200.854995727539}, {"option": "SPY261124P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5841, "open_interest": 0.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0001, "vega": 0.011, "theta": -0.0203, "rho": -0.0006, "theo": 0.0581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261124C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5742, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0001, "vega": 0.012, "theta": 0.0, "rho": 0.2001, "theo": 196.0276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 195.875}, {"option": "SPY261124P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5778, "open_interest": 0.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0001, "vega": 0.012, "theta": -0.0218, "rho": -0.0007, "theo": 0.0632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261124C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5003, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0001, "vega": 0.013, "theta": -0.0008, "rho": 0.2018, "theo": 191.041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 190.884994506836}, {"option": "SPY261124P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5621, "open_interest": 0.0, "volume": 0.0, "delta": -0.0029, "gamma": 0.0001, "vega": 0.013, "theta": -0.0233, "rho": -0.0008, "theo": 0.0685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261124C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5545, "open_interest": 0.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0001, "vega": 0.0142, "theta": -0.003, "rho": 0.2035, "theo": 186.0546, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 185.895004272461}, {"option": "SPY261124P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5544, "open_interest": 0.0, "volume": 0.0, "delta": -0.0032, "gamma": 0.0001, "vega": 0.0142, "theta": -0.0249, "rho": -0.0008, "theo": 0.0742, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261124C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5366, "open_interest": 0.0, "volume": 0.0, "delta": 0.9963, "gamma": 0.0001, "vega": 0.0154, "theta": -0.0052, "rho": 0.2052, "theo": 181.0686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.914993286133}, {"option": "SPY261124P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5388, "open_interest": 0.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0001, "vega": 0.0154, "theta": -0.0266, "rho": -0.0009, "theo": 0.0802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261124C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.449, "open_interest": 0.0, "volume": 4.0, "delta": 0.996, "gamma": 0.0001, "vega": 0.0166, "theta": -0.0075, "rho": 0.2069, "theo": 176.083, "change": 176.3, "open": 176.27, "high": 176.3, "low": 176.16, "tick": "up", "last_trade_price": 176.3, "last_trade_time": "2026-11-11T14:33:12", "percent_change": 0.0, "prev_day_close": 175.910003662109}, {"option": "SPY261124P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.53, "open_interest": 0.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0001, "vega": 0.0166, "theta": -0.0283, "rho": -0.001, "theo": 0.0866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261124C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.505, "open_interest": 0.0, "volume": 0.0, "delta": 0.9957, "gamma": 0.0002, "vega": 0.018, "theta": -0.0099, "rho": 0.2085, "theo": 171.0977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 170.945007324219}, {"option": "SPY261124P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5205, "open_interest": 0.0, "volume": 0.0, "delta": -0.0042, "gamma": 0.0002, "vega": 0.018, "theta": -0.0301, "rho": -0.0011, "theo": 0.0933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261124C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4402, "open_interest": 0.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0002, "vega": 0.0195, "theta": -0.0123, "rho": 0.2102, "theo": 166.1127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 165.939994812012}, {"option": "SPY261124P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5104, "open_interest": 3.0, "volume": 3.0, "delta": -0.0045, "gamma": 0.0002, "vega": 0.0195, "theta": -0.0319, "rho": -0.0012, "theo": 0.1003, "change": 0.1, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T09:33:03", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY261124C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4948, "open_interest": 0.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0002, "vega": 0.0211, "theta": -0.0147, "rho": 0.2119, "theo": 161.1281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.975006103516}, {"option": "SPY261124P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4947, "open_interest": 0.0, "volume": 0.0, "delta": -0.0049, "gamma": 0.0002, "vega": 0.0211, "theta": -0.0338, "rho": -0.0013, "theo": 0.1078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY261124C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.485, "open_interest": 0.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0002, "vega": 0.0228, "theta": -0.0173, "rho": 0.2135, "theo": 156.1439, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 155.985000610352}, {"option": "SPY261124P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4839, "open_interest": 0.0, "volume": 0.0, "delta": -0.0054, "gamma": 0.0002, "vega": 0.0228, "theta": -0.0357, "rho": -0.0014, "theo": 0.1156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY261124C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4724, "open_interest": 0.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0002, "vega": 0.0246, "theta": -0.0198, "rho": 0.2152, "theo": 151.1602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 151.0}, {"option": "SPY261124P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4727, "open_interest": 0.0, "volume": 0.0, "delta": -0.0058, "gamma": 0.0002, "vega": 0.0246, "theta": -0.0377, "rho": -0.0016, "theo": 0.1238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261124C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4597, "open_interest": 0.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0003, "vega": 0.0265, "theta": -0.0225, "rho": 0.2168, "theo": 146.1768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 146.024993896484}, {"option": "SPY261124P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4611, "open_interest": 0.0, "volume": 0.0, "delta": -0.0064, "gamma": 0.0003, "vega": 0.0265, "theta": -0.0397, "rho": -0.0017, "theo": 0.1325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261124C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.432, "open_interest": 0.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0003, "vega": 0.0286, "theta": -0.0252, "rho": 0.2185, "theo": 141.1939, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 141.019996643066}, {"option": "SPY261124P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4491, "open_interest": 0.0, "volume": 0.0, "delta": -0.0069, "gamma": 0.0003, "vega": 0.0286, "theta": -0.0418, "rho": -0.0018, "theo": 0.1416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261124C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4354, "open_interest": 0.0, "volume": 0.0, "delta": 0.9923, "gamma": 0.0003, "vega": 0.0308, "theta": -0.0279, "rho": 0.2201, "theo": 136.2115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 136.054992675781}, {"option": "SPY261124P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4369, "open_interest": 31.0, "volume": 31.0, "delta": -0.0075, "gamma": 0.0003, "vega": 0.0308, "theta": -0.044, "rho": -0.002, "theo": 0.1512, "change": 0.15, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:36:03", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261124C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4236, "open_interest": 0.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0004, "vega": 0.0332, "theta": -0.0307, "rho": 0.2217, "theo": 131.2295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 131.074996948242}, {"option": "SPY261124P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4243, "open_interest": 41.0, "volume": 41.0, "delta": -0.0082, "gamma": 0.0004, "vega": 0.0333, "theta": -0.0462, "rho": -0.0022, "theo": 0.1613, "change": 0.16, "open": 0.15, "high": 0.16, "low": 0.15, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:36:03", "percent_change": 0.0, "prev_day_close": 0.16499999910593}, {"option": "SPY261124C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.41, "open_interest": 0.0, "volume": 0.0, "delta": 0.9909, "gamma": 0.0004, "vega": 0.0359, "theta": -0.0335, "rho": 0.2232, "theo": 126.2482, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 126.090000152588}, {"option": "SPY261124P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4115, "open_interest": 54.0, "volume": 54.0, "delta": -0.0089, "gamma": 0.0004, "vega": 0.0359, "theta": -0.0485, "rho": -0.0024, "theo": 0.1719, "change": 0.17, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T15:36:03", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY261124C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.364, "open_interest": 0.0, "volume": 0.0, "delta": 0.9901, "gamma": 0.0004, "vega": 0.0387, "theta": -0.0365, "rho": 0.2248, "theo": 121.2675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 121.090000152588}, {"option": "SPY261124P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3985, "open_interest": 0.0, "volume": 0.0, "delta": -0.0097, "gamma": 0.0004, "vega": 0.0387, "theta": -0.0508, "rho": -0.0026, "theo": 0.1833, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261124C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3838, "open_interest": 0.0, "volume": 0.0, "delta": 0.9892, "gamma": 0.0005, "vega": 0.0417, "theta": -0.0395, "rho": 0.2264, "theo": 116.2875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 116.130001068115}, {"option": "SPY261124P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3853, "open_interest": 0.0, "volume": 0.0, "delta": -0.0106, "gamma": 0.0005, "vega": 0.0417, "theta": -0.0532, "rho": -0.0028, "theo": 0.1953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261124C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3618, "open_interest": 0.0, "volume": 0.0, "delta": 0.9883, "gamma": 0.0006, "vega": 0.045, "theta": -0.0426, "rho": 0.2279, "theo": 111.3083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 111.130001068115}, {"option": "SPY261124P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3719, "open_interest": 12.0, "volume": 13.0, "delta": -0.0116, "gamma": 0.0006, "vega": 0.0451, "theta": -0.0557, "rho": -0.0031, "theo": 0.2082, "change": 0.21, "open": 0.22, "high": 0.22, "low": 0.19, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:53:13", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261124C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3579, "open_interest": 0.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0006, "vega": 0.0487, "theta": -0.0458, "rho": 0.2294, "theo": 106.3301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 106.159999847412}, {"option": "SPY261124P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3587, "open_interest": 0.0, "volume": 0.0, "delta": -0.0126, "gamma": 0.0006, "vega": 0.0487, "theta": -0.0583, "rho": -0.0033, "theo": 0.2217, "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": 0.225000001490116}, {"option": "SPY261124C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3319, "open_interest": 0.0, "volume": 0.0, "delta": 0.986, "gamma": 0.0007, "vega": 0.0528, "theta": -0.0491, "rho": 0.2308, "theo": 101.3531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 101.189998626709}, {"option": "SPY261124P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.347, "open_interest": 0.0, "volume": 0.0, "delta": -0.0138, "gamma": 0.0007, "vega": 0.0527, "theta": -0.061, "rho": -0.0036, "theo": 0.2366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.244999997317791}, {"option": "SPY261124C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.332, "open_interest": 0.0, "volume": 0.0, "delta": 0.9846, "gamma": 0.0008, "vega": 0.0573, "theta": -0.0526, "rho": 0.2322, "theo": 96.3776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 96.1799964904785}, {"option": "SPY261124P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3348, "open_interest": 0.0, "volume": 0.0, "delta": -0.0152, "gamma": 0.0008, "vega": 0.0572, "theta": -0.064, "rho": -0.004, "theo": 0.2532, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.254999995231628}, {"option": "SPY261124C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3199, "open_interest": 0.0, "volume": 0.0, "delta": 0.9831, "gamma": 0.0009, "vega": 0.0623, "theta": -0.0564, "rho": 0.2336, "theo": 91.4041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 91.2550010681152}, {"option": "SPY261124P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3222, "open_interest": 100.0, "volume": 101.0, "delta": -0.0167, "gamma": 0.0009, "vega": 0.0622, "theta": -0.0671, "rho": -0.0044, "theo": 0.2717, "change": 0.27, "open": 0.32, "high": 0.32, "low": 0.25, "tick": "no_change", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T15:38:45", "percent_change": 0.0, "prev_day_close": 0.275000005960464}, {"option": "SPY261124C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3074, "open_interest": 0.0, "volume": 0.0, "delta": 0.9813, "gamma": 0.001, "vega": 0.068, "theta": -0.0604, "rho": 0.2349, "theo": 86.433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 86.2800025939941}, {"option": "SPY261124P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3091, "open_interest": 291.0, "volume": 63.0, "delta": -0.0185, "gamma": 0.001, "vega": 0.068, "theta": -0.0706, "rho": -0.0049, "theo": 0.2926, "change": -0.285, "open": 0.3, "high": 0.35, "low": 0.3, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T10:35:22", "percent_change": -48.7179, "prev_day_close": 0.295000001788139}, {"option": "SPY261124C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2944, "open_interest": 0.0, "volume": 0.0, "delta": 0.9792, "gamma": 0.0012, "vega": 0.0746, "theta": -0.0649, "rho": 0.2361, "theo": 81.4652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 81.3250007629394}, {"option": "SPY261124P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2957, "open_interest": 45.0, "volume": 5.0, "delta": -0.0206, "gamma": 0.0012, "vega": 0.0746, "theta": -0.0745, "rho": -0.0054, "theo": 0.3169, "change": -0.32, "open": 0.39, "high": 0.39, "low": 0.32, "tick": "up", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:56:02", "percent_change": -49.2308, "prev_day_close": 0.325000002980232}, {"option": "SPY261124C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2817, "open_interest": 0.0, "volume": 0.0, "delta": 0.9767, "gamma": 0.0013, "vega": 0.0823, "theta": -0.0699, "rho": 0.2372, "theo": 76.5018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.3549995422363}, {"option": "SPY261124P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2833, "open_interest": 120.0, "volume": 116.0, "delta": -0.0231, "gamma": 0.0013, "vega": 0.0823, "theta": -0.079, "rho": -0.0061, "theo": 0.3456, "change": -0.405, "open": 0.36, "high": 0.42, "low": 0.3, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T15:20:30", "percent_change": -55.8621, "prev_day_close": 0.355000004172325}, {"option": "SPY261124C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2697, "open_interest": 0.0, "volume": 0.0, "delta": 0.9736, "gamma": 0.0016, "vega": 0.0912, "theta": -0.0757, "rho": 0.2381, "theo": 71.5443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.4150009155274}, {"option": "SPY261124P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2706, "open_interest": 75.0, "volume": 0.0, "delta": -0.0262, "gamma": 0.0016, "vega": 0.0914, "theta": -0.0843, "rho": -0.0069, "theo": 0.3809, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-10T15:55:20", "percent_change": 0.0, "prev_day_close": 0.384999990463257}, {"option": "SPY261124C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.257, "open_interest": 0.0, "volume": 0.0, "delta": 0.9699, "gamma": 0.0018, "vega": 0.1019, "theta": -0.0824, "rho": 0.2389, "theo": 66.5949, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 66.3999977111816}, {"option": "SPY261124P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2588, "open_interest": 828.0, "volume": 4.0, "delta": -0.0299, "gamma": 0.0018, "vega": 0.102, "theta": -0.0904, "rho": -0.0078, "theo": 0.423, "change": -0.51, "open": 0.48, "high": 0.48, "low": 0.41, "tick": "up", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T14:13:47", "percent_change": -54.2553, "prev_day_close": 0.435000002384186}, {"option": "SPY261124C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.245, "open_interest": 0.0, "volume": 0.0, "delta": 0.9652, "gamma": 0.0022, "vega": 0.115, "theta": -0.0903, "rho": 0.2394, "theo": 61.6565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 61.4950008392334}, {"option": "SPY261124P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2468, "open_interest": 125.0, "volume": 70.0, "delta": -0.0346, "gamma": 0.0022, "vega": 0.1151, "theta": -0.0978, "rho": -0.0091, "theo": 0.4772, "change": -0.605, "open": 0.55, "high": 0.66, "low": 0.45, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T16:09:30", "percent_change": -55.2511, "prev_day_close": 0.484999999403954}, {"option": "SPY261124C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2433, "open_interest": 0.0, "volume": 0.0, "delta": 0.9642, "gamma": 0.0022, "vega": 0.1179, "theta": -0.0921, "rho": 0.2395, "theo": 60.6705, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.6549987792969}, {"option": "SPY261124P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2442, "open_interest": 0.0, "volume": 0.0, "delta": -0.0358, "gamma": 0.0022, "vega": 0.1182, "theta": -0.0996, "rho": -0.0094, "theo": 0.4903, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.5}, {"option": "SPY261124C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 0.0, "volume": 0.0, "delta": 0.9631, "gamma": 0.0023, "vega": 0.1209, "theta": -0.0939, "rho": 0.2395, "theo": 59.6851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.5349998474121}, {"option": "SPY261124P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2423, "open_interest": 0.0, "volume": 0.0, "delta": -0.0368, "gamma": 0.0023, "vega": 0.1209, "theta": -0.1012, "rho": -0.0097, "theo": 0.5024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.514999985694885}, {"option": "SPY261124C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 0.0, "volume": 0.0, "delta": 0.9619, "gamma": 0.0024, "vega": 0.124, "theta": -0.0958, "rho": 0.2396, "theo": 58.7005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.5300006866455}, {"option": "SPY261124P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2395, "open_interest": 55.0, "volume": 55.0, "delta": -0.038, "gamma": 0.0024, "vega": 0.1242, "theta": -0.103, "rho": -0.0099, "theo": 0.5163, "change": 0.68, "open": 0.68, "high": 0.68, "low": 0.68, "tick": "no_change", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T09:53:09", "percent_change": 0.0, "prev_day_close": 0.524999976158142}, {"option": "SPY261124C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 0.0, "volume": 0.0, "delta": 0.9606, "gamma": 0.0025, "vega": 0.1272, "theta": -0.0978, "rho": 0.2396, "theo": 57.7165, "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": 57.5399990081787}, {"option": "SPY261124P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2371, "open_interest": 74.0, "volume": 74.0, "delta": -0.0394, "gamma": 0.0025, "vega": 0.1277, "theta": -0.105, "rho": -0.0103, "theo": 0.5319, "change": 0.7, "open": 0.7, "high": 0.7, "low": 0.7, "tick": "no_change", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T09:37:50", "percent_change": 0.0, "prev_day_close": 0.545000016689301}, {"option": "SPY261124C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 0.0, "volume": 0.0, "delta": 0.9593, "gamma": 0.0026, "vega": 0.1306, "theta": -0.0998, "rho": 0.2396, "theo": 56.7333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.5900001525879}, {"option": "SPY261124P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2349, "open_interest": 238.0, "volume": 22.0, "delta": -0.0406, "gamma": 0.0026, "vega": 0.1309, "theta": -0.1068, "rho": -0.0106, "theo": 0.546, "change": -0.76, "open": 0.67, "high": 0.73, "low": 0.53, "tick": "down", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T12:33:34", "percent_change": -58.9147, "prev_day_close": 0.555000007152557}, {"option": "SPY261124C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 0.0, "volume": 0.0, "delta": 0.958, "gamma": 0.0027, "vega": 0.1341, "theta": -0.102, "rho": 0.2396, "theo": 55.7509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 55.6350002288818}, {"option": "SPY261124P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2331, "open_interest": 0.0, "volume": 0.0, "delta": -0.0419, "gamma": 0.0027, "vega": 0.1344, "theta": -0.1088, "rho": -0.011, "theo": 0.5621, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.574999988079071}, {"option": "SPY261124C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2282, "open_interest": 0.0, "volume": 0.0, "delta": 0.9565, "gamma": 0.0028, "vega": 0.1378, "theta": -0.1042, "rho": 0.2395, "theo": 54.7694, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.6499996185303}, {"option": "SPY261124P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2307, "open_interest": 1.0, "volume": 1.0, "delta": -0.0434, "gamma": 0.0028, "vega": 0.1381, "theta": -0.1109, "rho": -0.0113, "theo": 0.5791, "change": 0.71, "open": 0.71, "high": 0.71, "low": 0.71, "tick": "up", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T10:33:07", "percent_change": 0.0, "prev_day_close": 0.590000003576279}, {"option": "SPY261124C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2229, "open_interest": 0.0, "volume": 0.0, "delta": 0.955, "gamma": 0.0029, "vega": 0.1417, "theta": -0.1064, "rho": 0.2395, "theo": 53.7888, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.625}, {"option": "SPY261124P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2281, "open_interest": 0.0, "volume": 0.0, "delta": -0.0449, "gamma": 0.0029, "vega": 0.1419, "theta": -0.113, "rho": -0.0117, "theo": 0.5969, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.610000014305115}, {"option": "SPY261124C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2257, "open_interest": 0.0, "volume": 0.0, "delta": 0.9534, "gamma": 0.003, "vega": 0.1457, "theta": -0.1088, "rho": 0.2394, "theo": 52.8092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.6499996185303}, {"option": "SPY261124P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2258, "open_interest": 0.0, "volume": 0.0, "delta": -0.0466, "gamma": 0.003, "vega": 0.1462, "theta": -0.1155, "rho": -0.0121, "theo": 0.6175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.629999995231628}, {"option": "SPY261124C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2234, "open_interest": 0.0, "volume": 0.0, "delta": 0.9517, "gamma": 0.0031, "vega": 0.1499, "theta": -0.1113, "rho": 0.2393, "theo": 51.8307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.7000007629394}, {"option": "SPY261124P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2236, "open_interest": 266.0, "volume": 39.0, "delta": -0.0483, "gamma": 0.0031, "vega": 0.1504, "theta": -0.1179, "rho": -0.0126, "theo": 0.6376, "change": -0.85, "open": 0.76, "high": 0.88, "low": 0.55, "tick": "up", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:56:00", "percent_change": -55.5556, "prev_day_close": 0.650000005960464}, {"option": "SPY261124C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 0.0, "volume": 0.0, "delta": 0.9499, "gamma": 0.0032, "vega": 0.1543, "theta": -0.1138, "rho": 0.2392, "theo": 50.8532, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 50.7200012207031}, {"option": "SPY261124P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2215, "open_interest": 2.0, "volume": 2.0, "delta": -0.05, "gamma": 0.0032, "vega": 0.1545, "theta": -0.1201, "rho": -0.013, "theo": 0.6567, "change": 0.9, "open": 0.73, "high": 0.9, "low": 0.73, "tick": "up", "last_trade_price": 0.9, "last_trade_time": "2026-11-11T09:37:50", "percent_change": 0.0, "prev_day_close": 0.6700000166893}, {"option": "SPY261124C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2186, "open_interest": 0.0, "volume": 0.0, "delta": 0.9481, "gamma": 0.0034, "vega": 0.1589, "theta": -0.1165, "rho": 0.239, "theo": 49.877, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.6949996948242}, {"option": "SPY261124P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2196, "open_interest": 1.0, "volume": 1.0, "delta": -0.0519, "gamma": 0.0034, "vega": 0.1591, "theta": -0.1228, "rho": -0.0136, "theo": 0.6797, "change": 0.77, "open": 0.77, "high": 0.77, "low": 0.77, "tick": "up", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T09:32:23", "percent_change": 0.0, "prev_day_close": 0.694999992847443}, {"option": "SPY261124C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2168, "open_interest": 0.0, "volume": 0.0, "delta": 0.9461, "gamma": 0.0035, "vega": 0.1636, "theta": -0.1192, "rho": 0.2388, "theo": 48.902, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.7299995422363}, {"option": "SPY261124P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2175, "open_interest": 1.0, "volume": 1.0, "delta": -0.0539, "gamma": 0.0035, "vega": 0.1638, "theta": -0.1254, "rho": -0.014, "theo": 0.7032, "change": 0.79, "open": 0.79, "high": 0.79, "low": 0.79, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T09:32:29", "percent_change": 0.0, "prev_day_close": 0.715000003576279}, {"option": "SPY261124C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2143, "open_interest": 0.0, "volume": 0.0, "delta": 0.944, "gamma": 0.0036, "vega": 0.1684, "theta": -0.1221, "rho": 0.2386, "theo": 47.9284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.7700004577637}, {"option": "SPY261124P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 12.0, "volume": 12.0, "delta": -0.0559, "gamma": 0.0036, "vega": 0.1687, "theta": -0.1281, "rho": -0.0146, "theo": 0.7272, "change": 0.77, "open": 0.83, "high": 0.96, "low": 0.77, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T11:07:39", "percent_change": 0.0, "prev_day_close": 0.740000009536743}, {"option": "SPY261124C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2101, "open_interest": 0.0, "volume": 0.0, "delta": 0.9418, "gamma": 0.0038, "vega": 0.1735, "theta": -0.125, "rho": 0.2384, "theo": 46.9563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.7549991607666}, {"option": "SPY261124P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 148.0, "volume": 21.0, "delta": -0.0581, "gamma": 0.0038, "vega": 0.1738, "theta": -0.1308, "rho": -0.0152, "theo": 0.7529, "change": -1.17, "open": 0.92, "high": 1.07, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T13:31:18", "percent_change": -63.2432, "prev_day_close": 0.769999980926514}, {"option": "SPY261124C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2075, "open_interest": 0.0, "volume": 0.0, "delta": 0.9395, "gamma": 0.0039, "vega": 0.1787, "theta": -0.1281, "rho": 0.2381, "theo": 45.9856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.7950000762939}, {"option": "SPY261124P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2109, "open_interest": 0.0, "volume": 0.0, "delta": -0.0605, "gamma": 0.0039, "vega": 0.1793, "theta": -0.134, "rho": -0.0158, "theo": 0.7824, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.7950000166893}, {"option": "SPY261124C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2081, "open_interest": 0.0, "volume": 0.0, "delta": 0.9371, "gamma": 0.0041, "vega": 0.1843, "theta": -0.1312, "rho": 0.2378, "theo": 45.0165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.8350009918213}, {"option": "SPY261124P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2088, "open_interest": 2.0, "volume": 2.0, "delta": -0.063, "gamma": 0.0041, "vega": 0.1848, "theta": -0.1371, "rho": -0.0163, "theo": 0.8121, "change": 1.03, "open": 0.93, "high": 1.03, "low": 0.93, "tick": "up", "last_trade_price": 1.03, "last_trade_time": "2026-11-11T10:33:07", "percent_change": 0.0, "prev_day_close": 0.824999988079071}, {"option": "SPY261124C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2039, "open_interest": 0.0, "volume": 0.0, "delta": 0.9345, "gamma": 0.0043, "vega": 0.19, "theta": -0.1345, "rho": 0.2374, "theo": 44.0492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.8450012207031}, {"option": "SPY261124P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 49.0, "volume": 49.0, "delta": -0.0656, "gamma": 0.0043, "vega": 0.1905, "theta": -0.1403, "rho": -0.017, "theo": 0.8434, "change": 1.08, "open": 0.98, "high": 1.19, "low": 0.97, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T10:02:54", "percent_change": 0.0, "prev_day_close": 0.860000014305115}, {"option": "SPY261124C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2017, "open_interest": 0.0, "volume": 0.0, "delta": 0.9318, "gamma": 0.0044, "vega": 0.1961, "theta": -0.1379, "rho": 0.2371, "theo": 43.0836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.8999996185303}, {"option": "SPY261124P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2048, "open_interest": 61.0, "volume": 82.0, "delta": -0.0682, "gamma": 0.0045, "vega": 0.1964, "theta": -0.1435, "rho": -0.0177, "theo": 0.8759, "change": 1.17, "open": 1.03, "high": 1.24, "low": 1.02, "tick": "down", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T09:55:56", "percent_change": 0.0, "prev_day_close": 0.894999980926514}, {"option": "SPY261124C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2018, "open_interest": 1.0, "volume": 0.0, "delta": 0.9289, "gamma": 0.0046, "vega": 0.2024, "theta": -0.1414, "rho": 0.2366, "theo": 42.12, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.7, "last_trade_time": "2026-11-10T11:00:41", "percent_change": 0.0, "prev_day_close": 41.9299983978272}, {"option": "SPY261124P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2027, "open_interest": 249.0, "volume": 54.0, "delta": -0.0712, "gamma": 0.0047, "vega": 0.2028, "theta": -0.147, "rho": -0.0185, "theo": 0.9116, "change": -1.325, "open": 1.19, "high": 1.43, "low": 0.82, "tick": "up", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T14:22:19", "percent_change": -58.4989, "prev_day_close": 0.930000007152557}, {"option": "SPY261124C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1949, "open_interest": 0.0, "volume": 0.0, "delta": 0.9259, "gamma": 0.0048, "vega": 0.2088, "theta": -0.145, "rho": 0.2362, "theo": 41.1585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.0299987792969}, {"option": "SPY261124P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2005, "open_interest": 5.0, "volume": 5.0, "delta": -0.0742, "gamma": 0.0049, "vega": 0.2091, "theta": -0.1503, "rho": -0.0192, "theo": 0.9469, "change": 0.91, "open": 1.0, "high": 1.0, "low": 0.91, "tick": "down", "last_trade_price": 0.91, "last_trade_time": "2026-11-11T14:39:14", "percent_change": 0.0, "prev_day_close": 0.965000003576279}, {"option": "SPY261124C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1951, "open_interest": 0.0, "volume": 0.0, "delta": 0.9227, "gamma": 0.005, "vega": 0.2155, "theta": -0.1488, "rho": 0.2356, "theo": 40.1992, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.9899997711182}, {"option": "SPY261124P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 1.0, "volume": 1.0, "delta": -0.0774, "gamma": 0.0051, "vega": 0.2159, "theta": -0.154, "rho": -0.0201, "theo": 0.9862, "change": 1.0, "open": 1.0, "high": 1.0, "low": 1.0, "tick": "up", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T15:44:08", "percent_change": 0.0, "prev_day_close": 1.00999999046326}, {"option": "SPY261124C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1938, "open_interest": 0.0, "volume": 0.0, "delta": 0.9193, "gamma": 0.0053, "vega": 0.2224, "theta": -0.1526, "rho": 0.235, "theo": 39.2423, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.0599994659424}, {"option": "SPY261124P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1965, "open_interest": 24.0, "volume": 24.0, "delta": -0.0809, "gamma": 0.0053, "vega": 0.2233, "theta": -0.1579, "rho": -0.0211, "theo": 1.0297, "change": 1.01, "open": 1.01, "high": 1.01, "low": 1.01, "tick": "no_change", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T15:27:39", "percent_change": 0.0, "prev_day_close": 1.04999995231628}, {"option": "SPY261124C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.189, "open_interest": 0.0, "volume": 0.0, "delta": 0.9157, "gamma": 0.0055, "vega": 0.2296, "theta": -0.1566, "rho": 0.2344, "theo": 38.2879, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.1499996185303}, {"option": "SPY261124P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1945, "open_interest": 30.0, "volume": 35.0, "delta": -0.0844, "gamma": 0.0055, "vega": 0.2303, "theta": -0.1616, "rho": -0.0219, "theo": 1.0718, "change": 1.07, "open": 1.35, "high": 1.35, "low": 1.03, "tick": "up", "last_trade_price": 1.07, "last_trade_time": "2026-11-11T15:49:20", "percent_change": 0.0, "prev_day_close": 1.09500002861023}, {"option": "SPY261124C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1868, "open_interest": 1.0, "volume": 0.0, "delta": 0.9119, "gamma": 0.0057, "vega": 0.237, "theta": -0.1606, "rho": 0.2338, "theo": 37.3361, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.62, "last_trade_time": "2026-11-10T10:50:05", "percent_change": 0.0, "prev_day_close": 37.1700000762939}, {"option": "SPY261124P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 258.0, "volume": 191.0, "delta": -0.0884, "gamma": 0.0058, "vega": 0.2379, "theta": -0.1658, "rho": -0.0228, "theo": 1.121, "change": -1.61, "open": 1.58, "high": 1.76, "low": 1.01, "tick": "down", "last_trade_price": 1.19, "last_trade_time": "2026-11-11T15:58:23", "percent_change": -57.5, "prev_day_close": 1.14499998092651}, {"option": "SPY261124C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 0.0, "volume": 0.0, "delta": 0.9079, "gamma": 0.006, "vega": 0.2448, "theta": -0.1648, "rho": 0.233, "theo": 36.3871, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.2000007629394}, {"option": "SPY261124P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 21.0, "volume": 21.0, "delta": -0.0922, "gamma": 0.006, "vega": 0.2452, "theta": -0.1697, "rho": -0.0238, "theo": 1.1684, "change": 1.41, "open": 1.41, "high": 1.41, "low": 1.41, "tick": "up", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T09:32:29", "percent_change": 0.0, "prev_day_close": 1.18999999761581}, {"option": "SPY261124C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 0.0, "volume": 0.0, "delta": 0.9037, "gamma": 0.0063, "vega": 0.2529, "theta": -0.1691, "rho": 0.2322, "theo": 35.441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.2650012969971}, {"option": "SPY261124P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 58.0, "volume": 59.0, "delta": -0.0964, "gamma": 0.0063, "vega": 0.2533, "theta": -0.174, "rho": -0.0249, "theo": 1.221, "change": 1.25, "open": 1.59, "high": 1.59, "low": 1.24, "tick": "no_change", "last_trade_price": 1.25, "last_trade_time": "2026-11-11T15:50:04", "percent_change": 0.0, "prev_day_close": 1.25}, {"option": "SPY261124C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1688, "open_interest": 0.0, "volume": 0.0, "delta": 0.8993, "gamma": 0.0065, "vega": 0.2612, "theta": -0.1736, "rho": 0.2314, "theo": 34.4982, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.3099994659424}, {"option": "SPY261124P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1867, "open_interest": 14.0, "volume": 14.0, "delta": -0.101, "gamma": 0.0066, "vega": 0.2619, "theta": -0.1786, "rho": -0.026, "theo": 1.2798, "change": 1.15, "open": 1.67, "high": 1.67, "low": 1.15, "tick": "no_change", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T13:26:51", "percent_change": 0.0, "prev_day_close": 1.31000000238419}, {"option": "SPY261124C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 0.0, "volume": 0.0, "delta": 0.8946, "gamma": 0.0068, "vega": 0.2698, "theta": -0.1781, "rho": 0.2304, "theo": 33.5589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.5750007629394}, {"option": "SPY261124P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 26.0, "volume": 28.0, "delta": -0.1058, "gamma": 0.0069, "vega": 0.2706, "theta": -0.1831, "rho": -0.0273, "theo": 1.3393, "change": 1.31, "open": 1.64, "high": 2.05, "low": 1.28, "tick": "up", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T15:36:04", "percent_change": 0.0, "prev_day_close": 1.37000000476837}, {"option": "SPY261124C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1807, "open_interest": 1.0, "volume": 0.0, "delta": 0.8896, "gamma": 0.0071, "vega": 0.2786, "theta": -0.1827, "rho": 0.2294, "theo": 32.6232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 22.2, "last_trade_time": "2026-11-10T10:50:06", "percent_change": 0.0, "prev_day_close": 32.6150007247925}, {"option": "SPY261124P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 601.0, "volume": 176.0, "delta": -0.1106, "gamma": 0.0072, "vega": 0.2794, "theta": -0.1873, "rho": -0.0286, "theo": 1.3989, "change": -2.015, "open": 2.08, "high": 2.23, "low": 1.24, "tick": "down", "last_trade_price": 1.48, "last_trade_time": "2026-11-11T15:59:01", "percent_change": -57.6538, "prev_day_close": 1.43000000715256}, {"option": "SPY261124C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 0.0, "volume": 0.0, "delta": 0.8843, "gamma": 0.0075, "vega": 0.2876, "theta": -0.1875, "rho": 0.2283, "theo": 31.6914, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.5750007629394}, {"option": "SPY261124P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 55.0, "volume": 58.0, "delta": -0.116, "gamma": 0.0075, "vega": 0.2888, "theta": -0.1924, "rho": -0.0298, "theo": 1.4696, "change": 1.44, "open": 1.94, "high": 2.14, "low": 1.44, "tick": "down", "last_trade_price": 1.44, "last_trade_time": "2026-11-11T15:36:03", "percent_change": 0.0, "prev_day_close": 1.5}, {"option": "SPY261124C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1806, "open_interest": 0.0, "volume": 0.0, "delta": 0.8788, "gamma": 0.0078, "vega": 0.297, "theta": -0.1923, "rho": 0.2272, "theo": 30.7637, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.6450004577637}, {"option": "SPY261124P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1791, "open_interest": 29.0, "volume": 30.0, "delta": -0.1215, "gamma": 0.0078, "vega": 0.2977, "theta": -0.1968, "rho": -0.0312, "theo": 1.5371, "change": 1.51, "open": 1.92, "high": 2.21, "low": 1.37, "tick": "no_change", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T15:36:03", "percent_change": 0.0, "prev_day_close": 1.57499998807907}, {"option": "SPY261124C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 0.0, "volume": 0.0, "delta": 0.8729, "gamma": 0.0081, "vega": 0.3067, "theta": -0.1972, "rho": 0.2259, "theo": 29.8404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.7350006103516}, {"option": "SPY261124P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1772, "open_interest": 83.0, "volume": 84.0, "delta": -0.1277, "gamma": 0.0082, "vega": 0.3078, "theta": -0.2019, "rho": -0.0328, "theo": 1.6162, "change": 1.59, "open": 2.15, "high": 2.15, "low": 1.59, "tick": "no_change", "last_trade_price": 1.59, "last_trade_time": "2026-11-11T15:27:39", "percent_change": 0.0, "prev_day_close": 1.64999997615814}, {"option": "SPY261124C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 0.0, "volume": 0.0, "delta": 0.8668, "gamma": 0.0085, "vega": 0.3168, "theta": -0.2022, "rho": 0.2246, "theo": 28.9218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.8150005340576}, {"option": "SPY261124P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1753, "open_interest": 16.0, "volume": 16.0, "delta": -0.1339, "gamma": 0.0086, "vega": 0.3179, "theta": -0.2068, "rho": -0.0344, "theo": 1.6965, "change": 1.92, "open": 2.26, "high": 2.26, "low": 1.92, "tick": "down", "last_trade_price": 1.92, "last_trade_time": "2026-11-11T11:07:58", "percent_change": 0.0, "prev_day_close": 1.73500001430511}, {"option": "SPY261124C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1749, "open_interest": 4.0, "volume": 0.0, "delta": 0.8602, "gamma": 0.0089, "vega": 0.3271, "theta": -0.2073, "rho": 0.2231, "theo": 28.0082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.22, "last_trade_time": "2026-11-10T10:03:34", "percent_change": 0.0, "prev_day_close": 27.9000005722046}, {"option": "SPY261124P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 457.0, "volume": 789.0, "delta": -0.1405, "gamma": 0.009, "vega": 0.3281, "theta": -0.2119, "rho": -0.036, "theo": 1.7821, "change": -2.575, "open": 2.38, "high": 2.62, "low": 1.57, "tick": "no_change", "last_trade_price": 1.81, "last_trade_time": "2026-11-11T14:14:08", "percent_change": -58.7229, "prev_day_close": 1.82499998807907}, {"option": "SPY261124C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1731, "open_interest": 0.0, "volume": 0.0, "delta": 0.8533, "gamma": 0.0093, "vega": 0.3375, "theta": -0.2125, "rho": 0.2216, "theo": 27.1001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.0}, {"option": "SPY261124P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 5.0, "volume": 6.0, "delta": -0.1471, "gamma": 0.0093, "vega": 0.3385, "theta": -0.2168, "rho": -0.0377, "theo": 1.8686, "change": 1.66, "open": 2.7, "high": 2.7, "low": 1.66, "tick": "no_change", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T13:53:15", "percent_change": 0.0, "prev_day_close": 1.91499996185303}, {"option": "SPY261124C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 0.0, "volume": 0.0, "delta": 0.846, "gamma": 0.0097, "vega": 0.3481, "theta": -0.2177, "rho": 0.2199, "theo": 26.1977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.0899991989136}, {"option": "SPY261124P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.17, "open_interest": 18.0, "volume": 24.0, "delta": -0.1545, "gamma": 0.0097, "vega": 0.3492, "theta": -0.222, "rho": -0.0394, "theo": 1.9651, "change": 2.11, "open": 2.5, "high": 2.5, "low": 2.01, "tick": "down", "last_trade_price": 2.11, "last_trade_time": "2026-11-11T15:56:02", "percent_change": 0.0, "prev_day_close": 2.01499998569489}, {"option": "SPY261124C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 0.0, "volume": 0.0, "delta": 0.8383, "gamma": 0.0101, "vega": 0.3589, "theta": -0.2229, "rho": 0.2182, "theo": 25.3013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.1949996948242}, {"option": "SPY261124P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1681, "open_interest": 18.0, "volume": 18.0, "delta": -0.1626, "gamma": 0.0102, "vega": 0.3602, "theta": -0.2274, "rho": -0.0414, "theo": 2.073, "change": 2.61, "open": 2.61, "high": 2.64, "low": 2.61, "tick": "down", "last_trade_price": 2.61, "last_trade_time": "2026-11-11T09:33:41", "percent_change": 0.0, "prev_day_close": 2.125}, {"option": "SPY261124C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 0.0, "volume": 0.0, "delta": 0.8302, "gamma": 0.0105, "vega": 0.3701, "theta": -0.2282, "rho": 0.2163, "theo": 24.4113, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.3000001907349}, {"option": "SPY261124P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1664, "open_interest": 4.0, "volume": 6.0, "delta": -0.1704, "gamma": 0.0106, "vega": 0.3709, "theta": -0.2324, "rho": -0.0434, "theo": 2.177, "change": 2.25, "open": 3.1, "high": 3.1, "low": 2.25, "tick": "down", "last_trade_price": 2.25, "last_trade_time": "2026-11-11T14:21:55", "percent_change": 0.0, "prev_day_close": 2.23500001430511}, {"option": "SPY261124C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 8.0, "volume": 4.0, "delta": 0.8217, "gamma": 0.011, "vega": 0.3816, "theta": -0.2335, "rho": 0.2143, "theo": 23.5283, "change": 7.79, "open": 21.5, "high": 24.02, "low": 20.15, "tick": "down", "last_trade_price": 23.73, "last_trade_time": "2026-11-11T15:46:05", "percent_change": 48.8708, "prev_day_close": 23.4349994659424}, {"option": "SPY261124P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 1421.0, "volume": 207.0, "delta": -0.179, "gamma": 0.0111, "vega": 0.3823, "theta": -0.2377, "rho": -0.0455, "theo": 2.2929, "change": -3.075, "open": 3.17, "high": 3.55, "low": 2.02, "tick": "up", "last_trade_price": 2.45, "last_trade_time": "2026-11-11T15:54:01", "percent_change": -55.6561, "prev_day_close": 2.3549998998642}, {"option": "SPY261124C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 0.0, "volume": 0.0, "delta": 0.8127, "gamma": 0.0114, "vega": 0.3931, "theta": -0.2387, "rho": 0.2122, "theo": 22.6526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.5550003051758}, {"option": "SPY261124P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1629, "open_interest": 8.0, "volume": 11.0, "delta": -0.1881, "gamma": 0.0115, "vega": 0.3941, "theta": -0.243, "rho": -0.0476, "theo": 2.4164, "change": 2.2, "open": 2.76, "high": 2.76, "low": 2.2, "tick": "down", "last_trade_price": 2.2, "last_trade_time": "2026-11-11T13:30:33", "percent_change": 0.0, "prev_day_close": 2.47500002384186}, {"option": "SPY261124C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1622, "open_interest": 0.0, "volume": 0.0, "delta": 0.8032, "gamma": 0.0119, "vega": 0.4046, "theta": -0.244, "rho": 0.2099, "theo": 21.7849, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.6899995803833}, {"option": "SPY261124P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 15.0, "volume": 24.0, "delta": -0.1977, "gamma": 0.012, "vega": 0.4061, "theta": -0.2482, "rho": -0.0499, "theo": 2.5477, "change": 2.56, "open": 3.53, "high": 3.67, "low": 2.56, "tick": "down", "last_trade_price": 2.56, "last_trade_time": "2026-11-11T12:23:43", "percent_change": 0.0, "prev_day_close": 2.61500000953674}, {"option": "SPY261124C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 0.0, "volume": 0.0, "delta": 0.7932, "gamma": 0.0124, "vega": 0.4162, "theta": -0.2492, "rho": 0.2075, "theo": 20.9254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.8400001525879}, {"option": "SPY261124P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1594, "open_interest": 13.0, "volume": 13.0, "delta": -0.2078, "gamma": 0.0125, "vega": 0.4172, "theta": -0.2534, "rho": -0.0524, "theo": 2.688, "change": 2.73, "open": 3.78, "high": 3.78, "low": 2.73, "tick": "no_change", "last_trade_price": 2.73, "last_trade_time": "2026-11-11T12:25:18", "percent_change": 0.0, "prev_day_close": 2.75499999523163}, {"option": "SPY261124C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 0.0, "volume": 0.0, "delta": 0.7826, "gamma": 0.0129, "vega": 0.4279, "theta": -0.2542, "rho": 0.205, "theo": 20.0746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.9849996566772}, {"option": "SPY261124P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 152.0, "volume": 153.0, "delta": -0.2185, "gamma": 0.013, "vega": 0.4289, "theta": -0.2585, "rho": -0.0551, "theo": 2.8366, "change": 3.3, "open": 3.99, "high": 3.99, "low": 3.22, "tick": "up", "last_trade_price": 3.3, "last_trade_time": "2026-11-11T11:16:26", "percent_change": 0.0, "prev_day_close": 2.91000008583069}, {"option": "SPY261124C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1572, "open_interest": 162.0, "volume": 3.0, "delta": 0.7716, "gamma": 0.0134, "vega": 0.4398, "theta": -0.2592, "rho": 0.2023, "theo": 19.2331, "change": 7.13, "open": 17.54, "high": 19.42, "low": 16.5, "tick": "up", "last_trade_price": 19.42, "last_trade_time": "2026-11-11T14:10:00", "percent_change": 58.0146, "prev_day_close": 19.1449995040894}, {"option": "SPY261124P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 879.0, "volume": 493.0, "delta": -0.2296, "gamma": 0.0136, "vega": 0.4408, "theta": -0.2635, "rho": -0.0577, "theo": 2.9946, "change": -3.765, "open": 4.14, "high": 4.49, "low": 2.97, "tick": "up", "last_trade_price": 3.21, "last_trade_time": "2026-11-11T15:59:37", "percent_change": -53.9785, "prev_day_close": 3.0699999332428}, {"option": "SPY261124C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 5.0, "volume": 5.0, "delta": 0.76, "gamma": 0.014, "vega": 0.4516, "theta": -0.264, "rho": 0.1994, "theo": 18.4016, "change": 15.74, "open": 15.74, "high": 15.74, "low": 15.74, "tick": "up", "last_trade_price": 15.74, "last_trade_time": "2026-11-11T09:51:51", "percent_change": 0.0, "prev_day_close": 18.3149995803833}, {"option": "SPY261124P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 52.0, "volume": 53.0, "delta": -0.2414, "gamma": 0.0141, "vega": 0.4528, "theta": -0.2684, "rho": -0.0603, "theo": 3.1627, "change": 3.01, "open": 4.88, "high": 4.88, "low": 3.01, "tick": "down", "last_trade_price": 3.01, "last_trade_time": "2026-11-11T14:05:53", "percent_change": 0.0, "prev_day_close": 3.24500000476837}, {"option": "SPY261124C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1533, "open_interest": 0.0, "volume": 0.0, "delta": 0.7478, "gamma": 0.0145, "vega": 0.4632, "theta": -0.2687, "rho": 0.1964, "theo": 17.5807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.5100002288818}, {"option": "SPY261124P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 1.0, "volume": 3.0, "delta": -0.2537, "gamma": 0.0147, "vega": 0.4647, "theta": -0.2731, "rho": -0.0632, "theo": 3.3416, "change": 3.29, "open": 3.05, "high": 3.29, "low": 3.05, "tick": "up", "last_trade_price": 3.29, "last_trade_time": "2026-11-11T14:59:51", "percent_change": 0.0, "prev_day_close": 3.42500007152557}, {"option": "SPY261124C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1515, "open_interest": 0.0, "volume": 0.0, "delta": 0.735, "gamma": 0.0151, "vega": 0.4746, "theta": -0.2731, "rho": 0.1932, "theo": 16.7708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.6950006484985}, {"option": "SPY261124P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1509, "open_interest": 110.0, "volume": 120.0, "delta": -0.2667, "gamma": 0.0152, "vega": 0.4756, "theta": -0.2776, "rho": -0.0663, "theo": 3.5321, "change": 3.19, "open": 4.03, "high": 4.07, "low": 3.19, "tick": "down", "last_trade_price": 3.19, "last_trade_time": "2026-11-11T14:00:01", "percent_change": 0.0, "prev_day_close": 3.62000000476837}, {"option": "SPY261124C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 0.0, "volume": 0.0, "delta": 0.7216, "gamma": 0.0156, "vega": 0.4859, "theta": -0.2773, "rho": 0.1899, "theo": 15.9725, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.9000000953674}, {"option": "SPY261124P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 12.0, "volume": 20.0, "delta": -0.2803, "gamma": 0.0158, "vega": 0.487, "theta": -0.2819, "rho": -0.0693, "theo": 3.7337, "change": 3.8, "open": 5.26, "high": 5.26, "low": 3.79, "tick": "no_change", "last_trade_price": 3.8, "last_trade_time": "2026-11-11T16:02:14", "percent_change": 0.0, "prev_day_close": 3.8199999332428}, {"option": "SPY261124C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 1001.0, "volume": 39.0, "delta": 0.7076, "gamma": 0.0162, "vega": 0.497, "theta": -0.2811, "rho": 0.1863, "theo": 15.1866, "change": 6.69, "open": 13.31, "high": 15.79, "low": 12.38, "tick": "up", "last_trade_price": 15.79, "last_trade_time": "2026-11-11T13:02:54", "percent_change": 73.5165, "prev_day_close": 15.1099996566772}, {"option": "SPY261124P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 594.0, "volume": 168.0, "delta": -0.2945, "gamma": 0.0164, "vega": 0.498, "theta": -0.2859, "rho": -0.0722, "theo": 3.9481, "change": -4.61, "open": 5.52, "high": 5.98, "low": 3.52, "tick": "down", "last_trade_price": 4.2, "last_trade_time": "2026-11-11T15:59:37", "percent_change": -52.3269, "prev_day_close": 4.04000020027161}, {"option": "SPY261124C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 0.0, "volume": 0.0, "delta": 0.6929, "gamma": 0.0167, "vega": 0.5076, "theta": -0.2846, "rho": 0.1826, "theo": 14.4138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.3400001525879}, {"option": "SPY261124P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1458, "open_interest": 22.0, "volume": 26.0, "delta": -0.3094, "gamma": 0.0169, "vega": 0.5092, "theta": -0.2895, "rho": -0.0757, "theo": 4.1756, "change": 4.09, "open": 5.04, "high": 5.04, "low": 4.09, "tick": "down", "last_trade_price": 4.09, "last_trade_time": "2026-11-11T14:37:10", "percent_change": 0.0, "prev_day_close": 4.27000021934509}, {"option": "SPY261124C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1441, "open_interest": 1.0, "volume": 2.0, "delta": 0.6776, "gamma": 0.0173, "vega": 0.5176, "theta": -0.2878, "rho": 0.1787, "theo": 13.6548, "change": 11.52, "open": 11.5, "high": 11.52, "low": 11.5, "tick": "up", "last_trade_price": 11.52, "last_trade_time": "2026-11-11T10:01:31", "percent_change": 0.0, "prev_day_close": 13.5800004005432}, {"option": "SPY261124P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 10.0, "volume": 20.0, "delta": -0.325, "gamma": 0.0175, "vega": 0.5186, "theta": -0.2928, "rho": -0.0794, "theo": 4.4181, "change": 4.21, "open": 5.62, "high": 6.24, "low": 4.21, "tick": "down", "last_trade_price": 4.21, "last_trade_time": "2026-11-11T14:05:53", "percent_change": 0.0, "prev_day_close": 4.51500010490418}, {"option": "SPY261124C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1435, "open_interest": 5.0, "volume": 11.0, "delta": 0.6616, "gamma": 0.0178, "vega": 0.5272, "theta": -0.2904, "rho": 0.1747, "theo": 12.9101, "change": 13.36, "open": 11.55, "high": 13.84, "low": 11.55, "tick": "up", "last_trade_price": 13.36, "last_trade_time": "2026-11-11T14:40:23", "percent_change": 0.0, "prev_day_close": 12.835000038147}, {"option": "SPY261124P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1426, "open_interest": 56.0, "volume": 65.0, "delta": -0.3412, "gamma": 0.0181, "vega": 0.5282, "theta": -0.2956, "rho": -0.0828, "theo": 4.6741, "change": 4.69, "open": 6.54, "high": 6.65, "low": 4.59, "tick": "up", "last_trade_price": 4.69, "last_trade_time": "2026-11-11T16:07:57", "percent_change": 0.0, "prev_day_close": 4.78000020980835}, {"option": "SPY261124C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 119.0, "volume": 135.0, "delta": 0.645, "gamma": 0.0183, "vega": 0.5363, "theta": -0.2926, "rho": 0.1704, "theo": 12.1806, "change": 12.16, "open": 10.0, "high": 12.35, "low": 9.54, "tick": "down", "last_trade_price": 12.16, "last_trade_time": "2026-11-11T15:33:02", "percent_change": 0.0, "prev_day_close": 12.1050000190735}, {"option": "SPY261124P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1409, "open_interest": 190.0, "volume": 193.0, "delta": -0.3581, "gamma": 0.0186, "vega": 0.537, "theta": -0.298, "rho": -0.0859, "theo": 4.9461, "change": 5.32, "open": 6.58, "high": 6.86, "low": 5.32, "tick": "down", "last_trade_price": 5.32, "last_trade_time": "2026-11-11T11:54:04", "percent_change": 0.0, "prev_day_close": 5.05000019073486}, {"option": "SPY261124C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 579.0, "volume": 35.0, "delta": 0.628, "gamma": 0.0188, "vega": 0.5445, "theta": -0.2942, "rho": 0.166, "theo": 11.478, "change": 6.74, "open": 9.99, "high": 13.1, "low": 9.05, "tick": "up", "last_trade_price": 13.1, "last_trade_time": "2026-11-11T13:51:26", "percent_change": 105.975, "prev_day_close": 11.3849997520447}, {"option": "SPY261124P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 338.0, "volume": 183.0, "delta": -0.3758, "gamma": 0.0192, "vega": 0.5456, "theta": -0.3, "rho": -0.0896, "theo": 5.2344, "change": -5.895, "open": 7.71, "high": 7.72, "low": 4.94, "tick": "down", "last_trade_price": 5.25, "last_trade_time": "2026-11-11T16:07:57", "percent_change": -52.8937, "prev_day_close": 5.34000015258789}, {"option": "SPY261124C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 67.0, "volume": 93.0, "delta": 0.6098, "gamma": 0.0193, "vega": 0.5519, "theta": -0.2953, "rho": 0.1614, "theo": 10.7708, "change": 11.64, "open": 9.13, "high": 11.68, "low": 8.22, "tick": "down", "last_trade_price": 11.64, "last_trade_time": "2026-11-11T12:48:47", "percent_change": 0.0, "prev_day_close": 10.6950001716614}, {"option": "SPY261124P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 30.0, "volume": 32.0, "delta": -0.3941, "gamma": 0.0197, "vega": 0.5524, "theta": -0.3012, "rho": -0.0941, "theo": 5.5405, "change": 5.51, "open": 7.45, "high": 7.66, "low": 5.28, "tick": "up", "last_trade_price": 5.51, "last_trade_time": "2026-11-11T15:27:44", "percent_change": 0.0, "prev_day_close": 5.64499998092651}, {"option": "SPY261124C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1366, "open_interest": 48.0, "volume": 97.0, "delta": 0.5912, "gamma": 0.0198, "vega": 0.5583, "theta": -0.2957, "rho": 0.1566, "theo": 10.0917, "change": 10.3, "open": 8.71, "high": 11.44, "low": 7.83, "tick": "down", "last_trade_price": 10.3, "last_trade_time": "2026-11-11T15:38:21", "percent_change": 0.0, "prev_day_close": 10.0250000953674}, {"option": "SPY261124P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 35.0, "volume": 40.0, "delta": -0.413, "gamma": 0.0202, "vega": 0.5585, "theta": -0.3019, "rho": -0.0971, "theo": 5.8636, "change": 5.29, "open": 8.18, "high": 8.18, "low": 5.29, "tick": "no_change", "last_trade_price": 5.29, "last_trade_time": "2026-11-11T14:02:10", "percent_change": 0.0, "prev_day_close": 5.98000001907349}, {"option": "SPY261124C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1347, "open_interest": 71.0, "volume": 76.0, "delta": 0.572, "gamma": 0.0202, "vega": 0.5638, "theta": -0.2955, "rho": 0.1515, "theo": 9.4313, "change": 8.93, "open": 8.15, "high": 9.03, "low": 7.66, "tick": "up", "last_trade_price": 8.93, "last_trade_time": "2026-11-11T11:40:37", "percent_change": 0.0, "prev_day_close": 9.36500024795532}, {"option": "SPY261124P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1345, "open_interest": 81.0, "volume": 82.0, "delta": -0.4328, "gamma": 0.0207, "vega": 0.5636, "theta": -0.302, "rho": -0.1009, "theo": 6.2065, "change": 6.07, "open": 9.12, "high": 9.12, "low": 5.62, "tick": "up", "last_trade_price": 6.07, "last_trade_time": "2026-11-11T15:48:16", "percent_change": 0.0, "prev_day_close": 6.32500004768372}, {"option": "SPY261124C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 40.0, "volume": 65.0, "delta": 0.5524, "gamma": 0.0206, "vega": 0.568, "theta": -0.2945, "rho": 0.1464, "theo": 8.7969, "change": 8.74, "open": 7.23, "high": 10.25, "low": 6.96, "tick": "down", "last_trade_price": 8.74, "last_trade_time": "2026-11-11T16:12:30", "percent_change": 0.0, "prev_day_close": 8.74499988555908}, {"option": "SPY261124P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1329, "open_interest": 193.0, "volume": 206.0, "delta": -0.4531, "gamma": 0.0211, "vega": 0.5676, "theta": -0.3013, "rho": -0.105, "theo": 6.5695, "change": 6.6, "open": 7.85, "high": 7.85, "low": 5.84, "tick": "up", "last_trade_price": 6.6, "last_trade_time": "2026-11-11T15:50:00", "percent_change": 0.0, "prev_day_close": 6.69000005722046}, {"option": "SPY261124C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1314, "open_interest": 534.0, "volume": 198.0, "delta": 0.5321, "gamma": 0.021, "vega": 0.5709, "theta": -0.2928, "rho": 0.1412, "theo": 8.1792, "change": 4.005, "open": 6.91, "high": 9.1, "low": 6.19, "tick": "up", "last_trade_price": 8.14, "last_trade_time": "2026-11-11T16:10:42", "percent_change": 96.8561, "prev_day_close": 8.1100001335144}, {"option": "SPY261124P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1314, "open_interest": 57.0, "volume": 78.0, "delta": -0.474, "gamma": 0.0215, "vega": 0.5702, "theta": -0.2999, "rho": -0.109, "theo": 6.9526, "change": -6.91, "open": 9.53, "high": 9.53, "low": 6.28, "tick": "no_change", "last_trade_price": 7.06, "last_trade_time": "2026-11-11T16:10:08", "percent_change": -49.4631, "prev_day_close": 7.07500004768372}, {"option": "SPY261124C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 19.0, "volume": 43.0, "delta": 0.5111, "gamma": 0.0213, "vega": 0.5724, "theta": -0.2903, "rho": 0.1357, "theo": 7.5794, "change": 7.66, "open": 6.0, "high": 8.8, "low": 5.69, "tick": "no_change", "last_trade_price": 7.66, "last_trade_time": "2026-11-11T15:45:25", "percent_change": 0.0, "prev_day_close": 7.51999998092651}, {"option": "SPY261124P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 96.0, "volume": 119.0, "delta": -0.4957, "gamma": 0.0219, "vega": 0.5706, "theta": -0.2977, "rho": -0.1116, "theo": 7.3586, "change": 7.49, "open": 9.87, "high": 9.87, "low": 6.98, "tick": "up", "last_trade_price": 7.49, "last_trade_time": "2026-11-11T15:42:18", "percent_change": 0.0, "prev_day_close": 7.4850001335144}, {"option": "SPY261124C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 61.0, "volume": 109.0, "delta": 0.4896, "gamma": 0.0216, "vega": 0.5725, "theta": -0.2869, "rho": 0.13, "theo": 7.0019, "change": 6.75, "open": 5.28, "high": 8.22, "low": 5.2, "tick": "down", "last_trade_price": 6.75, "last_trade_time": "2026-11-11T15:59:30", "percent_change": 0.0, "prev_day_close": 6.9449999332428}, {"option": "SPY261124P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 24.0, "volume": 30.0, "delta": -0.5178, "gamma": 0.0222, "vega": 0.5698, "theta": -0.2947, "rho": -0.1155, "theo": 7.787, "change": 8.0, "open": 8.42, "high": 8.42, "low": 6.86, "tick": "up", "last_trade_price": 8.0, "last_trade_time": "2026-11-11T14:26:26", "percent_change": 0.0, "prev_day_close": 7.91499996185303}, {"option": "SPY261124C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 13.0, "volume": 18.0, "delta": 0.4677, "gamma": 0.0218, "vega": 0.571, "theta": -0.2827, "rho": 0.1243, "theo": 6.4474, "change": 6.75, "open": 5.55, "high": 7.71, "low": 4.79, "tick": "down", "last_trade_price": 6.75, "last_trade_time": "2026-11-11T14:09:50", "percent_change": 0.0, "prev_day_close": 6.3899998664856}, {"option": "SPY261124P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 53.0, "volume": 111.0, "delta": -0.5405, "gamma": 0.0224, "vega": 0.5683, "theta": -0.2908, "rho": -0.12, "theo": 8.2392, "change": 8.52, "open": 8.39, "high": 8.52, "low": 7.82, "tick": "up", "last_trade_price": 8.52, "last_trade_time": "2026-11-11T15:58:57", "percent_change": 0.0, "prev_day_close": 8.375}, {"option": "SPY261124C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 39.0, "volume": 86.0, "delta": 0.4454, "gamma": 0.0219, "vega": 0.5678, "theta": -0.2776, "rho": 0.1184, "theo": 5.9167, "change": 5.84, "open": 4.4, "high": 7.1, "low": 4.4, "tick": "down", "last_trade_price": 5.84, "last_trade_time": "2026-11-11T15:43:01", "percent_change": 0.0, "prev_day_close": 5.8600001335144}, {"option": "SPY261124P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 11.0, "volume": 11.0, "delta": -0.564, "gamma": 0.0226, "vega": 0.5626, "theta": -0.2861, "rho": -0.1216, "theo": 8.7239, "change": 8.4, "open": 8.4, "high": 8.4, "low": 8.4, "tick": "up", "last_trade_price": 8.4, "last_trade_time": "2026-11-11T12:49:16", "percent_change": 0.0, "prev_day_close": 8.84499979019165}, {"option": "SPY261124C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 130.0, "volume": 125.0, "delta": 0.4228, "gamma": 0.0219, "vega": 0.5627, "theta": -0.2717, "rho": 0.1124, "theo": 5.4106, "change": 2.87, "open": 4.55, "high": 6.6, "low": 4.0, "tick": "up", "last_trade_price": 5.33, "last_trade_time": "2026-11-11T16:00:09", "percent_change": 116.667, "prev_day_close": 5.3600001335144}, {"option": "SPY261124P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1237, "open_interest": 17.0, "volume": 4.0, "delta": -0.5875, "gamma": 0.0227, "vega": 0.557, "theta": -0.2805, "rho": -0.1251, "theo": 9.227, "change": -8.085, "open": 9.72, "high": 9.72, "low": 8.29, "tick": "up", "last_trade_price": 9.26, "last_trade_time": "2026-11-11T15:40:27", "percent_change": -46.6129, "prev_day_close": 9.34999990463257}, {"option": "SPY261124C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 53.0, "volume": 55.0, "delta": 0.4, "gamma": 0.0219, "vega": 0.5558, "theta": -0.2649, "rho": 0.1064, "theo": 4.93, "change": 4.97, "open": 3.65, "high": 5.91, "low": 3.65, "tick": "up", "last_trade_price": 4.97, "last_trade_time": "2026-11-11T15:36:18", "percent_change": 0.0, "prev_day_close": 4.88000011444092}, {"option": "SPY261124P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1209, "open_interest": 0.0, "volume": 0.0, "delta": -0.6112, "gamma": 0.0227, "vega": 0.5496, "theta": -0.274, "rho": -0.1292, "theo": 9.7564, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.88499975204468}, {"option": "SPY261124C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1211, "open_interest": 65.0, "volume": 119.0, "delta": 0.3771, "gamma": 0.0218, "vega": 0.5472, "theta": -0.2573, "rho": 0.1004, "theo": 4.4751, "change": 5.4, "open": 3.79, "high": 5.45, "low": 3.29, "tick": "down", "last_trade_price": 5.4, "last_trade_time": "2026-11-11T13:30:08", "percent_change": 0.0, "prev_day_close": 4.42999982833862}, {"option": "SPY261124P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1209, "open_interest": 20.0, "volume": 20.0, "delta": -0.6352, "gamma": 0.0226, "vega": 0.5375, "theta": -0.2666, "rho": -0.1288, "theo": 10.3138, "change": 10.67, "open": 9.37, "high": 10.67, "low": 9.37, "tick": "up", "last_trade_price": 10.67, "last_trade_time": "2026-11-11T15:57:01", "percent_change": 0.0, "prev_day_close": 10.4450001716614}, {"option": "SPY261124C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 20.0, "volume": 22.0, "delta": 0.3541, "gamma": 0.0216, "vega": 0.5366, "theta": -0.2489, "rho": 0.0942, "theo": 4.0466, "change": 4.33, "open": 3.14, "high": 4.89, "low": 3.14, "tick": "down", "last_trade_price": 4.33, "last_trade_time": "2026-11-11T14:10:01", "percent_change": 0.0, "prev_day_close": 4.00499999523163}, {"option": "SPY261124P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 0.0, "volume": 0.0, "delta": -0.6594, "gamma": 0.0224, "vega": 0.5258, "theta": -0.2585, "rho": -0.1327, "theo": 10.8981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.0199999809265}, {"option": "SPY261124C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1185, "open_interest": 28.0, "volume": 28.0, "delta": 0.3312, "gamma": 0.0213, "vega": 0.5241, "theta": -0.2398, "rho": 0.0882, "theo": 3.6448, "change": 3.54, "open": 2.86, "high": 3.54, "low": 2.65, "tick": "up", "last_trade_price": 3.54, "last_trade_time": "2026-11-11T11:29:57", "percent_change": 0.0, "prev_day_close": 3.59999990463257}, {"option": "SPY261124P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1179, "open_interest": 0.0, "volume": 0.0, "delta": -0.6833, "gamma": 0.0222, "vega": 0.5125, "theta": -0.2495, "rho": -0.1341, "theo": 11.5096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.6400003433228}, {"option": "SPY261124C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 875.0, "volume": 413.0, "delta": 0.3086, "gamma": 0.0208, "vega": 0.51, "theta": -0.23, "rho": 0.0822, "theo": 3.2694, "change": 2.03, "open": 2.88, "high": 4.16, "low": 2.27, "tick": "up", "last_trade_price": 3.37, "last_trade_time": "2026-11-11T15:48:09", "percent_change": 151.493, "prev_day_close": 3.23000001907349}, {"option": "SPY261124P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 18.0, "volume": 4.0, "delta": -0.7073, "gamma": 0.0218, "vega": 0.4934, "theta": -0.2397, "rho": -0.1329, "theo": 12.1514, "change": -9.805, "open": 15.2, "high": 15.2, "low": 10.89, "tick": "down", "last_trade_price": 10.89, "last_trade_time": "2026-11-11T13:43:22", "percent_change": -47.3786, "prev_day_close": 12.2849998474121}, {"option": "SPY261124C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 29.0, "volume": 38.0, "delta": 0.2863, "gamma": 0.0204, "vega": 0.4939, "theta": -0.2196, "rho": 0.0762, "theo": 2.9209, "change": 2.84, "open": 2.59, "high": 3.51, "low": 2.59, "tick": "up", "last_trade_price": 2.84, "last_trade_time": "2026-11-11T15:59:25", "percent_change": 0.0, "prev_day_close": 2.88499999046326}, {"option": "SPY261124P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 11.0, "volume": 12.0, "delta": -0.7309, "gamma": 0.0214, "vega": 0.476, "theta": -0.2292, "rho": -0.1367, "theo": 12.8197, "change": 12.71, "open": 15.92, "high": 16.94, "low": 12.71, "tick": "down", "last_trade_price": 12.71, "last_trade_time": "2026-11-11T15:36:44", "percent_change": 0.0, "prev_day_close": 12.960000038147}, {"option": "SPY261124C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 83.0, "volume": 83.0, "delta": 0.2645, "gamma": 0.0198, "vega": 0.4764, "theta": -0.2086, "rho": 0.0704, "theo": 2.5988, "change": 2.36, "open": 2.04, "high": 2.36, "low": 2.04, "tick": "up", "last_trade_price": 2.36, "last_trade_time": "2026-11-11T11:23:01", "percent_change": 0.0, "prev_day_close": 2.56499993801117}, {"option": "SPY261124P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 17.0, "volume": 17.0, "delta": -0.7541, "gamma": 0.0209, "vega": 0.456, "theta": -0.2181, "rho": -0.1326, "theo": 13.5162, "change": 12.13, "open": 15.0, "high": 15.0, "low": 12.08, "tick": "up", "last_trade_price": 12.13, "last_trade_time": "2026-11-11T13:43:22", "percent_change": 0.0, "prev_day_close": 13.664999961853}, {"option": "SPY261124C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 43.0, "volume": 156.0, "delta": 0.2432, "gamma": 0.0191, "vega": 0.4576, "theta": -0.1973, "rho": 0.0647, "theo": 2.3024, "change": 2.21, "open": 1.82, "high": 2.21, "low": 1.68, "tick": "up", "last_trade_price": 2.21, "last_trade_time": "2026-11-11T11:41:20", "percent_change": 0.0, "prev_day_close": 2.27499997615814}, {"option": "SPY261124P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1122, "open_interest": 2.0, "volume": 2.0, "delta": -0.7771, "gamma": 0.0204, "vega": 0.431, "theta": -0.2071, "rho": -0.1329, "theo": 14.242, "change": 13.93, "open": 16.6, "high": 16.6, "low": 13.93, "tick": "down", "last_trade_price": 13.93, "last_trade_time": "2026-11-11T13:05:19", "percent_change": 0.0, "prev_day_close": 14.3799996376038}, {"option": "SPY261124C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 7.0, "volume": 11.0, "delta": 0.2227, "gamma": 0.0184, "vega": 0.4371, "theta": -0.1856, "rho": 0.0592, "theo": 2.0317, "change": 2.18, "open": 1.45, "high": 2.68, "low": 1.45, "tick": "down", "last_trade_price": 2.18, "last_trade_time": "2026-11-11T14:47:59", "percent_change": 0.0, "prev_day_close": 2.00499999523163}, {"option": "SPY261124P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1115, "open_interest": 3.0, "volume": 3.0, "delta": -0.7993, "gamma": 0.0198, "vega": 0.4093, "theta": -0.1955, "rho": -0.1332, "theo": 14.9925, "change": 18.17, "open": 18.57, "high": 18.57, "low": 18.17, "tick": "down", "last_trade_price": 18.17, "last_trade_time": "2026-11-11T10:27:21", "percent_change": 0.0, "prev_day_close": 15.1300001144409}, {"option": "SPY261124C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 527.0, "volume": 333.0, "delta": 0.203, "gamma": 0.0176, "vega": 0.4159, "theta": -0.1738, "rho": 0.054, "theo": 1.7854, "change": 1.095, "open": 1.59, "high": 2.44, "low": 1.2, "tick": "down", "last_trade_price": 1.77, "last_trade_time": "2026-11-11T16:12:53", "percent_change": 162.222, "prev_day_close": 1.75499999523163}, {"option": "SPY261124P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1102, "open_interest": 2.0, "volume": 2.0, "delta": -0.8211, "gamma": 0.0192, "vega": 0.3816, "theta": -0.185, "rho": -0.1245, "theo": 15.7725, "change": -10.93, "open": 14.86, "high": 14.86, "low": 14.86, "tick": "down", "last_trade_price": 14.86, "last_trade_time": "2026-11-11T13:17:26", "percent_change": -42.3808, "prev_day_close": 15.9100003242493}, {"option": "SPY261124C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 8.0, "volume": 13.0, "delta": 0.1842, "gamma": 0.0167, "vega": 0.3938, "theta": -0.162, "rho": 0.049, "theo": 1.5628, "change": 1.82, "open": 1.23, "high": 1.82, "low": 1.12, "tick": "up", "last_trade_price": 1.82, "last_trade_time": "2026-11-11T13:08:41", "percent_change": 0.0, "prev_day_close": 1.53999996185303}, {"option": "SPY261124P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.109, "open_interest": 2.0, "volume": 4.0, "delta": -0.8421, "gamma": 0.0185, "vega": 0.3535, "theta": -0.175, "rho": -0.1266, "theo": 16.5768, "change": 16.5, "open": 14.95, "high": 16.5, "low": 14.95, "tick": "up", "last_trade_price": 16.5, "last_trade_time": "2026-11-11T16:12:01", "percent_change": 0.0, "prev_day_close": 16.7200002670288}, {"option": "SPY261124C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1099, "open_interest": 14.0, "volume": 17.0, "delta": 0.1664, "gamma": 0.0158, "vega": 0.371, "theta": -0.1502, "rho": 0.0442, "theo": 1.3629, "change": 1.42, "open": 1.3, "high": 1.92, "low": 1.0, "tick": "down", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T15:48:49", "percent_change": 0.0, "prev_day_close": 1.34500002861023}, {"option": "SPY261124P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1079, "open_interest": 0.0, "volume": 0.0, "delta": -0.862, "gamma": 0.0178, "vega": 0.3282, "theta": -0.1653, "rho": -0.1109, "theo": 17.405, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.5600004196167}, {"option": "SPY261124C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.109, "open_interest": 53.0, "volume": 112.0, "delta": 0.1497, "gamma": 0.0148, "vega": 0.3481, "theta": -0.1386, "rho": 0.0398, "theo": 1.1843, "change": 1.2, "open": 1.15, "high": 1.24, "low": 0.96, "tick": "down", "last_trade_price": 1.2, "last_trade_time": "2026-11-11T15:34:58", "percent_change": 0.0, "prev_day_close": 1.16499996185303}, {"option": "SPY261124P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 0.0, "volume": 0.0, "delta": -0.8822, "gamma": 0.0173, "vega": 0.2936, "theta": -0.1601, "rho": -0.109, "theo": 18.2622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.4099998474121}, {"option": "SPY261124C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1083, "open_interest": 61.0, "volume": 65.0, "delta": 0.1341, "gamma": 0.0138, "vega": 0.325, "theta": -0.1273, "rho": 0.0356, "theo": 1.0259, "change": 1.05, "open": 0.9, "high": 1.42, "low": 0.81, "tick": "up", "last_trade_price": 1.05, "last_trade_time": "2026-11-11T15:49:40", "percent_change": 0.0, "prev_day_close": 1.00999999046326}, {"option": "SPY261124P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 0.0, "volume": 0.0, "delta": -0.9006, "gamma": 0.0168, "vega": 0.2654, "theta": -0.1539, "rho": -0.1078, "theo": 19.136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.0249996185303}, {"option": "SPY261124C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1076, "open_interest": 438.0, "volume": 266.0, "delta": 0.1196, "gamma": 0.0128, "vega": 0.302, "theta": -0.1164, "rho": 0.0318, "theo": 0.8862, "change": 0.645, "open": 0.89, "high": 1.28, "low": 0.58, "tick": "down", "last_trade_price": 0.97, "last_trade_time": "2026-11-11T14:15:37", "percent_change": 198.462, "prev_day_close": 0.870000004768372}, {"option": "SPY261124P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1064, "open_interest": 2.0, "volume": 1.0, "delta": -0.9189, "gamma": 0.0161, "vega": 0.2318, "theta": -0.1462, "rho": -0.0804, "theo": 20.0389, "change": -12.58, "open": 18.25, "high": 18.25, "low": 18.25, "tick": "down", "last_trade_price": 18.25, "last_trade_time": "2026-11-11T13:50:40", "percent_change": -40.8044, "prev_day_close": 20.1499996185303}, {"option": "SPY261124C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1072, "open_interest": 127.0, "volume": 144.0, "delta": 0.1064, "gamma": 0.0119, "vega": 0.2798, "theta": -0.1061, "rho": 0.0282, "theo": 0.7637, "change": 0.75, "open": 0.55, "high": 1.14, "low": 0.54, "tick": "no_change", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T15:27:39", "percent_change": 0.0, "prev_day_close": 0.75}, {"option": "SPY261124P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1083, "open_interest": 0.0, "volume": 0.0, "delta": -0.9362, "gamma": 0.0154, "vega": 0.1954, "theta": -0.1382, "rho": -0.0813, "theo": 20.9594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.0799999237061}, {"option": "SPY261124C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1068, "open_interest": 12.0, "volume": 143.0, "delta": 0.0943, "gamma": 0.0109, "vega": 0.2579, "theta": -0.0963, "rho": 0.025, "theo": 0.6565, "change": 0.63, "open": 0.69, "high": 0.89, "low": 0.55, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T15:21:30", "percent_change": 0.0, "prev_day_close": 0.644999980926514}, {"option": "SPY261124P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 0.0, "volume": 0.0, "delta": -0.9514, "gamma": 0.0143, "vega": 0.1672, "theta": -0.128, "rho": -0.041, "theo": 21.8955, "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": 22.0349998474121}, {"option": "SPY261124C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1064, "open_interest": 38.0, "volume": 161.0, "delta": 0.0834, "gamma": 0.01, "vega": 0.2371, "theta": -0.0872, "rho": 0.0221, "theo": 0.5646, "change": 0.52, "open": 0.61, "high": 0.83, "low": 0.46, "tick": "up", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T15:59:25", "percent_change": 0.0, "prev_day_close": 0.550000011920929}, {"option": "SPY261124P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1063, "open_interest": 0.0, "volume": 0.0, "delta": -0.9648, "gamma": 0.012, "vega": 0.1285, "theta": -0.1143, "rho": -0.04, "theo": 22.8602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.0450000762939}, {"option": "SPY261124C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1063, "open_interest": 246.0, "volume": 265.0, "delta": 0.0736, "gamma": 0.0091, "vega": 0.2174, "theta": -0.0787, "rho": 0.0195, "theo": 0.4851, "change": 0.49, "open": 0.54, "high": 0.77, "low": 0.4, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T15:49:40", "percent_change": 0.0, "prev_day_close": 0.474999994039536}, {"option": "SPY261124P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.108, "open_interest": 0.0, "volume": 0.0, "delta": -0.9766, "gamma": 0.0098, "vega": 0.0947, "theta": -0.102, "rho": -0.0397, "theo": 23.8296, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.914999961853}, {"option": "SPY261124C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1061, "open_interest": 424.0, "volume": 386.0, "delta": 0.0649, "gamma": 0.0083, "vega": 0.1988, "theta": -0.071, "rho": 0.0172, "theo": 0.417, "change": 0.235, "open": 0.35, "high": 0.67, "low": 0.35, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T15:31:36", "percent_change": 142.424, "prev_day_close": 0.405000001192093}, {"option": "SPY261124P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 0.0, "volume": 0.0, "delta": -0.9849, "gamma": 0.0075, "vega": 0.0694, "theta": -0.0926, "rho": -0.0091, "theo": 24.8135, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.9650001525879}, {"option": "SPY261124C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.106, "open_interest": 2547.0, "volume": 2689.0, "delta": 0.0572, "gamma": 0.0075, "vega": 0.1815, "theta": -0.064, "rho": 0.0151, "theo": 0.3589, "change": 0.39, "open": 0.43, "high": 0.56, "low": 0.33, "tick": "no_change", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T14:56:03", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY261124P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1208, "open_interest": 0.0, "volume": 0.0, "delta": -0.9906, "gamma": 0.005, "vega": 0.0466, "theta": -0.0863, "rho": -0.0092, "theo": 25.807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.0050001144409}, {"option": "SPY261124C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.106, "open_interest": 56.0, "volume": 60.0, "delta": 0.0504, "gamma": 0.0068, "vega": 0.1656, "theta": -0.0576, "rho": 0.0133, "theo": 0.3096, "change": 0.36, "open": 0.38, "high": 0.44, "low": 0.27, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T14:42:45", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY261124P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 0.0, "volume": 0.0, "delta": -0.9956, "gamma": 0.0029, "vega": 0.0269, "theta": -0.0809, "rho": -0.009, "theo": 26.8014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.9850006103516}, {"option": "SPY261124C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1064, "open_interest": 242.0, "volume": 277.0, "delta": 0.0445, "gamma": 0.0061, "vega": 0.1509, "theta": -0.052, "rho": 0.0117, "theo": 0.268, "change": 0.41, "open": 0.34, "high": 0.41, "low": 0.24, "tick": "up", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T13:23:48", "percent_change": 0.0, "prev_day_close": 0.254999995231628}, {"option": "SPY261124P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1181, "open_interest": 0.0, "volume": 0.0, "delta": -0.9976, "gamma": 0.0017, "vega": 0.0146, "theta": -0.0796, "rho": 0.0, "theo": 27.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.9900007247925}, {"option": "SPY261124C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 169.0, "volume": 257.0, "delta": 0.0393, "gamma": 0.0055, "vega": 0.1376, "theta": -0.0469, "rho": 0.0104, "theo": 0.2328, "change": 0.36, "open": 0.31, "high": 0.36, "low": 0.25, "tick": "up", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T13:50:19", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY261124P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 0.0, "volume": 0.0, "delta": -0.9987, "gamma": 0.001, "vega": 0.0091, "theta": -0.0796, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.9850006103516}, {"option": "SPY261124C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1071, "open_interest": 69.0, "volume": 66.0, "delta": 0.0348, "gamma": 0.005, "vega": 0.1256, "theta": -0.0424, "rho": 0.0092, "theo": 0.2032, "change": 0.135, "open": 0.25, "high": 0.33, "low": 0.18, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T14:18:30", "percent_change": 142.105, "prev_day_close": 0.195000000298023}, {"option": "SPY261124P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 0.0, "volume": 0.0, "delta": -0.9996, "gamma": 0.0003, "vega": 0.0043, "theta": -0.0796, "rho": 0.0, "theo": 29.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.9900007247925}, {"option": "SPY261124C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1077, "open_interest": 59.0, "volume": 59.0, "delta": 0.031, "gamma": 0.0045, "vega": 0.1147, "theta": -0.0385, "rho": 0.0081, "theo": 0.1783, "change": 0.18, "open": 0.21, "high": 0.21, "low": 0.18, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T15:27:39", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY261124P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0003, "theta": -0.0796, "rho": 0.0, "theo": 30.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.0099992752075}, {"option": "SPY261124C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1081, "open_interest": 6.0, "volume": 6.0, "delta": 0.0275, "gamma": 0.004, "vega": 0.1046, "theta": -0.0349, "rho": 0.0072, "theo": 0.1564, "change": 0.25, "open": 0.25, "high": 0.25, "low": 0.25, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T12:35:34", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261124P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 31.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.9899997711182}, {"option": "SPY261124C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1098, "open_interest": 84.0, "volume": 146.0, "delta": 0.0246, "gamma": 0.0037, "vega": 0.096, "theta": -0.032, "rho": 0.0065, "theo": 0.1389, "change": 0.23, "open": 0.2, "high": 0.23, "low": 0.15, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T12:24:20", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261124P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 32.9899997711182}, {"option": "SPY261124C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.11, "open_interest": 0.0, "volume": 0.0, "delta": 0.0222, "gamma": 0.0033, "vega": 0.0884, "theta": -0.0294, "rho": 0.0058, "theo": 0.1242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY261124P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1353, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.9899997711182}, {"option": "SPY261124C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1114, "open_interest": 3.0, "volume": 2.0, "delta": 0.02, "gamma": 0.003, "vega": 0.0816, "theta": -0.0271, "rho": 0.0052, "theo": 0.1118, "change": 0.045, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:49:26", "percent_change": 69.2308, "prev_day_close": 0.105000000447035}, {"option": "SPY261124P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.9899997711182}, {"option": "SPY261124C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1124, "open_interest": 12.0, "volume": 14.0, "delta": 0.0184, "gamma": 0.0028, "vega": 0.076, "theta": -0.0253, "rho": 0.0048, "theo": 0.102, "change": 0.15, "open": 0.15, "high": 0.16, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T13:01:12", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261124P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 35.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.0100002288818}, {"option": "SPY261124C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 5.0, "volume": 10.0, "delta": 0.0168, "gamma": 0.0026, "vega": 0.0706, "theta": -0.0235, "rho": 0.0044, "theo": 0.0929, "change": 0.13, "open": 0.14, "high": 0.14, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T13:20:30", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261124P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1579, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.0100002288818}, {"option": "SPY261124C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 4.0, "volume": 28.0, "delta": 0.0154, "gamma": 0.0023, "vega": 0.0658, "theta": -0.022, "rho": 0.004, "theo": 0.0852, "change": 0.1, "open": 0.12, "high": 0.13, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T14:41:01", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261124P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 37.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.9899997711182}, {"option": "SPY261124C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 25.0, "volume": 25.0, "delta": 0.0142, "gamma": 0.0022, "vega": 0.0615, "theta": -0.0206, "rho": 0.0037, "theo": 0.0785, "change": 0.1, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T14:12:36", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261124P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1506, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 38.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9899997711182}, {"option": "SPY261124C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 7.0, "volume": 7.0, "delta": 0.0131, "gamma": 0.002, "vega": 0.0576, "theta": -0.0195, "rho": 0.0034, "theo": 0.0728, "change": 0.025, "open": 0.11, "high": 0.11, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:53:49", "percent_change": 55.5556, "prev_day_close": 0.0749999992549419}, {"option": "SPY261124P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1676, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 39.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.0100002288818}, {"option": "SPY261124C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1252, "open_interest": 2.0, "volume": 0.0, "delta": 0.0094, "gamma": 0.0014, "vega": 0.0436, "theta": -0.0153, "rho": 0.0024, "theo": 0.0535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T13:41:53", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261124P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1685, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261124C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.134, "open_interest": 1.0, "volume": 0.0, "delta": 0.0073, "gamma": 0.001, "vega": 0.035, "theta": -0.013, "rho": 0.0019, "theo": 0.0432, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T12:25:58", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261124P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 49.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9899997711182}, {"option": "SPY261124C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 0.0, "volume": 0.0, "delta": 0.006, "gamma": 0.0008, "vega": 0.0292, "theta": -0.0115, "rho": 0.0015, "theo": 0.0368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261124P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2003, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9899997711182}, {"option": "SPY261124C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 19.0, "volume": 4.0, "delta": 0.0051, "gamma": 0.0007, "vega": 0.0251, "theta": -0.0105, "rho": 0.0013, "theo": 0.0327, "change": 0.025, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T09:30:02", "percent_change": 100.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261124P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2146, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9799995422363}, {"option": "SPY261124C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1585, "open_interest": 0.0, "volume": 0.0, "delta": 0.0044, "gamma": 0.0006, "vega": 0.0219, "theta": -0.0097, "rho": 0.0011, "theo": 0.0294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261124P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2286, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261124C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1691, "open_interest": 0.0, "volume": 200.0, "delta": 0.0038, "gamma": 0.0005, "vega": 0.0193, "theta": -0.0091, "rho": 0.001, "theo": 0.0269, "change": 0.02, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:53:46", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261124P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2388, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261124C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 0.0, "volume": 200.0, "delta": 0.0034, "gamma": 0.0004, "vega": 0.0172, "theta": -0.0085, "rho": 0.0009, "theo": 0.0247, "change": 0.02, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:53:52", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261124P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9850006103516}, {"option": "SPY261124C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1902, "open_interest": 0.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0003, "vega": 0.0152, "theta": -0.0078, "rho": 0.0008, "theo": 0.0223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261124P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2654, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261124C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 29.0, "volume": 1000.0, "delta": 0.0027, "gamma": 0.0003, "vega": 0.0139, "theta": -0.0075, "rho": 0.0007, "theo": 0.0212, "change": 0.02, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:53:03", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2784, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261124C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2008, "open_interest": 446.0, "volume": 3400.0, "delta": 0.0024, "gamma": 0.0002, "vega": 0.0124, "theta": -0.007, "rho": 0.0006, "theo": 0.0192, "change": 0.02, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:19:15", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2913, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 89.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY261124C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 102.0, "volume": 1000.0, "delta": 0.0022, "gamma": 0.0002, "vega": 0.0114, "theta": -0.0067, "rho": 0.0006, "theo": 0.0183, "change": 0.01, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:53:16", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.304, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 94.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261124C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2199, "open_interest": 1.0, "volume": 200.0, "delta": 0.002, "gamma": 0.0002, "vega": 0.0104, "theta": -0.0063, "rho": 0.0005, "theo": 0.017, "change": 0.01, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:06:45", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3166, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9900016784668}, {"option": "SPY261124C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2294, "open_interest": 0.0, "volume": 200.0, "delta": 0.0018, "gamma": 0.0002, "vega": 0.0095, "theta": -0.006, "rho": 0.0005, "theo": 0.0158, "change": 0.02, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:17:18", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3546, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.954998016357}, {"option": "SPY261124C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2388, "open_interest": 100.0, "volume": 200.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0087, "theta": -0.0056, "rho": 0.0004, "theo": 0.0148, "change": 0.01, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:23:55", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3414, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261124C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2481, "open_interest": 176.0, "volume": 5200.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.0078, "theta": -0.0052, "rho": 0.0004, "theo": 0.0135, "change": 0.02, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:22:29", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3535, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY261124C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2573, "open_interest": 65.0, "volume": 800.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0072, "theta": -0.0049, "rho": 0.0003, "theo": 0.0126, "change": 0.01, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:23:20", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3934, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 120.01000213623}, {"option": "SPY261124C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2664, "open_interest": 0.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0066, "theta": -0.0047, "rho": 0.0003, "theo": 0.0117, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261124P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3775, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY261124C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2664, "open_interest": 0.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0061, "theta": -0.0045, "rho": 0.0003, "theo": 0.0112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4186, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.009994506836}, {"option": "SPY261124C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 0.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0056, "theta": -0.0042, "rho": 0.0003, "theo": 0.0102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.401, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY261124C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2693, "open_interest": 0.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0051, "theta": -0.0039, "rho": 0.0002, "theo": 0.0095, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4433, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.004997253418}, {"option": "SPY261124C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2776, "open_interest": 0.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0047, "theta": -0.0037, "rho": 0.0002, "theo": 0.0088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4241, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261124C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2857, "open_interest": 0.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.0043, "theta": -0.0035, "rho": 0.0002, "theo": 0.0082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4356, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261124C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2938, "open_interest": 0.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.004, "theta": -0.0033, "rho": 0.0002, "theo": 0.0077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4469, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.98999786377}, {"option": "SPY261124C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3018, "open_interest": 0.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0038, "theta": -0.0031, "rho": 0.0002, "theo": 0.0073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4581, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.98999786377}, {"option": "SPY261124C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3098, "open_interest": 0.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0035, "theta": -0.0029, "rho": 0.0002, "theo": 0.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4692, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.98999786377}, {"option": "SPY261124C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3176, "open_interest": 0.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0032, "theta": -0.0028, "rho": 0.0001, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4802, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261124C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3255, "open_interest": 0.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.003, "theta": -0.0026, "rho": 0.0001, "theo": 0.0059, "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": 0.00499999988824129}, {"option": "SPY261124P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4912, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.98999786377}, {"option": "SPY261124C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3333, "open_interest": 0.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0027, "theta": -0.0024, "rho": 0.0001, "theo": 0.0055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.502, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.98999786377}, {"option": "SPY261124C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.341, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0025, "theta": -0.0023, "rho": 0.0001, "theo": 0.0051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5128, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 184.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.98999786377}, {"option": "SPY261124C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3487, "open_interest": 0.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0023, "theta": -0.0022, "rho": 0.0001, "theo": 0.0047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261124P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5296, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.98999786377}, {"option": "SPY261125C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2878, "open_interest": 0.0, "volume": 0.0, "delta": 0.9793, "gamma": 0.0011, "vega": 0.077, "theta": -0.0628, "rho": 0.2703, "theo": 86.6567, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 86.4949989318848}, {"option": "SPY261125P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3041, "open_interest": 19.0, "volume": 24.0, "delta": -0.0206, "gamma": 0.0011, "vega": 0.0771, "theta": -0.0749, "rho": -0.0061, "theo": 0.3383, "change": 0.35, "open": 0.36, "high": 0.36, "low": 0.3, "tick": "no_change", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:53:32", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY261125C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2768, "open_interest": 0.0, "volume": 0.0, "delta": 0.9769, "gamma": 0.0012, "vega": 0.0847, "theta": -0.0678, "rho": 0.2716, "theo": 81.6961, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 81.560001373291}, {"option": "SPY261125P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2918, "open_interest": 163.0, "volume": 164.0, "delta": -0.0231, "gamma": 0.0012, "vega": 0.085, "theta": -0.0794, "rho": -0.0069, "theo": 0.3689, "change": 0.36, "open": 0.44, "high": 0.45, "low": 0.35, "tick": "no_change", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:36:03", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "SPY261125C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2533, "open_interest": 0.0, "volume": 0.0, "delta": 0.974, "gamma": 0.0014, "vega": 0.0934, "theta": -0.0734, "rho": 0.2728, "theo": 76.7402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.5850028991699}, {"option": "SPY261125P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2806, "open_interest": 5.0, "volume": 5.0, "delta": -0.0259, "gamma": 0.0014, "vega": 0.0937, "theta": -0.0842, "rho": -0.0076, "theo": 0.4032, "change": 0.49, "open": 0.49, "high": 0.49, "low": 0.49, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T09:37:50", "percent_change": 0.0, "prev_day_close": 0.41499999165535}, {"option": "SPY261125C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2515, "open_interest": 0.0, "volume": 0.0, "delta": 0.9706, "gamma": 0.0016, "vega": 0.1035, "theta": -0.0796, "rho": 0.2738, "theo": 71.7907, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.6150016784668}, {"option": "SPY261125P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2685, "open_interest": 192.0, "volume": 192.0, "delta": -0.0293, "gamma": 0.0017, "vega": 0.1037, "theta": -0.0898, "rho": -0.0086, "theo": 0.4449, "change": 0.46, "open": 0.55, "high": 0.55, "low": 0.42, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T15:59:23", "percent_change": 0.0, "prev_day_close": 0.454999998211861}, {"option": "SPY261125C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2389, "open_interest": 0.0, "volume": 0.0, "delta": 0.9665, "gamma": 0.0019, "vega": 0.1155, "theta": -0.0867, "rho": 0.2745, "theo": 66.8499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 66.689998626709}, {"option": "SPY261125P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2567, "open_interest": 7.0, "volume": 9.0, "delta": -0.0334, "gamma": 0.0019, "vega": 0.1156, "theta": -0.0962, "rho": -0.0099, "theo": 0.495, "change": 0.45, "open": 0.63, "high": 0.65, "low": 0.45, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T14:06:46", "percent_change": 0.0, "prev_day_close": 0.504999995231628}, {"option": "SPY261125C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 0.0, "volume": 0.0, "delta": 0.9614, "gamma": 0.0023, "vega": 0.1298, "theta": -0.0949, "rho": 0.2749, "theo": 61.9214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 61.769998550415}, {"option": "SPY261125P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2451, "open_interest": 2.0, "volume": 2.0, "delta": -0.0386, "gamma": 0.0023, "vega": 0.1306, "theta": -0.1039, "rho": -0.0113, "theo": 0.5586, "change": 0.57, "open": 0.53, "high": 0.57, "low": 0.53, "tick": "up", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T14:20:01", "percent_change": 0.0, "prev_day_close": 0.569999992847443}, {"option": "SPY261125C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2251, "open_interest": 0.0, "volume": 0.0, "delta": 0.955, "gamma": 0.0027, "vega": 0.1469, "theta": -0.1046, "rho": 0.275, "theo": 57.0097, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.1400012969971}, {"option": "SPY261125P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2339, "open_interest": 5.0, "volume": 6.0, "delta": -0.0452, "gamma": 0.0027, "vega": 0.1474, "theta": -0.1131, "rho": -0.0132, "theo": 0.6386, "change": 0.94, "open": 0.85, "high": 0.94, "low": 0.85, "tick": "up", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T09:47:15", "percent_change": 0.0, "prev_day_close": 0.650000005960464}, {"option": "SPY261125C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 0.0, "volume": 0.0, "delta": 0.9468, "gamma": 0.0032, "vega": 0.1679, "theta": -0.1162, "rho": 0.2744, "theo": 52.1211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.9699993133545}, {"option": "SPY261125P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2231, "open_interest": 26.0, "volume": 31.0, "delta": -0.0533, "gamma": 0.0032, "vega": 0.1688, "theta": -0.1239, "rho": -0.0157, "theo": 0.7401, "change": 0.75, "open": 1.01, "high": 1.11, "low": 0.75, "tick": "no_change", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T14:13:02", "percent_change": 0.0, "prev_day_close": 0.754999995231628}, {"option": "SPY261125C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2056, "open_interest": 0.0, "volume": 0.0, "delta": 0.9362, "gamma": 0.0039, "vega": 0.1931, "theta": -0.13, "rho": 0.2732, "theo": 47.2639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.1100006103516}, {"option": "SPY261125P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2124, "open_interest": 986.0, "volume": 1194.0, "delta": -0.064, "gamma": 0.0039, "vega": 0.1936, "theta": -0.1373, "rho": -0.0186, "theo": 0.8752, "change": 0.96, "open": 1.0, "high": 1.33, "low": 0.85, "tick": "up", "last_trade_price": 0.96, "last_trade_time": "2026-11-11T15:54:05", "percent_change": 0.0, "prev_day_close": 0.894999980926514}, {"option": "SPY261125C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1959, "open_interest": 0.0, "volume": 0.0, "delta": 0.9225, "gamma": 0.0048, "vega": 0.2239, "theta": -0.1462, "rho": 0.2709, "theo": 42.4489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.3299999237061}, {"option": "SPY261125P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 162.0, "volume": 188.0, "delta": -0.0778, "gamma": 0.0048, "vega": 0.2253, "theta": -0.1529, "rho": -0.0224, "theo": 1.0514, "change": 1.11, "open": 1.13, "high": 1.2, "low": 0.94, "tick": "down", "last_trade_price": 1.11, "last_trade_time": "2026-11-11T15:57:00", "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "SPY261125C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1866, "open_interest": 0.0, "volume": 0.0, "delta": 0.9046, "gamma": 0.0059, "vega": 0.2604, "theta": -0.165, "rho": 0.2673, "theo": 37.6858, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.5200004577637}, {"option": "SPY261125P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.193, "open_interest": 143.0, "volume": 175.0, "delta": -0.0958, "gamma": 0.0059, "vega": 0.261, "theta": -0.1714, "rho": -0.0277, "theo": 1.2861, "change": 1.39, "open": 1.95, "high": 2.02, "low": 1.15, "tick": "up", "last_trade_price": 1.39, "last_trade_time": "2026-11-11T15:54:31", "percent_change": 0.0, "prev_day_close": 1.31499999761581}, {"option": "SPY261125C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 0.0, "volume": 0.0, "delta": 0.8816, "gamma": 0.0072, "vega": 0.3032, "theta": -0.1863, "rho": 0.2621, "theo": 33.0032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.7149982452393}, {"option": "SPY261125P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1835, "open_interest": 125.0, "volume": 197.0, "delta": -0.1192, "gamma": 0.0073, "vega": 0.3042, "theta": -0.1923, "rho": -0.034, "theo": 1.5978, "change": 1.67, "open": 2.15, "high": 2.49, "low": 1.4, "tick": "up", "last_trade_price": 1.67, "last_trade_time": "2026-11-11T15:59:23", "percent_change": 0.0, "prev_day_close": 1.63499999046326}, {"option": "SPY261125C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1755, "open_interest": 2.0, "volume": 2.0, "delta": 0.8517, "gamma": 0.0088, "vega": 0.3525, "theta": -0.2094, "rho": 0.2546, "theo": 28.4216, "change": 28.54, "open": 27.48, "high": 28.54, "low": 27.48, "tick": "up", "last_trade_price": 28.54, "last_trade_time": "2026-11-11T12:15:45", "percent_change": 0.0, "prev_day_close": 28.2750005722046}, {"option": "SPY261125P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1747, "open_interest": 136.0, "volume": 265.0, "delta": -0.1497, "gamma": 0.009, "vega": 0.3549, "theta": -0.2155, "rho": -0.0422, "theo": 2.0154, "change": 2.05, "open": 2.56, "high": 3.12, "low": 1.8, "tick": "up", "last_trade_price": 2.05, "last_trade_time": "2026-11-11T16:05:08", "percent_change": 0.0, "prev_day_close": 2.05999994277954}, {"option": "SPY261125C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 2.0, "volume": 2.0, "delta": 0.8132, "gamma": 0.0108, "vega": 0.4071, "theta": -0.2334, "rho": 0.2444, "theo": 23.9757, "change": 24.16, "open": 21.25, "high": 24.16, "low": 21.25, "tick": "up", "last_trade_price": 24.16, "last_trade_time": "2026-11-11T15:46:05", "percent_change": 0.0, "prev_day_close": 23.8400001525879}, {"option": "SPY261125P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1659, "open_interest": 252.0, "volume": 416.0, "delta": -0.1884, "gamma": 0.0109, "vega": 0.4098, "theta": -0.2392, "rho": -0.0523, "theo": 2.5614, "change": 2.59, "open": 3.38, "high": 3.94, "low": 2.25, "tick": "up", "last_trade_price": 2.59, "last_trade_time": "2026-11-11T16:06:56", "percent_change": 0.0, "prev_day_close": 2.61500000953674}, {"option": "SPY261125C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1581, "open_interest": 19.0, "volume": 19.0, "delta": 0.764, "gamma": 0.0131, "vega": 0.4644, "theta": -0.2564, "rho": 0.2308, "theo": 19.7113, "change": 19.66, "open": 18.22, "high": 20.79, "low": 16.21, "tick": "down", "last_trade_price": 19.66, "last_trade_time": "2026-11-11T15:27:31", "percent_change": 0.0, "prev_day_close": 19.6049995422363}, {"option": "SPY261125P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 780.0, "volume": 835.0, "delta": -0.2384, "gamma": 0.0132, "vega": 0.4675, "theta": -0.2622, "rho": -0.0651, "theo": 3.2967, "change": 3.31, "open": 4.5, "high": 4.96, "low": 2.92, "tick": "down", "last_trade_price": 3.31, "last_trade_time": "2026-11-11T16:08:41", "percent_change": 0.0, "prev_day_close": 3.37000000476837}, {"option": "SPY261125C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1497, "open_interest": 9.0, "volume": 9.0, "delta": 0.702, "gamma": 0.0155, "vega": 0.52, "theta": -0.2755, "rho": 0.213, "theo": 15.6874, "change": 15.66, "open": 13.53, "high": 16.56, "low": 13.53, "tick": "no_change", "last_trade_price": 15.66, "last_trade_time": "2026-11-11T15:27:31", "percent_change": 0.0, "prev_day_close": 15.5799999237061}, {"option": "SPY261125P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.149, "open_interest": 388.0, "volume": 851.0, "delta": -0.3015, "gamma": 0.0158, "vega": 0.5225, "theta": -0.2817, "rho": -0.0806, "theo": 4.278, "change": 4.49, "open": 5.59, "high": 6.33, "low": 3.84, "tick": "down", "last_trade_price": 4.49, "last_trade_time": "2026-11-11T15:57:34", "percent_change": 0.0, "prev_day_close": 4.3600001335144}, {"option": "SPY261125C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 528.0, "volume": 544.0, "delta": 0.6258, "gamma": 0.0179, "vega": 0.566, "theta": -0.2865, "rho": 0.1906, "theo": 11.9812, "change": 11.74, "open": 9.98, "high": 13.57, "low": 9.3, "tick": "down", "last_trade_price": 11.74, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 0.0, "prev_day_close": 11.8800001144409}, {"option": "SPY261125P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1409, "open_interest": 280.0, "volume": 823.0, "delta": -0.3797, "gamma": 0.0183, "vega": 0.5672, "theta": -0.2934, "rho": -0.0991, "theo": 5.5813, "change": 5.6, "open": 7.04, "high": 8.27, "low": 4.93, "tick": "down", "last_trade_price": 5.6, "last_trade_time": "2026-11-11T16:12:55", "percent_change": 0.0, "prev_day_close": 5.67499995231628}, {"option": "SPY261125C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 590.0, "volume": 763.0, "delta": 0.5348, "gamma": 0.0199, "vega": 0.5921, "theta": -0.2848, "rho": 0.1636, "theo": 8.6809, "change": 8.66, "open": 7.49, "high": 9.63, "low": 6.89, "tick": "up", "last_trade_price": 8.66, "last_trade_time": "2026-11-11T15:45:07", "percent_change": 0.0, "prev_day_close": 8.59499979019165}, {"option": "SPY261125P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1331, "open_interest": 389.0, "volume": 511.0, "delta": -0.4734, "gamma": 0.0205, "vega": 0.591, "theta": -0.2927, "rho": -0.1182, "theo": 7.2982, "change": 7.33, "open": 9.25, "high": 10.37, "low": 6.59, "tick": "down", "last_trade_price": 7.33, "last_trade_time": "2026-11-11T16:08:41", "percent_change": 0.0, "prev_day_close": 7.40999984741211}, {"option": "SPY261125C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 209.0, "volume": 355.0, "delta": 0.4314, "gamma": 0.0209, "vega": 0.5861, "theta": -0.2661, "rho": 0.1322, "theo": 5.8782, "change": 5.8, "open": 5.38, "high": 7.11, "low": 4.24, "tick": "up", "last_trade_price": 5.8, "last_trade_time": "2026-11-11T16:08:52", "percent_change": 0.0, "prev_day_close": 5.81500005722046}, {"option": "SPY261125P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 35.0, "volume": 70.0, "delta": -0.5814, "gamma": 0.0216, "vega": 0.5785, "theta": -0.2753, "rho": -0.1346, "theo": 9.5505, "change": 10.0, "open": 12.48, "high": 12.48, "low": 8.55, "tick": "up", "last_trade_price": 10.0, "last_trade_time": "2026-11-11T15:54:20", "percent_change": 0.0, "prev_day_close": 9.66000032424927}, {"option": "SPY261125C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1191, "open_interest": 225.0, "volume": 327.0, "delta": 0.3226, "gamma": 0.0201, "vega": 0.5385, "theta": -0.2294, "rho": 0.099, "theo": 3.6715, "change": 3.66, "open": 3.0, "high": 4.62, "low": 2.56, "tick": "no_change", "last_trade_price": 3.66, "last_trade_time": "2026-11-11T15:45:07", "percent_change": 0.0, "prev_day_close": 3.62000000476837}, {"option": "SPY261125P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 37.0, "volume": 45.0, "delta": -0.6958, "gamma": 0.0211, "vega": 0.521, "theta": -0.2392, "rho": -0.1422, "theo": 12.4196, "change": 12.74, "open": 15.54, "high": 15.54, "low": 11.54, "tick": "up", "last_trade_price": 12.74, "last_trade_time": "2026-11-11T14:20:10", "percent_change": 0.0, "prev_day_close": 12.539999961853}, {"option": "SPY261125C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 288.0, "volume": 308.0, "delta": 0.2199, "gamma": 0.0174, "vega": 0.4505, "theta": -0.1792, "rho": 0.0674, "theo": 2.0957, "change": 2.13, "open": 2.07, "high": 2.8, "low": 1.44, "tick": "no_change", "last_trade_price": 2.13, "last_trade_time": "2026-11-11T15:47:28", "percent_change": 0.0, "prev_day_close": 2.06499993801117}, {"option": "SPY261125P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1124, "open_interest": 3.0, "volume": 3.0, "delta": -0.8061, "gamma": 0.0188, "vega": 0.416, "theta": -0.1896, "rho": -0.1364, "theo": 15.957, "change": 15.97, "open": 15.25, "high": 15.97, "low": 15.25, "tick": "up", "last_trade_price": 15.97, "last_trade_time": "2026-11-11T16:08:41", "percent_change": 0.0, "prev_day_close": 16.085000038147}, {"option": "SPY261125C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1097, "open_interest": 314.0, "volume": 413.0, "delta": 0.1359, "gamma": 0.0133, "vega": 0.3399, "theta": -0.1257, "rho": 0.0416, "theo": 1.0966, "change": 1.07, "open": 1.21, "high": 1.56, "low": 0.72, "tick": "no_change", "last_trade_price": 1.07, "last_trade_time": "2026-11-11T16:00:37", "percent_change": 0.0, "prev_day_close": 1.08000004291534}, {"option": "SPY261125P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1096, "open_interest": 0.0, "volume": 0.0, "delta": -0.9026, "gamma": 0.016, "vega": 0.2702, "theta": -0.15, "rho": -0.1026, "theo": 20.1291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.2349996566772}, {"option": "SPY261125C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1076, "open_interest": 233.0, "volume": 291.0, "delta": 0.0773, "gamma": 0.009, "vega": 0.2333, "theta": -0.0805, "rho": 0.0236, "theo": 0.5414, "change": 0.53, "open": 0.51, "high": 0.81, "low": 0.45, "tick": "no_change", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T16:07:07", "percent_change": 0.0, "prev_day_close": 0.530000001192093}, {"option": "SPY261125P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 0.0, "volume": 0.0, "delta": -0.9761, "gamma": 0.0102, "vega": 0.1034, "theta": -0.1046, "rho": -0.0192, "theo": 24.8214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.7150001525879}, {"option": "SPY261125C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1079, "open_interest": 1144.0, "volume": 1193.0, "delta": 0.0427, "gamma": 0.0056, "vega": 0.1516, "theta": -0.0495, "rho": 0.013, "theo": 0.269, "change": 0.31, "open": 0.29, "high": 0.42, "low": 0.23, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T14:55:23", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY261125P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1409, "open_interest": 0.0, "volume": 0.0, "delta": -0.9995, "gamma": 0.0004, "vega": 0.0057, "theta": -0.0946, "rho": 0.0, "theo": 29.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.8649997711182}, {"option": "SPY261125C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 25.0, "volume": 29.0, "delta": 0.0245, "gamma": 0.0035, "vega": 0.0989, "theta": -0.0315, "rho": 0.0074, "theo": 0.1452, "change": 0.15, "open": 0.23, "high": 0.23, "low": 0.14, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:49:38", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261125P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0946, "rho": 0.0, "theo": 34.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 34.8199996948242}, {"option": "SPY261125C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 3.0, "volume": 3.0, "delta": 0.0156, "gamma": 0.0023, "vega": 0.0691, "theta": -0.0222, "rho": 0.0047, "theo": 0.0913, "change": 0.1, "open": 0.13, "high": 0.13, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:14:38", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261125P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0946, "rho": 0.0, "theo": 39.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.8249988555908}, {"option": "SPY261125C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 13.0, "volume": 13.0, "delta": 0.011, "gamma": 0.0016, "vega": 0.0517, "theta": -0.0172, "rho": 0.0033, "theo": 0.0653, "change": 0.06, "open": 0.08, "high": 0.08, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:07:48", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261125P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1962, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0946, "rho": 0.0, "theo": 44.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9300003051758}, {"option": "SPY261125C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 0.0, "volume": 0.0, "delta": 0.0084, "gamma": 0.0012, "vega": 0.0407, "theta": -0.0142, "rho": 0.0025, "theo": 0.0512, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261125P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0946, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.7799987792969}, {"option": "SPY261125C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1403, "open_interest": 1.0, "volume": 201.0, "delta": 0.0068, "gamma": 0.0009, "vega": 0.0338, "theta": -0.0125, "rho": 0.002, "theo": 0.0432, "change": 0.05, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:02:11", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261125P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2252, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0946, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9250011444092}, {"option": "SPY261125C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1472, "open_interest": 98.0, "volume": 212.0, "delta": 0.0057, "gamma": 0.0007, "vega": 0.0289, "theta": -0.0113, "rho": 0.0017, "theo": 0.0378, "change": 0.03, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:54:25", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261125P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2438, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0946, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9250011444092}, {"option": "SPY261125C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261125P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0}, {"option": "SPY261127C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6891, "open_interest": 0.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0057, "theta": 0.0, "rho": 0.2455, "theo": 261.1841, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 261.020004272461}, {"option": "SPY261127P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.68, "open_interest": 1001.0, "volume": 71.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0057, "theta": -0.0099, "rho": -0.0004, "theo": 0.0299, "change": -0.035, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:09:48", "percent_change": -53.8462, "prev_day_close": 0.034999999217689}, {"option": "SPY261127C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0062, "theta": 0.0, "rho": 0.2479, "theo": 256.198, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 256.035003662109}, {"option": "SPY261127P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.665, "open_interest": 34.0, "volume": 402.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0062, "theta": -0.0107, "rho": -0.0004, "theo": 0.0327, "change": -0.045, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:30:19", "percent_change": -60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261127C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6479, "open_interest": 1.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.0068, "theta": 0.0, "rho": 0.2503, "theo": 251.2121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 261.49, "last_trade_time": "2026-10-19T10:18:37", "percent_change": 0.0, "prev_day_close": 251.044998168945}, {"option": "SPY261127P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6498, "open_interest": 361.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0068, "theta": -0.0115, "rho": -0.0004, "theo": 0.0357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-06T11:33:17", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261127C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6464, "open_interest": 1.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0, "vega": 0.0074, "theta": 0.0, "rho": 0.2527, "theo": 246.2264, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 230.29, "last_trade_time": "2026-11-09T09:36:39", "percent_change": 0.0, "prev_day_close": 246.059997558594}, {"option": "SPY261127P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.635, "open_interest": 136.0, "volume": 11.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0074, "theta": -0.0124, "rho": -0.0005, "theo": 0.039, "change": -0.035, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T10:26:18", "percent_change": -41.1765, "prev_day_close": 0.0449999999254942}, {"option": "SPY261127C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6366, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0081, "theta": 0.0, "rho": 0.2551, "theo": 241.241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 241.074996948242}, {"option": "SPY261127P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6344, "open_interest": 298.0, "volume": 0.0, "delta": -0.0015, "gamma": 0.0, "vega": 0.0081, "theta": -0.0134, "rho": -0.0006, "theo": 0.0425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-10T09:30:09", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261127C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6205, "open_interest": 0.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.0088, "theta": 0.0, "rho": 0.2575, "theo": 236.2559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 236.085006713867}, {"option": "SPY261127P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6196, "open_interest": 147.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0088, "theta": -0.0144, "rho": -0.0006, "theo": 0.0463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-10T15:02:49", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261127C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6159, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0001, "vega": 0.0096, "theta": 0.0, "rho": 0.2599, "theo": 231.271, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 231.104995727539}, {"option": "SPY261127P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.605, "open_interest": 187.0, "volume": 25.0, "delta": -0.0018, "gamma": 0.0001, "vega": 0.0096, "theta": -0.0154, "rho": -0.0006, "theo": 0.0504, "change": -0.075, "open": 0.05, "high": 0.05, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:52:33", "percent_change": -65.2174, "prev_day_close": 0.0549999997019768}, {"option": "SPY261127C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5335, "open_interest": 0.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0001, "vega": 0.0104, "theta": 0.0, "rho": 0.2623, "theo": 226.2865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 226.100006103516}, {"option": "SPY261127P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6018, "open_interest": 131.0, "volume": 26.0, "delta": -0.002, "gamma": 0.0001, "vega": 0.0104, "theta": -0.0165, "rho": -0.0007, "theo": 0.0547, "change": -0.055, "open": 0.06, "high": 0.07, "low": 0.05, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T11:05:26", "percent_change": -47.8261, "prev_day_close": 0.0549999997019768}, {"option": "SPY261127C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5941, "open_interest": 6.0, "volume": 0.0, "delta": 0.9976, "gamma": 0.0001, "vega": 0.0113, "theta": 0.0, "rho": 0.2647, "theo": 221.3022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 200.46, "last_trade_time": "2026-11-06T10:07:00", "percent_change": 0.0, "prev_day_close": 221.134994506836}, {"option": "SPY261127P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5869, "open_interest": 343.0, "volume": 18.0, "delta": -0.0022, "gamma": 0.0001, "vega": 0.0113, "theta": -0.0177, "rho": -0.0008, "theo": 0.0595, "change": -0.075, "open": 0.07, "high": 0.07, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:59:20", "percent_change": -60.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261127C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5785, "open_interest": 4.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0001, "vega": 0.0122, "theta": 0.0, "rho": 0.2671, "theo": 216.3183, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 197.6, "last_trade_time": "2026-11-06T10:24:02", "percent_change": 0.0, "prev_day_close": 216.150001525879}, {"option": "SPY261127P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5816, "open_interest": 256.0, "volume": 10.0, "delta": -0.0024, "gamma": 0.0001, "vega": 0.0122, "theta": -0.019, "rho": -0.0009, "theo": 0.0645, "change": -0.065, "open": 0.06, "high": 0.07, "low": 0.06, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T09:57:18", "percent_change": -48.1481, "prev_day_close": 0.0649999994784594}, {"option": "SPY261127C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5673, "open_interest": 0.0, "volume": 0.0, "delta": 0.9971, "gamma": 0.0001, "vega": 0.0133, "theta": 0.0, "rho": 0.2695, "theo": 211.3347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 211.164993286133}, {"option": "SPY261127P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5669, "open_interest": 641.0, "volume": 65.0, "delta": -0.0027, "gamma": 0.0001, "vega": 0.0133, "theta": -0.0203, "rho": -0.001, "theo": 0.0699, "change": -0.075, "open": 0.08, "high": 0.08, "low": 0.06, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:17:12", "percent_change": -51.7241, "prev_day_close": 0.0749999992549419}, {"option": "SPY261127C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5519, "open_interest": 1.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0001, "vega": 0.0144, "theta": 0.0, "rho": 0.2718, "theo": 206.3514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 200.78, "last_trade_time": "2026-11-09T15:47:34", "percent_change": 0.0, "prev_day_close": 206.180000305176}, {"option": "SPY261127P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5603, "open_interest": 402.0, "volume": 43.0, "delta": -0.0029, "gamma": 0.0001, "vega": 0.0145, "theta": -0.0216, "rho": -0.001, "theo": 0.0755, "change": -0.095, "open": 0.08, "high": 0.08, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T13:08:04", "percent_change": -61.2903, "prev_day_close": 0.0749999992549419}, {"option": "SPY261127C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5054, "open_interest": 0.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0001, "vega": 0.0156, "theta": 0.0, "rho": 0.2742, "theo": 201.3685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 209.39, "last_trade_time": "2026-11-04T10:07:26", "percent_change": 0.0, "prev_day_close": 201.180000305176}, {"option": "SPY261127P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5526, "open_interest": 427.0, "volume": 93.0, "delta": -0.0032, "gamma": 0.0001, "vega": 0.0157, "theta": -0.023, "rho": -0.0011, "theo": 0.0816, "change": -0.075, "open": 0.09, "high": 0.09, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T09:42:30", "percent_change": -45.4545, "prev_day_close": 0.0850000008940697}, {"option": "SPY261127C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5396, "open_interest": 0.0, "volume": 0.0, "delta": 0.9964, "gamma": 0.0001, "vega": 0.0168, "theta": -0.0007, "rho": 0.2765, "theo": 196.386, "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": 196.214996337891}, {"option": "SPY261127P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.538, "open_interest": 409.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0001, "vega": 0.0169, "theta": -0.0245, "rho": -0.0012, "theo": 0.088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-10T09:30:09", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261127C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5274, "open_interest": 0.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0001, "vega": 0.0182, "theta": -0.0028, "rho": 0.2789, "theo": 191.4038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 191.235000610352}, {"option": "SPY261127P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5296, "open_interest": 422.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0001, "vega": 0.0182, "theta": -0.026, "rho": -0.0013, "theo": 0.0948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-10T13:09:17", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261127C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4875, "open_interest": 0.0, "volume": 0.0, "delta": 0.9957, "gamma": 0.0001, "vega": 0.0196, "theta": -0.005, "rho": 0.2812, "theo": 186.422, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 186.255004882812}, {"option": "SPY261127P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5206, "open_interest": 317.0, "volume": 70.0, "delta": -0.0041, "gamma": 0.0001, "vega": 0.0197, "theta": -0.0276, "rho": -0.0014, "theo": 0.102, "change": -0.105, "open": 0.11, "high": 0.11, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:38:45", "percent_change": -51.2195, "prev_day_close": 0.105000000447035}, {"option": "SPY261127C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5082, "open_interest": 0.0, "volume": 0.0, "delta": 0.9954, "gamma": 0.0002, "vega": 0.0212, "theta": -0.0072, "rho": 0.2835, "theo": 181.4406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 181.269996643066}, {"option": "SPY261127P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.511, "open_interest": 171.0, "volume": 134.0, "delta": -0.0045, "gamma": 0.0002, "vega": 0.0212, "theta": -0.0292, "rho": -0.0016, "theo": 0.1095, "change": -0.105, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -48.8372, "prev_day_close": 0.114999998360872}, {"option": "SPY261127C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4383, "open_interest": 1.0, "volume": 1.0, "delta": 0.995, "gamma": 0.0002, "vega": 0.0229, "theta": -0.0095, "rho": 0.2858, "theo": 176.4596, "change": 10.105, "open": 175.87, "high": 175.87, "low": 175.87, "tick": "up", "last_trade_price": 175.87, "last_trade_time": "2026-11-11T15:56:58", "percent_change": 6.09598, "prev_day_close": 176.270004272461}, {"option": "SPY261127P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4965, "open_interest": 350.0, "volume": 5.0, "delta": -0.0048, "gamma": 0.0002, "vega": 0.023, "theta": -0.0309, "rho": -0.0017, "theo": 0.1174, "change": -0.105, "open": 0.12, "high": 0.13, "low": 0.11, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.6667, "prev_day_close": 0.12499999627471}, {"option": "SPY261127C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4829, "open_interest": 0.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0002, "vega": 0.0246, "theta": -0.0118, "rho": 0.2882, "theo": 171.479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 171.304992675781}, {"option": "SPY261127P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4865, "open_interest": 269.0, "volume": 14.0, "delta": -0.0053, "gamma": 0.0002, "vega": 0.0248, "theta": -0.0326, "rho": -0.0018, "theo": 0.1258, "change": -0.125, "open": 0.11, "high": 0.12, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T13:37:04", "percent_change": -53.1915, "prev_day_close": 0.134999997913837}, {"option": "SPY261127C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4724, "open_interest": 1.0, "volume": 0.0, "delta": 0.9941, "gamma": 0.0002, "vega": 0.0265, "theta": -0.0142, "rho": 0.2904, "theo": 166.4989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 143.16, "last_trade_time": "2026-11-05T13:04:45", "percent_change": 0.0, "prev_day_close": 166.324996948242}, {"option": "SPY261127P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4759, "open_interest": 381.0, "volume": 755.0, "delta": -0.0057, "gamma": 0.0002, "vega": 0.0266, "theta": -0.0344, "rho": -0.002, "theo": 0.1348, "change": -0.115, "open": 0.14, "high": 0.15, "low": 0.12, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T11:18:11", "percent_change": -45.098, "prev_day_close": 0.145000003278255}, {"option": "SPY261127C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4357, "open_interest": 2.0, "volume": 0.0, "delta": 0.9936, "gamma": 0.0002, "vega": 0.0285, "theta": -0.0166, "rho": 0.2927, "theo": 161.5192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 138.22, "last_trade_time": "2026-11-05T13:04:45", "percent_change": 0.0, "prev_day_close": 161.345001220703}, {"option": "SPY261127P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4652, "open_interest": 997.0, "volume": 757.0, "delta": -0.0062, "gamma": 0.0002, "vega": 0.0286, "theta": -0.0363, "rho": -0.0022, "theo": 0.1441, "change": -0.145, "open": 0.14, "high": 0.16, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T13:58:45", "percent_change": -54.717, "prev_day_close": 0.155000001192093}, {"option": "SPY261127C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4504, "open_interest": 2.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0003, "vega": 0.0306, "theta": -0.0191, "rho": 0.295, "theo": 156.54, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.77, "last_trade_time": "2026-11-10T15:57:49", "percent_change": 0.0, "prev_day_close": 156.365005493164}, {"option": "SPY261127P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4545, "open_interest": 140.0, "volume": 1.0, "delta": -0.0067, "gamma": 0.0003, "vega": 0.0306, "theta": -0.0381, "rho": -0.0024, "theo": 0.1537, "change": -0.125, "open": 0.16, "high": 0.16, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T10:22:20", "percent_change": -43.8596, "prev_day_close": 0.16499999910593}, {"option": "SPY261127C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.439, "open_interest": 5.0, "volume": 0.0, "delta": 0.9925, "gamma": 0.0003, "vega": 0.0329, "theta": -0.0216, "rho": 0.2972, "theo": 151.5613, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 141.77, "last_trade_time": "2026-11-10T15:59:24", "percent_change": 0.0, "prev_day_close": 151.389999389648}, {"option": "SPY261127P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4432, "open_interest": 293.0, "volume": 7.0, "delta": -0.0073, "gamma": 0.0003, "vega": 0.0329, "theta": -0.0401, "rho": -0.0026, "theo": 0.1639, "change": -0.125, "open": 0.18, "high": 0.19, "low": 0.18, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T10:22:33", "percent_change": -40.9836, "prev_day_close": 0.16499999910593}, {"option": "SPY261127C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.429, "open_interest": 3.0, "volume": 0.0, "delta": 0.9919, "gamma": 0.0003, "vega": 0.0354, "theta": -0.0242, "rho": 0.2995, "theo": 146.5831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 123.5, "last_trade_time": "2026-11-05T13:04:45", "percent_change": 0.0, "prev_day_close": 146.409996032715}, {"option": "SPY261127P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4317, "open_interest": 651.0, "volume": 0.0, "delta": -0.0079, "gamma": 0.0003, "vega": 0.0356, "theta": -0.042, "rho": -0.0028, "theo": 0.1746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.37, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261127C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4172, "open_interest": 0.0, "volume": 0.0, "delta": 0.9913, "gamma": 0.0004, "vega": 0.0381, "theta": -0.0268, "rho": 0.3017, "theo": 141.6055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 141.434997558594}, {"option": "SPY261127P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.42, "open_interest": 539.0, "volume": 111.0, "delta": -0.0086, "gamma": 0.0004, "vega": 0.0383, "theta": -0.0441, "rho": -0.003, "theo": 0.186, "change": -0.155, "open": 0.2, "high": 0.2, "low": 0.17, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T14:10:01", "percent_change": -46.2687, "prev_day_close": 0.195000000298023}, {"option": "SPY261127C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4052, "open_interest": 2.0, "volume": 0.0, "delta": 0.9906, "gamma": 0.0004, "vega": 0.0409, "theta": -0.0295, "rho": 0.3039, "theo": 136.6284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 114.51, "last_trade_time": "2026-11-06T12:41:39", "percent_change": 0.0, "prev_day_close": 136.450004577637}, {"option": "SPY261127P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4081, "open_interest": 1913.0, "volume": 12.0, "delta": -0.0093, "gamma": 0.0004, "vega": 0.041, "theta": -0.0462, "rho": -0.0032, "theo": 0.198, "change": -0.165, "open": 0.19, "high": 0.19, "low": 0.18, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:08:41", "percent_change": -46.4789, "prev_day_close": 0.204999998211861}, {"option": "SPY261127C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.393, "open_interest": 25.0, "volume": 0.0, "delta": 0.9898, "gamma": 0.0004, "vega": 0.0439, "theta": -0.0322, "rho": 0.306, "theo": 131.6521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 119.28, "last_trade_time": "2026-11-10T13:56:36", "percent_change": 0.0, "prev_day_close": 131.475006103516}, {"option": "SPY261127P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.398, "open_interest": 726.0, "volume": 82.0, "delta": -0.0101, "gamma": 0.0004, "vega": 0.0441, "theta": -0.0484, "rho": -0.0035, "theo": 0.211, "change": -0.175, "open": 0.24, "high": 0.24, "low": 0.2, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:53:56", "percent_change": -45.4545, "prev_day_close": 0.214999996125698}, {"option": "SPY261127C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.383, "open_interest": 0.0, "volume": 0.0, "delta": 0.9889, "gamma": 0.0005, "vega": 0.0472, "theta": -0.035, "rho": 0.3082, "theo": 126.6764, "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": 126.5}, {"option": "SPY261127P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.386, "open_interest": 903.0, "volume": 62.0, "delta": -0.0109, "gamma": 0.0005, "vega": 0.0472, "theta": -0.0505, "rho": -0.0038, "theo": 0.224, "change": -0.185, "open": 0.22, "high": 0.22, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.679, "prev_day_close": 0.225000001490116}, {"option": "SPY261127C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3704, "open_interest": 36.0, "volume": 0.0, "delta": 0.988, "gamma": 0.0005, "vega": 0.0507, "theta": -0.0378, "rho": 0.3103, "theo": 121.7016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 109.63, "last_trade_time": "2026-11-10T13:56:55", "percent_change": 0.0, "prev_day_close": 121.520000457764}, {"option": "SPY261127P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3735, "open_interest": 1030.0, "volume": 620.0, "delta": -0.0119, "gamma": 0.0005, "vega": 0.0508, "theta": -0.0528, "rho": -0.0042, "theo": 0.2381, "change": -0.205, "open": 0.25, "high": 0.26, "low": 0.21, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -47.1264, "prev_day_close": 0.244999997317791}, {"option": "SPY261127C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3598, "open_interest": 1.0, "volume": 0.0, "delta": 0.987, "gamma": 0.0006, "vega": 0.0546, "theta": -0.0408, "rho": 0.3124, "theo": 116.7276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.88, "last_trade_time": "2026-11-06T10:02:49", "percent_change": 0.0, "prev_day_close": 116.549999237061}, {"option": "SPY261127P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3628, "open_interest": 528.0, "volume": 686.0, "delta": -0.0129, "gamma": 0.0006, "vega": 0.0549, "theta": -0.0551, "rho": -0.0045, "theo": 0.2531, "change": -0.225, "open": 0.24, "high": 0.25, "low": 0.22, "tick": "no_change", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T15:00:28", "percent_change": -48.3871, "prev_day_close": 0.254999995231628}, {"option": "SPY261127C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3398, "open_interest": 3.0, "volume": 1.0, "delta": 0.9858, "gamma": 0.0006, "vega": 0.0588, "theta": -0.0438, "rho": 0.3144, "theo": 111.7548, "change": 10.44, "open": 111.65, "high": 111.65, "low": 111.65, "tick": "up", "last_trade_price": 111.65, "last_trade_time": "2026-11-11T15:19:48", "percent_change": 10.3152, "prev_day_close": 111.564998626709}, {"option": "SPY261127P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3498, "open_interest": 655.0, "volume": 324.0, "delta": -0.014, "gamma": 0.0006, "vega": 0.0592, "theta": -0.0576, "rho": -0.0048, "theo": 0.2695, "change": -0.225, "open": 0.28, "high": 0.31, "low": 0.23, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T16:08:05", "percent_change": -45.4545, "prev_day_close": 0.275000005960464}, {"option": "SPY261127C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3282, "open_interest": 1.0, "volume": 0.0, "delta": 0.9846, "gamma": 0.0007, "vega": 0.0635, "theta": -0.0469, "rho": 0.3164, "theo": 106.7832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 88.2, "last_trade_time": "2026-11-06T10:02:49", "percent_change": 0.0, "prev_day_close": 106.58500289917}, {"option": "SPY261127P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3384, "open_interest": 836.0, "volume": 337.0, "delta": -0.0153, "gamma": 0.0007, "vega": 0.0636, "theta": -0.0601, "rho": -0.0053, "theo": 0.287, "change": -0.255, "open": 0.28, "high": 0.32, "low": 0.27, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -47.6636, "prev_day_close": 0.295000001788139}, {"option": "SPY261127C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3125, "open_interest": 159.0, "volume": 0.0, "delta": 0.9831, "gamma": 0.0008, "vega": 0.0685, "theta": -0.0502, "rho": 0.3183, "theo": 101.8134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.08, "last_trade_time": "2026-11-06T12:57:57", "percent_change": 0.0, "prev_day_close": 102.0}, {"option": "SPY261127P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3268, "open_interest": 2430.0, "volume": 82.0, "delta": -0.0168, "gamma": 0.0008, "vega": 0.0686, "theta": -0.0629, "rho": -0.0058, "theo": 0.3063, "change": -0.275, "open": 0.3, "high": 0.38, "low": 0.27, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:45:33", "percent_change": -47.8261, "prev_day_close": 0.305000007152557}, {"option": "SPY261127C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3136, "open_interest": 7.0, "volume": 0.0, "delta": 0.9815, "gamma": 0.0009, "vega": 0.0741, "theta": -0.0537, "rho": 0.3202, "theo": 96.8455, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.27, "last_trade_time": "2026-11-06T12:57:57", "percent_change": 0.0, "prev_day_close": 96.6650009155274}, {"option": "SPY261127P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3149, "open_interest": 866.0, "volume": 130.0, "delta": -0.0184, "gamma": 0.0009, "vega": 0.0744, "theta": -0.0657, "rho": -0.0064, "theo": 0.3272, "change": -0.305, "open": 0.35, "high": 0.39, "low": 0.29, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -48.8, "prev_day_close": 0.33500000834465}, {"option": "SPY261127C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2956, "open_interest": 5.0, "volume": 0.0, "delta": 0.9797, "gamma": 0.001, "vega": 0.0805, "theta": -0.0574, "rho": 0.3219, "theo": 91.8801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 71.55, "last_trade_time": "2026-11-06T12:57:57", "percent_change": 0.0, "prev_day_close": 91.7000007629394}, {"option": "SPY261127P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3035, "open_interest": 1324.0, "volume": 86.0, "delta": -0.0203, "gamma": 0.001, "vega": 0.0813, "theta": -0.069, "rho": -0.0071, "theo": 0.3518, "change": -0.35, "open": 0.4, "high": 0.43, "low": 0.31, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:00:40", "percent_change": -51.4706, "prev_day_close": 0.355000004172325}, {"option": "SPY261127C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2893, "open_interest": 5.0, "volume": 0.0, "delta": 0.9776, "gamma": 0.0011, "vega": 0.0878, "theta": -0.0614, "rho": 0.3236, "theo": 86.9181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 77.5, "last_trade_time": "2026-11-10T16:03:25", "percent_change": 0.0, "prev_day_close": 86.7350006103516}, {"option": "SPY261127P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2912, "open_interest": 1410.0, "volume": 568.0, "delta": -0.0224, "gamma": 0.0012, "vega": 0.0882, "theta": -0.0724, "rho": -0.0077, "theo": 0.3787, "change": -0.38, "open": 0.38, "high": 0.49, "low": 0.34, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -50.6667, "prev_day_close": 0.384999990463257}, {"option": "SPY261127C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2781, "open_interest": 10.0, "volume": 0.0, "delta": 0.9751, "gamma": 0.0013, "vega": 0.096, "theta": -0.0659, "rho": 0.3251, "theo": 81.9606, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 72.67, "last_trade_time": "2026-11-10T16:05:45", "percent_change": 0.0, "prev_day_close": 81.7800025939941}, {"option": "SPY261127P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2805, "open_interest": 1809.0, "volume": 739.0, "delta": -0.0249, "gamma": 0.0013, "vega": 0.0963, "theta": -0.0763, "rho": -0.0086, "theo": 0.4105, "change": -0.43, "open": 0.41, "high": 0.52, "low": 0.36, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T16:03:58", "percent_change": -51.8072, "prev_day_close": 0.41499999165535}, {"option": "SPY261127C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2665, "open_interest": 37.0, "volume": 0.0, "delta": 0.9721, "gamma": 0.0015, "vega": 0.1055, "theta": -0.0709, "rho": 0.3265, "theo": 77.0089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.05, "last_trade_time": "2026-11-06T14:25:33", "percent_change": 0.0, "prev_day_close": 76.8299980163574}, {"option": "SPY261127P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2685, "open_interest": 1233.0, "volume": 838.0, "delta": -0.0279, "gamma": 0.0015, "vega": 0.1063, "theta": -0.0809, "rho": -0.0096, "theo": 0.4486, "change": -0.46, "open": 0.51, "high": 0.6, "low": 0.4, "tick": "up", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T15:53:23", "percent_change": -49.4624, "prev_day_close": 0.454999998211861}, {"option": "SPY261127C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2458, "open_interest": 30.0, "volume": 4.0, "delta": 0.9685, "gamma": 0.0017, "vega": 0.1168, "theta": -0.0767, "rho": 0.3276, "theo": 72.0651, "change": 7.46, "open": 68.5, "high": 69.25, "low": 68.5, "tick": "up", "last_trade_price": 69.25, "last_trade_time": "2026-11-11T09:32:48", "percent_change": 12.0732, "prev_day_close": 71.8899993896484}, {"option": "SPY261127P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 2507.0, "volume": 646.0, "delta": -0.0316, "gamma": 0.0017, "vega": 0.1179, "theta": -0.0861, "rho": -0.0107, "theo": 0.4944, "change": -0.565, "open": 0.57, "high": 0.67, "low": 0.43, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T15:32:37", "percent_change": -54.067, "prev_day_close": 0.504999995231628}, {"option": "SPY261127C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 12.0, "volume": 0.0, "delta": 0.9641, "gamma": 0.002, "vega": 0.1302, "theta": -0.0833, "rho": 0.3284, "theo": 67.1317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.85, "last_trade_time": "2026-11-10T14:08:06", "percent_change": 0.0, "prev_day_close": 66.9550018310547}, {"option": "SPY261127P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.246, "open_interest": 1900.0, "volume": 831.0, "delta": -0.036, "gamma": 0.002, "vega": 0.131, "theta": -0.0924, "rho": -0.0123, "theo": 0.5512, "change": -0.625, "open": 0.65, "high": 0.76, "low": 0.49, "tick": "up", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T15:53:49", "percent_change": -52.3013, "prev_day_close": 0.564999997615814}, {"option": "SPY261127C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1939, "open_interest": 119.0, "volume": 1.0, "delta": 0.9587, "gamma": 0.0024, "vega": 0.146, "theta": -0.0912, "rho": 0.3288, "theo": 62.2126, "change": 6.055, "open": 58.2, "high": 58.2, "low": 58.2, "tick": "up", "last_trade_price": 58.2, "last_trade_time": "2026-11-11T10:00:16", "percent_change": 11.6119, "prev_day_close": 62.420000076294}, {"option": "SPY261127P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2355, "open_interest": 29831.0, "volume": 2071.0, "delta": -0.0414, "gamma": 0.0024, "vega": 0.1469, "theta": -0.0995, "rho": -0.0141, "theo": 0.6192, "change": -0.74, "open": 0.76, "high": 0.88, "low": 0.55, "tick": "no_change", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T16:04:01", "percent_change": -53.6232, "prev_day_close": 0.634999990463257}, {"option": "SPY261127C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2235, "open_interest": 46.0, "volume": 0.0, "delta": 0.9518, "gamma": 0.0028, "vega": 0.1653, "theta": -0.1005, "rho": 0.3287, "theo": 57.3122, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.34, "last_trade_time": "2026-11-06T14:25:50", "percent_change": 0.0, "prev_day_close": 57.1349983215332}, {"option": "SPY261127P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 2139.0, "volume": 275.0, "delta": -0.0485, "gamma": 0.0028, "vega": 0.1665, "theta": -0.1086, "rho": -0.0163, "theo": 0.7113, "change": -0.89, "open": 0.81, "high": 1.03, "low": 0.64, "tick": "no_change", "last_trade_price": 0.72, "last_trade_time": "2026-11-11T15:41:11", "percent_change": -55.2795, "prev_day_close": 0.725000023841858}, {"option": "SPY261127C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2139, "open_interest": 38.0, "volume": 4.0, "delta": 0.9431, "gamma": 0.0033, "vega": 0.1883, "theta": -0.1114, "rho": 0.3278, "theo": 52.437, "change": 9.74, "open": 52.37, "high": 52.37, "low": 52.37, "tick": "up", "last_trade_price": 52.37, "last_trade_time": "2026-11-11T11:58:27", "percent_change": 22.8478, "prev_day_close": 52.2600002288818}, {"option": "SPY261127P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2147, "open_interest": 1927.0, "volume": 947.0, "delta": -0.0572, "gamma": 0.0034, "vega": 0.1893, "theta": -0.1189, "rho": -0.0193, "theo": 0.8246, "change": -1.07, "open": 1.01, "high": 1.2, "low": 0.73, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T16:12:50", "percent_change": -56.3158, "prev_day_close": 0.840000003576279}, {"option": "SPY261127C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2042, "open_interest": 21.0, "volume": 0.0, "delta": 0.932, "gamma": 0.004, "vega": 0.216, "theta": -0.1243, "rho": 0.3261, "theo": 47.5949, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.53, "last_trade_time": "2026-11-06T14:26:04", "percent_change": 0.0, "prev_day_close": 47.4200000762939}, {"option": "SPY261127P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2051, "open_interest": 2963.0, "volume": 770.0, "delta": -0.0684, "gamma": 0.004, "vega": 0.2175, "theta": -0.1314, "rho": -0.0229, "theo": 0.9734, "change": -1.295, "open": 1.19, "high": 1.46, "low": 0.85, "tick": "down", "last_trade_price": 0.97, "last_trade_time": "2026-11-11T16:08:04", "percent_change": -57.1744, "prev_day_close": 0.995000004768372}, {"option": "SPY261127C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2006, "open_interest": 0.0, "volume": 0.0, "delta": 0.9295, "gamma": 0.0042, "vega": 0.2222, "theta": -0.1271, "rho": 0.3256, "theo": 46.6313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.4750003814697}, {"option": "SPY261127P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2034, "open_interest": 76.0, "volume": 53.0, "delta": -0.0711, "gamma": 0.0042, "vega": 0.2236, "theta": -0.1342, "rho": -0.0238, "theo": 1.0087, "change": -1.35, "open": 1.2, "high": 1.42, "low": 1.0, "tick": "no_change", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T12:23:10", "percent_change": -57.4468, "prev_day_close": 1.02999997138977}, {"option": "SPY261127C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2005, "open_interest": 0.0, "volume": 0.0, "delta": 0.9268, "gamma": 0.0043, "vega": 0.2286, "theta": -0.13, "rho": 0.3251, "theo": 45.6696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.5049991607666}, {"option": "SPY261127P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2015, "open_interest": 30.0, "volume": 18.0, "delta": -0.0739, "gamma": 0.0044, "vega": 0.2301, "theta": -0.1371, "rho": -0.0247, "theo": 1.0464, "change": -1.025, "open": 1.24, "high": 1.43, "low": 1.24, "tick": "up", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T09:40:27", "percent_change": -42.0945, "prev_day_close": 1.06999999284744}, {"option": "SPY261127C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1987, "open_interest": 0.0, "volume": 0.0, "delta": 0.9239, "gamma": 0.0045, "vega": 0.2352, "theta": -0.133, "rho": 0.3245, "theo": 44.7098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.5449981689453}, {"option": "SPY261127P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 64.0, "volume": 55.0, "delta": -0.0767, "gamma": 0.0045, "vega": 0.2362, "theta": -0.1399, "rho": -0.0256, "theo": 1.0837, "change": -1.43, "open": 1.48, "high": 1.48, "low": 1.1, "tick": "down", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T12:28:23", "percent_change": -56.5217, "prev_day_close": 1.11000001430511}, {"option": "SPY261127C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 0.0, "volume": 0.0, "delta": 0.921, "gamma": 0.0047, "vega": 0.2419, "theta": -0.1361, "rho": 0.3239, "theo": 43.7521, "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": 43.5799999237061}, {"option": "SPY261127P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1978, "open_interest": 4563.0, "volume": 4562.0, "delta": -0.0797, "gamma": 0.0047, "vega": 0.2431, "theta": -0.1429, "rho": -0.0266, "theo": 1.1237, "change": -1.515, "open": 1.52, "high": 1.52, "low": 1.07, "tick": "down", "last_trade_price": 1.11, "last_trade_time": "2026-11-11T15:39:51", "percent_change": -57.7143, "prev_day_close": 1.14999997615814}, {"option": "SPY261127C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1926, "open_interest": 110.0, "volume": 0.0, "delta": 0.9178, "gamma": 0.0048, "vega": 0.2489, "theta": -0.1392, "rho": 0.3232, "theo": 42.7966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.49, "last_trade_time": "2026-11-10T15:26:19", "percent_change": 0.0, "prev_day_close": 42.8850002288818}, {"option": "SPY261127P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1958, "open_interest": 23659.0, "volume": 435.0, "delta": -0.0828, "gamma": 0.0049, "vega": 0.2509, "theta": -0.146, "rho": -0.0278, "theo": 1.1663, "change": -1.57, "open": 1.51, "high": 1.76, "low": 1.03, "tick": "down", "last_trade_price": 1.16, "last_trade_time": "2026-11-11T16:12:57", "percent_change": -57.5092, "prev_day_close": 1.19499999284744}, {"option": "SPY261127C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1935, "open_interest": 0.0, "volume": 0.0, "delta": 0.9145, "gamma": 0.005, "vega": 0.2561, "theta": -0.1425, "rho": 0.3224, "theo": 41.8434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.6800003051758}, {"option": "SPY261127P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.194, "open_interest": 144.0, "volume": 39.0, "delta": -0.0863, "gamma": 0.0051, "vega": 0.2591, "theta": -0.1493, "rho": -0.029, "theo": 1.2133, "change": -1.765, "open": 1.47, "high": 1.47, "low": 1.07, "tick": "down", "last_trade_price": 1.07, "last_trade_time": "2026-11-11T13:45:54", "percent_change": -62.2575, "prev_day_close": 1.24000000953674}, {"option": "SPY261127C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 0.0, "volume": 0.0, "delta": 0.9111, "gamma": 0.0052, "vega": 0.2636, "theta": -0.1458, "rho": 0.3216, "theo": 40.8925, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.7349987030029}, {"option": "SPY261127P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1922, "open_interest": 86.0, "volume": 36.0, "delta": -0.0897, "gamma": 0.0053, "vega": 0.2663, "theta": -0.1524, "rho": -0.0297, "theo": 1.2595, "change": -1.685, "open": 1.53, "high": 1.69, "low": 1.26, "tick": "down", "last_trade_price": 1.26, "last_trade_time": "2026-11-11T16:08:04", "percent_change": -57.2156, "prev_day_close": 1.28999996185303}, {"option": "SPY261127C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.19, "open_interest": 0.0, "volume": 0.0, "delta": 0.9075, "gamma": 0.0054, "vega": 0.2714, "theta": -0.1492, "rho": 0.3208, "theo": 39.9442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.7800006866455}, {"option": "SPY261127P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 159.0, "volume": 32.0, "delta": -0.0935, "gamma": 0.0055, "vega": 0.274, "theta": -0.1559, "rho": -0.031, "theo": 1.3119, "change": -1.685, "open": 1.98, "high": 1.98, "low": 1.37, "tick": "up", "last_trade_price": 1.38, "last_trade_time": "2026-11-11T12:15:21", "percent_change": -54.9755, "prev_day_close": 1.3400000333786}, {"option": "SPY261127C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1879, "open_interest": 0.0, "volume": 0.0, "delta": 0.9036, "gamma": 0.0057, "vega": 0.2795, "theta": -0.1527, "rho": 0.3198, "theo": 38.9986, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.8450012207031}, {"option": "SPY261127P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 155.0, "volume": 13.0, "delta": -0.0972, "gamma": 0.0057, "vega": 0.2814, "theta": -0.1592, "rho": -0.0322, "theo": 1.3621, "change": -1.735, "open": 1.84, "high": 1.99, "low": 1.24, "tick": "up", "last_trade_price": 1.45, "last_trade_time": "2026-11-11T15:58:52", "percent_change": -54.4741, "prev_day_close": 1.39499998092651}, {"option": "SPY261127C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 149.0, "volume": 0.0, "delta": 0.8996, "gamma": 0.0059, "vega": 0.2879, "theta": -0.1562, "rho": 0.3187, "theo": 38.0559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.29, "last_trade_time": "2026-11-10T10:04:04", "percent_change": 0.0, "prev_day_close": 38.2249984741211}, {"option": "SPY261127P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1867, "open_interest": 2412.0, "volume": 976.0, "delta": -0.1015, "gamma": 0.006, "vega": 0.29, "theta": -0.1629, "rho": -0.0333, "theo": 1.4211, "change": -1.895, "open": 1.9, "high": 2.2, "low": 1.26, "tick": "up", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T16:14:52", "percent_change": -57.1644, "prev_day_close": 1.46000003814697}, {"option": "SPY261127C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1832, "open_interest": 1.0, "volume": 0.0, "delta": 0.8954, "gamma": 0.0061, "vega": 0.2964, "theta": -0.1599, "rho": 0.3176, "theo": 37.1162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.21, "last_trade_time": "2026-11-10T10:03:50", "percent_change": 0.0, "prev_day_close": 36.9449996948242}, {"option": "SPY261127P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.185, "open_interest": 237.0, "volume": 155.0, "delta": -0.1056, "gamma": 0.0062, "vega": 0.2978, "theta": -0.1663, "rho": -0.0348, "theo": 1.4774, "change": -1.94, "open": 1.87, "high": 2.18, "low": 1.42, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T14:29:18", "percent_change": -56.2319, "prev_day_close": 1.51499998569489}, {"option": "SPY261127C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1863, "open_interest": 0.0, "volume": 0.0, "delta": 0.891, "gamma": 0.0064, "vega": 0.3051, "theta": -0.1636, "rho": 0.3164, "theo": 36.1798, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.0100002288818}, {"option": "SPY261127P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 90.0, "volume": 21.0, "delta": -0.1102, "gamma": 0.0065, "vega": 0.3069, "theta": -0.17, "rho": -0.0364, "theo": 1.5403, "change": -2.21, "open": 1.96, "high": 2.18, "low": 1.36, "tick": "up", "last_trade_price": 1.38, "last_trade_time": "2026-11-11T13:54:31", "percent_change": -61.5599, "prev_day_close": 1.58000004291534}, {"option": "SPY261127C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 0.0, "volume": 0.0, "delta": 0.8863, "gamma": 0.0066, "vega": 0.314, "theta": -0.1674, "rho": 0.3151, "theo": 35.2467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.1000003814697}, {"option": "SPY261127P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 324.0, "volume": 134.0, "delta": -0.1148, "gamma": 0.0067, "vega": 0.3169, "theta": -0.1737, "rho": -0.0381, "theo": 1.6047, "change": -2.16, "open": 2.37, "high": 2.37, "low": 1.41, "tick": "up", "last_trade_price": 1.58, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -57.754, "prev_day_close": 1.64499998092651}, {"option": "SPY261127C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 10.0, "volume": 2.0, "delta": 0.8814, "gamma": 0.0069, "vega": 0.3232, "theta": -0.1712, "rho": 0.3138, "theo": 34.3173, "change": 6.99, "open": 32.73, "high": 32.73, "low": 32.67, "tick": "down", "last_trade_price": 32.67, "last_trade_time": "2026-11-11T11:03:18", "percent_change": 27.2196, "prev_day_close": 34.1550006866455}, {"option": "SPY261127P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 514.0, "volume": 204.0, "delta": -0.1198, "gamma": 0.007, "vega": 0.3268, "theta": -0.1775, "rho": -0.0392, "theo": 1.6736, "change": -2.26, "open": 2.04, "high": 2.26, "low": 1.62, "tick": "up", "last_trade_price": 1.63, "last_trade_time": "2026-11-11T15:04:28", "percent_change": -58.0977, "prev_day_close": 1.7150000333786}, {"option": "SPY261127C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.18, "open_interest": 478.0, "volume": 2.0, "delta": 0.8763, "gamma": 0.0072, "vega": 0.3327, "theta": -0.1751, "rho": 0.3124, "theo": 33.3915, "change": 5.265, "open": 31.4, "high": 31.4, "low": 30.1, "tick": "down", "last_trade_price": 30.1, "last_trade_time": "2026-11-11T09:41:25", "percent_change": 21.1999, "prev_day_close": 33.269998550415}, {"option": "SPY261127P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1781, "open_interest": 19677.0, "volume": 1912.0, "delta": -0.1251, "gamma": 0.0073, "vega": 0.3357, "theta": -0.1815, "rho": -0.041, "theo": 1.7487, "change": -2.305, "open": 2.33, "high": 2.72, "low": 1.55, "tick": "down", "last_trade_price": 1.75, "last_trade_time": "2026-11-11T16:10:49", "percent_change": -56.8434, "prev_day_close": 1.78999996185303}, {"option": "SPY261127C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1781, "open_interest": 12.0, "volume": 3.0, "delta": 0.8709, "gamma": 0.0075, "vega": 0.3426, "theta": -0.1791, "rho": 0.3108, "theo": 32.4698, "change": 5.51, "open": 29.5, "high": 29.76, "low": 29.5, "tick": "down", "last_trade_price": 29.54, "last_trade_time": "2026-11-11T10:46:50", "percent_change": 22.9297, "prev_day_close": 32.3349990844727}, {"option": "SPY261127P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 243.0, "volume": 28.0, "delta": -0.1306, "gamma": 0.0076, "vega": 0.3453, "theta": -0.1854, "rho": -0.0428, "theo": 1.8263, "change": -2.44, "open": 2.3, "high": 2.65, "low": 1.65, "tick": "down", "last_trade_price": 1.78, "last_trade_time": "2026-11-11T15:03:13", "percent_change": -57.8199, "prev_day_close": 1.875}, {"option": "SPY261127C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1766, "open_interest": 6.0, "volume": 0.0, "delta": 0.8652, "gamma": 0.0078, "vega": 0.3527, "theta": -0.1831, "rho": 0.3091, "theo": 31.5523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.35, "last_trade_time": "2026-11-10T12:11:53", "percent_change": 0.0, "prev_day_close": 31.414999961853}, {"option": "SPY261127P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 104.0, "volume": 55.0, "delta": -0.1364, "gamma": 0.0079, "vega": 0.3551, "theta": -0.1894, "rho": -0.0442, "theo": 1.9081, "change": -2.51, "open": 2.66, "high": 2.66, "low": 1.73, "tick": "down", "last_trade_price": 1.89, "last_trade_time": "2026-11-11T16:08:04", "percent_change": -57.0455, "prev_day_close": 1.95500004291534}, {"option": "SPY261127C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.174, "open_interest": 5.0, "volume": 2.0, "delta": 0.8593, "gamma": 0.0081, "vega": 0.3629, "theta": -0.1872, "rho": 0.3073, "theo": 30.6394, "change": 6.755, "open": 29.09, "high": 29.14, "low": 29.09, "tick": "up", "last_trade_price": 29.14, "last_trade_time": "2026-11-11T11:02:58", "percent_change": 30.1765, "prev_day_close": 30.5200004577637}, {"option": "SPY261127P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1729, "open_interest": 83.0, "volume": 31.0, "delta": -0.1424, "gamma": 0.0082, "vega": 0.3648, "theta": -0.1935, "rho": -0.0463, "theo": 1.9944, "change": -2.64, "open": 2.47, "high": 3.03, "low": 1.8, "tick": "up", "last_trade_price": 1.94, "last_trade_time": "2026-11-11T15:04:18", "percent_change": -57.6419, "prev_day_close": 2.04499995708466}, {"option": "SPY261127C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1722, "open_interest": 16.0, "volume": 0.0, "delta": 0.853, "gamma": 0.0084, "vega": 0.3733, "theta": -0.1913, "rho": 0.3054, "theo": 29.7313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.46, "last_trade_time": "2026-11-10T11:53:01", "percent_change": 0.0, "prev_day_close": 29.6000003814697}, {"option": "SPY261127P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1714, "open_interest": 142.0, "volume": 40.0, "delta": -0.1487, "gamma": 0.0086, "vega": 0.3757, "theta": -0.1976, "rho": -0.0485, "theo": 2.0839, "change": -2.76, "open": 2.75, "high": 2.75, "low": 2.02, "tick": "down", "last_trade_price": 2.02, "last_trade_time": "2026-11-11T15:03:40", "percent_change": -57.7406, "prev_day_close": 2.13499999046326}, {"option": "SPY261127C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1713, "open_interest": 869.0, "volume": 7.0, "delta": 0.8465, "gamma": 0.0088, "vega": 0.3839, "theta": -0.1955, "rho": 0.3034, "theo": 28.8283, "change": 7.955, "open": 26.37, "high": 28.72, "low": 26.27, "tick": "up", "last_trade_price": 28.72, "last_trade_time": "2026-11-11T15:43:40", "percent_change": 38.3097, "prev_day_close": 28.7150001525879}, {"option": "SPY261127P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 3226.0, "volume": 3518.0, "delta": -0.1554, "gamma": 0.0089, "vega": 0.3878, "theta": -0.2017, "rho": -0.0509, "theo": 2.1795, "change": -2.76, "open": 2.87, "high": 3.22, "low": 1.93, "tick": "down", "last_trade_price": 2.22, "last_trade_time": "2026-11-11T16:06:56", "percent_change": -55.4217, "prev_day_close": 2.23000001907349}, {"option": "SPY261127C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 253.0, "volume": 25.0, "delta": 0.8396, "gamma": 0.0091, "vega": 0.3947, "theta": -0.1996, "rho": 0.3013, "theo": 27.9306, "change": 8.055, "open": 24.4, "high": 29.82, "low": 24.4, "tick": "down", "last_trade_price": 28.0, "last_trade_time": "2026-11-11T15:07:07", "percent_change": 40.3861, "prev_day_close": 27.8049993515015}, {"option": "SPY261127P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1679, "open_interest": 417.0, "volume": 39.0, "delta": -0.1624, "gamma": 0.0092, "vega": 0.3984, "theta": -0.2058, "rho": -0.0525, "theo": 2.2817, "change": -2.99, "open": 3.3, "high": 3.48, "low": 2.03, "tick": "up", "last_trade_price": 2.2, "last_trade_time": "2026-11-11T14:55:01", "percent_change": -57.6108, "prev_day_close": 2.34499990940094}, {"option": "SPY261127C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 372.0, "volume": 15.0, "delta": 0.8323, "gamma": 0.0095, "vega": 0.4058, "theta": -0.2038, "rho": 0.299, "theo": 27.0385, "change": 7.825, "open": 24.32, "high": 27.0, "low": 24.11, "tick": "up", "last_trade_price": 27.0, "last_trade_time": "2026-11-11T11:58:11", "percent_change": 40.8083, "prev_day_close": 26.9200000762939}, {"option": "SPY261127P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 1203.0, "volume": 285.0, "delta": -0.1699, "gamma": 0.0096, "vega": 0.4093, "theta": -0.2101, "rho": -0.055, "theo": 2.3914, "change": -2.92, "open": 3.2, "high": 3.29, "low": 2.17, "tick": "down", "last_trade_price": 2.49, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -53.9741, "prev_day_close": 2.45500004291534}, {"option": "SPY261127C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1659, "open_interest": 271.0, "volume": 34.0, "delta": 0.8247, "gamma": 0.0098, "vega": 0.4172, "theta": -0.208, "rho": 0.2966, "theo": 26.1524, "change": 5.34, "open": 23.3, "high": 23.95, "low": 23.3, "tick": "down", "last_trade_price": 23.77, "last_trade_time": "2026-11-11T10:47:24", "percent_change": 28.9745, "prev_day_close": 26.0599994659424}, {"option": "SPY261127P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 642.0, "volume": 18.0, "delta": -0.178, "gamma": 0.01, "vega": 0.4205, "theta": -0.2144, "rho": -0.0567, "theo": 2.5093, "change": -3.37, "open": 3.37, "high": 3.47, "low": 2.28, "tick": "no_change", "last_trade_price": 2.28, "last_trade_time": "2026-11-11T13:26:43", "percent_change": -59.646, "prev_day_close": 2.56499993801117}, {"option": "SPY261127C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1642, "open_interest": 509.0, "volume": 28.0, "delta": 0.8168, "gamma": 0.0102, "vega": 0.4287, "theta": -0.2122, "rho": 0.294, "theo": 25.2727, "change": 7.815, "open": 22.42, "high": 25.46, "low": 22.41, "tick": "up", "last_trade_price": 25.46, "last_trade_time": "2026-11-11T14:15:40", "percent_change": 44.2902, "prev_day_close": 25.1750001907349}, {"option": "SPY261127P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.163, "open_interest": 980.0, "volume": 149.0, "delta": -0.1857, "gamma": 0.0104, "vega": 0.4308, "theta": -0.2184, "rho": -0.0594, "theo": 2.6239, "change": -3.28, "open": 3.56, "high": 3.56, "low": 2.35, "tick": "up", "last_trade_price": 2.61, "last_trade_time": "2026-11-11T15:06:35", "percent_change": -55.6876, "prev_day_close": 2.69500005245209}, {"option": "SPY261127C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1613, "open_interest": 637.0, "volume": 67.0, "delta": 0.8084, "gamma": 0.0106, "vega": 0.4402, "theta": -0.2163, "rho": 0.2913, "theo": 24.3998, "change": 7.935, "open": 22.08, "high": 25.37, "low": 20.87, "tick": "down", "last_trade_price": 24.84, "last_trade_time": "2026-11-11T14:14:21", "percent_change": 46.9388, "prev_day_close": 24.3000001907349}, {"option": "SPY261127P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1613, "open_interest": 2815.0, "volume": 1911.0, "delta": -0.1944, "gamma": 0.0108, "vega": 0.4428, "theta": -0.2227, "rho": -0.0625, "theo": 2.7523, "change": -3.385, "open": 3.74, "high": 4.23, "low": 2.44, "tick": "no_change", "last_trade_price": 2.76, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -55.0854, "prev_day_close": 2.8199999332428}, {"option": "SPY261127C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1608, "open_interest": 284.0, "volume": 33.0, "delta": 0.7996, "gamma": 0.011, "vega": 0.4517, "theta": -0.2204, "rho": 0.2884, "theo": 23.534, "change": 5.515, "open": 20.46, "high": 21.68, "low": 20.46, "tick": "down", "last_trade_price": 21.67, "last_trade_time": "2026-11-11T10:51:32", "percent_change": 34.138, "prev_day_close": 23.4449996948242}, {"option": "SPY261127P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 368.0, "volume": 139.0, "delta": -0.2031, "gamma": 0.0112, "vega": 0.4564, "theta": -0.2267, "rho": -0.0656, "theo": 2.8837, "change": -3.33, "open": 3.77, "high": 4.17, "low": 2.57, "tick": "no_change", "last_trade_price": 3.08, "last_trade_time": "2026-11-11T15:56:41", "percent_change": -51.9501, "prev_day_close": 2.96000003814697}, {"option": "SPY261127C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1591, "open_interest": 539.0, "volume": 57.0, "delta": 0.7904, "gamma": 0.0114, "vega": 0.4633, "theta": -0.2244, "rho": 0.2855, "theo": 22.6757, "change": 6.955, "open": 19.76, "high": 24.47, "low": 19.76, "tick": "down", "last_trade_price": 22.39, "last_trade_time": "2026-11-11T15:31:00", "percent_change": 45.0599, "prev_day_close": 22.5899991989136}, {"option": "SPY261127P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 874.0, "volume": 255.0, "delta": -0.2126, "gamma": 0.0116, "vega": 0.4672, "theta": -0.2308, "rho": -0.0677, "theo": 3.027, "change": -3.63, "open": 4.05, "high": 4.47, "low": 2.72, "tick": "up", "last_trade_price": 3.06, "last_trade_time": "2026-11-11T15:24:13", "percent_change": -54.2601, "prev_day_close": 3.1049998998642}, {"option": "SPY261127C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 274.0, "volume": 52.0, "delta": 0.7808, "gamma": 0.0119, "vega": 0.4751, "theta": -0.2284, "rho": 0.2823, "theo": 21.8252, "change": 8.185, "open": 18.73, "high": 22.9, "low": 18.73, "tick": "up", "last_trade_price": 22.9, "last_trade_time": "2026-11-11T12:55:10", "percent_change": 55.6235, "prev_day_close": 21.7400007247925}, {"option": "SPY261127P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 787.0, "volume": 64.0, "delta": -0.2224, "gamma": 0.0121, "vega": 0.4788, "theta": -0.2348, "rho": -0.0696, "theo": 3.1776, "change": -3.65, "open": 4.31, "high": 4.68, "low": 2.84, "tick": "up", "last_trade_price": 3.33, "last_trade_time": "2026-11-11T15:57:35", "percent_change": -52.2923, "prev_day_close": 3.25999999046326}, {"option": "SPY261127C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1549, "open_interest": 292.0, "volume": 27.0, "delta": 0.7707, "gamma": 0.0123, "vega": 0.487, "theta": -0.2323, "rho": 0.2789, "theo": 20.9831, "change": 4.985, "open": 17.79, "high": 19.08, "low": 17.77, "tick": "no_change", "last_trade_price": 19.0, "last_trade_time": "2026-11-11T10:50:46", "percent_change": 35.569, "prev_day_close": 20.8900003433228}, {"option": "SPY261127P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1547, "open_interest": 392.0, "volume": 117.0, "delta": -0.2328, "gamma": 0.0125, "vega": 0.4897, "theta": -0.2388, "rho": -0.073, "theo": 3.3368, "change": -3.965, "open": 4.54, "high": 4.54, "low": 3.04, "tick": "up", "last_trade_price": 3.32, "last_trade_time": "2026-11-11T15:34:45", "percent_change": -54.4269, "prev_day_close": 3.42000007629394}, {"option": "SPY261127C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 696.0, "volume": 108.0, "delta": 0.7602, "gamma": 0.0127, "vega": 0.4988, "theta": -0.2361, "rho": 0.2753, "theo": 20.1499, "change": 6.23, "open": 18.13, "high": 22.01, "low": 17.22, "tick": "up", "last_trade_price": 19.54, "last_trade_time": "2026-11-11T15:56:36", "percent_change": 46.8069, "prev_day_close": 20.0649995803833}, {"option": "SPY261127P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 1169.0, "volume": 333.0, "delta": -0.2435, "gamma": 0.013, "vega": 0.5008, "theta": -0.2426, "rho": -0.0767, "theo": 3.5042, "change": -3.92, "open": 4.72, "high": 5.11, "low": 3.09, "tick": "down", "last_trade_price": 3.68, "last_trade_time": "2026-11-11T15:57:40", "percent_change": -51.5789, "prev_day_close": 3.58999991416931}, {"option": "SPY261127C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 453.0, "volume": 44.0, "delta": 0.7492, "gamma": 0.0132, "vega": 0.5104, "theta": -0.2397, "rho": 0.2716, "theo": 19.3262, "change": 8.35, "open": 16.78, "high": 20.99, "low": 16.3, "tick": "up", "last_trade_price": 20.99, "last_trade_time": "2026-11-11T13:36:49", "percent_change": 66.0601, "prev_day_close": 19.2400007247925}, {"option": "SPY261127P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 674.0, "volume": 261.0, "delta": -0.2547, "gamma": 0.0134, "vega": 0.5148, "theta": -0.2463, "rho": -0.0806, "theo": 3.6803, "change": -4.325, "open": 4.99, "high": 5.26, "low": 3.57, "tick": "down", "last_trade_price": 3.61, "last_trade_time": "2026-11-11T15:18:21", "percent_change": -54.5054, "prev_day_close": 3.76999998092651}, {"option": "SPY261127C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1509, "open_interest": 248.0, "volume": 44.0, "delta": 0.7376, "gamma": 0.0136, "vega": 0.5218, "theta": -0.2432, "rho": 0.2677, "theo": 18.5122, "change": 7.965, "open": 17.0, "high": 20.21, "low": 15.38, "tick": "down", "last_trade_price": 19.94, "last_trade_time": "2026-11-11T13:37:27", "percent_change": 66.5136, "prev_day_close": 18.4250001907349}, {"option": "SPY261127P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 408.0, "volume": 106.0, "delta": -0.2666, "gamma": 0.0139, "vega": 0.5259, "theta": -0.2498, "rho": -0.0833, "theo": 3.8687, "change": -4.42, "open": 5.2, "high": 5.52, "low": 3.43, "tick": "up", "last_trade_price": 3.86, "last_trade_time": "2026-11-11T15:21:18", "percent_change": -53.3816, "prev_day_close": 3.96000003814697}, {"option": "SPY261127C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 469.0, "volume": 241.0, "delta": 0.7256, "gamma": 0.0141, "vega": 0.5332, "theta": -0.2464, "rho": 0.2636, "theo": 17.7084, "change": 6.38, "open": 16.4, "high": 19.37, "low": 15.14, "tick": "no_change", "last_trade_price": 17.71, "last_trade_time": "2026-11-11T16:08:05", "percent_change": 56.3107, "prev_day_close": 17.6199998855591}, {"option": "SPY261127P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 736.0, "volume": 226.0, "delta": -0.2789, "gamma": 0.0144, "vega": 0.5369, "theta": -0.2531, "rho": -0.0853, "theo": 4.0679, "change": -4.545, "open": 5.46, "high": 5.97, "low": 3.66, "tick": "down", "last_trade_price": 4.1, "last_trade_time": "2026-11-11T15:31:03", "percent_change": -52.5737, "prev_day_close": 4.15999984741211}, {"option": "SPY261127C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 352.0, "volume": 63.0, "delta": 0.7131, "gamma": 0.0146, "vega": 0.5444, "theta": -0.2495, "rho": 0.2593, "theo": 16.9155, "change": 6.27, "open": 14.76, "high": 18.56, "low": 13.92, "tick": "down", "last_trade_price": 16.97, "last_trade_time": "2026-11-11T15:45:34", "percent_change": 58.5981, "prev_day_close": 16.8249998092651}, {"option": "SPY261127P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1467, "open_interest": 4644.0, "volume": 4759.0, "delta": -0.2918, "gamma": 0.0149, "vega": 0.547, "theta": -0.2563, "rho": -0.0896, "theo": 4.2777, "change": -4.5, "open": 5.71, "high": 5.96, "low": 3.86, "tick": "up", "last_trade_price": 4.52, "last_trade_time": "2026-11-11T15:59:34", "percent_change": -49.8891, "prev_day_close": 4.38000011444092}, {"option": "SPY261127C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1455, "open_interest": 776.0, "volume": 290.0, "delta": 0.7, "gamma": 0.015, "vega": 0.5554, "theta": -0.2523, "rho": 0.2547, "theo": 16.1342, "change": 5.75, "open": 14.4, "high": 17.75, "low": 13.25, "tick": "down", "last_trade_price": 15.84, "last_trade_time": "2026-11-11T15:53:45", "percent_change": 56.9871, "prev_day_close": 16.0400004386902}, {"option": "SPY261127P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 3093.0, "volume": 2571.0, "delta": -0.3052, "gamma": 0.0154, "vega": 0.5571, "theta": -0.2592, "rho": -0.0942, "theo": 4.498, "change": -4.895, "open": 6.03, "high": 6.7, "low": 4.0, "tick": "up", "last_trade_price": 4.52, "last_trade_time": "2026-11-11T16:12:31", "percent_change": -51.9915, "prev_day_close": 4.59999990463257}, {"option": "SPY261127C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1434, "open_interest": 508.0, "volume": 115.0, "delta": 0.6866, "gamma": 0.0155, "vega": 0.5656, "theta": -0.2548, "rho": 0.25, "theo": 15.3767, "change": 5.46, "open": 13.52, "high": 17.0, "low": 12.65, "tick": "down", "last_trade_price": 14.95, "last_trade_time": "2026-11-11T15:56:18", "percent_change": 57.5342, "prev_day_close": 15.2699999809265}, {"option": "SPY261127P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 342.0, "volume": 36.0, "delta": -0.3192, "gamma": 0.0158, "vega": 0.5701, "theta": -0.2619, "rho": -0.0979, "theo": 4.73, "change": -5.0, "open": 6.83, "high": 6.83, "low": 4.5, "tick": "up", "last_trade_price": 4.83, "last_trade_time": "2026-11-11T15:45:05", "percent_change": -50.8647, "prev_day_close": 4.84000015258789}, {"option": "SPY261127C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 314.0, "volume": 123.0, "delta": 0.6724, "gamma": 0.016, "vega": 0.5755, "theta": -0.257, "rho": 0.2451, "theo": 14.6199, "change": 6.03, "open": 12.57, "high": 16.32, "low": 11.71, "tick": "up", "last_trade_price": 14.94, "last_trade_time": "2026-11-11T14:38:48", "percent_change": 67.6768, "prev_day_close": 14.5199999809265}, {"option": "SPY261127P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1421, "open_interest": 499.0, "volume": 85.0, "delta": -0.3338, "gamma": 0.0163, "vega": 0.579, "theta": -0.2642, "rho": -0.1002, "theo": 4.9787, "change": -5.16, "open": 6.5, "high": 7.04, "low": 4.47, "tick": "up", "last_trade_price": 5.1, "last_trade_time": "2026-11-11T15:51:05", "percent_change": -50.2924, "prev_day_close": 5.09000015258789}, {"option": "SPY261127C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 282.0, "volume": 67.0, "delta": 0.6575, "gamma": 0.0164, "vega": 0.5852, "theta": -0.2589, "rho": 0.2399, "theo": 13.8651, "change": 5.55, "open": 12.27, "high": 15.38, "low": 11.97, "tick": "down", "last_trade_price": 13.89, "last_trade_time": "2026-11-11T15:50:06", "percent_change": 66.5468, "prev_day_close": 13.7750000953674}, {"option": "SPY261127P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 501.0, "volume": 56.0, "delta": -0.349, "gamma": 0.0168, "vega": 0.5876, "theta": -0.2662, "rho": -0.1041, "theo": 5.2405, "change": -5.48, "open": 6.78, "high": 7.39, "low": 4.78, "tick": "down", "last_trade_price": 5.23, "last_trade_time": "2026-11-11T15:07:05", "percent_change": -51.1671, "prev_day_close": 5.34999990463257}, {"option": "SPY261127C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 534.0, "volume": 96.0, "delta": 0.6424, "gamma": 0.0169, "vega": 0.5941, "theta": -0.2604, "rho": 0.2345, "theo": 13.1468, "change": 5.05, "open": 10.8, "high": 14.55, "low": 10.8, "tick": "down", "last_trade_price": 12.85, "last_trade_time": "2026-11-11T15:57:14", "percent_change": 64.7436, "prev_day_close": 13.0450000762939}, {"option": "SPY261127P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1389, "open_interest": 1035.0, "volume": 127.0, "delta": -0.3648, "gamma": 0.0173, "vega": 0.5957, "theta": -0.2679, "rho": -0.1093, "theo": 5.5149, "change": -5.34, "open": 7.58, "high": 7.73, "low": 4.93, "tick": "no_change", "last_trade_price": 5.83, "last_trade_time": "2026-11-11T15:54:02", "percent_change": -47.8066, "prev_day_close": 5.63000011444092}, {"option": "SPY261127C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 807.0, "volume": 546.0, "delta": 0.6265, "gamma": 0.0173, "vega": 0.6023, "theta": -0.2616, "rho": 0.2289, "theo": 12.4321, "change": 5.16, "open": 10.96, "high": 14.0, "low": 9.78, "tick": "no_change", "last_trade_price": 12.43, "last_trade_time": "2026-11-11T16:14:37", "percent_change": 70.9766, "prev_day_close": 12.3400001525879}, {"option": "SPY261127P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 6984.0, "volume": 2008.0, "delta": -0.3811, "gamma": 0.0178, "vega": 0.6045, "theta": -0.2692, "rho": -0.1146, "theo": 5.8029, "change": -5.815, "open": 7.44, "high": 8.53, "low": 5.15, "tick": "down", "last_trade_price": 5.81, "last_trade_time": "2026-11-11T16:12:26", "percent_change": -50.0215, "prev_day_close": 5.92000007629394}, {"option": "SPY261127C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1354, "open_interest": 479.0, "volume": 224.0, "delta": 0.6099, "gamma": 0.0177, "vega": 0.6098, "theta": -0.2623, "rho": 0.223, "theo": 11.7223, "change": 5.14, "open": 10.15, "high": 13.32, "low": 9.11, "tick": "up", "last_trade_price": 11.9, "last_trade_time": "2026-11-11T15:46:16", "percent_change": 76.0355, "prev_day_close": 11.6399998664856}, {"option": "SPY261127P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1359, "open_interest": 657.0, "volume": 475.0, "delta": -0.398, "gamma": 0.0182, "vega": 0.6116, "theta": -0.27, "rho": -0.1158, "theo": 6.1109, "change": -5.765, "open": 7.51, "high": 8.83, "low": 5.5, "tick": "down", "last_trade_price": 6.37, "last_trade_time": "2026-11-11T15:57:28", "percent_change": -47.5072, "prev_day_close": 6.2350001335144}, {"option": "SPY261127C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 610.0, "volume": 335.0, "delta": 0.5931, "gamma": 0.0181, "vega": 0.6163, "theta": -0.2625, "rho": 0.2171, "theo": 11.0496, "change": 4.34, "open": 9.6, "high": 12.39, "low": 8.78, "tick": "no_change", "last_trade_price": 10.61, "last_trade_time": "2026-11-11T15:54:35", "percent_change": 69.2185, "prev_day_close": 10.960000038147}, {"option": "SPY261127P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1343, "open_interest": 582.0, "volume": 115.0, "delta": -0.4157, "gamma": 0.0186, "vega": 0.6172, "theta": -0.2704, "rho": -0.1201, "theo": 6.436, "change": -6.2, "open": 7.97, "high": 8.85, "low": 6.12, "tick": "down", "last_trade_price": 6.47, "last_trade_time": "2026-11-11T16:07:29", "percent_change": -48.9345, "prev_day_close": 6.55999994277954}, {"option": "SPY261127C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 279.0, "volume": 223.0, "delta": 0.5756, "gamma": 0.0185, "vega": 0.6219, "theta": -0.2622, "rho": 0.2108, "theo": 10.3834, "change": 4.51, "open": 9.3, "high": 11.88, "low": 7.97, "tick": "no_change", "last_trade_price": 10.31, "last_trade_time": "2026-11-11T15:25:30", "percent_change": 77.7586, "prev_day_close": 10.3099999427795}, {"option": "SPY261127P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1328, "open_interest": 546.0, "volume": 169.0, "delta": -0.4339, "gamma": 0.0191, "vega": 0.6222, "theta": -0.2703, "rho": -0.1257, "theo": 6.7761, "change": -6.365, "open": 8.92, "high": 9.6, "low": 6.05, "tick": "down", "last_trade_price": 6.83, "last_trade_time": "2026-11-11T16:10:49", "percent_change": -48.238, "prev_day_close": 6.90499997138977}, {"option": "SPY261127C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 647.0, "volume": 112.0, "delta": 0.5573, "gamma": 0.0189, "vega": 0.6266, "theta": -0.2614, "rho": 0.2041, "theo": 9.7254, "change": 3.915, "open": 8.15, "high": 11.07, "low": 7.59, "tick": "down", "last_trade_price": 9.27, "last_trade_time": "2026-11-11T15:55:02", "percent_change": 73.1092, "prev_day_close": 9.69000005722046}, {"option": "SPY261127P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1315, "open_interest": 2928.0, "volume": 345.0, "delta": -0.4525, "gamma": 0.0195, "vega": 0.6262, "theta": -0.2698, "rho": -0.1307, "theo": 7.1325, "change": -6.53, "open": 8.82, "high": 9.72, "low": 6.44, "tick": "down", "last_trade_price": 7.26, "last_trade_time": "2026-11-11T16:05:04", "percent_change": -47.3532, "prev_day_close": 7.26999998092651}, {"option": "SPY261127C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 1809.0, "volume": 1120.0, "delta": 0.5385, "gamma": 0.0192, "vega": 0.6299, "theta": -0.26, "rho": 0.1974, "theo": 9.0898, "change": 4.065, "open": 7.85, "high": 10.58, "low": 6.88, "tick": "no_change", "last_trade_price": 8.99, "last_trade_time": "2026-11-11T16:06:07", "percent_change": 82.5381, "prev_day_close": 9.0499997138977}, {"option": "SPY261127P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 2148.0, "volume": 1532.0, "delta": -0.4719, "gamma": 0.0198, "vega": 0.6283, "theta": -0.2686, "rho": -0.1315, "theo": 7.5145, "change": -6.895, "open": 9.68, "high": 10.37, "low": 6.67, "tick": "down", "last_trade_price": 7.5, "last_trade_time": "2026-11-11T16:13:52", "percent_change": -47.8986, "prev_day_close": 7.65000009536743}, {"option": "SPY261127C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 492.0, "volume": 612.0, "delta": 0.5199, "gamma": 0.0195, "vega": 0.632, "theta": -0.2581, "rho": 0.1908, "theo": 8.4954, "change": 3.96, "open": 7.36, "high": 9.91, "low": 6.6, "tick": "down", "last_trade_price": 8.48, "last_trade_time": "2026-11-11T16:14:52", "percent_change": 87.6106, "prev_day_close": 8.43499994277954}, {"option": "SPY261127P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 791.0, "volume": 73.0, "delta": -0.4919, "gamma": 0.0202, "vega": 0.6296, "theta": -0.2669, "rho": -0.1366, "theo": 7.9156, "change": -6.9, "open": 9.42, "high": 9.42, "low": 7.08, "tick": "up", "last_trade_price": 8.09, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -46.0307, "prev_day_close": 8.0499997138977}, {"option": "SPY261127C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 657.0, "volume": 449.0, "delta": 0.5003, "gamma": 0.0197, "vega": 0.6328, "theta": -0.2556, "rho": 0.1836, "theo": 7.9055, "change": 3.395, "open": 7.03, "high": 9.23, "low": 6.15, "tick": "no_change", "last_trade_price": 7.53, "last_trade_time": "2026-11-11T15:55:36", "percent_change": 82.104, "prev_day_close": 7.84999990463257}, {"option": "SPY261127P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 479.0, "volume": 150.0, "delta": -0.5122, "gamma": 0.0204, "vega": 0.63, "theta": -0.2646, "rho": -0.1421, "theo": 8.3344, "change": -7.02, "open": 11.55, "high": 11.55, "low": 7.42, "tick": "down", "last_trade_price": 8.62, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -44.8849, "prev_day_close": 8.48000001907349}, {"option": "SPY261127C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 1012.0, "volume": 524.0, "delta": 0.4804, "gamma": 0.0199, "vega": 0.6321, "theta": -0.2525, "rho": 0.1764, "theo": 7.3371, "change": 3.37, "open": 6.71, "high": 8.56, "low": 5.46, "tick": "up", "last_trade_price": 7.14, "last_trade_time": "2026-11-11T16:00:01", "percent_change": 89.3899, "prev_day_close": 7.28500008583069}, {"option": "SPY261127P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 660.0, "volume": 33.0, "delta": -0.5331, "gamma": 0.0207, "vega": 0.6264, "theta": -0.2618, "rho": -0.1431, "theo": 8.7762, "change": -7.645, "open": 11.24, "high": 11.49, "low": 7.87, "tick": "down", "last_trade_price": 8.6, "last_trade_time": "2026-11-11T14:37:18", "percent_change": -47.0606, "prev_day_close": 8.92999982833862}, {"option": "SPY261127C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 336.0, "volume": 110.0, "delta": 0.4601, "gamma": 0.0201, "vega": 0.6299, "theta": -0.2487, "rho": 0.1691, "theo": 6.7905, "change": 3.04, "open": 6.15, "high": 8.1, "low": 5.22, "tick": "down", "last_trade_price": 6.47, "last_trade_time": "2026-11-11T15:55:46", "percent_change": 88.6297, "prev_day_close": 6.74000000953674}, {"option": "SPY261127P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1243, "open_interest": 438.0, "volume": 156.0, "delta": -0.5544, "gamma": 0.0209, "vega": 0.6223, "theta": -0.2582, "rho": -0.1462, "theo": 9.2461, "change": -7.565, "open": 11.8, "high": 11.91, "low": 8.22, "tick": "up", "last_trade_price": 9.44, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -44.4869, "prev_day_close": 9.40000009536743}, {"option": "SPY261127C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 1104.0, "volume": 1035.0, "delta": 0.4394, "gamma": 0.0202, "vega": 0.6261, "theta": -0.2444, "rho": 0.1616, "theo": 6.2664, "change": 3.17, "open": 5.59, "high": 7.47, "low": 4.78, "tick": "no_change", "last_trade_price": 6.28, "last_trade_time": "2026-11-11T16:14:37", "percent_change": 101.929, "prev_day_close": 6.22499990463257}, {"option": "SPY261127P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 805.0, "volume": 101.0, "delta": -0.5761, "gamma": 0.021, "vega": 0.6189, "theta": -0.2541, "rho": -0.1513, "theo": 9.7355, "change": -7.28, "open": 12.37, "high": 12.59, "low": 8.8, "tick": "up", "last_trade_price": 10.35, "last_trade_time": "2026-11-11T15:55:03", "percent_change": -41.2933, "prev_day_close": 9.88499975204468}, {"option": "SPY261127C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 687.0, "volume": 108.0, "delta": 0.4186, "gamma": 0.0202, "vega": 0.6205, "theta": -0.2394, "rho": 0.1538, "theo": 5.7659, "change": 2.93, "open": 4.78, "high": 6.79, "low": 4.44, "tick": "up", "last_trade_price": 5.74, "last_trade_time": "2026-11-11T15:45:01", "percent_change": 104.27, "prev_day_close": 5.71999979019165}, {"option": "SPY261127P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1218, "open_interest": 932.0, "volume": 14.0, "delta": -0.5981, "gamma": 0.0211, "vega": 0.6127, "theta": -0.2495, "rho": -0.1533, "theo": 10.2464, "change": -8.05, "open": 12.95, "high": 13.13, "low": 9.37, "tick": "no_change", "last_trade_price": 10.3, "last_trade_time": "2026-11-11T15:31:16", "percent_change": -43.8692, "prev_day_close": 10.3850002288818}, {"option": "SPY261127C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1201, "open_interest": 445.0, "volume": 71.0, "delta": 0.3975, "gamma": 0.0202, "vega": 0.6133, "theta": -0.2338, "rho": 0.1462, "theo": 5.2894, "change": 2.765, "open": 4.25, "high": 6.42, "low": 3.84, "tick": "up", "last_trade_price": 5.3, "last_trade_time": "2026-11-11T15:33:08", "percent_change": 109.073, "prev_day_close": 5.24500012397766}, {"option": "SPY261127P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1203, "open_interest": 526.0, "volume": 3.0, "delta": -0.6204, "gamma": 0.0211, "vega": 0.5982, "theta": -0.244, "rho": -0.1538, "theo": 10.7912, "change": -9.35, "open": 12.68, "high": 12.68, "low": 9.86, "tick": "down", "last_trade_price": 9.86, "last_trade_time": "2026-11-11T14:00:28", "percent_change": -48.6726, "prev_day_close": 10.9450001716614}, {"option": "SPY261127C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 1026.0, "volume": 340.0, "delta": 0.3764, "gamma": 0.02, "vega": 0.6044, "theta": -0.2275, "rho": 0.1385, "theo": 4.837, "change": 2.54, "open": 4.41, "high": 5.59, "low": 3.65, "tick": "no_change", "last_trade_price": 4.82, "last_trade_time": "2026-11-11T15:45:01", "percent_change": 111.404, "prev_day_close": 4.79500007629394}, {"option": "SPY261127P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 1020.0, "volume": 205.0, "delta": -0.6431, "gamma": 0.021, "vega": 0.5898, "theta": -0.2379, "rho": -0.1583, "theo": 11.3661, "change": -8.315, "open": 13.16, "high": 13.16, "low": 11.65, "tick": "no_change", "last_trade_price": 11.65, "last_trade_time": "2026-11-11T15:52:59", "percent_change": -41.6479, "prev_day_close": 11.5150003433228}, {"option": "SPY261127C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1176, "open_interest": 624.0, "volume": 75.0, "delta": 0.3552, "gamma": 0.0199, "vega": 0.5936, "theta": -0.2208, "rho": 0.1307, "theo": 4.4094, "change": 2.34, "open": 3.77, "high": 5.34, "low": 3.25, "tick": "no_change", "last_trade_price": 4.38, "last_trade_time": "2026-11-11T15:45:00", "percent_change": 114.706, "prev_day_close": 4.375}, {"option": "SPY261127P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1179, "open_interest": 454.0, "volume": 3.0, "delta": -0.6655, "gamma": 0.0209, "vega": 0.5788, "theta": -0.2313, "rho": -0.1583, "theo": 11.955, "change": -8.31, "open": 12.42, "high": 12.42, "low": 12.42, "tick": "down", "last_trade_price": 12.42, "last_trade_time": "2026-11-11T12:08:25", "percent_change": -40.0868, "prev_day_close": 12.1149997711182}, {"option": "SPY261127C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 17930.0, "volume": 20942.0, "delta": 0.3342, "gamma": 0.0196, "vega": 0.5811, "theta": -0.2134, "rho": 0.123, "theo": 4.0068, "change": 2.18, "open": 3.44, "high": 5.03, "low": 2.78, "tick": "up", "last_trade_price": 4.0, "last_trade_time": "2026-11-11T16:14:31", "percent_change": 119.78, "prev_day_close": 3.97000002861023}, {"option": "SPY261127P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1167, "open_interest": 4905.0, "volume": 167.0, "delta": -0.688, "gamma": 0.0207, "vega": 0.5557, "theta": -0.224, "rho": -0.1581, "theo": 12.5782, "change": -8.905, "open": 15.55, "high": 16.3, "low": 11.26, "tick": "down", "last_trade_price": 12.67, "last_trade_time": "2026-11-11T16:10:10", "percent_change": -41.2746, "prev_day_close": 12.7399997711182}, {"option": "SPY261127C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 1072.0, "volume": 134.0, "delta": 0.3134, "gamma": 0.0193, "vega": 0.5671, "theta": -0.2056, "rho": 0.1154, "theo": 3.6289, "change": 2.03, "open": 3.22, "high": 4.38, "low": 2.49, "tick": "up", "last_trade_price": 3.65, "last_trade_time": "2026-11-11T15:36:52", "percent_change": 125.309, "prev_day_close": 3.59499990940094}, {"option": "SPY261127P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 419.0, "volume": 79.0, "delta": -0.7103, "gamma": 0.0204, "vega": 0.5423, "theta": -0.2162, "rho": -0.1616, "theo": 13.2245, "change": -10.61, "open": 16.23, "high": 16.91, "low": 11.83, "tick": "down", "last_trade_price": 11.83, "last_trade_time": "2026-11-11T13:47:03", "percent_change": -47.2816, "prev_day_close": 13.3700003623962}, {"option": "SPY261127C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 1639.0, "volume": 640.0, "delta": 0.2928, "gamma": 0.0189, "vega": 0.5513, "theta": -0.1974, "rho": 0.1078, "theo": 3.2758, "change": 1.785, "open": 3.05, "high": 4.17, "low": 2.31, "tick": "up", "last_trade_price": 3.23, "last_trade_time": "2026-11-11T16:06:26", "percent_change": 123.529, "prev_day_close": 3.24500000476837}, {"option": "SPY261127P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 271.0, "volume": 16.0, "delta": -0.7324, "gamma": 0.02, "vega": 0.5263, "theta": -0.2078, "rho": -0.1591, "theo": 13.8935, "change": -10.15, "open": 16.38, "high": 17.48, "low": 13.2, "tick": "down", "last_trade_price": 13.2, "last_trade_time": "2026-11-11T14:05:30", "percent_change": -43.469, "prev_day_close": 14.0499997138977}, {"option": "SPY261127C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1132, "open_interest": 1329.0, "volume": 265.0, "delta": 0.2726, "gamma": 0.0184, "vega": 0.534, "theta": -0.1887, "rho": 0.1004, "theo": 2.9474, "change": 1.685, "open": 2.56, "high": 3.76, "low": 2.01, "tick": "down", "last_trade_price": 2.96, "last_trade_time": "2026-11-11T16:14:24", "percent_change": 132.157, "prev_day_close": 2.92000007629394}, {"option": "SPY261127P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 511.0, "volume": 25.0, "delta": -0.7542, "gamma": 0.0196, "vega": 0.4968, "theta": -0.199, "rho": -0.1572, "theo": 14.5963, "change": -9.485, "open": 17.12, "high": 18.63, "low": 14.21, "tick": "up", "last_trade_price": 14.95, "last_trade_time": "2026-11-11T15:53:21", "percent_change": -38.8173, "prev_day_close": 14.7600002288818}, {"option": "SPY261127C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1123, "open_interest": 684.0, "volume": 165.0, "delta": 0.2529, "gamma": 0.0179, "vega": 0.5156, "theta": -0.1797, "rho": 0.0932, "theo": 2.6429, "change": 1.41, "open": 2.31, "high": 3.44, "low": 1.83, "tick": "up", "last_trade_price": 2.54, "last_trade_time": "2026-11-11T15:59:13", "percent_change": 124.779, "prev_day_close": 2.61500000953674}, {"option": "SPY261127P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1094, "open_interest": 134.0, "volume": 16.0, "delta": -0.7756, "gamma": 0.0192, "vega": 0.4774, "theta": -0.19, "rho": -0.1599, "theo": 15.321, "change": -10.11, "open": 15.55, "high": 15.55, "low": 14.55, "tick": "no_change", "last_trade_price": 15.26, "last_trade_time": "2026-11-11T15:34:14", "percent_change": -39.8502, "prev_day_close": 15.4800000190735}, {"option": "SPY261127C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1113, "open_interest": 58765.0, "volume": 57921.0, "delta": 0.2338, "gamma": 0.0173, "vega": 0.4957, "theta": -0.1705, "rho": 0.086, "theo": 2.3621, "change": 1.355, "open": 2.1, "high": 3.1, "low": 1.56, "tick": "up", "last_trade_price": 2.35, "last_trade_time": "2026-11-11T16:14:41", "percent_change": 136.181, "prev_day_close": 2.33999991416931}, {"option": "SPY261127P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1115, "open_interest": 312.0, "volume": 10.0, "delta": -0.7966, "gamma": 0.0187, "vega": 0.4569, "theta": -0.1805, "rho": -0.1534, "theo": 16.0683, "change": -10.505, "open": 19.51, "high": 19.82, "low": 15.32, "tick": "down", "last_trade_price": 15.32, "last_trade_time": "2026-11-11T13:01:16", "percent_change": -40.6776, "prev_day_close": 16.2350006103516}, {"option": "SPY261127C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1104, "open_interest": 829.0, "volume": 428.0, "delta": 0.2153, "gamma": 0.0166, "vega": 0.4746, "theta": -0.1611, "rho": 0.0792, "theo": 2.1043, "change": 1.225, "open": 1.86, "high": 2.79, "low": 1.43, "tick": "up", "last_trade_price": 2.1, "last_trade_time": "2026-11-11T16:01:17", "percent_change": 140.0, "prev_day_close": 2.08499991893768}, {"option": "SPY261127P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1094, "open_interest": 186.0, "volume": 1.0, "delta": -0.8172, "gamma": 0.0182, "vega": 0.4214, "theta": -0.1722, "rho": -0.1487, "theo": 16.8488, "change": -12.0, "open": 15.21, "high": 15.21, "low": 15.21, "tick": "down", "last_trade_price": 15.21, "last_trade_time": "2026-11-11T13:50:57", "percent_change": -44.1014, "prev_day_close": 17.0349998474121}, {"option": "SPY261127C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1096, "open_interest": 1976.0, "volume": 282.0, "delta": 0.1976, "gamma": 0.0159, "vega": 0.453, "theta": -0.1516, "rho": 0.0728, "theo": 1.8685, "change": 0.98, "open": 1.63, "high": 2.51, "low": 1.28, "tick": "down", "last_trade_price": 1.75, "last_trade_time": "2026-11-11T15:59:51", "percent_change": 127.273, "prev_day_close": 1.85500001907349}, {"option": "SPY261127P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1084, "open_interest": 834.0, "volume": 2.0, "delta": -0.8372, "gamma": 0.0177, "vega": 0.3973, "theta": -0.164, "rho": -0.1505, "theo": 17.6472, "change": -10.64, "open": 17.59, "high": 17.59, "low": 17.5, "tick": "down", "last_trade_price": 17.5, "last_trade_time": "2026-11-11T15:14:00", "percent_change": -37.8109, "prev_day_close": 17.8149995803833}, {"option": "SPY261127C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1088, "open_interest": 555.0, "volume": 291.0, "delta": 0.1806, "gamma": 0.0152, "vega": 0.4305, "theta": -0.1421, "rho": 0.0664, "theo": 1.654, "change": 0.9, "open": 1.51, "high": 2.21, "low": 1.23, "tick": "down", "last_trade_price": 1.58, "last_trade_time": "2026-11-11T15:57:35", "percent_change": 132.353, "prev_day_close": 1.63499999046326}, {"option": "SPY261127P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.106, "open_interest": 27.0, "volume": 0.0, "delta": -0.8562, "gamma": 0.0171, "vega": 0.3722, "theta": -0.1553, "rho": -0.1296, "theo": 18.4692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.2, "last_trade_time": "2026-11-10T11:34:47", "percent_change": 0.0, "prev_day_close": 18.6449995040894}, {"option": "SPY261127C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.108, "open_interest": 912.0, "volume": 74.0, "delta": 0.1645, "gamma": 0.0144, "vega": 0.4074, "theta": -0.1327, "rho": 0.0605, "theo": 1.4599, "change": 0.77, "open": 1.4, "high": 1.94, "low": 0.98, "tick": "down", "last_trade_price": 1.36, "last_trade_time": "2026-11-11T15:59:41", "percent_change": 130.508, "prev_day_close": 1.44499999284744}, {"option": "SPY261127P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1054, "open_interest": 0.0, "volume": 0.0, "delta": -0.8751, "gamma": 0.0164, "vega": 0.332, "theta": -0.152, "rho": -0.1295, "theo": 19.3216, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.2, "last_trade_time": "2026-11-05T14:55:01", "percent_change": 0.0, "prev_day_close": 19.5050001144409}, {"option": "SPY261127C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1074, "open_interest": 3018.0, "volume": 1420.0, "delta": 0.1494, "gamma": 0.0136, "vega": 0.3844, "theta": -0.1234, "rho": 0.055, "theo": 1.285, "change": 0.66, "open": 1.27, "high": 1.79, "low": 0.97, "tick": "down", "last_trade_price": 1.18, "last_trade_time": "2026-11-11T15:55:41", "percent_change": 126.923, "prev_day_close": 1.27499997615814}, {"option": "SPY261127P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1051, "open_interest": 22.0, "volume": 18.0, "delta": -0.8937, "gamma": 0.0163, "vega": 0.3045, "theta": -0.1479, "rho": -0.1208, "theo": 20.1871, "change": -10.33, "open": 24.8, "high": 24.8, "low": 18.64, "tick": "up", "last_trade_price": 20.4, "last_trade_time": "2026-11-11T15:40:39", "percent_change": -33.6154, "prev_day_close": 20.3699998855591}, {"option": "SPY261127C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1068, "open_interest": 650.0, "volume": 214.0, "delta": 0.1352, "gamma": 0.0128, "vega": 0.3612, "theta": -0.1144, "rho": 0.0496, "theo": 1.1282, "change": 0.635, "open": 1.0, "high": 1.6, "low": 0.76, "tick": "down", "last_trade_price": 1.09, "last_trade_time": "2026-11-11T16:04:02", "percent_change": 139.56, "prev_day_close": 1.11500000953674}, {"option": "SPY261127P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1088, "open_interest": 6.0, "volume": 31.0, "delta": -0.9112, "gamma": 0.016, "vega": 0.2744, "theta": -0.1403, "rho": -0.0987, "theo": 21.0785, "change": -9.855, "open": 19.19, "high": 21.8, "low": 19.19, "tick": "up", "last_trade_price": 21.8, "last_trade_time": "2026-11-11T15:55:22", "percent_change": -31.1325, "prev_day_close": 20.6700000762939}, {"option": "SPY261127C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1062, "open_interest": 1005.0, "volume": 186.0, "delta": 0.122, "gamma": 0.0119, "vega": 0.3382, "theta": -0.1057, "rho": 0.0448, "theo": 0.9885, "change": 0.49, "open": 0.96, "high": 1.43, "low": 0.78, "tick": "down", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T15:54:50", "percent_change": 122.5, "prev_day_close": 0.980000019073486}, {"option": "SPY261127P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1081, "open_interest": 3.0, "volume": 0.0, "delta": -0.9273, "gamma": 0.0153, "vega": 0.2346, "theta": -0.131, "rho": -0.0946, "theo": 21.9913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 33.18, "last_trade_time": "2026-11-10T15:17:22", "percent_change": 0.0, "prev_day_close": 22.2049999237061}, {"option": "SPY261127C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1058, "open_interest": 584.0, "volume": 105.0, "delta": 0.1097, "gamma": 0.0111, "vega": 0.3157, "theta": -0.0973, "rho": 0.0403, "theo": 0.8645, "change": 0.5, "open": 0.87, "high": 1.17, "low": 0.59, "tick": "no_change", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T16:06:24", "percent_change": 142.857, "prev_day_close": 0.854999989271164}, {"option": "SPY261127P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1104, "open_interest": 0.0, "volume": 0.0, "delta": -0.9446, "gamma": 0.0145, "vega": 0.1973, "theta": -0.1293, "rho": -0.0772, "theo": 22.9221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 17.34, "last_trade_time": "2026-11-04T14:45:07", "percent_change": 0.0, "prev_day_close": 23.1300001144409}, {"option": "SPY261127C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1056, "open_interest": 661.0, "volume": 526.0, "delta": 0.0985, "gamma": 0.0103, "vega": 0.2938, "theta": -0.0893, "rho": 0.0361, "theo": 0.7551, "change": 0.4, "open": 0.77, "high": 1.13, "low": 0.62, "tick": "down", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T15:58:54", "percent_change": 129.032, "prev_day_close": 0.75}, {"option": "SPY261127P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 0.0, "volume": 0.0, "delta": -0.9587, "gamma": 0.0132, "vega": 0.1634, "theta": -0.1154, "rho": -0.0572, "theo": 23.873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.8, "last_trade_time": "2026-10-30T10:11:38", "percent_change": 0.0, "prev_day_close": 24.3900003433228}, {"option": "SPY261127C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1052, "open_interest": 2334.0, "volume": 1978.0, "delta": 0.0882, "gamma": 0.0095, "vega": 0.2725, "theta": -0.0818, "rho": 0.0323, "theo": 0.6589, "change": 0.335, "open": 0.71, "high": 0.99, "low": 0.52, "tick": "down", "last_trade_price": 0.61, "last_trade_time": "2026-11-11T15:59:53", "percent_change": 121.818, "prev_day_close": 0.655000001192093}, {"option": "SPY261127P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1041, "open_interest": 0.0, "volume": 0.0, "delta": -0.9707, "gamma": 0.0116, "vega": 0.128, "theta": -0.0991, "rho": -0.025, "theo": 24.8357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.42, "last_trade_time": "2026-11-10T12:05:01", "percent_change": 0.0, "prev_day_close": 25.0199995040894}, {"option": "SPY261127C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1051, "open_interest": 1312.0, "volume": 68.0, "delta": 0.0788, "gamma": 0.0088, "vega": 0.2523, "theta": -0.0748, "rho": 0.0289, "theo": 0.5748, "change": 0.295, "open": 0.56, "high": 0.85, "low": 0.47, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T15:58:14", "percent_change": 120.408, "prev_day_close": 0.569999992847443}, {"option": "SPY261127P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1041, "open_interest": 0.0, "volume": 0.0, "delta": -0.9812, "gamma": 0.0084, "vega": 0.0895, "theta": -0.0993, "rho": -0.0233, "theo": 25.8186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.22, "last_trade_time": "2026-11-05T15:41:07", "percent_change": 0.0, "prev_day_close": 25.9950008392334}, {"option": "SPY261127C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1047, "open_interest": 707.0, "volume": 75.0, "delta": 0.0704, "gamma": 0.0081, "vega": 0.2331, "theta": -0.0683, "rho": 0.0258, "theo": 0.5017, "change": 0.515, "open": 0.55, "high": 0.73, "low": 0.4, "tick": "up", "last_trade_price": 0.73, "last_trade_time": "2026-11-11T12:41:22", "percent_change": 239.535, "prev_day_close": 0.5}, {"option": "SPY261127P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 0.0, "volume": 0.0, "delta": -0.9885, "gamma": 0.006, "vega": 0.0619, "theta": -0.0912, "rho": -0.0162, "theo": 26.8076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.25, "last_trade_time": "2026-11-05T11:13:18", "percent_change": 0.0, "prev_day_close": 26.9850006103516}, {"option": "SPY261127C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1048, "open_interest": 615.0, "volume": 20.0, "delta": 0.0629, "gamma": 0.0074, "vega": 0.2149, "theta": -0.0623, "rho": 0.023, "theo": 0.4382, "change": 0.275, "open": 0.54, "high": 0.55, "low": 0.33, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T15:00:30", "percent_change": 141.026, "prev_day_close": 0.429999992251396}, {"option": "SPY261127P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1101, "open_interest": 0.0, "volume": 1.0, "delta": -0.9941, "gamma": 0.004, "vega": 0.0367, "theta": -0.0837, "rho": 0.0, "theo": 27.8, "change": -7.65, "open": 31.16, "high": 31.16, "low": 31.16, "tick": "down", "last_trade_price": 31.16, "last_trade_time": "2026-11-11T09:39:30", "percent_change": -19.7114, "prev_day_close": 27.9900007247925}, {"option": "SPY261127C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1047, "open_interest": 918.0, "volume": 328.0, "delta": 0.0559, "gamma": 0.0067, "vega": 0.1976, "theta": -0.0566, "rho": 0.0205, "theo": 0.382, "change": 0.175, "open": 0.47, "high": 0.6, "low": 0.35, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:59:41", "percent_change": 100.0, "prev_day_close": 0.379999995231628}, {"option": "SPY261127P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1131, "open_interest": 0.0, "volume": 0.0, "delta": -0.9968, "gamma": 0.0022, "vega": 0.0219, "theta": -0.0837, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.1, "last_trade_time": "2026-11-09T15:14:58", "percent_change": 0.0, "prev_day_close": 28.9900007247925}, {"option": "SPY261127C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1052, "open_interest": 1413.0, "volume": 831.0, "delta": 0.0501, "gamma": 0.0062, "vega": 0.1824, "theta": -0.0518, "rho": 0.0183, "theo": 0.3362, "change": 0.155, "open": 0.39, "high": 0.52, "low": 0.29, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:53:49", "percent_change": 100.0, "prev_day_close": 0.329999998211861}, {"option": "SPY261127P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1161, "open_interest": 11.0, "volume": 0.0, "delta": -0.9985, "gamma": 0.001, "vega": 0.0116, "theta": -0.0837, "rho": 0.0, "theo": 29.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.68, "last_trade_time": "2026-11-10T14:53:11", "percent_change": 0.0, "prev_day_close": 29.9900007247925}, {"option": "SPY261127C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1055, "open_interest": 433.0, "volume": 13.0, "delta": 0.0448, "gamma": 0.0056, "vega": 0.1678, "theta": -0.0473, "rho": 0.0164, "theo": 0.2956, "change": 0.175, "open": 0.31, "high": 0.46, "low": 0.25, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:06:15", "percent_change": 129.63, "prev_day_close": 0.290000006556511}, {"option": "SPY261127P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1203, "open_interest": 0.0, "volume": 2.0, "delta": -0.9998, "gamma": 0.0001, "vega": 0.0037, "theta": -0.0837, "rho": 0.0, "theo": 30.8, "change": -11.01, "open": 29.0, "high": 30.94, "low": 29.0, "tick": "up", "last_trade_price": 30.94, "last_trade_time": "2026-11-11T16:01:28", "percent_change": -26.2455, "prev_day_close": 30.9899997711182}, {"option": "SPY261127C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1055, "open_interest": 541.0, "volume": 34.0, "delta": 0.0401, "gamma": 0.0051, "vega": 0.1546, "theta": -0.0432, "rho": 0.0146, "theo": 0.2609, "change": 0.145, "open": 0.34, "high": 0.38, "low": 0.24, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T15:05:40", "percent_change": 116.0, "prev_day_close": 0.254999995231628}, {"option": "SPY261127P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 31.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.56, "last_trade_time": "2026-11-05T12:08:07", "percent_change": 0.0, "prev_day_close": 31.9850006103516}, {"option": "SPY261127C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1063, "open_interest": 820.0, "volume": 264.0, "delta": 0.036, "gamma": 0.0047, "vega": 0.1425, "theta": -0.0396, "rho": 0.0131, "theo": 0.2311, "change": 0.125, "open": 0.3, "high": 0.33, "low": 0.21, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T15:05:40", "percent_change": 108.696, "prev_day_close": 0.225000001490116}, {"option": "SPY261127P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1326, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.37, "last_trade_time": "2026-11-03T09:38:58", "percent_change": 0.0, "prev_day_close": 32.9899997711182}, {"option": "SPY261127C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1065, "open_interest": 743.0, "volume": 463.0, "delta": 0.0324, "gamma": 0.0043, "vega": 0.1313, "theta": -0.0363, "rho": 0.0118, "theo": 0.2053, "change": 0.105, "open": 0.28, "high": 0.31, "low": 0.2, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:24:20", "percent_change": 100.0, "prev_day_close": 0.199999995529652}, {"option": "SPY261127P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.89, "last_trade_time": "2026-10-19T09:46:13", "percent_change": 0.0, "prev_day_close": 33.9899997711182}, {"option": "SPY261127C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1072, "open_interest": 787.0, "volume": 251.0, "delta": 0.0293, "gamma": 0.0039, "vega": 0.1215, "theta": -0.0335, "rho": 0.0107, "theo": 0.1839, "change": 0.075, "open": 0.25, "high": 0.29, "low": 0.16, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T15:52:24", "percent_change": 78.9474, "prev_day_close": 0.175000004470348}, {"option": "SPY261127P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.85, "last_trade_time": "2026-11-03T13:23:35", "percent_change": 0.0, "prev_day_close": 34.9899997711182}, {"option": "SPY261127C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1078, "open_interest": 291.0, "volume": 40.0, "delta": 0.0265, "gamma": 0.0036, "vega": 0.1126, "theta": -0.0309, "rho": 0.0096, "theo": 0.1653, "change": 0.055, "open": 0.22, "high": 0.24, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:55:30", "percent_change": 57.8947, "prev_day_close": 0.155000001192093}, {"option": "SPY261127P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 35.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.67, "last_trade_time": "2026-10-28T15:45:17", "percent_change": 0.0, "prev_day_close": 35.9899997711182}, {"option": "SPY261127C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1087, "open_interest": 729.0, "volume": 12.0, "delta": 0.0241, "gamma": 0.0033, "vega": 0.1044, "theta": -0.0286, "rho": 0.0088, "theo": 0.1491, "change": 0.065, "open": 0.14, "high": 0.23, "low": 0.14, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T14:59:41", "percent_change": 76.4706, "prev_day_close": 0.145000003278255}, {"option": "SPY261127P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.6, "last_trade_time": "2026-10-20T12:04:48", "percent_change": 0.0, "prev_day_close": 36.9899997711182}, {"option": "SPY261127C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1094, "open_interest": 454.0, "volume": 109.0, "delta": 0.022, "gamma": 0.003, "vega": 0.0972, "theta": -0.0266, "rho": 0.008, "theo": 0.1355, "change": 0.125, "open": 0.19, "high": 0.21, "low": 0.13, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T12:23:33", "percent_change": 147.059, "prev_day_close": 0.12499999627471}, {"option": "SPY261127P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1392, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 37.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.35, "last_trade_time": "2026-10-28T15:45:17", "percent_change": 0.0, "prev_day_close": 37.9899997711182}, {"option": "SPY261127C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1106, "open_interest": 259.0, "volume": 9.0, "delta": 0.0202, "gamma": 0.0028, "vega": 0.0906, "theta": -0.0248, "rho": 0.0073, "theo": 0.1235, "change": 0.095, "open": 0.14, "high": 0.17, "low": 0.12, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T12:58:45", "percent_change": 126.667, "prev_day_close": 0.114999998360872}, {"option": "SPY261127P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1523, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 38.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 23.19, "last_trade_time": "2026-10-13T15:44:54", "percent_change": 0.0, "prev_day_close": 38.9899997711182}, {"option": "SPY261127C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1119, "open_interest": 57213.0, "volume": 56113.0, "delta": 0.0184, "gamma": 0.0025, "vega": 0.0844, "theta": -0.0232, "rho": 0.0067, "theo": 0.113, "change": 0.045, "open": 0.16, "high": 0.18, "low": 0.1, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T16:14:50", "percent_change": 60.0, "prev_day_close": 0.105000000447035}, {"option": "SPY261127P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 39.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.0, "last_trade_time": "2026-11-09T11:15:16", "percent_change": 0.0, "prev_day_close": 39.9899997711182}, {"option": "SPY261127C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 366.0, "volume": 218.0, "delta": 0.017, "gamma": 0.0023, "vega": 0.0791, "theta": -0.0219, "rho": 0.0062, "theo": 0.1042, "change": 0.035, "open": 0.14, "high": 0.16, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:46:00", "percent_change": 53.8462, "prev_day_close": 0.0950000025331974}, {"option": "SPY261127P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 40.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.73, "last_trade_time": "2026-10-28T15:30:04", "percent_change": 0.0, "prev_day_close": 40.9899997711182}, {"option": "SPY261127C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 715.0, "volume": 149.0, "delta": 0.0159, "gamma": 0.0022, "vega": 0.0748, "theta": -0.0208, "rho": 0.0058, "theo": 0.0973, "change": 0.085, "open": 0.14, "high": 0.15, "low": 0.09, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T12:42:51", "percent_change": 130.769, "prev_day_close": 0.0950000025331974}, {"option": "SPY261127P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1504, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 41.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.9899997711182}, {"option": "SPY261127C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1157, "open_interest": 840.0, "volume": 61.0, "delta": 0.0148, "gamma": 0.002, "vega": 0.0704, "theta": -0.0196, "rho": 0.0053, "theo": 0.0905, "change": 0.065, "open": 0.13, "high": 0.13, "low": 0.1, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T13:26:50", "percent_change": 100.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261127P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 42.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.15, "last_trade_time": "2026-10-21T15:36:37", "percent_change": 0.0, "prev_day_close": 42.9899997711182}, {"option": "SPY261127C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1164, "open_interest": 445.0, "volume": 28.0, "delta": 0.0137, "gamma": 0.0019, "vega": 0.066, "theta": -0.0185, "rho": 0.0049, "theo": 0.0836, "change": 0.065, "open": 0.1, "high": 0.12, "low": 0.08, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T12:22:50", "percent_change": 118.182, "prev_day_close": 0.0850000008940697}, {"option": "SPY261127P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 43.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.9899997711182}, {"option": "SPY261127C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 907.0, "volume": 122.0, "delta": 0.0128, "gamma": 0.0018, "vega": 0.0624, "theta": -0.0176, "rho": 0.0046, "theo": 0.0784, "change": 0.045, "open": 0.13, "high": 0.13, "low": 0.08, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T13:41:11", "percent_change": 81.8182, "prev_day_close": 0.0749999992549419}, {"option": "SPY261127P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.73, "last_trade_time": "2026-10-14T10:01:41", "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261127C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 191.0, "volume": 2.0, "delta": 0.012, "gamma": 0.0016, "vega": 0.0593, "theta": -0.0168, "rho": 0.0043, "theo": 0.0739, "change": 0.015, "open": 0.09, "high": 0.09, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T10:28:15", "percent_change": 27.2727, "prev_day_close": 0.0749999992549419}, {"option": "SPY261127P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 45.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.9899997711182}, {"option": "SPY261127C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1212, "open_interest": 215.0, "volume": 30.0, "delta": 0.0113, "gamma": 0.0015, "vega": 0.0563, "theta": -0.0161, "rho": 0.0041, "theo": 0.0698, "change": 0.045, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T13:57:57", "percent_change": 81.8182, "prev_day_close": 0.0649999994784594}, {"option": "SPY261127P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 46.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.9899997711182}, {"option": "SPY261127C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1212, "open_interest": 429.0, "volume": 4.0, "delta": 0.0108, "gamma": 0.0015, "vega": 0.054, "theta": -0.0156, "rho": 0.0039, "theo": 0.067, "change": 0.025, "open": 0.09, "high": 0.09, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T14:57:04", "percent_change": 55.5556, "prev_day_close": 0.0649999994784594}, {"option": "SPY261127P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 47.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.9899997711182}, {"option": "SPY261127C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 221.0, "volume": 10.0, "delta": 0.0102, "gamma": 0.0014, "vega": 0.0515, "theta": -0.015, "rho": 0.0037, "theo": 0.0637, "change": 0.035, "open": 0.1, "high": 0.1, "low": 0.07, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T11:05:26", "percent_change": 77.7778, "prev_day_close": 0.0649999994784594}, {"option": "SPY261127P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1715, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 48.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.9899997711182}, {"option": "SPY261127C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 658.0, "volume": 12.0, "delta": 0.0097, "gamma": 0.0013, "vega": 0.0492, "theta": -0.0145, "rho": 0.0035, "theo": 0.0608, "change": 0.035, "open": 0.09, "high": 0.09, "low": 0.06, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T13:38:19", "percent_change": 77.7778, "prev_day_close": 0.0549999997019768}, {"option": "SPY261127P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1743, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 49.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.1, "last_trade_time": "2026-11-02T12:19:08", "percent_change": 0.0, "prev_day_close": 49.9899997711182}, {"option": "SPY261127C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 188.0, "volume": 0.0, "delta": 0.0092, "gamma": 0.0012, "vega": 0.0472, "theta": -0.014, "rho": 0.0033, "theo": 0.0581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-09T09:50:11", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261127P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.177, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 50.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 50.9899997711182}, {"option": "SPY261127C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 145.0, "volume": 20.0, "delta": 0.0088, "gamma": 0.0012, "vega": 0.0452, "theta": -0.0136, "rho": 0.0031, "theo": 0.0557, "change": 0.025, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T13:57:57", "percent_change": 55.5556, "prev_day_close": 0.0549999997019768}, {"option": "SPY261127P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1797, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 51.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.9899997711182}, {"option": "SPY261127C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 406.0, "volume": 40.0, "delta": 0.0084, "gamma": 0.0011, "vega": 0.0434, "theta": -0.0132, "rho": 0.003, "theo": 0.0536, "change": 0.025, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T12:23:32", "percent_change": 55.5556, "prev_day_close": 0.0549999997019768}, {"option": "SPY261127P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1824, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 52.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.9899997711182}, {"option": "SPY261127C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 222.0, "volume": 1.0, "delta": 0.008, "gamma": 0.001, "vega": 0.0418, "theta": -0.0128, "rho": 0.0029, "theo": 0.0516, "change": 0.015, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T10:51:07", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261127P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.185, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 53.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.9899997711182}, {"option": "SPY261127C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 548.0, "volume": 4.0, "delta": 0.0077, "gamma": 0.001, "vega": 0.0402, "theta": -0.0124, "rho": 0.0028, "theo": 0.0498, "change": 0.025, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T13:25:19", "percent_change": 71.4286, "prev_day_close": 0.0449999999254942}, {"option": "SPY261127P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1964, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9899997711182}, {"option": "SPY261127C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1416, "open_interest": 424.0, "volume": 58.0, "delta": 0.0062, "gamma": 0.0008, "vega": 0.0334, "theta": -0.0109, "rho": 0.0022, "theo": 0.0418, "change": 0.015, "open": 0.05, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:38:19", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261127P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2009, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 87.67, "last_trade_time": "2026-11-05T16:13:21", "percent_change": 0.0, "prev_day_close": 59.9899997711182}, {"option": "SPY261127C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 909.0, "volume": 86.0, "delta": 0.0053, "gamma": 0.0006, "vega": 0.0287, "theta": -0.0099, "rho": 0.0019, "theo": 0.0368, "change": -0.005, "open": 0.05, "high": 0.05, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:53:44", "percent_change": -14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261127P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2139, "open_interest": 4.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.62, "last_trade_time": "2026-11-10T14:53:11", "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261127C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 497.0, "volume": 7.0, "delta": 0.0045, "gamma": 0.0005, "vega": 0.0251, "theta": -0.0091, "rho": 0.0016, "theo": 0.0329, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:42:51", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261127P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2242, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.06, "last_trade_time": "2026-10-30T15:53:46", "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261127C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 1007.0, "volume": 144.0, "delta": 0.004, "gamma": 0.0004, "vega": 0.0221, "theta": -0.0084, "rho": 0.0014, "theo": 0.0298, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:46:23", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261127P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9900016784668}, {"option": "SPY261127C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 1118.0, "volume": 4.0, "delta": 0.0035, "gamma": 0.0004, "vega": 0.0197, "theta": -0.0078, "rho": 0.0012, "theo": 0.0271, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:01:21", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261127P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.249, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261127C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1805, "open_interest": 521.0, "volume": 201.0, "delta": 0.0031, "gamma": 0.0003, "vega": 0.0176, "theta": -0.0073, "rho": 0.0011, "theo": 0.0248, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T11:26:30", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261127P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2809, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 85.0100021362305}, {"option": "SPY261127C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1896, "open_interest": 449.0, "volume": 1.0, "delta": 0.0028, "gamma": 0.0003, "vega": 0.0158, "theta": -0.0068, "rho": 0.001, "theo": 0.0228, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T10:01:02", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261127P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2731, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 89.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY261127C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1946, "open_interest": 286.0, "volume": 4.0, "delta": 0.0025, "gamma": 0.0002, "vega": 0.0143, "theta": -0.0064, "rho": 0.0009, "theo": 0.0211, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": -20.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.285, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 94.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261127C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1983, "open_interest": 473.0, "volume": 205.0, "delta": 0.0022, "gamma": 0.0002, "vega": 0.013, "theta": -0.006, "rho": 0.0008, "theo": 0.0195, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:55:19", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2967, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9900016784668}, {"option": "SPY261127C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 527.0, "volume": 200.0, "delta": 0.002, "gamma": 0.0002, "vega": 0.0118, "theta": -0.0057, "rho": 0.0007, "theo": 0.018, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:55:42", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3082, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.990001678467}, {"option": "SPY261127C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2154, "open_interest": 393.0, "volume": 200.0, "delta": 0.0018, "gamma": 0.0002, "vega": 0.0107, "theta": -0.0053, "rho": 0.0006, "theo": 0.0167, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:55:48", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3197, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261127C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2238, "open_interest": 934.0, "volume": 212.0, "delta": 0.0017, "gamma": 0.0001, "vega": 0.0098, "theta": -0.005, "rho": 0.0006, "theo": 0.0155, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.331, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY261127C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2321, "open_interest": 324.0, "volume": 201.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.009, "theta": -0.0047, "rho": 0.0005, "theo": 0.0144, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:36:46", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3423, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261127C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2404, "open_interest": 347.0, "volume": 200.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0082, "theta": -0.0045, "rho": 0.0005, "theo": 0.0134, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:55:33", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3748, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY261127C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2486, "open_interest": 384.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0075, "theta": -0.0042, "rho": 0.0004, "theo": 0.0125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:16:48", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3644, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY261127C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2567, "open_interest": 411.0, "volume": 1.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0069, "theta": -0.004, "rho": 0.0004, "theo": 0.0116, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:46:09", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261127P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4017, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.009994506836}, {"option": "SPY261127C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2562, "open_interest": 1137.0, "volume": 1001.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0064, "theta": -0.0037, "rho": 0.0004, "theo": 0.0108, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T15:04:17", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3861, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 129.03, "last_trade_time": "2026-10-15T13:37:03", "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261127C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2505, "open_interest": 1339.0, "volume": 51.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0058, "theta": -0.0035, "rho": 0.0003, "theo": 0.0101, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:20:44", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4213, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261127C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2579, "open_interest": 112.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0054, "theta": -0.0033, "rho": 0.0003, "theo": 0.0094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:19:35", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4074, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261127C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2652, "open_interest": 300.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.005, "theta": -0.0031, "rho": 0.0003, "theo": 0.0087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:09:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.418, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.970001220703}, {"option": "SPY261127C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2725, "open_interest": 2644.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0001, "vega": 0.0046, "theta": -0.0029, "rho": 0.0003, "theo": 0.0081, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:19:46", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4284, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.98999786377}, {"option": "SPY261127C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2797, "open_interest": 2000.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0042, "theta": -0.0028, "rho": 0.0002, "theo": 0.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:47:40", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4387, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.98999786377}, {"option": "SPY261127C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2868, "open_interest": 684.0, "volume": 1.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0039, "theta": -0.0026, "rho": 0.0002, "theo": 0.007, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:32:21", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261127P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4714, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0837, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 170.009994506836}, {"option": "SPY261130C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7222, "open_interest": 2.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0, "vega": 0.0053, "theta": 0.0, "rho": 0.2462, "theo": 286.1605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 271.9, "last_trade_time": "2026-11-05T10:45:11", "percent_change": 0.0, "prev_day_close": 286.024993896484}, {"option": "SPY261130P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6732, "open_interest": 2225.0, "volume": 34.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0052, "theta": -0.0079, "rho": -0.0003, "theo": 0.0271, "change": -0.015, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:56:31", "percent_change": -27.2727, "prev_day_close": 0.034999999217689}, {"option": "SPY261130C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.711, "open_interest": 29.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0057, "theta": 0.0, "rho": 0.2487, "theo": 281.1745, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 274.5, "last_trade_time": "2026-10-30T15:16:12", "percent_change": 0.0, "prev_day_close": 281.035003662109}, {"option": "SPY261130P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6779, "open_interest": 709.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0057, "theta": -0.0085, "rho": -0.0004, "theo": 0.0295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-09T10:38:24", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261130C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6996, "open_interest": 25.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0, "vega": 0.0062, "theta": 0.0, "rho": 0.2513, "theo": 276.1886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 282.21, "last_trade_time": "2026-08-20T16:13:45", "percent_change": 0.0, "prev_day_close": 276.065002441406}, {"option": "SPY261130P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6637, "open_interest": 377.0, "volume": 1.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0062, "theta": -0.0091, "rho": -0.0004, "theo": 0.032, "change": -0.025, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T09:30:06", "percent_change": -38.4615, "prev_day_close": 0.034999999217689}, {"option": "SPY261130C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6831, "open_interest": 27.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0067, "theta": 0.0, "rho": 0.2538, "theo": 271.203, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 280.78, "last_trade_time": "2026-10-14T14:07:13", "percent_change": 0.0, "prev_day_close": 271.070007324219}, {"option": "SPY261130P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6493, "open_interest": 204.0, "volume": 225.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0067, "theta": -0.0098, "rho": -0.0004, "theo": 0.0348, "change": -0.045, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:31:03", "percent_change": -60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261130C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 383.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.0073, "theta": 0.0, "rho": 0.2564, "theo": 266.2176, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 279.56, "last_trade_time": "2026-10-16T10:49:32", "percent_change": 0.0, "prev_day_close": 266.280014038086}, {"option": "SPY261130P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6353, "open_interest": 212.0, "volume": 2.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0073, "theta": -0.0105, "rho": -0.0005, "theo": 0.0378, "change": -0.045, "open": 0.05, "high": 0.05, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:58:22", "percent_change": -60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261130C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6648, "open_interest": 3.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0, "vega": 0.0079, "theta": 0.0, "rho": 0.259, "theo": 261.2325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 260.26, "last_trade_time": "2026-10-30T10:18:14", "percent_change": 0.0, "prev_day_close": 261.095001220703}, {"option": "SPY261130P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6353, "open_interest": 1279.0, "volume": 137.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0079, "theta": -0.0113, "rho": -0.0005, "theo": 0.041, "change": -0.045, "open": 0.05, "high": 0.05, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -52.9412, "prev_day_close": 0.0449999999254942}, {"option": "SPY261130C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6488, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0086, "theta": 0.0, "rho": 0.2615, "theo": 256.2476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 256.110008239746}, {"option": "SPY261130P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6213, "open_interest": 333.0, "volume": 1.0, "delta": -0.0015, "gamma": 0.0, "vega": 0.0086, "theta": -0.0121, "rho": -0.0006, "theo": 0.0445, "change": -0.035, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T10:23:02", "percent_change": -41.1765, "prev_day_close": 0.0449999999254942}, {"option": "SPY261130C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6372, "open_interest": 0.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0, "vega": 0.0093, "theta": 0.0, "rho": 0.264, "theo": 251.2629, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 251.125}, {"option": "SPY261130P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6076, "open_interest": 1596.0, "volume": 10.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.0093, "theta": -0.0129, "rho": -0.0006, "theo": 0.0482, "change": -0.045, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:03:09", "percent_change": -47.3684, "prev_day_close": 0.0449999999254942}, {"option": "SPY261130C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6215, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.0101, "theta": 0.0, "rho": 0.2666, "theo": 246.2786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 246.134994506836}, {"option": "SPY261130P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5939, "open_interest": 1625.0, "volume": 22.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0101, "theta": -0.0138, "rho": -0.0007, "theo": 0.0522, "change": -0.055, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:24:03", "percent_change": -52.381, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.61, "open_interest": 8.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0001, "vega": 0.0109, "theta": 0.0, "rho": 0.2691, "theo": 241.2945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 247.31, "last_trade_time": "2026-10-01T09:48:08", "percent_change": 0.0, "prev_day_close": 241.154998779297}, {"option": "SPY261130P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.591, "open_interest": 857.0, "volume": 1.0, "delta": -0.0019, "gamma": 0.0001, "vega": 0.011, "theta": -0.0147, "rho": -0.0008, "theo": 0.0565, "change": -0.055, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T11:48:03", "percent_change": -47.8261, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.602, "open_interest": 0.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0001, "vega": 0.0118, "theta": 0.0, "rho": 0.2716, "theo": 236.3108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 236.164993286133}, {"option": "SPY261130P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5773, "open_interest": 555.0, "volume": 49.0, "delta": -0.0021, "gamma": 0.0001, "vega": 0.0119, "theta": -0.0157, "rho": -0.0008, "theo": 0.0611, "change": -0.075, "open": 0.05, "high": 0.06, "low": 0.04, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T14:58:20", "percent_change": -60.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261130C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5901, "open_interest": 0.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0001, "vega": 0.0127, "theta": 0.0, "rho": 0.2742, "theo": 231.3273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 231.184997558594}, {"option": "SPY261130P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5727, "open_interest": 1022.0, "volume": 3.0, "delta": -0.0023, "gamma": 0.0001, "vega": 0.0128, "theta": -0.0168, "rho": -0.0009, "theo": 0.066, "change": -0.065, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T12:43:59", "percent_change": -52.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261130C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5782, "open_interest": 1.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0001, "vega": 0.0138, "theta": 0.0, "rho": 0.2767, "theo": 226.3442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 198.99, "last_trade_time": "2026-11-05T16:09:12", "percent_change": 0.0, "prev_day_close": 226.200004577637}, {"option": "SPY261130P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.559, "open_interest": 648.0, "volume": 3.0, "delta": -0.0025, "gamma": 0.0001, "vega": 0.0139, "theta": -0.0179, "rho": -0.001, "theo": 0.0713, "change": -0.075, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T12:43:57", "percent_change": -55.5556, "prev_day_close": 0.0749999992549419}, {"option": "SPY261130C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5663, "open_interest": 0.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0001, "vega": 0.0149, "theta": 0.0, "rho": 0.2792, "theo": 221.3615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 221.214996337891}, {"option": "SPY261130P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5531, "open_interest": 1277.0, "volume": 0.0, "delta": -0.0027, "gamma": 0.0001, "vega": 0.0149, "theta": -0.0189, "rho": -0.0011, "theo": 0.0762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-10T11:22:01", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261130C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5344, "open_interest": 30.0, "volume": 0.0, "delta": 0.9968, "gamma": 0.0001, "vega": 0.0161, "theta": 0.0, "rho": 0.2817, "theo": 216.379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 227.05, "last_trade_time": "2026-10-14T13:34:30", "percent_change": 0.0, "prev_day_close": 216.235000610352}, {"option": "SPY261130P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5396, "open_interest": 447.0, "volume": 18.0, "delta": -0.003, "gamma": 0.0001, "vega": 0.0161, "theta": -0.0201, "rho": -0.0012, "theo": 0.0821, "change": -0.075, "open": 0.09, "high": 0.09, "low": 0.06, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:23:10", "percent_change": -48.3871, "prev_day_close": 0.0850000008940697}, {"option": "SPY261130C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5451, "open_interest": 4.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0001, "vega": 0.0174, "theta": 0.0, "rho": 0.2842, "theo": 211.397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 206.01, "last_trade_time": "2026-11-03T15:39:17", "percent_change": 0.0, "prev_day_close": 211.26000213623}, {"option": "SPY261130P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5326, "open_interest": 2548.0, "volume": 28.0, "delta": -0.0032, "gamma": 0.0001, "vega": 0.0174, "theta": -0.0213, "rho": -0.0012, "theo": 0.0883, "change": -0.085, "open": 0.09, "high": 0.09, "low": 0.09, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:30:55", "percent_change": -48.5714, "prev_day_close": 0.0950000025331974}, {"option": "SPY261130C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.538, "open_interest": 5.0, "volume": 0.0, "delta": 0.9963, "gamma": 0.0001, "vega": 0.0187, "theta": 0.0, "rho": 0.2866, "theo": 206.4153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 207.07, "last_trade_time": "2026-09-10T15:06:32", "percent_change": 0.0, "prev_day_close": 206.269996643066}, {"option": "SPY261130P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.525, "open_interest": 812.0, "volume": 91.0, "delta": -0.0035, "gamma": 0.0001, "vega": 0.0187, "theta": -0.0226, "rho": -0.0014, "theo": 0.095, "change": -0.085, "open": 0.07, "high": 0.1, "low": 0.07, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T09:37:25", "percent_change": -45.9459, "prev_day_close": 0.0950000025331974}, {"option": "SPY261130C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5233, "open_interest": 5.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0001, "vega": 0.0201, "theta": 0.0, "rho": 0.2891, "theo": 201.4341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.42, "last_trade_time": "2026-10-12T10:25:50", "percent_change": 0.0, "prev_day_close": 201.290000915527}, {"option": "SPY261130P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5168, "open_interest": 1531.0, "volume": 576.0, "delta": -0.0038, "gamma": 0.0001, "vega": 0.0201, "theta": -0.0239, "rho": -0.0015, "theo": 0.102, "change": -0.095, "open": 0.1, "high": 0.11, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -48.7179, "prev_day_close": 0.105000000447035}, {"option": "SPY261130C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5134, "open_interest": 0.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0001, "vega": 0.0217, "theta": 0.0, "rho": 0.2916, "theo": 196.4532, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 196.304992675781}, {"option": "SPY261130P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5079, "open_interest": 955.0, "volume": 6.0, "delta": -0.0042, "gamma": 0.0001, "vega": 0.0218, "theta": -0.0255, "rho": -0.0016, "theo": 0.1106, "change": -0.095, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.3415, "prev_day_close": 0.114999998360872}, {"option": "SPY261130C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1239.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0001, "vega": 0.0233, "theta": -0.0009, "rho": 0.294, "theo": 191.4727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 170.0, "last_trade_time": "2026-11-05T12:58:58", "percent_change": 0.0, "prev_day_close": 191.525001525879}, {"option": "SPY261130P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4945, "open_interest": 75841.0, "volume": 3.0, "delta": -0.0045, "gamma": 0.0001, "vega": 0.0233, "theta": -0.0267, "rho": -0.0017, "theo": 0.1173, "change": -0.085, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T09:45:02", "percent_change": -39.5349, "prev_day_close": 0.12499999627471}, {"option": "SPY261130C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4927, "open_interest": 27.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0002, "vega": 0.0251, "theta": -0.0031, "rho": 0.2965, "theo": 186.4927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 196.49, "last_trade_time": "2026-10-29T11:08:32", "percent_change": 0.0, "prev_day_close": 186.345001220703}, {"option": "SPY261130P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4854, "open_interest": 729.0, "volume": 0.0, "delta": -0.0048, "gamma": 0.0002, "vega": 0.0251, "theta": -0.0282, "rho": -0.0019, "theo": 0.1256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-10T10:09:18", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261130C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4821, "open_interest": 127.0, "volume": 50.0, "delta": 0.9945, "gamma": 0.0002, "vega": 0.027, "theta": -0.0053, "rho": 0.2989, "theo": 181.5131, "change": 7.035, "open": 178.0, "high": 178.0, "low": 178.0, "tick": "no_change", "last_trade_price": 178.0, "last_trade_time": "2026-11-11T10:29:50", "percent_change": 4.11487, "prev_day_close": 181.370002746582}, {"option": "SPY261130P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4757, "open_interest": 2905.0, "volume": 451.0, "delta": -0.0053, "gamma": 0.0002, "vega": 0.0271, "theta": -0.0298, "rho": -0.002, "theo": 0.1349, "change": -0.115, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.9388, "prev_day_close": 0.134999997913837}, {"option": "SPY261130C00581000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4803, "open_interest": 0.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0002, "vega": 0.0274, "theta": -0.0057, "rho": 0.2994, "theo": 180.5172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.375}, {"option": "SPY261130P00581000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.473, "open_interest": 603.0, "volume": 0.0, "delta": -0.0054, "gamma": 0.0002, "vega": 0.0274, "theta": -0.0301, "rho": -0.0021, "theo": 0.1367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261130C00582000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4767, "open_interest": 0.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0002, "vega": 0.0278, "theta": -0.0062, "rho": 0.2999, "theo": 179.5214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.375}, {"option": "SPY261130P00582000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4706, "open_interest": 469.0, "volume": 221.0, "delta": -0.0054, "gamma": 0.0002, "vega": 0.0278, "theta": -0.0304, "rho": -0.0021, "theo": 0.138, "change": -0.115, "open": 0.14, "high": 0.14, "low": 0.12, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.098, "prev_day_close": 0.145000003278255}, {"option": "SPY261130C00583000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4417, "open_interest": 0.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0002, "vega": 0.0282, "theta": -0.0066, "rho": 0.3004, "theo": 178.5256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 178.36499786377}, {"option": "SPY261130P00583000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4713, "open_interest": 76.0, "volume": 44.0, "delta": -0.0055, "gamma": 0.0002, "vega": 0.0283, "theta": -0.0308, "rho": -0.0022, "theo": 0.1403, "change": -0.115, "open": 0.12, "high": 0.14, "low": 0.12, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.098, "prev_day_close": 0.145000003278255}, {"option": "SPY261130C00584000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4765, "open_interest": 12.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0002, "vega": 0.0286, "theta": -0.007, "rho": 0.3009, "theo": 177.5298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 170.09, "last_trade_time": "2026-11-09T14:20:53", "percent_change": 0.0, "prev_day_close": 177.384994506836}, {"option": "SPY261130P00584000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4686, "open_interest": 684.0, "volume": 254.0, "delta": -0.0056, "gamma": 0.0002, "vega": 0.0287, "theta": -0.0311, "rho": -0.0022, "theo": 0.1422, "change": -0.115, "open": 0.14, "high": 0.15, "low": 0.13, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.098, "prev_day_close": 0.145000003278255}, {"option": "SPY261130C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4713, "open_interest": 7.0, "volume": 0.0, "delta": 0.9941, "gamma": 0.0002, "vega": 0.029, "theta": -0.0075, "rho": 0.3014, "theo": 176.534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 185.59, "last_trade_time": "2026-10-20T09:57:31", "percent_change": 0.0, "prev_day_close": 176.384994506836}, {"option": "SPY261130P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4659, "open_interest": 1540.0, "volume": 26.0, "delta": -0.0057, "gamma": 0.0002, "vega": 0.0291, "theta": -0.0314, "rho": -0.0022, "theo": 0.1441, "change": -0.145, "open": 0.14, "high": 0.14, "low": 0.12, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T13:40:28", "percent_change": -54.717, "prev_day_close": 0.145000003278255}, {"option": "SPY261130C00586000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4694, "open_interest": 0.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0002, "vega": 0.0294, "theta": -0.008, "rho": 0.3018, "theo": 175.5382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.395004272461}, {"option": "SPY261130P00586000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4632, "open_interest": 58.0, "volume": 1.0, "delta": -0.0058, "gamma": 0.0002, "vega": 0.0295, "theta": -0.0317, "rho": -0.0023, "theo": 0.146, "change": -0.115, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T09:31:24", "percent_change": -43.3962, "prev_day_close": 0.155000001192093}, {"option": "SPY261130C00587000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4692, "open_interest": 2.0, "volume": 0.0, "delta": 0.9939, "gamma": 0.0002, "vega": 0.0298, "theta": -0.0084, "rho": 0.3023, "theo": 174.5425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 186.79, "last_trade_time": "2026-10-21T15:11:20", "percent_change": 0.0, "prev_day_close": 174.395004272461}, {"option": "SPY261130P00587000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4608, "open_interest": 148.0, "volume": 1.0, "delta": -0.0059, "gamma": 0.0002, "vega": 0.0298, "theta": -0.032, "rho": -0.0023, "theo": 0.1474, "change": -0.115, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T10:01:28", "percent_change": -43.3962, "prev_day_close": 0.155000001192093}, {"option": "SPY261130C00588000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4641, "open_interest": 0.0, "volume": 0.0, "delta": 0.9938, "gamma": 0.0002, "vega": 0.0302, "theta": -0.0089, "rho": 0.3028, "theo": 173.5468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 173.404998779297}, {"option": "SPY261130P00588000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4613, "open_interest": 1104.0, "volume": 822.0, "delta": -0.006, "gamma": 0.0002, "vega": 0.0304, "theta": -0.0324, "rho": -0.0023, "theo": 0.1499, "change": -0.115, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.3962, "prev_day_close": 0.155000001192093}, {"option": "SPY261130C00589000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4458, "open_interest": 0.0, "volume": 0.0, "delta": 0.9937, "gamma": 0.0002, "vega": 0.0306, "theta": -0.0093, "rho": 0.3033, "theo": 172.551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 172.389999389648}, {"option": "SPY261130P00589000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4585, "open_interest": 170.0, "volume": 0.0, "delta": -0.0061, "gamma": 0.0002, "vega": 0.0308, "theta": -0.0327, "rho": -0.0024, "theo": 0.1519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-10T14:07:56", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261130C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4603, "open_interest": 60.0, "volume": 0.0, "delta": 0.9936, "gamma": 0.0002, "vega": 0.0311, "theta": -0.0098, "rho": 0.3038, "theo": 171.5554, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 177.0, "last_trade_time": "2026-11-04T11:22:25", "percent_change": 0.0, "prev_day_close": 171.409996032715}, {"option": "SPY261130P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4558, "open_interest": 602.0, "volume": 11.0, "delta": -0.0062, "gamma": 0.0002, "vega": 0.0312, "theta": -0.033, "rho": -0.0024, "theo": 0.1538, "change": -0.125, "open": 0.18, "high": 0.18, "low": 0.13, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.4545, "prev_day_close": 0.155000001192093}, {"option": "SPY261130C00591000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4584, "open_interest": 4.0, "volume": 0.0, "delta": 0.9935, "gamma": 0.0002, "vega": 0.0315, "theta": -0.0103, "rho": 0.3042, "theo": 170.5597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 172.3, "last_trade_time": "2026-09-14T10:41:39", "percent_change": 0.0, "prev_day_close": 170.414993286133}, {"option": "SPY261130P00591000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4531, "open_interest": 389.0, "volume": 1.0, "delta": -0.0063, "gamma": 0.0002, "vega": 0.0316, "theta": -0.0334, "rho": -0.0024, "theo": 0.1559, "change": -0.095, "open": 0.18, "high": 0.18, "low": 0.18, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T09:48:21", "percent_change": -34.5455, "prev_day_close": 0.16499999910593}, {"option": "SPY261130C00592000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4565, "open_interest": 2.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0002, "vega": 0.032, "theta": -0.0107, "rho": 0.3047, "theo": 169.564, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 164.32, "last_trade_time": "2026-11-09T15:35:14", "percent_change": 0.0, "prev_day_close": 169.414993286133}, {"option": "SPY261130P00592000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4507, "open_interest": 298.0, "volume": 225.0, "delta": -0.0063, "gamma": 0.0002, "vega": 0.032, "theta": -0.0336, "rho": -0.0025, "theo": 0.1573, "change": -0.125, "open": 0.14, "high": 0.16, "low": 0.14, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.8596, "prev_day_close": 0.16499999910593}, {"option": "SPY261130C00593000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4546, "open_interest": 0.0, "volume": 0.0, "delta": 0.9933, "gamma": 0.0002, "vega": 0.0324, "theta": -0.0112, "rho": 0.3052, "theo": 168.5684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 168.424995422363}, {"option": "SPY261130P00593000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4509, "open_interest": 200.0, "volume": 207.0, "delta": -0.0065, "gamma": 0.0002, "vega": 0.0325, "theta": -0.034, "rho": -0.0025, "theo": 0.1599, "change": -0.125, "open": 0.15, "high": 0.16, "low": 0.15, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.8596, "prev_day_close": 0.16499999910593}, {"option": "SPY261130C00594000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4542, "open_interest": 0.0, "volume": 0.0, "delta": 0.9932, "gamma": 0.0002, "vega": 0.0328, "theta": -0.0117, "rho": 0.3057, "theo": 167.5728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 167.425003051758}, {"option": "SPY261130P00594000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4482, "open_interest": 32.0, "volume": 0.0, "delta": -0.0066, "gamma": 0.0002, "vega": 0.033, "theta": -0.0344, "rho": -0.0026, "theo": 0.162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-10T09:55:41", "percent_change": 0.0, "prev_day_close": 0.16499999910593}, {"option": "SPY261130C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.424, "open_interest": 300.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0002, "vega": 0.0333, "theta": -0.0121, "rho": 0.3062, "theo": 166.5772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 172.43, "last_trade_time": "2026-11-04T10:49:33", "percent_change": 0.0, "prev_day_close": 166.619995117188}, {"option": "SPY261130P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4455, "open_interest": 639.0, "volume": 7.0, "delta": -0.0067, "gamma": 0.0002, "vega": 0.0335, "theta": -0.0347, "rho": -0.0026, "theo": 0.1641, "change": -0.135, "open": 0.19, "high": 0.19, "low": 0.16, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.7627, "prev_day_close": 0.16499999910593}, {"option": "SPY261130C00596000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4342, "open_interest": 1.0, "volume": 0.0, "delta": 0.993, "gamma": 0.0002, "vega": 0.0338, "theta": -0.0126, "rho": 0.3066, "theo": 165.5817, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 158.15, "last_trade_time": "2026-11-09T14:21:26", "percent_change": 0.0, "prev_day_close": 165.514999389648}, {"option": "SPY261130P00596000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4428, "open_interest": 530.0, "volume": 0.0, "delta": -0.0068, "gamma": 0.0002, "vega": 0.0339, "theta": -0.035, "rho": -0.0026, "theo": 0.1662, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-10T10:57:46", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY261130C00597000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4454, "open_interest": 0.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0002, "vega": 0.0343, "theta": -0.0131, "rho": 0.3071, "theo": 164.5861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.445007324219}, {"option": "SPY261130P00597000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4404, "open_interest": 449.0, "volume": 35.0, "delta": -0.0069, "gamma": 0.0002, "vega": 0.0343, "theta": -0.0353, "rho": -0.0027, "theo": 0.1677, "change": -0.125, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -42.3729, "prev_day_close": 0.175000004470348}, {"option": "SPY261130C00598000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4463, "open_interest": 1.0, "volume": 0.0, "delta": 0.9928, "gamma": 0.0002, "vega": 0.0347, "theta": -0.0136, "rho": 0.3076, "theo": 163.5906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 170.16, "last_trade_time": "2026-09-29T13:53:53", "percent_change": 0.0, "prev_day_close": 163.445007324219}, {"option": "SPY261130P00598000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4404, "open_interest": 950.0, "volume": 135.0, "delta": -0.007, "gamma": 0.0002, "vega": 0.0349, "theta": -0.0357, "rho": -0.0027, "theo": 0.1705, "change": -0.145, "open": 0.2, "high": 0.2, "low": 0.15, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -47.541, "prev_day_close": 0.175000004470348}, {"option": "SPY261130C00599000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4414, "open_interest": 0.0, "volume": 0.0, "delta": 0.9927, "gamma": 0.0003, "vega": 0.0352, "theta": -0.014, "rho": 0.3081, "theo": 162.5951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 162.445007324219}, {"option": "SPY261130P00599000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4377, "open_interest": 469.0, "volume": 1.0, "delta": -0.0071, "gamma": 0.0003, "vega": 0.0354, "theta": -0.0361, "rho": -0.0028, "theo": 0.1727, "change": -0.135, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T10:55:06", "percent_change": -44.2623, "prev_day_close": 0.175000004470348}, {"option": "SPY261130C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4394, "open_interest": 29.0, "volume": 0.0, "delta": 0.9926, "gamma": 0.0003, "vega": 0.0357, "theta": -0.0145, "rho": 0.3085, "theo": 161.5996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 144.58, "last_trade_time": "2026-11-06T11:55:42", "percent_change": 0.0, "prev_day_close": 161.450004577637}, {"option": "SPY261130P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.435, "open_interest": 2531.0, "volume": 31.0, "delta": -0.0072, "gamma": 0.0003, "vega": 0.0359, "theta": -0.0364, "rho": -0.0028, "theo": 0.1749, "change": -0.165, "open": 0.19, "high": 0.19, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T14:00:43", "percent_change": -54.0984, "prev_day_close": 0.185000002384186}, {"option": "SPY261130C00601000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4388, "open_interest": 0.0, "volume": 0.0, "delta": 0.9925, "gamma": 0.0003, "vega": 0.0362, "theta": -0.015, "rho": 0.309, "theo": 160.6042, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.455001831055}, {"option": "SPY261130P00601000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4323, "open_interest": 545.0, "volume": 0.0, "delta": -0.0073, "gamma": 0.0003, "vega": 0.0364, "theta": -0.0368, "rho": -0.0028, "theo": 0.1771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-10T12:42:35", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261130C00602000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4354, "open_interest": 0.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0003, "vega": 0.0368, "theta": -0.0155, "rho": 0.3095, "theo": 159.6087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.470001220703}, {"option": "SPY261130P00602000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4299, "open_interest": 117.0, "volume": 0.0, "delta": -0.0074, "gamma": 0.0003, "vega": 0.0368, "theta": -0.037, "rho": -0.0029, "theo": 0.1786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-10T12:42:35", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261130C00603000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4321, "open_interest": 0.0, "volume": 0.0, "delta": 0.9922, "gamma": 0.0003, "vega": 0.0373, "theta": -0.016, "rho": 0.31, "theo": 158.6133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 158.464996337891}, {"option": "SPY261130P00603000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4297, "open_interest": 318.0, "volume": 358.0, "delta": -0.0076, "gamma": 0.0003, "vega": 0.0374, "theta": -0.0375, "rho": -0.0029, "theo": 0.1816, "change": -0.135, "open": 0.17, "high": 0.18, "low": 0.17, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -42.8571, "prev_day_close": 0.185000002384186}, {"option": "SPY261130C00604000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4314, "open_interest": 0.0, "volume": 0.0, "delta": 0.9921, "gamma": 0.0003, "vega": 0.0378, "theta": -0.0164, "rho": 0.3104, "theo": 157.6179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 157.480003356934}, {"option": "SPY261130P00604000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.427, "open_interest": 771.0, "volume": 0.0, "delta": -0.0077, "gamma": 0.0003, "vega": 0.038, "theta": -0.0378, "rho": -0.003, "theo": 0.1839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-11-10T10:32:21", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261130C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.428, "open_interest": 7.0, "volume": 0.0, "delta": 0.992, "gamma": 0.0003, "vega": 0.0383, "theta": -0.0169, "rho": 0.3109, "theo": 156.6225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 155.44, "last_trade_time": "2026-11-02T13:42:04", "percent_change": 0.0, "prev_day_close": 156.475006103516}, {"option": "SPY261130P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4243, "open_interest": 1113.0, "volume": 0.0, "delta": -0.0078, "gamma": 0.0003, "vega": 0.0385, "theta": -0.0382, "rho": -0.003, "theo": 0.1862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.15, "last_trade_time": "2026-11-06T15:54:08", "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261130C00606000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4247, "open_interest": 1.0, "volume": 0.0, "delta": 0.9919, "gamma": 0.0003, "vega": 0.0389, "theta": -0.0174, "rho": 0.3114, "theo": 155.6272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 175.41, "last_trade_time": "2026-10-09T12:05:51", "percent_change": 0.0, "prev_day_close": 155.480003356934}, {"option": "SPY261130P00606000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4217, "open_interest": 104.0, "volume": 0.0, "delta": -0.008, "gamma": 0.0003, "vega": 0.0391, "theta": -0.0387, "rho": -0.0031, "theo": 0.1893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-10T11:06:13", "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261130C00607000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4252, "open_interest": 0.0, "volume": 0.0, "delta": 0.9918, "gamma": 0.0003, "vega": 0.0394, "theta": -0.0179, "rho": 0.3118, "theo": 154.6319, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.485000610352}, {"option": "SPY261130P00607000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4216, "open_interest": 500.0, "volume": 13.0, "delta": -0.0081, "gamma": 0.0003, "vega": 0.0396, "theta": -0.0389, "rho": -0.0031, "theo": 0.1909, "change": -0.175, "open": 0.17, "high": 0.17, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T13:18:22", "percent_change": -52.2388, "prev_day_close": 0.195000000298023}, {"option": "SPY261130C00608000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4206, "open_interest": 1.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0003, "vega": 0.04, "theta": -0.0184, "rho": 0.3123, "theo": 153.6366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 164.75, "last_trade_time": "2026-10-16T11:25:51", "percent_change": 0.0, "prev_day_close": 153.48999786377}, {"option": "SPY261130P00608000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4188, "open_interest": 474.0, "volume": 56.0, "delta": -0.0082, "gamma": 0.0003, "vega": 0.0402, "theta": -0.0393, "rho": -0.0032, "theo": 0.1933, "change": -0.145, "open": 0.21, "high": 0.21, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.2836, "prev_day_close": 0.195000000298023}, {"option": "SPY261130C00609000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4045, "open_interest": 15.0, "volume": 0.0, "delta": 0.9915, "gamma": 0.0003, "vega": 0.0406, "theta": -0.0189, "rho": 0.3128, "theo": 152.6413, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 147.01, "last_trade_time": "2026-11-09T15:06:22", "percent_change": 0.0, "prev_day_close": 152.48999786377}, {"option": "SPY261130P00609000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4161, "open_interest": 242.0, "volume": 1.0, "delta": -0.0083, "gamma": 0.0003, "vega": 0.0407, "theta": -0.0396, "rho": -0.0032, "theo": 0.1957, "change": -0.145, "open": 0.2, "high": 0.2, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T10:23:42", "percent_change": -42.029, "prev_day_close": 0.204999998211861}, {"option": "SPY261130C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.419, "open_interest": 2.0, "volume": 0.0, "delta": 0.9914, "gamma": 0.0003, "vega": 0.0411, "theta": -0.0194, "rho": 0.3132, "theo": 151.6461, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 171.85, "last_trade_time": "2026-08-17T13:46:03", "percent_change": 0.0, "prev_day_close": 151.494995117188}, {"option": "SPY261130P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4134, "open_interest": 1372.0, "volume": 38.0, "delta": -0.0084, "gamma": 0.0003, "vega": 0.0413, "theta": -0.04, "rho": -0.0033, "theo": 0.1981, "change": -0.155, "open": 0.22, "high": 0.22, "low": 0.18, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -44.9275, "prev_day_close": 0.204999998211861}, {"option": "SPY261130C00611000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4157, "open_interest": 0.0, "volume": 0.0, "delta": 0.9912, "gamma": 0.0003, "vega": 0.0417, "theta": -0.0199, "rho": 0.3137, "theo": 150.6508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 150.505004882812}, {"option": "SPY261130P00611000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4132, "open_interest": 66.0, "volume": 0.0, "delta": -0.0086, "gamma": 0.0003, "vega": 0.0419, "theta": -0.0404, "rho": -0.0033, "theo": 0.2006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-10T11:33:45", "percent_change": 0.0, "prev_day_close": 0.204999998211861}, {"option": "SPY261130C00612000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3944, "open_interest": 0.0, "volume": 0.0, "delta": 0.9911, "gamma": 0.0003, "vega": 0.0423, "theta": -0.0204, "rho": 0.3142, "theo": 149.6557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.505004882812}, {"option": "SPY261130P00612000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4105, "open_interest": 21552.0, "volume": 15.0, "delta": -0.0087, "gamma": 0.0003, "vega": 0.0425, "theta": -0.0407, "rho": -0.0034, "theo": 0.203, "change": -0.155, "open": 0.2, "high": 0.2, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:59:54", "percent_change": -43.662, "prev_day_close": 0.204999998211861}, {"option": "SPY261130C00613000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4115, "open_interest": 0.0, "volume": 0.0, "delta": 0.991, "gamma": 0.0003, "vega": 0.0429, "theta": -0.0209, "rho": 0.3146, "theo": 148.6605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 148.514999389648}, {"option": "SPY261130P00613000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4078, "open_interest": 96.0, "volume": 0.0, "delta": -0.0088, "gamma": 0.0003, "vega": 0.0431, "theta": -0.0411, "rho": -0.0034, "theo": 0.2056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.4, "last_trade_time": "2026-11-10T11:00:54", "percent_change": 0.0, "prev_day_close": 0.204999998211861}, {"option": "SPY261130C00614000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.407, "open_interest": 0.0, "volume": 0.0, "delta": 0.9908, "gamma": 0.0003, "vega": 0.0435, "theta": -0.0214, "rho": 0.3151, "theo": 147.6653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 147.514999389648}, {"option": "SPY261130P00614000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.405, "open_interest": 43.0, "volume": 1.0, "delta": -0.009, "gamma": 0.0003, "vega": 0.0437, "theta": -0.0415, "rho": -0.0035, "theo": 0.2081, "change": -0.165, "open": 0.2, "high": 0.2, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T11:33:03", "percent_change": -45.2055, "prev_day_close": 0.214999996125698}, {"option": "SPY261130C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3987, "open_interest": 4.0, "volume": 0.0, "delta": 0.9907, "gamma": 0.0004, "vega": 0.0441, "theta": -0.0219, "rho": 0.3156, "theo": 146.6702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 136.77, "last_trade_time": "2026-11-10T15:59:42", "percent_change": 0.0, "prev_day_close": 146.529998779297}, {"option": "SPY261130P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4027, "open_interest": 812.0, "volume": 0.0, "delta": -0.0091, "gamma": 0.0004, "vega": 0.0441, "theta": -0.0417, "rho": -0.0035, "theo": 0.2097, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-10T11:34:29", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261130C00616000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.404, "open_interest": 0.0, "volume": 0.0, "delta": 0.9905, "gamma": 0.0004, "vega": 0.0447, "theta": -0.0224, "rho": 0.316, "theo": 145.6752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 145.524993896484}, {"option": "SPY261130P00616000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.402, "open_interest": 169.0, "volume": 0.0, "delta": -0.0093, "gamma": 0.0004, "vega": 0.0449, "theta": -0.0422, "rho": -0.0036, "theo": 0.2133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.43, "last_trade_time": "2026-11-10T10:57:51", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261130C00617000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4018, "open_interest": 0.0, "volume": 0.0, "delta": 0.9904, "gamma": 0.0004, "vega": 0.0454, "theta": -0.0229, "rho": 0.3165, "theo": 144.6801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 157.43, "last_trade_time": "2026-09-23T14:44:24", "percent_change": 0.0, "prev_day_close": 144.535003662109}, {"option": "SPY261130P00617000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3993, "open_interest": 395.0, "volume": 0.0, "delta": -0.0094, "gamma": 0.0004, "vega": 0.0456, "theta": -0.0426, "rho": -0.0037, "theo": 0.2159, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.44, "last_trade_time": "2026-11-10T11:00:21", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261130C00618000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3789, "open_interest": 0.0, "volume": 0.0, "delta": 0.9902, "gamma": 0.0004, "vega": 0.046, "theta": -0.0234, "rho": 0.317, "theo": 143.6851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 143.520004272461}, {"option": "SPY261130P00618000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3966, "open_interest": 146.0, "volume": 0.0, "delta": -0.0096, "gamma": 0.0004, "vega": 0.0462, "theta": -0.043, "rho": -0.0037, "theo": 0.2185, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.36, "last_trade_time": "2026-11-06T13:13:48", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY261130C00619000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3965, "open_interest": 0.0, "volume": 0.0, "delta": 0.9901, "gamma": 0.0004, "vega": 0.0466, "theta": -0.024, "rho": 0.3174, "theo": 142.6901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 142.540000915527}, {"option": "SPY261130P00619000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3942, "open_interest": 179.0, "volume": 0.0, "delta": -0.0097, "gamma": 0.0004, "vega": 0.0467, "theta": -0.0432, "rho": -0.0038, "theo": 0.2202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-10T14:15:30", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY261130C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3873, "open_interest": 16.0, "volume": 0.0, "delta": 0.9899, "gamma": 0.0004, "vega": 0.0473, "theta": -0.0245, "rho": 0.3179, "theo": 141.6951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 128.18, "last_trade_time": "2026-11-10T10:53:28", "percent_change": 0.0, "prev_day_close": 141.544998168945}, {"option": "SPY261130P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3934, "open_interest": 1908.0, "volume": 17.0, "delta": -0.0099, "gamma": 0.0004, "vega": 0.0475, "theta": -0.0438, "rho": -0.0038, "theo": 0.2239, "change": -0.175, "open": 0.25, "high": 0.25, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T10:35:02", "percent_change": -44.3038, "prev_day_close": 0.225000001490116}, {"option": "SPY261130C00621000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3922, "open_interest": 0.0, "volume": 0.0, "delta": 0.9898, "gamma": 0.0004, "vega": 0.0479, "theta": -0.025, "rho": 0.3183, "theo": 140.7002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.549995422363}, {"option": "SPY261130P00621000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3907, "open_interest": 508.0, "volume": 0.0, "delta": -0.01, "gamma": 0.0004, "vega": 0.0482, "theta": -0.0442, "rho": -0.0039, "theo": 0.2267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-09T10:20:01", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY261130C00622000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3757, "open_interest": 1.0, "volume": 0.0, "delta": 0.9896, "gamma": 0.0004, "vega": 0.0486, "theta": -0.0255, "rho": 0.3188, "theo": 139.7053, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 154.99, "last_trade_time": "2026-09-03T11:09:32", "percent_change": 0.0, "prev_day_close": 139.554992675781}, {"option": "SPY261130P00622000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.388, "open_interest": 115.0, "volume": 1.0, "delta": -0.0102, "gamma": 0.0004, "vega": 0.0488, "theta": -0.0445, "rho": -0.004, "theo": 0.2294, "change": -0.175, "open": 0.23, "high": 0.23, "low": 0.23, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:36:08", "percent_change": -43.2099, "prev_day_close": 0.234999999403954}, {"option": "SPY261130C00623000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3889, "open_interest": 1.0, "volume": 0.0, "delta": 0.9895, "gamma": 0.0004, "vega": 0.0493, "theta": -0.026, "rho": 0.3192, "theo": 138.7104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.93, "last_trade_time": "2026-10-30T10:32:23", "percent_change": 0.0, "prev_day_close": 138.559997558594}, {"option": "SPY261130P00623000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3874, "open_interest": 26.0, "volume": 0.0, "delta": -0.0104, "gamma": 0.0004, "vega": 0.0495, "theta": -0.0449, "rho": -0.004, "theo": 0.2323, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.1, "last_trade_time": "2026-11-05T10:20:47", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY261130C00624000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3878, "open_interest": 0.0, "volume": 0.0, "delta": 0.9893, "gamma": 0.0004, "vega": 0.0499, "theta": -0.0266, "rho": 0.3197, "theo": 137.7155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 137.565002441406}, {"option": "SPY261130P00624000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3847, "open_interest": 381.0, "volume": 367.0, "delta": -0.0105, "gamma": 0.0004, "vega": 0.0502, "theta": -0.0453, "rho": -0.0041, "theo": 0.2351, "change": -0.185, "open": 0.22, "high": 0.23, "low": 0.22, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:36:05", "percent_change": -44.5783, "prev_day_close": 0.234999999403954}, {"option": "SPY261130C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3835, "open_interest": 1.0, "volume": 0.0, "delta": 0.9891, "gamma": 0.0004, "vega": 0.0506, "theta": -0.0271, "rho": 0.3202, "theo": 136.7207, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 143.07, "last_trade_time": "2026-09-14T11:45:15", "percent_change": 0.0, "prev_day_close": 136.569999694824}, {"option": "SPY261130P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.382, "open_interest": 1956.0, "volume": 55.0, "delta": -0.0107, "gamma": 0.0004, "vega": 0.0509, "theta": -0.0457, "rho": -0.0041, "theo": 0.238, "change": -0.185, "open": 0.23, "high": 0.23, "low": 0.23, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -44.5783, "prev_day_close": 0.244999997317791}, {"option": "SPY261130C00626000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3844, "open_interest": 0.0, "volume": 0.0, "delta": 0.989, "gamma": 0.0004, "vega": 0.0513, "theta": -0.0276, "rho": 0.3206, "theo": 135.7259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.574996948242}, {"option": "SPY261130P00626000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3796, "open_interest": 425.0, "volume": 0.0, "delta": -0.0108, "gamma": 0.0004, "vega": 0.0514, "theta": -0.046, "rho": -0.0042, "theo": 0.2397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-10T15:26:56", "percent_change": 0.0, "prev_day_close": 0.244999997317791}, {"option": "SPY261130C00627000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3802, "open_interest": 0.0, "volume": 0.0, "delta": 0.9888, "gamma": 0.0004, "vega": 0.0521, "theta": -0.0282, "rho": 0.321, "theo": 134.7312, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.585006713867}, {"option": "SPY261130P00627000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3786, "open_interest": 1790.0, "volume": 0.0, "delta": -0.011, "gamma": 0.0004, "vega": 0.0523, "theta": -0.0465, "rho": -0.0043, "theo": 0.2438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.43, "last_trade_time": "2026-11-10T14:11:07", "percent_change": 0.0, "prev_day_close": 0.244999997317791}, {"option": "SPY261130C00628000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3789, "open_interest": 0.0, "volume": 0.0, "delta": 0.9886, "gamma": 0.0004, "vega": 0.0528, "theta": -0.0287, "rho": 0.3215, "theo": 133.7365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 133.590003967285}, {"option": "SPY261130P00628000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3758, "open_interest": 299.0, "volume": 0.0, "delta": -0.0112, "gamma": 0.0004, "vega": 0.053, "theta": -0.0469, "rho": -0.0043, "theo": 0.2468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.5, "last_trade_time": "2026-11-10T11:54:35", "percent_change": 0.0, "prev_day_close": 0.244999997317791}, {"option": "SPY261130C00629000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3675, "open_interest": 0.0, "volume": 0.0, "delta": 0.9884, "gamma": 0.0005, "vega": 0.0535, "theta": -0.0292, "rho": 0.322, "theo": 132.7418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 132.574996948242}, {"option": "SPY261130P00629000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3731, "open_interest": 77.0, "volume": 144.0, "delta": -0.0114, "gamma": 0.0005, "vega": 0.0538, "theta": -0.0473, "rho": -0.0044, "theo": 0.2498, "change": -0.185, "open": 0.25, "high": 0.25, "low": 0.25, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:36:04", "percent_change": -42.5287, "prev_day_close": 0.254999995231628}, {"option": "SPY261130C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3744, "open_interest": 5.0, "volume": 0.0, "delta": 0.9882, "gamma": 0.0005, "vega": 0.0543, "theta": -0.0298, "rho": 0.3224, "theo": 131.7472, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 134.45, "last_trade_time": "2026-10-23T13:15:32", "percent_change": 0.0, "prev_day_close": 131.595001220703}, {"option": "SPY261130P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3723, "open_interest": 1410.0, "volume": 18.0, "delta": -0.0116, "gamma": 0.0005, "vega": 0.0545, "theta": -0.0478, "rho": -0.0045, "theo": 0.2528, "change": -0.175, "open": 0.26, "high": 0.28, "low": 0.25, "tick": "no_change", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T10:32:46", "percent_change": -39.3258, "prev_day_close": 0.254999995231628}, {"option": "SPY261130C00631000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3632, "open_interest": 0.0, "volume": 0.0, "delta": 0.9881, "gamma": 0.0005, "vega": 0.0551, "theta": -0.0303, "rho": 0.3228, "theo": 130.7526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 130.604995727539}, {"option": "SPY261130P00631000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3696, "open_interest": 598.0, "volume": 0.0, "delta": -0.0118, "gamma": 0.0005, "vega": 0.0553, "theta": -0.0482, "rho": -0.0046, "theo": 0.2559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-11-10T09:36:40", "percent_change": 0.0, "prev_day_close": 0.254999995231628}, {"option": "SPY261130C00632000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.37, "open_interest": 0.0, "volume": 0.0, "delta": 0.9879, "gamma": 0.0005, "vega": 0.0558, "theta": -0.0309, "rho": 0.3233, "theo": 129.758, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.604995727539}, {"option": "SPY261130P00632000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3669, "open_interest": 734.0, "volume": 0.0, "delta": -0.012, "gamma": 0.0005, "vega": 0.0561, "theta": -0.0486, "rho": -0.0046, "theo": 0.259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.48, "last_trade_time": "2026-11-10T09:59:30", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY261130C00633000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3677, "open_interest": 1.0, "volume": 0.0, "delta": 0.9877, "gamma": 0.0005, "vega": 0.0566, "theta": -0.0314, "rho": 0.3237, "theo": 128.7635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 127.08, "last_trade_time": "2026-10-30T12:11:32", "percent_change": 0.0, "prev_day_close": 128.615001678467}, {"option": "SPY261130P00633000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3645, "open_interest": 75.0, "volume": 0.0, "delta": -0.0121, "gamma": 0.0005, "vega": 0.0566, "theta": -0.0488, "rho": -0.0047, "theo": 0.2608, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-10T11:00:55", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY261130C00634000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3663, "open_interest": 0.0, "volume": 0.0, "delta": 0.9875, "gamma": 0.0005, "vega": 0.0575, "theta": -0.032, "rho": 0.3242, "theo": 127.769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 127.615001678467}, {"option": "SPY261130P00634000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3633, "open_interest": 237.0, "volume": 0.0, "delta": -0.0124, "gamma": 0.0005, "vega": 0.0577, "theta": -0.0494, "rho": -0.0048, "theo": 0.2654, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.55, "last_trade_time": "2026-11-10T09:55:13", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY261130C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 137.0, "volume": 0.0, "delta": 0.9873, "gamma": 0.0005, "vega": 0.0583, "theta": -0.0325, "rho": 0.3246, "theo": 126.7745, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 121.7, "last_trade_time": "2026-11-09T15:27:05", "percent_change": 0.0, "prev_day_close": 126.974998474121}, {"option": "SPY261130P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3606, "open_interest": 542.0, "volume": 156.0, "delta": -0.0126, "gamma": 0.0005, "vega": 0.0585, "theta": -0.0498, "rho": -0.0049, "theo": 0.2686, "change": -0.215, "open": 0.29, "high": 0.29, "low": 0.24, "tick": "up", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -45.2632, "prev_day_close": 0.275000005960464}, {"option": "SPY261130C00636000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.36, "open_interest": 0.0, "volume": 0.0, "delta": 0.9871, "gamma": 0.0005, "vega": 0.0591, "theta": -0.0331, "rho": 0.325, "theo": 125.7801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.625}, {"option": "SPY261130P00636000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3582, "open_interest": 171.0, "volume": 48.0, "delta": -0.0127, "gamma": 0.0005, "vega": 0.0591, "theta": -0.05, "rho": -0.0049, "theo": 0.2704, "change": -0.205, "open": 0.27, "high": 0.27, "low": 0.27, "tick": "no_change", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T15:36:04", "percent_change": -43.1579, "prev_day_close": 0.275000005960464}, {"option": "SPY261130C00637000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3586, "open_interest": 2.0, "volume": 0.0, "delta": 0.9869, "gamma": 0.0005, "vega": 0.06, "theta": -0.0336, "rho": 0.3255, "theo": 124.7857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 124.81, "last_trade_time": "2026-10-30T11:15:19", "percent_change": 0.0, "prev_day_close": 124.634998321533}, {"option": "SPY261130P00637000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3569, "open_interest": 1834.0, "volume": 1798.0, "delta": -0.013, "gamma": 0.0005, "vega": 0.0602, "theta": -0.0507, "rho": -0.005, "theo": 0.2752, "change": -0.205, "open": 0.26, "high": 0.28, "low": 0.26, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:36:06", "percent_change": -42.268, "prev_day_close": 0.275000005960464}, {"option": "SPY261130C00638000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3563, "open_interest": 0.0, "volume": 0.0, "delta": 0.9867, "gamma": 0.0005, "vega": 0.0609, "theta": -0.0342, "rho": 0.3259, "theo": 123.7914, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 123.63500213623}, {"option": "SPY261130P00638000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3541, "open_interest": 418.0, "volume": 289.0, "delta": -0.0132, "gamma": 0.0006, "vega": 0.0611, "theta": -0.0511, "rho": -0.0051, "theo": 0.2786, "change": -0.235, "open": 0.25, "high": 0.26, "low": 0.25, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:09:46", "percent_change": -47.4747, "prev_day_close": 0.284999996423721}, {"option": "SPY261130C00639000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3548, "open_interest": 0.0, "volume": 0.0, "delta": 0.9864, "gamma": 0.0006, "vega": 0.0617, "theta": -0.0348, "rho": 0.3264, "theo": 122.7972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 122.639999389648}, {"option": "SPY261130P00639000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3517, "open_interest": 371.0, "volume": 3.0, "delta": -0.0133, "gamma": 0.0006, "vega": 0.0617, "theta": -0.0513, "rho": -0.0052, "theo": 0.2804, "change": -0.215, "open": 0.26, "high": 0.28, "low": 0.26, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:36:04", "percent_change": -43.4343, "prev_day_close": 0.284999996423721}, {"option": "SPY261130C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 165.0, "volume": 0.0, "delta": 0.9862, "gamma": 0.0006, "vega": 0.0626, "theta": -0.0354, "rho": 0.3268, "theo": 121.8029, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 133.23, "last_trade_time": "2026-10-28T09:50:37", "percent_change": 0.0, "prev_day_close": 121.905002593994}, {"option": "SPY261130P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3504, "open_interest": 1103.0, "volume": 71.0, "delta": -0.0136, "gamma": 0.0006, "vega": 0.0629, "theta": -0.052, "rho": -0.0053, "theo": 0.2855, "change": -0.235, "open": 0.27, "high": 0.27, "low": 0.26, "tick": "up", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.5347, "prev_day_close": 0.284999996423721}, {"option": "SPY261130C00641000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3494, "open_interest": 0.0, "volume": 0.0, "delta": 0.986, "gamma": 0.0006, "vega": 0.0636, "theta": -0.0359, "rho": 0.3272, "theo": 120.8088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 120.654998779297}, {"option": "SPY261130P00641000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3476, "open_interest": 334.0, "volume": 0.0, "delta": -0.0138, "gamma": 0.0006, "vega": 0.0638, "theta": -0.0524, "rho": -0.0054, "theo": 0.289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-10T12:45:08", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY261130C00642000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3479, "open_interest": 0.0, "volume": 0.0, "delta": 0.9858, "gamma": 0.0006, "vega": 0.0645, "theta": -0.0365, "rho": 0.3276, "theo": 119.8147, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.665000915527}, {"option": "SPY261130P00642000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3468, "open_interest": 357.0, "volume": 0.0, "delta": -0.014, "gamma": 0.0006, "vega": 0.0645, "theta": -0.0527, "rho": -0.0054, "theo": 0.2912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.61, "last_trade_time": "2026-11-06T15:16:13", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY261130C00643000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3448, "open_interest": 3.0, "volume": 0.0, "delta": 0.9855, "gamma": 0.0006, "vega": 0.0654, "theta": -0.0371, "rho": 0.3281, "theo": 118.8206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 126.27, "last_trade_time": "2026-10-26T15:43:40", "percent_change": 0.0, "prev_day_close": 118.670001983643}, {"option": "SPY261130P00643000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3438, "open_interest": 248.0, "volume": 1.0, "delta": -0.0143, "gamma": 0.0006, "vega": 0.0657, "theta": -0.0533, "rho": -0.0055, "theo": 0.2962, "change": -0.215, "open": 0.31, "high": 0.31, "low": 0.31, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T09:30:00", "percent_change": -40.9524, "prev_day_close": 0.295000001788139}, {"option": "SPY261130C00644000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3366, "open_interest": 1.0, "volume": 0.0, "delta": 0.9853, "gamma": 0.0006, "vega": 0.0664, "theta": -0.0377, "rho": 0.3285, "theo": 117.8266, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 130.65, "last_trade_time": "2026-10-21T11:10:15", "percent_change": 0.0, "prev_day_close": 117.655002593994}, {"option": "SPY261130P00644000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.341, "open_interest": 388.0, "volume": 1.0, "delta": -0.0146, "gamma": 0.0006, "vega": 0.0667, "theta": -0.0538, "rho": -0.0056, "theo": 0.2998, "change": -0.255, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T14:10:01", "percent_change": -47.6636, "prev_day_close": 0.305000007152557}, {"option": "SPY261130C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3409, "open_interest": 17.0, "volume": 0.0, "delta": 0.985, "gamma": 0.0006, "vega": 0.0673, "theta": -0.0383, "rho": 0.3289, "theo": 116.8327, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.16, "last_trade_time": "2026-11-05T12:29:23", "percent_change": 0.0, "prev_day_close": 116.675003051758}, {"option": "SPY261130P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3399, "open_interest": 270.0, "volume": 122.0, "delta": -0.0148, "gamma": 0.0006, "vega": 0.0677, "theta": -0.0542, "rho": -0.0057, "theo": 0.3036, "change": -0.23, "open": 0.3, "high": 0.31, "low": 0.27, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:54:25", "percent_change": -42.5926, "prev_day_close": 0.305000007152557}, {"option": "SPY261130C00646000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3277, "open_interest": 0.0, "volume": 0.0, "delta": 0.9848, "gamma": 0.0006, "vega": 0.0683, "theta": -0.0388, "rho": 0.3293, "theo": 115.8388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 115.684997558594}, {"option": "SPY261130P00646000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3371, "open_interest": 171.0, "volume": 49.0, "delta": -0.015, "gamma": 0.0006, "vega": 0.0687, "theta": -0.0547, "rho": -0.0058, "theo": 0.3074, "change": -0.245, "open": 0.31, "high": 0.31, "low": 0.3, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -44.9541, "prev_day_close": 0.305000007152557}, {"option": "SPY261130C00647000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3362, "open_interest": 1.0, "volume": 0.0, "delta": 0.9846, "gamma": 0.0006, "vega": 0.0693, "theta": -0.0394, "rho": 0.3298, "theo": 114.845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 120.58, "last_trade_time": "2026-10-22T11:46:31", "percent_change": 0.0, "prev_day_close": 114.694999694824}, {"option": "SPY261130P00647000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3346, "open_interest": 548.0, "volume": 299.0, "delta": -0.0153, "gamma": 0.0007, "vega": 0.0697, "theta": -0.0552, "rho": -0.0059, "theo": 0.3115, "change": -0.245, "open": 0.31, "high": 0.31, "low": 0.31, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:36:04", "percent_change": -44.1441, "prev_day_close": 0.314999997615814}, {"option": "SPY261130C00648000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3346, "open_interest": 33.0, "volume": 0.0, "delta": 0.9843, "gamma": 0.0007, "vega": 0.0704, "theta": -0.0401, "rho": 0.3302, "theo": 113.8512, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.78, "last_trade_time": "2026-11-06T11:17:59", "percent_change": 0.0, "prev_day_close": 113.694999694824}, {"option": "SPY261130P00648000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3332, "open_interest": 597.0, "volume": 0.0, "delta": -0.0156, "gamma": 0.0007, "vega": 0.0708, "theta": -0.0556, "rho": -0.006, "theo": 0.3152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.65, "last_trade_time": "2026-11-10T12:16:28", "percent_change": 0.0, "prev_day_close": 0.314999997615814}, {"option": "SPY261130C00649000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3322, "open_interest": 3.0, "volume": 0.0, "delta": 0.984, "gamma": 0.0007, "vega": 0.0714, "theta": -0.0407, "rho": 0.3306, "theo": 112.8575, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.75, "last_trade_time": "2026-11-05T11:08:53", "percent_change": 0.0, "prev_day_close": 112.709999084473}, {"option": "SPY261130P00649000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3304, "open_interest": 264.0, "volume": 1.0, "delta": -0.0158, "gamma": 0.0007, "vega": 0.0718, "theta": -0.0561, "rho": -0.0062, "theo": 0.3192, "change": -0.275, "open": 0.3, "high": 0.3, "low": 0.3, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T14:10:01", "percent_change": -47.8261, "prev_day_close": 0.325000002980232}, {"option": "SPY261130C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3298, "open_interest": 47.0, "volume": 0.0, "delta": 0.9838, "gamma": 0.0007, "vega": 0.0724, "theta": -0.0413, "rho": 0.331, "theo": 111.8639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 100.0, "last_trade_time": "2026-11-09T09:51:53", "percent_change": 0.0, "prev_day_close": 111.709999084473}, {"option": "SPY261130P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3291, "open_interest": 3666.0, "volume": 478.0, "delta": -0.0161, "gamma": 0.0007, "vega": 0.0729, "theta": -0.0566, "rho": -0.0062, "theo": 0.3233, "change": -0.27, "open": 0.34, "high": 0.34, "low": 0.28, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:36:05", "percent_change": -46.5517, "prev_day_close": 0.325000002980232}, {"option": "SPY261130C00651000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3281, "open_interest": 4.0, "volume": 0.0, "delta": 0.9835, "gamma": 0.0007, "vega": 0.0735, "theta": -0.0419, "rho": 0.3314, "theo": 110.8704, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 96.77, "last_trade_time": "2026-11-05T11:13:16", "percent_change": 0.0, "prev_day_close": 110.714996337891}, {"option": "SPY261130P00651000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3263, "open_interest": 360.0, "volume": 1.0, "delta": -0.0164, "gamma": 0.0007, "vega": 0.0739, "theta": -0.0571, "rho": -0.0063, "theo": 0.3274, "change": -0.275, "open": 0.31, "high": 0.31, "low": 0.31, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:29:28", "percent_change": -47.0085, "prev_day_close": 0.325000002980232}, {"option": "SPY261130C00652000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3257, "open_interest": 0.0, "volume": 0.0, "delta": 0.9832, "gamma": 0.0007, "vega": 0.0746, "theta": -0.0425, "rho": 0.3318, "theo": 109.8769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.724998474121}, {"option": "SPY261130P00652000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3239, "open_interest": 363.0, "volume": 70.0, "delta": -0.0166, "gamma": 0.0007, "vega": 0.0747, "theta": -0.0573, "rho": -0.0064, "theo": 0.3297, "change": -0.265, "open": 0.33, "high": 0.33, "low": 0.33, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:36:04", "percent_change": -44.5378, "prev_day_close": 0.33500000834465}, {"option": "SPY261130C00653000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3233, "open_interest": 1.0, "volume": 0.0, "delta": 0.9829, "gamma": 0.0007, "vega": 0.0757, "theta": -0.0432, "rho": 0.3322, "theo": 108.8835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.7, "last_trade_time": "2026-10-15T14:12:43", "percent_change": 0.0, "prev_day_close": 108.729999542236}, {"option": "SPY261130P00653000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3222, "open_interest": 634.0, "volume": 3.0, "delta": -0.017, "gamma": 0.0008, "vega": 0.0761, "theta": -0.0581, "rho": -0.0066, "theo": 0.336, "change": -0.265, "open": 0.34, "high": 0.34, "low": 0.34, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T09:30:09", "percent_change": -43.8017, "prev_day_close": 0.33500000834465}, {"option": "SPY261130C00654000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3137, "open_interest": 0.0, "volume": 0.0, "delta": 0.9826, "gamma": 0.0008, "vega": 0.0769, "theta": -0.0438, "rho": 0.3326, "theo": 107.8902, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 107.740001678467}, {"option": "SPY261130P00654000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3196, "open_interest": 376.0, "volume": 311.0, "delta": -0.0173, "gamma": 0.0008, "vega": 0.0772, "theta": -0.0586, "rho": -0.0067, "theo": 0.3404, "change": -0.275, "open": 0.32, "high": 0.34, "low": 0.32, "tick": "up", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T15:36:04", "percent_change": -44.7154, "prev_day_close": 0.344999998807907}, {"option": "SPY261130C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1637.0, "volume": 0.0, "delta": 0.9823, "gamma": 0.0008, "vega": 0.078, "theta": -0.0444, "rho": 0.333, "theo": 106.8969, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.84, "last_trade_time": "2026-10-23T14:49:22", "percent_change": 0.0, "prev_day_close": 106.924999237061}, {"option": "SPY261130P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.318, "open_interest": 1401.0, "volume": 172.0, "delta": -0.0176, "gamma": 0.0008, "vega": 0.0784, "theta": -0.0591, "rho": -0.0068, "theo": 0.3448, "change": -0.295, "open": 0.37, "high": 0.38, "low": 0.3, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -47.2, "prev_day_close": 0.344999998807907}, {"option": "SPY261130C00656000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3161, "open_interest": 0.0, "volume": 0.0, "delta": 0.982, "gamma": 0.0008, "vega": 0.0792, "theta": -0.0451, "rho": 0.3334, "theo": 105.9038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 105.755001068115}, {"option": "SPY261130P00656000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3153, "open_interest": 451.0, "volume": 7.0, "delta": -0.0179, "gamma": 0.0008, "vega": 0.0796, "theta": -0.0596, "rho": -0.0069, "theo": 0.3494, "change": -0.295, "open": 0.33, "high": 0.34, "low": 0.33, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.4567, "prev_day_close": 0.355000004172325}, {"option": "SPY261130C00657000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3143, "open_interest": 15.0, "volume": 0.0, "delta": 0.9817, "gamma": 0.0008, "vega": 0.0804, "theta": -0.0458, "rho": 0.3338, "theo": 104.9107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 90.95, "last_trade_time": "2026-11-05T11:13:15", "percent_change": 0.0, "prev_day_close": 104.754997253418}, {"option": "SPY261130P00657000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3138, "open_interest": 373.0, "volume": 3.0, "delta": -0.0182, "gamma": 0.0008, "vega": 0.0808, "theta": -0.0602, "rho": -0.007, "theo": 0.354, "change": -0.325, "open": 0.32, "high": 0.32, "low": 0.32, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T15:04:50", "percent_change": -50.3876, "prev_day_close": 0.355000004172325}, {"option": "SPY261130C00658000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3125, "open_interest": 26.0, "volume": 0.0, "delta": 0.9813, "gamma": 0.0008, "vega": 0.0817, "theta": -0.0464, "rho": 0.3342, "theo": 103.9178, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.04, "last_trade_time": "2026-11-05T10:47:38", "percent_change": 0.0, "prev_day_close": 103.759998321533}, {"option": "SPY261130P00658000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.311, "open_interest": 295.0, "volume": 5.0, "delta": -0.0185, "gamma": 0.0008, "vega": 0.0821, "theta": -0.0607, "rho": -0.0072, "theo": 0.3587, "change": -0.305, "open": 0.35, "high": 0.35, "low": 0.35, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.5649, "prev_day_close": 0.365000009536743}, {"option": "SPY261130C00659000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3101, "open_interest": 4.0, "volume": 0.0, "delta": 0.981, "gamma": 0.0008, "vega": 0.083, "theta": -0.0471, "rho": 0.3346, "theo": 102.9249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 84.58, "last_trade_time": "2026-11-05T14:56:16", "percent_change": 0.0, "prev_day_close": 102.775001525879}, {"option": "SPY261130P00659000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3095, "open_interest": 404.0, "volume": 0.0, "delta": -0.0189, "gamma": 0.0008, "vega": 0.0834, "theta": -0.0612, "rho": -0.0073, "theo": 0.3636, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.86, "last_trade_time": "2026-11-09T11:12:16", "percent_change": 0.0, "prev_day_close": 0.365000009536743}, {"option": "SPY261130C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1563.0, "volume": 0.0, "delta": 0.9807, "gamma": 0.0009, "vega": 0.0843, "theta": -0.0478, "rho": 0.335, "theo": 101.9322, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 96.48, "last_trade_time": "2026-11-09T15:04:35", "percent_change": 0.0, "prev_day_close": 101.985000610352}, {"option": "SPY261130P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3068, "open_interest": 2064.0, "volume": 37.0, "delta": -0.0192, "gamma": 0.0009, "vega": 0.0847, "theta": -0.0618, "rho": -0.0074, "theo": 0.3685, "change": -0.315, "open": 0.37, "high": 0.41, "low": 0.36, "tick": "no_change", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.6667, "prev_day_close": 0.375}, {"option": "SPY261130C00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3058, "open_interest": 6.0, "volume": 0.0, "delta": 0.9803, "gamma": 0.0009, "vega": 0.0856, "theta": -0.0485, "rho": 0.3354, "theo": 100.9395, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.77, "last_trade_time": "2026-11-05T11:06:24", "percent_change": 0.0, "prev_day_close": 100.785003662109}, {"option": "SPY261130P00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3052, "open_interest": 429.0, "volume": 39.0, "delta": -0.0196, "gamma": 0.0009, "vega": 0.086, "theta": -0.0624, "rho": -0.0076, "theo": 0.3735, "change": -0.315, "open": 0.41, "high": 0.41, "low": 0.37, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-11T11:01:39", "percent_change": -45.9854, "prev_day_close": 0.375}, {"option": "SPY261130C00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3039, "open_interest": 13.0, "volume": 0.0, "delta": 0.98, "gamma": 0.0009, "vega": 0.087, "theta": -0.0492, "rho": 0.3357, "theo": 99.947, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 86.63, "last_trade_time": "2026-11-05T11:14:14", "percent_change": 0.0, "prev_day_close": 99.7949981689453}, {"option": "SPY261130P00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3024, "open_interest": 2174.0, "volume": 8.0, "delta": -0.0199, "gamma": 0.0009, "vega": 0.0874, "theta": -0.0629, "rho": -0.0077, "theo": 0.3787, "change": -0.26, "open": 0.44, "high": 0.44, "low": 0.44, "tick": "no_change", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T09:41:18", "percent_change": -37.1429, "prev_day_close": 0.384999990463257}, {"option": "SPY261130C00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3014, "open_interest": 40.0, "volume": 0.0, "delta": 0.9796, "gamma": 0.0009, "vega": 0.0884, "theta": -0.0499, "rho": 0.3361, "theo": 98.9546, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.22, "last_trade_time": "2026-11-05T11:09:40", "percent_change": 0.0, "prev_day_close": 98.8050003051758}, {"option": "SPY261130P00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3008, "open_interest": 719.0, "volume": 103.0, "delta": -0.0203, "gamma": 0.0009, "vega": 0.0888, "theta": -0.0635, "rho": -0.0078, "theo": 0.384, "change": -0.35, "open": 0.38, "high": 0.42, "low": 0.36, "tick": "no_change", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -49.2958, "prev_day_close": 0.384999990463257}, {"option": "SPY261130C00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2996, "open_interest": 16.0, "volume": 0.0, "delta": 0.9792, "gamma": 0.001, "vega": 0.0899, "theta": -0.0506, "rho": 0.3365, "theo": 97.9623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 83.8, "last_trade_time": "2026-11-05T11:12:54", "percent_change": 0.0, "prev_day_close": 97.8050003051758}, {"option": "SPY261130P00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2982, "open_interest": 252.0, "volume": 15.0, "delta": -0.0207, "gamma": 0.001, "vega": 0.0902, "theta": -0.0641, "rho": -0.008, "theo": 0.3891, "change": -0.345, "open": 0.4, "high": 0.4, "low": 0.38, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T10:48:36", "percent_change": -47.5862, "prev_day_close": 0.394999995827675}, {"option": "SPY261130C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2143.0, "volume": 0.0, "delta": 0.9788, "gamma": 0.001, "vega": 0.0914, "theta": -0.0513, "rho": 0.3368, "theo": 96.9701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.0, "last_trade_time": "2026-11-02T14:59:41", "percent_change": 0.0, "prev_day_close": 96.9949989318848}, {"option": "SPY261130P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2964, "open_interest": 1667.0, "volume": 150.0, "delta": -0.0211, "gamma": 0.001, "vega": 0.0917, "theta": -0.0647, "rho": -0.0081, "theo": 0.395, "change": -0.355, "open": 0.4, "high": 0.43, "low": 0.36, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -48.2993, "prev_day_close": 0.394999995827675}, {"option": "SPY261130C00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2879, "open_interest": 2.0, "volume": 0.0, "delta": 0.9784, "gamma": 0.001, "vega": 0.0929, "theta": -0.052, "rho": 0.3372, "theo": 95.9781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 101.52, "last_trade_time": "2026-10-26T09:55:13", "percent_change": 0.0, "prev_day_close": 95.814998626709}, {"option": "SPY261130P00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2945, "open_interest": 101.0, "volume": 1.0, "delta": -0.0214, "gamma": 0.001, "vega": 0.0929, "theta": -0.065, "rho": -0.0082, "theo": 0.3984, "change": -0.28, "open": 0.47, "high": 0.47, "low": 0.47, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T10:15:10", "percent_change": -37.3333, "prev_day_close": 0.405000001192093}, {"option": "SPY261130C00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2926, "open_interest": 0.0, "volume": 0.0, "delta": 0.978, "gamma": 0.001, "vega": 0.0944, "theta": -0.0528, "rho": 0.3375, "theo": 94.9862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.8349990844726}, {"option": "SPY261130P00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2919, "open_interest": 492.0, "volume": 2.0, "delta": -0.0219, "gamma": 0.001, "vega": 0.0949, "theta": -0.0659, "rho": -0.0085, "theo": 0.4065, "change": -0.345, "open": 0.42, "high": 0.42, "low": 0.42, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T11:34:06", "percent_change": -45.098, "prev_day_close": 0.41499999165535}, {"option": "SPY261130C00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2906, "open_interest": 1.0, "volume": 0.0, "delta": 0.9776, "gamma": 0.001, "vega": 0.096, "theta": -0.0536, "rho": 0.3379, "theo": 93.9945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 107.57, "last_trade_time": "2026-09-30T11:53:37", "percent_change": 0.0, "prev_day_close": 93.8400001525879}, {"option": "SPY261130P00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2906, "open_interest": 742.0, "volume": 44.0, "delta": -0.0222, "gamma": 0.001, "vega": 0.096, "theta": -0.0662, "rho": -0.0086, "theo": 0.4098, "change": -0.355, "open": 0.42, "high": 0.42, "low": 0.42, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T09:32:21", "percent_change": -45.8064, "prev_day_close": 0.41499999165535}, {"option": "SPY261130C00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2886, "open_interest": 4.0, "volume": 0.0, "delta": 0.9771, "gamma": 0.0011, "vega": 0.0976, "theta": -0.0543, "rho": 0.3382, "theo": 93.003, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.54, "last_trade_time": "2026-11-06T09:50:20", "percent_change": 0.0, "prev_day_close": 92.8450012207031}, {"option": "SPY261130P00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2876, "open_interest": 208.0, "volume": 6.0, "delta": -0.0228, "gamma": 0.0011, "vega": 0.098, "theta": -0.0671, "rho": -0.0088, "theo": 0.4181, "change": -0.38, "open": 0.44, "high": 0.44, "low": 0.4, "tick": "up", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -48.1013, "prev_day_close": 0.424999997019768}, {"option": "SPY261130C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2212, "open_interest": 1776.0, "volume": 0.0, "delta": 0.9767, "gamma": 0.0011, "vega": 0.0992, "theta": -0.0551, "rho": 0.3386, "theo": 92.0116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 80.9, "last_trade_time": "2026-11-10T15:11:08", "percent_change": 0.0, "prev_day_close": 92.2900009155274}, {"option": "SPY261130P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2861, "open_interest": 4180.0, "volume": 131.0, "delta": -0.0231, "gamma": 0.0011, "vega": 0.0993, "theta": -0.0675, "rho": -0.0089, "theo": 0.4221, "change": -0.405, "open": 0.51, "high": 0.53, "low": 0.38, "tick": "no_change", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -50.3106, "prev_day_close": 0.435000002384186}, {"option": "SPY261130C00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2841, "open_interest": 0.0, "volume": 0.0, "delta": 0.9762, "gamma": 0.0011, "vega": 0.1009, "theta": -0.0559, "rho": 0.3389, "theo": 91.0204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 100.71, "last_trade_time": "2026-10-29T13:25:14", "percent_change": 0.0, "prev_day_close": 90.8649978637695}, {"option": "SPY261130P00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2841, "open_interest": 726.0, "volume": 717.0, "delta": -0.0236, "gamma": 0.0011, "vega": 0.1012, "theta": -0.0683, "rho": -0.0091, "theo": 0.4294, "change": -0.4, "open": 0.44, "high": 0.44, "low": 0.41, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -48.7805, "prev_day_close": 0.435000002384186}, {"option": "SPY261130C00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2821, "open_interest": 1.0, "volume": 0.0, "delta": 0.9757, "gamma": 0.0012, "vega": 0.1027, "theta": -0.0567, "rho": 0.3392, "theo": 90.0294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.99, "last_trade_time": "2026-07-07T14:46:31", "percent_change": 0.0, "prev_day_close": 89.8699989318848}, {"option": "SPY261130P00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2813, "open_interest": 144.0, "volume": 16.0, "delta": -0.0242, "gamma": 0.0012, "vega": 0.1032, "theta": -0.0691, "rho": -0.0094, "theo": 0.4375, "change": -0.425, "open": 0.47, "high": 0.52, "low": 0.41, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T12:36:01", "percent_change": -50.8982, "prev_day_close": 0.444999992847443}, {"option": "SPY261130C00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2114, "open_interest": 654.0, "volume": 0.0, "delta": 0.9752, "gamma": 0.0012, "vega": 0.1044, "theta": -0.0576, "rho": 0.3396, "theo": 89.0386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.79, "last_trade_time": "2026-10-23T14:30:41", "percent_change": 0.0, "prev_day_close": 89.189998626709}, {"option": "SPY261130P00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2797, "open_interest": 359.0, "volume": 8.0, "delta": -0.0245, "gamma": 0.0012, "vega": 0.1045, "theta": -0.0696, "rho": -0.0095, "theo": 0.442, "change": -0.455, "open": 0.52, "high": 0.52, "low": 0.4, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T13:47:56", "percent_change": -53.2164, "prev_day_close": 0.454999998211861}, {"option": "SPY261130C00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2706, "open_interest": 388.0, "volume": 0.0, "delta": 0.9747, "gamma": 0.0012, "vega": 0.1062, "theta": -0.0584, "rho": 0.3399, "theo": 88.048, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 82.6, "last_trade_time": "2026-11-09T15:45:02", "percent_change": 0.0, "prev_day_close": 88.2050018310547}, {"option": "SPY261130P00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2778, "open_interest": 612.0, "volume": 5.0, "delta": -0.0251, "gamma": 0.0012, "vega": 0.1064, "theta": -0.0703, "rho": -0.0097, "theo": 0.4494, "change": -0.4, "open": 0.47, "high": 0.47, "low": 0.47, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T09:32:21", "percent_change": -45.977, "prev_day_close": 0.454999998211861}, {"option": "SPY261130C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2144, "open_interest": 442.0, "volume": 0.0, "delta": 0.9742, "gamma": 0.0012, "vega": 0.1081, "theta": -0.0593, "rho": 0.3402, "theo": 87.0576, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 72.25, "last_trade_time": "2026-11-05T10:59:46", "percent_change": 0.0, "prev_day_close": 87.1500015258789}, {"option": "SPY261130P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2753, "open_interest": 75879.0, "volume": 767.0, "delta": -0.0256, "gamma": 0.0012, "vega": 0.1083, "theta": -0.0711, "rho": -0.0099, "theo": 0.4575, "change": -0.435, "open": 0.5, "high": 0.56, "low": 0.4, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -49.1525, "prev_day_close": 0.465000003576279}, {"option": "SPY261130C00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2732, "open_interest": 32.0, "volume": 0.0, "delta": 0.9736, "gamma": 0.0013, "vega": 0.11, "theta": -0.0602, "rho": 0.3405, "theo": 86.0675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.1, "last_trade_time": "2026-11-05T14:00:14", "percent_change": 0.0, "prev_day_close": 85.9099998474121}, {"option": "SPY261130P00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2729, "open_interest": 316.0, "volume": 3.0, "delta": -0.0263, "gamma": 0.0013, "vega": 0.1105, "theta": -0.0721, "rho": -0.0101, "theo": 0.4668, "change": -0.365, "open": 0.49, "high": 0.54, "low": 0.49, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T09:36:37", "percent_change": -40.3315, "prev_day_close": 0.474999994039536}, {"option": "SPY261130C00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2711, "open_interest": 2.0, "volume": 0.0, "delta": 0.9731, "gamma": 0.0013, "vega": 0.112, "theta": -0.0611, "rho": 0.3408, "theo": 85.0776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 65.46, "last_trade_time": "2026-11-05T13:57:54", "percent_change": 0.0, "prev_day_close": 84.9200019836426}, {"option": "SPY261130P00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2712, "open_interest": 612.0, "volume": 26.0, "delta": -0.0267, "gamma": 0.0013, "vega": 0.112, "theta": -0.0726, "rho": -0.0103, "theo": 0.4718, "change": -0.365, "open": 0.49, "high": 0.56, "low": 0.49, "tick": "up", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T09:36:54", "percent_change": -39.4595, "prev_day_close": 0.484999999403954}, {"option": "SPY261130C00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 127.0, "volume": 1.0, "delta": 0.9725, "gamma": 0.0013, "vega": 0.114, "theta": -0.062, "rho": 0.3411, "theo": 84.0879, "change": 6.4, "open": 79.83, "high": 79.83, "low": 79.83, "tick": "down", "last_trade_price": 79.83, "last_trade_time": "2026-11-11T09:54:08", "percent_change": 8.71578, "prev_day_close": 84.2000007629394}, {"option": "SPY261130P00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2693, "open_interest": 298.0, "volume": 319.0, "delta": -0.0273, "gamma": 0.0013, "vega": 0.114, "theta": -0.0734, "rho": -0.0105, "theo": 0.48, "change": -0.48, "open": 0.54, "high": 0.54, "low": 0.46, "tick": "no_change", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -51.0638, "prev_day_close": 0.489999994635582}, {"option": "SPY261130C00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2083, "open_interest": 269.0, "volume": 0.0, "delta": 0.9719, "gamma": 0.0014, "vega": 0.1161, "theta": -0.0629, "rho": 0.3414, "theo": 83.0985, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 69.04, "last_trade_time": "2026-11-05T10:47:35", "percent_change": 0.0, "prev_day_close": 83.2800025939941}, {"option": "SPY261130P00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2666, "open_interest": 601.0, "volume": 57.0, "delta": -0.028, "gamma": 0.0014, "vega": 0.1165, "theta": -0.0744, "rho": -0.0108, "theo": 0.4903, "change": -0.455, "open": 0.51, "high": 0.51, "low": 0.51, "tick": "no_change", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T10:42:04", "percent_change": -47.1503, "prev_day_close": 0.495000004768372}, {"option": "SPY261130C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2207, "open_interest": 127.0, "volume": 0.0, "delta": 0.9713, "gamma": 0.0014, "vega": 0.1182, "theta": -0.0639, "rho": 0.3416, "theo": 82.1094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.89, "last_trade_time": "2026-11-06T10:36:51", "percent_change": 0.0, "prev_day_close": 82.2449989318848}, {"option": "SPY261130P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2648, "open_interest": 16953.0, "volume": 383.0, "delta": -0.0285, "gamma": 0.0014, "vega": 0.1183, "theta": -0.075, "rho": -0.011, "theo": 0.4969, "change": -0.465, "open": 0.52, "high": 0.65, "low": 0.46, "tick": "up", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T15:59:12", "percent_change": -47.2081, "prev_day_close": 0.504999995231628}, {"option": "SPY261130C00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2628, "open_interest": 32.0, "volume": 0.0, "delta": 0.9706, "gamma": 0.0014, "vega": 0.1205, "theta": -0.0649, "rho": 0.3419, "theo": 81.1205, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.8, "last_trade_time": "2026-10-14T14:37:07", "percent_change": 0.0, "prev_day_close": 80.9649963378906}, {"option": "SPY261130P00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2624, "open_interest": 553.0, "volume": 2.0, "delta": -0.0292, "gamma": 0.0014, "vega": 0.1206, "theta": -0.0759, "rho": -0.0112, "theo": 0.5064, "change": -0.495, "open": 0.48, "high": 0.51, "low": 0.48, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T15:41:25", "percent_change": -49.2537, "prev_day_close": 0.514999985694885}, {"option": "SPY261130C00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2548, "open_interest": 58.0, "volume": 0.0, "delta": 0.97, "gamma": 0.0015, "vega": 0.1228, "theta": -0.0659, "rho": 0.3422, "theo": 80.132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.15, "last_trade_time": "2026-08-20T14:05:45", "percent_change": 0.0, "prev_day_close": 79.9549980163574}, {"option": "SPY261130P00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2602, "open_interest": 367.0, "volume": 134.0, "delta": -0.0299, "gamma": 0.0015, "vega": 0.1231, "theta": -0.077, "rho": -0.0115, "theo": 0.5169, "change": -0.54, "open": 0.63, "high": 0.63, "low": 0.46, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T15:14:44", "percent_change": -52.4272, "prev_day_close": 0.524999976158142}, {"option": "SPY261130C00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2592, "open_interest": 40.0, "volume": 0.0, "delta": 0.9693, "gamma": 0.0015, "vega": 0.1252, "theta": -0.0669, "rho": 0.3424, "theo": 79.1438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 92.5, "last_trade_time": "2026-08-25T10:50:36", "percent_change": 0.0, "prev_day_close": 78.995002746582}, {"option": "SPY261130P00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2582, "open_interest": 360.0, "volume": 14.0, "delta": -0.0306, "gamma": 0.0015, "vega": 0.1255, "theta": -0.0778, "rho": -0.0118, "theo": 0.5263, "change": -0.57, "open": 0.48, "high": 0.48, "low": 0.48, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T13:48:42", "percent_change": -54.2857, "prev_day_close": 0.534999996423721}, {"option": "SPY261130C00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2505, "open_interest": 115.0, "volume": 0.0, "delta": 0.9686, "gamma": 0.0016, "vega": 0.1276, "theta": -0.068, "rho": 0.3426, "theo": 78.156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.12, "last_trade_time": "2026-11-05T10:56:37", "percent_change": 0.0, "prev_day_close": 78.3050003051758}, {"option": "SPY261130P00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2564, "open_interest": 18890.0, "volume": 119.0, "delta": -0.0312, "gamma": 0.0016, "vega": 0.1275, "theta": -0.0785, "rho": -0.012, "theo": 0.5335, "change": -0.555, "open": 0.58, "high": 0.59, "low": 0.52, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -51.6279, "prev_day_close": 0.545000016689301}, {"option": "SPY261130C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2547, "open_interest": 36.0, "volume": 0.0, "delta": 0.9678, "gamma": 0.0016, "vega": 0.1301, "theta": -0.069, "rho": 0.3429, "theo": 77.1685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.95, "last_trade_time": "2026-11-05T13:44:37", "percent_change": 0.0, "prev_day_close": 77.0149993896484}, {"option": "SPY261130P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.254, "open_interest": 18538.0, "volume": 266.0, "delta": -0.0321, "gamma": 0.0016, "vega": 0.1305, "theta": -0.0797, "rho": -0.0123, "theo": 0.5463, "change": -0.56, "open": 0.6, "high": 0.68, "low": 0.49, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T15:37:23", "percent_change": -50.9091, "prev_day_close": 0.555000007152557}, {"option": "SPY261130C00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2532, "open_interest": 54.0, "volume": 0.0, "delta": 0.967, "gamma": 0.0017, "vega": 0.1328, "theta": -0.0701, "rho": 0.3431, "theo": 76.1814, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 92.47, "last_trade_time": "2026-08-20T10:35:22", "percent_change": 0.0, "prev_day_close": 76.0250015258789}, {"option": "SPY261130P00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2521, "open_interest": 460.0, "volume": 6.0, "delta": -0.0328, "gamma": 0.0017, "vega": 0.133, "theta": -0.0806, "rho": -0.0126, "theo": 0.5557, "change": -0.6, "open": 0.61, "high": 0.61, "low": 0.53, "tick": "no_change", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T15:17:41", "percent_change": -53.0973, "prev_day_close": 0.564999997615814}, {"option": "SPY261130C00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2505, "open_interest": 49.0, "volume": 0.0, "delta": 0.9662, "gamma": 0.0017, "vega": 0.1354, "theta": -0.0713, "rho": 0.3433, "theo": 75.1947, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.67, "last_trade_time": "2026-11-06T11:24:38", "percent_change": 0.0, "prev_day_close": 75.0499992370606}, {"option": "SPY261130P00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2503, "open_interest": 440.0, "volume": 31.0, "delta": -0.0336, "gamma": 0.0017, "vega": 0.1357, "theta": -0.0816, "rho": -0.0129, "theo": 0.5669, "change": -0.61, "open": 0.68, "high": 0.68, "low": 0.54, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T15:19:12", "percent_change": -53.0435, "prev_day_close": 0.574999988079071}, {"option": "SPY261130C00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2485, "open_interest": 34.0, "volume": 0.0, "delta": 0.9654, "gamma": 0.0018, "vega": 0.1382, "theta": -0.0724, "rho": 0.3434, "theo": 74.2085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.49, "last_trade_time": "2026-11-06T12:36:46", "percent_change": 0.0, "prev_day_close": 74.0550003051758}, {"option": "SPY261130P00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2483, "open_interest": 631.0, "volume": 11.0, "delta": -0.0344, "gamma": 0.0018, "vega": 0.1383, "theta": -0.0824, "rho": -0.0132, "theo": 0.5766, "change": -0.65, "open": 0.58, "high": 0.58, "low": 0.53, "tick": "no_change", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T13:39:11", "percent_change": -55.0847, "prev_day_close": 0.590000003576279}, {"option": "SPY261130C00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 303.0, "volume": 0.0, "delta": 0.9646, "gamma": 0.0018, "vega": 0.141, "theta": -0.0736, "rho": 0.3436, "theo": 73.2227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.62, "last_trade_time": "2026-11-06T12:36:44", "percent_change": 0.0, "prev_day_close": 73.4349975585938}, {"option": "SPY261130P00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2461, "open_interest": 721.0, "volume": 0.0, "delta": -0.0352, "gamma": 0.0018, "vega": 0.1412, "theta": -0.0835, "rho": -0.0136, "theo": 0.5887, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.12, "last_trade_time": "2026-11-10T16:02:45", "percent_change": 0.0, "prev_day_close": 0.605000019073486}, {"option": "SPY261130C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2449, "open_interest": 55.0, "volume": 3.0, "delta": 0.9637, "gamma": 0.0019, "vega": 0.1439, "theta": -0.0749, "rho": 0.3438, "theo": 72.2374, "change": 12.01, "open": 74.05, "high": 74.05, "low": 74.05, "tick": "up", "last_trade_price": 74.05, "last_trade_time": "2026-11-11T13:28:22", "percent_change": 19.3585, "prev_day_close": 72.0799980163574}, {"option": "SPY261130P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2442, "open_interest": 5447.0, "volume": 2124.0, "delta": -0.0361, "gamma": 0.0019, "vega": 0.1442, "theta": -0.0846, "rho": -0.0139, "theo": 0.6012, "change": -0.6, "open": 0.64, "high": 0.77, "low": 0.54, "tick": "up", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T15:57:35", "percent_change": -48.3871, "prev_day_close": 0.615000009536743}, {"option": "SPY261130C00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.241, "open_interest": 51.0, "volume": 0.0, "delta": 0.9627, "gamma": 0.0019, "vega": 0.1469, "theta": -0.0761, "rho": 0.3439, "theo": 71.2526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.77, "last_trade_time": "2026-11-06T12:36:44", "percent_change": 0.0, "prev_day_close": 71.1000022888184}, {"option": "SPY261130P00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2418, "open_interest": 448.0, "volume": 22.0, "delta": -0.0372, "gamma": 0.0019, "vega": 0.1475, "theta": -0.086, "rho": -0.0143, "theo": 0.6165, "change": -0.68, "open": 0.65, "high": 0.65, "low": 0.59, "tick": "down", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -53.5433, "prev_day_close": 0.625}, {"option": "SPY261130C00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2401, "open_interest": 6.0, "volume": 0.0, "delta": 0.9618, "gamma": 0.002, "vega": 0.15, "theta": -0.0774, "rho": 0.344, "theo": 70.2683, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.75, "last_trade_time": "2026-11-06T12:39:58", "percent_change": 0.0, "prev_day_close": 70.1949996948242}, {"option": "SPY261130P00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2401, "open_interest": 1002.0, "volume": 5.0, "delta": -0.038, "gamma": 0.002, "vega": 0.1502, "theta": -0.0869, "rho": -0.0146, "theo": 0.6274, "change": -0.67, "open": 0.77, "high": 0.77, "low": 0.64, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T12:14:41", "percent_change": -51.145, "prev_day_close": 0.639999985694885}, {"option": "SPY261130C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2068, "open_interest": 199.0, "volume": 0.0, "delta": 0.9608, "gamma": 0.002, "vega": 0.1532, "theta": -0.0788, "rho": 0.3442, "theo": 69.2846, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.97, "last_trade_time": "2026-11-06T12:36:44", "percent_change": 0.0, "prev_day_close": 69.3999977111816}, {"option": "SPY261130P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.238, "open_interest": 2110.0, "volume": 53.0, "delta": -0.0392, "gamma": 0.002, "vega": 0.1536, "theta": -0.0883, "rho": -0.015, "theo": 0.6433, "change": -0.69, "open": 0.73, "high": 0.74, "low": 0.65, "tick": "down", "last_trade_price": 0.65, "last_trade_time": "2026-11-11T12:17:34", "percent_change": -51.4925, "prev_day_close": 0.655000001192093}, {"option": "SPY261130C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2362, "open_interest": 14.0, "volume": 0.0, "delta": 0.9597, "gamma": 0.0021, "vega": 0.1565, "theta": -0.0801, "rho": 0.3443, "theo": 68.3015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.53, "last_trade_time": "2026-08-26T15:59:30", "percent_change": 0.0, "prev_day_close": 68.1749992370606}, {"option": "SPY261130P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2362, "open_interest": 663.0, "volume": 68.0, "delta": -0.0401, "gamma": 0.0021, "vega": 0.1566, "theta": -0.0894, "rho": -0.0154, "theo": 0.6563, "change": -0.72, "open": 0.73, "high": 0.73, "low": 0.61, "tick": "no_change", "last_trade_price": 0.66, "last_trade_time": "2026-11-11T14:12:36", "percent_change": -52.1739, "prev_day_close": 0.6700000166893}, {"option": "SPY261130C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2344, "open_interest": 20.0, "volume": 0.0, "delta": 0.9586, "gamma": 0.0022, "vega": 0.1599, "theta": -0.0815, "rho": 0.3444, "theo": 67.319, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.53, "last_trade_time": "2026-11-09T09:36:40", "percent_change": 0.0, "prev_day_close": 67.2449989318848}, {"option": "SPY261130P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2339, "open_interest": 1545.0, "volume": 358.0, "delta": -0.0412, "gamma": 0.0022, "vega": 0.1599, "theta": -0.0906, "rho": -0.0158, "theo": 0.6706, "change": -0.77, "open": 0.77, "high": 0.87, "low": 0.61, "tick": "no_change", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T14:49:42", "percent_change": -54.6099, "prev_day_close": 0.685000002384186}, {"option": "SPY261130C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2002, "open_interest": 102.0, "volume": 0.0, "delta": 0.9575, "gamma": 0.0022, "vega": 0.1635, "theta": -0.083, "rho": 0.3444, "theo": 66.3372, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 80.14, "last_trade_time": "2026-08-24T10:42:25", "percent_change": 0.0, "prev_day_close": 66.3600006103516}, {"option": "SPY261130P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2322, "open_interest": 584.0, "volume": 36.0, "delta": -0.0424, "gamma": 0.0022, "vega": 0.1635, "theta": -0.092, "rho": -0.0162, "theo": 0.6873, "change": -0.82, "open": 0.81, "high": 0.89, "low": 0.63, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T13:40:35", "percent_change": -56.5517, "prev_day_close": 0.699999988079071}, {"option": "SPY261130C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2303, "open_interest": 85.0, "volume": 0.0, "delta": 0.9563, "gamma": 0.0023, "vega": 0.1672, "theta": -0.0845, "rho": 0.3445, "theo": 65.356, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.59, "last_trade_time": "2026-11-10T14:56:09", "percent_change": 0.0, "prev_day_close": 65.2000007629394}, {"option": "SPY261130P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2301, "open_interest": 1637.0, "volume": 103.0, "delta": -0.0435, "gamma": 0.0023, "vega": 0.1671, "theta": -0.0934, "rho": -0.0166, "theo": 0.7036, "change": -0.81, "open": 0.91, "high": 0.91, "low": 0.68, "tick": "no_change", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:36:02", "percent_change": -54.3624, "prev_day_close": 0.719999998807907}, {"option": "SPY261130C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2236, "open_interest": 50.0, "volume": 0.0, "delta": 0.955, "gamma": 0.0024, "vega": 0.171, "theta": -0.086, "rho": 0.3445, "theo": 64.3756, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.1, "last_trade_time": "2026-11-06T14:55:59", "percent_change": 0.0, "prev_day_close": 64.2549991607666}, {"option": "SPY261130P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.228, "open_interest": 625.0, "volume": 109.0, "delta": -0.0448, "gamma": 0.0024, "vega": 0.1709, "theta": -0.0948, "rho": -0.0171, "theo": 0.7207, "change": -0.805, "open": 0.95, "high": 0.95, "low": 0.7, "tick": "down", "last_trade_price": 0.73, "last_trade_time": "2026-11-11T15:50:37", "percent_change": -52.443, "prev_day_close": 0.735000014305115}, {"option": "SPY261130C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1992, "open_interest": 130.0, "volume": 3.0, "delta": 0.9537, "gamma": 0.0024, "vega": 0.1749, "theta": -0.0876, "rho": 0.3445, "theo": 63.3959, "change": 7.52, "open": 61.0, "high": 61.0, "low": 61.0, "tick": "no_change", "last_trade_price": 61.0, "last_trade_time": "2026-11-11T09:34:00", "percent_change": 14.0613, "prev_day_close": 63.3950004577637}, {"option": "SPY261130P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2262, "open_interest": 418.0, "volume": 112.0, "delta": -0.0461, "gamma": 0.0024, "vega": 0.1748, "theta": -0.0962, "rho": -0.0176, "theo": 0.7387, "change": -0.84, "open": 0.96, "high": 0.96, "low": 0.68, "tick": "down", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T15:47:12", "percent_change": -53.1646, "prev_day_close": 0.754999995231628}, {"option": "SPY261130C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1966, "open_interest": 342.0, "volume": 0.0, "delta": 0.9524, "gamma": 0.0025, "vega": 0.179, "theta": -0.0892, "rho": 0.3445, "theo": 62.4171, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.14, "last_trade_time": "2026-11-09T09:44:00", "percent_change": 0.0, "prev_day_close": 62.6000003814697}, {"option": "SPY261130P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2243, "open_interest": 13040.0, "volume": 856.0, "delta": -0.0474, "gamma": 0.0025, "vega": 0.1792, "theta": -0.0977, "rho": -0.0182, "theo": 0.7578, "change": -0.86, "open": 0.92, "high": 1.09, "low": 0.68, "tick": "down", "last_trade_price": 0.76, "last_trade_time": "2026-11-11T16:14:16", "percent_change": -53.0864, "prev_day_close": 0.774999976158142}, {"option": "SPY261130C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2227, "open_interest": 51.0, "volume": 0.0, "delta": 0.951, "gamma": 0.0026, "vega": 0.1833, "theta": -0.0909, "rho": 0.3444, "theo": 61.4391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 43.48, "last_trade_time": "2026-11-06T14:55:59", "percent_change": 0.0, "prev_day_close": 61.295000076294}, {"option": "SPY261130P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2224, "open_interest": 1354.0, "volume": 246.0, "delta": -0.0488, "gamma": 0.0026, "vega": 0.1835, "theta": -0.0993, "rho": -0.0187, "theo": 0.7775, "change": -0.88, "open": 0.92, "high": 1.02, "low": 0.71, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T15:47:12", "percent_change": -52.6946, "prev_day_close": 0.7950000166893}, {"option": "SPY261130C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2212, "open_interest": 20.0, "volume": 0.0, "delta": 0.9495, "gamma": 0.0027, "vega": 0.1877, "theta": -0.0926, "rho": 0.3444, "theo": 60.462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.82, "last_trade_time": "2026-11-06T10:30:48", "percent_change": 0.0, "prev_day_close": 60.3400001525879}, {"option": "SPY261130P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2205, "open_interest": 2281.0, "volume": 14.0, "delta": -0.0503, "gamma": 0.0027, "vega": 0.188, "theta": -0.1009, "rho": -0.0193, "theo": 0.7981, "change": -0.91, "open": 0.92, "high": 1.01, "low": 0.71, "tick": "no_change", "last_trade_price": 0.81, "last_trade_time": "2026-11-11T14:12:36", "percent_change": -52.907, "prev_day_close": 0.814999997615814}, {"option": "SPY261130C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2188, "open_interest": 23.0, "volume": 0.0, "delta": 0.948, "gamma": 0.0028, "vega": 0.1922, "theta": -0.0944, "rho": 0.3443, "theo": 59.4859, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 47.61, "last_trade_time": "2026-11-10T13:39:59", "percent_change": 0.0, "prev_day_close": 59.355001449585}, {"option": "SPY261130P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2186, "open_interest": 688.0, "volume": 18.0, "delta": -0.0518, "gamma": 0.0028, "vega": 0.1925, "theta": -0.1025, "rho": -0.0199, "theo": 0.8191, "change": -1.02, "open": 1.06, "high": 1.1, "low": 0.75, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T13:26:28", "percent_change": -57.6271, "prev_day_close": 0.834999978542328}, {"option": "SPY261130C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2172, "open_interest": 14.0, "volume": 0.0, "delta": 0.9464, "gamma": 0.0029, "vega": 0.1968, "theta": -0.0962, "rho": 0.3442, "theo": 58.5108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 41.37, "last_trade_time": "2026-11-06T12:36:41", "percent_change": 0.0, "prev_day_close": 58.4000015258789}, {"option": "SPY261130P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2165, "open_interest": 472.0, "volume": 51.0, "delta": -0.0534, "gamma": 0.0029, "vega": 0.1971, "theta": -0.1042, "rho": -0.0204, "theo": 0.8417, "change": -0.975, "open": 0.88, "high": 0.88, "low": 0.82, "tick": "no_change", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T15:50:31", "percent_change": -53.4247, "prev_day_close": 0.860000014305115}, {"option": "SPY261130C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1919, "open_interest": 243.0, "volume": 1.0, "delta": 0.9447, "gamma": 0.003, "vega": 0.2016, "theta": -0.0981, "rho": 0.344, "theo": 57.5368, "change": 5.83, "open": 53.53, "high": 53.53, "low": 53.53, "tick": "up", "last_trade_price": 53.53, "last_trade_time": "2026-11-11T09:37:24", "percent_change": 12.2222, "prev_day_close": 57.5750007629394}, {"option": "SPY261130P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2149, "open_interest": 2400.0, "volume": 908.0, "delta": -0.0553, "gamma": 0.003, "vega": 0.2022, "theta": -0.1062, "rho": -0.0212, "theo": 0.8681, "change": -0.96, "open": 0.97, "high": 1.15, "low": 0.77, "tick": "no_change", "last_trade_price": 0.92, "last_trade_time": "2026-11-11T15:55:50", "percent_change": -51.0638, "prev_day_close": 0.884999990463257}, {"option": "SPY261130C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 58.0, "volume": 0.0, "delta": 0.9429, "gamma": 0.0031, "vega": 0.2065, "theta": -0.1, "rho": 0.3438, "theo": 56.5639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.53, "last_trade_time": "2026-11-06T12:36:39", "percent_change": 0.0, "prev_day_close": 56.4000015258789}, {"option": "SPY261130P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2128, "open_interest": 2251.0, "volume": 7.0, "delta": -0.0571, "gamma": 0.0031, "vega": 0.2072, "theta": -0.1081, "rho": -0.0218, "theo": 0.8942, "change": -1.06, "open": 0.97, "high": 0.97, "low": 0.88, "tick": "down", "last_trade_price": 0.88, "last_trade_time": "2026-11-11T12:47:35", "percent_change": -54.6392, "prev_day_close": 0.909999996423721}, {"option": "SPY261130C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.209, "open_interest": 44.0, "volume": 0.0, "delta": 0.9411, "gamma": 0.0032, "vega": 0.2116, "theta": -0.102, "rho": 0.3436, "theo": 55.5921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.3, "last_trade_time": "2026-11-06T12:20:42", "percent_change": 0.0, "prev_day_close": 55.4349994659424}, {"option": "SPY261130P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.211, "open_interest": 924.0, "volume": 154.0, "delta": -0.0589, "gamma": 0.0032, "vega": 0.2122, "theta": -0.1099, "rho": -0.0224, "theo": 0.9196, "change": -1.065, "open": 1.08, "high": 1.21, "low": 0.9, "tick": "no_change", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T14:12:36", "percent_change": -53.1172, "prev_day_close": 0.935000002384186}, {"option": "SPY261130C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2054, "open_interest": 63.0, "volume": 0.0, "delta": 0.9392, "gamma": 0.0033, "vega": 0.2168, "theta": -0.104, "rho": 0.3434, "theo": 54.6216, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.21, "last_trade_time": "2026-11-06T14:07:58", "percent_change": 0.0, "prev_day_close": 54.4650001525879}, {"option": "SPY261130P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2092, "open_interest": 9428.0, "volume": 46.0, "delta": -0.0608, "gamma": 0.0033, "vega": 0.2172, "theta": -0.1118, "rho": -0.0231, "theo": 0.9462, "change": -1.105, "open": 1.18, "high": 1.24, "low": 0.85, "tick": "down", "last_trade_price": 0.96, "last_trade_time": "2026-11-11T16:06:32", "percent_change": -53.5109, "prev_day_close": 0.965000003576279}, {"option": "SPY261130C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1893, "open_interest": 288.0, "volume": 0.0, "delta": 0.9372, "gamma": 0.0034, "vega": 0.2223, "theta": -0.1061, "rho": 0.3431, "theo": 53.6524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.26, "last_trade_time": "2026-11-10T15:08:27", "percent_change": 0.0, "prev_day_close": 53.6500015258789}, {"option": "SPY261130P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2071, "open_interest": 635.0, "volume": 132.0, "delta": -0.0629, "gamma": 0.0034, "vega": 0.2228, "theta": -0.1138, "rho": -0.0239, "theo": 0.9756, "change": -1.155, "open": 1.19, "high": 1.32, "low": 0.98, "tick": "no_change", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T15:50:31", "percent_change": -54.0984, "prev_day_close": 0.990000009536743}, {"option": "SPY261130C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1871, "open_interest": 124.0, "volume": 0.0, "delta": 0.9351, "gamma": 0.0035, "vega": 0.228, "theta": -0.1083, "rho": 0.3428, "theo": 52.6845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.33, "last_trade_time": "2026-11-10T15:08:16", "percent_change": 0.0, "prev_day_close": 52.8999996185303}, {"option": "SPY261130P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2053, "open_interest": 8051.0, "volume": 270.0, "delta": -0.065, "gamma": 0.0035, "vega": 0.2285, "theta": -0.1159, "rho": -0.0247, "theo": 1.0055, "change": -1.135, "open": 1.26, "high": 1.45, "low": 0.9, "tick": "no_change", "last_trade_price": 1.07, "last_trade_time": "2026-11-11T15:54:17", "percent_change": -51.4739, "prev_day_close": 1.02499997615814}, {"option": "SPY261130C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1971, "open_interest": 192.0, "volume": 0.0, "delta": 0.9329, "gamma": 0.0036, "vega": 0.234, "theta": -0.1105, "rho": 0.3424, "theo": 51.718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.39, "last_trade_time": "2026-11-10T15:08:21", "percent_change": 0.0, "prev_day_close": 51.7349987030029}, {"option": "SPY261130P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2038, "open_interest": 1082.0, "volume": 252.0, "delta": -0.0671, "gamma": 0.0037, "vega": 0.2344, "theta": -0.1179, "rho": -0.0256, "theo": 1.036, "change": -1.275, "open": 1.35, "high": 1.38, "low": 0.96, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T14:52:12", "percent_change": -56.044, "prev_day_close": 1.06000000238419}, {"option": "SPY261130C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 129.0, "volume": 0.0, "delta": 0.9306, "gamma": 0.0038, "vega": 0.2401, "theta": -0.1128, "rho": 0.342, "theo": 50.7531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.4, "last_trade_time": "2026-11-10T15:08:32", "percent_change": 0.0, "prev_day_close": 50.8449993133545}, {"option": "SPY261130P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.202, "open_interest": 6058.0, "volume": 34.0, "delta": -0.0695, "gamma": 0.0038, "vega": 0.241, "theta": -0.1201, "rho": -0.0265, "theo": 1.0698, "change": -1.315, "open": 1.3, "high": 1.42, "low": 1.04, "tick": "down", "last_trade_price": 1.04, "last_trade_time": "2026-11-11T13:11:02", "percent_change": -55.8386, "prev_day_close": 1.0900000333786}, {"option": "SPY261130C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 103.0, "volume": 0.0, "delta": 0.9282, "gamma": 0.0039, "vega": 0.2464, "theta": -0.1151, "rho": 0.3416, "theo": 49.7898, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.53, "last_trade_time": "2026-11-10T15:08:09", "percent_change": 0.0, "prev_day_close": 49.7950000762939}, {"option": "SPY261130P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2, "open_interest": 747.0, "volume": 39.0, "delta": -0.0719, "gamma": 0.0039, "vega": 0.2474, "theta": -0.1223, "rho": -0.0275, "theo": 1.1043, "change": -1.425, "open": 1.45, "high": 1.53, "low": 1.0, "tick": "no_change", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T14:01:53", "percent_change": -58.5216, "prev_day_close": 1.125}, {"option": "SPY261130C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 157.0, "volume": 0.0, "delta": 0.9257, "gamma": 0.004, "vega": 0.2529, "theta": -0.1175, "rho": 0.3411, "theo": 48.8282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 37.02, "last_trade_time": "2026-11-10T12:43:49", "percent_change": 0.0, "prev_day_close": 48.8350009918213}, {"option": "SPY261130P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1984, "open_interest": 2182.0, "volume": 17.0, "delta": -0.0745, "gamma": 0.0041, "vega": 0.2541, "theta": -0.1246, "rho": -0.0284, "theo": 1.1405, "change": -1.345, "open": 1.44, "high": 1.49, "low": 1.04, "tick": "up", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T14:12:36", "percent_change": -53.4791, "prev_day_close": 1.1599999666214}, {"option": "SPY261130C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 557.0, "volume": 1.0, "delta": 0.923, "gamma": 0.0042, "vega": 0.2595, "theta": -0.12, "rho": 0.3405, "theo": 47.8684, "change": 8.595, "open": 47.03, "high": 47.03, "low": 47.03, "tick": "up", "last_trade_price": 47.03, "last_trade_time": "2026-11-11T11:44:57", "percent_change": 22.3624, "prev_day_close": 48.0149993896484}, {"option": "SPY261130P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1967, "open_interest": 2730.0, "volume": 1383.0, "delta": -0.0771, "gamma": 0.0042, "vega": 0.2607, "theta": -0.127, "rho": -0.0294, "theo": 1.1788, "change": -1.435, "open": 1.43, "high": 1.57, "low": 1.05, "tick": "down", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -55.0864, "prev_day_close": 1.20000004768372}, {"option": "SPY261130C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.18, "open_interest": 260.0, "volume": 4.0, "delta": 0.9203, "gamma": 0.0044, "vega": 0.2663, "theta": -0.1225, "rho": 0.3399, "theo": 46.9104, "change": 5.78, "open": 43.49, "high": 43.49, "low": 43.31, "tick": "down", "last_trade_price": 43.31, "last_trade_time": "2026-11-11T09:51:28", "percent_change": 15.401, "prev_day_close": 46.9400005340576}, {"option": "SPY261130P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.195, "open_interest": 11785.0, "volume": 14078.0, "delta": -0.0797, "gamma": 0.0044, "vega": 0.267, "theta": -0.1292, "rho": -0.0304, "theo": 1.2157, "change": -1.505, "open": 1.44, "high": 1.59, "low": 1.1, "tick": "down", "last_trade_price": 1.19, "last_trade_time": "2026-11-11T15:34:27", "percent_change": -55.8442, "prev_day_close": 1.24000000953674}, {"option": "SPY261130C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 92.0, "volume": 0.0, "delta": 0.9174, "gamma": 0.0045, "vega": 0.2733, "theta": -0.125, "rho": 0.3393, "theo": 45.9545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.93, "last_trade_time": "2026-11-10T15:08:24", "percent_change": 0.0, "prev_day_close": 45.7849998474121}, {"option": "SPY261130P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 415.0, "volume": 60.0, "delta": -0.0826, "gamma": 0.0045, "vega": 0.2739, "theta": -0.1317, "rho": -0.0313, "theo": 1.2577, "change": -1.495, "open": 1.53, "high": 1.76, "low": 1.13, "tick": "up", "last_trade_price": 1.29, "last_trade_time": "2026-11-11T15:41:25", "percent_change": -53.6804, "prev_day_close": 1.27999997138977}, {"option": "SPY261130C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1886, "open_interest": 93.0, "volume": 2.0, "delta": 0.9144, "gamma": 0.0047, "vega": 0.2806, "theta": -0.1277, "rho": 0.3386, "theo": 45.0006, "change": 10.42, "open": 47.13, "high": 47.13, "low": 46.15, "tick": "down", "last_trade_price": 46.15, "last_trade_time": "2026-11-11T12:57:36", "percent_change": 29.1632, "prev_day_close": 44.8600006103516}, {"option": "SPY261130P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1912, "open_interest": 7236.0, "volume": 360.0, "delta": -0.0859, "gamma": 0.0047, "vega": 0.2814, "theta": -0.1344, "rho": -0.0325, "theo": 1.3051, "change": -1.605, "open": 1.59, "high": 1.9, "low": 1.18, "tick": "up", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -55.6326, "prev_day_close": 1.33000004291534}, {"option": "SPY261130C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1874, "open_interest": 63.0, "volume": 2.0, "delta": 0.9112, "gamma": 0.0048, "vega": 0.2881, "theta": -0.1304, "rho": 0.3379, "theo": 44.0488, "change": 10.365, "open": 45.26, "high": 45.26, "low": 45.2, "tick": "down", "last_trade_price": 45.2, "last_trade_time": "2026-11-11T12:57:28", "percent_change": 29.7546, "prev_day_close": 43.9450016021728}, {"option": "SPY261130P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1897, "open_interest": 562.0, "volume": 34.0, "delta": -0.0889, "gamma": 0.0049, "vega": 0.2885, "theta": -0.1368, "rho": -0.0336, "theo": 1.3479, "change": -1.675, "open": 1.76, "high": 1.8, "low": 1.2, "tick": "no_change", "last_trade_price": 1.32, "last_trade_time": "2026-11-11T14:36:56", "percent_change": -55.9265, "prev_day_close": 1.37999999523163}, {"option": "SPY261130C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 423.0, "volume": 8.0, "delta": 0.9079, "gamma": 0.005, "vega": 0.2959, "theta": -0.1331, "rho": 0.3371, "theo": 43.0994, "change": 10.615, "open": 39.64, "high": 44.56, "low": 39.64, "tick": "up", "last_trade_price": 44.56, "last_trade_time": "2026-11-11T13:23:37", "percent_change": 31.2712, "prev_day_close": 43.0850009918213}, {"option": "SPY261130P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.188, "open_interest": 7025.0, "volume": 886.0, "delta": -0.0924, "gamma": 0.0051, "vega": 0.2968, "theta": -0.1397, "rho": -0.035, "theo": 1.3998, "change": -1.69, "open": 1.82, "high": 2.07, "low": 1.26, "tick": "down", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T16:11:24", "percent_change": -54.5161, "prev_day_close": 1.43000000715256}, {"option": "SPY261130C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1822, "open_interest": 89.0, "volume": 1.0, "delta": 0.9044, "gamma": 0.0052, "vega": 0.304, "theta": -0.136, "rho": 0.3362, "theo": 42.1523, "change": 6.155, "open": 39.21, "high": 39.21, "low": 39.21, "tick": "up", "last_trade_price": 39.21, "last_trade_time": "2026-11-11T09:40:07", "percent_change": 18.6205, "prev_day_close": 42.1350002288818}, {"option": "SPY261130P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1864, "open_interest": 562.0, "volume": 163.0, "delta": -0.0958, "gamma": 0.0052, "vega": 0.3049, "theta": -0.1424, "rho": -0.0363, "theo": 1.4491, "change": -1.755, "open": 1.92, "high": 1.98, "low": 1.34, "tick": "up", "last_trade_price": 1.46, "last_trade_time": "2026-11-11T15:46:29", "percent_change": -54.5879, "prev_day_close": 1.48000001907349}, {"option": "SPY261130C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 272.0, "volume": 6.0, "delta": 0.9008, "gamma": 0.0054, "vega": 0.3123, "theta": -0.1388, "rho": 0.3353, "theo": 41.2078, "change": 10.495, "open": 41.2, "high": 42.67, "low": 41.2, "tick": "up", "last_trade_price": 42.67, "last_trade_time": "2026-11-11T13:23:37", "percent_change": 32.6185, "prev_day_close": 41.2749996185303}, {"option": "SPY261130P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1846, "open_interest": 1447.0, "volume": 128.0, "delta": -0.0996, "gamma": 0.0054, "vega": 0.3139, "theta": -0.1452, "rho": -0.0377, "theo": 1.5042, "change": -1.875, "open": 1.8, "high": 2.06, "low": 1.39, "tick": "down", "last_trade_price": 1.46, "last_trade_time": "2026-11-11T15:34:33", "percent_change": -56.2219, "prev_day_close": 1.5349999666214}, {"option": "SPY261130C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 36.0, "volume": 2.0, "delta": 0.897, "gamma": 0.0056, "vega": 0.3209, "theta": -0.1418, "rho": 0.3342, "theo": 40.2661, "change": 9.02, "open": 41.04, "high": 41.04, "low": 40.33, "tick": "down", "last_trade_price": 40.33, "last_trade_time": "2026-11-11T12:15:40", "percent_change": 28.8087, "prev_day_close": 40.125}, {"option": "SPY261130P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 750.0, "volume": 214.0, "delta": -0.1034, "gamma": 0.0057, "vega": 0.3226, "theta": -0.148, "rho": -0.0391, "theo": 1.5605, "change": -1.915, "open": 1.93, "high": 2.15, "low": 1.46, "tick": "up", "last_trade_price": 1.54, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -55.4269, "prev_day_close": 1.5900000333786}, {"option": "SPY261130C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1775, "open_interest": 233.0, "volume": 12.0, "delta": 0.893, "gamma": 0.0058, "vega": 0.3295, "theta": -0.1448, "rho": 0.3332, "theo": 39.3272, "change": 7.505, "open": 38.08, "high": 38.08, "low": 37.94, "tick": "down", "last_trade_price": 37.94, "last_trade_time": "2026-11-11T11:42:08", "percent_change": 24.6591, "prev_day_close": 39.310001373291}, {"option": "SPY261130P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 8208.0, "volume": 33751.0, "delta": -0.1073, "gamma": 0.0059, "vega": 0.3308, "theta": -0.1509, "rho": -0.0406, "theo": 1.618, "change": -1.885, "open": 1.95, "high": 2.45, "low": 1.44, "tick": "down", "last_trade_price": 1.7, "last_trade_time": "2026-11-11T15:59:21", "percent_change": -52.5802, "prev_day_close": 1.64999997615814}, {"option": "SPY261130C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1811, "open_interest": 443.0, "volume": 5.0, "delta": 0.8889, "gamma": 0.006, "vega": 0.3384, "theta": -0.1478, "rho": 0.332, "theo": 38.3914, "change": 8.79, "open": 38.0, "high": 38.59, "low": 38.0, "tick": "down", "last_trade_price": 38.38, "last_trade_time": "2026-11-11T14:18:34", "percent_change": 29.706, "prev_day_close": 38.2849998474121}, {"option": "SPY261130P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1795, "open_interest": 9120.0, "volume": 4984.0, "delta": -0.1117, "gamma": 0.0061, "vega": 0.3398, "theta": -0.1539, "rho": -0.042, "theo": 1.6826, "change": -2.045, "open": 2.16, "high": 2.38, "low": 1.5, "tick": "down", "last_trade_price": 1.68, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -54.8993, "prev_day_close": 1.7150000333786}, {"option": "SPY261130C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1799, "open_interest": 331.0, "volume": 9.0, "delta": 0.8845, "gamma": 0.0063, "vega": 0.3474, "theta": -0.1509, "rho": 0.3308, "theo": 37.4587, "change": 9.07, "open": 33.16, "high": 37.85, "low": 33.16, "tick": "down", "last_trade_price": 37.8, "last_trade_time": "2026-11-11T12:18:57", "percent_change": 31.5698, "prev_day_close": 37.355001449585}, {"option": "SPY261130P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 3516.0, "volume": 13525.0, "delta": -0.1161, "gamma": 0.0063, "vega": 0.3487, "theta": -0.157, "rho": -0.0436, "theo": 1.7482, "change": -2.11, "open": 2.32, "high": 2.38, "low": 1.58, "tick": "no_change", "last_trade_price": 1.75, "last_trade_time": "2026-11-11T16:07:25", "percent_change": -54.6632, "prev_day_close": 1.7849999666214}, {"option": "SPY261130C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1782, "open_interest": 238.0, "volume": 6.0, "delta": 0.8799, "gamma": 0.0065, "vega": 0.3568, "theta": -0.154, "rho": 0.3295, "theo": 36.5294, "change": 6.015, "open": 34.08, "high": 34.08, "low": 33.69, "tick": "down", "last_trade_price": 33.89, "last_trade_time": "2026-11-11T10:48:16", "percent_change": 21.5785, "prev_day_close": 36.4300003051758}, {"option": "SPY261130P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 22225.0, "volume": 226.0, "delta": -0.1207, "gamma": 0.0066, "vega": 0.3579, "theta": -0.16, "rho": -0.0453, "theo": 1.8171, "change": -2.08, "open": 2.26, "high": 2.46, "low": 1.65, "tick": "no_change", "last_trade_price": 1.93, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -51.8703, "prev_day_close": 1.85500001907349}, {"option": "SPY261130C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 319.0, "volume": 10.0, "delta": 0.8751, "gamma": 0.0068, "vega": 0.3665, "theta": -0.1572, "rho": 0.3281, "theo": 35.6035, "change": 9.795, "open": 32.08, "high": 37.44, "low": 32.08, "tick": "down", "last_trade_price": 36.82, "last_trade_time": "2026-11-11T13:32:44", "percent_change": 36.2442, "prev_day_close": 35.5100002288818}, {"option": "SPY261130P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 14589.0, "volume": 13460.0, "delta": -0.1254, "gamma": 0.0068, "vega": 0.3672, "theta": -0.1631, "rho": -0.0471, "theo": 1.8868, "change": -2.27, "open": 2.45, "high": 2.68, "low": 1.72, "tick": "up", "last_trade_price": 1.89, "last_trade_time": "2026-11-11T16:13:51", "percent_change": -54.5673, "prev_day_close": 1.93000000715256}, {"option": "SPY261130C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1748, "open_interest": 367.0, "volume": 10.0, "delta": 0.8701, "gamma": 0.007, "vega": 0.3765, "theta": -0.1605, "rho": 0.3266, "theo": 34.6813, "change": 8.905, "open": 31.39, "high": 35.09, "low": 31.39, "tick": "up", "last_trade_price": 35.09, "last_trade_time": "2026-11-11T14:13:04", "percent_change": 34.008, "prev_day_close": 34.5750007629394}, {"option": "SPY261130P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1731, "open_interest": 1091.0, "volume": 217.0, "delta": -0.1304, "gamma": 0.0071, "vega": 0.3777, "theta": -0.1661, "rho": -0.0489, "theo": 1.9605, "change": -2.22, "open": 2.75, "high": 2.75, "low": 1.76, "tick": "up", "last_trade_price": 2.1, "last_trade_time": "2026-11-11T15:54:45", "percent_change": -51.3889, "prev_day_close": 2.00499999523163}, {"option": "SPY261130C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 1447.0, "volume": 27.0, "delta": 0.8648, "gamma": 0.0073, "vega": 0.3867, "theta": -0.1638, "rho": 0.325, "theo": 33.7631, "change": 9.44, "open": 31.99, "high": 34.79, "low": 31.18, "tick": "up", "last_trade_price": 34.79, "last_trade_time": "2026-11-11T13:01:49", "percent_change": 37.2387, "prev_day_close": 33.6499996185303}, {"option": "SPY261130P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1714, "open_interest": 9844.0, "volume": 4670.0, "delta": -0.1359, "gamma": 0.0073, "vega": 0.389, "theta": -0.1695, "rho": -0.0511, "theo": 2.0453, "change": -2.43, "open": 2.65, "high": 2.96, "low": 1.82, "tick": "down", "last_trade_price": 2.06, "last_trade_time": "2026-11-11T16:10:53", "percent_change": -54.1203, "prev_day_close": 2.08999991416931}, {"option": "SPY261130C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 307.0, "volume": 8.0, "delta": 0.8592, "gamma": 0.0075, "vega": 0.3973, "theta": -0.1672, "rho": 0.3232, "theo": 32.844, "change": 9.43, "open": 29.51, "high": 33.98, "low": 29.49, "tick": "down", "last_trade_price": 33.96, "last_trade_time": "2026-11-11T12:58:27", "percent_change": 38.4427, "prev_day_close": 32.75}, {"option": "SPY261130P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1699, "open_interest": 949.0, "volume": 57.0, "delta": -0.1413, "gamma": 0.0076, "vega": 0.399, "theta": -0.1727, "rho": -0.0531, "theo": 2.1267, "change": -2.405, "open": 2.58, "high": 3.18, "low": 1.92, "tick": "up", "last_trade_price": 2.26, "last_trade_time": "2026-11-11T15:54:10", "percent_change": -51.5541, "prev_day_close": 2.17500007152557}, {"option": "SPY261130C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1833, "open_interest": 553.0, "volume": 10.0, "delta": 0.8536, "gamma": 0.0078, "vega": 0.4076, "theta": -0.1704, "rho": 0.3214, "theo": 31.9396, "change": 9.305, "open": 28.32, "high": 33.03, "low": 28.24, "tick": "down", "last_trade_price": 33.02, "last_trade_time": "2026-11-11T12:58:21", "percent_change": 39.2368, "prev_day_close": 31.8400001525879}, {"option": "SPY261130P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 1001.0, "volume": 299.0, "delta": -0.1471, "gamma": 0.0079, "vega": 0.4092, "theta": -0.1758, "rho": -0.0548, "theo": 2.2139, "change": -2.58, "open": 2.92, "high": 2.94, "low": 2.0, "tick": "up", "last_trade_price": 2.27, "last_trade_time": "2026-11-11T16:01:15", "percent_change": -53.1959, "prev_day_close": 2.26499998569489}, {"option": "SPY261130C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1686, "open_interest": 204.0, "volume": 7.0, "delta": 0.8475, "gamma": 0.0081, "vega": 0.4182, "theta": -0.1738, "rho": 0.3195, "theo": 31.0346, "change": 8.115, "open": 29.34, "high": 31.02, "low": 27.33, "tick": "up", "last_trade_price": 31.02, "last_trade_time": "2026-11-11T12:10:20", "percent_change": 35.4289, "prev_day_close": 30.9349994659424}, {"option": "SPY261130P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 904.0, "volume": 36.0, "delta": -0.1535, "gamma": 0.0082, "vega": 0.4199, "theta": -0.1794, "rho": -0.0571, "theo": 2.3133, "change": -2.62, "open": 3.17, "high": 3.19, "low": 2.08, "tick": "down", "last_trade_price": 2.42, "last_trade_time": "2026-11-11T15:58:37", "percent_change": -51.9841, "prev_day_close": 2.36500000953674}, {"option": "SPY261130C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 324.0, "volume": 47.0, "delta": 0.8412, "gamma": 0.0084, "vega": 0.4291, "theta": -0.1771, "rho": 0.3175, "theo": 30.1346, "change": 9.105, "open": 26.91, "high": 31.28, "low": 26.5, "tick": "down", "last_trade_price": 31.2, "last_trade_time": "2026-11-11T12:54:58", "percent_change": 41.2084, "prev_day_close": 30.039999961853}, {"option": "SPY261130P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 1203.0, "volume": 104.0, "delta": -0.1599, "gamma": 0.0085, "vega": 0.4306, "theta": -0.1828, "rho": -0.0595, "theo": 2.4119, "change": -2.85, "open": 3.3, "high": 3.5, "low": 2.18, "tick": "up", "last_trade_price": 2.39, "last_trade_time": "2026-11-11T15:36:05", "percent_change": -54.3893, "prev_day_close": 2.4650000333786}, {"option": "SPY261130C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1653, "open_interest": 1216.0, "volume": 30.0, "delta": 0.8346, "gamma": 0.0087, "vega": 0.4403, "theta": -0.1805, "rho": 0.3154, "theo": 29.2396, "change": 7.815, "open": 26.19, "high": 30.3, "low": 25.62, "tick": "down", "last_trade_price": 29.13, "last_trade_time": "2026-11-11T14:18:43", "percent_change": 36.6643, "prev_day_close": 29.1450004577637}, {"option": "SPY261130P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1634, "open_interest": 10001.0, "volume": 2561.0, "delta": -0.1666, "gamma": 0.0088, "vega": 0.4417, "theta": -0.1861, "rho": -0.062, "theo": 2.5154, "change": -2.84, "open": 3.34, "high": 3.64, "low": 2.28, "tick": "down", "last_trade_price": 2.6, "last_trade_time": "2026-11-11T16:03:23", "percent_change": -52.2059, "prev_day_close": 2.5699999332428}, {"option": "SPY261130C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1633, "open_interest": 420.0, "volume": 13.0, "delta": 0.8276, "gamma": 0.009, "vega": 0.4517, "theta": -0.1839, "rho": 0.3131, "theo": 28.3501, "change": 9.61, "open": 24.69, "high": 30.18, "low": 24.66, "tick": "down", "last_trade_price": 30.14, "last_trade_time": "2026-11-11T13:32:13", "percent_change": 46.8095, "prev_day_close": 28.875}, {"option": "SPY261130P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1619, "open_interest": 1585.0, "volume": 35.0, "delta": -0.1733, "gamma": 0.0091, "vega": 0.4534, "theta": -0.1893, "rho": -0.0644, "theo": 2.6197, "change": -3.26, "open": 3.92, "high": 3.92, "low": 2.4, "tick": "down", "last_trade_price": 2.4, "last_trade_time": "2026-11-11T13:39:40", "percent_change": -57.5972, "prev_day_close": 2.6800000667572}, {"option": "SPY261130C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 633.0, "volume": 30.0, "delta": 0.8204, "gamma": 0.0094, "vega": 0.4634, "theta": -0.1873, "rho": 0.3107, "theo": 27.4664, "change": 9.4, "open": 25.1, "high": 29.15, "low": 24.18, "tick": "up", "last_trade_price": 29.15, "last_trade_time": "2026-11-11T14:02:14", "percent_change": 47.5949, "prev_day_close": 27.375}, {"option": "SPY261130P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 816.0, "volume": 65.0, "delta": -0.1806, "gamma": 0.0095, "vega": 0.4658, "theta": -0.1926, "rho": -0.0671, "theo": 2.7328, "change": -3.22, "open": 3.46, "high": 3.81, "low": 2.44, "tick": "down", "last_trade_price": 2.67, "last_trade_time": "2026-11-11T14:50:58", "percent_change": -54.6689, "prev_day_close": 2.79999995231628}, {"option": "SPY261130C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1602, "open_interest": 195.0, "volume": 45.0, "delta": 0.8128, "gamma": 0.0097, "vega": 0.475, "theta": -0.1907, "rho": 0.3081, "theo": 26.5888, "change": 8.605, "open": 23.66, "high": 27.59, "low": 22.94, "tick": "no_change", "last_trade_price": 27.59, "last_trade_time": "2026-11-11T14:05:47", "percent_change": 45.3253, "prev_day_close": 26.4949998855591}, {"option": "SPY261130P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 774.0, "volume": 122.0, "delta": -0.1884, "gamma": 0.0098, "vega": 0.4772, "theta": -0.1959, "rho": -0.0693, "theo": 2.8545, "change": -3.1, "open": 3.74, "high": 4.2, "low": 2.59, "tick": "down", "last_trade_price": 3.02, "last_trade_time": "2026-11-11T15:56:05", "percent_change": -50.6536, "prev_day_close": 2.92500007152557}, {"option": "SPY261130C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 360.0, "volume": 41.0, "delta": 0.8049, "gamma": 0.0101, "vega": 0.4867, "theta": -0.1941, "rho": 0.3054, "theo": 25.7177, "change": 7.335, "open": 23.1, "high": 26.87, "low": 22.5, "tick": "down", "last_trade_price": 25.56, "last_trade_time": "2026-11-11T15:52:33", "percent_change": 40.2469, "prev_day_close": 25.625}, {"option": "SPY261130P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 997.0, "volume": 166.0, "delta": -0.1964, "gamma": 0.0102, "vega": 0.4884, "theta": -0.1993, "rho": -0.0721, "theo": 2.9828, "change": -3.32, "open": 3.8, "high": 4.26, "low": 2.74, "tick": "up", "last_trade_price": 3.05, "last_trade_time": "2026-11-11T16:04:35", "percent_change": -52.1193, "prev_day_close": 3.05499994754791}, {"option": "SPY261130C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1559, "open_interest": 982.0, "volume": 299.0, "delta": 0.7966, "gamma": 0.0104, "vega": 0.4984, "theta": -0.1974, "rho": 0.3026, "theo": 24.8533, "change": 7.465, "open": 20.93, "high": 26.54, "low": 20.5, "tick": "down", "last_trade_price": 24.95, "last_trade_time": "2026-11-11T15:17:25", "percent_change": 42.6937, "prev_day_close": 24.7600002288818}, {"option": "SPY261130P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 5602.0, "volume": 5671.0, "delta": -0.2048, "gamma": 0.0105, "vega": 0.4998, "theta": -0.2027, "rho": -0.0752, "theo": 3.1186, "change": -3.51, "open": 4.1, "high": 4.67, "low": 2.8, "tick": "no_change", "last_trade_price": 3.12, "last_trade_time": "2026-11-11T16:14:03", "percent_change": -52.9412, "prev_day_close": 3.19000005722046}, {"option": "SPY261130C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 694.0, "volume": 130.0, "delta": 0.7879, "gamma": 0.0108, "vega": 0.5103, "theta": -0.2007, "rho": 0.2997, "theo": 23.996, "change": 6.92, "open": 21.23, "high": 25.84, "low": 20.81, "tick": "down", "last_trade_price": 23.66, "last_trade_time": "2026-11-11T15:57:44", "percent_change": 41.3381, "prev_day_close": 23.8949995040894}, {"option": "SPY261130P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1541, "open_interest": 758.0, "volume": 50.0, "delta": -0.2136, "gamma": 0.0109, "vega": 0.5116, "theta": -0.206, "rho": -0.0781, "theo": 3.2599, "change": -3.875, "open": 4.29, "high": 4.69, "low": 3.02, "tick": "down", "last_trade_price": 3.02, "last_trade_time": "2026-11-11T14:00:01", "percent_change": -56.2001, "prev_day_close": 3.33499991893768}, {"option": "SPY261130C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 541.0, "volume": 78.0, "delta": 0.7789, "gamma": 0.0112, "vega": 0.5224, "theta": -0.2039, "rho": 0.2965, "theo": 23.1461, "change": 6.84, "open": 20.45, "high": 24.79, "low": 19.9, "tick": "up", "last_trade_price": 22.86, "last_trade_time": "2026-11-11T15:57:49", "percent_change": 42.6966, "prev_day_close": 23.0550003051758}, {"option": "SPY261130P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 1545.0, "volume": 150.0, "delta": -0.2228, "gamma": 0.0113, "vega": 0.5242, "theta": -0.2092, "rho": -0.0816, "theo": 3.4087, "change": -3.615, "open": 4.46, "high": 4.99, "low": 3.06, "tick": "up", "last_trade_price": 3.56, "last_trade_time": "2026-11-11T15:57:20", "percent_change": -50.3833, "prev_day_close": 3.48500001430512}, {"option": "SPY261130C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1511, "open_interest": 785.0, "volume": 156.0, "delta": 0.7694, "gamma": 0.0115, "vega": 0.5345, "theta": -0.207, "rho": 0.2932, "theo": 22.3041, "change": 6.735, "open": 19.48, "high": 24.19, "low": 19.33, "tick": "up", "last_trade_price": 22.04, "last_trade_time": "2026-11-11T15:57:49", "percent_change": 44.0052, "prev_day_close": 22.210000038147}, {"option": "SPY261130P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1511, "open_interest": 986.0, "volume": 119.0, "delta": -0.2324, "gamma": 0.0117, "vega": 0.5374, "theta": -0.2123, "rho": -0.0849, "theo": 3.565, "change": -3.92, "open": 4.57, "high": 5.12, "low": 3.26, "tick": "down", "last_trade_price": 3.55, "last_trade_time": "2026-11-11T14:30:57", "percent_change": -52.4766, "prev_day_close": 3.6450001001358}, {"option": "SPY261130C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 687.0, "volume": 195.0, "delta": 0.7596, "gamma": 0.0119, "vega": 0.5465, "theta": -0.21, "rho": 0.2897, "theo": 21.4705, "change": 6.535, "open": 18.83, "high": 23.21, "low": 18.62, "tick": "down", "last_trade_price": 21.14, "last_trade_time": "2026-11-11T15:57:24", "percent_change": 44.7449, "prev_day_close": 21.3950004577637}, {"option": "SPY261130P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 1554.0, "volume": 162.0, "delta": -0.2429, "gamma": 0.0121, "vega": 0.5494, "theta": -0.2156, "rho": -0.0877, "theo": 3.741, "change": -3.975, "open": 4.91, "high": 5.58, "low": 3.43, "tick": "up", "last_trade_price": 3.8, "last_trade_time": "2026-11-11T16:04:35", "percent_change": -51.1254, "prev_day_close": 3.81499993801117}, {"option": "SPY261130C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 1909.0, "volume": 856.0, "delta": 0.7493, "gamma": 0.0123, "vega": 0.5583, "theta": -0.213, "rho": 0.286, "theo": 20.6457, "change": 6.315, "open": 19.12, "high": 22.44, "low": 17.51, "tick": "no_change", "last_trade_price": 20.23, "last_trade_time": "2026-11-11T15:56:35", "percent_change": 45.3827, "prev_day_close": 20.5549993515015}, {"option": "SPY261130P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 7514.0, "volume": 1480.0, "delta": -0.2529, "gamma": 0.0125, "vega": 0.56, "theta": -0.2184, "rho": -0.0914, "theo": 3.9076, "change": -4.17, "open": 5.13, "high": 5.6, "low": 3.5, "tick": "no_change", "last_trade_price": 3.92, "last_trade_time": "2026-11-11T16:13:30", "percent_change": -51.5451, "prev_day_close": 3.99500012397766}, {"option": "SPY261130C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 770.0, "volume": 703.0, "delta": 0.7386, "gamma": 0.0127, "vega": 0.57, "theta": -0.2158, "rho": 0.2822, "theo": 19.83, "change": 6.29, "open": 17.95, "high": 21.54, "low": 16.66, "tick": "down", "last_trade_price": 19.53, "last_trade_time": "2026-11-11T15:59:08", "percent_change": 47.5076, "prev_day_close": 19.7449998855591}, {"option": "SPY261130P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1466, "open_interest": 1719.0, "volume": 113.0, "delta": -0.2638, "gamma": 0.0129, "vega": 0.5715, "theta": -0.2213, "rho": -0.0953, "theo": 4.0913, "change": -4.275, "open": 5.13, "high": 6.05, "low": 3.82, "tick": "no_change", "last_trade_price": 4.15, "last_trade_time": "2026-11-11T16:01:40", "percent_change": -50.7418, "prev_day_close": 4.17999982833862}, {"option": "SPY261130C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 762.0, "volume": 409.0, "delta": 0.7273, "gamma": 0.0131, "vega": 0.5817, "theta": -0.2186, "rho": 0.2782, "theo": 19.0195, "change": 5.98, "open": 17.08, "high": 20.78, "low": 15.95, "tick": "down", "last_trade_price": 18.56, "last_trade_time": "2026-11-11T15:56:02", "percent_change": 47.5358, "prev_day_close": 18.9400005340576}, {"option": "SPY261130P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1451, "open_interest": 751.0, "volume": 221.0, "delta": -0.2752, "gamma": 0.0134, "vega": 0.5827, "theta": -0.224, "rho": -0.099, "theo": 4.2847, "change": -4.52, "open": 5.63, "high": 5.9, "low": 3.93, "tick": "no_change", "last_trade_price": 4.25, "last_trade_time": "2026-11-11T15:36:33", "percent_change": -51.5393, "prev_day_close": 4.38000011444092}, {"option": "SPY261130C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 407.0, "volume": 277.0, "delta": 0.7158, "gamma": 0.0135, "vega": 0.5931, "theta": -0.221, "rho": 0.2741, "theo": 18.2277, "change": 5.885, "open": 15.54, "high": 19.92, "low": 15.23, "tick": "up", "last_trade_price": 17.82, "last_trade_time": "2026-11-11T15:56:05", "percent_change": 49.3088, "prev_day_close": 18.1399993896484}, {"option": "SPY261130P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 827.0, "volume": 222.0, "delta": -0.287, "gamma": 0.0138, "vega": 0.596, "theta": -0.2266, "rho": -0.1034, "theo": 4.4878, "change": -4.545, "open": 5.54, "high": 6.53, "low": 4.0, "tick": "down", "last_trade_price": 4.58, "last_trade_time": "2026-11-11T14:15:29", "percent_change": -49.8082, "prev_day_close": 4.58500003814697}, {"option": "SPY261130C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 1240.0, "volume": 415.0, "delta": 0.7037, "gamma": 0.014, "vega": 0.6043, "theta": -0.2233, "rho": 0.2696, "theo": 17.4423, "change": 5.575, "open": 16.14, "high": 19.12, "low": 14.46, "tick": "up", "last_trade_price": 16.88, "last_trade_time": "2026-11-11T15:55:29", "percent_change": 49.3145, "prev_day_close": 17.3550004959106}, {"option": "SPY261130P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1421, "open_interest": 1016.0, "volume": 199.0, "delta": -0.2994, "gamma": 0.0142, "vega": 0.6067, "theta": -0.229, "rho": -0.106, "theo": 4.7042, "change": -4.595, "open": 6.09, "high": 6.49, "low": 4.27, "tick": "no_change", "last_trade_price": 4.91, "last_trade_time": "2026-11-11T15:58:34", "percent_change": -48.343, "prev_day_close": 4.79500007629394}, {"option": "SPY261130C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 3795.0, "volume": 917.0, "delta": 0.6911, "gamma": 0.0144, "vega": 0.6151, "theta": -0.2254, "rho": 0.265, "theo": 16.6682, "change": 5.63, "open": 14.9, "high": 18.35, "low": 13.65, "tick": "down", "last_trade_price": 16.32, "last_trade_time": "2026-11-11T15:57:50", "percent_change": 52.666, "prev_day_close": 16.5749998092651}, {"option": "SPY261130P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 11364.0, "volume": 7809.0, "delta": -0.3123, "gamma": 0.0146, "vega": 0.6168, "theta": -0.2312, "rho": -0.1107, "theo": 4.9313, "change": -4.935, "open": 6.42, "high": 7.18, "low": 4.39, "tick": "no_change", "last_trade_price": 4.96, "last_trade_time": "2026-11-11T16:12:53", "percent_change": -49.8737, "prev_day_close": 5.02500009536743}, {"option": "SPY261130C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 1381.0, "volume": 324.0, "delta": 0.678, "gamma": 0.0148, "vega": 0.6254, "theta": -0.2273, "rho": 0.2603, "theo": 15.9056, "change": 5.43, "open": 14.21, "high": 17.45, "low": 13.23, "tick": "up", "last_trade_price": 15.52, "last_trade_time": "2026-11-11T15:54:31", "percent_change": 53.8157, "prev_day_close": 15.8099999427795}, {"option": "SPY261130P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 737.0, "volume": 122.0, "delta": -0.3256, "gamma": 0.0151, "vega": 0.6268, "theta": -0.2332, "rho": -0.1144, "theo": 5.1693, "change": -5.235, "open": 6.36, "high": 7.5, "low": 4.82, "tick": "up", "last_trade_price": 5.07, "last_trade_time": "2026-11-11T14:46:34", "percent_change": -50.8006, "prev_day_close": 5.26999998092651}, {"option": "SPY261130C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 663.0, "volume": 334.0, "delta": 0.6645, "gamma": 0.0152, "vega": 0.6353, "theta": -0.2289, "rho": 0.2553, "theo": 15.155, "change": 5.22, "open": 13.7, "high": 16.8, "low": 12.75, "tick": "down", "last_trade_price": 14.72, "last_trade_time": "2026-11-11T15:54:46", "percent_change": 54.9474, "prev_day_close": 15.0650000572205}, {"option": "SPY261130P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 1456.0, "volume": 279.0, "delta": -0.3395, "gamma": 0.0155, "vega": 0.6362, "theta": -0.235, "rho": -0.1195, "theo": 5.4195, "change": -5.35, "open": 6.67, "high": 7.6, "low": 4.95, "tick": "down", "last_trade_price": 5.38, "last_trade_time": "2026-11-11T16:14:20", "percent_change": -49.8602, "prev_day_close": 5.52500009536743}, {"option": "SPY261130C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 742.0, "volume": 288.0, "delta": 0.6505, "gamma": 0.0156, "vega": 0.6448, "theta": -0.2303, "rho": 0.2501, "theo": 14.4172, "change": 5.16, "open": 11.94, "high": 16.0, "low": 11.56, "tick": "down", "last_trade_price": 14.09, "last_trade_time": "2026-11-11T15:53:38", "percent_change": 57.7828, "prev_day_close": 14.3250002861023}, {"option": "SPY261130P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 481.0, "volume": 248.0, "delta": -0.3539, "gamma": 0.0159, "vega": 0.647, "theta": -0.2365, "rho": -0.1226, "theo": 5.6829, "change": -5.47, "open": 7.19, "high": 7.68, "low": 5.52, "tick": "up", "last_trade_price": 5.7, "last_trade_time": "2026-11-11T15:50:00", "percent_change": -48.9705, "prev_day_close": 5.78999996185303}, {"option": "SPY261130C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1346, "open_interest": 1371.0, "volume": 313.0, "delta": 0.6359, "gamma": 0.016, "vega": 0.6537, "theta": -0.2314, "rho": 0.2446, "theo": 13.693, "change": 5.26, "open": 12.68, "high": 15.26, "low": 11.38, "tick": "down", "last_trade_price": 13.64, "last_trade_time": "2026-11-11T16:12:54", "percent_change": 62.7685, "prev_day_close": 13.6050000190735}, {"option": "SPY261130P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1347, "open_interest": 1343.0, "volume": 637.0, "delta": -0.3689, "gamma": 0.0164, "vega": 0.6551, "theta": -0.2378, "rho": -0.1274, "theo": 5.9625, "change": -5.73, "open": 7.64, "high": 8.46, "low": 5.35, "tick": "down", "last_trade_price": 5.9, "last_trade_time": "2026-11-11T15:48:39", "percent_change": -49.2691, "prev_day_close": 6.07000017166138}, {"option": "SPY261130C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 1810.0, "volume": 891.0, "delta": 0.6209, "gamma": 0.0164, "vega": 0.6618, "theta": -0.2321, "rho": 0.239, "theo": 12.9828, "change": 4.84, "open": 11.71, "high": 14.6, "low": 10.53, "tick": "up", "last_trade_price": 12.69, "last_trade_time": "2026-11-11T15:57:15", "percent_change": 61.6561, "prev_day_close": 12.9000000953674}, {"option": "SPY261130P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 2073.0, "volume": 1830.0, "delta": -0.3844, "gamma": 0.0168, "vega": 0.6626, "theta": -0.2386, "rho": -0.1322, "theo": 6.2549, "change": -5.88, "open": 8.11, "high": 8.97, "low": 5.62, "tick": "down", "last_trade_price": 6.22, "last_trade_time": "2026-11-11T16:11:52", "percent_change": -48.595, "prev_day_close": 6.36500000953674}, {"option": "SPY261130C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 1435.0, "volume": 637.0, "delta": 0.6053, "gamma": 0.0167, "vega": 0.6691, "theta": -0.2325, "rho": 0.2333, "theo": 12.2873, "change": 4.9, "open": 10.7, "high": 13.8, "low": 9.76, "tick": "down", "last_trade_price": 12.23, "last_trade_time": "2026-11-11T15:26:29", "percent_change": 66.8486, "prev_day_close": 12.2049999237061}, {"option": "SPY261130P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 644.0, "volume": 246.0, "delta": -0.4005, "gamma": 0.0172, "vega": 0.6694, "theta": -0.2393, "rho": -0.1369, "theo": 6.562, "change": -5.885, "open": 8.01, "high": 9.27, "low": 6.2, "tick": "up", "last_trade_price": 6.72, "last_trade_time": "2026-11-11T15:52:20", "percent_change": -46.6878, "prev_day_close": 6.67499995231628}, {"option": "SPY261130C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 749.0, "volume": 576.0, "delta": 0.5891, "gamma": 0.0171, "vega": 0.6757, "theta": -0.2326, "rho": 0.2272, "theo": 11.6024, "change": 4.7, "open": 10.75, "high": 13.09, "low": 9.51, "tick": "no_change", "last_trade_price": 11.53, "last_trade_time": "2026-11-11T15:53:08", "percent_change": 68.8141, "prev_day_close": 11.5250000953674}, {"option": "SPY261130P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 1006.0, "volume": 248.0, "delta": -0.417, "gamma": 0.0176, "vega": 0.6759, "theta": -0.2396, "rho": -0.14, "theo": 6.8838, "change": -6.235, "open": 8.37, "high": 9.45, "low": 6.12, "tick": "no_change", "last_trade_price": 6.9, "last_trade_time": "2026-11-11T16:08:38", "percent_change": -47.4686, "prev_day_close": 7.00499987602234}, {"option": "SPY261130C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 3024.0, "volume": 374.0, "delta": 0.5726, "gamma": 0.0174, "vega": 0.6813, "theta": -0.2322, "rho": 0.2209, "theo": 10.9382, "change": 4.54, "open": 9.53, "high": 12.46, "low": 8.73, "tick": "down", "last_trade_price": 10.89, "last_trade_time": "2026-11-11T16:12:54", "percent_change": 71.4961, "prev_day_close": 10.8650002479553}, {"option": "SPY261130P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 1116.0, "volume": 352.0, "delta": -0.4342, "gamma": 0.018, "vega": 0.681, "theta": -0.2394, "rho": -0.1452, "theo": 7.2262, "change": -6.425, "open": 8.76, "high": 10.06, "low": 6.54, "tick": "down", "last_trade_price": 7.25, "last_trade_time": "2026-11-11T16:10:36", "percent_change": -46.9835, "prev_day_close": 7.34999990463257}, {"option": "SPY261130C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1281, "open_interest": 610.0, "volume": 213.0, "delta": 0.5557, "gamma": 0.0177, "vega": 0.6858, "theta": -0.2314, "rho": 0.2145, "theo": 10.2957, "change": 4.31, "open": 9.24, "high": 11.75, "low": 8.1, "tick": "no_change", "last_trade_price": 10.2, "last_trade_time": "2026-11-11T16:09:19", "percent_change": 73.1749, "prev_day_close": 10.2249999046326}, {"option": "SPY261130P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1278, "open_interest": 822.0, "volume": 398.0, "delta": -0.4518, "gamma": 0.0183, "vega": 0.6849, "theta": -0.2389, "rho": -0.1502, "theo": 7.5842, "change": -6.29, "open": 9.47, "high": 10.09, "low": 7.15, "tick": "down", "last_trade_price": 7.93, "last_trade_time": "2026-11-11T15:56:28", "percent_change": -44.2335, "prev_day_close": 7.71000003814697}, {"option": "SPY261130C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1264, "open_interest": 15929.0, "volume": 1764.0, "delta": 0.5385, "gamma": 0.018, "vega": 0.6891, "theta": -0.2301, "rho": 0.2081, "theo": 9.6712, "change": 4.215, "open": 8.39, "high": 11.16, "low": 7.58, "tick": "no_change", "last_trade_price": 9.67, "last_trade_time": "2026-11-11T16:14:24", "percent_change": 77.2686, "prev_day_close": 9.61500024795532}, {"option": "SPY261130P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1265, "open_interest": 10945.0, "volume": 730.0, "delta": -0.47, "gamma": 0.0186, "vega": 0.6875, "theta": -0.238, "rho": -0.1546, "theo": 7.96, "change": -6.8, "open": 10.17, "high": 10.85, "low": 7.1, "tick": "up", "last_trade_price": 8.01, "last_trade_time": "2026-11-11T16:14:43", "percent_change": -45.9149, "prev_day_close": 8.09499979019165}, {"option": "SPY261130C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 1428.0, "volume": 678.0, "delta": 0.5206, "gamma": 0.0183, "vega": 0.6913, "theta": -0.2285, "rho": 0.2014, "theo": 9.0594, "change": 3.995, "open": 7.9, "high": 10.24, "low": 7.16, "tick": "up", "last_trade_price": 9.03, "last_trade_time": "2026-11-11T16:01:18", "percent_change": 79.3446, "prev_day_close": 9.00999975204468}, {"option": "SPY261130P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 1572.0, "volume": 711.0, "delta": -0.4887, "gamma": 0.019, "vega": 0.6887, "theta": -0.2368, "rho": -0.157, "theo": 8.3537, "change": -6.865, "open": 10.4, "high": 11.15, "low": 7.5, "tick": "no_change", "last_trade_price": 8.55, "last_trade_time": "2026-11-11T15:52:24", "percent_change": -44.5345, "prev_day_close": 8.49000024795532}, {"option": "SPY261130C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 1048.0, "volume": 378.0, "delta": 0.5023, "gamma": 0.0185, "vega": 0.6922, "theta": -0.2264, "rho": 0.1943, "theo": 8.4667, "change": 3.695, "open": 7.32, "high": 9.87, "low": 6.48, "tick": "down", "last_trade_price": 8.33, "last_trade_time": "2026-11-11T15:53:02", "percent_change": 79.7195, "prev_day_close": 8.41999959945679}, {"option": "SPY261130P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1237, "open_interest": 1082.0, "volume": 521.0, "delta": -0.5079, "gamma": 0.0192, "vega": 0.6884, "theta": -0.235, "rho": -0.1632, "theo": 8.7714, "change": -6.99, "open": 11.54, "high": 11.85, "low": 7.85, "tick": "up", "last_trade_price": 9.05, "last_trade_time": "2026-11-11T15:57:45", "percent_change": -43.5786, "prev_day_close": 8.91499996185303}, {"option": "SPY261130C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1223, "open_interest": 1608.0, "volume": 505.0, "delta": 0.4836, "gamma": 0.0187, "vega": 0.6917, "theta": -0.2238, "rho": 0.1871, "theo": 7.8942, "change": 3.445, "open": 7.32, "high": 9.18, "low": 6.23, "tick": "up", "last_trade_price": 7.7, "last_trade_time": "2026-11-11T15:57:20", "percent_change": 80.9636, "prev_day_close": 7.84500002861023}, {"option": "SPY261130P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 773.0, "volume": 193.0, "delta": -0.528, "gamma": 0.0195, "vega": 0.6868, "theta": -0.2328, "rho": -0.1664, "theo": 9.223, "change": -7.285, "open": 11.2, "high": 11.58, "low": 8.32, "tick": "down", "last_trade_price": 9.39, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -43.6882, "prev_day_close": 9.35500001907349}, {"option": "SPY261130C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 722.0, "volume": 108.0, "delta": 0.4645, "gamma": 0.0188, "vega": 0.6897, "theta": -0.2208, "rho": 0.1799, "theo": 7.3423, "change": 3.46, "open": 6.35, "high": 8.51, "low": 5.6, "tick": "up", "last_trade_price": 7.36, "last_trade_time": "2026-11-11T16:01:25", "percent_change": 88.7179, "prev_day_close": 7.30000019073486}, {"option": "SPY261130P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 1855.0, "volume": 104.0, "delta": -0.548, "gamma": 0.0197, "vega": 0.6842, "theta": -0.2302, "rho": -0.171, "theo": 9.6804, "change": -7.68, "open": 11.35, "high": 11.55, "low": 8.66, "tick": "up", "last_trade_price": 9.67, "last_trade_time": "2026-11-11T15:45:38", "percent_change": -44.2651, "prev_day_close": 9.82000017166138}, {"option": "SPY261130C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 3485.0, "volume": 1903.0, "delta": 0.4452, "gamma": 0.0189, "vega": 0.6862, "theta": -0.2172, "rho": 0.1725, "theo": 6.8114, "change": 3.13, "open": 6.02, "high": 8.06, "low": 5.24, "tick": "down", "last_trade_price": 6.69, "last_trade_time": "2026-11-11T16:04:51", "percent_change": 87.9213, "prev_day_close": 6.7649998664856}, {"option": "SPY261130P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1196, "open_interest": 1080.0, "volume": 124.0, "delta": -0.5682, "gamma": 0.0198, "vega": 0.6766, "theta": -0.2271, "rho": -0.1734, "theo": 10.1575, "change": -7.785, "open": 12.14, "high": 13.54, "low": 9.31, "tick": "down", "last_trade_price": 10.26, "last_trade_time": "2026-11-11T16:09:49", "percent_change": -43.1421, "prev_day_close": 10.3000001907349}, {"option": "SPY261130C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1183, "open_interest": 616.0, "volume": 224.0, "delta": 0.4256, "gamma": 0.019, "vega": 0.681, "theta": -0.2132, "rho": 0.1649, "theo": 6.3026, "change": 3.07, "open": 5.61, "high": 7.54, "low": 4.77, "tick": "no_change", "last_trade_price": 6.31, "last_trade_time": "2026-11-11T16:14:59", "percent_change": 94.7531, "prev_day_close": 6.26500010490418}, {"option": "SPY261130P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 1193.0, "volume": 32.0, "delta": -0.5886, "gamma": 0.0199, "vega": 0.6714, "theta": -0.2232, "rho": -0.1769, "theo": 10.6508, "change": -8.835, "open": 11.78, "high": 11.82, "low": 9.58, "tick": "no_change", "last_trade_price": 9.9, "last_trade_time": "2026-11-11T14:04:01", "percent_change": -47.1577, "prev_day_close": 10.8049998283386}, {"option": "SPY261130C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 3123.0, "volume": 2933.0, "delta": 0.4058, "gamma": 0.019, "vega": 0.6742, "theta": -0.2087, "rho": 0.1573, "theo": 5.8165, "change": 2.555, "open": 5.33, "high": 6.89, "low": 4.33, "tick": "down", "last_trade_price": 5.5, "last_trade_time": "2026-11-11T15:54:51", "percent_change": 86.7572, "prev_day_close": 5.76999998092651}, {"option": "SPY261130P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 1136.0, "volume": 58.0, "delta": -0.6099, "gamma": 0.02, "vega": 0.6621, "theta": -0.2193, "rho": -0.1798, "theo": 11.1911, "change": -8.385, "open": 14.3, "high": 14.3, "low": 10.08, "tick": "up", "last_trade_price": 11.09, "last_trade_time": "2026-11-11T15:01:06", "percent_change": -43.0552, "prev_day_close": 11.335000038147}, {"option": "SPY261130C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 2842.0, "volume": 2280.0, "delta": 0.386, "gamma": 0.0189, "vega": 0.6659, "theta": -0.2038, "rho": 0.1498, "theo": 5.353, "change": 2.84, "open": 4.85, "high": 6.44, "low": 3.99, "tick": "no_change", "last_trade_price": 5.51, "last_trade_time": "2026-11-11T15:48:46", "percent_change": 106.367, "prev_day_close": 5.30999994277954}, {"option": "SPY261130P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1164, "open_interest": 1371.0, "volume": 74.0, "delta": -0.6309, "gamma": 0.02, "vega": 0.6524, "theta": -0.2148, "rho": -0.1803, "theo": 11.7297, "change": -9.62, "open": 14.92, "high": 15.1, "low": 10.63, "tick": "down", "last_trade_price": 10.63, "last_trade_time": "2026-11-11T13:42:17", "percent_change": -47.5062, "prev_day_close": 11.8899998664856}, {"option": "SPY261130C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1149, "open_interest": 1009.0, "volume": 467.0, "delta": 0.3661, "gamma": 0.0188, "vega": 0.6558, "theta": -0.1984, "rho": 0.142, "theo": 4.9128, "change": 2.27, "open": 4.38, "high": 6.01, "low": 3.69, "tick": "down", "last_trade_price": 4.68, "last_trade_time": "2026-11-11T15:56:05", "percent_change": 94.1909, "prev_day_close": 4.86999988555908}, {"option": "SPY261130P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 1041.0, "volume": 81.0, "delta": -0.6524, "gamma": 0.0199, "vega": 0.6373, "theta": -0.2097, "rho": -0.184, "theo": 12.321, "change": -8.35, "open": 14.5, "high": 15.62, "low": 11.83, "tick": "up", "last_trade_price": 12.68, "last_trade_time": "2026-11-11T14:21:21", "percent_change": -39.7052, "prev_day_close": 12.4749999046326}, {"option": "SPY261130C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 3352.0, "volume": 1806.0, "delta": 0.3462, "gamma": 0.0186, "vega": 0.6438, "theta": -0.1925, "rho": 0.1343, "theo": 4.4961, "change": 2.33, "open": 3.92, "high": 5.56, "low": 3.31, "tick": "up", "last_trade_price": 4.5, "last_trade_time": "2026-11-11T16:14:35", "percent_change": 107.373, "prev_day_close": 4.46499991416931}, {"option": "SPY261130P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 3302.0, "volume": 185.0, "delta": -0.6737, "gamma": 0.0198, "vega": 0.6231, "theta": -0.2041, "rho": -0.1834, "theo": 12.9244, "change": -8.8, "open": 16.28, "high": 16.74, "low": 11.71, "tick": "up", "last_trade_price": 13.03, "last_trade_time": "2026-11-11T15:24:14", "percent_change": -40.3115, "prev_day_close": 13.0799999237061}, {"option": "SPY261130C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1126, "open_interest": 1271.0, "volume": 395.0, "delta": 0.3264, "gamma": 0.0184, "vega": 0.6304, "theta": -0.1863, "rho": 0.1268, "theo": 4.103, "change": 2.31, "open": 3.61, "high": 5.07, "low": 2.89, "tick": "down", "last_trade_price": 4.26, "last_trade_time": "2026-11-11T15:48:46", "percent_change": 118.462, "prev_day_close": 4.07000017166138}, {"option": "SPY261130P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 534.0, "volume": 56.0, "delta": -0.6952, "gamma": 0.0196, "vega": 0.6072, "theta": -0.1983, "rho": -0.1861, "theo": 13.5512, "change": -9.18, "open": 17.19, "high": 17.44, "low": 12.28, "tick": "down", "last_trade_price": 13.47, "last_trade_time": "2026-11-11T15:33:24", "percent_change": -40.5298, "prev_day_close": 13.710000038147}, {"option": "SPY261130C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1116, "open_interest": 1160.0, "volume": 459.0, "delta": 0.3069, "gamma": 0.018, "vega": 0.6154, "theta": -0.1796, "rho": 0.1192, "theo": 3.7331, "change": 1.925, "open": 3.43, "high": 4.63, "low": 2.66, "tick": "down", "last_trade_price": 3.68, "last_trade_time": "2026-11-11T16:01:47", "percent_change": 109.687, "prev_day_close": 3.70000004768372}, {"option": "SPY261130P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1102, "open_interest": 1392.0, "volume": 30.0, "delta": -0.7163, "gamma": 0.0194, "vega": 0.5862, "theta": -0.1917, "rho": -0.1888, "theo": 14.2053, "change": -9.825, "open": 14.23, "high": 14.23, "low": 13.05, "tick": "up", "last_trade_price": 13.66, "last_trade_time": "2026-11-11T14:05:50", "percent_change": -41.8352, "prev_day_close": 14.3699998855591}, {"option": "SPY261130C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 1937.0, "volume": 740.0, "delta": 0.2876, "gamma": 0.0177, "vega": 0.5986, "theta": -0.1727, "rho": 0.1116, "theo": 3.3868, "change": 1.57, "open": 3.26, "high": 4.32, "low": 2.55, "tick": "down", "last_trade_price": 3.14, "last_trade_time": "2026-11-11T15:54:58", "percent_change": 100.0, "prev_day_close": 3.36000001430512}, {"option": "SPY261130P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.111, "open_interest": 526.0, "volume": 20.0, "delta": -0.7373, "gamma": 0.019, "vega": 0.566, "theta": -0.1848, "rho": -0.1818, "theo": 14.8849, "change": -9.29, "open": 15.09, "high": 15.19, "low": 14.65, "tick": "up", "last_trade_price": 15.19, "last_trade_time": "2026-11-11T15:53:28", "percent_change": -37.9493, "prev_day_close": 15.0550003051758}, {"option": "SPY261130C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1097, "open_interest": 1189.0, "volume": 137.0, "delta": 0.2687, "gamma": 0.0172, "vega": 0.5806, "theta": -0.1655, "rho": 0.1043, "theo": 3.0635, "change": 1.75, "open": 2.93, "high": 3.81, "low": 2.21, "tick": "up", "last_trade_price": 3.15, "last_trade_time": "2026-11-11T15:48:21", "percent_change": 125.0, "prev_day_close": 3.0349999666214}, {"option": "SPY261130P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1098, "open_interest": 1376.0, "volume": 9.0, "delta": -0.7583, "gamma": 0.0187, "vega": 0.543, "theta": -0.1777, "rho": -0.183, "theo": 15.5885, "change": -9.445, "open": 19.58, "high": 19.58, "low": 14.17, "tick": "up", "last_trade_price": 15.93, "last_trade_time": "2026-11-11T15:53:21", "percent_change": -37.2217, "prev_day_close": 15.7550001144409}, {"option": "SPY261130C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1088, "open_interest": 2660.0, "volume": 1052.0, "delta": 0.2502, "gamma": 0.0168, "vega": 0.5614, "theta": -0.158, "rho": 0.0972, "theo": 2.7627, "change": 1.475, "open": 2.47, "high": 3.55, "low": 1.95, "tick": "down", "last_trade_price": 2.72, "last_trade_time": "2026-11-11T16:05:21", "percent_change": 118.474, "prev_day_close": 2.74000000953674}, {"option": "SPY261130P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 1094.0, "volume": 20.0, "delta": -0.7786, "gamma": 0.0184, "vega": 0.5189, "theta": -0.1701, "rho": -0.1846, "theo": 16.317, "change": -9.97, "open": 16.68, "high": 16.68, "low": 14.78, "tick": "up", "last_trade_price": 16.35, "last_trade_time": "2026-11-11T15:12:31", "percent_change": -37.8799, "prev_day_close": 16.4899997711182}, {"option": "SPY261130C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.108, "open_interest": 1194.0, "volume": 118.0, "delta": 0.2323, "gamma": 0.0162, "vega": 0.5408, "theta": -0.1503, "rho": 0.0901, "theo": 2.4842, "change": 1.19, "open": 2.41, "high": 3.07, "low": 1.72, "tick": "down", "last_trade_price": 2.3, "last_trade_time": "2026-11-11T15:55:35", "percent_change": 107.207, "prev_day_close": 2.4650000333786}, {"option": "SPY261130P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.106, "open_interest": 377.0, "volume": 0.0, "delta": -0.7985, "gamma": 0.0179, "vega": 0.4918, "theta": -0.1621, "rho": -0.1708, "theo": 17.0713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.43, "last_trade_time": "2026-11-09T10:30:59", "percent_change": 0.0, "prev_day_close": 17.2649993896484}, {"option": "SPY261130C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1071, "open_interest": 3364.0, "volume": 2983.0, "delta": 0.2149, "gamma": 0.0156, "vega": 0.5191, "theta": -0.1425, "rho": 0.0834, "theo": 2.2273, "change": 1.075, "open": 2.07, "high": 2.92, "low": 1.73, "tick": "down", "last_trade_price": 2.06, "last_trade_time": "2026-11-11T15:59:57", "percent_change": 109.137, "prev_day_close": 2.2150000333786}, {"option": "SPY261130P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1066, "open_interest": 48.0, "volume": 1.0, "delta": -0.8187, "gamma": 0.0176, "vega": 0.4622, "theta": -0.1554, "rho": -0.1714, "theo": 17.8495, "change": -10.57, "open": 17.46, "high": 17.46, "low": 17.46, "tick": "down", "last_trade_price": 17.46, "last_trade_time": "2026-11-11T13:06:13", "percent_change": -37.7096, "prev_day_close": 18.0349998474121}, {"option": "SPY261130C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1063, "open_interest": 1409.0, "volume": 841.0, "delta": 0.1982, "gamma": 0.015, "vega": 0.4968, "theta": -0.1346, "rho": 0.077, "theo": 1.9912, "change": 1.085, "open": 1.95, "high": 2.64, "low": 1.42, "tick": "down", "last_trade_price": 1.96, "last_trade_time": "2026-11-11T16:00:54", "percent_change": 124.0, "prev_day_close": 1.97500002384186}, {"option": "SPY261130P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1046, "open_interest": 127.0, "volume": 0.0, "delta": -0.8378, "gamma": 0.0172, "vega": 0.4349, "theta": -0.1483, "rho": -0.1693, "theo": 18.6489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.92, "last_trade_time": "2026-11-09T09:48:57", "percent_change": 0.0, "prev_day_close": 18.8349990844727}, {"option": "SPY261130C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1056, "open_interest": 2519.0, "volume": 451.0, "delta": 0.1822, "gamma": 0.0144, "vega": 0.4738, "theta": -0.1268, "rho": 0.0707, "theo": 1.7752, "change": 1.015, "open": 1.71, "high": 2.38, "low": 1.39, "tick": "no_change", "last_trade_price": 1.79, "last_trade_time": "2026-11-11T16:14:14", "percent_change": 130.968, "prev_day_close": 1.76499998569489}, {"option": "SPY261130P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1037, "open_interest": 48.0, "volume": 0.0, "delta": -0.8562, "gamma": 0.0166, "vega": 0.4027, "theta": -0.1416, "rho": -0.1474, "theo": 19.4743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.23, "last_trade_time": "2026-11-09T10:07:02", "percent_change": 0.0, "prev_day_close": 19.6600008010864}, {"option": "SPY261130C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.105, "open_interest": 5621.0, "volume": 3632.0, "delta": 0.1669, "gamma": 0.0137, "vega": 0.45, "theta": -0.1189, "rho": 0.0647, "theo": 1.5787, "change": 0.825, "open": 1.48, "high": 2.15, "low": 1.16, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T16:04:51", "percent_change": 120.438, "prev_day_close": 1.56999999284744}, {"option": "SPY261130P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1028, "open_interest": 48.0, "volume": 3.0, "delta": -0.875, "gamma": 0.0161, "vega": 0.3666, "theta": -0.1396, "rho": -0.147, "theo": 20.3231, "change": -10.82, "open": 23.86, "high": 23.86, "low": 19.2, "tick": "up", "last_trade_price": 20.2, "last_trade_time": "2026-11-11T14:43:18", "percent_change": -34.8807, "prev_day_close": 20.5050001144409}, {"option": "SPY261130C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1044, "open_interest": 1781.0, "volume": 495.0, "delta": 0.1525, "gamma": 0.013, "vega": 0.4264, "theta": -0.1112, "rho": 0.0592, "theo": 1.4003, "change": 0.805, "open": 1.4, "high": 1.81, "low": 1.01, "tick": "up", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T16:14:54", "percent_change": 133.058, "prev_day_close": 1.39499998092651}, {"option": "SPY261130P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1021, "open_interest": 0.0, "volume": 0.0, "delta": -0.8936, "gamma": 0.0164, "vega": 0.3348, "theta": -0.1368, "rho": -0.1408, "theo": 21.1883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.29, "last_trade_time": "2026-11-05T14:54:48", "percent_change": 0.0, "prev_day_close": 21.3699998855591}, {"option": "SPY261130C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1036, "open_interest": 3173.0, "volume": 2106.0, "delta": 0.1389, "gamma": 0.0122, "vega": 0.4026, "theta": -0.1036, "rho": 0.0538, "theo": 1.2394, "change": 0.625, "open": 1.2, "high": 1.75, "low": 0.87, "tick": "up", "last_trade_price": 1.16, "last_trade_time": "2026-11-11T15:57:36", "percent_change": 116.822, "prev_day_close": 1.23500001430511}, {"option": "SPY261130P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 1.0, "volume": 0.0, "delta": -0.9107, "gamma": 0.0161, "vega": 0.3007, "theta": -0.1307, "rho": -0.1108, "theo": 22.0789, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.5, "last_trade_time": "2026-11-06T09:33:55", "percent_change": 0.0, "prev_day_close": 22.3049993515015}, {"option": "SPY261130C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 1071.0, "volume": 222.0, "delta": 0.1262, "gamma": 0.0115, "vega": 0.3787, "theta": -0.0963, "rho": 0.0489, "theo": 1.095, "change": 0.53, "open": 1.11, "high": 1.57, "low": 0.75, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T15:55:35", "percent_change": 112.766, "prev_day_close": 1.0900000333786}, {"option": "SPY261130P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1044, "open_interest": 0.0, "volume": 0.0, "delta": -0.9274, "gamma": 0.0153, "vega": 0.2597, "theta": -0.1247, "rho": -0.0933, "theo": 22.9921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.22, "last_trade_time": "2026-11-05T13:00:03", "percent_change": 0.0, "prev_day_close": 23.2300004959106}, {"option": "SPY261130C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1028, "open_interest": 1215.0, "volume": 168.0, "delta": 0.1143, "gamma": 0.0108, "vega": 0.3554, "theta": -0.0893, "rho": 0.0443, "theo": 0.9657, "change": 0.5, "open": 1.01, "high": 1.37, "low": 0.79, "tick": "down", "last_trade_price": 0.92, "last_trade_time": "2026-11-11T16:04:35", "percent_change": 119.048, "prev_day_close": 0.965000003576279}, {"option": "SPY261130P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1054, "open_interest": 1.0, "volume": 0.0, "delta": -0.9445, "gamma": 0.0145, "vega": 0.2168, "theta": -0.1261, "rho": -0.0891, "theo": 23.9227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.78, "last_trade_time": "2026-11-09T11:19:23", "percent_change": 0.0, "prev_day_close": 24.1550006866455}, {"option": "SPY261130C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1026, "open_interest": 2386.0, "volume": 571.0, "delta": 0.1031, "gamma": 0.01, "vega": 0.3322, "theta": -0.0825, "rho": 0.0399, "theo": 0.8495, "change": 0.45, "open": 0.9, "high": 1.23, "low": 0.64, "tick": "down", "last_trade_price": 0.82, "last_trade_time": "2026-11-11T15:53:10", "percent_change": 121.622, "prev_day_close": 0.849999994039536}, {"option": "SPY261130P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1036, "open_interest": 3.0, "volume": 2.0, "delta": -0.9585, "gamma": 0.0133, "vega": 0.1799, "theta": -0.1166, "rho": -0.0616, "theo": 24.8713, "change": -10.45, "open": 25.0, "high": 25.0, "low": 25.0, "tick": "down", "last_trade_price": 25.0, "last_trade_time": "2026-11-11T12:00:24", "percent_change": -29.4781, "prev_day_close": 24.960000038147}, {"option": "SPY261130C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1023, "open_interest": 1504.0, "volume": 12.0, "delta": 0.0931, "gamma": 0.0093, "vega": 0.31, "theta": -0.0761, "rho": 0.036, "theo": 0.7479, "change": 0.43, "open": 0.79, "high": 1.08, "low": 0.63, "tick": "up", "last_trade_price": 0.76, "last_trade_time": "2026-11-11T15:25:27", "percent_change": 130.303, "prev_day_close": 0.75}, {"option": "SPY261130P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1033, "open_interest": 0.0, "volume": 0.0, "delta": -0.9704, "gamma": 0.0112, "vega": 0.1417, "theta": -0.1034, "rho": -0.0278, "theo": 25.8374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.3, "last_trade_time": "2026-11-05T13:00:03", "percent_change": 0.0, "prev_day_close": 25.9549999237061}, {"option": "SPY261130C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1019, "open_interest": 1188.0, "volume": 58.0, "delta": 0.084, "gamma": 0.0087, "vega": 0.2891, "theta": -0.07, "rho": 0.0325, "theo": 0.6581, "change": 0.565, "open": 0.73, "high": 0.93, "low": 0.55, "tick": "down", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T13:17:08", "percent_change": 191.525, "prev_day_close": 0.659999996423721}, {"option": "SPY261130P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1076, "open_interest": 2.0, "volume": 0.0, "delta": -0.9807, "gamma": 0.0082, "vega": 0.0998, "theta": -0.1046, "rho": -0.0265, "theo": 26.8196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.08, "last_trade_time": "2026-11-09T10:25:27", "percent_change": 0.0, "prev_day_close": 26.9750003814697}, {"option": "SPY261130C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1017, "open_interest": 1381.0, "volume": 108.0, "delta": 0.0756, "gamma": 0.008, "vega": 0.2688, "theta": -0.0644, "rho": 0.0292, "theo": 0.579, "change": 0.405, "open": 0.66, "high": 0.84, "low": 0.49, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T14:27:30", "percent_change": 152.83, "prev_day_close": 0.5799999833107}, {"option": "SPY261130P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1039, "open_interest": 1.0, "volume": 0.0, "delta": -0.9884, "gamma": 0.0059, "vega": 0.0679, "theta": -0.1002, "rho": -0.0168, "theo": 27.8071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.85, "last_trade_time": "2026-10-29T15:55:00", "percent_change": 0.0, "prev_day_close": 27.9800004959106}, {"option": "SPY261130C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1016, "open_interest": 1805.0, "volume": 127.0, "delta": 0.0679, "gamma": 0.0074, "vega": 0.2491, "theta": -0.059, "rho": 0.0262, "theo": 0.5087, "change": 0.245, "open": 0.58, "high": 0.74, "low": 0.44, "tick": "down", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T16:04:35", "percent_change": 104.255, "prev_day_close": 0.509999990463257}, {"option": "SPY261130P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1067, "open_interest": 0.0, "volume": 0.0, "delta": -0.9937, "gamma": 0.004, "vega": 0.0421, "theta": -0.0924, "rho": 0.0, "theo": 28.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.86, "last_trade_time": "2026-11-05T15:56:16", "percent_change": 0.0, "prev_day_close": 28.9850006103516}, {"option": "SPY261130C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1016, "open_interest": 4613.0, "volume": 803.0, "delta": 0.0611, "gamma": 0.0068, "vega": 0.2311, "theta": -0.0543, "rho": 0.0236, "theo": 0.4493, "change": 0.24, "open": 0.52, "high": 0.68, "low": 0.35, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T16:00:48", "percent_change": 114.286, "prev_day_close": 0.444999992847443}, {"option": "SPY261130P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1105, "open_interest": 3.0, "volume": 0.0, "delta": -0.9964, "gamma": 0.0023, "vega": 0.0263, "theta": -0.0924, "rho": 0.0, "theo": 29.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.86, "last_trade_time": "2026-11-10T09:30:15", "percent_change": 0.0, "prev_day_close": 29.9900007247925}, {"option": "SPY261130C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1019, "open_interest": 1021.0, "volume": 148.0, "delta": 0.0549, "gamma": 0.0063, "vega": 0.2139, "theta": -0.0498, "rho": 0.0212, "theo": 0.3961, "change": 0.2, "open": 0.46, "high": 0.59, "low": 0.37, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T16:00:12", "percent_change": 105.263, "prev_day_close": 0.394999995827675}, {"option": "SPY261130P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1122, "open_interest": 0.0, "volume": 0.0, "delta": -0.9985, "gamma": 0.001, "vega": 0.0131, "theta": -0.0924, "rho": 0.0, "theo": 30.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.58, "last_trade_time": "2026-11-05T13:21:11", "percent_change": 0.0, "prev_day_close": 30.9899997711182}, {"option": "SPY261130C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1018, "open_interest": 771.0, "volume": 23.0, "delta": 0.0495, "gamma": 0.0058, "vega": 0.1983, "theta": -0.0458, "rho": 0.019, "theo": 0.3513, "change": 0.175, "open": 0.42, "high": 0.49, "low": 0.34, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:45:02", "percent_change": 100.0, "prev_day_close": 0.344999998807907}, {"option": "SPY261130P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1161, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0002, "vega": 0.005, "theta": -0.0924, "rho": 0.0, "theo": 31.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.11, "last_trade_time": "2026-11-05T14:55:01", "percent_change": 0.0, "prev_day_close": 31.9899997711182}, {"option": "SPY261130C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1023, "open_interest": 1586.0, "volume": 73.0, "delta": 0.0445, "gamma": 0.0053, "vega": 0.1834, "theta": -0.0421, "rho": 0.0172, "theo": 0.3114, "change": 0.205, "open": 0.37, "high": 0.45, "low": 0.3, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T14:22:58", "percent_change": 132.258, "prev_day_close": 0.310000002384186}, {"option": "SPY261130P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1188, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 32.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.08, "last_trade_time": "2026-11-05T14:55:01", "percent_change": 0.0, "prev_day_close": 32.9899997711182}, {"option": "SPY261130C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1026, "open_interest": 1381.0, "volume": 20.0, "delta": 0.0403, "gamma": 0.0048, "vega": 0.1702, "theta": -0.0388, "rho": 0.0155, "theo": 0.278, "change": 0.235, "open": 0.29, "high": 0.43, "low": 0.29, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T13:00:38", "percent_change": 162.069, "prev_day_close": 0.275000005960464}, {"option": "SPY261130P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 33.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 54.19, "last_trade_time": "2026-11-05T14:54:50", "percent_change": 0.0, "prev_day_close": 33.9899997711182}, {"option": "SPY261130C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.103, "open_interest": 3502.0, "volume": 257.0, "delta": 0.0364, "gamma": 0.0044, "vega": 0.1577, "theta": -0.0358, "rho": 0.014, "theo": 0.2482, "change": 0.095, "open": 0.3, "high": 0.38, "low": 0.2, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:55:13", "percent_change": 70.3704, "prev_day_close": 0.244999997317791}, {"option": "SPY261130P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 34.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.19, "last_trade_time": "2026-11-06T13:28:37", "percent_change": 0.0, "prev_day_close": 34.9899997711182}, {"option": "SPY261130C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1037, "open_interest": 1187.0, "volume": 55.0, "delta": 0.033, "gamma": 0.0041, "vega": 0.1465, "theta": -0.0332, "rho": 0.0127, "theo": 0.2235, "change": 0.195, "open": 0.28, "high": 0.32, "low": 0.2, "tick": "up", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T12:31:33", "percent_change": 156.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261130P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1259, "open_interest": 0.0, "volume": 10.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 35.8, "change": -10.445, "open": 36.42, "high": 36.42, "low": 36.42, "tick": "no_change", "last_trade_price": 36.42, "last_trade_time": "2026-11-11T11:28:48", "percent_change": -22.2874, "prev_day_close": 35.9899997711182}, {"option": "SPY261130C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1044, "open_interest": 760.0, "volume": 44.0, "delta": 0.0302, "gamma": 0.0038, "vega": 0.1366, "theta": -0.0309, "rho": 0.0116, "theo": 0.2023, "change": 0.075, "open": 0.26, "high": 0.29, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T16:02:54", "percent_change": 65.2174, "prev_day_close": 0.195000000298023}, {"option": "SPY261130P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1285, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 36.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 31.0, "last_trade_time": "2026-10-29T16:08:21", "percent_change": 0.0, "prev_day_close": 36.9899997711182}, {"option": "SPY261130C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1051, "open_interest": 1052.0, "volume": 76.0, "delta": 0.0274, "gamma": 0.0034, "vega": 0.1268, "theta": -0.0286, "rho": 0.0105, "theo": 0.1825, "change": 0.085, "open": 0.27, "high": 0.28, "low": 0.18, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:09:40", "percent_change": 80.9524, "prev_day_close": 0.175000004470348}, {"option": "SPY261130P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 37.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.19, "last_trade_time": "2026-11-10T10:51:03", "percent_change": 0.0, "prev_day_close": 38.0100002288818}, {"option": "SPY261130C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1055, "open_interest": 1566.0, "volume": 718.0, "delta": 0.0251, "gamma": 0.0032, "vega": 0.1184, "theta": -0.0267, "rho": 0.0096, "theo": 0.166, "change": 0.065, "open": 0.24, "high": 0.24, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:45:38", "percent_change": 68.4211, "prev_day_close": 0.155000001192093}, {"option": "SPY261130P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 38.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.18, "last_trade_time": "2026-11-05T14:54:51", "percent_change": 0.0, "prev_day_close": 38.9899997711182}, {"option": "SPY261130C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1068, "open_interest": 6489.0, "volume": 1342.0, "delta": 0.023, "gamma": 0.0029, "vega": 0.1107, "theta": -0.025, "rho": 0.0088, "theo": 0.1517, "change": 0.045, "open": 0.22, "high": 0.24, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:54:00", "percent_change": 47.3684, "prev_day_close": 0.145000003278255}, {"option": "SPY261130P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1365, "open_interest": 37.0, "volume": 12.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 39.8, "change": -11.01, "open": 43.58, "high": 43.84, "low": 38.68, "tick": "up", "last_trade_price": 39.74, "last_trade_time": "2026-11-11T14:26:41", "percent_change": -21.6946, "prev_day_close": 39.9899997711182}, {"option": "SPY261130C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1068, "open_interest": 1061.0, "volume": 235.0, "delta": 0.0212, "gamma": 0.0027, "vega": 0.1037, "theta": -0.0234, "rho": 0.0081, "theo": 0.1393, "change": 0.055, "open": 0.17, "high": 0.2, "low": 0.12, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T16:07:41", "percent_change": 64.7059, "prev_day_close": 0.134999997913837}, {"option": "SPY261130P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 40.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.17, "last_trade_time": "2026-11-05T14:54:51", "percent_change": 0.0, "prev_day_close": 40.9899997711182}, {"option": "SPY261130C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1078, "open_interest": 1006.0, "volume": 53.0, "delta": 0.0196, "gamma": 0.0025, "vega": 0.0974, "theta": -0.0221, "rho": 0.0075, "theo": 0.1285, "change": 0.045, "open": 0.17, "high": 0.19, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T15:35:32", "percent_change": 52.9412, "prev_day_close": 0.12499999627471}, {"option": "SPY261130P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 41.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 62.18, "last_trade_time": "2026-11-05T14:54:51", "percent_change": 0.0, "prev_day_close": 41.9899997711182}, {"option": "SPY261130C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1087, "open_interest": 1177.0, "volume": 49.0, "delta": 0.0182, "gamma": 0.0023, "vega": 0.0917, "theta": -0.0208, "rho": 0.007, "theo": 0.119, "change": 0.045, "open": 0.16, "high": 0.17, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T16:07:41", "percent_change": 60.0, "prev_day_close": 0.114999998360872}, {"option": "SPY261130P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1444, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 42.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.23, "last_trade_time": "2026-10-12T09:54:28", "percent_change": 0.0, "prev_day_close": 42.9899997711182}, {"option": "SPY261130C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1108, "open_interest": 588.0, "volume": 168.0, "delta": 0.017, "gamma": 0.0022, "vega": 0.0867, "theta": -0.0198, "rho": 0.0065, "theo": 0.1111, "change": 0.025, "open": 0.16, "high": 0.16, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:52:39", "percent_change": 33.3333, "prev_day_close": 0.105000000447035}, {"option": "SPY261130P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 43.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 64.14, "last_trade_time": "2026-11-05T14:54:52", "percent_change": 0.0, "prev_day_close": 43.9899997711182}, {"option": "SPY261130C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 4070.0, "volume": 34.0, "delta": 0.0158, "gamma": 0.002, "vega": 0.0817, "theta": -0.0188, "rho": 0.006, "theo": 0.1034, "change": 0.025, "open": 0.14, "high": 0.14, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:56:32", "percent_change": 38.4615, "prev_day_close": 0.0950000025331974}, {"option": "SPY261130P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 44.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 65.11, "last_trade_time": "2026-11-05T14:54:52", "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261130C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1122, "open_interest": 21470.0, "volume": 27.0, "delta": 0.0148, "gamma": 0.0019, "vega": 0.0774, "theta": -0.0179, "rho": 0.0056, "theo": 0.0969, "change": 0.015, "open": 0.11, "high": 0.13, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:59:53", "percent_change": 23.0769, "prev_day_close": 0.0950000025331974}, {"option": "SPY261130P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1521, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 45.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.12, "last_trade_time": "2026-11-05T14:54:52", "percent_change": 0.0, "prev_day_close": 45.9899997711182}, {"option": "SPY261130C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 947.0, "volume": 43.0, "delta": 0.0139, "gamma": 0.0018, "vega": 0.0734, "theta": -0.0171, "rho": 0.0053, "theo": 0.0912, "change": 0.045, "open": 0.12, "high": 0.12, "low": 0.1, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T13:08:55", "percent_change": 69.2308, "prev_day_close": 0.0850000008940697}, {"option": "SPY261130P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 46.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 67.15, "last_trade_time": "2026-11-05T14:54:52", "percent_change": 0.0, "prev_day_close": 46.9899997711182}, {"option": "SPY261130C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 2011.0, "volume": 11.0, "delta": 0.0131, "gamma": 0.0017, "vega": 0.0698, "theta": -0.0163, "rho": 0.005, "theo": 0.0861, "change": 0.055, "open": 0.11, "high": 0.11, "low": 0.09, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T13:58:05", "percent_change": 100.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261130P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1572, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 47.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 65.17, "last_trade_time": "2026-11-05T11:47:13", "percent_change": 0.0, "prev_day_close": 47.9899997711182}, {"option": "SPY261130C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 3618.0, "volume": 13.0, "delta": 0.0123, "gamma": 0.0016, "vega": 0.0665, "theta": -0.0157, "rho": 0.0047, "theo": 0.0815, "change": 0.045, "open": 0.1, "high": 0.11, "low": 0.09, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T14:07:38", "percent_change": 81.8182, "prev_day_close": 0.0749999992549419}, {"option": "SPY261130P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 48.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 66.17, "last_trade_time": "2026-11-05T11:47:13", "percent_change": 0.0, "prev_day_close": 48.9899997711182}, {"option": "SPY261130C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 2763.0, "volume": 24.0, "delta": 0.0117, "gamma": 0.0015, "vega": 0.0635, "theta": -0.0151, "rho": 0.0044, "theo": 0.0773, "change": 0.035, "open": 0.1, "high": 0.1, "low": 0.07, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:55:51", "percent_change": 63.6364, "prev_day_close": 0.0749999992549419}, {"option": "SPY261130P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 1.0, "volume": 8.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 49.8, "change": -9.27, "open": 51.67, "high": 51.67, "low": 51.67, "tick": "no_change", "last_trade_price": 51.67, "last_trade_time": "2026-11-11T11:06:45", "percent_change": -15.2117, "prev_day_close": 49.9899997711182}, {"option": "SPY261130C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 781.0, "volume": 3.0, "delta": 0.0111, "gamma": 0.0014, "vega": 0.0606, "theta": -0.0145, "rho": 0.0042, "theo": 0.0736, "change": 0.025, "open": 0.08, "high": 0.08, "low": 0.07, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T11:25:12", "percent_change": 45.4545, "prev_day_close": 0.0649999994784594}, {"option": "SPY261130P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1661, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 50.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.78, "last_trade_time": "2026-11-06T15:48:54", "percent_change": 0.0, "prev_day_close": 50.9899997711182}, {"option": "SPY261130C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1211, "open_interest": 1935.0, "volume": 20.0, "delta": 0.0105, "gamma": 0.0013, "vega": 0.058, "theta": -0.014, "rho": 0.004, "theo": 0.0702, "change": 0.035, "open": 0.08, "high": 0.09, "low": 0.07, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:50:00", "percent_change": 63.6364, "prev_day_close": 0.0649999994784594}, {"option": "SPY261130P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1686, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 51.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.87, "last_trade_time": "2026-09-23T09:48:42", "percent_change": 0.0, "prev_day_close": 51.9899997711182}, {"option": "SPY261130C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1209, "open_interest": 732.0, "volume": 1.0, "delta": 0.01, "gamma": 0.0012, "vega": 0.0556, "theta": -0.0136, "rho": 0.0038, "theo": 0.0672, "change": 0.025, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T11:20:12", "percent_change": 55.5556, "prev_day_close": 0.0649999994784594}, {"option": "SPY261130P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1711, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 52.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.48, "last_trade_time": "2026-10-13T15:32:48", "percent_change": 0.0, "prev_day_close": 52.9899997711182}, {"option": "SPY261130C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 1037.0, "volume": 6.0, "delta": 0.0095, "gamma": 0.0012, "vega": 0.0534, "theta": -0.0131, "rho": 0.0036, "theo": 0.0644, "change": 0.015, "open": 0.09, "high": 0.09, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T14:55:51", "percent_change": 33.3333, "prev_day_close": 0.0649999994784594}, {"option": "SPY261130P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 53.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.74, "last_trade_time": "2026-09-23T09:48:42", "percent_change": 0.0, "prev_day_close": 53.9899997711182}, {"option": "SPY261130C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1249, "open_interest": 2002.0, "volume": 29.0, "delta": 0.0091, "gamma": 0.0011, "vega": 0.0513, "theta": -0.0127, "rho": 0.0034, "theo": 0.0618, "change": 0.025, "open": 0.06, "high": 0.09, "low": 0.06, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T13:12:00", "percent_change": 55.5556, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1761, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 54.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 60.2, "last_trade_time": "2026-11-09T15:18:15", "percent_change": 0.0, "prev_day_close": 54.9899997711182}, {"option": "SPY261130C00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 805.0, "volume": 5.0, "delta": 0.0087, "gamma": 0.0011, "vega": 0.0494, "theta": -0.0124, "rho": 0.0033, "theo": 0.0595, "change": 0.025, "open": 0.06, "high": 0.08, "low": 0.06, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T13:48:16", "percent_change": 55.5556, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130P00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1785, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 55.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.18, "last_trade_time": "2026-11-05T15:51:40", "percent_change": 0.0, "prev_day_close": 55.9899997711182}, {"option": "SPY261130C00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1263, "open_interest": 1897.0, "volume": 13.0, "delta": 0.0083, "gamma": 0.001, "vega": 0.0475, "theta": -0.012, "rho": 0.0032, "theo": 0.0573, "change": 0.005, "open": 0.06, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:26:44", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130P00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1896, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 56.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.0}, {"option": "SPY261130C00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 1143.0, "volume": 0.0, "delta": 0.008, "gamma": 0.001, "vega": 0.0458, "theta": -0.0117, "rho": 0.003, "theo": 0.0553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-09T14:11:45", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130P00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1921, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 57.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 78.24, "last_trade_time": "2026-11-05T14:54:55", "percent_change": 0.0, "prev_day_close": 57.9899997711182}, {"option": "SPY261130C00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 664.0, "volume": 31.0, "delta": 0.0077, "gamma": 0.0009, "vega": 0.0443, "theta": -0.0114, "rho": 0.0029, "theo": 0.0534, "change": 0.025, "open": 0.07, "high": 0.07, "low": 0.05, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T11:59:47", "percent_change": 55.5556, "prev_day_close": 0.0549999997019768}, {"option": "SPY261130P00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1947, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 58.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.24, "last_trade_time": "2026-11-05T14:54:55", "percent_change": 0.0, "prev_day_close": 58.9899997711182}, {"option": "SPY261130C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 4048.0, "volume": 583.0, "delta": 0.0073, "gamma": 0.0009, "vega": 0.0423, "theta": -0.011, "rho": 0.0028, "theo": 0.0509, "change": 0.005, "open": 0.05, "high": 0.07, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:55:13", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261130P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1884, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 59.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.87, "last_trade_time": "2026-10-16T10:14:21", "percent_change": 0.0, "prev_day_close": 59.9899997711182}, {"option": "SPY261130C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 1638.0, "volume": 17.0, "delta": 0.0061, "gamma": 0.0007, "vega": 0.036, "theta": -0.0098, "rho": 0.0023, "theo": 0.044, "change": 0.015, "open": 0.04, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:59:03", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261130P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2005, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 64.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 85.25, "last_trade_time": "2026-11-05T14:54:55", "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261130C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1439, "open_interest": 2702.0, "volume": 10.0, "delta": 0.0052, "gamma": 0.0006, "vega": 0.0312, "theta": -0.0089, "rho": 0.002, "theo": 0.0388, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T11:21:47", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261130P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2108, "open_interest": 4.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 69.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.48, "last_trade_time": "2026-11-09T15:54:56", "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261130C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 2960.0, "volume": 216.0, "delta": 0.0045, "gamma": 0.0005, "vega": 0.0273, "theta": -0.0082, "rho": 0.0017, "theo": 0.0346, "change": 0.015, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:02:22", "percent_change": 60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261130P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2224, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.5, "last_trade_time": "2026-11-09T15:54:56", "percent_change": 0.0, "prev_day_close": 74.9900016784668}, {"option": "SPY261130C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 2950.0, "volume": 5.0, "delta": 0.0039, "gamma": 0.0004, "vega": 0.0241, "theta": -0.0076, "rho": 0.0015, "theo": 0.0311, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:17:54", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261130P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2338, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 77.6, "last_trade_time": "2026-10-16T15:51:23", "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261130C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 609.0, "volume": 31.0, "delta": 0.0034, "gamma": 0.0004, "vega": 0.0214, "theta": -0.007, "rho": 0.0013, "theo": 0.028, "change": 0.005, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:38:17", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261130P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2452, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.81, "last_trade_time": "2026-07-29T11:40:59", "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261130C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1729, "open_interest": 3606.0, "volume": 30.0, "delta": 0.003, "gamma": 0.0003, "vega": 0.0191, "theta": -0.0065, "rho": 0.0011, "theo": 0.0256, "change": -0.005, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:38:17", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261130P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2564, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 89.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 110.12, "last_trade_time": "2026-11-05T14:54:56", "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY261130C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 302.0, "volume": 20.0, "delta": 0.0027, "gamma": 0.0003, "vega": 0.0172, "theta": -0.0061, "rho": 0.001, "theo": 0.0234, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:20:25", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261130P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2674, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 94.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.54, "last_trade_time": "2026-10-29T16:12:59", "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261130C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 750.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0002, "vega": 0.0155, "theta": -0.0057, "rho": 0.0009, "theo": 0.0215, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T14:00:58", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2783, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 106.53, "last_trade_time": "2026-11-09T15:54:55", "percent_change": 0.0, "prev_day_close": 99.9900016784668}, {"option": "SPY261130C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 875.0, "volume": 4.0, "delta": 0.0022, "gamma": 0.0002, "vega": 0.014, "theta": -0.0053, "rho": 0.0008, "theo": 0.0197, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:03:44", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2891, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 111.55, "last_trade_time": "2026-11-09T15:54:55", "percent_change": 0.0, "prev_day_close": 104.990001678467}, {"option": "SPY261130C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1964, "open_interest": 1732.0, "volume": 200.0, "delta": 0.002, "gamma": 0.0002, "vega": 0.0127, "theta": -0.005, "rho": 0.0007, "theo": 0.0182, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:24:28", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2997, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 100.21, "last_trade_time": "2026-08-06T12:02:26", "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261130C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 1298.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0002, "vega": 0.0116, "theta": -0.0046, "rho": 0.0007, "theo": 0.0168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T11:51:56", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3103, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY261130C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 1633.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0104, "theta": -0.0043, "rho": 0.0006, "theo": 0.0153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T12:52:31", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3207, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261130C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2193, "open_interest": 430.0, "volume": 220.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0095, "theta": -0.004, "rho": 0.0005, "theo": 0.0141, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:23:43", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3477, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 112.05, "last_trade_time": "2026-08-17T15:39:03", "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY261130C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2268, "open_interest": 484.0, "volume": 400.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0087, "theta": -0.0038, "rho": 0.0005, "theo": 0.0131, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:14:23", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3413, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY261130C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2342, "open_interest": 4066.0, "volume": 232.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.008, "theta": -0.0036, "rho": 0.0004, "theo": 0.0121, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:53:47", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3514, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY261130C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2338, "open_interest": 4516.0, "volume": 240.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0073, "theta": -0.0034, "rho": 0.0004, "theo": 0.0113, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:10:45", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261130P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3795, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 147.75, "last_trade_time": "2026-11-09T14:25:33", "percent_change": 0.0, "prev_day_close": 140.009994506836}, {"option": "SPY261130C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2286, "open_interest": 2639.0, "volume": 298.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0067, "theta": -0.0032, "rho": 0.0004, "theo": 0.0104, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T11:58:31", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261130P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3714, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261130C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 2518.0, "volume": 1658.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0062, "theta": -0.003, "rho": 0.0003, "theo": 0.0097, "change": -0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:49:22", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261130P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3813, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261130C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.242, "open_interest": 881.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.0057, "theta": -0.0028, "rho": 0.0003, "theo": 0.009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T15:09:18", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261130P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3911, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.61, "last_trade_time": "2026-11-05T16:12:37", "percent_change": 0.0, "prev_day_close": 154.98999786377}, {"option": "SPY261130C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2487, "open_interest": 1318.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0001, "vega": 0.0052, "theta": -0.0026, "rho": 0.0003, "theo": 0.0084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T11:55:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261130P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4008, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0924, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 187.59, "last_trade_time": "2026-11-05T16:12:37", "percent_change": 0.0, "prev_day_close": 159.98999786377}, {"option": "SPY261204C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0001, "vega": 0.0143, "theta": 0.0, "rho": 0.3399, "theo": 261.6783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 261.484985351562}, {"option": "SPY261204P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6063, "open_interest": 563.0, "volume": 273.0, "delta": -0.0024, "gamma": 0.0001, "vega": 0.0143, "theta": -0.0166, "rho": -0.0012, "theo": 0.0798, "change": -0.075, "open": 0.09, "high": 0.09, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:27:58", "percent_change": -51.7241, "prev_day_close": 0.0749999992549419}, {"option": "SPY261204C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5772, "open_interest": 0.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0001, "vega": 0.0153, "theta": 0.0, "rho": 0.3433, "theo": 256.6991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 256.505004882812}, {"option": "SPY261204P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6004, "open_interest": 80.0, "volume": 15.0, "delta": -0.0026, "gamma": 0.0001, "vega": 0.0154, "theta": -0.0175, "rho": -0.0013, "theo": 0.0852, "change": -0.075, "open": 0.09, "high": 0.09, "low": 0.07, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T14:21:20", "percent_change": -48.3871, "prev_day_close": 0.0850000008940697}, {"option": "SPY261204C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4049, "open_interest": 0.0, "volume": 0.0, "delta": 0.9971, "gamma": 0.0001, "vega": 0.0164, "theta": 0.0, "rho": 0.3466, "theo": 251.7202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 251.524993896484}, {"option": "SPY261204P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5871, "open_interest": 219.0, "volume": 1.0, "delta": -0.0028, "gamma": 0.0001, "vega": 0.0164, "theta": -0.0185, "rho": -0.0014, "theo": 0.091, "change": -0.085, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T14:36:51", "percent_change": -51.5152, "prev_day_close": 0.0850000008940697}, {"option": "SPY261204C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5596, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0001, "vega": 0.0176, "theta": 0.0, "rho": 0.3499, "theo": 246.7417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 246.544998168945}, {"option": "SPY261204P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5804, "open_interest": 77.0, "volume": 1.0, "delta": -0.003, "gamma": 0.0001, "vega": 0.0176, "theta": -0.0195, "rho": -0.0015, "theo": 0.0971, "change": -0.075, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T10:28:20", "percent_change": -42.8571, "prev_day_close": 0.0950000025331974}, {"option": "SPY261204C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5505, "open_interest": 0.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0001, "vega": 0.0188, "theta": 0.0, "rho": 0.3532, "theo": 241.7636, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 241.565002441406}, {"option": "SPY261204P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.573, "open_interest": 84.0, "volume": 62.0, "delta": -0.0032, "gamma": 0.0001, "vega": 0.0189, "theta": -0.0206, "rho": -0.0016, "theo": 0.1037, "change": -0.085, "open": 0.11, "high": 0.11, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:40:48", "percent_change": -45.9459, "prev_day_close": 0.105000000447035}, {"option": "SPY261204C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5375, "open_interest": 0.0, "volume": 0.0, "delta": 0.9964, "gamma": 0.0001, "vega": 0.0201, "theta": 0.0, "rho": 0.3564, "theo": 236.786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 236.585006713867}, {"option": "SPY261204P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5598, "open_interest": 77.0, "volume": 2.0, "delta": -0.0034, "gamma": 0.0001, "vega": 0.0202, "theta": -0.0217, "rho": -0.0017, "theo": 0.1106, "change": -0.105, "open": 0.1, "high": 0.1, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T12:20:17", "percent_change": -53.8462, "prev_day_close": 0.114999998360872}, {"option": "SPY261204C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5316, "open_interest": 0.0, "volume": 0.0, "delta": 0.9961, "gamma": 0.0001, "vega": 0.0215, "theta": 0.0, "rho": 0.3597, "theo": 231.8087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 231.610000610352}, {"option": "SPY261204P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.552, "open_interest": 261.0, "volume": 3.0, "delta": -0.0037, "gamma": 0.0001, "vega": 0.0216, "theta": -0.0228, "rho": -0.0018, "theo": 0.118, "change": -0.085, "open": 0.14, "high": 0.14, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T09:51:12", "percent_change": -39.5349, "prev_day_close": 0.114999998360872}, {"option": "SPY261204C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5278, "open_interest": 0.0, "volume": 0.0, "delta": 0.9958, "gamma": 0.0001, "vega": 0.0229, "theta": 0.0, "rho": 0.363, "theo": 226.8318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 226.629997253418}, {"option": "SPY261204P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5438, "open_interest": 617.0, "volume": 24.0, "delta": -0.004, "gamma": 0.0001, "vega": 0.023, "theta": -0.024, "rho": -0.002, "theo": 0.1257, "change": -0.105, "open": 0.14, "high": 0.14, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -46.6667, "prev_day_close": 0.12499999627471}, {"option": "SPY261204C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5203, "open_interest": 0.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0001, "vega": 0.0245, "theta": -0.0005, "rho": 0.3662, "theo": 221.8553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 225.9, "last_trade_time": "2026-10-23T11:41:13", "percent_change": 0.0, "prev_day_close": 221.654998779297}, {"option": "SPY261204P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.535, "open_interest": 219.0, "volume": 11.0, "delta": -0.0043, "gamma": 0.0001, "vega": 0.0246, "theta": -0.0253, "rho": -0.0021, "theo": 0.1339, "change": -0.105, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T12:53:32", "percent_change": -44.6809, "prev_day_close": 0.134999997913837}, {"option": "SPY261204C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5099, "open_interest": 0.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0001, "vega": 0.0262, "theta": -0.0023, "rho": 0.3695, "theo": 216.8793, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 216.680000305176}, {"option": "SPY261204P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5262, "open_interest": 256.0, "volume": 0.0, "delta": -0.0046, "gamma": 0.0001, "vega": 0.0263, "theta": -0.0265, "rho": -0.0023, "theo": 0.1424, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.27, "last_trade_time": "2026-11-10T11:48:07", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261204C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5018, "open_interest": 0.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0001, "vega": 0.028, "theta": -0.0042, "rho": 0.3727, "theo": 211.9037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 211.700004577637}, {"option": "SPY261204P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5169, "open_interest": 440.0, "volume": 259.0, "delta": -0.005, "gamma": 0.0001, "vega": 0.0281, "theta": -0.0279, "rho": -0.0025, "theo": 0.1516, "change": -0.125, "open": 0.16, "high": 0.16, "low": 0.13, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T14:58:20", "percent_change": -47.1698, "prev_day_close": 0.155000001192093}, {"option": "SPY261204C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4507, "open_interest": 0.0, "volume": 0.0, "delta": 0.9945, "gamma": 0.0002, "vega": 0.0299, "theta": -0.0061, "rho": 0.3759, "theo": 206.9286, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 206.715003967285}, {"option": "SPY261204P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5074, "open_interest": 484.0, "volume": 36.0, "delta": -0.0053, "gamma": 0.0002, "vega": 0.0301, "theta": -0.0292, "rho": -0.0027, "theo": 0.1612, "change": -0.115, "open": 0.17, "high": 0.17, "low": 0.15, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -41.8182, "prev_day_close": 0.16499999910593}, {"option": "SPY261204C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4825, "open_interest": 0.0, "volume": 0.0, "delta": 0.9941, "gamma": 0.0002, "vega": 0.0319, "theta": -0.0081, "rho": 0.3791, "theo": 201.9541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 206.19, "last_trade_time": "2026-10-23T11:37:28", "percent_change": 0.0, "prev_day_close": 201.75}, {"option": "SPY261204P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4978, "open_interest": 520.0, "volume": 235.0, "delta": -0.0057, "gamma": 0.0002, "vega": 0.0321, "theta": -0.0306, "rho": -0.0029, "theo": 0.1712, "change": -0.125, "open": 0.18, "high": 0.18, "low": 0.17, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -42.3729, "prev_day_close": 0.175000004470348}, {"option": "SPY261204C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4754, "open_interest": 0.0, "volume": 0.0, "delta": 0.9937, "gamma": 0.0002, "vega": 0.034, "theta": -0.0101, "rho": 0.3823, "theo": 196.98, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 196.779998779297}, {"option": "SPY261204P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4879, "open_interest": 247.0, "volume": 1.0, "delta": -0.0062, "gamma": 0.0002, "vega": 0.0342, "theta": -0.0321, "rho": -0.003, "theo": 0.1819, "change": -0.125, "open": 0.19, "high": 0.19, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T10:25:10", "percent_change": -39.6825, "prev_day_close": 0.185000002384186}, {"option": "SPY261204C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.466, "open_interest": 0.0, "volume": 0.0, "delta": 0.9932, "gamma": 0.0002, "vega": 0.0362, "theta": -0.0121, "rho": 0.3855, "theo": 192.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 191.804992675781}, {"option": "SPY261204P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4779, "open_interest": 542.0, "volume": 182.0, "delta": -0.0066, "gamma": 0.0002, "vega": 0.0364, "theta": -0.0336, "rho": -0.0033, "theo": 0.193, "change": -0.145, "open": 0.22, "high": 0.22, "low": 0.19, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.2836, "prev_day_close": 0.195000000298023}, {"option": "SPY261204C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4549, "open_interest": 0.0, "volume": 0.0, "delta": 0.9927, "gamma": 0.0002, "vega": 0.0386, "theta": -0.0142, "rho": 0.3886, "theo": 187.0334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 186.835006713867}, {"option": "SPY261204P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4681, "open_interest": 292.0, "volume": 3.0, "delta": -0.0071, "gamma": 0.0002, "vega": 0.0387, "theta": -0.0351, "rho": -0.0035, "theo": 0.2044, "change": -0.135, "open": 0.18, "high": 0.21, "low": 0.18, "tick": "up", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:59:16", "percent_change": -39.1304, "prev_day_close": 0.204999998211861}, {"option": "SPY261204C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4468, "open_interest": 1.0, "volume": 0.0, "delta": 0.9922, "gamma": 0.0002, "vega": 0.0412, "theta": -0.0163, "rho": 0.3918, "theo": 182.061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 175.49, "last_trade_time": "2026-10-30T14:18:55", "percent_change": 0.0, "prev_day_close": 181.86499786377}, {"option": "SPY261204P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4578, "open_interest": 476.0, "volume": 23.0, "delta": -0.0076, "gamma": 0.0002, "vega": 0.0412, "theta": -0.0367, "rho": -0.0038, "theo": 0.2166, "change": -0.145, "open": 0.26, "high": 0.26, "low": 0.2, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:58:12", "percent_change": -39.726, "prev_day_close": 0.225000001490116}, {"option": "SPY261204C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4397, "open_interest": 0.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0003, "vega": 0.0439, "theta": -0.0185, "rho": 0.3949, "theo": 177.0891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 176.884994506836}, {"option": "SPY261204P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4473, "open_interest": 83.0, "volume": 1.0, "delta": -0.0082, "gamma": 0.0003, "vega": 0.044, "theta": -0.0384, "rho": -0.0041, "theo": 0.2295, "change": -0.175, "open": 0.21, "high": 0.21, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T11:00:02", "percent_change": -45.4545, "prev_day_close": 0.234999999403954}, {"option": "SPY261204C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4282, "open_interest": 2.0, "volume": 0.0, "delta": 0.991, "gamma": 0.0003, "vega": 0.0468, "theta": -0.0207, "rho": 0.398, "theo": 172.1179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 172.48, "last_trade_time": "2026-10-30T10:40:49", "percent_change": 0.0, "prev_day_close": 171.914993286133}, {"option": "SPY261204P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4389, "open_interest": 6388.0, "volume": 232.0, "delta": -0.0088, "gamma": 0.0003, "vega": 0.0471, "theta": -0.04, "rho": -0.0044, "theo": 0.2431, "change": -0.145, "open": 0.23, "high": 0.26, "low": 0.22, "tick": "up", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:54:06", "percent_change": -35.8025, "prev_day_close": 0.244999997317791}, {"option": "SPY261204C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4168, "open_interest": 0.0, "volume": 0.0, "delta": 0.9904, "gamma": 0.0003, "vega": 0.0498, "theta": -0.023, "rho": 0.4011, "theo": 167.1474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 166.945007324219}, {"option": "SPY261204P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4285, "open_interest": 237.0, "volume": 1.0, "delta": -0.0094, "gamma": 0.0003, "vega": 0.0502, "theta": -0.0417, "rho": -0.0047, "theo": 0.2569, "change": -0.175, "open": 0.26, "high": 0.26, "low": 0.26, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:50:00", "percent_change": -40.2299, "prev_day_close": 0.265000000596046}, {"option": "SPY261204C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4088, "open_interest": 7.0, "volume": 0.0, "delta": 0.9897, "gamma": 0.0003, "vega": 0.053, "theta": -0.0253, "rho": 0.4041, "theo": 162.1776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 139.58, "last_trade_time": "2026-11-06T12:38:55", "percent_change": 0.0, "prev_day_close": 161.975006103516}, {"option": "SPY261204P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4186, "open_interest": 1693.0, "volume": 211.0, "delta": -0.0102, "gamma": 0.0003, "vega": 0.0533, "theta": -0.0435, "rho": -0.005, "theo": 0.272, "change": -0.175, "open": 0.27, "high": 0.31, "low": 0.23, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:55:34", "percent_change": -38.4615, "prev_day_close": 0.275000005960464}, {"option": "SPY261204C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3994, "open_interest": 1.0, "volume": 0.0, "delta": 0.989, "gamma": 0.0004, "vega": 0.0564, "theta": -0.0276, "rho": 0.4071, "theo": 157.2086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 134.71, "last_trade_time": "2026-11-06T12:38:55", "percent_change": 0.0, "prev_day_close": 157.005004882812}, {"option": "SPY261204P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4084, "open_interest": 192.0, "volume": 31.0, "delta": -0.0109, "gamma": 0.0004, "vega": 0.0567, "theta": -0.0453, "rho": -0.0054, "theo": 0.288, "change": -0.225, "open": 0.31, "high": 0.31, "low": 0.26, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:20:06", "percent_change": -46.3918, "prev_day_close": 0.295000001788139}, {"option": "SPY261204C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3778, "open_interest": 2.0, "volume": 0.0, "delta": 0.9881, "gamma": 0.0004, "vega": 0.0601, "theta": -0.03, "rho": 0.4101, "theo": 152.2404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 129.86, "last_trade_time": "2026-11-06T12:38:55", "percent_change": 0.0, "prev_day_close": 152.035003662109}, {"option": "SPY261204P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3994, "open_interest": 501.0, "volume": 482.0, "delta": -0.0117, "gamma": 0.0004, "vega": 0.0602, "theta": -0.0472, "rho": -0.0058, "theo": 0.3042, "change": -0.215, "open": 0.33, "high": 0.34, "low": 0.28, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -41.7476, "prev_day_close": 0.305000007152557}, {"option": "SPY261204C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3808, "open_interest": 2.0, "volume": 0.0, "delta": 0.9873, "gamma": 0.0004, "vega": 0.0641, "theta": -0.0325, "rho": 0.4131, "theo": 147.2731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 126.15, "last_trade_time": "2026-11-06T15:26:17", "percent_change": 0.0, "prev_day_close": 147.059997558594}, {"option": "SPY261204P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.389, "open_interest": 304.0, "volume": 4.0, "delta": -0.0126, "gamma": 0.0004, "vega": 0.0642, "theta": -0.0491, "rho": -0.0062, "theo": 0.3216, "change": -0.235, "open": 0.33, "high": 0.33, "low": 0.31, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:08:13", "percent_change": -43.1193, "prev_day_close": 0.325000002980232}, {"option": "SPY261204C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3724, "open_interest": 5.0, "volume": 0.0, "delta": 0.9863, "gamma": 0.0005, "vega": 0.0684, "theta": -0.035, "rho": 0.416, "theo": 142.3068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 121.26, "last_trade_time": "2026-11-06T15:26:17", "percent_change": 0.0, "prev_day_close": 142.090003967285}, {"option": "SPY261204P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3783, "open_interest": 90.0, "volume": 24.0, "delta": -0.0136, "gamma": 0.0005, "vega": 0.0687, "theta": -0.051, "rho": -0.0067, "theo": 0.3402, "change": -0.245, "open": 0.4, "high": 0.4, "low": 0.33, "tick": "down", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -42.6087, "prev_day_close": 0.344999998807907}, {"option": "SPY261204C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3613, "open_interest": 2.0, "volume": 0.0, "delta": 0.9853, "gamma": 0.0005, "vega": 0.073, "theta": -0.0376, "rho": 0.4188, "theo": 137.3418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 116.38, "last_trade_time": "2026-11-06T15:26:17", "percent_change": 0.0, "prev_day_close": 137.134994506836}, {"option": "SPY261204P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3684, "open_interest": 313.0, "volume": 15.0, "delta": -0.0146, "gamma": 0.0005, "vega": 0.0736, "theta": -0.0531, "rho": -0.0072, "theo": 0.3599, "change": -0.255, "open": 0.43, "high": 0.43, "low": 0.35, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T16:04:31", "percent_change": -41.4634, "prev_day_close": 0.365000009536743}, {"option": "SPY261204C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3523, "open_interest": 8.0, "volume": 0.0, "delta": 0.9841, "gamma": 0.0006, "vega": 0.0779, "theta": -0.0402, "rho": 0.4217, "theo": 132.3782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 111.52, "last_trade_time": "2026-11-06T15:26:17", "percent_change": 0.0, "prev_day_close": 132.164993286133}, {"option": "SPY261204P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3591, "open_interest": 672.0, "volume": 95.0, "delta": -0.0158, "gamma": 0.0006, "vega": 0.0783, "theta": -0.0552, "rho": -0.0077, "theo": 0.3809, "change": -0.265, "open": 0.44, "high": 0.45, "low": 0.35, "tick": "no_change", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T15:59:11", "percent_change": -40.458, "prev_day_close": 0.384999990463257}, {"option": "SPY261204C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3423, "open_interest": 4.0, "volume": 0.0, "delta": 0.9829, "gamma": 0.0006, "vega": 0.0832, "theta": -0.043, "rho": 0.4244, "theo": 127.4161, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 106.66, "last_trade_time": "2026-11-06T15:26:17", "percent_change": 0.0, "prev_day_close": 127.205001831055}, {"option": "SPY261204P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.349, "open_interest": 327.0, "volume": 1.0, "delta": -0.017, "gamma": 0.0006, "vega": 0.0836, "theta": -0.0575, "rho": -0.0083, "theo": 0.4043, "change": -0.305, "open": 0.39, "high": 0.39, "low": 0.39, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T14:31:19", "percent_change": -43.8849, "prev_day_close": 0.405000001192093}, {"option": "SPY261204C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3334, "open_interest": 3.0, "volume": 0.0, "delta": 0.9815, "gamma": 0.0007, "vega": 0.0889, "theta": -0.0458, "rho": 0.4271, "theo": 122.4558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 101.82, "last_trade_time": "2026-11-06T15:26:16", "percent_change": 0.0, "prev_day_close": 122.240001678467}, {"option": "SPY261204P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3388, "open_interest": 1429.0, "volume": 21.0, "delta": -0.0184, "gamma": 0.0007, "vega": 0.0891, "theta": -0.0598, "rho": -0.009, "theo": 0.4283, "change": -0.335, "open": 0.48, "high": 0.52, "low": 0.41, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T14:32:51", "percent_change": -44.9664, "prev_day_close": 0.435000002384186}, {"option": "SPY261204C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3236, "open_interest": 3.0, "volume": 0.0, "delta": 0.98, "gamma": 0.0008, "vega": 0.0953, "theta": -0.0488, "rho": 0.4298, "theo": 117.4977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 96.99, "last_trade_time": "2026-11-06T15:26:16", "percent_change": 0.0, "prev_day_close": 117.285003662109}, {"option": "SPY261204P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3291, "open_interest": 6128.0, "volume": 123.0, "delta": -0.0199, "gamma": 0.0008, "vega": 0.0955, "theta": -0.0623, "rho": -0.0097, "theo": 0.4549, "change": -0.345, "open": 0.49, "high": 0.52, "low": 0.41, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.3962, "prev_day_close": 0.465000003576279}, {"option": "SPY261204C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3134, "open_interest": 7.0, "volume": 0.0, "delta": 0.9783, "gamma": 0.0008, "vega": 0.1023, "theta": -0.052, "rho": 0.4323, "theo": 112.5423, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 105.38, "last_trade_time": "2026-11-09T13:08:30", "percent_change": 0.0, "prev_day_close": 112.334999084473}, {"option": "SPY261204P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3192, "open_interest": 931.0, "volume": 57.0, "delta": -0.0216, "gamma": 0.0008, "vega": 0.103, "theta": -0.0649, "rho": -0.0106, "theo": 0.4842, "change": -0.355, "open": 0.61, "high": 0.61, "low": 0.45, "tick": "up", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:55:50", "percent_change": -41.5205, "prev_day_close": 0.495000004768372}, {"option": "SPY261204C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3046, "open_interest": 3.0, "volume": 0.0, "delta": 0.9764, "gamma": 0.0009, "vega": 0.11, "theta": -0.0554, "rho": 0.4346, "theo": 107.5901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 87.39, "last_trade_time": "2026-11-06T15:26:16", "percent_change": 0.0, "prev_day_close": 107.38500213623}, {"option": "SPY261204P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3095, "open_interest": 418.0, "volume": 15.0, "delta": -0.0236, "gamma": 0.0009, "vega": 0.1109, "theta": -0.0677, "rho": -0.0114, "theo": 0.5168, "change": -0.405, "open": 0.59, "high": 0.6, "low": 0.48, "tick": "up", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T14:19:34", "percent_change": -43.7838, "prev_day_close": 0.524999976158142}, {"option": "SPY261204C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2944, "open_interest": 27.0, "volume": 0.0, "delta": 0.9742, "gamma": 0.001, "vega": 0.1185, "theta": -0.059, "rho": 0.4369, "theo": 102.6419, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.57, "last_trade_time": "2026-11-10T16:05:40", "percent_change": 0.0, "prev_day_close": 102.434997558594}, {"option": "SPY261204P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2994, "open_interest": 697.0, "volume": 198.0, "delta": -0.0258, "gamma": 0.001, "vega": 0.119, "theta": -0.0708, "rho": -0.0125, "theo": 0.5537, "change": -0.42, "open": 0.63, "high": 0.69, "low": 0.51, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T15:54:27", "percent_change": -42.0, "prev_day_close": 0.564999997615814}, {"option": "SPY261204C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2808, "open_interest": 1.0, "volume": 0.0, "delta": 0.9717, "gamma": 0.0012, "vega": 0.128, "theta": -0.0628, "rho": 0.439, "theo": 97.6984, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.99, "last_trade_time": "2026-11-09T09:41:28", "percent_change": 0.0, "prev_day_close": 97.4949989318848}, {"option": "SPY261204P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2898, "open_interest": 872.0, "volume": 120.0, "delta": -0.0283, "gamma": 0.0012, "vega": 0.1284, "theta": -0.0742, "rho": -0.0137, "theo": 0.5958, "change": -0.51, "open": 0.65, "high": 0.65, "low": 0.55, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T15:29:02", "percent_change": -46.789, "prev_day_close": 0.605000019073486}, {"option": "SPY261204C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2703, "open_interest": 55.0, "volume": 0.0, "delta": 0.9688, "gamma": 0.0013, "vega": 0.1388, "theta": -0.0671, "rho": 0.441, "theo": 92.761, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 83.11, "last_trade_time": "2026-11-09T10:35:00", "percent_change": 0.0, "prev_day_close": 92.560001373291}, {"option": "SPY261204P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2799, "open_interest": 6799.0, "volume": 49.0, "delta": -0.0312, "gamma": 0.0013, "vega": 0.1395, "theta": -0.078, "rho": -0.0151, "theo": 0.6428, "change": -0.53, "open": 0.72, "high": 0.82, "low": 0.61, "tick": "up", "last_trade_price": 0.66, "last_trade_time": "2026-11-11T15:57:52", "percent_change": -44.5378, "prev_day_close": 0.655000001192093}, {"option": "SPY261204C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2672, "open_interest": 17.0, "volume": 0.0, "delta": 0.9655, "gamma": 0.0015, "vega": 0.1511, "theta": -0.0718, "rho": 0.4426, "theo": 87.831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 78.52, "last_trade_time": "2026-11-10T16:03:25", "percent_change": 0.0, "prev_day_close": 87.625}, {"option": "SPY261204P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2703, "open_interest": 1259.0, "volume": 456.0, "delta": -0.0346, "gamma": 0.0015, "vega": 0.1526, "theta": -0.0821, "rho": -0.0168, "theo": 0.698, "change": -0.64, "open": 0.8, "high": 0.91, "low": 0.64, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T14:57:28", "percent_change": -48.855, "prev_day_close": 0.715000003576279}, {"option": "SPY261204C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2574, "open_interest": 77.0, "volume": 0.0, "delta": 0.9616, "gamma": 0.0017, "vega": 0.1648, "theta": -0.077, "rho": 0.444, "theo": 82.9105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.2, "last_trade_time": "2026-11-09T10:24:29", "percent_change": 0.0, "prev_day_close": 82.7000007629394}, {"option": "SPY261204P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2604, "open_interest": 988.0, "volume": 229.0, "delta": -0.0386, "gamma": 0.0017, "vega": 0.1658, "theta": -0.0869, "rho": -0.0185, "theo": 0.7641, "change": -0.67, "open": 0.92, "high": 1.01, "low": 0.7, "tick": "up", "last_trade_price": 0.78, "last_trade_time": "2026-11-11T15:53:29", "percent_change": -46.2069, "prev_day_close": 0.780000001192093}, {"option": "SPY261204C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2487, "open_interest": 23.0, "volume": 1.0, "delta": 0.957, "gamma": 0.0019, "vega": 0.1806, "theta": -0.0827, "rho": 0.445, "theo": 78.0017, "change": 5.925, "open": 73.9, "high": 73.9, "low": 73.9, "tick": "up", "last_trade_price": 73.9, "last_trade_time": "2026-11-11T10:22:35", "percent_change": 8.71644, "prev_day_close": 77.814998626709}, {"option": "SPY261204P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2516, "open_interest": 1305.0, "volume": 127.0, "delta": -0.0431, "gamma": 0.0019, "vega": 0.1812, "theta": -0.0921, "rho": -0.0206, "theo": 0.8393, "change": -0.77, "open": 1.0, "high": 1.12, "low": 0.78, "tick": "down", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T16:10:53", "percent_change": -47.5309, "prev_day_close": 0.855000019073486}, {"option": "SPY261204C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2395, "open_interest": 34.0, "volume": 0.0, "delta": 0.9516, "gamma": 0.0022, "vega": 0.1989, "theta": -0.0892, "rho": 0.4456, "theo": 73.1073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.31, "last_trade_time": "2026-11-10T15:09:45", "percent_change": 0.0, "prev_day_close": 72.9300003051758}, {"option": "SPY261204P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2424, "open_interest": 7100.0, "volume": 561.0, "delta": -0.0486, "gamma": 0.0022, "vega": 0.2007, "theta": -0.0982, "rho": -0.0233, "theo": 0.9308, "change": -0.87, "open": 1.17, "high": 1.25, "low": 0.87, "tick": "no_change", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T16:06:54", "percent_change": -48.0663, "prev_day_close": 0.949999988079071}, {"option": "SPY261204C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.231, "open_interest": 28.0, "volume": 0.0, "delta": 0.9451, "gamma": 0.0025, "vega": 0.2198, "theta": -0.0965, "rho": 0.4455, "theo": 68.2313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.64, "last_trade_time": "2026-11-10T15:07:31", "percent_change": 0.0, "prev_day_close": 68.0349998474121}, {"option": "SPY261204P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2333, "open_interest": 7882.0, "volume": 122.0, "delta": -0.0554, "gamma": 0.0025, "vega": 0.2213, "theta": -0.1051, "rho": -0.0264, "theo": 1.0425, "change": -1.01, "open": 1.26, "high": 1.39, "low": 0.95, "tick": "up", "last_trade_price": 1.04, "last_trade_time": "2026-11-11T15:30:25", "percent_change": -49.2683, "prev_day_close": 1.06000000238419}, {"option": "SPY261204C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2223, "open_interest": 91.0, "volume": 3.0, "delta": 0.9372, "gamma": 0.0028, "vega": 0.2436, "theta": -0.1047, "rho": 0.4448, "theo": 63.378, "change": 6.08, "open": 59.65, "high": 59.72, "low": 59.65, "tick": "down", "last_trade_price": 59.69, "last_trade_time": "2026-11-11T10:05:16", "percent_change": 11.3412, "prev_day_close": 63.2000007629394}, {"option": "SPY261204P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2245, "open_interest": 6929.0, "volume": 1424.0, "delta": -0.0633, "gamma": 0.0029, "vega": 0.2449, "theta": -0.1129, "rho": -0.03, "theo": 1.1756, "change": -1.16, "open": 1.44, "high": 1.6, "low": 1.09, "tick": "down", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T16:13:51", "percent_change": -49.7854, "prev_day_close": 1.20000004768372}, {"option": "SPY261204C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1982, "open_interest": 172.0, "volume": 0.0, "delta": 0.9278, "gamma": 0.0033, "vega": 0.2714, "theta": -0.1138, "rho": 0.4432, "theo": 58.5526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.31, "last_trade_time": "2026-11-10T15:09:33", "percent_change": 0.0, "prev_day_close": 58.545000076294}, {"option": "SPY261204P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.216, "open_interest": 1653.0, "volume": 513.0, "delta": -0.0729, "gamma": 0.0034, "vega": 0.2743, "theta": -0.1216, "rho": -0.0345, "theo": 1.3369, "change": -1.325, "open": 1.62, "high": 1.87, "low": 1.24, "tick": "down", "last_trade_price": 1.34, "last_trade_time": "2026-11-11T16:12:48", "percent_change": -49.7186, "prev_day_close": 1.36000001430511}, {"option": "SPY261204C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 94.0, "volume": 6.0, "delta": 0.9163, "gamma": 0.0038, "vega": 0.3027, "theta": -0.1239, "rho": 0.4406, "theo": 53.7576, "change": 10.045, "open": 50.21, "high": 54.42, "low": 50.1, "tick": "no_change", "last_trade_price": 54.42, "last_trade_time": "2026-11-11T12:26:50", "percent_change": 22.6366, "prev_day_close": 53.5300006866455}, {"option": "SPY261204P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 3032.0, "volume": 1566.0, "delta": -0.0844, "gamma": 0.0039, "vega": 0.3043, "theta": -0.1313, "rho": -0.0397, "theo": 1.5326, "change": -1.495, "open": 1.92, "high": 2.13, "low": 1.43, "tick": "down", "last_trade_price": 1.57, "last_trade_time": "2026-11-11T16:03:52", "percent_change": -48.7765, "prev_day_close": 1.56000000238419}, {"option": "SPY261204C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 169.0, "volume": 2.0, "delta": 0.9024, "gamma": 0.0045, "vega": 0.3386, "theta": -0.135, "rho": 0.4367, "theo": 49.0105, "change": 6.45, "open": 46.32, "high": 46.32, "low": 46.32, "tick": "up", "last_trade_price": 46.32, "last_trade_time": "2026-11-11T09:38:49", "percent_change": 16.1776, "prev_day_close": 49.125}, {"option": "SPY261204P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 3414.0, "volume": 1343.0, "delta": -0.0985, "gamma": 0.0045, "vega": 0.3426, "theta": -0.142, "rho": -0.0463, "theo": 1.7731, "change": -1.755, "open": 2.27, "high": 2.49, "low": 1.63, "tick": "no_change", "last_trade_price": 1.8, "last_trade_time": "2026-11-11T16:06:48", "percent_change": -49.3671, "prev_day_close": 1.80499994754791}, {"option": "SPY261204C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1922, "open_interest": 362.0, "volume": 2.0, "delta": 0.8856, "gamma": 0.0052, "vega": 0.3788, "theta": -0.147, "rho": 0.4311, "theo": 44.3177, "change": 9.945, "open": 45.47, "high": 45.47, "low": 45.41, "tick": "down", "last_trade_price": 45.41, "last_trade_time": "2026-11-11T12:57:59", "percent_change": 28.0417, "prev_day_close": 44.1599998474121}, {"option": "SPY261204P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 5231.0, "volume": 1096.0, "delta": -0.1158, "gamma": 0.0053, "vega": 0.3815, "theta": -0.1539, "rho": -0.0537, "theo": 2.0737, "change": -1.985, "open": 2.63, "high": 2.93, "low": 1.9, "tick": "up", "last_trade_price": 2.15, "last_trade_time": "2026-11-11T15:53:51", "percent_change": -48.0048, "prev_day_close": 2.11500000953674}, {"option": "SPY261204C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1851, "open_interest": 162.0, "volume": 2.0, "delta": 0.8652, "gamma": 0.0061, "vega": 0.4239, "theta": -0.1597, "rho": 0.4237, "theo": 39.6921, "change": 9.345, "open": 40.52, "high": 40.52, "low": 40.52, "tick": "up", "last_trade_price": 40.52, "last_trade_time": "2026-11-11T12:23:03", "percent_change": 29.9759, "prev_day_close": 39.5450000762939}, {"option": "SPY261204P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 1599.0, "volume": 463.0, "delta": -0.1367, "gamma": 0.0062, "vega": 0.4286, "theta": -0.1665, "rho": -0.0631, "theo": 2.4391, "change": -2.32, "open": 3.12, "high": 3.45, "low": 2.24, "tick": "down", "last_trade_price": 2.52, "last_trade_time": "2026-11-11T15:57:39", "percent_change": -47.9339, "prev_day_close": 2.48500001430511}, {"option": "SPY261204C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1835, "open_interest": 2.0, "volume": 2.0, "delta": 0.8606, "gamma": 0.0063, "vega": 0.4335, "theta": -0.1624, "rho": 0.4219, "theo": 38.7766, "change": 9.3, "open": 39.62, "high": 39.62, "low": 39.62, "tick": "up", "last_trade_price": 39.62, "last_trade_time": "2026-11-11T12:23:03", "percent_change": 30.6728, "prev_day_close": 38.6299991607666}, {"option": "SPY261204P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1824, "open_interest": 50.0, "volume": 16.0, "delta": -0.1414, "gamma": 0.0064, "vega": 0.4376, "theta": -0.1691, "rho": -0.0652, "theo": 2.5226, "change": -2.5, "open": 2.92, "high": 2.92, "low": 2.46, "tick": "no_change", "last_trade_price": 2.5, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -50.0, "prev_day_close": 2.57499992847443}, {"option": "SPY261204C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1821, "open_interest": 24.0, "volume": 2.0, "delta": 0.8558, "gamma": 0.0065, "vega": 0.4432, "theta": -0.165, "rho": 0.42, "theo": 37.8647, "change": 6.515, "open": 36.2, "high": 36.2, "low": 36.01, "tick": "down", "last_trade_price": 36.01, "last_trade_time": "2026-11-11T11:07:41", "percent_change": 22.0885, "prev_day_close": 37.7150001525879}, {"option": "SPY261204P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1809, "open_interest": 43.0, "volume": 22.0, "delta": -0.1461, "gamma": 0.0066, "vega": 0.4467, "theta": -0.1717, "rho": -0.0672, "theo": 2.6068, "change": -2.44, "open": 3.31, "high": 3.49, "low": 2.54, "tick": "up", "last_trade_price": 2.72, "last_trade_time": "2026-11-11T15:55:46", "percent_change": -47.2868, "prev_day_close": 2.66000008583069}, {"option": "SPY261204C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 15.0, "volume": 2.0, "delta": 0.8508, "gamma": 0.0067, "vega": 0.453, "theta": -0.1677, "rho": 0.418, "theo": 36.9566, "change": 5.2, "open": 33.94, "high": 33.94, "low": 33.87, "tick": "down", "last_trade_price": 33.87, "last_trade_time": "2026-11-11T10:31:38", "percent_change": 18.1374, "prev_day_close": 36.814998626709}, {"option": "SPY261204P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 47.0, "volume": 32.0, "delta": -0.1514, "gamma": 0.0069, "vega": 0.4566, "theta": -0.1744, "rho": -0.0695, "theo": 2.7001, "change": -2.66, "open": 3.54, "high": 3.54, "low": 2.63, "tick": "no_change", "last_trade_price": 2.67, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -49.9062, "prev_day_close": 2.75499999523163}, {"option": "SPY261204C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 4.0, "volume": 2.0, "delta": 0.8456, "gamma": 0.007, "vega": 0.4629, "theta": -0.1703, "rho": 0.416, "theo": 36.0523, "change": 7.29, "open": 35.13, "high": 35.13, "low": 35.13, "tick": "no_change", "last_trade_price": 35.13, "last_trade_time": "2026-11-11T11:31:39", "percent_change": 26.1853, "prev_day_close": 35.9149990081787}, {"option": "SPY261204P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 182.0, "volume": 9.0, "delta": -0.1567, "gamma": 0.0071, "vega": 0.4662, "theta": -0.1771, "rho": -0.0718, "theo": 2.7945, "change": -2.56, "open": 3.36, "high": 3.65, "low": 2.62, "tick": "up", "last_trade_price": 2.95, "last_trade_time": "2026-11-11T15:55:47", "percent_change": -46.461, "prev_day_close": 2.84999990463257}, {"option": "SPY261204C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1767, "open_interest": 479.0, "volume": 8.0, "delta": 0.8403, "gamma": 0.0072, "vega": 0.473, "theta": -0.173, "rho": 0.4139, "theo": 35.152, "change": 8.445, "open": 33.49, "high": 36.86, "low": 33.47, "tick": "up", "last_trade_price": 35.48, "last_trade_time": "2026-11-11T14:56:56", "percent_change": 31.2373, "prev_day_close": 35.0200004577637}, {"option": "SPY261204P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 9342.0, "volume": 2769.0, "delta": -0.1621, "gamma": 0.0073, "vega": 0.4758, "theta": -0.1797, "rho": -0.0741, "theo": 2.8928, "change": -2.83, "open": 3.74, "high": 4.09, "low": 2.64, "tick": "down", "last_trade_price": 2.86, "last_trade_time": "2026-11-11T16:14:26", "percent_change": -49.7364, "prev_day_close": 2.94500005245209}, {"option": "SPY261204C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 36.0, "volume": 0.0, "delta": 0.8347, "gamma": 0.0074, "vega": 0.4834, "theta": -0.1757, "rho": 0.4116, "theo": 34.2559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.45, "last_trade_time": "2026-11-10T15:04:03", "percent_change": 0.0, "prev_day_close": 34.1300010681152}, {"option": "SPY261204P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 20.0, "volume": 18.0, "delta": -0.1676, "gamma": 0.0075, "vega": 0.4876, "theta": -0.1823, "rho": -0.0767, "theo": 2.9904, "change": -2.81, "open": 4.09, "high": 4.09, "low": 2.84, "tick": "up", "last_trade_price": 3.07, "last_trade_time": "2026-11-11T14:12:35", "percent_change": -47.7891, "prev_day_close": 3.05499994754791}, {"option": "SPY261204C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 54.0, "volume": 2.0, "delta": 0.8289, "gamma": 0.0076, "vega": 0.494, "theta": -0.1784, "rho": 0.4092, "theo": 33.3688, "change": 7.205, "open": 32.63, "high": 32.63, "low": 32.62, "tick": "down", "last_trade_price": 32.62, "last_trade_time": "2026-11-11T11:29:05", "percent_change": 28.3494, "prev_day_close": 33.2349987030029}, {"option": "SPY261204P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 82.0, "volume": 30.0, "delta": -0.1735, "gamma": 0.0078, "vega": 0.4998, "theta": -0.1849, "rho": -0.0793, "theo": 3.0969, "change": -3.02, "open": 4.06, "high": 4.06, "low": 2.93, "tick": "down", "last_trade_price": 3.06, "last_trade_time": "2026-11-11T15:48:16", "percent_change": -49.6711, "prev_day_close": 3.16500008106232}, {"option": "SPY261204C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1722, "open_interest": 3.0, "volume": 2.0, "delta": 0.8228, "gamma": 0.0079, "vega": 0.5048, "theta": -0.1811, "rho": 0.4066, "theo": 32.4775, "change": 6.235, "open": 30.94, "high": 30.94, "low": 30.85, "tick": "down", "last_trade_price": 30.85, "last_trade_time": "2026-11-11T11:06:56", "percent_change": 25.3301, "prev_day_close": 32.3450012207031}, {"option": "SPY261204P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1719, "open_interest": 45.0, "volume": 19.0, "delta": -0.1798, "gamma": 0.008, "vega": 0.51, "theta": -0.1876, "rho": -0.0818, "theo": 3.2119, "change": -2.97, "open": 3.68, "high": 3.68, "low": 3.27, "tick": "up", "last_trade_price": 3.31, "last_trade_time": "2026-11-11T14:12:35", "percent_change": -47.293, "prev_day_close": 3.27999997138977}, {"option": "SPY261204C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1708, "open_interest": 11.0, "volume": 4.0, "delta": 0.8166, "gamma": 0.0081, "vega": 0.5156, "theta": -0.1837, "rho": 0.4039, "theo": 31.5956, "change": 7.365, "open": 30.1, "high": 31.21, "low": 30.02, "tick": "down", "last_trade_price": 31.19, "last_trade_time": "2026-11-11T11:50:16", "percent_change": 30.9129, "prev_day_close": 31.4700002670288}, {"option": "SPY261204P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 69.0, "volume": 20.0, "delta": -0.1864, "gamma": 0.0083, "vega": 0.5204, "theta": -0.1904, "rho": -0.0844, "theo": 3.3339, "change": -2.985, "open": 4.36, "high": 4.36, "low": 3.3, "tick": "up", "last_trade_price": 3.51, "last_trade_time": "2026-11-11T15:55:47", "percent_change": -45.9584, "prev_day_close": 3.40000009536743}, {"option": "SPY261204C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 307.0, "volume": 10.0, "delta": 0.8101, "gamma": 0.0084, "vega": 0.5265, "theta": -0.1864, "rho": 0.4011, "theo": 30.7189, "change": 7.215, "open": 27.64, "high": 31.36, "low": 27.49, "tick": "down", "last_trade_price": 30.26, "last_trade_time": "2026-11-11T15:56:58", "percent_change": 31.3083, "prev_day_close": 30.585000038147}, {"option": "SPY261204P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1689, "open_interest": 1000.0, "volume": 321.0, "delta": -0.1929, "gamma": 0.0085, "vega": 0.5305, "theta": -0.193, "rho": -0.0871, "theo": 3.453, "change": -3.27, "open": 4.37, "high": 4.79, "low": 3.17, "tick": "down", "last_trade_price": 3.44, "last_trade_time": "2026-11-11T16:13:51", "percent_change": -48.7332, "prev_day_close": 3.52499997615814}, {"option": "SPY261204C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1672, "open_interest": 319.0, "volume": 7.0, "delta": 0.8033, "gamma": 0.0086, "vega": 0.5373, "theta": -0.189, "rho": 0.3982, "theo": 29.8476, "change": 7.65, "open": 26.98, "high": 30.84, "low": 26.98, "tick": "down", "last_trade_price": 29.92, "last_trade_time": "2026-11-11T14:15:52", "percent_change": 34.3511, "prev_day_close": 29.7300004959106}, {"option": "SPY261204P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1673, "open_interest": 476.0, "volume": 85.0, "delta": -0.2001, "gamma": 0.0088, "vega": 0.5414, "theta": -0.1957, "rho": -0.0902, "theo": 3.5854, "change": -3.34, "open": 4.32, "high": 4.32, "low": 3.55, "tick": "up", "last_trade_price": 3.6, "last_trade_time": "2026-11-11T15:45:28", "percent_change": -48.1268, "prev_day_close": 3.65000009536743}, {"option": "SPY261204C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 166.0, "volume": 12.0, "delta": 0.7962, "gamma": 0.0089, "vega": 0.5483, "theta": -0.1916, "rho": 0.3952, "theo": 28.982, "change": 5.98, "open": 27.6, "high": 27.6, "low": 27.38, "tick": "up", "last_trade_price": 27.49, "last_trade_time": "2026-11-11T11:07:32", "percent_change": 27.801, "prev_day_close": 28.8699998855591}, {"option": "SPY261204P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 393.0, "volume": 44.0, "delta": -0.2073, "gamma": 0.0091, "vega": 0.5518, "theta": -0.1983, "rho": -0.0932, "theo": 3.7194, "change": -3.49, "open": 4.93, "high": 4.93, "low": 3.47, "tick": "up", "last_trade_price": 3.69, "last_trade_time": "2026-11-11T15:39:21", "percent_change": -48.6072, "prev_day_close": 3.78999996185303}, {"option": "SPY261204C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 483.0, "volume": 14.0, "delta": 0.7889, "gamma": 0.0092, "vega": 0.5593, "theta": -0.1942, "rho": 0.392, "theo": 28.1222, "change": 7.715, "open": 25.05, "high": 28.47, "low": 25.05, "tick": "up", "last_trade_price": 28.47, "last_trade_time": "2026-11-11T15:04:16", "percent_change": 37.1718, "prev_day_close": 28.0100002288818}, {"option": "SPY261204P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 2273.0, "volume": 159.0, "delta": -0.2144, "gamma": 0.0093, "vega": 0.5632, "theta": -0.2008, "rho": -0.0966, "theo": 3.8523, "change": -3.455, "open": 4.67, "high": 4.67, "low": 3.55, "tick": "up", "last_trade_price": 3.97, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -46.532, "prev_day_close": 3.9300000667572}, {"option": "SPY261204C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1634, "open_interest": 388.0, "volume": 54.0, "delta": 0.7814, "gamma": 0.0094, "vega": 0.5706, "theta": -0.1967, "rho": 0.3886, "theo": 27.2685, "change": 6.645, "open": 24.62, "high": 28.36, "low": 24.62, "tick": "down", "last_trade_price": 26.65, "last_trade_time": "2026-11-11T15:56:45", "percent_change": 33.2167, "prev_day_close": 27.1549997329712}, {"option": "SPY261204P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.163, "open_interest": 360.0, "volume": 163.0, "delta": -0.2221, "gamma": 0.0096, "vega": 0.5768, "theta": -0.2034, "rho": -0.0997, "theo": 3.9976, "change": -3.71, "open": 4.94, "high": 5.2, "low": 3.67, "tick": "up", "last_trade_price": 3.97, "last_trade_time": "2026-11-11T14:41:12", "percent_change": -48.3073, "prev_day_close": 4.07999992370606}, {"option": "SPY261204C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 624.0, "volume": 56.0, "delta": 0.7735, "gamma": 0.0097, "vega": 0.5819, "theta": -0.1992, "rho": 0.3851, "theo": 26.4213, "change": 6.565, "open": 23.58, "high": 28.03, "low": 22.97, "tick": "down", "last_trade_price": 25.84, "last_trade_time": "2026-11-11T15:56:36", "percent_change": 34.0597, "prev_day_close": 26.3149995803833}, {"option": "SPY261204P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 3730.0, "volume": 1623.0, "delta": -0.2307, "gamma": 0.0099, "vega": 0.5879, "theta": -0.206, "rho": -0.103, "theo": 4.1593, "change": -3.795, "open": 5.36, "high": 5.68, "low": 3.81, "tick": "down", "last_trade_price": 4.15, "last_trade_time": "2026-11-11T16:13:39", "percent_change": -47.7659, "prev_day_close": 4.24000000953674}, {"option": "SPY261204C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 433.0, "volume": 17.0, "delta": 0.7653, "gamma": 0.01, "vega": 0.5932, "theta": -0.2016, "rho": 0.3813, "theo": 25.581, "change": 6.345, "open": 22.95, "high": 27.27, "low": 22.93, "tick": "down", "last_trade_price": 24.89, "last_trade_time": "2026-11-11T15:55:21", "percent_change": 34.2141, "prev_day_close": 25.4700002670288}, {"option": "SPY261204P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 292.0, "volume": 27.0, "delta": -0.2387, "gamma": 0.0102, "vega": 0.5978, "theta": -0.2083, "rho": -0.106, "theo": 4.3128, "change": -4.01, "open": 5.69, "high": 5.69, "low": 4.18, "tick": "down", "last_trade_price": 4.21, "last_trade_time": "2026-11-11T15:03:59", "percent_change": -48.7835, "prev_day_close": 4.40000009536743}, {"option": "SPY261204C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.159, "open_interest": 365.0, "volume": 40.0, "delta": 0.7568, "gamma": 0.0103, "vega": 0.6044, "theta": -0.204, "rho": 0.3774, "theo": 24.7478, "change": 6.385, "open": 21.84, "high": 26.42, "low": 21.84, "tick": "no_change", "last_trade_price": 24.21, "last_trade_time": "2026-11-11T15:54:46", "percent_change": 35.8205, "prev_day_close": 24.6400003433228}, {"option": "SPY261204P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 168.0, "volume": 29.0, "delta": -0.2474, "gamma": 0.0105, "vega": 0.6085, "theta": -0.2107, "rho": -0.1098, "theo": 4.4805, "change": -3.955, "open": 5.01, "high": 5.01, "low": 4.28, "tick": "up", "last_trade_price": 4.55, "last_trade_time": "2026-11-11T16:03:53", "percent_change": -46.5021, "prev_day_close": 4.57000017166138}, {"option": "SPY261204C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 226.0, "volume": 39.0, "delta": 0.748, "gamma": 0.0106, "vega": 0.6154, "theta": -0.2062, "rho": 0.3734, "theo": 23.9221, "change": 6.47, "open": 22.41, "high": 25.44, "low": 21.59, "tick": "up", "last_trade_price": 23.58, "last_trade_time": "2026-11-11T15:54:39", "percent_change": 37.8141, "prev_day_close": 23.8199996948242}, {"option": "SPY261204P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 1802.0, "volume": 1560.0, "delta": -0.2569, "gamma": 0.0108, "vega": 0.6196, "theta": -0.2131, "rho": -0.1132, "theo": 4.6638, "change": -4.215, "open": 6.18, "high": 6.18, "low": 4.59, "tick": "down", "last_trade_price": 4.59, "last_trade_time": "2026-11-11T14:55:31", "percent_change": -47.8705, "prev_day_close": 4.75}, {"option": "SPY261204C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 362.0, "volume": 89.0, "delta": 0.7389, "gamma": 0.0109, "vega": 0.6263, "theta": -0.2084, "rho": 0.3693, "theo": 23.104, "change": 6.32, "open": 20.03, "high": 24.72, "low": 20.03, "tick": "down", "last_trade_price": 22.73, "last_trade_time": "2026-11-11T15:56:18", "percent_change": 38.5131, "prev_day_close": 23.0050001144409}, {"option": "SPY261204P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1556, "open_interest": 299.0, "volume": 44.0, "delta": -0.2663, "gamma": 0.0111, "vega": 0.6298, "theta": -0.2153, "rho": -0.1175, "theo": 4.8466, "change": -4.06, "open": 5.9, "high": 6.13, "low": 4.82, "tick": "down", "last_trade_price": 5.05, "last_trade_time": "2026-11-11T15:56:18", "percent_change": -44.5664, "prev_day_close": 4.92999982833862}, {"option": "SPY261204C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 643.0, "volume": 65.0, "delta": 0.7295, "gamma": 0.0112, "vega": 0.6371, "theta": -0.2105, "rho": 0.365, "theo": 22.2979, "change": 6.045, "open": 21.0, "high": 23.85, "low": 19.32, "tick": "down", "last_trade_price": 21.77, "last_trade_time": "2026-11-11T15:56:10", "percent_change": 38.442, "prev_day_close": 22.1850004196167}, {"option": "SPY261204P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1543, "open_interest": 2266.0, "volume": 2339.0, "delta": -0.2755, "gamma": 0.0114, "vega": 0.6423, "theta": -0.2174, "rho": -0.121, "theo": 5.028, "change": -4.385, "open": 6.34, "high": 7.06, "low": 4.59, "tick": "down", "last_trade_price": 5.04, "last_trade_time": "2026-11-11T16:08:36", "percent_change": -46.5252, "prev_day_close": 5.13000011444092}, {"option": "SPY261204C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 235.0, "volume": 107.0, "delta": 0.7197, "gamma": 0.0115, "vega": 0.648, "theta": -0.2124, "rho": 0.3604, "theo": 21.4962, "change": 5.945, "open": 19.94, "high": 23.05, "low": 19.0, "tick": "up", "last_trade_price": 20.99, "last_trade_time": "2026-11-11T15:56:04", "percent_change": 39.5148, "prev_day_close": 21.3899993896484}, {"option": "SPY261204P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 1299.0, "volume": 65.0, "delta": -0.2856, "gamma": 0.0118, "vega": 0.6537, "theta": -0.2194, "rho": -0.1249, "theo": 5.2286, "change": -4.46, "open": 6.7, "high": 7.23, "low": 4.83, "tick": "up", "last_trade_price": 5.3, "last_trade_time": "2026-11-11T15:45:21", "percent_change": -45.6967, "prev_day_close": 5.32999992370606}, {"option": "SPY261204C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1518, "open_interest": 263.0, "volume": 103.0, "delta": 0.7095, "gamma": 0.0118, "vega": 0.6587, "theta": -0.2143, "rho": 0.3556, "theo": 20.7033, "change": 5.795, "open": 18.38, "high": 21.78, "low": 17.97, "tick": "down", "last_trade_price": 20.18, "last_trade_time": "2026-11-11T15:56:00", "percent_change": 40.285, "prev_day_close": 20.6000003814697}, {"option": "SPY261204P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 550.0, "volume": 86.0, "delta": -0.2961, "gamma": 0.0121, "vega": 0.6633, "theta": -0.2213, "rho": -0.1283, "theo": 5.4391, "change": -4.665, "open": 7.27, "high": 7.61, "low": 5.02, "tick": "up", "last_trade_price": 5.44, "last_trade_time": "2026-11-11T16:11:21", "percent_change": -46.1653, "prev_day_close": 5.53500008583069}, {"option": "SPY261204C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1511, "open_interest": 404.0, "volume": 121.0, "delta": 0.699, "gamma": 0.0121, "vega": 0.6691, "theta": -0.216, "rho": 0.3506, "theo": 19.9158, "change": 5.805, "open": 18.19, "high": 21.49, "low": 17.06, "tick": "up", "last_trade_price": 19.54, "last_trade_time": "2026-11-11T15:53:48", "percent_change": 42.2643, "prev_day_close": 19.8199996948242}, {"option": "SPY261204P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 1921.0, "volume": 48.0, "delta": -0.3069, "gamma": 0.0124, "vega": 0.6731, "theta": -0.2231, "rho": -0.1329, "theo": 5.6582, "change": -4.56, "open": 7.43, "high": 7.43, "low": 5.34, "tick": "up", "last_trade_price": 5.9, "last_trade_time": "2026-11-11T15:54:00", "percent_change": -43.5946, "prev_day_close": 5.75999999046326}, {"option": "SPY261204C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 367.0, "volume": 125.0, "delta": 0.6881, "gamma": 0.0124, "vega": 0.6791, "theta": -0.2175, "rho": 0.3454, "theo": 19.142, "change": 5.74, "open": 16.95, "high": 20.68, "low": 16.4, "tick": "down", "last_trade_price": 18.84, "last_trade_time": "2026-11-11T15:57:30", "percent_change": 43.8168, "prev_day_close": 19.0549993515015}, {"option": "SPY261204P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1485, "open_interest": 529.0, "volume": 98.0, "delta": -0.3182, "gamma": 0.0127, "vega": 0.6825, "theta": -0.2247, "rho": -0.1369, "theo": 5.8869, "change": -4.93, "open": 7.37, "high": 7.92, "low": 5.66, "tick": "down", "last_trade_price": 5.9, "last_trade_time": "2026-11-11T14:36:03", "percent_change": -45.5217, "prev_day_close": 5.99000000953674}, {"option": "SPY261204C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 844.0, "volume": 262.0, "delta": 0.6769, "gamma": 0.0127, "vega": 0.6888, "theta": -0.2189, "rho": 0.3402, "theo": 18.378, "change": 5.505, "open": 16.64, "high": 20.05, "low": 15.45, "tick": "down", "last_trade_price": 17.98, "last_trade_time": "2026-11-11T15:58:36", "percent_change": 44.1283, "prev_day_close": 18.289999961853}, {"option": "SPY261204P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1471, "open_interest": 2828.0, "volume": 894.0, "delta": -0.3297, "gamma": 0.0131, "vega": 0.6915, "theta": -0.2262, "rho": -0.1409, "theo": 6.1252, "change": -4.85, "open": 7.7, "high": 8.3, "low": 5.61, "tick": "up", "last_trade_price": 6.37, "last_trade_time": "2026-11-11T15:59:37", "percent_change": -43.2264, "prev_day_close": 6.23000001907349}, {"option": "SPY261204C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 314.0, "volume": 71.0, "delta": 0.6654, "gamma": 0.013, "vega": 0.6981, "theta": -0.2201, "rho": 0.3347, "theo": 17.6283, "change": 5.275, "open": 16.0, "high": 19.15, "low": 15.21, "tick": "up", "last_trade_price": 17.14, "last_trade_time": "2026-11-11T15:56:17", "percent_change": 44.4585, "prev_day_close": 17.5349998474121}, {"option": "SPY261204P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1457, "open_interest": 788.0, "volume": 195.0, "delta": -0.3417, "gamma": 0.0134, "vega": 0.7029, "theta": -0.2276, "rho": -0.1457, "theo": 6.3736, "change": -5.21, "open": 7.95, "high": 8.01, "low": 5.82, "tick": "down", "last_trade_price": 6.4, "last_trade_time": "2026-11-11T16:07:06", "percent_change": -44.8751, "prev_day_close": 6.48000001907349}, {"option": "SPY261204C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 176.0, "volume": 88.0, "delta": 0.6533, "gamma": 0.0133, "vega": 0.7072, "theta": -0.2212, "rho": 0.3289, "theo": 16.8818, "change": 5.2, "open": 15.46, "high": 18.53, "low": 14.34, "tick": "up", "last_trade_price": 16.47, "last_trade_time": "2026-11-11T15:56:08", "percent_change": 46.1402, "prev_day_close": 16.8000001907349}, {"option": "SPY261204P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 797.0, "volume": 34.0, "delta": -0.3542, "gamma": 0.0137, "vega": 0.7111, "theta": -0.2287, "rho": -0.1497, "theo": 6.637, "change": -5.29, "open": 7.96, "high": 8.83, "low": 6.59, "tick": "down", "last_trade_price": 6.74, "last_trade_time": "2026-11-11T16:03:53", "percent_change": -43.9734, "prev_day_close": 6.74499988555908}, {"option": "SPY261204C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1434, "open_interest": 395.0, "volume": 99.0, "delta": 0.641, "gamma": 0.0136, "vega": 0.7158, "theta": -0.222, "rho": 0.3229, "theo": 16.1506, "change": 5.185, "open": 14.85, "high": 17.71, "low": 13.57, "tick": "down", "last_trade_price": 15.87, "last_trade_time": "2026-11-11T15:57:52", "percent_change": 48.526, "prev_day_close": 16.0699996948242}, {"option": "SPY261204P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 657.0, "volume": 62.0, "delta": -0.367, "gamma": 0.014, "vega": 0.7186, "theta": -0.2296, "rho": -0.1543, "theo": 6.9114, "change": -5.52, "open": 8.3, "high": 9.48, "low": 6.72, "tick": "up", "last_trade_price": 6.94, "last_trade_time": "2026-11-11T15:50:00", "percent_change": -44.3018, "prev_day_close": 7.01999998092651}, {"option": "SPY261204C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 715.0, "volume": 131.0, "delta": 0.6283, "gamma": 0.0139, "vega": 0.7238, "theta": -0.2226, "rho": 0.3167, "theo": 15.4351, "change": 5.06, "open": 14.02, "high": 17.0, "low": 12.81, "tick": "up", "last_trade_price": 15.17, "last_trade_time": "2026-11-11T15:57:44", "percent_change": 50.0495, "prev_day_close": 15.3449997901916}, {"option": "SPY261204P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 679.0, "volume": 62.0, "delta": -0.3802, "gamma": 0.0144, "vega": 0.7262, "theta": -0.2303, "rho": -0.159, "theo": 7.1971, "change": -5.71, "open": 8.63, "high": 9.74, "low": 6.71, "tick": "down", "last_trade_price": 7.19, "last_trade_time": "2026-11-11T16:14:18", "percent_change": -44.2636, "prev_day_close": 7.30999994277954}, {"option": "SPY261204C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 957.0, "volume": 247.0, "delta": 0.6152, "gamma": 0.0142, "vega": 0.7311, "theta": -0.2229, "rho": 0.3104, "theo": 14.7283, "change": 4.785, "open": 13.09, "high": 16.21, "low": 12.16, "tick": "down", "last_trade_price": 14.35, "last_trade_time": "2026-11-11T15:57:30", "percent_change": 50.0261, "prev_day_close": 14.6399998664856}, {"option": "SPY261204P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 933.0, "volume": 307.0, "delta": -0.3938, "gamma": 0.0147, "vega": 0.7326, "theta": -0.2309, "rho": -0.1631, "theo": 7.4952, "change": -5.58, "open": 9.41, "high": 10.13, "low": 6.91, "tick": "up", "last_trade_price": 7.78, "last_trade_time": "2026-11-11T15:59:40", "percent_change": -41.7665, "prev_day_close": 7.6100001335144}, {"option": "SPY261204C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1385, "open_interest": 568.0, "volume": 661.0, "delta": 0.6018, "gamma": 0.0145, "vega": 0.7378, "theta": -0.223, "rho": 0.304, "theo": 14.0414, "change": 4.95, "open": 12.93, "high": 15.55, "low": 11.7, "tick": "up", "last_trade_price": 13.98, "last_trade_time": "2026-11-11T16:11:18", "percent_change": 54.8173, "prev_day_close": 13.9500002861023}, {"option": "SPY261204P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 530.0, "volume": 246.0, "delta": -0.4079, "gamma": 0.015, "vega": 0.7389, "theta": -0.2312, "rho": -0.1682, "theo": 7.8059, "change": -5.755, "open": 9.62, "high": 10.49, "low": 7.1, "tick": "down", "last_trade_price": 8.09, "last_trade_time": "2026-11-11T15:59:40", "percent_change": -41.5674, "prev_day_close": 7.92499995231628}, {"option": "SPY261204C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 810.0, "volume": 375.0, "delta": 0.5877, "gamma": 0.0148, "vega": 0.7439, "theta": -0.2229, "rho": 0.2971, "theo": 13.3504, "change": 4.46, "open": 12.4, "high": 14.82, "low": 10.92, "tick": "down", "last_trade_price": 12.97, "last_trade_time": "2026-11-11T15:57:11", "percent_change": 52.4089, "prev_day_close": 13.2800002098084}, {"option": "SPY261204P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 588.0, "volume": 121.0, "delta": -0.4224, "gamma": 0.0153, "vega": 0.7451, "theta": -0.2312, "rho": -0.1726, "theo": 8.1342, "change": -5.91, "open": 10.44, "high": 11.07, "low": 7.85, "tick": "up", "last_trade_price": 8.43, "last_trade_time": "2026-11-11T15:59:40", "percent_change": -41.2134, "prev_day_close": 8.25499963760376}, {"option": "SPY261204C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1366, "open_interest": 1033.0, "volume": 386.0, "delta": 0.5736, "gamma": 0.015, "vega": 0.7492, "theta": -0.2225, "rho": 0.29, "theo": 12.6876, "change": 4.395, "open": 11.28, "high": 14.18, "low": 10.44, "tick": "down", "last_trade_price": 12.4, "last_trade_time": "2026-11-11T15:57:35", "percent_change": 54.9032, "prev_day_close": 12.6100001335144}, {"option": "SPY261204P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 1617.0, "volume": 527.0, "delta": -0.4373, "gamma": 0.0156, "vega": 0.7493, "theta": -0.2309, "rho": -0.1769, "theo": 8.4767, "change": -6.045, "open": 10.33, "high": 11.32, "low": 7.7, "tick": "up", "last_trade_price": 8.8, "last_trade_time": "2026-11-11T15:59:30", "percent_change": -40.7208, "prev_day_close": 8.59499979019165}, {"option": "SPY261204C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1345, "open_interest": 1998.0, "volume": 617.0, "delta": 0.5587, "gamma": 0.0153, "vega": 0.7537, "theta": -0.2218, "rho": 0.2827, "theo": 12.0263, "change": 4.49, "open": 11.2, "high": 13.52, "low": 9.78, "tick": "no_change", "last_trade_price": 12.01, "last_trade_time": "2026-11-11T16:13:09", "percent_change": 59.7074, "prev_day_close": 11.9650001525879}, {"option": "SPY261204P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1347, "open_interest": 647.0, "volume": 885.0, "delta": -0.4526, "gamma": 0.0158, "vega": 0.7529, "theta": -0.2305, "rho": -0.1823, "theo": 8.8336, "change": -6.27, "open": 10.49, "high": 11.45, "low": 8.09, "tick": "down", "last_trade_price": 9.11, "last_trade_time": "2026-11-11T15:56:57", "percent_change": -40.7672, "prev_day_close": 8.95999956130981}, {"option": "SPY261204C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1334, "open_interest": 2046.0, "volume": 894.0, "delta": 0.5441, "gamma": 0.0155, "vega": 0.7571, "theta": -0.2208, "rho": 0.2756, "theo": 11.4066, "change": 4.25, "open": 10.12, "high": 12.87, "low": 9.31, "tick": "up", "last_trade_price": 11.3, "last_trade_time": "2026-11-11T16:08:54", "percent_change": 60.2837, "prev_day_close": 11.3449997901916}, {"option": "SPY261204P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 1790.0, "volume": 1183.0, "delta": -0.4683, "gamma": 0.0161, "vega": 0.7554, "theta": -0.2297, "rho": -0.1857, "theo": 9.2058, "change": -6.72, "open": 11.18, "high": 12.21, "low": 8.4, "tick": "up", "last_trade_price": 9.22, "last_trade_time": "2026-11-11T16:08:36", "percent_change": -42.1581, "prev_day_close": 9.33500003814697}, {"option": "SPY261204C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1321, "open_interest": 527.0, "volume": 244.0, "delta": 0.5288, "gamma": 0.0157, "vega": 0.7597, "theta": -0.2195, "rho": 0.2681, "theo": 10.7862, "change": 3.875, "open": 9.53, "high": 11.76, "low": 8.68, "tick": "down", "last_trade_price": 10.47, "last_trade_time": "2026-11-11T15:59:21", "percent_change": 58.7566, "prev_day_close": 10.7300000190735}, {"option": "SPY261204P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 583.0, "volume": 183.0, "delta": -0.4844, "gamma": 0.0164, "vega": 0.7566, "theta": -0.2287, "rho": -0.1904, "theo": 9.594, "change": -6.815, "open": 11.81, "high": 12.27, "low": 8.75, "tick": "down", "last_trade_price": 9.68, "last_trade_time": "2026-11-11T16:06:04", "percent_change": -41.3155, "prev_day_close": 9.72499990463257}, {"option": "SPY261204C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 338.0, "volume": 216.0, "delta": 0.5132, "gamma": 0.0159, "vega": 0.7612, "theta": -0.2179, "rho": 0.2603, "theo": 10.1823, "change": 3.71, "open": 9.26, "high": 11.54, "low": 8.15, "tick": "up", "last_trade_price": 9.87, "last_trade_time": "2026-11-11T15:59:50", "percent_change": 60.2273, "prev_day_close": 10.125}, {"option": "SPY261204P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 341.0, "volume": 107.0, "delta": -0.5009, "gamma": 0.0166, "vega": 0.7568, "theta": -0.2272, "rho": -0.1942, "theo": 10.0044, "change": -6.73, "open": 12.33, "high": 12.39, "low": 9.11, "tick": "up", "last_trade_price": 10.36, "last_trade_time": "2026-11-11T15:56:17", "percent_change": -39.3798, "prev_day_close": 10.1399998664856}, {"option": "SPY261204C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1295, "open_interest": 521.0, "volume": 150.0, "delta": 0.4972, "gamma": 0.016, "vega": 0.7616, "theta": -0.216, "rho": 0.2522, "theo": 9.5957, "change": 3.915, "open": 8.6, "high": 11.02, "low": 7.88, "tick": "no_change", "last_trade_price": 9.66, "last_trade_time": "2026-11-11T15:47:36", "percent_change": 68.1462, "prev_day_close": 9.54500007629394}, {"option": "SPY261204P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1295, "open_interest": 529.0, "volume": 74.0, "delta": -0.5178, "gamma": 0.0168, "vega": 0.756, "theta": -0.2256, "rho": -0.1994, "theo": 10.4306, "change": -6.97, "open": 12.35, "high": 12.84, "low": 9.5, "tick": "up", "last_trade_price": 10.74, "last_trade_time": "2026-11-11T15:53:45", "percent_change": -39.3563, "prev_day_close": 10.5700001716614}, {"option": "SPY261204C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 1292.0, "volume": 297.0, "delta": 0.481, "gamma": 0.0162, "vega": 0.7608, "theta": -0.2137, "rho": 0.2441, "theo": 9.0272, "change": 3.415, "open": 8.12, "high": 10.34, "low": 7.42, "tick": "down", "last_trade_price": 8.76, "last_trade_time": "2026-11-11T15:59:20", "percent_change": 63.8915, "prev_day_close": 8.97499990463257}, {"option": "SPY261204P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 448.0, "volume": 104.0, "delta": -0.5354, "gamma": 0.017, "vega": 0.7538, "theta": -0.2236, "rho": -0.2026, "theo": 10.886, "change": -7.3, "open": 12.86, "high": 13.95, "low": 9.89, "tick": "down", "last_trade_price": 11.03, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -39.8254, "prev_day_close": 11.0149998664856}, {"option": "SPY261204C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 1200.0, "volume": 425.0, "delta": 0.4645, "gamma": 0.0163, "vega": 0.7589, "theta": -0.2112, "rho": 0.236, "theo": 8.4769, "change": 3.455, "open": 7.68, "high": 9.81, "low": 6.92, "tick": "down", "last_trade_price": 8.42, "last_trade_time": "2026-11-11T16:07:24", "percent_change": 69.5871, "prev_day_close": 8.42999982833862}, {"option": "SPY261204P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 388.0, "volume": 113.0, "delta": -0.5529, "gamma": 0.0171, "vega": 0.7504, "theta": -0.2214, "rho": -0.2065, "theo": 11.349, "change": -7.49, "open": 13.83, "high": 14.38, "low": 10.41, "tick": "down", "last_trade_price": 11.5, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -39.4418, "prev_day_close": 11.4850001335144}, {"option": "SPY261204C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1259, "open_interest": 576.0, "volume": 144.0, "delta": 0.4478, "gamma": 0.0164, "vega": 0.7556, "theta": -0.2082, "rho": 0.2277, "theo": 7.9453, "change": 3.42, "open": 7.29, "high": 9.04, "low": 6.37, "tick": "down", "last_trade_price": 8.02, "last_trade_time": "2026-11-11T15:16:59", "percent_change": 74.3478, "prev_day_close": 7.90499997138977}, {"option": "SPY261204P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 430.0, "volume": 31.0, "delta": -0.5704, "gamma": 0.0172, "vega": 0.7432, "theta": -0.2187, "rho": -0.209, "theo": 11.8287, "change": -7.385, "open": 14.38, "high": 14.38, "low": 11.0, "tick": "up", "last_trade_price": 12.26, "last_trade_time": "2026-11-11T14:20:56", "percent_change": -37.5923, "prev_day_close": 11.9549999237061}, {"option": "SPY261204C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1248, "open_interest": 1079.0, "volume": 814.0, "delta": 0.4309, "gamma": 0.0164, "vega": 0.751, "theta": -0.205, "rho": 0.2191, "theo": 7.4332, "change": 3.21, "open": 6.95, "high": 8.45, "low": 6.0, "tick": "down", "last_trade_price": 7.47, "last_trade_time": "2026-11-11T15:34:43", "percent_change": 75.3521, "prev_day_close": 7.39499998092651}, {"option": "SPY261204P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 422.0, "volume": 4.0, "delta": -0.5885, "gamma": 0.0173, "vega": 0.7375, "theta": -0.2158, "rho": -0.2135, "theo": 12.335, "change": -8.89, "open": 14.94, "high": 14.94, "low": 11.41, "tick": "up", "last_trade_price": 11.45, "last_trade_time": "2026-11-11T13:55:29", "percent_change": -43.707, "prev_day_close": 12.4700002670288}, {"option": "SPY261204C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 442.0, "volume": 108.0, "delta": 0.4139, "gamma": 0.0164, "vega": 0.745, "theta": -0.2014, "rho": 0.2105, "theo": 6.9411, "change": 3.0, "open": 6.4, "high": 8.03, "low": 5.46, "tick": "up", "last_trade_price": 6.93, "last_trade_time": "2026-11-11T16:11:21", "percent_change": 76.3359, "prev_day_close": 6.90499997138977}, {"option": "SPY261204P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 409.0, "volume": 1.0, "delta": -0.6067, "gamma": 0.0174, "vega": 0.7294, "theta": -0.2126, "rho": -0.2154, "theo": 12.8614, "change": -9.26, "open": 11.79, "high": 11.79, "low": 11.79, "tick": "down", "last_trade_price": 11.79, "last_trade_time": "2026-11-11T13:42:17", "percent_change": -43.9905, "prev_day_close": 13.0}, {"option": "SPY261204C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 3004.0, "volume": 2743.0, "delta": 0.3968, "gamma": 0.0164, "vega": 0.7378, "theta": -0.1975, "rho": 0.202, "theo": 6.4691, "change": 2.645, "open": 5.45, "high": 7.58, "low": 5.13, "tick": "down", "last_trade_price": 6.27, "last_trade_time": "2026-11-11T15:58:52", "percent_change": 72.9655, "prev_day_close": 6.42999982833862}, {"option": "SPY261204P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 810.0, "volume": 10.0, "delta": -0.6252, "gamma": 0.0174, "vega": 0.72, "theta": -0.2091, "rho": -0.2185, "theo": 13.4109, "change": -8.825, "open": 16.67, "high": 16.87, "low": 12.96, "tick": "no_change", "last_trade_price": 12.96, "last_trade_time": "2026-11-11T14:07:17", "percent_change": -40.5095, "prev_day_close": 13.5499997138977}, {"option": "SPY261204C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 3369.0, "volume": 1051.0, "delta": 0.3797, "gamma": 0.0163, "vega": 0.7292, "theta": -0.1933, "rho": 0.1934, "theo": 6.0172, "change": 2.655, "open": 5.45, "high": 7.15, "low": 4.65, "tick": "up", "last_trade_price": 5.99, "last_trade_time": "2026-11-11T16:14:04", "percent_change": 79.6102, "prev_day_close": 5.98000001907349}, {"option": "SPY261204P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 962.0, "volume": 215.0, "delta": -0.6437, "gamma": 0.0174, "vega": 0.7044, "theta": -0.2051, "rho": -0.2176, "theo": 13.9832, "change": -8.115, "open": 17.3, "high": 17.71, "low": 12.84, "tick": "no_change", "last_trade_price": 14.4, "last_trade_time": "2026-11-11T15:59:01", "percent_change": -36.0426, "prev_day_close": 14.1299996376038}, {"option": "SPY261204C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1204, "open_interest": 994.0, "volume": 851.0, "delta": 0.3625, "gamma": 0.0162, "vega": 0.7191, "theta": -0.1887, "rho": 0.1846, "theo": 5.5859, "change": 2.335, "open": 5.28, "high": 6.61, "low": 4.23, "tick": "no_change", "last_trade_price": 5.4, "last_trade_time": "2026-11-11T15:59:20", "percent_change": 76.1827, "prev_day_close": 5.55000019073486}, {"option": "SPY261204P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 876.0, "volume": 71.0, "delta": -0.6623, "gamma": 0.0173, "vega": 0.693, "theta": -0.201, "rho": -0.2216, "theo": 14.5766, "change": -8.575, "open": 18.35, "high": 18.37, "low": 13.38, "tick": "up", "last_trade_price": 14.73, "last_trade_time": "2026-11-11T14:15:53", "percent_change": -36.7947, "prev_day_close": 14.7199997901916}, {"option": "SPY261204C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1195, "open_interest": 869.0, "volume": 96.0, "delta": 0.3454, "gamma": 0.0161, "vega": 0.7076, "theta": -0.1839, "rho": 0.1759, "theo": 5.1755, "change": 2.115, "open": 4.29, "high": 6.04, "low": 4.09, "tick": "down", "last_trade_price": 4.92, "last_trade_time": "2026-11-11T15:55:41", "percent_change": 75.4011, "prev_day_close": 5.14499998092651}, {"option": "SPY261204P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1183, "open_interest": 477.0, "volume": 9.0, "delta": -0.6809, "gamma": 0.0173, "vega": 0.6783, "theta": -0.1965, "rho": -0.2207, "theo": 15.1916, "change": -9.985, "open": 15.78, "high": 15.78, "low": 14.09, "tick": "down", "last_trade_price": 14.09, "last_trade_time": "2026-11-11T13:58:26", "percent_change": -41.4746, "prev_day_close": 15.335000038147}, {"option": "SPY261204C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 694.0, "volume": 169.0, "delta": 0.3284, "gamma": 0.0159, "vega": 0.6949, "theta": -0.1788, "rho": 0.1674, "theo": 4.7855, "change": 2.485, "open": 4.45, "high": 5.81, "low": 3.57, "tick": "no_change", "last_trade_price": 5.05, "last_trade_time": "2026-11-11T14:50:42", "percent_change": 96.8811, "prev_day_close": 4.75999999046326}, {"option": "SPY261204P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 753.0, "volume": 3.0, "delta": -0.6994, "gamma": 0.0171, "vega": 0.6633, "theta": -0.1917, "rho": -0.219, "theo": 15.8266, "change": -9.075, "open": 15.58, "high": 15.8, "low": 15.58, "tick": "up", "last_trade_price": 15.8, "last_trade_time": "2026-11-11T15:28:23", "percent_change": -36.4824, "prev_day_close": 15.9749994277954}, {"option": "SPY261204C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 547.0, "volume": 75.0, "delta": 0.3116, "gamma": 0.0156, "vega": 0.681, "theta": -0.1735, "rho": 0.1589, "theo": 4.4158, "change": 2.135, "open": 4.1, "high": 5.26, "low": 3.31, "tick": "up", "last_trade_price": 4.48, "last_trade_time": "2026-11-11T15:37:31", "percent_change": 91.0448, "prev_day_close": 4.3899998664856}, {"option": "SPY261204P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 211.0, "volume": 24.0, "delta": -0.718, "gamma": 0.0169, "vega": 0.6393, "theta": -0.1866, "rho": -0.2192, "theo": 16.4899, "change": -8.88, "open": 17.51, "high": 17.51, "low": 15.09, "tick": "up", "last_trade_price": 16.83, "last_trade_time": "2026-11-11T15:57:12", "percent_change": -34.5391, "prev_day_close": 16.6399993896484}, {"option": "SPY261204C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1167, "open_interest": 29485.0, "volume": 28472.0, "delta": 0.295, "gamma": 0.0154, "vega": 0.6656, "theta": -0.1679, "rho": 0.1503, "theo": 4.0665, "change": 1.895, "open": 3.75, "high": 5.03, "low": 3.14, "tick": "up", "last_trade_price": 4.03, "last_trade_time": "2026-11-11T16:12:30", "percent_change": 88.7588, "prev_day_close": 4.04500007629394}, {"option": "SPY261204P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1156, "open_interest": 1221.0, "volume": 21.0, "delta": -0.7362, "gamma": 0.0167, "vega": 0.6218, "theta": -0.1812, "rho": -0.2172, "theo": 17.1682, "change": -9.33, "open": 19.78, "high": 21.17, "low": 17.22, "tick": "down", "last_trade_price": 17.22, "last_trade_time": "2026-11-11T16:08:36", "percent_change": -35.1412, "prev_day_close": 17.3249998092651}, {"option": "SPY261204C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1159, "open_interest": 557.0, "volume": 151.0, "delta": 0.2786, "gamma": 0.0151, "vega": 0.6489, "theta": -0.1621, "rho": 0.142, "theo": 3.7374, "change": 1.815, "open": 3.37, "high": 4.62, "low": 2.85, "tick": "down", "last_trade_price": 3.76, "last_trade_time": "2026-11-11T15:19:43", "percent_change": 93.3162, "prev_day_close": 3.72000002861023}, {"option": "SPY261204P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 325.0, "volume": 10.0, "delta": -0.7544, "gamma": 0.0165, "vega": 0.6009, "theta": -0.1754, "rho": -0.2182, "theo": 17.8756, "change": -10.01, "open": 21.26, "high": 21.26, "low": 16.41, "tick": "down", "last_trade_price": 17.65, "last_trade_time": "2026-11-11T14:48:11", "percent_change": -36.1894, "prev_day_close": 18.0250005722046}, {"option": "SPY261204C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 393.0, "volume": 146.0, "delta": 0.2626, "gamma": 0.0147, "vega": 0.6315, "theta": -0.1562, "rho": 0.1339, "theo": 3.4279, "change": 1.735, "open": 3.33, "high": 4.06, "low": 2.6, "tick": "down", "last_trade_price": 3.5, "last_trade_time": "2026-11-11T15:16:20", "percent_change": 98.3003, "prev_day_close": 3.41000008583069}, {"option": "SPY261204P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 371.0, "volume": 0.0, "delta": -0.7723, "gamma": 0.0162, "vega": 0.5778, "theta": -0.1696, "rho": -0.2114, "theo": 18.5973, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.99, "last_trade_time": "2026-11-10T14:50:15", "percent_change": 0.0, "prev_day_close": 18.7550001144409}, {"option": "SPY261204C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 404.0, "volume": 75.0, "delta": 0.2469, "gamma": 0.0144, "vega": 0.6131, "theta": -0.1501, "rho": 0.1259, "theo": 3.1375, "change": 1.615, "open": 3.07, "high": 3.95, "low": 2.39, "tick": "up", "last_trade_price": 3.22, "last_trade_time": "2026-11-11T15:49:17", "percent_change": 100.623, "prev_day_close": 3.125}, {"option": "SPY261204P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1123, "open_interest": 19.0, "volume": 0.0, "delta": -0.7901, "gamma": 0.016, "vega": 0.5482, "theta": -0.1635, "rho": -0.2095, "theo": 19.3509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.31, "last_trade_time": "2026-11-09T09:38:36", "percent_change": 0.0, "prev_day_close": 19.5150003433228}, {"option": "SPY261204C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1136, "open_interest": 815.0, "volume": 109.0, "delta": 0.2316, "gamma": 0.014, "vega": 0.5935, "theta": -0.1438, "rho": 0.118, "theo": 2.8662, "change": 1.385, "open": 2.68, "high": 3.56, "low": 2.2, "tick": "no_change", "last_trade_price": 2.84, "last_trade_time": "2026-11-11T15:51:34", "percent_change": 95.189, "prev_day_close": 2.8549998998642}, {"option": "SPY261204P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1116, "open_interest": 2.0, "volume": 0.0, "delta": -0.8074, "gamma": 0.0156, "vega": 0.5244, "theta": -0.157, "rho": -0.2063, "theo": 20.1192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.45, "last_trade_time": "2026-11-06T11:21:56", "percent_change": 0.0, "prev_day_close": 20.2799997329712}, {"option": "SPY261204C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 3407.0, "volume": 2138.0, "delta": 0.2168, "gamma": 0.0135, "vega": 0.5731, "theta": -0.1375, "rho": 0.1105, "theo": 2.6132, "change": 1.295, "open": 2.45, "high": 3.33, "low": 1.94, "tick": "up", "last_trade_price": 2.61, "last_trade_time": "2026-11-11T16:14:08", "percent_change": 98.4791, "prev_day_close": 2.6049998998642}, {"option": "SPY261204P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1116, "open_interest": 250.0, "volume": 31.0, "delta": -0.8242, "gamma": 0.0153, "vega": 0.5003, "theta": -0.1508, "rho": -0.19, "theo": 20.9018, "change": -10.655, "open": 24.84, "high": 24.84, "low": 19.48, "tick": "down", "last_trade_price": 20.63, "last_trade_time": "2026-11-11T14:39:40", "percent_change": -34.0579, "prev_day_close": 21.0799999237061}, {"option": "SPY261204C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1124, "open_interest": 965.0, "volume": 259.0, "delta": 0.2025, "gamma": 0.0131, "vega": 0.5523, "theta": -0.1312, "rho": 0.1033, "theo": 2.3778, "change": 1.08, "open": 2.0, "high": 3.08, "low": 1.85, "tick": "down", "last_trade_price": 2.27, "last_trade_time": "2026-11-11T15:58:25", "percent_change": 90.7563, "prev_day_close": 2.375}, {"option": "SPY261204P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1108, "open_interest": 2.0, "volume": 1.0, "delta": -0.8413, "gamma": 0.0151, "vega": 0.4668, "theta": -0.1461, "rho": -0.1884, "theo": 21.7156, "change": -9.49, "open": 22.41, "high": 22.41, "low": 22.41, "tick": "down", "last_trade_price": 22.41, "last_trade_time": "2026-11-11T15:54:56", "percent_change": -29.7492, "prev_day_close": 21.8850002288818}, {"option": "SPY261204C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 811.0, "volume": 235.0, "delta": 0.1887, "gamma": 0.0126, "vega": 0.531, "theta": -0.1248, "rho": 0.0962, "theo": 2.1596, "change": 1.075, "open": 2.01, "high": 2.82, "low": 1.7, "tick": "down", "last_trade_price": 2.15, "last_trade_time": "2026-11-11T16:10:53", "percent_change": 100.0, "prev_day_close": 2.15500009059906}, {"option": "SPY261204P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.11, "open_interest": 0.0, "volume": 0.0, "delta": -0.8577, "gamma": 0.0147, "vega": 0.433, "theta": -0.1408, "rho": -0.183, "theo": 22.5448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.69, "last_trade_time": "2026-11-05T16:12:05", "percent_change": 0.0, "prev_day_close": 22.7150001525879}, {"option": "SPY261204C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1112, "open_interest": 3164.0, "volume": 2587.0, "delta": 0.1754, "gamma": 0.0121, "vega": 0.509, "theta": -0.1185, "rho": 0.0893, "theo": 1.9581, "change": 0.9, "open": 1.88, "high": 2.57, "low": 1.49, "tick": "down", "last_trade_price": 1.87, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 92.7835, "prev_day_close": 1.95500004291534}, {"option": "SPY261204P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 2.0, "volume": 0.0, "delta": -0.8731, "gamma": 0.0143, "vega": 0.4086, "theta": -0.135, "rho": -0.1828, "theo": 23.3947, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.01, "last_trade_time": "2026-11-09T10:32:26", "percent_change": 0.0, "prev_day_close": 23.5650005340576}, {"option": "SPY261204C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1106, "open_interest": 937.0, "volume": 82.0, "delta": 0.1627, "gamma": 0.0116, "vega": 0.4868, "theta": -0.1122, "rho": 0.0829, "theo": 1.7725, "change": 0.975, "open": 1.8, "high": 2.36, "low": 1.45, "tick": "up", "last_trade_price": 1.85, "last_trade_time": "2026-11-11T15:50:00", "percent_change": 111.429, "prev_day_close": 1.77499997615814}, {"option": "SPY261204P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1084, "open_interest": 4.0, "volume": 4.0, "delta": -0.8889, "gamma": 0.0138, "vega": 0.3734, "theta": -0.1349, "rho": -0.1495, "theo": 24.2609, "change": -10.115, "open": 25.98, "high": 25.98, "low": 24.3, "tick": "up", "last_trade_price": 24.6, "last_trade_time": "2026-11-11T14:20:32", "percent_change": -29.1373, "prev_day_close": 24.4300003051758}, {"option": "SPY261204C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1102, "open_interest": 1412.0, "volume": 822.0, "delta": 0.1507, "gamma": 0.0111, "vega": 0.4647, "theta": -0.106, "rho": 0.0768, "theo": 1.6018, "change": 0.76, "open": 1.51, "high": 2.15, "low": 1.18, "tick": "up", "last_trade_price": 1.55, "last_trade_time": "2026-11-11T15:57:59", "percent_change": 96.2025, "prev_day_close": 1.60000002384186}, {"option": "SPY261204P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1091, "open_interest": 0.0, "volume": 0.0, "delta": -0.904, "gamma": 0.0134, "vega": 0.3353, "theta": -0.1347, "rho": -0.1474, "theo": 25.1496, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.57, "last_trade_time": "2026-11-05T14:27:18", "percent_change": 0.0, "prev_day_close": 25.3199996948242}, {"option": "SPY261204C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1097, "open_interest": 750.0, "volume": 278.0, "delta": 0.1392, "gamma": 0.0105, "vega": 0.4425, "theta": -0.0999, "rho": 0.0709, "theo": 1.4456, "change": 0.8, "open": 1.5, "high": 1.96, "low": 1.15, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T15:48:34", "percent_change": 112.676, "prev_day_close": 1.44499999284744}, {"option": "SPY261204P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1106, "open_interest": 0.0, "volume": 0.0, "delta": -0.9198, "gamma": 0.0139, "vega": 0.3004, "theta": -0.1333, "rho": -0.1445, "theo": 26.0494, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.03, "last_trade_time": "2026-11-05T11:24:38", "percent_change": 0.0, "prev_day_close": 26.2199993133545}, {"option": "SPY261204C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1093, "open_interest": 367.0, "volume": 84.0, "delta": 0.1284, "gamma": 0.01, "vega": 0.4202, "theta": -0.094, "rho": 0.0654, "theo": 1.3032, "change": 0.72, "open": 1.14, "high": 1.78, "low": 1.14, "tick": "no_change", "last_trade_price": 1.36, "last_trade_time": "2026-11-11T15:08:04", "percent_change": 112.5, "prev_day_close": 1.30500000715256}, {"option": "SPY261204P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1099, "open_interest": 0.0, "volume": 0.0, "delta": -0.9343, "gamma": 0.0139, "vega": 0.2736, "theta": -0.1262, "rho": -0.1009, "theo": 26.9667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.08, "last_trade_time": "2026-11-04T14:30:13", "percent_change": 0.0, "prev_day_close": 27.1149997711182}, {"option": "SPY261204C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.109, "open_interest": 751.0, "volume": 134.0, "delta": 0.1182, "gamma": 0.0094, "vega": 0.3982, "theta": -0.0882, "rho": 0.0602, "theo": 1.1722, "change": 0.64, "open": 1.08, "high": 1.54, "low": 0.85, "tick": "down", "last_trade_price": 1.22, "last_trade_time": "2026-11-11T15:46:12", "percent_change": 110.345, "prev_day_close": 1.17500001192093}, {"option": "SPY261204P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1096, "open_interest": 0.0, "volume": 0.0, "delta": -0.9469, "gamma": 0.0132, "vega": 0.234, "theta": -0.1114, "rho": -0.0995, "theo": 27.906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.62, "last_trade_time": "2026-10-30T13:41:02", "percent_change": 0.0, "prev_day_close": 28.0699996948242}, {"option": "SPY261204C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1088, "open_interest": 346.0, "volume": 40.0, "delta": 0.1086, "gamma": 0.0089, "vega": 0.377, "theta": -0.0827, "rho": 0.0553, "theo": 1.0546, "change": 0.54, "open": 1.05, "high": 1.45, "low": 0.86, "tick": "down", "last_trade_price": 1.06, "last_trade_time": "2026-11-11T15:29:35", "percent_change": 103.846, "prev_day_close": 1.06000000238419}, {"option": "SPY261204P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.109, "open_interest": 0.0, "volume": 0.0, "delta": -0.9598, "gamma": 0.0117, "vega": 0.1871, "theta": -0.1078, "rho": -0.0606, "theo": 28.8633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.31, "last_trade_time": "2026-11-04T10:57:36", "percent_change": 0.0, "prev_day_close": 29.0600004196167}, {"option": "SPY261204C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1084, "open_interest": 4688.0, "volume": 4467.0, "delta": 0.0998, "gamma": 0.0084, "vega": 0.3563, "theta": -0.0774, "rho": 0.0507, "theo": 0.9495, "change": 0.425, "open": 1.0, "high": 1.29, "low": 0.71, "tick": "no_change", "last_trade_price": 0.9, "last_trade_time": "2026-11-11T15:58:43", "percent_change": 89.4737, "prev_day_close": 0.949999988079071}, {"option": "SPY261204P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 1.0, "volume": 18.0, "delta": -0.9721, "gamma": 0.0099, "vega": 0.1457, "theta": -0.1085, "rho": -0.0498, "theo": 29.8301, "change": -9.285, "open": 31.53, "high": 31.53, "low": 31.53, "tick": "down", "last_trade_price": 31.53, "last_trade_time": "2026-11-11T11:18:46", "percent_change": -22.749, "prev_day_close": 30.0050001144409}, {"option": "SPY261204C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1083, "open_interest": 534.0, "volume": 244.0, "delta": 0.0915, "gamma": 0.0079, "vega": 0.3356, "theta": -0.0723, "rho": 0.0465, "theo": 0.8527, "change": 0.39, "open": 0.96, "high": 1.21, "low": 0.71, "tick": "down", "last_trade_price": 0.82, "last_trade_time": "2026-11-11T15:57:55", "percent_change": 90.6977, "prev_day_close": 0.854999989271164}, {"option": "SPY261204P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 0.0, "volume": 0.0, "delta": -0.9808, "gamma": 0.0082, "vega": 0.1114, "theta": -0.0929, "rho": -0.0366, "theo": 30.8096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 23.47, "last_trade_time": "2026-11-04T14:12:23", "percent_change": 0.0, "prev_day_close": 30.9849996566772}, {"option": "SPY261204C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 869.0, "volume": 162.0, "delta": 0.0839, "gamma": 0.0074, "vega": 0.3163, "theta": -0.0676, "rho": 0.0427, "theo": 0.7674, "change": 0.41, "open": 0.87, "high": 1.05, "low": 0.65, "tick": "no_change", "last_trade_price": 0.8, "last_trade_time": "2026-11-11T15:48:14", "percent_change": 105.128, "prev_day_close": 0.769999980926514}, {"option": "SPY261204P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1185, "open_interest": 0.0, "volume": 0.0, "delta": -0.9878, "gamma": 0.0066, "vega": 0.0822, "theta": -0.0796, "rho": 0.0, "theo": 31.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.9899997711182}, {"option": "SPY261204C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 520.0, "volume": 30.0, "delta": 0.0768, "gamma": 0.0069, "vega": 0.2976, "theta": -0.063, "rho": 0.039, "theo": 0.6901, "change": 0.29, "open": 0.75, "high": 0.93, "low": 0.61, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T15:56:09", "percent_change": 82.8571, "prev_day_close": 0.689999997615814}, {"option": "SPY261204P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 0.0, "volume": 0.0, "delta": -0.9924, "gamma": 0.0041, "vega": 0.0516, "theta": -0.0796, "rho": 0.0, "theo": 32.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.84, "last_trade_time": "2026-10-26T14:19:08", "percent_change": 0.0, "prev_day_close": 32.9899997711182}, {"option": "SPY261204C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1081, "open_interest": 513.0, "volume": 112.0, "delta": 0.0704, "gamma": 0.0065, "vega": 0.2796, "theta": -0.0588, "rho": 0.0357, "theo": 0.621, "change": 0.32, "open": 0.74, "high": 0.86, "low": 0.47, "tick": "up", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T15:45:28", "percent_change": 100.0, "prev_day_close": 0.620000004768372}, {"option": "SPY261204P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 0.0, "volume": 0.0, "delta": -0.9962, "gamma": 0.0021, "vega": 0.0272, "theta": -0.0796, "rho": 0.0, "theo": 33.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.64, "last_trade_time": "2026-10-23T11:45:02", "percent_change": 0.0, "prev_day_close": 33.9850006103516}, {"option": "SPY261204C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1082, "open_interest": 919.0, "volume": 271.0, "delta": 0.0644, "gamma": 0.0061, "vega": 0.2624, "theta": -0.0548, "rho": 0.0327, "theo": 0.5594, "change": 0.285, "open": 0.64, "high": 0.8, "low": 0.44, "tick": "no_change", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T15:46:11", "percent_change": 96.6102, "prev_day_close": 0.560000002384186}, {"option": "SPY261204P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1204, "open_interest": 0.0, "volume": 0.0, "delta": -0.9985, "gamma": 0.0008, "vega": 0.0117, "theta": -0.0796, "rho": 0.0, "theo": 34.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 29.4, "last_trade_time": "2026-11-04T09:40:51", "percent_change": 0.0, "prev_day_close": 34.9899997711182}, {"option": "SPY261204C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1083, "open_interest": 333.0, "volume": 9.0, "delta": 0.0589, "gamma": 0.0056, "vega": 0.246, "theta": -0.051, "rho": 0.0299, "theo": 0.5036, "change": 0.44, "open": 0.56, "high": 0.71, "low": 0.56, "tick": "no_change", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T12:40:20", "percent_change": 162.963, "prev_day_close": 0.504999995231628}, {"option": "SPY261204P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 35.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.23, "last_trade_time": "2026-10-23T09:44:54", "percent_change": 0.0, "prev_day_close": 35.9899997711182}, {"option": "SPY261204C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1084, "open_interest": 224.0, "volume": 25.0, "delta": 0.054, "gamma": 0.0053, "vega": 0.2311, "theta": -0.0476, "rho": 0.0274, "theo": 0.4556, "change": 0.225, "open": 0.55, "high": 0.63, "low": 0.37, "tick": "no_change", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T15:20:28", "percent_change": 91.8367, "prev_day_close": 0.454999998211861}, {"option": "SPY261204P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 36.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.6, "last_trade_time": "2026-11-04T13:52:41", "percent_change": 0.0, "prev_day_close": 36.9899997711182}, {"option": "SPY261204C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1086, "open_interest": 139.0, "volume": 63.0, "delta": 0.0495, "gamma": 0.0049, "vega": 0.2168, "theta": -0.0444, "rho": 0.025, "theo": 0.4123, "change": 0.195, "open": 0.48, "high": 0.58, "low": 0.34, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:45:25", "percent_change": 86.6667, "prev_day_close": 0.409999996423721}, {"option": "SPY261204P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 37.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.5, "last_trade_time": "2026-11-05T09:36:00", "percent_change": 0.0, "prev_day_close": 37.9899997711182}, {"option": "SPY261204C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1088, "open_interest": 362.0, "volume": 10.0, "delta": 0.0454, "gamma": 0.0046, "vega": 0.2034, "theta": -0.0415, "rho": 0.023, "theo": 0.3739, "change": 0.155, "open": 0.41, "high": 0.5, "low": 0.35, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:50:11", "percent_change": 75.6098, "prev_day_close": 0.375}, {"option": "SPY261204P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 38.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9899997711182}, {"option": "SPY261204C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1093, "open_interest": 28787.0, "volume": 28597.0, "delta": 0.0418, "gamma": 0.0042, "vega": 0.1908, "theta": -0.0388, "rho": 0.0211, "theo": 0.3399, "change": 0.115, "open": 0.41, "high": 0.49, "low": 0.28, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:58:43", "percent_change": 58.9744, "prev_day_close": 0.340000003576279}, {"option": "SPY261204P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 39.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.0, "last_trade_time": "2026-11-10T15:51:32", "percent_change": 0.0, "prev_day_close": 39.9899997711182}, {"option": "SPY261204C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1098, "open_interest": 131.0, "volume": 17.0, "delta": 0.0384, "gamma": 0.004, "vega": 0.1793, "theta": -0.0363, "rho": 0.0194, "theo": 0.3098, "change": 0.115, "open": 0.32, "high": 0.44, "low": 0.29, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:54:34", "percent_change": 65.7143, "prev_day_close": 0.310000002384186}, {"option": "SPY261204P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1347, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 40.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.9899997711182}, {"option": "SPY261204C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1104, "open_interest": 145.0, "volume": 59.0, "delta": 0.0354, "gamma": 0.0037, "vega": 0.1685, "theta": -0.034, "rho": 0.0179, "theo": 0.2831, "change": 0.135, "open": 0.37, "high": 0.37, "low": 0.3, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:48:14", "percent_change": 81.8182, "prev_day_close": 0.280000001192093}, {"option": "SPY261204P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 41.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.9899997711182}, {"option": "SPY261204C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1108, "open_interest": 186.0, "volume": 49.0, "delta": 0.0327, "gamma": 0.0034, "vega": 0.1585, "theta": -0.032, "rho": 0.0165, "theo": 0.2595, "change": 0.105, "open": 0.34, "high": 0.34, "low": 0.26, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:45:25", "percent_change": 67.7419, "prev_day_close": 0.254999995231628}, {"option": "SPY261204P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 42.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.9899997711182}, {"option": "SPY261204C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1116, "open_interest": 511.0, "volume": 107.0, "delta": 0.0302, "gamma": 0.0032, "vega": 0.1488, "theta": -0.03, "rho": 0.0152, "theo": 0.2376, "change": 0.075, "open": 0.24, "high": 0.34, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:55:31", "percent_change": 51.7241, "prev_day_close": 0.234999999403954}, {"option": "SPY261204P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.148, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 43.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.27, "last_trade_time": "2026-10-30T09:40:00", "percent_change": 0.0, "prev_day_close": 43.9899997711182}, {"option": "SPY261204C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1121, "open_interest": 752.0, "volume": 133.0, "delta": 0.028, "gamma": 0.003, "vega": 0.1403, "theta": -0.0283, "rho": 0.0141, "theo": 0.2191, "change": 0.065, "open": 0.28, "high": 0.32, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:55:50", "percent_change": 48.1482, "prev_day_close": 0.214999996125698}, {"option": "SPY261204P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1541, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 44.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.0100002288818}, {"option": "SPY261204C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 272.0, "volume": 67.0, "delta": 0.026, "gamma": 0.0028, "vega": 0.1325, "theta": -0.0267, "rho": 0.0131, "theo": 0.2027, "change": 0.085, "open": 0.23, "high": 0.24, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:15:28", "percent_change": 68.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261204P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 45.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.18, "last_trade_time": "2026-10-27T15:23:15", "percent_change": 0.0, "prev_day_close": 45.9899997711182}, {"option": "SPY261204C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 573.0, "volume": 319.0, "delta": 0.0242, "gamma": 0.0026, "vega": 0.1253, "theta": -0.0253, "rho": 0.0122, "theo": 0.1881, "change": 0.135, "open": 0.23, "high": 0.26, "low": 0.22, "tick": "up", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T12:35:10", "percent_change": 108.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261204P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1503, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 46.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.9899997711182}, {"option": "SPY261204C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 558.0, "volume": 38.0, "delta": 0.0226, "gamma": 0.0024, "vega": 0.1186, "theta": -0.024, "rho": 0.0114, "theo": 0.1751, "change": 0.095, "open": 0.22, "high": 0.23, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T14:08:54", "percent_change": 82.6087, "prev_day_close": 0.175000004470348}, {"option": "SPY261204P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 47.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.0100002288818}, {"option": "SPY261204C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 167.0, "volume": 35.0, "delta": 0.0212, "gamma": 0.0023, "vega": 0.1125, "theta": -0.0228, "rho": 0.0106, "theo": 0.1635, "change": 0.085, "open": 0.2, "high": 0.23, "low": 0.16, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T14:10:11", "percent_change": 80.9524, "prev_day_close": 0.155000001192093}, {"option": "SPY261204P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1551, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 48.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.9899997711182}, {"option": "SPY261204C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1161, "open_interest": 3658.0, "volume": 57.0, "delta": 0.0199, "gamma": 0.0022, "vega": 0.1072, "theta": -0.0218, "rho": 0.01, "theo": 0.1538, "change": 0.055, "open": 0.18, "high": 0.21, "low": 0.13, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T14:30:38", "percent_change": 52.381, "prev_day_close": 0.145000003278255}, {"option": "SPY261204P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 72.05, "last_trade_time": "2026-11-06T15:32:34", "percent_change": 0.0, "prev_day_close": 49.9899997711182}, {"option": "SPY261204C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 343.0, "volume": 53.0, "delta": 0.0187, "gamma": 0.002, "vega": 0.1019, "theta": -0.0208, "rho": 0.0094, "theo": 0.1444, "change": 0.105, "open": 0.17, "high": 0.2, "low": 0.14, "tick": "up", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T12:23:31", "percent_change": 110.526, "prev_day_close": 0.134999997913837}, {"option": "SPY261204P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1599, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 50.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.96, "last_trade_time": "2026-11-05T15:51:37", "percent_change": 0.0, "prev_day_close": 50.9849987030029}, {"option": "SPY261204C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 260.0, "volume": 60.0, "delta": 0.0176, "gamma": 0.0019, "vega": 0.097, "theta": -0.0198, "rho": 0.0088, "theo": 0.1359, "change": 0.095, "open": 0.17, "high": 0.19, "low": 0.17, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T12:56:28", "percent_change": 100.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261204P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1623, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 51.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.9899997711182}, {"option": "SPY261204C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 182.0, "volume": 12.0, "delta": 0.0166, "gamma": 0.0018, "vega": 0.0925, "theta": -0.019, "rho": 0.0083, "theo": 0.1282, "change": 0.075, "open": 0.16, "high": 0.16, "low": 0.16, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T11:43:40", "percent_change": 88.2353, "prev_day_close": 0.12499999627471}, {"option": "SPY261204P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1647, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 52.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.9899997711182}, {"option": "SPY261204C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1203, "open_interest": 487.0, "volume": 733.0, "delta": 0.0157, "gamma": 0.0017, "vega": 0.0883, "theta": -0.0182, "rho": 0.0079, "theo": 0.1213, "change": 0.075, "open": 0.16, "high": 0.16, "low": 0.14, "tick": "no_change", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T13:53:15", "percent_change": 88.2353, "prev_day_close": 0.114999998360872}, {"option": "SPY261204P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.167, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 53.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.9899997711182}, {"option": "SPY261204C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1208, "open_interest": 646.0, "volume": 190.0, "delta": 0.0149, "gamma": 0.0016, "vega": 0.0844, "theta": -0.0175, "rho": 0.0074, "theo": 0.115, "change": 0.065, "open": 0.15, "high": 0.16, "low": 0.11, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T13:59:37", "percent_change": 76.4706, "prev_day_close": 0.114999998360872}, {"option": "SPY261204P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.9899997711182}, {"option": "SPY261204C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 348.0, "volume": 52.0, "delta": 0.0116, "gamma": 0.0012, "vega": 0.0686, "theta": -0.0147, "rho": 0.0058, "theo": 0.091, "change": 0.045, "open": 0.11, "high": 0.12, "low": 0.08, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T13:59:37", "percent_change": 69.2308, "prev_day_close": 0.0850000008940697}, {"option": "SPY261204P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9899997711182}, {"option": "SPY261204C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1326, "open_interest": 251.0, "volume": 12.0, "delta": 0.0093, "gamma": 0.001, "vega": 0.0568, "theta": -0.0126, "rho": 0.0046, "theo": 0.0743, "change": 0.035, "open": 0.1, "high": 0.1, "low": 0.08, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T13:57:34", "percent_change": 63.6364, "prev_day_close": 0.0749999992549419}, {"option": "SPY261204P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1914, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.62, "last_trade_time": "2026-11-05T16:13:23", "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261204C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 195.0, "volume": 16.0, "delta": 0.0077, "gamma": 0.0008, "vega": 0.0483, "theta": -0.0111, "rho": 0.0038, "theo": 0.0631, "change": 0.025, "open": 0.06, "high": 0.07, "low": 0.06, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T13:58:04", "percent_change": 55.5556, "prev_day_close": 0.0649999994784594}, {"option": "SPY261204P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 5.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.56, "last_trade_time": "2026-11-09T15:54:55", "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261204C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 30.0, "volume": 5.0, "delta": 0.0065, "gamma": 0.0007, "vega": 0.0417, "theta": -0.01, "rho": 0.0032, "theo": 0.0547, "change": 0.005, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T09:44:27", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261204P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2218, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.58, "last_trade_time": "2026-11-09T15:54:55", "percent_change": 0.0, "prev_day_close": 74.9900016784668}, {"option": "SPY261204C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1515, "open_interest": 134.0, "volume": 5.0, "delta": 0.0056, "gamma": 0.0006, "vega": 0.0364, "theta": -0.0091, "rho": 0.0028, "theo": 0.0482, "change": 0.025, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T13:09:39", "percent_change": 71.4286, "prev_day_close": 0.0449999999254942}, {"option": "SPY261204P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2245, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY261204C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1579, "open_interest": 81.0, "volume": 15.0, "delta": 0.0049, "gamma": 0.0005, "vega": 0.0321, "theta": -0.0083, "rho": 0.0024, "theo": 0.0429, "change": 0.005, "open": 0.05, "high": 0.05, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:55:50", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261204P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2352, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261204C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 393.0, "volume": 157.0, "delta": 0.0043, "gamma": 0.0004, "vega": 0.0285, "theta": -0.0076, "rho": 0.0021, "theo": 0.0386, "change": 0.005, "open": 0.04, "high": 0.05, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:57:28", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261204P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2571, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY261204C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1695, "open_interest": 171.0, "volume": 7.0, "delta": 0.0038, "gamma": 0.0003, "vega": 0.0254, "theta": -0.007, "rho": 0.0019, "theo": 0.0348, "change": 0.015, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T09:46:23", "percent_change": 60.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261204P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2563, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261204C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 156.0, "volume": 84.0, "delta": 0.0034, "gamma": 0.0003, "vega": 0.0228, "theta": -0.0065, "rho": 0.0016, "theo": 0.0316, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:09:37", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261204P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2666, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9900016784668}, {"option": "SPY261204C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 22.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0003, "vega": 0.0205, "theta": -0.0061, "rho": 0.0015, "theo": 0.0288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-05T12:09:11", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261204P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2768, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.990001678467}, {"option": "SPY261204C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1862, "open_interest": 144.0, "volume": 1.0, "delta": 0.0027, "gamma": 0.0002, "vega": 0.0186, "theta": -0.0056, "rho": 0.0013, "theo": 0.0264, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:26:04", "percent_change": -20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261204P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2869, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261204C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1935, "open_interest": 100.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0002, "vega": 0.0168, "theta": -0.0053, "rho": 0.0012, "theo": 0.0242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:39:48", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261204P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2969, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY261204C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1967, "open_interest": 240.0, "volume": 1.0, "delta": 0.0022, "gamma": 0.0002, "vega": 0.0153, "theta": -0.0049, "rho": 0.0011, "theo": 0.0222, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T09:58:19", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3068, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 141.6, "last_trade_time": "2026-11-06T15:32:34", "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261204C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1987, "open_interest": 174.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0002, "vega": 0.014, "theta": -0.0046, "rho": 0.001, "theo": 0.0204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T11:32:20", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3166, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY261204C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2055, "open_interest": 164.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0001, "vega": 0.0127, "theta": -0.0043, "rho": 0.0009, "theo": 0.0189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-05T14:06:40", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3263, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY261204C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2122, "open_interest": 16.0, "volume": 20.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0116, "theta": -0.004, "rho": 0.0008, "theo": 0.0174, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:27:09", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3359, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY261204C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2189, "open_interest": 533.0, "volume": 520.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.0107, "theta": -0.0038, "rho": 0.0007, "theo": 0.0161, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:06:38", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3454, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261204C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 0.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0098, "theta": -0.0036, "rho": 0.0007, "theo": 0.0149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3696, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261204C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2247, "open_interest": 60.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.009, "theta": -0.0034, "rho": 0.0006, "theo": 0.0138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T11:12:24", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3642, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261204C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.231, "open_interest": 158.0, "volume": 1.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0083, "theta": -0.0032, "rho": 0.0006, "theo": 0.0128, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:58:12", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261204P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3924, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.98999786377}, {"option": "SPY261204C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 10.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0077, "theta": -0.003, "rho": 0.0005, "theo": 0.0119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T11:51:16", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261204P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3826, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.98999786377}, {"option": "SPY261204C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2314, "open_interest": 14.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0071, "theta": -0.0028, "rho": 0.0005, "theo": 0.0111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:50:00", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261204P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3917, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.98999786377}, {"option": "SPY261204C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 49.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0001, "vega": 0.0065, "theta": -0.0026, "rho": 0.0004, "theo": 0.0103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T12:05:59", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261204P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4007, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0796, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261211C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5401, "open_interest": 0.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0001, "vega": 0.0258, "theta": 0.0, "rho": 0.4337, "theo": 262.1568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 261.945007324219}, {"option": "SPY261211P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5686, "open_interest": 382.0, "volume": 23.0, "delta": -0.0039, "gamma": 0.0001, "vega": 0.026, "theta": -0.0223, "rho": -0.0025, "theo": 0.1496, "change": -0.085, "open": 0.16, "high": 0.16, "low": 0.14, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:10:49", "percent_change": -36.1702, "prev_day_close": 0.145000003278255}, {"option": "SPY261211C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5342, "open_interest": 0.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0001, "vega": 0.0273, "theta": 0.0, "rho": 0.4379, "theo": 257.1841, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 256.975006103516}, {"option": "SPY261211P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5603, "open_interest": 218.0, "volume": 0.0, "delta": -0.0042, "gamma": 0.0001, "vega": 0.0274, "theta": -0.0232, "rho": -0.0027, "theo": 0.1572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.27, "last_trade_time": "2026-11-10T11:55:54", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261211C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5278, "open_interest": 1.0, "volume": 0.0, "delta": 0.9954, "gamma": 0.0001, "vega": 0.0288, "theta": 0.0, "rho": 0.4421, "theo": 252.2119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 232.1, "last_trade_time": "2026-11-05T14:47:33", "percent_change": 0.0, "prev_day_close": 252.0}, {"option": "SPY261211P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5518, "open_interest": 73.0, "volume": 1.0, "delta": -0.0044, "gamma": 0.0001, "vega": 0.0289, "theta": -0.0242, "rho": -0.0028, "theo": 0.1653, "change": -0.095, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T09:30:28", "percent_change": -35.8491, "prev_day_close": 0.16499999910593}, {"option": "SPY261211C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5186, "open_interest": 0.0, "volume": 0.0, "delta": 0.9951, "gamma": 0.0001, "vega": 0.0305, "theta": 0.0, "rho": 0.4462, "theo": 247.2402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 247.024993896484}, {"option": "SPY261211P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5431, "open_interest": 14.0, "volume": 1.0, "delta": -0.0047, "gamma": 0.0001, "vega": 0.0306, "theta": -0.0251, "rho": -0.003, "theo": 0.1739, "change": -0.085, "open": 0.19, "high": 0.19, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T09:39:12", "percent_change": -30.9091, "prev_day_close": 0.175000004470348}, {"option": "SPY261211C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5115, "open_interest": 1.0, "volume": 0.0, "delta": 0.9948, "gamma": 0.0001, "vega": 0.0323, "theta": 0.0, "rho": 0.4504, "theo": 242.2692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 214.93, "last_trade_time": "2026-11-05T16:09:12", "percent_change": 0.0, "prev_day_close": 242.054992675781}, {"option": "SPY261211P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5342, "open_interest": 303.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0001, "vega": 0.0323, "theta": -0.0262, "rho": -0.0032, "theo": 0.1831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.66, "last_trade_time": "2026-11-06T09:46:43", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261211C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.506, "open_interest": 0.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0001, "vega": 0.0342, "theta": 0.0, "rho": 0.4545, "theo": 237.2987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 237.085006713867}, {"option": "SPY261211P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5252, "open_interest": 42.0, "volume": 0.0, "delta": -0.0054, "gamma": 0.0001, "vega": 0.0342, "theta": -0.0272, "rho": -0.0034, "theo": 0.1929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-09T14:12:59", "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261211C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4944, "open_interest": 0.0, "volume": 0.0, "delta": 0.9941, "gamma": 0.0001, "vega": 0.0361, "theta": 0.0, "rho": 0.4587, "theo": 232.3288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 232.115005493164}, {"option": "SPY261211P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5161, "open_interest": 302.0, "volume": 8.0, "delta": -0.0057, "gamma": 0.0001, "vega": 0.0362, "theta": -0.0284, "rho": -0.0037, "theo": 0.2033, "change": -0.125, "open": 0.2, "high": 0.2, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -38.4615, "prev_day_close": 0.204999998211861}, {"option": "SPY261211C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4866, "open_interest": 0.0, "volume": 0.0, "delta": 0.9937, "gamma": 0.0001, "vega": 0.0382, "theta": -0.0003, "rho": 0.4628, "theo": 227.3595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 227.139999389648}, {"option": "SPY261211P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.507, "open_interest": 131.0, "volume": 0.0, "delta": -0.0061, "gamma": 0.0001, "vega": 0.0385, "theta": -0.0295, "rho": -0.0039, "theo": 0.2142, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.36, "last_trade_time": "2026-11-09T14:29:53", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261211C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4801, "open_interest": 0.0, "volume": 0.0, "delta": 0.9933, "gamma": 0.0002, "vega": 0.0405, "theta": -0.0022, "rho": 0.4669, "theo": 222.3909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 222.175003051758}, {"option": "SPY261211P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4975, "open_interest": 42.0, "volume": 0.0, "delta": -0.0065, "gamma": 0.0002, "vega": 0.0408, "theta": -0.0308, "rho": -0.0041, "theo": 0.226, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-11-10T11:22:01", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY261211C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4732, "open_interest": 0.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0002, "vega": 0.0429, "theta": -0.0041, "rho": 0.4709, "theo": 217.423, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 200.78, "last_trade_time": "2026-11-05T10:56:42", "percent_change": 0.0, "prev_day_close": 217.214996337891}, {"option": "SPY261211P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4894, "open_interest": 261.0, "volume": 4.0, "delta": -0.0069, "gamma": 0.0002, "vega": 0.0431, "theta": -0.032, "rho": -0.0044, "theo": 0.2383, "change": -0.155, "open": 0.25, "high": 0.25, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T12:20:05", "percent_change": -41.3333, "prev_day_close": 0.244999997317791}, {"option": "SPY261211C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4393, "open_interest": 0.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0002, "vega": 0.0455, "theta": -0.006, "rho": 0.475, "theo": 212.4558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 195.94, "last_trade_time": "2026-11-05T10:56:43", "percent_change": 0.0, "prev_day_close": 212.235000610352}, {"option": "SPY261211P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4807, "open_interest": 134.0, "volume": 120.0, "delta": -0.0074, "gamma": 0.0002, "vega": 0.0457, "theta": -0.0334, "rho": -0.0047, "theo": 0.2517, "change": -0.145, "open": 0.28, "high": 0.28, "low": 0.25, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:55:13", "percent_change": -36.7089, "prev_day_close": 0.254999995231628}, {"option": "SPY261211C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4457, "open_interest": 0.0, "volume": 0.0, "delta": 0.9919, "gamma": 0.0002, "vega": 0.0482, "theta": -0.008, "rho": 0.479, "theo": 207.4893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 190.93, "last_trade_time": "2026-11-05T10:56:42", "percent_change": 0.0, "prev_day_close": 207.274993896484}, {"option": "SPY261211P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4711, "open_interest": 130.0, "volume": 28.0, "delta": -0.0079, "gamma": 0.0002, "vega": 0.0483, "theta": -0.0347, "rho": -0.005, "theo": 0.2654, "change": -0.165, "open": 0.29, "high": 0.31, "low": 0.25, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T14:10:16", "percent_change": -38.8235, "prev_day_close": 0.265000000596046}, {"option": "SPY261211C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4492, "open_interest": 0.0, "volume": 0.0, "delta": 0.9914, "gamma": 0.0002, "vega": 0.0512, "theta": -0.0101, "rho": 0.483, "theo": 202.5237, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 185.99, "last_trade_time": "2026-11-05T10:56:42", "percent_change": 0.0, "prev_day_close": 202.304992675781}, {"option": "SPY261211P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4634, "open_interest": 344.0, "volume": 205.0, "delta": -0.0084, "gamma": 0.0002, "vega": 0.0512, "theta": -0.0361, "rho": -0.0054, "theo": 0.28, "change": -0.165, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -37.0787, "prev_day_close": 0.284999996423721}, {"option": "SPY261211C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4389, "open_interest": 2.0, "volume": 0.0, "delta": 0.9908, "gamma": 0.0002, "vega": 0.0542, "theta": -0.0122, "rho": 0.487, "theo": 197.5589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.73, "last_trade_time": "2026-11-05T11:20:30", "percent_change": 0.0, "prev_day_close": 197.345001220703}, {"option": "SPY261211P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4535, "open_interest": 100.0, "volume": 24.0, "delta": -0.009, "gamma": 0.0002, "vega": 0.0543, "theta": -0.0376, "rho": -0.0058, "theo": 0.2955, "change": -0.175, "open": 0.29, "high": 0.29, "low": 0.29, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -37.6344, "prev_day_close": 0.295000001788139}, {"option": "SPY261211C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4318, "open_interest": 9.0, "volume": 0.0, "delta": 0.9902, "gamma": 0.0003, "vega": 0.0574, "theta": -0.0143, "rho": 0.4909, "theo": 192.5949, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 176.19, "last_trade_time": "2026-11-05T10:56:41", "percent_change": 0.0, "prev_day_close": 192.375}, {"option": "SPY261211P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4452, "open_interest": 30.0, "volume": 0.0, "delta": -0.0096, "gamma": 0.0003, "vega": 0.0578, "theta": -0.0392, "rho": -0.0062, "theo": 0.312, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-09T15:34:54", "percent_change": 0.0, "prev_day_close": 0.314999997615814}, {"option": "SPY261211C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4101, "open_interest": 20.0, "volume": 0.0, "delta": 0.9896, "gamma": 0.0003, "vega": 0.0609, "theta": -0.0165, "rho": 0.4949, "theo": 187.6319, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 171.28, "last_trade_time": "2026-11-05T10:56:41", "percent_change": 0.0, "prev_day_close": 187.419998168945}, {"option": "SPY261211P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4361, "open_interest": 125.0, "volume": 14.0, "delta": -0.0103, "gamma": 0.0003, "vega": 0.0614, "theta": -0.0407, "rho": -0.0066, "theo": 0.3291, "change": -0.195, "open": 0.32, "high": 0.32, "low": 0.32, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -37.8641, "prev_day_close": 0.33500000834465}, {"option": "SPY261211C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4158, "open_interest": 1.0, "volume": 0.0, "delta": 0.9889, "gamma": 0.0003, "vega": 0.0646, "theta": -0.0188, "rho": 0.4988, "theo": 182.6698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 166.28, "last_trade_time": "2026-11-05T10:56:41", "percent_change": 0.0, "prev_day_close": 182.450004577637}, {"option": "SPY261211P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4267, "open_interest": 57.0, "volume": 3.0, "delta": -0.011, "gamma": 0.0003, "vega": 0.065, "theta": -0.0424, "rho": -0.0069, "theo": 0.3475, "change": -0.205, "open": 0.41, "high": 0.41, "low": 0.34, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T12:21:41", "percent_change": -37.6147, "prev_day_close": 0.344999998807907}, {"option": "SPY261211C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4078, "open_interest": 16.0, "volume": 0.0, "delta": 0.9881, "gamma": 0.0003, "vega": 0.0685, "theta": -0.0211, "rho": 0.5026, "theo": 177.7087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 161.4, "last_trade_time": "2026-11-05T10:56:41", "percent_change": 0.0, "prev_day_close": 177.485000610352}, {"option": "SPY261211P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.418, "open_interest": 111.0, "volume": 21.0, "delta": -0.0117, "gamma": 0.0003, "vega": 0.0688, "theta": -0.044, "rho": -0.0074, "theo": 0.3669, "change": -0.215, "open": 0.38, "high": 0.38, "low": 0.36, "tick": "no_change", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -37.3913, "prev_day_close": 0.365000009536743}, {"option": "SPY261211C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3979, "open_interest": 1.0, "volume": 1.0, "delta": 0.9873, "gamma": 0.0004, "vega": 0.0727, "theta": -0.0235, "rho": 0.5064, "theo": 172.7488, "change": 10.005, "open": 172.07, "high": 172.07, "low": 172.07, "tick": "up", "last_trade_price": 172.07, "last_trade_time": "2026-11-11T15:56:58", "percent_change": 6.17345, "prev_day_close": 172.524993896484}, {"option": "SPY261211P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4091, "open_interest": 179.0, "volume": 63.0, "delta": -0.0126, "gamma": 0.0004, "vega": 0.0729, "theta": -0.0458, "rho": -0.0079, "theo": 0.3874, "change": -0.235, "open": 0.43, "high": 0.43, "low": 0.37, "tick": "up", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -38.2114, "prev_day_close": 0.384999990463257}, {"option": "SPY261211C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3904, "open_interest": 1.0, "volume": 0.0, "delta": 0.9864, "gamma": 0.0004, "vega": 0.0772, "theta": -0.0259, "rho": 0.5102, "theo": 167.79, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.17, "last_trade_time": "2026-11-05T13:17:49", "percent_change": 0.0, "prev_day_close": 167.565002441406}, {"option": "SPY261211P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4002, "open_interest": 140.0, "volume": 20.0, "delta": -0.0134, "gamma": 0.0004, "vega": 0.0773, "theta": -0.0476, "rho": -0.0085, "theo": 0.4088, "change": -0.235, "open": 0.46, "high": 0.47, "low": 0.4, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T16:05:16", "percent_change": -36.4341, "prev_day_close": 0.41499999165535}, {"option": "SPY261211C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3826, "open_interest": 2.0, "volume": 0.0, "delta": 0.9854, "gamma": 0.0004, "vega": 0.082, "theta": -0.0284, "rho": 0.5139, "theo": 162.8326, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.0, "last_trade_time": "2026-11-06T09:54:09", "percent_change": 0.0, "prev_day_close": 162.604995727539}, {"option": "SPY261211P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3916, "open_interest": 262.0, "volume": 79.0, "delta": -0.0144, "gamma": 0.0004, "vega": 0.0821, "theta": -0.0494, "rho": -0.0092, "theo": 0.4317, "change": -0.265, "open": 0.48, "high": 0.48, "low": 0.4, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -38.6861, "prev_day_close": 0.435000002384186}, {"option": "SPY261211C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.373, "open_interest": 0.0, "volume": 0.0, "delta": 0.9844, "gamma": 0.0005, "vega": 0.087, "theta": -0.0309, "rho": 0.5176, "theo": 157.8766, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 136.41, "last_trade_time": "2026-11-05T13:17:49", "percent_change": 0.0, "prev_day_close": 157.654998779297}, {"option": "SPY261211P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3828, "open_interest": 265.0, "volume": 147.0, "delta": -0.0154, "gamma": 0.0005, "vega": 0.0875, "theta": -0.0514, "rho": -0.0098, "theo": 0.456, "change": -0.275, "open": 0.43, "high": 0.45, "low": 0.43, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -37.931, "prev_day_close": 0.454999998211861}, {"option": "SPY261211C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.358, "open_interest": 1.0, "volume": 0.0, "delta": 0.9833, "gamma": 0.0005, "vega": 0.0924, "theta": -0.0336, "rho": 0.5212, "theo": 152.9222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 131.58, "last_trade_time": "2026-11-05T13:17:49", "percent_change": 0.0, "prev_day_close": 152.695007324219}, {"option": "SPY261211P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3744, "open_interest": 5471.0, "volume": 11.0, "delta": -0.0166, "gamma": 0.0005, "vega": 0.0932, "theta": -0.0534, "rho": -0.0105, "theo": 0.482, "change": -0.295, "open": 0.54, "high": 0.56, "low": 0.47, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T10:56:34", "percent_change": -38.5621, "prev_day_close": 0.484999999403954}, {"option": "SPY261211C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3506, "open_interest": 2.0, "volume": 0.0, "delta": 0.9821, "gamma": 0.0005, "vega": 0.0982, "theta": -0.0362, "rho": 0.5248, "theo": 147.9696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 126.75, "last_trade_time": "2026-11-05T13:17:49", "percent_change": 0.0, "prev_day_close": 147.73999786377}, {"option": "SPY261211P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3651, "open_interest": 3168.0, "volume": 59.0, "delta": -0.0178, "gamma": 0.0006, "vega": 0.0988, "theta": -0.0555, "rho": -0.0112, "theo": 0.5103, "change": -0.315, "open": 0.55, "high": 0.59, "low": 0.47, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -38.6503, "prev_day_close": 0.514999985694885}, {"option": "SPY261211C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3485, "open_interest": 38.0, "volume": 0.0, "delta": 0.9808, "gamma": 0.0006, "vega": 0.1045, "theta": -0.039, "rho": 0.5282, "theo": 143.0189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.86, "last_trade_time": "2026-11-05T13:17:48", "percent_change": 0.0, "prev_day_close": 142.790000915527}, {"option": "SPY261211P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3563, "open_interest": 225.0, "volume": 65.0, "delta": -0.0191, "gamma": 0.0006, "vega": 0.1049, "theta": -0.0577, "rho": -0.012, "theo": 0.5403, "change": -0.345, "open": 0.64, "high": 0.64, "low": 0.52, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T14:56:47", "percent_change": -39.8844, "prev_day_close": 0.545000016689301}, {"option": "SPY261211C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.34, "open_interest": 11.0, "volume": 0.0, "delta": 0.9793, "gamma": 0.0006, "vega": 0.1113, "theta": -0.0419, "rho": 0.5316, "theo": 138.0705, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 117.07, "last_trade_time": "2026-11-05T13:17:48", "percent_change": 0.0, "prev_day_close": 137.849998474121}, {"option": "SPY261211P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3477, "open_interest": 239.0, "volume": 6.0, "delta": -0.0206, "gamma": 0.0006, "vega": 0.1116, "theta": -0.06, "rho": -0.0129, "theo": 0.5724, "change": -0.35, "open": 0.6, "high": 0.6, "low": 0.57, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T11:54:46", "percent_change": -38.0435, "prev_day_close": 0.574999988079071}, {"option": "SPY261211C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3313, "open_interest": 30.0, "volume": 0.0, "delta": 0.9777, "gamma": 0.0007, "vega": 0.1187, "theta": -0.0449, "rho": 0.5349, "theo": 133.1247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 112.27, "last_trade_time": "2026-11-05T13:17:48", "percent_change": 0.0, "prev_day_close": 132.895004272461}, {"option": "SPY261211P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3386, "open_interest": 289.0, "volume": 42.0, "delta": -0.0222, "gamma": 0.0007, "vega": 0.1189, "theta": -0.0623, "rho": -0.014, "theo": 0.6066, "change": -0.38, "open": 0.66, "high": 0.7, "low": 0.6, "tick": "no_change", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T12:27:39", "percent_change": -38.7755, "prev_day_close": 0.615000009536743}, {"option": "SPY261211C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3232, "open_interest": 17.0, "volume": 0.0, "delta": 0.976, "gamma": 0.0008, "vega": 0.1266, "theta": -0.0481, "rho": 0.5381, "theo": 128.182, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 122.2, "last_trade_time": "2026-11-09T15:00:08", "percent_change": 0.0, "prev_day_close": 127.955001831055}, {"option": "SPY261211P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3299, "open_interest": 290.0, "volume": 101.0, "delta": -0.024, "gamma": 0.0008, "vega": 0.1276, "theta": -0.0649, "rho": -0.0151, "theo": 0.6448, "change": -0.425, "open": 0.76, "high": 0.76, "low": 0.62, "tick": "down", "last_trade_price": 0.62, "last_trade_time": "2026-11-11T12:48:22", "percent_change": -40.6699, "prev_day_close": 0.650000005960464}, {"option": "SPY261211C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3144, "open_interest": 7.0, "volume": 0.0, "delta": 0.974, "gamma": 0.0008, "vega": 0.1351, "theta": -0.0514, "rho": 0.5411, "theo": 123.2428, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 109.22, "last_trade_time": "2026-11-05T11:13:12", "percent_change": 0.0, "prev_day_close": 123.014999389648}, {"option": "SPY261211P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3208, "open_interest": 424.0, "volume": 16.0, "delta": -0.0259, "gamma": 0.0009, "vega": 0.1364, "theta": -0.0674, "rho": -0.0162, "theo": 0.6843, "change": -0.45, "open": 0.76, "high": 0.76, "low": 0.67, "tick": "no_change", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T14:05:58", "percent_change": -40.1786, "prev_day_close": 0.694999992847443}, {"option": "SPY261211C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3069, "open_interest": 0.0, "volume": 0.0, "delta": 0.9719, "gamma": 0.0009, "vega": 0.1445, "theta": -0.0548, "rho": 0.5441, "theo": 118.3077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 118.084999084473}, {"option": "SPY261211P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3123, "open_interest": 301.0, "volume": 13.0, "delta": -0.0281, "gamma": 0.0009, "vega": 0.1453, "theta": -0.0704, "rho": -0.0175, "theo": 0.7318, "change": -0.36, "open": 0.81, "high": 0.9, "low": 0.81, "tick": "no_change", "last_trade_price": 0.84, "last_trade_time": "2026-11-11T09:58:36", "percent_change": -30.0, "prev_day_close": 0.740000009536743}, {"option": "SPY261211C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2983, "open_interest": 1.0, "volume": 1.0, "delta": 0.9695, "gamma": 0.001, "vega": 0.1549, "theta": -0.0585, "rho": 0.5468, "theo": 113.3774, "change": 10.365, "open": 113.41, "high": 113.41, "low": 113.41, "tick": "up", "last_trade_price": 113.41, "last_trade_time": "2026-11-11T15:19:48", "percent_change": 10.0587, "prev_day_close": 113.159999847412}, {"option": "SPY261211P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3036, "open_interest": 670.0, "volume": 598.0, "delta": -0.0305, "gamma": 0.001, "vega": 0.1553, "theta": -0.0735, "rho": -0.019, "theo": 0.7823, "change": -0.505, "open": 0.87, "high": 0.93, "low": 0.74, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T15:59:19", "percent_change": -38.9961, "prev_day_close": 0.78999999165535}, {"option": "SPY261211C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.29, "open_interest": 0.0, "volume": 0.0, "delta": 0.9668, "gamma": 0.0011, "vega": 0.1664, "theta": -0.0624, "rho": 0.5493, "theo": 108.4528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 108.224998474121}, {"option": "SPY261211P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.295, "open_interest": 737.0, "volume": 80.0, "delta": -0.0333, "gamma": 0.0012, "vega": 0.1668, "theta": -0.0767, "rho": -0.0208, "theo": 0.8379, "change": -0.55, "open": 0.95, "high": 1.05, "low": 0.79, "tick": "up", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T16:00:46", "percent_change": -39.2857, "prev_day_close": 0.849999994039536}, {"option": "SPY261211C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2817, "open_interest": 0.0, "volume": 0.0, "delta": 0.9637, "gamma": 0.0013, "vega": 0.1789, "theta": -0.0665, "rho": 0.5516, "theo": 103.5353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 103.315002441406}, {"option": "SPY261211P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 566.0, "volume": 99.0, "delta": -0.0364, "gamma": 0.0013, "vega": 0.1808, "theta": -0.0804, "rho": -0.0228, "theo": 0.9029, "change": -0.62, "open": 1.01, "high": 1.13, "low": 0.84, "tick": "up", "last_trade_price": 0.9, "last_trade_time": "2026-11-11T16:13:41", "percent_change": -40.7895, "prev_day_close": 0.915000021457672}, {"option": "SPY261211C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2736, "open_interest": 1.0, "volume": 0.0, "delta": 0.9602, "gamma": 0.0014, "vega": 0.1926, "theta": -0.071, "rho": 0.5536, "theo": 98.626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 89.96, "last_trade_time": "2026-11-10T16:06:19", "percent_change": 0.0, "prev_day_close": 98.4049987792969}, {"option": "SPY261211P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 314.0, "volume": 42.0, "delta": -0.0398, "gamma": 0.0014, "vega": 0.1943, "theta": -0.0842, "rho": -0.0247, "theo": 0.9734, "change": -0.67, "open": 1.13, "high": 1.15, "low": 0.96, "tick": "up", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T16:12:41", "percent_change": -40.6061, "prev_day_close": 0.990000009536743}, {"option": "SPY261211C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2656, "open_interest": 21.0, "volume": 0.0, "delta": 0.9563, "gamma": 0.0016, "vega": 0.2081, "theta": -0.0758, "rho": 0.5553, "theo": 93.7263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 74.06, "last_trade_time": "2026-11-06T13:22:49", "percent_change": 0.0, "prev_day_close": 93.504997253418}, {"option": "SPY261211P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2696, "open_interest": 785.0, "volume": 111.0, "delta": -0.0439, "gamma": 0.0016, "vega": 0.209, "theta": -0.0885, "rho": -0.0271, "theo": 1.0556, "change": -0.75, "open": 1.22, "high": 1.33, "low": 0.99, "tick": "no_change", "last_trade_price": 1.06, "last_trade_time": "2026-11-11T16:01:01", "percent_change": -41.4365, "prev_day_close": 1.06999999284744}, {"option": "SPY261211C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2579, "open_interest": 2.0, "volume": 0.0, "delta": 0.9518, "gamma": 0.0017, "vega": 0.2255, "theta": -0.081, "rho": 0.5566, "theo": 88.8385, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 69.63, "last_trade_time": "2026-11-05T14:10:53", "percent_change": 0.0, "prev_day_close": 88.6199989318848}, {"option": "SPY261211P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2617, "open_interest": 755.0, "volume": 72.0, "delta": -0.0484, "gamma": 0.0018, "vega": 0.2262, "theta": -0.0931, "rho": -0.03, "theo": 1.1486, "change": -0.795, "open": 1.31, "high": 1.47, "low": 1.1, "tick": "up", "last_trade_price": 1.19, "last_trade_time": "2026-11-11T15:55:36", "percent_change": -40.0504, "prev_day_close": 1.16499996185303}, {"option": "SPY261211C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2466, "open_interest": 39.0, "volume": 0.0, "delta": 0.9465, "gamma": 0.002, "vega": 0.2447, "theta": -0.0867, "rho": 0.5574, "theo": 83.9648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.08, "last_trade_time": "2026-11-10T15:50:54", "percent_change": 0.0, "prev_day_close": 83.7399978637695}, {"option": "SPY261211P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2534, "open_interest": 519.0, "volume": 324.0, "delta": -0.0538, "gamma": 0.002, "vega": 0.2474, "theta": -0.0982, "rho": -0.0333, "theo": 1.2562, "change": -0.905, "open": 1.48, "high": 1.61, "low": 1.19, "tick": "up", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T16:00:02", "percent_change": -41.4188, "prev_day_close": 1.27499997615814}, {"option": "SPY261211C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2426, "open_interest": 40.0, "volume": 0.0, "delta": 0.9404, "gamma": 0.0022, "vega": 0.266, "theta": -0.0928, "rho": 0.5577, "theo": 79.1032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.04, "last_trade_time": "2026-11-06T14:33:29", "percent_change": 0.0, "prev_day_close": 78.8949966430664}, {"option": "SPY261211P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2454, "open_interest": 863.0, "volume": 182.0, "delta": -0.0599, "gamma": 0.0022, "vega": 0.2678, "theta": -0.1039, "rho": -0.0368, "theo": 1.3818, "change": -1.03, "open": 1.59, "high": 1.78, "low": 1.32, "tick": "up", "last_trade_price": 1.39, "last_trade_time": "2026-11-11T15:46:13", "percent_change": -42.562, "prev_day_close": 1.40499997138977}, {"option": "SPY261211C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2346, "open_interest": 38.0, "volume": 0.0, "delta": 0.9334, "gamma": 0.0025, "vega": 0.29, "theta": -0.0994, "rho": 0.5573, "theo": 74.2713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 56.89, "last_trade_time": "2026-11-06T15:15:02", "percent_change": 0.0, "prev_day_close": 74.0699996948242}, {"option": "SPY261211P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2375, "open_interest": 1697.0, "volume": 975.0, "delta": -0.0671, "gamma": 0.0025, "vega": 0.2914, "theta": -0.11, "rho": -0.0412, "theo": 1.5282, "change": -1.135, "open": 1.82, "high": 2.0, "low": 1.47, "tick": "no_change", "last_trade_price": 1.56, "last_trade_time": "2026-11-11T16:00:02", "percent_change": -42.115, "prev_day_close": 1.54999995231628}, {"option": "SPY261211C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2272, "open_interest": 80.0, "volume": 0.0, "delta": 0.9252, "gamma": 0.0028, "vega": 0.317, "theta": -0.1066, "rho": 0.556, "theo": 69.454, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.56, "last_trade_time": "2026-11-09T09:54:27", "percent_change": 0.0, "prev_day_close": 69.2749977111816}, {"option": "SPY261211P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2298, "open_interest": 611.0, "volume": 457.0, "delta": -0.0754, "gamma": 0.0028, "vega": 0.3206, "theta": -0.1167, "rho": -0.0463, "theo": 1.6975, "change": -1.255, "open": 2.0, "high": 2.23, "low": 1.59, "tick": "down", "last_trade_price": 1.75, "last_trade_time": "2026-11-11T15:58:06", "percent_change": -41.7637, "prev_day_close": 1.73000001907349}, {"option": "SPY261211C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2082, "open_interest": 194.0, "volume": 0.0, "delta": 0.9156, "gamma": 0.0032, "vega": 0.3465, "theta": -0.1144, "rho": 0.5539, "theo": 64.6754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 60.11, "last_trade_time": "2026-11-09T15:45:53", "percent_change": 0.0, "prev_day_close": 64.8399982452393}, {"option": "SPY261211P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 3670.0, "volume": 645.0, "delta": -0.0852, "gamma": 0.0032, "vega": 0.3491, "theta": -0.124, "rho": -0.0518, "theo": 1.8987, "change": -1.475, "open": 2.31, "high": 2.5, "low": 1.78, "tick": "no_change", "last_trade_price": 1.9, "last_trade_time": "2026-11-11T16:14:09", "percent_change": -43.7037, "prev_day_close": 1.93000000715256}, {"option": "SPY261211C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2125, "open_interest": 81.0, "volume": 0.0, "delta": 0.9044, "gamma": 0.0036, "vega": 0.3798, "theta": -0.1227, "rho": 0.5507, "theo": 59.9214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 43.6, "last_trade_time": "2026-11-06T14:58:36", "percent_change": 0.0, "prev_day_close": 59.8799991607666}, {"option": "SPY261211P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2148, "open_interest": 6609.0, "volume": 524.0, "delta": -0.0964, "gamma": 0.0036, "vega": 0.3815, "theta": -0.1318, "rho": -0.0584, "theo": 2.1313, "change": -1.625, "open": 2.61, "high": 2.8, "low": 2.04, "tick": "down", "last_trade_price": 2.18, "last_trade_time": "2026-11-11T15:58:06", "percent_change": -42.707, "prev_day_close": 2.17000007629395}, {"option": "SPY261211C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 52.0, "volume": 14.0, "delta": 0.8913, "gamma": 0.0041, "vega": 0.4164, "theta": -0.1315, "rho": 0.546, "theo": 55.214, "change": 8.91, "open": 51.46, "high": 55.07, "low": 51.46, "tick": "up", "last_trade_price": 55.07, "last_trade_time": "2026-11-11T15:21:33", "percent_change": 19.3024, "prev_day_close": 55.0399990081787}, {"option": "SPY261211P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2073, "open_interest": 1355.0, "volume": 515.0, "delta": -0.1098, "gamma": 0.0042, "vega": 0.4212, "theta": -0.1403, "rho": -0.0664, "theo": 2.4079, "change": -1.905, "open": 2.96, "high": 3.17, "low": 2.28, "tick": "down", "last_trade_price": 2.4, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -44.2509, "prev_day_close": 2.45500004291534}, {"option": "SPY261211C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2003, "open_interest": 178.0, "volume": 3.0, "delta": 0.8759, "gamma": 0.0047, "vega": 0.4564, "theta": -0.1408, "rho": 0.54, "theo": 50.5565, "change": 8.64, "open": 50.08, "high": 50.46, "low": 50.08, "tick": "down", "last_trade_price": 50.4, "last_trade_time": "2026-11-11T15:21:33", "percent_change": 20.6897, "prev_day_close": 50.3850002288818}, {"option": "SPY261211P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 1297.0, "volume": 475.0, "delta": -0.1255, "gamma": 0.0047, "vega": 0.4589, "theta": -0.1492, "rho": -0.0752, "theo": 2.7371, "change": -2.035, "open": 3.33, "high": 3.66, "low": 2.59, "tick": "no_change", "last_trade_price": 2.85, "last_trade_time": "2026-11-11T15:56:38", "percent_change": -41.6581, "prev_day_close": 2.78999996185303}, {"option": "SPY261211C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1933, "open_interest": 325.0, "volume": 1.0, "delta": 0.8578, "gamma": 0.0053, "vega": 0.5005, "theta": -0.1505, "rho": 0.5318, "theo": 45.9593, "change": 5.175, "open": 42.62, "high": 42.62, "low": 42.62, "tick": "up", "last_trade_price": 42.62, "last_trade_time": "2026-11-11T09:42:43", "percent_change": 13.8203, "prev_day_close": 45.8000011444092}, {"option": "SPY261211P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1928, "open_interest": 3236.0, "volume": 761.0, "delta": -0.1442, "gamma": 0.0054, "vega": 0.5077, "theta": -0.1586, "rho": -0.0863, "theo": 3.1297, "change": -2.44, "open": 3.87, "high": 4.18, "low": 2.96, "tick": "down", "last_trade_price": 3.13, "last_trade_time": "2026-11-11T16:09:51", "percent_change": -43.8061, "prev_day_close": 3.18500006198883}, {"option": "SPY261211C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 561.0, "volume": 11.0, "delta": 0.8365, "gamma": 0.0061, "vega": 0.5474, "theta": -0.1603, "rho": 0.5218, "theo": 41.4358, "change": 9.295, "open": 39.56, "high": 43.45, "low": 39.53, "tick": "down", "last_trade_price": 42.55, "last_trade_time": "2026-11-11T14:05:11", "percent_change": 27.9507, "prev_day_close": 41.2749996185303}, {"option": "SPY261211P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 6007.0, "volume": 880.0, "delta": -0.166, "gamma": 0.0062, "vega": 0.5513, "theta": -0.1682, "rho": -0.0982, "theo": 3.5983, "change": -2.76, "open": 4.36, "high": 4.81, "low": 3.38, "tick": "down", "last_trade_price": 3.61, "last_trade_time": "2026-11-11T16:10:03", "percent_change": -43.3281, "prev_day_close": 3.66500008106232}, {"option": "SPY261211C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.185, "open_interest": 0.0, "volume": 0.0, "delta": 0.8318, "gamma": 0.0062, "vega": 0.5573, "theta": -0.1623, "rho": 0.5194, "theo": 40.5411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.3950004577637}, {"option": "SPY261211P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 113.0, "volume": 57.0, "delta": -0.1708, "gamma": 0.0063, "vega": 0.5609, "theta": -0.1702, "rho": -0.1003, "theo": 3.7016, "change": -2.82, "open": 4.92, "high": 4.92, "low": 3.69, "tick": "up", "last_trade_price": 3.72, "last_trade_time": "2026-11-11T16:06:25", "percent_change": -43.1193, "prev_day_close": 3.76999998092651}, {"option": "SPY261211C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 4.0, "volume": 6.0, "delta": 0.827, "gamma": 0.0064, "vega": 0.5673, "theta": -0.1643, "rho": 0.517, "theo": 39.6502, "change": 8.265, "open": 40.1, "high": 40.5, "low": 39.88, "tick": "down", "last_trade_price": 39.88, "last_trade_time": "2026-11-11T14:25:24", "percent_change": 26.1427, "prev_day_close": 39.5050010681152}, {"option": "SPY261211P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 124.0, "volume": 17.0, "delta": -0.1758, "gamma": 0.0065, "vega": 0.571, "theta": -0.1721, "rho": -0.1033, "theo": 3.8086, "change": -2.96, "open": 4.95, "high": 4.95, "low": 3.76, "tick": "down", "last_trade_price": 3.76, "last_trade_time": "2026-11-11T13:11:37", "percent_change": -44.0476, "prev_day_close": 3.87999999523163}, {"option": "SPY261211C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1814, "open_interest": 10.0, "volume": 0.0, "delta": 0.822, "gamma": 0.0066, "vega": 0.5774, "theta": -0.1663, "rho": 0.5144, "theo": 38.7677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.86, "last_trade_time": "2026-11-09T14:28:14", "percent_change": 0.0, "prev_day_close": 38.625}, {"option": "SPY261211P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 146.0, "volume": 11.0, "delta": -0.1807, "gamma": 0.0067, "vega": 0.5828, "theta": -0.174, "rho": -0.1063, "theo": 3.9141, "change": -2.865, "open": 4.77, "high": 5.02, "low": 4.02, "tick": "up", "last_trade_price": 4.05, "last_trade_time": "2026-11-11T14:26:31", "percent_change": -41.4317, "prev_day_close": 3.99000012874603}, {"option": "SPY261211C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1809, "open_interest": 3.0, "volume": 0.0, "delta": 0.8168, "gamma": 0.0067, "vega": 0.5877, "theta": -0.1682, "rho": 0.5116, "theo": 37.8802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.09, "last_trade_time": "2026-11-10T13:54:39", "percent_change": 0.0, "prev_day_close": 37.7399997711182}, {"option": "SPY261211P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1802, "open_interest": 308.0, "volume": 229.0, "delta": -0.186, "gamma": 0.0068, "vega": 0.595, "theta": -0.1759, "rho": -0.1095, "theo": 4.029, "change": -3.085, "open": 4.96, "high": 4.96, "low": 3.78, "tick": "no_change", "last_trade_price": 4.02, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -43.4201, "prev_day_close": 4.1100001335144}, {"option": "SPY261211C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1787, "open_interest": 257.0, "volume": 6.0, "delta": 0.8114, "gamma": 0.0069, "vega": 0.5979, "theta": -0.1702, "rho": 0.5088, "theo": 37.0015, "change": 7.925, "open": 34.6, "high": 37.11, "low": 33.83, "tick": "up", "last_trade_price": 37.11, "last_trade_time": "2026-11-11T14:26:49", "percent_change": 27.1544, "prev_day_close": 36.8649997711182}, {"option": "SPY261211P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 825.0, "volume": 557.0, "delta": -0.1914, "gamma": 0.007, "vega": 0.6049, "theta": -0.1778, "rho": -0.1127, "theo": 4.148, "change": -3.065, "open": 5.11, "high": 5.55, "low": 3.89, "tick": "up", "last_trade_price": 4.24, "last_trade_time": "2026-11-11T16:03:41", "percent_change": -41.9576, "prev_day_close": 4.23499989509582}, {"option": "SPY261211C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1773, "open_interest": 1.0, "volume": 0.0, "delta": 0.8059, "gamma": 0.0071, "vega": 0.6081, "theta": -0.1721, "rho": 0.5059, "theo": 36.1315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.5, "last_trade_time": "2026-11-10T09:55:13", "percent_change": 0.0, "prev_day_close": 35.9949989318848}, {"option": "SPY261211P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 45.0, "volume": 25.0, "delta": -0.1974, "gamma": 0.0072, "vega": 0.6141, "theta": -0.1798, "rho": -0.1157, "theo": 4.2812, "change": -3.2, "open": 5.68, "high": 5.68, "low": 3.99, "tick": "up", "last_trade_price": 4.31, "last_trade_time": "2026-11-11T15:23:24", "percent_change": -42.6099, "prev_day_close": 4.3600001335144}, {"option": "SPY261211C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1758, "open_interest": 3.0, "volume": 1.0, "delta": 0.8002, "gamma": 0.0072, "vega": 0.6184, "theta": -0.174, "rho": 0.5029, "theo": 35.2616, "change": 7.66, "open": 35.27, "high": 35.27, "low": 35.27, "tick": "up", "last_trade_price": 35.27, "last_trade_time": "2026-11-11T12:09:53", "percent_change": 27.7436, "prev_day_close": 35.125}, {"option": "SPY261211P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 90.0, "volume": 75.0, "delta": -0.2033, "gamma": 0.0074, "vega": 0.6235, "theta": -0.1817, "rho": -0.1189, "theo": 4.4108, "change": -3.27, "open": 5.46, "high": 5.84, "low": 4.2, "tick": "up", "last_trade_price": 4.45, "last_trade_time": "2026-11-11T14:34:45", "percent_change": -42.3575, "prev_day_close": 4.49000000953674}, {"option": "SPY261211C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 6.0, "volume": 0.0, "delta": 0.7943, "gamma": 0.0074, "vega": 0.6288, "theta": -0.1759, "rho": 0.4998, "theo": 34.392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.07, "last_trade_time": "2026-11-09T15:44:36", "percent_change": 0.0, "prev_day_close": 34.2600002288818}, {"option": "SPY261211P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 148.0, "volume": 57.0, "delta": -0.2093, "gamma": 0.0076, "vega": 0.6336, "theta": -0.1836, "rho": -0.1218, "theo": 4.5446, "change": -3.17, "open": 5.82, "high": 6.06, "low": 4.54, "tick": "up", "last_trade_price": 4.77, "last_trade_time": "2026-11-11T15:55:20", "percent_change": -39.9244, "prev_day_close": 4.625}, {"option": "SPY261211C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.174, "open_interest": 1.0, "volume": 0.0, "delta": 0.7882, "gamma": 0.0076, "vega": 0.6393, "theta": -0.1778, "rho": 0.4966, "theo": 33.5315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.75, "last_trade_time": "2026-11-10T10:52:04", "percent_change": 0.0, "prev_day_close": 33.3899993896484}, {"option": "SPY261211P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1732, "open_interest": 53.0, "volume": 38.0, "delta": -0.2156, "gamma": 0.0078, "vega": 0.644, "theta": -0.1854, "rho": -0.1242, "theo": 4.6831, "change": -3.435, "open": 5.86, "high": 5.99, "low": 4.39, "tick": "up", "last_trade_price": 4.73, "last_trade_time": "2026-11-11T14:35:55", "percent_change": -42.0698, "prev_day_close": 4.76500010490418}, {"option": "SPY261211C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1724, "open_interest": 697.0, "volume": 55.0, "delta": 0.782, "gamma": 0.0078, "vega": 0.6498, "theta": -0.1796, "rho": 0.4932, "theo": 32.6804, "change": 7.54, "open": 30.58, "high": 34.41, "low": 29.44, "tick": "up", "last_trade_price": 32.84, "last_trade_time": "2026-11-11T15:40:13", "percent_change": 29.8024, "prev_day_close": 32.5500011444092}, {"option": "SPY261211P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 880.0, "volume": 443.0, "delta": -0.222, "gamma": 0.008, "vega": 0.654, "theta": -0.1873, "rho": -0.128, "theo": 4.827, "change": -3.545, "open": 5.95, "high": 6.41, "low": 4.53, "tick": "up", "last_trade_price": 4.85, "last_trade_time": "2026-11-11T16:10:03", "percent_change": -42.2275, "prev_day_close": 4.90999984741211}, {"option": "SPY261211C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 693.0, "volume": 5.0, "delta": 0.7755, "gamma": 0.008, "vega": 0.6606, "theta": -0.1814, "rho": 0.4895, "theo": 31.8303, "change": 6.325, "open": 30.32, "high": 30.85, "low": 30.32, "tick": "up", "last_trade_price": 30.85, "last_trade_time": "2026-11-11T11:24:33", "percent_change": 25.79, "prev_day_close": 31.6999998092651}, {"option": "SPY261211P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 193.0, "volume": 78.0, "delta": -0.2283, "gamma": 0.0082, "vega": 0.6644, "theta": -0.189, "rho": -0.1317, "theo": 4.9687, "change": -3.535, "open": 6.0, "high": 6.09, "low": 4.73, "tick": "up", "last_trade_price": 5.1, "last_trade_time": "2026-11-11T15:57:19", "percent_change": -40.938, "prev_day_close": 5.05999994277954}, {"option": "SPY261211C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.17, "open_interest": 215.0, "volume": 0.0, "delta": 0.7688, "gamma": 0.0082, "vega": 0.6713, "theta": -0.1832, "rho": 0.4857, "theo": 30.9814, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.1, "last_trade_time": "2026-11-10T14:07:04", "percent_change": 0.0, "prev_day_close": 30.8500003814697}, {"option": "SPY261211P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 153.0, "volume": 16.0, "delta": -0.2353, "gamma": 0.0084, "vega": 0.6784, "theta": -0.1908, "rho": -0.1358, "theo": 5.125, "change": -3.495, "open": 6.36, "high": 6.36, "low": 5.15, "tick": "up", "last_trade_price": 5.39, "last_trade_time": "2026-11-11T15:55:20", "percent_change": -39.336, "prev_day_close": 5.21999979019165}, {"option": "SPY261211C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 216.0, "volume": 4.0, "delta": 0.7619, "gamma": 0.0084, "vega": 0.682, "theta": -0.185, "rho": 0.4818, "theo": 30.1426, "change": 8.9, "open": 29.22, "high": 31.92, "low": 29.22, "tick": "up", "last_trade_price": 31.92, "last_trade_time": "2026-11-11T13:54:56", "percent_change": 38.662, "prev_day_close": 30.0149993896484}, {"option": "SPY261211P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 1393.0, "volume": 86.0, "delta": -0.2426, "gamma": 0.0086, "vega": 0.6903, "theta": -0.1926, "rho": -0.14, "theo": 5.2917, "change": -3.835, "open": 6.44, "high": 6.92, "low": 5.03, "tick": "up", "last_trade_price": 5.3, "last_trade_time": "2026-11-11T15:20:56", "percent_change": -41.9814, "prev_day_close": 5.38000011444092}, {"option": "SPY261211C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1673, "open_interest": 122.0, "volume": 1.0, "delta": 0.7548, "gamma": 0.0086, "vega": 0.6925, "theta": -0.1866, "rho": 0.4778, "theo": 29.3097, "change": 7.7, "open": 29.98, "high": 29.98, "low": 29.98, "tick": "up", "last_trade_price": 29.98, "last_trade_time": "2026-11-11T12:31:47", "percent_change": 34.5601, "prev_day_close": 29.1850004196167}, {"option": "SPY261211P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1665, "open_interest": 169.0, "volume": 28.0, "delta": -0.25, "gamma": 0.0088, "vega": 0.699, "theta": -0.1942, "rho": -0.1438, "theo": 5.4611, "change": -3.935, "open": 6.64, "high": 7.02, "low": 5.27, "tick": "down", "last_trade_price": 5.47, "last_trade_time": "2026-11-11T15:30:06", "percent_change": -41.8394, "prev_day_close": 5.55000019073486}, {"option": "SPY261211C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1652, "open_interest": 590.0, "volume": 133.0, "delta": 0.7475, "gamma": 0.0088, "vega": 0.7029, "theta": -0.1883, "rho": 0.4737, "theo": 28.4871, "change": 7.275, "open": 26.71, "high": 30.45, "low": 25.44, "tick": "up", "last_trade_price": 28.84, "last_trade_time": "2026-11-11T14:56:56", "percent_change": 33.7352, "prev_day_close": 28.3450002670288}, {"option": "SPY261211P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1651, "open_interest": 1119.0, "volume": 814.0, "delta": -0.2576, "gamma": 0.0091, "vega": 0.7084, "theta": -0.1959, "rho": -0.1475, "theo": 5.6355, "change": -4.055, "open": 6.97, "high": 7.42, "low": 5.31, "tick": "down", "last_trade_price": 5.62, "last_trade_time": "2026-11-11T16:14:33", "percent_change": -41.9121, "prev_day_close": 5.73000001907349}, {"option": "SPY261211C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 253.0, "volume": 1.0, "delta": 0.7399, "gamma": 0.009, "vega": 0.7133, "theta": -0.1898, "rho": 0.4694, "theo": 27.6625, "change": 7.5, "open": 28.33, "high": 28.33, "low": 28.33, "tick": "up", "last_trade_price": 28.33, "last_trade_time": "2026-11-11T12:31:47", "percent_change": 36.0058, "prev_day_close": 27.5450000762939}, {"option": "SPY261211P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1637, "open_interest": 230.0, "volume": 61.0, "delta": -0.2654, "gamma": 0.0093, "vega": 0.7187, "theta": -0.1974, "rho": -0.1511, "theo": 5.8157, "change": -3.965, "open": 7.06, "high": 7.3, "low": 5.51, "tick": "up", "last_trade_price": 6.0, "last_trade_time": "2026-11-11T15:59:21", "percent_change": -39.7893, "prev_day_close": 5.90999984741211}, {"option": "SPY261211C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 443.0, "volume": 5.0, "delta": 0.7321, "gamma": 0.0092, "vega": 0.7236, "theta": -0.1914, "rho": 0.465, "theo": 26.8485, "change": 5.535, "open": 25.02, "high": 25.66, "low": 24.99, "tick": "up", "last_trade_price": 25.66, "last_trade_time": "2026-11-11T11:20:11", "percent_change": 27.5031, "prev_day_close": 26.7399997711182}, {"option": "SPY261211P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 581.0, "volume": 52.0, "delta": -0.2734, "gamma": 0.0095, "vega": 0.7283, "theta": -0.199, "rho": -0.1542, "theo": 6.0027, "change": -4.255, "open": 7.2, "high": 7.72, "low": 5.72, "tick": "down", "last_trade_price": 6.0, "last_trade_time": "2026-11-11T15:06:27", "percent_change": -41.492, "prev_day_close": 6.09999990463257}, {"option": "SPY261211C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 125.0, "volume": 5.0, "delta": 0.7241, "gamma": 0.0095, "vega": 0.734, "theta": -0.1928, "rho": 0.4603, "theo": 26.0414, "change": 6.605, "open": 24.13, "high": 27.0, "low": 24.13, "tick": "no_change", "last_trade_price": 26.02, "last_trade_time": "2026-11-11T15:30:05", "percent_change": 34.0201, "prev_day_close": 25.9300003051758}, {"option": "SPY261211P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 505.0, "volume": 91.0, "delta": -0.2817, "gamma": 0.0097, "vega": 0.7381, "theta": -0.2005, "rho": -0.1587, "theo": 6.1963, "change": -4.185, "open": 7.51, "high": 7.8, "low": 5.94, "tick": "up", "last_trade_price": 6.37, "last_trade_time": "2026-11-11T15:57:58", "percent_change": -39.6495, "prev_day_close": 6.28999996185303}, {"option": "SPY261211C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 396.0, "volume": 2.0, "delta": 0.7159, "gamma": 0.0097, "vega": 0.7442, "theta": -0.1942, "rho": 0.4555, "theo": 25.2454, "change": 6.455, "open": 25.24, "high": 25.24, "low": 25.17, "tick": "down", "last_trade_price": 25.17, "last_trade_time": "2026-11-11T14:21:01", "percent_change": 34.4911, "prev_day_close": 25.125}, {"option": "SPY261211P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 583.0, "volume": 92.0, "delta": -0.2899, "gamma": 0.0099, "vega": 0.7486, "theta": -0.2018, "rho": -0.1634, "theo": 6.3869, "change": -4.46, "open": 7.66, "high": 8.36, "low": 5.97, "tick": "up", "last_trade_price": 6.4, "last_trade_time": "2026-11-11T15:30:06", "percent_change": -41.0681, "prev_day_close": 6.49500012397766}, {"option": "SPY261211C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 1657.0, "volume": 351.0, "delta": 0.7073, "gamma": 0.0099, "vega": 0.7544, "theta": -0.1954, "rho": 0.4504, "theo": 24.4489, "change": 6.05, "open": 22.69, "high": 26.09, "low": 21.47, "tick": "up", "last_trade_price": 24.09, "last_trade_time": "2026-11-11T15:58:57", "percent_change": 33.5366, "prev_day_close": 24.3450002670288}, {"option": "SPY261211P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1585, "open_interest": 1117.0, "volume": 858.0, "delta": -0.2988, "gamma": 0.0102, "vega": 0.7623, "theta": -0.2032, "rho": -0.1679, "theo": 6.5982, "change": -4.56, "open": 8.1, "high": 8.67, "low": 6.23, "tick": "up", "last_trade_price": 6.62, "last_trade_time": "2026-11-11T16:01:01", "percent_change": -40.7871, "prev_day_close": 6.70499992370606}, {"option": "SPY261211C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1567, "open_interest": 224.0, "volume": 94.0, "delta": 0.6985, "gamma": 0.0101, "vega": 0.7643, "theta": -0.1966, "rho": 0.4451, "theo": 23.6642, "change": 5.97, "open": 22.0, "high": 23.97, "low": 20.7, "tick": "up", "last_trade_price": 23.33, "last_trade_time": "2026-11-11T15:57:21", "percent_change": 34.3894, "prev_day_close": 23.5649995803833}, {"option": "SPY261211P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 399.0, "volume": 120.0, "delta": -0.3082, "gamma": 0.0104, "vega": 0.7708, "theta": -0.2044, "rho": -0.1734, "theo": 6.8253, "change": -4.495, "open": 8.25, "high": 8.62, "low": 6.44, "tick": "no_change", "last_trade_price": 7.02, "last_trade_time": "2026-11-11T15:59:42", "percent_change": -39.036, "prev_day_close": 6.92999982833862}, {"option": "SPY261211C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 469.0, "volume": 10.0, "delta": 0.6895, "gamma": 0.0103, "vega": 0.7738, "theta": -0.1977, "rho": 0.4398, "theo": 22.8874, "change": 6.28, "open": 21.28, "high": 24.0, "low": 21.28, "tick": "down", "last_trade_price": 22.98, "last_trade_time": "2026-11-11T15:14:03", "percent_change": 37.6048, "prev_day_close": 22.7800006866455}, {"option": "SPY261211P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 484.0, "volume": 35.0, "delta": -0.3176, "gamma": 0.0106, "vega": 0.7791, "theta": -0.2055, "rho": -0.1776, "theo": 7.0521, "change": -4.675, "open": 8.5, "high": 8.63, "low": 6.62, "tick": "up", "last_trade_price": 7.18, "last_trade_time": "2026-11-11T14:10:28", "percent_change": -39.4348, "prev_day_close": 7.15499997138977}, {"option": "SPY261211C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 360.0, "volume": 14.0, "delta": 0.6802, "gamma": 0.0106, "vega": 0.783, "theta": -0.1987, "rho": 0.4344, "theo": 22.1227, "change": 6.205, "open": 20.91, "high": 22.25, "low": 19.74, "tick": "up", "last_trade_price": 22.25, "last_trade_time": "2026-11-11T15:33:30", "percent_change": 38.6725, "prev_day_close": 22.0200004577637}, {"option": "SPY261211P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 896.0, "volume": 44.0, "delta": -0.3273, "gamma": 0.0109, "vega": 0.788, "theta": -0.2066, "rho": -0.18, "theo": 7.2866, "change": -4.87, "open": 8.53, "high": 9.35, "low": 6.85, "tick": "no_change", "last_trade_price": 7.34, "last_trade_time": "2026-11-11T16:09:48", "percent_change": -39.8853, "prev_day_close": 7.3899998664856}, {"option": "SPY261211C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 516.0, "volume": 26.0, "delta": 0.6706, "gamma": 0.0108, "vega": 0.7921, "theta": -0.1996, "rho": 0.4287, "theo": 21.3587, "change": 5.755, "open": 19.99, "high": 22.0, "low": 19.04, "tick": "down", "last_trade_price": 21.16, "last_trade_time": "2026-11-11T16:03:23", "percent_change": 37.358, "prev_day_close": 21.2650003433228}, {"option": "SPY261211P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.153, "open_interest": 478.0, "volume": 54.0, "delta": -0.3372, "gamma": 0.0111, "vega": 0.7961, "theta": -0.2076, "rho": -0.1847, "theo": 7.53, "change": -4.92, "open": 9.08, "high": 9.57, "low": 7.55, "tick": "up", "last_trade_price": 7.65, "last_trade_time": "2026-11-11T15:43:22", "percent_change": -39.1408, "prev_day_close": 7.63000011444092}, {"option": "SPY261211C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1512, "open_interest": 987.0, "volume": 134.0, "delta": 0.6607, "gamma": 0.011, "vega": 0.8011, "theta": -0.2004, "rho": 0.4228, "theo": 20.5999, "change": 5.785, "open": 19.0, "high": 22.08, "low": 17.89, "tick": "up", "last_trade_price": 20.56, "last_trade_time": "2026-11-11T16:01:13", "percent_change": 39.154, "prev_day_close": 20.5199995040894}, {"option": "SPY261211P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 1130.0, "volume": 1118.0, "delta": -0.347, "gamma": 0.0114, "vega": 0.8037, "theta": -0.2084, "rho": -0.1898, "theo": 7.7695, "change": -5.21, "open": 9.38, "high": 10.2, "low": 7.24, "tick": "no_change", "last_trade_price": 7.74, "last_trade_time": "2026-11-11T16:14:27", "percent_change": -40.2317, "prev_day_close": 7.88499999046326}, {"option": "SPY261211C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 666.0, "volume": 39.0, "delta": 0.6507, "gamma": 0.0112, "vega": 0.8096, "theta": -0.201, "rho": 0.4166, "theo": 19.8655, "change": 6.395, "open": 17.8, "high": 20.55, "low": 17.44, "tick": "up", "last_trade_price": 20.55, "last_trade_time": "2026-11-11T13:07:55", "percent_change": 45.1784, "prev_day_close": 19.7750005722046}, {"option": "SPY261211P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1506, "open_interest": 922.0, "volume": 59.0, "delta": -0.3574, "gamma": 0.0116, "vega": 0.8127, "theta": -0.2092, "rho": -0.195, "theo": 8.0297, "change": -5.84, "open": 9.68, "high": 10.3, "low": 7.5, "tick": "down", "last_trade_price": 7.5, "last_trade_time": "2026-11-11T13:52:13", "percent_change": -43.7781, "prev_day_close": 8.15000009536743}, {"option": "SPY261211C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1501, "open_interest": 890.0, "volume": 92.0, "delta": 0.6404, "gamma": 0.0114, "vega": 0.8178, "theta": -0.2015, "rho": 0.4102, "theo": 19.1333, "change": 5.96, "open": 17.64, "high": 20.75, "low": 17.02, "tick": "down", "last_trade_price": 19.51, "last_trade_time": "2026-11-11T14:38:55", "percent_change": 43.9852, "prev_day_close": 19.0450000762939}, {"option": "SPY261211P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1493, "open_interest": 976.0, "volume": 535.0, "delta": -0.3682, "gamma": 0.0118, "vega": 0.8229, "theta": -0.2097, "rho": -0.2015, "theo": 8.3023, "change": -5.445, "open": 10.0, "high": 10.15, "low": 7.8, "tick": "down", "last_trade_price": 8.3, "last_trade_time": "2026-11-11T15:40:10", "percent_change": -39.6144, "prev_day_close": 8.4249997138977}, {"option": "SPY261211C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 467.0, "volume": 44.0, "delta": 0.6297, "gamma": 0.0116, "vega": 0.8254, "theta": -0.2019, "rho": 0.4037, "theo": 18.4111, "change": 5.745, "open": 16.75, "high": 19.85, "low": 16.0, "tick": "up", "last_trade_price": 18.7, "last_trade_time": "2026-11-11T15:00:29", "percent_change": 44.3458, "prev_day_close": 18.3249998092651}, {"option": "SPY261211P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.148, "open_interest": 314.0, "volume": 72.0, "delta": -0.3794, "gamma": 0.012, "vega": 0.8289, "theta": -0.2102, "rho": -0.2061, "theo": 8.5871, "change": -5.55, "open": 10.27, "high": 10.73, "low": 8.0, "tick": "up", "last_trade_price": 8.61, "last_trade_time": "2026-11-11T16:14:58", "percent_change": -39.1949, "prev_day_close": 8.71499967575073}, {"option": "SPY261211C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 366.0, "volume": 11.0, "delta": 0.6188, "gamma": 0.0118, "vega": 0.8326, "theta": -0.2021, "rho": 0.3971, "theo": 17.6993, "change": 5.08, "open": 15.71, "high": 18.48, "low": 15.71, "tick": "down", "last_trade_price": 17.45, "last_trade_time": "2026-11-11T15:57:30", "percent_change": 41.0671, "prev_day_close": 17.6199998855591}, {"option": "SPY261211P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1466, "open_interest": 248.0, "volume": 120.0, "delta": -0.3908, "gamma": 0.0123, "vega": 0.8349, "theta": -0.2105, "rho": -0.2084, "theo": 8.8812, "change": -5.71, "open": 10.63, "high": 11.58, "low": 8.37, "tick": "down", "last_trade_price": 8.88, "last_trade_time": "2026-11-11T16:13:21", "percent_change": -39.1364, "prev_day_close": 9.00499963760376}, {"option": "SPY261211C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 792.0, "volume": 311.0, "delta": 0.6077, "gamma": 0.0121, "vega": 0.8391, "theta": -0.2022, "rho": 0.3904, "theo": 17.0089, "change": 4.895, "open": 15.5, "high": 18.76, "low": 14.4, "tick": "down", "last_trade_price": 16.7, "last_trade_time": "2026-11-11T15:58:57", "percent_change": 41.4655, "prev_day_close": 16.9200000762939}, {"option": "SPY261211P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1454, "open_interest": 1822.0, "volume": 1179.0, "delta": -0.4025, "gamma": 0.0125, "vega": 0.8407, "theta": -0.2107, "rho": -0.2133, "theo": 9.1865, "change": -5.84, "open": 10.99, "high": 11.77, "low": 8.55, "tick": "down", "last_trade_price": 9.19, "last_trade_time": "2026-11-11T16:13:21", "percent_change": -38.8556, "prev_day_close": 9.30999994277954}, {"option": "SPY261211C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1445, "open_interest": 649.0, "volume": 377.0, "delta": 0.5961, "gamma": 0.0123, "vega": 0.8454, "theta": -0.2021, "rho": 0.3833, "theo": 16.3081, "change": 5.165, "open": 15.19, "high": 17.83, "low": 13.84, "tick": "down", "last_trade_price": 16.41, "last_trade_time": "2026-11-11T15:11:12", "percent_change": 45.9315, "prev_day_close": 16.2299995422363}, {"option": "SPY261211P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1441, "open_interest": 1001.0, "volume": 837.0, "delta": -0.4146, "gamma": 0.0127, "vega": 0.846, "theta": -0.2108, "rho": -0.2187, "theo": 9.502, "change": -5.825, "open": 11.51, "high": 12.16, "low": 9.0, "tick": "down", "last_trade_price": 9.66, "last_trade_time": "2026-11-11T16:03:48", "percent_change": -37.6171, "prev_day_close": 9.63499975204468}, {"option": "SPY261211C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 252.0, "volume": 99.0, "delta": 0.5843, "gamma": 0.0124, "vega": 0.851, "theta": -0.2019, "rho": 0.376, "theo": 15.6297, "change": 5.035, "open": 14.45, "high": 16.99, "low": 13.18, "tick": "down", "last_trade_price": 15.74, "last_trade_time": "2026-11-11T15:07:09", "percent_change": 47.0341, "prev_day_close": 15.5449995994568}, {"option": "SPY261211P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1429, "open_interest": 480.0, "volume": 726.0, "delta": -0.4269, "gamma": 0.013, "vega": 0.8513, "theta": -0.2107, "rho": -0.2242, "theo": 9.8288, "change": -6.15, "open": 11.7, "high": 12.6, "low": 9.25, "tick": "down", "last_trade_price": 9.8, "last_trade_time": "2026-11-11T16:13:42", "percent_change": -38.558, "prev_day_close": 9.96499967575073}, {"option": "SPY261211C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 485.0, "volume": 430.0, "delta": 0.5724, "gamma": 0.0126, "vega": 0.856, "theta": -0.2015, "rho": 0.3684, "theo": 14.9669, "change": 4.275, "open": 13.83, "high": 16.25, "low": 12.63, "tick": "down", "last_trade_price": 14.45, "last_trade_time": "2026-11-11T15:55:26", "percent_change": 42.0147, "prev_day_close": 14.8849997520447}, {"option": "SPY261211P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1416, "open_interest": 550.0, "volume": 109.0, "delta": -0.4395, "gamma": 0.0132, "vega": 0.8567, "theta": -0.2104, "rho": -0.2308, "theo": 10.1709, "change": -6.335, "open": 12.01, "high": 13.05, "low": 9.49, "tick": "up", "last_trade_price": 10.1, "last_trade_time": "2026-11-11T15:48:10", "percent_change": -38.5458, "prev_day_close": 10.3049998283386}, {"option": "SPY261211C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 678.0, "volume": 73.0, "delta": 0.5601, "gamma": 0.0128, "vega": 0.8602, "theta": -0.2009, "rho": 0.3608, "theo": 14.3133, "change": 4.275, "open": 12.58, "high": 15.75, "low": 12.16, "tick": "down", "last_trade_price": 13.94, "last_trade_time": "2026-11-11T15:58:15", "percent_change": 44.2318, "prev_day_close": 14.2400002479553}, {"option": "SPY261211P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1404, "open_interest": 382.0, "volume": 220.0, "delta": -0.4525, "gamma": 0.0134, "vega": 0.8595, "theta": -0.21, "rho": -0.234, "theo": 10.528, "change": -6.455, "open": 12.5, "high": 13.4, "low": 9.9, "tick": "down", "last_trade_price": 10.48, "last_trade_time": "2026-11-11T16:14:47", "percent_change": -38.1163, "prev_day_close": 10.664999961853}, {"option": "SPY261211C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 862.0, "volume": 911.0, "delta": 0.5477, "gamma": 0.013, "vega": 0.8637, "theta": -0.2001, "rho": 0.3531, "theo": 13.6792, "change": 4.545, "open": 12.4, "high": 15.2, "low": 11.47, "tick": "up", "last_trade_price": 13.71, "last_trade_time": "2026-11-11T16:14:13", "percent_change": 49.5908, "prev_day_close": 13.625}, {"option": "SPY261211P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1392, "open_interest": 505.0, "volume": 597.0, "delta": -0.4658, "gamma": 0.0136, "vega": 0.8613, "theta": -0.2093, "rho": -0.2381, "theo": 10.8982, "change": -6.56, "open": 13.35, "high": 13.35, "low": 10.14, "tick": "down", "last_trade_price": 10.89, "last_trade_time": "2026-11-11T16:08:40", "percent_change": -37.5931, "prev_day_close": 11.0350003242493}, {"option": "SPY261211C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 448.0, "volume": 325.0, "delta": 0.5349, "gamma": 0.0131, "vega": 0.8665, "theta": -0.1991, "rho": 0.3452, "theo": 13.0519, "change": 4.42, "open": 12.05, "high": 14.56, "low": 10.87, "tick": "up", "last_trade_price": 13.1, "last_trade_time": "2026-11-11T16:00:45", "percent_change": 50.9217, "prev_day_close": 13.0}, {"option": "SPY261211P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 440.0, "volume": 311.0, "delta": -0.4793, "gamma": 0.0138, "vega": 0.8631, "theta": -0.2085, "rho": -0.2418, "theo": 11.2814, "change": -6.74, "open": 13.08, "high": 14.0, "low": 10.56, "tick": "down", "last_trade_price": 11.25, "last_trade_time": "2026-11-11T16:08:11", "percent_change": -37.4653, "prev_day_close": 11.4249997138977}, {"option": "SPY261211C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 381.0, "volume": 619.0, "delta": 0.5218, "gamma": 0.0133, "vega": 0.8684, "theta": -0.198, "rho": 0.337, "theo": 12.4384, "change": 4.34, "open": 11.37, "high": 13.89, "low": 10.34, "tick": "up", "last_trade_price": 12.55, "last_trade_time": "2026-11-11T15:37:45", "percent_change": 52.8624, "prev_day_close": 12.3949999809265}, {"option": "SPY261211P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 723.0, "volume": 242.0, "delta": -0.4931, "gamma": 0.0139, "vega": 0.8643, "theta": -0.2076, "rho": -0.2485, "theo": 11.6772, "change": -6.56, "open": 14.28, "high": 14.28, "low": 10.88, "tick": "no_change", "last_trade_price": 12.0, "last_trade_time": "2026-11-11T15:53:50", "percent_change": -35.3448, "prev_day_close": 11.8250002861023}, {"option": "SPY261211C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 609.0, "volume": 618.0, "delta": 0.5085, "gamma": 0.0134, "vega": 0.8695, "theta": -0.1966, "rho": 0.3286, "theo": 11.8395, "change": 3.95, "open": 11.0, "high": 13.32, "low": 9.75, "tick": "no_change", "last_trade_price": 11.71, "last_trade_time": "2026-11-11T16:09:42", "percent_change": 50.9021, "prev_day_close": 11.7999997138977}, {"option": "SPY261211P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 847.0, "volume": 534.0, "delta": -0.5072, "gamma": 0.0141, "vega": 0.8638, "theta": -0.2065, "rho": -0.2532, "theo": 12.0892, "change": -7.045, "open": 14.72, "high": 14.72, "low": 11.3, "tick": "down", "last_trade_price": 12.08, "last_trade_time": "2026-11-11T16:14:42", "percent_change": -36.8366, "prev_day_close": 12.2400002479553}, {"option": "SPY261211C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1346, "open_interest": 849.0, "volume": 646.0, "delta": 0.495, "gamma": 0.0135, "vega": 0.8697, "theta": -0.195, "rho": 0.3199, "theo": 11.2556, "change": 3.89, "open": 10.38, "high": 12.71, "low": 9.3, "tick": "no_change", "last_trade_price": 11.21, "last_trade_time": "2026-11-11T15:24:41", "percent_change": 53.1421, "prev_day_close": 11.2199997901916}, {"option": "SPY261211P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1345, "open_interest": 324.0, "volume": 30.0, "delta": -0.5216, "gamma": 0.0142, "vega": 0.8619, "theta": -0.2052, "rho": -0.2574, "theo": 12.5213, "change": -7.235, "open": 14.27, "high": 15.22, "low": 11.75, "tick": "no_change", "last_trade_price": 12.47, "last_trade_time": "2026-11-11T14:08:31", "percent_change": -36.7166, "prev_day_close": 12.6749997138977}, {"option": "SPY261211C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 1071.0, "volume": 962.0, "delta": 0.4814, "gamma": 0.0136, "vega": 0.8689, "theta": -0.1933, "rho": 0.3113, "theo": 10.6873, "change": 3.62, "open": 9.68, "high": 12.05, "low": 8.77, "tick": "up", "last_trade_price": 10.52, "last_trade_time": "2026-11-11T16:00:05", "percent_change": 52.4638, "prev_day_close": 10.6600003242493}, {"option": "SPY261211P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 5616.0, "volume": 248.0, "delta": -0.5366, "gamma": 0.0144, "vega": 0.8586, "theta": -0.2036, "rho": -0.2605, "theo": 12.9804, "change": -7.18, "open": 15.2, "high": 16.2, "low": 12.03, "tick": "no_change", "last_trade_price": 13.12, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -35.3695, "prev_day_close": 13.1199998855591}, {"option": "SPY261211C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 223.0, "volume": 50.0, "delta": 0.4675, "gamma": 0.0137, "vega": 0.8671, "theta": -0.1913, "rho": 0.3026, "theo": 10.1348, "change": 3.54, "open": 9.26, "high": 11.34, "low": 8.39, "tick": "down", "last_trade_price": 10.03, "last_trade_time": "2026-11-11T16:02:04", "percent_change": 54.5455, "prev_day_close": 10.1100001335144}, {"option": "SPY261211P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 945.0, "volume": 98.0, "delta": -0.5515, "gamma": 0.0145, "vega": 0.8553, "theta": -0.2018, "rho": -0.2628, "theo": 13.4445, "change": -7.35, "open": 15.94, "high": 16.05, "low": 12.76, "tick": "no_change", "last_trade_price": 13.59, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -35.1003, "prev_day_close": 13.585000038147}, {"option": "SPY261211C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1313, "open_interest": 289.0, "volume": 184.0, "delta": 0.4534, "gamma": 0.0138, "vega": 0.8643, "theta": -0.1891, "rho": 0.2937, "theo": 9.5983, "change": 3.22, "open": 8.83, "high": 10.93, "low": 7.91, "tick": "down", "last_trade_price": 9.32, "last_trade_time": "2026-11-11T15:54:36", "percent_change": 52.7869, "prev_day_close": 9.5750002861023}, {"option": "SPY261211P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1326, "open_interest": 524.0, "volume": 6.0, "delta": -0.5664, "gamma": 0.0146, "vega": 0.8519, "theta": -0.2, "rho": -0.268, "theo": 13.916, "change": -5.17, "open": 16.46, "high": 16.46, "low": 16.42, "tick": "down", "last_trade_price": 16.42, "last_trade_time": "2026-11-11T10:32:29", "percent_change": -23.9463, "prev_day_close": 14.0500001907349}, {"option": "SPY261211C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 247.0, "volume": 85.0, "delta": 0.4393, "gamma": 0.0138, "vega": 0.8604, "theta": -0.1867, "rho": 0.2846, "theo": 9.0785, "change": 3.775, "open": 8.35, "high": 10.21, "low": 7.49, "tick": "up", "last_trade_price": 9.5, "last_trade_time": "2026-11-11T14:49:15", "percent_change": 65.9389, "prev_day_close": 9.05999994277954}, {"option": "SPY261211P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 264.0, "volume": 76.0, "delta": -0.5819, "gamma": 0.0147, "vega": 0.8449, "theta": -0.1979, "rho": -0.2716, "theo": 14.4203, "change": -7.285, "open": 14.25, "high": 14.95, "low": 13.74, "tick": "up", "last_trade_price": 14.95, "last_trade_time": "2026-11-11T15:59:56", "percent_change": -32.7637, "prev_day_close": 14.5449995994568}, {"option": "SPY261211C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 313.0, "volume": 135.0, "delta": 0.425, "gamma": 0.0138, "vega": 0.8554, "theta": -0.1841, "rho": 0.2754, "theo": 8.5758, "change": 3.04, "open": 7.52, "high": 9.79, "low": 7.09, "tick": "down", "last_trade_price": 8.41, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 56.6108, "prev_day_close": 8.55999994277954}, {"option": "SPY261211P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 374.0, "volume": 0.0, "delta": -0.597, "gamma": 0.0148, "vega": 0.8352, "theta": -0.1957, "rho": -0.2738, "theo": 14.9275, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.99, "last_trade_time": "2026-11-10T14:49:38", "percent_change": 0.0, "prev_day_close": 15.0700001716614}, {"option": "SPY261211C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 2233.0, "volume": 1935.0, "delta": 0.4106, "gamma": 0.0138, "vega": 0.8493, "theta": -0.1813, "rho": 0.2662, "theo": 8.0905, "change": 3.065, "open": 7.42, "high": 9.27, "low": 6.57, "tick": "up", "last_trade_price": 8.09, "last_trade_time": "2026-11-11T16:00:25", "percent_change": 60.995, "prev_day_close": 8.0750002861023}, {"option": "SPY261211P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1278, "open_interest": 744.0, "volume": 5.0, "delta": -0.6128, "gamma": 0.0148, "vega": 0.8264, "theta": -0.1931, "rho": -0.2767, "theo": 15.473, "change": -8.035, "open": 15.78, "high": 15.78, "low": 14.54, "tick": "up", "last_trade_price": 15.56, "last_trade_time": "2026-11-11T14:28:16", "percent_change": -34.0538, "prev_day_close": 15.6149997711182}, {"option": "SPY261211C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1273, "open_interest": 444.0, "volume": 118.0, "delta": 0.3962, "gamma": 0.0138, "vega": 0.8422, "theta": -0.1783, "rho": 0.2571, "theo": 7.6225, "change": 2.86, "open": 7.2, "high": 8.64, "low": 6.21, "tick": "down", "last_trade_price": 7.56, "last_trade_time": "2026-11-11T16:01:40", "percent_change": 60.8511, "prev_day_close": 7.6100001335144}, {"option": "SPY261211P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 937.0, "volume": 7.0, "delta": -0.6287, "gamma": 0.0148, "vega": 0.8168, "theta": -0.1904, "rho": -0.2788, "theo": 16.0338, "change": -9.23, "open": 16.36, "high": 16.36, "low": 15.09, "tick": "no_change", "last_trade_price": 15.09, "last_trade_time": "2026-11-11T13:56:08", "percent_change": -37.9523, "prev_day_close": 16.164999961853}, {"option": "SPY261211C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1264, "open_interest": 474.0, "volume": 167.0, "delta": 0.3817, "gamma": 0.0138, "vega": 0.834, "theta": -0.1752, "rho": 0.2478, "theo": 7.172, "change": 2.63, "open": 6.67, "high": 8.34, "low": 5.87, "tick": "up", "last_trade_price": 7.02, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 59.9089, "prev_day_close": 7.15499997138977}, {"option": "SPY261211P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 424.0, "volume": 3.0, "delta": -0.6446, "gamma": 0.0149, "vega": 0.8074, "theta": -0.1876, "rho": -0.2793, "theo": 16.6051, "change": -8.4, "open": 16.64, "high": 16.64, "low": 16.64, "tick": "down", "last_trade_price": 16.64, "last_trade_time": "2026-11-11T14:25:23", "percent_change": -33.5463, "prev_day_close": 16.7299995422363}, {"option": "SPY261211C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1254, "open_interest": 421.0, "volume": 158.0, "delta": 0.3673, "gamma": 0.0137, "vega": 0.8245, "theta": -0.1718, "rho": 0.2385, "theo": 6.7391, "change": 2.66, "open": 6.5, "high": 7.89, "low": 5.44, "tick": "up", "last_trade_price": 6.75, "last_trade_time": "2026-11-11T16:00:46", "percent_change": 65.0367, "prev_day_close": 6.72499990463257}, {"option": "SPY261211P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 499.0, "volume": 1.0, "delta": -0.6603, "gamma": 0.0148, "vega": 0.7923, "theta": -0.1847, "rho": -0.2802, "theo": 17.1921, "change": -6.08, "open": 19.71, "high": 19.71, "low": 19.71, "tick": "down", "last_trade_price": 19.71, "last_trade_time": "2026-11-11T10:28:05", "percent_change": -23.575, "prev_day_close": 17.3199996948242}, {"option": "SPY261211C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 2706.0, "volume": 2645.0, "delta": 0.3529, "gamma": 0.0136, "vega": 0.8138, "theta": -0.1682, "rho": 0.2291, "theo": 6.3241, "change": 2.62, "open": 5.54, "high": 7.2, "low": 5.14, "tick": "down", "last_trade_price": 6.43, "last_trade_time": "2026-11-11T15:46:17", "percent_change": 68.7664, "prev_day_close": 6.31500005722046}, {"option": "SPY261211P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1243, "open_interest": 377.0, "volume": 0.0, "delta": -0.6762, "gamma": 0.0148, "vega": 0.7742, "theta": -0.1816, "rho": -0.2827, "theo": 17.8082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 28.02, "last_trade_time": "2026-11-09T10:05:40", "percent_change": 0.0, "prev_day_close": 17.9450006484985}, {"option": "SPY261211C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1237, "open_interest": 839.0, "volume": 305.0, "delta": 0.3385, "gamma": 0.0135, "vega": 0.8022, "theta": -0.1645, "rho": 0.2199, "theo": 5.9268, "change": 2.255, "open": 5.68, "high": 6.95, "low": 4.81, "tick": "down", "last_trade_price": 5.8, "last_trade_time": "2026-11-11T16:04:08", "percent_change": 63.6107, "prev_day_close": 5.91499996185303}, {"option": "SPY261211P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1231, "open_interest": 3075.0, "volume": 11.0, "delta": -0.6921, "gamma": 0.0147, "vega": 0.759, "theta": -0.1782, "rho": -0.2794, "theo": 18.4421, "change": -9.84, "open": 22.06, "high": 22.3, "low": 17.5, "tick": "down", "last_trade_price": 17.5, "last_trade_time": "2026-11-11T13:22:07", "percent_change": -35.9912, "prev_day_close": 18.5900001525879}, {"option": "SPY261211C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 665.0, "volume": 268.0, "delta": 0.3243, "gamma": 0.0133, "vega": 0.7896, "theta": -0.1606, "rho": 0.2108, "theo": 5.5469, "change": 2.345, "open": 4.92, "high": 6.52, "low": 4.48, "tick": "no_change", "last_trade_price": 5.64, "last_trade_time": "2026-11-11T15:15:54", "percent_change": 71.1684, "prev_day_close": 5.53999996185303}, {"option": "SPY261211P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 203.0, "volume": 1.0, "delta": -0.7078, "gamma": 0.0146, "vega": 0.7446, "theta": -0.1746, "rho": -0.28, "theo": 19.0885, "change": -5.815, "open": 22.31, "high": 22.31, "low": 22.31, "tick": "down", "last_trade_price": 22.31, "last_trade_time": "2026-11-11T09:51:46", "percent_change": -20.6756, "prev_day_close": 19.2199993133545}, {"option": "SPY261211C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 369.0, "volume": 118.0, "delta": 0.3102, "gamma": 0.0132, "vega": 0.776, "theta": -0.1566, "rho": 0.2017, "theo": 5.1843, "change": 1.94, "open": 4.74, "high": 6.19, "low": 4.1, "tick": "up", "last_trade_price": 5.0, "last_trade_time": "2026-11-11T15:56:14", "percent_change": 63.3987, "prev_day_close": 5.17999982833862}, {"option": "SPY261211P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 52.0, "volume": 19.0, "delta": -0.7238, "gamma": 0.0145, "vega": 0.7267, "theta": -0.1708, "rho": -0.2781, "theo": 19.761, "change": -8.48, "open": 20.51, "high": 20.51, "low": 18.9, "tick": "up", "last_trade_price": 20.47, "last_trade_time": "2026-11-11T15:55:03", "percent_change": -29.2919, "prev_day_close": 19.9099998474121}, {"option": "SPY261211C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 443.0, "volume": 118.0, "delta": 0.2962, "gamma": 0.013, "vega": 0.7612, "theta": -0.1524, "rho": 0.1926, "theo": 4.8389, "change": 2.065, "open": 4.43, "high": 5.68, "low": 3.9, "tick": "down", "last_trade_price": 4.9, "last_trade_time": "2026-11-11T15:46:08", "percent_change": 72.8395, "prev_day_close": 4.83500003814697}, {"option": "SPY261211P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1201, "open_interest": 74.0, "volume": 0.0, "delta": -0.7395, "gamma": 0.0144, "vega": 0.7014, "theta": -0.167, "rho": -0.2775, "theo": 20.4533, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.59, "last_trade_time": "2026-11-10T12:21:28", "percent_change": 0.0, "prev_day_close": 20.6000003814697}, {"option": "SPY261211C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 355.0, "volume": 218.0, "delta": 0.2825, "gamma": 0.0128, "vega": 0.7454, "theta": -0.1481, "rho": 0.1836, "theo": 4.5106, "change": 1.945, "open": 4.15, "high": 5.44, "low": 3.63, "tick": "down", "last_trade_price": 4.57, "last_trade_time": "2026-11-11T15:34:12", "percent_change": 74.0952, "prev_day_close": 4.50999999046326}, {"option": "SPY261211P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 380.0, "volume": 1.0, "delta": -0.7549, "gamma": 0.0142, "vega": 0.6781, "theta": -0.1629, "rho": -0.2699, "theo": 21.1643, "change": -10.625, "open": 20.0, "high": 20.0, "low": 20.0, "tick": "down", "last_trade_price": 20.0, "last_trade_time": "2026-11-11T13:56:34", "percent_change": -34.6939, "prev_day_close": 21.3049993515015}, {"option": "SPY261211C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1199, "open_interest": 2246.0, "volume": 2136.0, "delta": 0.269, "gamma": 0.0125, "vega": 0.7289, "theta": -0.1437, "rho": 0.175, "theo": 4.1989, "change": 1.61, "open": 3.87, "high": 5.09, "low": 3.24, "tick": "up", "last_trade_price": 4.05, "last_trade_time": "2026-11-11T15:56:50", "percent_change": 65.9836, "prev_day_close": 4.1949999332428}, {"option": "SPY261211P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1195, "open_interest": 379.0, "volume": 11.0, "delta": -0.7703, "gamma": 0.014, "vega": 0.6586, "theta": -0.1585, "rho": -0.2714, "theo": 21.8915, "change": -10.715, "open": 25.09, "high": 25.6, "low": 20.47, "tick": "up", "last_trade_price": 21.0, "last_trade_time": "2026-11-11T14:04:48", "percent_change": -33.7853, "prev_day_close": 22.0349998474121}, {"option": "SPY261211C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1193, "open_interest": 696.0, "volume": 387.0, "delta": 0.2557, "gamma": 0.0123, "vega": 0.7118, "theta": -0.1392, "rho": 0.1664, "theo": 3.9033, "change": 1.495, "open": 3.66, "high": 4.76, "low": 3.13, "tick": "down", "last_trade_price": 3.74, "last_trade_time": "2026-11-11T15:55:00", "percent_change": 66.5924, "prev_day_close": 3.90500009059906}, {"option": "SPY261211P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 13.0, "volume": 1.0, "delta": -0.7854, "gamma": 0.0138, "vega": 0.6373, "theta": -0.1538, "rho": -0.2628, "theo": 22.6318, "change": -8.285, "open": 23.94, "high": 23.94, "low": 23.94, "tick": "down", "last_trade_price": 23.94, "last_trade_time": "2026-11-11T11:32:36", "percent_change": -25.7099, "prev_day_close": 22.7849998474121}, {"option": "SPY261211C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 435.0, "volume": 297.0, "delta": 0.2427, "gamma": 0.012, "vega": 0.6938, "theta": -0.1346, "rho": 0.1579, "theo": 3.6237, "change": 1.785, "open": 3.2, "high": 4.38, "low": 2.79, "tick": "up", "last_trade_price": 3.86, "last_trade_time": "2026-11-11T14:44:24", "percent_change": 86.0241, "prev_day_close": 3.62999999523163}, {"option": "SPY261211P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 4.0, "volume": 0.0, "delta": -0.8005, "gamma": 0.0136, "vega": 0.6087, "theta": -0.149, "rho": -0.2589, "theo": 23.3974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.6, "last_trade_time": "2026-11-09T10:26:37", "percent_change": 0.0, "prev_day_close": 23.5450000762939}, {"option": "SPY261211C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1181, "open_interest": 332.0, "volume": 60.0, "delta": 0.23, "gamma": 0.0117, "vega": 0.6748, "theta": -0.1299, "rho": 0.1495, "theo": 3.3599, "change": 1.535, "open": 3.25, "high": 4.15, "low": 2.69, "tick": "down", "last_trade_price": 3.45, "last_trade_time": "2026-11-11T15:35:37", "percent_change": 80.1567, "prev_day_close": 3.37000000476837}, {"option": "SPY261211P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 3.0, "volume": 0.0, "delta": -0.815, "gamma": 0.0134, "vega": 0.5784, "theta": -0.1441, "rho": -0.2492, "theo": 24.181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.66, "last_trade_time": "2026-11-09T10:28:42", "percent_change": 0.0, "prev_day_close": 24.3299999237061}, {"option": "SPY261211C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 581.0, "volume": 145.0, "delta": 0.2176, "gamma": 0.0114, "vega": 0.6553, "theta": -0.1252, "rho": 0.1416, "theo": 3.1112, "change": 1.345, "open": 3.02, "high": 3.86, "low": 2.65, "tick": "down", "last_trade_price": 3.11, "last_trade_time": "2026-11-11T15:32:48", "percent_change": 76.204, "prev_day_close": 3.12000000476837}, {"option": "SPY261211P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 3.0, "volume": 0.0, "delta": -0.8296, "gamma": 0.0132, "vega": 0.5522, "theta": -0.1397, "rho": -0.2472, "theo": 24.981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.33, "last_trade_time": "2026-11-09T09:38:14", "percent_change": 0.0, "prev_day_close": 25.1350002288818}, {"option": "SPY261211C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 1330.0, "volume": 302.0, "delta": 0.2056, "gamma": 0.0111, "vega": 0.6356, "theta": -0.1205, "rho": 0.1339, "theo": 2.8772, "change": 1.22, "open": 2.6, "high": 3.59, "low": 2.3, "tick": "up", "last_trade_price": 2.85, "last_trade_time": "2026-11-11T16:13:21", "percent_change": 74.8466, "prev_day_close": 2.88499999046326}, {"option": "SPY261211P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1139, "open_interest": 27.0, "volume": 9.0, "delta": -0.8443, "gamma": 0.013, "vega": 0.5267, "theta": -0.1357, "rho": -0.2333, "theo": 25.7998, "change": -10.275, "open": 29.75, "high": 29.75, "low": 24.85, "tick": "no_change", "last_trade_price": 25.7, "last_trade_time": "2026-11-11T15:19:26", "percent_change": -28.5615, "prev_day_close": 25.960000038147}, {"option": "SPY261211C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 750.0, "volume": 49.0, "delta": 0.194, "gamma": 0.0108, "vega": 0.6154, "theta": -0.1157, "rho": 0.1262, "theo": 2.6574, "change": 1.145, "open": 2.64, "high": 3.35, "low": 2.1, "tick": "down", "last_trade_price": 2.64, "last_trade_time": "2026-11-11T16:13:21", "percent_change": 76.5886, "prev_day_close": 2.67500007152557}, {"option": "SPY261211P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1008, "open_interest": 5.0, "volume": 0.0, "delta": -0.8584, "gamma": 0.0128, "vega": 0.4963, "theta": -0.1308, "rho": -0.225, "theo": 26.6298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.61, "last_trade_time": "2026-11-09T11:38:20", "percent_change": 0.0, "prev_day_close": 26.8049993515015}, {"option": "SPY261211C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 548.0, "volume": 338.0, "delta": 0.1826, "gamma": 0.0104, "vega": 0.5943, "theta": -0.1109, "rho": 0.1187, "theo": 2.4484, "change": 1.125, "open": 2.05, "high": 3.1, "low": 1.92, "tick": "down", "last_trade_price": 2.5, "last_trade_time": "2026-11-11T15:27:12", "percent_change": 81.8182, "prev_day_close": 2.4650000333786}, {"option": "SPY261211P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1107, "open_interest": 1.0, "volume": 0.0, "delta": -0.8716, "gamma": 0.0125, "vega": 0.4626, "theta": -0.1258, "rho": -0.2154, "theo": 27.4797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.97, "last_trade_time": "2026-11-06T13:42:43", "percent_change": 0.0, "prev_day_close": 27.6499996185303}, {"option": "SPY261211C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 2743.0, "volume": 2618.0, "delta": 0.1719, "gamma": 0.01, "vega": 0.5735, "theta": -0.1062, "rho": 0.1118, "theo": 2.2592, "change": 1.515, "open": 2.01, "high": 2.78, "low": 1.86, "tick": "up", "last_trade_price": 2.78, "last_trade_time": "2026-11-11T13:30:30", "percent_change": 119.763, "prev_day_close": 2.26999998092651}, {"option": "SPY261211P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1097, "open_interest": 1.0, "volume": 0.0, "delta": -0.885, "gamma": 0.0122, "vega": 0.4281, "theta": -0.1248, "rho": -0.1961, "theo": 28.3474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.94, "last_trade_time": "2026-11-06T13:42:43", "percent_change": 0.0, "prev_day_close": 28.5100002288818}, {"option": "SPY261211C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 1314.0, "volume": 250.0, "delta": 0.1613, "gamma": 0.0097, "vega": 0.5522, "theta": -0.1015, "rho": 0.105, "theo": 2.0778, "change": 0.935, "open": 1.72, "high": 2.66, "low": 1.72, "tick": "no_change", "last_trade_price": 2.1, "last_trade_time": "2026-11-11T15:45:01", "percent_change": 80.2575, "prev_day_close": 2.08999991416931}, {"option": "SPY261211P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1167, "open_interest": 0.0, "volume": 2.0, "delta": -0.8992, "gamma": 0.0122, "vega": 0.3974, "theta": -0.1275, "rho": -0.1831, "theo": 29.2295, "change": -10.625, "open": 29.05, "high": 29.2, "low": 29.05, "tick": "up", "last_trade_price": 29.2, "last_trade_time": "2026-11-11T15:54:31", "percent_change": -26.6792, "prev_day_close": 29.1149997711182}, {"option": "SPY261211C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 4905.0, "volume": 554.0, "delta": 0.1513, "gamma": 0.0093, "vega": 0.5312, "theta": -0.0969, "rho": 0.0984, "theo": 1.9097, "change": 0.83, "open": 1.88, "high": 2.46, "low": 1.5, "tick": "no_change", "last_trade_price": 1.9, "last_trade_time": "2026-11-11T16:14:49", "percent_change": 77.5701, "prev_day_close": 1.93000000715256}, {"option": "SPY261211P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1135, "open_interest": 6.0, "volume": 4.0, "delta": -0.9133, "gamma": 0.0124, "vega": 0.3619, "theta": -0.1272, "rho": -0.1714, "theo": 30.1269, "change": -11.065, "open": 33.72, "high": 33.72, "low": 28.56, "tick": "up", "last_trade_price": 29.71, "last_trade_time": "2026-11-11T15:02:18", "percent_change": -27.1367, "prev_day_close": 30.2950000762939}, {"option": "SPY261211C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 221.0, "volume": 69.0, "delta": 0.1418, "gamma": 0.009, "vega": 0.5104, "theta": -0.0924, "rho": 0.0922, "theo": 1.7569, "change": 0.72, "open": 1.69, "high": 2.28, "low": 1.69, "tick": "up", "last_trade_price": 1.7, "last_trade_time": "2026-11-11T15:58:09", "percent_change": 73.4694, "prev_day_close": 1.76999998092651}, {"option": "SPY261211P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 0.0, "volume": 0.0, "delta": -0.9262, "gamma": 0.0126, "vega": 0.3295, "theta": -0.1258, "rho": -0.1665, "theo": 31.0355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.91, "last_trade_time": "2026-11-04T14:49:16", "percent_change": 0.0, "prev_day_close": 31.1849994659424}, {"option": "SPY261211C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 429.0, "volume": 53.0, "delta": 0.1327, "gamma": 0.0086, "vega": 0.4892, "theta": -0.0879, "rho": 0.0862, "theo": 1.6129, "change": 0.83, "open": 1.59, "high": 2.1, "low": 1.4, "tick": "no_change", "last_trade_price": 1.73, "last_trade_time": "2026-11-11T14:58:45", "percent_change": 92.2222, "prev_day_close": 1.62999999523163}, {"option": "SPY261211P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 0.0, "volume": 0.0, "delta": -0.938, "gamma": 0.0124, "vega": 0.2946, "theta": -0.1194, "rho": -0.1217, "theo": 31.961, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.96, "last_trade_time": "2026-11-04T11:06:17", "percent_change": 0.0, "prev_day_close": 32.1550006866455}, {"option": "SPY261211C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 585.0, "volume": 37.0, "delta": 0.124, "gamma": 0.0082, "vega": 0.4683, "theta": -0.0836, "rho": 0.0806, "theo": 1.4796, "change": 0.67, "open": 1.37, "high": 1.94, "low": 1.18, "tick": "no_change", "last_trade_price": 1.5, "last_trade_time": "2026-11-11T15:45:13", "percent_change": 80.7229, "prev_day_close": 1.49000000953674}, {"option": "SPY261211P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1135, "open_interest": 0.0, "volume": 0.0, "delta": -0.9495, "gamma": 0.0115, "vega": 0.2545, "theta": -0.1098, "rho": -0.0761, "theo": 32.9056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.65, "last_trade_time": "2026-11-04T15:26:45", "percent_change": 0.0, "prev_day_close": 33.0900001525879}, {"option": "SPY261211C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1136, "open_interest": 299.0, "volume": 179.0, "delta": 0.1157, "gamma": 0.0078, "vega": 0.4476, "theta": -0.0793, "rho": 0.0752, "theo": 1.3552, "change": 0.73, "open": 1.3, "high": 1.78, "low": 1.09, "tick": "down", "last_trade_price": 1.49, "last_trade_time": "2026-11-11T14:30:02", "percent_change": 96.0526, "prev_day_close": 1.37000000476837}, {"option": "SPY261211P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 0.0, "volume": 0.0, "delta": -0.9609, "gamma": 0.01, "vega": 0.2055, "theta": -0.1119, "rho": -0.0695, "theo": 33.8694, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 27.25, "last_trade_time": "2026-11-04T14:48:50", "percent_change": 0.0, "prev_day_close": 34.0499992370606}, {"option": "SPY261211C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 8691.0, "volume": 314.0, "delta": 0.108, "gamma": 0.0075, "vega": 0.4278, "theta": -0.0752, "rho": 0.0701, "theo": 1.243, "change": 0.54, "open": 1.32, "high": 1.65, "low": 1.03, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-11T15:52:04", "percent_change": 77.1429, "prev_day_close": 1.25}, {"option": "SPY261211P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1136, "open_interest": 0.0, "volume": 0.0, "delta": -0.971, "gamma": 0.0087, "vega": 0.1598, "theta": -0.1128, "rho": -0.07, "theo": 34.8377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.56, "last_trade_time": "2026-11-04T14:11:39", "percent_change": 0.0, "prev_day_close": 35.0200004577637}, {"option": "SPY261211C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1131, "open_interest": 371.0, "volume": 145.0, "delta": 0.1006, "gamma": 0.0071, "vega": 0.4079, "theta": -0.0713, "rho": 0.0653, "theo": 1.1388, "change": 0.6, "open": 1.13, "high": 1.52, "low": 0.92, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-11T14:57:18", "percent_change": 93.75, "prev_day_close": 1.14999997615814}, {"option": "SPY261211P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 43.0, "delta": -0.9796, "gamma": 0.0075, "vega": 0.1279, "theta": -0.1098, "rho": -0.0407, "theo": 35.8118, "change": -10.965, "open": 37.18, "high": 37.18, "low": 34.0, "tick": "down", "last_trade_price": 35.75, "last_trade_time": "2026-11-11T16:14:28", "percent_change": -23.4721, "prev_day_close": 36.4400005340576}, {"option": "SPY261211C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 245.0, "volume": 73.0, "delta": 0.0937, "gamma": 0.0068, "vega": 0.3885, "theta": -0.0675, "rho": 0.0608, "theo": 1.0431, "change": 0.43, "open": 1.15, "high": 1.27, "low": 0.92, "tick": "down", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T16:00:03", "percent_change": 72.8814, "prev_day_close": 1.05500000715256}, {"option": "SPY261211P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 0.0, "volume": 0.0, "delta": -0.9861, "gamma": 0.0062, "vega": 0.1009, "theta": -0.0933, "rho": -0.0091, "theo": 36.7959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.9899997711182}, {"option": "SPY261211C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 157.0, "volume": 46.0, "delta": 0.0872, "gamma": 0.0064, "vega": 0.3698, "theta": -0.0638, "rho": 0.0566, "theo": 0.9555, "change": 0.45, "open": 0.9, "high": 1.25, "low": 0.9, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T15:35:51", "percent_change": 81.8182, "prev_day_close": 0.965000003576279}, {"option": "SPY261211P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1176, "open_interest": 0.0, "volume": 0.0, "delta": -0.9903, "gamma": 0.0044, "vega": 0.0713, "theta": -0.0923, "rho": 0.0, "theo": 37.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.9949989318848}, {"option": "SPY261211C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 232.0, "volume": 263.0, "delta": 0.0811, "gamma": 0.0061, "vega": 0.3517, "theta": -0.0603, "rho": 0.0526, "theo": 0.8753, "change": 0.48, "open": 0.99, "high": 1.18, "low": 0.7, "tick": "down", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T14:37:40", "percent_change": 96.0, "prev_day_close": 0.884999990463257}, {"option": "SPY261211P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 0.0, "volume": 0.0, "delta": -0.9938, "gamma": 0.0028, "vega": 0.0437, "theta": -0.0923, "rho": 0.0, "theo": 38.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9899997711182}, {"option": "SPY261211C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 2741.0, "volume": 1117.0, "delta": 0.0754, "gamma": 0.0057, "vega": 0.3343, "theta": -0.057, "rho": 0.0489, "theo": 0.8021, "change": 0.325, "open": 0.9, "high": 1.06, "low": 0.64, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T16:05:51", "percent_change": 69.8925, "prev_day_close": 0.810000002384186}, {"option": "SPY261211P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 22.0, "volume": 14.0, "delta": -0.997, "gamma": 0.0014, "vega": 0.0197, "theta": -0.0923, "rho": 0.0, "theo": 39.795, "change": -10.615, "open": 38.86, "high": 40.0, "low": 38.86, "tick": "up", "last_trade_price": 40.0, "last_trade_time": "2026-11-11T14:31:10", "percent_change": -20.972, "prev_day_close": 39.9899997711182}, {"option": "SPY261211C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 789.0, "volume": 555.0, "delta": 0.0701, "gamma": 0.0054, "vega": 0.3174, "theta": -0.0538, "rho": 0.0454, "theo": 0.7356, "change": 0.32, "open": 0.93, "high": 1.0, "low": 0.75, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T15:26:32", "percent_change": 74.4186, "prev_day_close": 0.745000004768372}, {"option": "SPY261211P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 0.0, "volume": 0.0, "delta": -0.999, "gamma": 0.0004, "vega": 0.0055, "theta": -0.0923, "rho": 0.0, "theo": 40.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.9899997711182}, {"option": "SPY261211C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 274.0, "volume": 372.0, "delta": 0.0652, "gamma": 0.0051, "vega": 0.3012, "theta": -0.0508, "rho": 0.0422, "theo": 0.675, "change": 0.49, "open": 0.68, "high": 0.91, "low": 0.59, "tick": "no_change", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T13:43:56", "percent_change": 122.5, "prev_day_close": 0.680000007152557}, {"option": "SPY261211P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.128, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 41.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.9850006103516}, {"option": "SPY261211C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 196.0, "volume": 32.0, "delta": 0.0606, "gamma": 0.0048, "vega": 0.2858, "theta": -0.048, "rho": 0.0393, "theo": 0.6199, "change": 0.44, "open": 0.71, "high": 0.81, "low": 0.71, "tick": "up", "last_trade_price": 0.81, "last_trade_time": "2026-11-11T13:09:15", "percent_change": 118.919, "prev_day_close": 0.629999995231628}, {"option": "SPY261211P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 42.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.9799995422363}, {"option": "SPY261211C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1132, "open_interest": 217.0, "volume": 16.0, "delta": 0.0564, "gamma": 0.0046, "vega": 0.2712, "theta": -0.0454, "rho": 0.0365, "theo": 0.5699, "change": 0.235, "open": 0.71, "high": 0.71, "low": 0.58, "tick": "down", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T15:42:04", "percent_change": 68.1159, "prev_day_close": 0.5799999833107}, {"option": "SPY261211P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 43.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.9899997711182}, {"option": "SPY261211C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 1962.0, "volume": 791.0, "delta": 0.0525, "gamma": 0.0043, "vega": 0.2573, "theta": -0.0428, "rho": 0.0339, "theo": 0.5246, "change": 0.18, "open": 0.62, "high": 0.71, "low": 0.45, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:59:09", "percent_change": 56.25, "prev_day_close": 0.530000001192093}, {"option": "SPY261211P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 44.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9799995422363}, {"option": "SPY261211C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 91.0, "volume": 8.0, "delta": 0.0489, "gamma": 0.0041, "vega": 0.244, "theta": -0.0405, "rho": 0.0316, "theo": 0.4836, "change": 0.18, "open": 0.6, "high": 0.64, "low": 0.48, "tick": "down", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T15:29:42", "percent_change": 60.0, "prev_day_close": 0.489999994635582}, {"option": "SPY261211P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1441, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 45.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.9899997711182}, {"option": "SPY261211C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 172.0, "volume": 27.0, "delta": 0.0456, "gamma": 0.0038, "vega": 0.2315, "theta": -0.0383, "rho": 0.0294, "theo": 0.4465, "change": 0.16, "open": 0.52, "high": 0.58, "low": 0.44, "tick": "no_change", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T15:59:09", "percent_change": 57.1429, "prev_day_close": 0.450000002980232}, {"option": "SPY261211P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 46.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.9899997711182}, {"option": "SPY261211C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 475.0, "volume": 6.0, "delta": 0.0424, "gamma": 0.0036, "vega": 0.2195, "theta": -0.0363, "rho": 0.0274, "theo": 0.4124, "change": 0.2, "open": 0.45, "high": 0.46, "low": 0.45, "tick": "no_change", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T09:38:47", "percent_change": 76.9231, "prev_day_close": 0.420000001788139}, {"option": "SPY261211P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1415, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 47.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.9899997711182}, {"option": "SPY261211C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 329.0, "volume": 11.0, "delta": 0.0397, "gamma": 0.0034, "vega": 0.2086, "theta": -0.0344, "rho": 0.0256, "theo": 0.3826, "change": 0.145, "open": 0.45, "high": 0.45, "low": 0.38, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T15:25:23", "percent_change": 59.1837, "prev_day_close": 0.384999990463257}, {"option": "SPY261211P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 48.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.9899997711182}, {"option": "SPY261211C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 596.0, "volume": 360.0, "delta": 0.0371, "gamma": 0.0032, "vega": 0.1982, "theta": -0.0326, "rho": 0.0239, "theo": 0.3551, "change": 0.135, "open": 0.44, "high": 0.49, "low": 0.31, "tick": "no_change", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:47:53", "percent_change": 60.0, "prev_day_close": 0.359999999403954}, {"option": "SPY261211P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1459, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9899997711182}, {"option": "SPY261211C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 414.0, "volume": 345.0, "delta": 0.0347, "gamma": 0.003, "vega": 0.1885, "theta": -0.031, "rho": 0.0224, "theo": 0.3303, "change": 0.205, "open": 0.39, "high": 0.42, "low": 0.39, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T13:37:26", "percent_change": 95.3488, "prev_day_close": 0.33500000834465}, {"option": "SPY261211P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 50.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 50.9899997711182}, {"option": "SPY261211C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 200.0, "volume": 26.0, "delta": 0.0324, "gamma": 0.0028, "vega": 0.1788, "theta": -0.0294, "rho": 0.0209, "theo": 0.3067, "change": 0.205, "open": 0.31, "high": 0.41, "low": 0.31, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T12:38:06", "percent_change": 100.0, "prev_day_close": 0.310000002384186}, {"option": "SPY261211P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1502, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 51.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.9899997711182}, {"option": "SPY261211C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 131.0, "volume": 7.0, "delta": 0.0305, "gamma": 0.0027, "vega": 0.1702, "theta": -0.028, "rho": 0.0196, "theo": 0.2864, "change": 0.145, "open": 0.34, "high": 0.34, "low": 0.34, "tick": "up", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T11:43:37", "percent_change": 74.359, "prev_day_close": 0.290000006556511}, {"option": "SPY261211P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 52.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.9899997711182}, {"option": "SPY261211C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 280.0, "volume": 206.0, "delta": 0.0286, "gamma": 0.0026, "vega": 0.1622, "theta": -0.0267, "rho": 0.0184, "theo": 0.2681, "change": 0.135, "open": 0.33, "high": 0.33, "low": 0.32, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T09:34:21", "percent_change": 72.973, "prev_day_close": 0.269999995827675}, {"option": "SPY261211P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 53.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.9899997711182}, {"option": "SPY261211C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.118, "open_interest": 563.0, "volume": 317.0, "delta": 0.027, "gamma": 0.0024, "vega": 0.1547, "theta": -0.0255, "rho": 0.0174, "theo": 0.2514, "change": 0.075, "open": 0.31, "high": 0.32, "low": 0.22, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:29:42", "percent_change": 42.8571, "prev_day_close": 0.254999995231628}, {"option": "SPY261211P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 55.0149993896484}, {"option": "SPY261211C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 199.0, "volume": 173.0, "delta": 0.0205, "gamma": 0.0018, "vega": 0.1242, "theta": -0.0207, "rho": 0.0131, "theo": 0.189, "change": 0.065, "open": 0.24, "high": 0.24, "low": 0.16, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T14:40:15", "percent_change": 48.1482, "prev_day_close": 0.185000002384186}, {"option": "SPY261211P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1733, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.9899997711182}, {"option": "SPY261211C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 109.0, "volume": 44.0, "delta": 0.016, "gamma": 0.0014, "vega": 0.1017, "theta": -0.0173, "rho": 0.0103, "theo": 0.148, "change": 0.03, "open": 0.17, "high": 0.18, "low": 0.14, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T15:42:54", "percent_change": 27.2727, "prev_day_close": 0.145000003278255}, {"option": "SPY261211P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1769, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.9900016784668}, {"option": "SPY261211C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 93.0, "volume": 37.0, "delta": 0.013, "gamma": 0.0012, "vega": 0.0852, "theta": -0.0148, "rho": 0.0083, "theo": 0.1206, "change": 0.015, "open": 0.13, "high": 0.15, "low": 0.11, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:40:09", "percent_change": 15.7895, "prev_day_close": 0.114999998360872}, {"option": "SPY261211P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1871, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.9900016784668}, {"option": "SPY261211C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 144.0, "volume": 7.0, "delta": 0.0106, "gamma": 0.001, "vega": 0.0721, "theta": -0.0129, "rho": 0.0068, "theo": 0.1004, "change": 0.03, "open": 0.1, "high": 0.11, "low": 0.1, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T10:45:18", "percent_change": 37.5, "prev_day_close": 0.100000001490116}, {"option": "SPY261211P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1971, "open_interest": 4.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 74.795, "change": -10.69, "open": 75.1, "high": 75.1, "low": 75.1, "tick": "down", "last_trade_price": 75.1, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -12.4607, "prev_day_close": 74.9900016784668}, {"option": "SPY261211C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1407, "open_interest": 134.0, "volume": 0.0, "delta": 0.009, "gamma": 0.0008, "vega": 0.0626, "theta": -0.0116, "rho": 0.0057, "theo": 0.0864, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-10T13:24:33", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261211P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 79.795, "change": -10.5, "open": 80.12, "high": 80.12, "low": 80.12, "tick": "down", "last_trade_price": 80.12, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -11.5868, "prev_day_close": 79.9900016784668}, {"option": "SPY261211C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1453, "open_interest": 34.0, "volume": 12.0, "delta": 0.0077, "gamma": 0.0007, "vega": 0.0544, "theta": -0.0104, "rho": 0.0049, "theo": 0.075, "change": 0.025, "open": 0.07, "high": 0.09, "low": 0.07, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T12:22:55", "percent_change": 38.4615, "prev_day_close": 0.0749999992549419}, {"option": "SPY261211P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2225, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9900016784668}, {"option": "SPY261211C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1501, "open_interest": 56.0, "volume": 2.0, "delta": 0.0067, "gamma": 0.0006, "vega": 0.048, "theta": -0.0094, "rho": 0.0042, "theo": 0.0662, "change": 0.015, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T11:55:46", "percent_change": 27.2727, "prev_day_close": 0.0649999994784594}, {"option": "SPY261211P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2263, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.81, "last_trade_time": "2026-11-03T11:57:51", "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY261211C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 4.0, "volume": 0.0, "delta": 0.0058, "gamma": 0.0005, "vega": 0.0426, "theta": -0.0086, "rho": 0.0037, "theo": 0.0589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T09:49:07", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261211P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2358, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9900016784668}, {"option": "SPY261211C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 25.0, "volume": 0.0, "delta": 0.0051, "gamma": 0.0004, "vega": 0.038, "theta": -0.0079, "rho": 0.0032, "theo": 0.0528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T10:37:59", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261211P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2451, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9900016784668}, {"option": "SPY261211C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1667, "open_interest": 144.0, "volume": 0.0, "delta": 0.0045, "gamma": 0.0004, "vega": 0.034, "theta": -0.0073, "rho": 0.0029, "theo": 0.0475, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T14:25:11", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261211P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2544, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.990001678467}, {"option": "SPY261211C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1717, "open_interest": 152.0, "volume": 0.0, "delta": 0.004, "gamma": 0.0003, "vega": 0.0306, "theta": -0.0068, "rho": 0.0025, "theo": 0.043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T13:06:11", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY261211P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2636, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY261211C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 213.0, "volume": 0.0, "delta": 0.0036, "gamma": 0.0003, "vega": 0.0276, "theta": -0.0063, "rho": 0.0023, "theo": 0.039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T12:47:13", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261211P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2726, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY261211C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 223.0, "volume": 5.0, "delta": 0.0032, "gamma": 0.0002, "vega": 0.025, "theta": -0.0058, "rho": 0.002, "theo": 0.0355, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T10:20:22", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261211P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2816, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY261211C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 630.0, "volume": 548.0, "delta": 0.0029, "gamma": 0.0002, "vega": 0.0227, "theta": -0.0054, "rho": 0.0018, "theo": 0.0324, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:04:52", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261211P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2905, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY261211C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 1.0, "volume": 1.0, "delta": 0.0026, "gamma": 0.0002, "vega": 0.0206, "theta": -0.005, "rho": 0.0016, "theo": 0.0296, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T14:57:43", "percent_change": -20.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY261211P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2992, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY261211C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1933, "open_interest": 4.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0002, "vega": 0.0188, "theta": -0.0047, "rho": 0.0015, "theo": 0.0271, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-05T14:21:26", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261211P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3079, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY261211C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1994, "open_interest": 0.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0172, "theta": -0.0044, "rho": 0.0013, "theo": 0.0249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261211P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3166, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY261211C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2054, "open_interest": 0.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0001, "vega": 0.0157, "theta": -0.0041, "rho": 0.0012, "theo": 0.0228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261211P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3338, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY261211C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2073, "open_interest": 3.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0001, "vega": 0.0144, "theta": -0.0038, "rho": 0.0011, "theo": 0.021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-03T09:50:10", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY261211P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3408, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY261211C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 0.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0132, "theta": -0.0036, "rho": 0.001, "theo": 0.0194, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261211P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3419, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.98999786377}, {"option": "SPY261211C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2138, "open_interest": 11.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.0121, "theta": -0.0034, "rho": 0.0009, "theo": 0.0178, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-03T13:32:47", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261211P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.365, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.98999786377}, {"option": "SPY261211C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2194, "open_interest": 0.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0111, "theta": -0.0031, "rho": 0.0008, "theo": 0.0165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261211P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3584, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.98999786377}, {"option": "SPY261211C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 12.0, "volume": 1.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0102, "theta": -0.0029, "rho": 0.0008, "theo": 0.0152, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T09:45:53", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261211P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3786, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0923, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.98999786377}, {"option": "SPY261218C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.8681, "open_interest": 2.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1445, "theo": 610.5527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 582.98, "last_trade_time": "2026-11-05T16:05:01", "percent_change": 0.0, "prev_day_close": 610.514984130859}, {"option": "SPY261218P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.416, "open_interest": 36625.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0008, "theta": -0.0014, "rho": -0.0001, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T10:28:19", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5342, "open_interest": 752.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1958, "theo": 560.7758, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 553.26, "last_trade_time": "2026-11-09T12:45:17", "percent_change": 0.0, "prev_day_close": 560.714996337891}, {"option": "SPY261218P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1684, "open_interest": 30701.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0013, "theta": -0.0019, "rho": -0.0001, "theo": 0.0103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T13:14:46", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4706, "open_interest": 382.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.2058, "theo": 550.821, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 562.56, "last_trade_time": "2026-10-16T10:32:07", "percent_change": 0.0, "prev_day_close": 550.769989013672}, {"option": "SPY261218P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1266, "open_interest": 3324.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0014, "theta": -0.002, "rho": -0.0001, "theo": 0.011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T13:56:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4194, "open_interest": 82.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0013, "theta": 0.0, "rho": 0.2156, "theo": 540.8662, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 515.9, "last_trade_time": "2026-05-07T09:51:31", "percent_change": 0.0, "prev_day_close": 540.805023193359}, {"option": "SPY261218P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0867, "open_interest": 2745.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0016, "theta": -0.0022, "rho": -0.0001, "theo": 0.0118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T13:10:39", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3705, "open_interest": 14.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.2255, "theo": 530.9115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 536.7, "last_trade_time": "2026-09-08T15:56:56", "percent_change": 0.0, "prev_day_close": 530.845001220703}, {"option": "SPY261218P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0487, "open_interest": 8198.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0017, "theta": -0.0023, "rho": -0.0002, "theo": 0.0126, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:27:43", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3193, "open_interest": 27.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0015, "theta": 0.0, "rho": 0.2353, "theo": 520.9568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 511.4, "last_trade_time": "2026-07-21T13:15:29", "percent_change": 0.0, "prev_day_close": 520.894989013672}, {"option": "SPY261218P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0123, "open_interest": 50022.0, "volume": 15.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0019, "theta": -0.0024, "rho": -0.0002, "theo": 0.0136, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:43:25", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2945, "open_interest": 21.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0016, "theta": 0.0, "rho": 0.2402, "theo": 515.9795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 422.0, "last_trade_time": "2025-09-16T13:55:22", "percent_change": 0.0, "prev_day_close": 515.920013427734}, {"option": "SPY261218P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9947, "open_interest": 23581.0, "volume": 249.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.002, "theta": -0.0025, "rho": -0.0002, "theo": 0.014, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:31:29", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2746, "open_interest": 147.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0018, "theta": 0.0, "rho": 0.2452, "theo": 511.0022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 498.25, "last_trade_time": "2026-11-10T11:27:37", "percent_change": 0.0, "prev_day_close": 510.935012817383}, {"option": "SPY261218P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9774, "open_interest": 5028.0, "volume": 25.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0021, "theta": -0.0026, "rho": -0.0002, "theo": 0.0145, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:45:46", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2551, "open_interest": 4.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.002, "theta": 0.0, "rho": 0.25, "theo": 506.0249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 515.69, "last_trade_time": "2026-09-23T14:41:28", "percent_change": 0.0, "prev_day_close": 505.954986572266}, {"option": "SPY261218P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9605, "open_interest": 1721.0, "volume": 221.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0022, "theta": -0.0027, "rho": -0.0002, "theo": 0.0151, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:46:17", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2317, "open_interest": 15.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0021, "theta": 0.0, "rho": 0.2549, "theo": 501.0477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 515.45, "last_trade_time": "2026-10-21T14:48:44", "percent_change": 0.0, "prev_day_close": 500.975006103516}, {"option": "SPY261218P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9439, "open_interest": 6063.0, "volume": 405.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0023, "theta": -0.0028, "rho": -0.0002, "theo": 0.0156, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:49:57", "percent_change": -33.3333, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.213, "open_interest": 120.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0022, "theta": 0.0, "rho": 0.2598, "theo": 496.0706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 427.58, "last_trade_time": "2026-01-02T10:03:32", "percent_change": 0.0, "prev_day_close": 496.0}, {"option": "SPY261218P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9983, "open_interest": 933.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0024, "theta": -0.0028, "rho": -0.0002, "theo": 0.0162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T10:24:38", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1905, "open_interest": 65.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0023, "theta": 0.0, "rho": 0.2647, "theo": 491.0935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 486.29, "last_trade_time": "2026-06-15T10:47:51", "percent_change": 0.0, "prev_day_close": 491.029998779297}, {"option": "SPY261218P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9812, "open_interest": 685.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0025, "theta": -0.0029, "rho": -0.0002, "theo": 0.0168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-06T11:43:58", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1684, "open_interest": 124.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0023, "theta": 0.0, "rho": 0.2696, "theo": 486.1164, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 490.09, "last_trade_time": "2026-08-24T10:03:16", "percent_change": 0.0, "prev_day_close": 486.040008544922}, {"option": "SPY261218P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9644, "open_interest": 3789.0, "volume": 7.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0026, "theta": -0.003, "rho": -0.0002, "theo": 0.0174, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -20.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1508, "open_interest": 55.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0024, "theta": 0.0, "rho": 0.2745, "theo": 481.1393, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 457.6, "last_trade_time": "2026-11-05T14:13:13", "percent_change": 0.0, "prev_day_close": 481.065002441406}, {"option": "SPY261218P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9479, "open_interest": 4572.0, "volume": 20.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0027, "theta": -0.0031, "rho": -0.0002, "theo": 0.0181, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:28:08", "percent_change": -20.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1295, "open_interest": 103.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0025, "theta": 0.0, "rho": 0.2794, "theo": 476.1622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 353.65, "last_trade_time": "2025-08-05T10:43:07", "percent_change": 0.0, "prev_day_close": 476.084991455078}, {"option": "SPY261218P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9317, "open_interest": 649.0, "volume": 20.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0029, "theta": -0.0032, "rho": -0.0003, "theo": 0.0188, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:28:17", "percent_change": -20.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1126, "open_interest": 16.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0026, "theta": 0.0, "rho": 0.2843, "theo": 471.1852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 447.25, "last_trade_time": "2026-11-06T09:31:29", "percent_change": 0.0, "prev_day_close": 471.115005493164}, {"option": "SPY261218P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9158, "open_interest": 14660.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.003, "theta": -0.0033, "rho": -0.0003, "theo": 0.0195, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T11:49:50", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0881, "open_interest": 78.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0027, "theta": 0.0, "rho": 0.2892, "theo": 466.2082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 474.47, "last_trade_time": "2026-11-04T10:01:15", "percent_change": 0.0, "prev_day_close": 466.139999389648}, {"option": "SPY261218P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9002, "open_interest": 3356.0, "volume": 3.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0032, "theta": -0.0034, "rho": -0.0003, "theo": 0.0203, "change": -0.015, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:19:23", "percent_change": -60.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0718, "open_interest": 222.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0028, "theta": 0.0, "rho": 0.2941, "theo": 461.2313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 449.14, "last_trade_time": "2026-11-10T09:52:53", "percent_change": 0.0, "prev_day_close": 461.154998779297}, {"option": "SPY261218P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8848, "open_interest": 9809.0, "volume": 5.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0033, "theta": -0.0036, "rho": -0.0003, "theo": 0.0212, "change": -0.025, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:45:50", "percent_change": -71.4286, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0558, "open_interest": 6.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0029, "theta": 0.0, "rho": 0.299, "theo": 456.2543, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 454.68, "last_trade_time": "2026-09-14T10:41:43", "percent_change": 0.0, "prev_day_close": 456.179992675781}, {"option": "SPY261218P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8697, "open_interest": 951.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0035, "theta": -0.0037, "rho": -0.0003, "theo": 0.0221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T10:33:51", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0362, "open_interest": 69.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.003, "theta": 0.0, "rho": 0.3039, "theo": 451.2775, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 461.42, "last_trade_time": "2026-09-23T14:43:14", "percent_change": 0.0, "prev_day_close": 451.190002441406}, {"option": "SPY261218P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8879, "open_interest": 1998.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0037, "theta": -0.0038, "rho": -0.0004, "theo": 0.0231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T10:41:45", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0054, "open_interest": 147.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0031, "theta": 0.0, "rho": 0.3088, "theo": 446.3006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 426.57, "last_trade_time": "2026-11-06T10:56:31", "percent_change": 0.0, "prev_day_close": 446.229995727539}, {"option": "SPY261218P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8728, "open_interest": 1658.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0038, "theta": -0.004, "rho": -0.0004, "theo": 0.0241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T14:19:42", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9943, "open_interest": 29.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0035, "theta": 0.0, "rho": 0.3137, "theo": 441.3238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 445.4, "last_trade_time": "2026-09-09T11:02:06", "percent_change": 0.0, "prev_day_close": 441.240005493164}, {"option": "SPY261218P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8578, "open_interest": 1999.0, "volume": 62.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.004, "theta": -0.0042, "rho": -0.0004, "theo": 0.0253, "change": -0.015, "open": 0.01, "high": 0.03, "low": 0.01, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:45:59", "percent_change": -42.8571, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9868, "open_interest": 57.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0039, "theta": 0.0, "rho": 0.3186, "theo": 436.347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 445.5, "last_trade_time": "2026-09-21T10:14:01", "percent_change": 0.0, "prev_day_close": 436.270004272461}, {"option": "SPY261218P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8431, "open_interest": 3654.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0043, "theta": -0.0043, "rho": -0.0004, "theo": 0.0265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T16:02:24", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9719, "open_interest": 14.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0042, "theta": 0.0, "rho": 0.3234, "theo": 431.3705, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 424.93, "last_trade_time": "2026-11-09T14:57:35", "percent_change": 0.0, "prev_day_close": 431.285003662109}, {"option": "SPY261218P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8287, "open_interest": 1379.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0045, "theta": -0.0045, "rho": -0.0004, "theo": 0.0278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T15:29:04", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9503, "open_interest": 11.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0044, "theta": 0.0, "rho": 0.3283, "theo": 426.3941, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 435.45, "last_trade_time": "2026-10-14T15:14:45", "percent_change": 0.0, "prev_day_close": 426.320007324219}, {"option": "SPY261218P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8144, "open_interest": 496.0, "volume": 4.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0047, "theta": -0.0047, "rho": -0.0005, "theo": 0.029, "change": -0.025, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T13:30:44", "percent_change": -55.5556, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.929, "open_interest": 65.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0046, "theta": 0.0, "rho": 0.3332, "theo": 421.4178, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 308.13, "last_trade_time": "2026-03-27T12:37:41", "percent_change": 0.0, "prev_day_close": 421.334991455078}, {"option": "SPY261218P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8219, "open_interest": 3430.0, "volume": 400.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.005, "theta": -0.0049, "rho": -0.0005, "theo": 0.0305, "change": -0.015, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T10:37:02", "percent_change": -33.3333, "prev_day_close": 0.034999999217689}, {"option": "SPY261218C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9219, "open_interest": 17.0, "volume": 10.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0048, "theta": 0.0, "rho": 0.3381, "theo": 416.4417, "change": 7.41, "open": 412.93, "high": 413.1, "low": 412.48, "tick": "up", "last_trade_price": 413.1, "last_trade_time": "2026-11-11T10:30:30", "percent_change": 1.82652, "prev_day_close": 416.360000610352}, {"option": "SPY261218P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8077, "open_interest": 2440.0, "volume": 215.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0053, "theta": -0.0051, "rho": -0.0005, "theo": 0.0321, "change": -0.015, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:22:37", "percent_change": -27.2727, "prev_day_close": 0.034999999217689}, {"option": "SPY261218C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9079, "open_interest": 70.0, "volume": 1.0, "delta": 0.999, "gamma": 0.0, "vega": 0.005, "theta": 0.0, "rho": 0.343, "theo": 411.4656, "change": 9.47, "open": 410.21, "high": 410.21, "low": 410.21, "tick": "up", "last_trade_price": 410.21, "last_trade_time": "2026-11-11T11:29:14", "percent_change": 2.36313, "prev_day_close": 411.369995117188}, {"option": "SPY261218P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7938, "open_interest": 158566.0, "volume": 205.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0056, "theta": -0.0053, "rho": -0.0006, "theo": 0.0339, "change": -0.025, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:49:39", "percent_change": -45.4545, "prev_day_close": 0.034999999217689}, {"option": "SPY261218C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8772, "open_interest": 12.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0, "vega": 0.0052, "theta": 0.0, "rho": 0.3479, "theo": 406.4896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 404.16, "last_trade_time": "2026-10-30T12:10:20", "percent_change": 0.0, "prev_day_close": 406.404998779297}, {"option": "SPY261218P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.78, "open_interest": 9959.0, "volume": 401.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.006, "theta": -0.0056, "rho": -0.0006, "theo": 0.0358, "change": -0.015, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T10:26:39", "percent_change": -27.2727, "prev_day_close": 0.034999999217689}, {"option": "SPY261218C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8773, "open_interest": 18.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0, "vega": 0.0054, "theta": 0.0, "rho": 0.3527, "theo": 401.5137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 395.75, "last_trade_time": "2026-11-09T15:09:19", "percent_change": 0.0, "prev_day_close": 401.429992675781}, {"option": "SPY261218P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7664, "open_interest": 4092.0, "volume": 82.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0064, "theta": -0.0059, "rho": -0.0006, "theo": 0.0378, "change": -0.025, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T11:35:00", "percent_change": -38.4615, "prev_day_close": 0.034999999217689}, {"option": "SPY261218C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8639, "open_interest": 75.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0057, "theta": 0.0, "rho": 0.3576, "theo": 396.5379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 414.5, "last_trade_time": "2026-08-14T16:09:33", "percent_change": 0.0, "prev_day_close": 396.455001831055}, {"option": "SPY261218P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7688, "open_interest": 2070.0, "volume": 104.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0068, "theta": -0.0062, "rho": -0.0007, "theo": 0.04, "change": -0.025, "open": 0.05, "high": 0.06, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -38.4615, "prev_day_close": 0.0449999999254942}, {"option": "SPY261218C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8506, "open_interest": 109.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0059, "theta": 0.0, "rho": 0.3625, "theo": 391.5623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 408.79, "last_trade_time": "2026-10-08T12:35:52", "percent_change": 0.0, "prev_day_close": 391.475006103516}, {"option": "SPY261218P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7553, "open_interest": 7882.0, "volume": 155.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0072, "theta": -0.0065, "rho": -0.0007, "theo": 0.0424, "change": -0.015, "open": 0.05, "high": 0.07, "low": 0.03, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -23.0769, "prev_day_close": 0.0449999999254942}, {"option": "SPY261218C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8314, "open_interest": 14.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0067, "theta": 0.0, "rho": 0.3674, "theo": 386.5867, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 397.44, "last_trade_time": "2026-09-21T10:17:27", "percent_change": 0.0, "prev_day_close": 386.5}, {"option": "SPY261218P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.742, "open_interest": 8973.0, "volume": 76.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0076, "theta": -0.0068, "rho": -0.0008, "theo": 0.045, "change": -0.025, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -33.3333, "prev_day_close": 0.0449999999254942}, {"option": "SPY261218C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8185, "open_interest": 38.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0, "vega": 0.0076, "theta": 0.0, "rho": 0.3723, "theo": 381.6112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 383.5, "last_trade_time": "2026-10-23T13:59:36", "percent_change": 0.0, "prev_day_close": 381.524993896484}, {"option": "SPY261218P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7289, "open_interest": 5643.0, "volume": 81.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0081, "theta": -0.0072, "rho": -0.0008, "theo": 0.0478, "change": -0.025, "open": 0.06, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T13:28:04", "percent_change": -33.3333, "prev_day_close": 0.0449999999254942}, {"option": "SPY261218C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8087, "open_interest": 26.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0082, "theta": 0.0, "rho": 0.377, "theo": 376.6362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 375.75, "last_trade_time": "2026-09-10T10:20:35", "percent_change": 0.0, "prev_day_close": 376.550003051758}, {"option": "SPY261218P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7284, "open_interest": 9044.0, "volume": 104.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0086, "theta": -0.0075, "rho": -0.0009, "theo": 0.0508, "change": -0.035, "open": 0.06, "high": 0.06, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T14:17:21", "percent_change": -41.1765, "prev_day_close": 0.0549999997019768}, {"option": "SPY261218C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7961, "open_interest": 143.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0086, "theta": 0.0, "rho": 0.3819, "theo": 371.6616, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 372.09, "last_trade_time": "2026-09-14T11:22:43", "percent_change": 0.0, "prev_day_close": 371.574996948242}, {"option": "SPY261218P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7154, "open_interest": 8681.0, "volume": 90.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0092, "theta": -0.0079, "rho": -0.0009, "theo": 0.054, "change": -0.025, "open": 0.06, "high": 0.07, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T11:35:04", "percent_change": -29.4118, "prev_day_close": 0.0549999997019768}, {"option": "SPY261218C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7749, "open_interest": 94.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.009, "theta": 0.0, "rho": 0.3868, "theo": 366.6872, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 370.89, "last_trade_time": "2026-10-22T13:25:30", "percent_change": 0.0, "prev_day_close": 366.595001220703}, {"option": "SPY261218P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7025, "open_interest": 14519.0, "volume": 110.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0098, "theta": -0.0084, "rho": -0.001, "theo": 0.0575, "change": -0.035, "open": 0.06, "high": 0.06, "low": 0.05, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -36.8421, "prev_day_close": 0.0549999997019768}, {"option": "SPY261218C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.771, "open_interest": 13685.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0, "vega": 0.0094, "theta": 0.0, "rho": 0.3916, "theo": 361.713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 348.07, "last_trade_time": "2026-11-10T13:01:30", "percent_change": 0.0, "prev_day_close": 361.614990234375}, {"option": "SPY261218P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7002, "open_interest": 32843.0, "volume": 1815.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0105, "theta": -0.0088, "rho": -0.0011, "theo": 0.0612, "change": -0.045, "open": 0.07, "high": 0.07, "low": 0.05, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:42:32", "percent_change": -42.8571, "prev_day_close": 0.0649999994784594}, {"option": "SPY261218C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7561, "open_interest": 254.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0099, "theta": 0.0, "rho": 0.3965, "theo": 356.7389, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 369.63, "last_trade_time": "2026-10-16T09:40:01", "percent_change": 0.0, "prev_day_close": 356.644989013672}, {"option": "SPY261218P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6875, "open_interest": 7076.0, "volume": 168.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0112, "theta": -0.0093, "rho": -0.0012, "theo": 0.0652, "change": -0.045, "open": 0.07, "high": 0.07, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -42.8571, "prev_day_close": 0.0649999994784594}, {"option": "SPY261218C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7459, "open_interest": 181.0, "volume": 2.0, "delta": 0.9982, "gamma": 0.0, "vega": 0.0103, "theta": 0.0, "rho": 0.4013, "theo": 351.765, "change": 8.685, "open": 349.74, "high": 349.74, "low": 349.74, "tick": "no_change", "last_trade_price": 349.74, "last_trade_time": "2026-11-11T11:11:19", "percent_change": 2.54651, "prev_day_close": 351.669998168945}, {"option": "SPY261218P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6838, "open_interest": 23391.0, "volume": 526.0, "delta": -0.0015, "gamma": 0.0, "vega": 0.012, "theta": -0.0098, "rho": -0.0012, "theo": 0.0695, "change": -0.045, "open": 0.08, "high": 0.08, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:54:04", "percent_change": -39.1304, "prev_day_close": 0.0649999994784594}, {"option": "SPY261218C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7335, "open_interest": 264.0, "volume": 10.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.0107, "theta": 0.0, "rho": 0.4062, "theo": 346.7912, "change": 10.4, "open": 346.48, "high": 346.48, "low": 346.48, "tick": "no_change", "last_trade_price": 346.48, "last_trade_time": "2026-11-11T15:53:44", "percent_change": 3.0945, "prev_day_close": 346.695007324219}, {"option": "SPY261218P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6712, "open_interest": 5517.0, "volume": 26.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.0127, "theta": -0.0103, "rho": -0.0013, "theo": 0.0741, "change": -0.045, "open": 0.08, "high": 0.08, "low": 0.07, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -36.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261218C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7212, "open_interest": 123.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.012, "theta": 0.0, "rho": 0.411, "theo": 341.8176, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 337.6, "last_trade_time": "2026-11-03T10:49:43", "percent_change": 0.0, "prev_day_close": 341.724990844727}, {"option": "SPY261218P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6666, "open_interest": 3636.0, "volume": 667.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0136, "theta": -0.0109, "rho": -0.0014, "theo": 0.079, "change": -0.055, "open": 0.09, "high": 0.09, "low": 0.07, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:40:32", "percent_change": -40.7407, "prev_day_close": 0.0850000008940697}, {"option": "SPY261218C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7069, "open_interest": 280.0, "volume": 0.0, "delta": 0.9979, "gamma": 0.0, "vega": 0.0136, "theta": 0.0, "rho": 0.4159, "theo": 336.8441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 317.0, "last_trade_time": "2026-11-06T12:22:49", "percent_change": 0.0, "prev_day_close": 336.744995117188}, {"option": "SPY261218P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6542, "open_interest": 8001.0, "volume": 6.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0145, "theta": -0.0115, "rho": -0.0015, "theo": 0.0842, "change": -0.055, "open": 0.09, "high": 0.09, "low": 0.08, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T15:35:10", "percent_change": -40.7407, "prev_day_close": 0.0850000008940697}, {"option": "SPY261218C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.699, "open_interest": 203.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0147, "theta": 0.0, "rho": 0.4205, "theo": 331.8665, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 308.8, "last_trade_time": "2026-11-06T13:05:14", "percent_change": 0.0, "prev_day_close": 331.769989013672}, {"option": "SPY261218P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6417, "open_interest": 2727.0, "volume": 521.0, "delta": -0.002, "gamma": 0.0, "vega": 0.0156, "theta": -0.0122, "rho": -0.0017, "theo": 0.0908, "change": -0.055, "open": 0.1, "high": 0.1, "low": 0.08, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:54:37", "percent_change": -37.931, "prev_day_close": 0.0950000025331974}, {"option": "SPY261218C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6871, "open_interest": 144.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0, "vega": 0.0154, "theta": 0.0, "rho": 0.4254, "theo": 326.8944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 334.66, "last_trade_time": "2026-10-29T10:13:15", "percent_change": 0.0, "prev_day_close": 326.800003051758}, {"option": "SPY261218P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6363, "open_interest": 3555.0, "volume": 4.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0166, "theta": -0.0129, "rho": -0.0018, "theo": 0.0966, "change": -0.055, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T16:04:50", "percent_change": -35.4839, "prev_day_close": 0.0950000025331974}, {"option": "SPY261218C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6732, "open_interest": 310.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.0162, "theta": 0.0, "rho": 0.4302, "theo": 321.9276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 329.72, "last_trade_time": "2026-11-04T11:47:38", "percent_change": 0.0, "prev_day_close": 321.825012207031}, {"option": "SPY261218P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6304, "open_interest": 7622.0, "volume": 3.0, "delta": -0.0023, "gamma": 0.0, "vega": 0.0177, "theta": -0.0136, "rho": -0.0019, "theo": 0.1029, "change": -0.065, "open": 0.11, "high": 0.11, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T13:22:13", "percent_change": -39.3939, "prev_day_close": 0.105000000447035}, {"option": "SPY261218C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6634, "open_interest": 121.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0, "vega": 0.0169, "theta": 0.0, "rho": 0.435, "theo": 316.9561, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 306.29, "last_trade_time": "2026-11-05T10:22:33", "percent_change": 0.0, "prev_day_close": 316.850006103516}, {"option": "SPY261218P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6183, "open_interest": 4439.0, "volume": 4009.0, "delta": -0.0025, "gamma": 0.0, "vega": 0.0189, "theta": -0.0143, "rho": -0.002, "theo": 0.1095, "change": -0.065, "open": 0.12, "high": 0.12, "low": 0.1, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:56:20", "percent_change": -37.1429, "prev_day_close": 0.105000000447035}, {"option": "SPY261218C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6554, "open_interest": 458.0, "volume": 4.0, "delta": 0.9972, "gamma": 0.0, "vega": 0.0177, "theta": 0.0, "rho": 0.4398, "theo": 311.9847, "change": 9.135, "open": 310.43, "high": 310.43, "low": 310.43, "tick": "up", "last_trade_price": 310.43, "last_trade_time": "2026-11-11T15:15:23", "percent_change": 3.03191, "prev_day_close": 311.885009765625}, {"option": "SPY261218P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6118, "open_interest": 29437.0, "volume": 246.0, "delta": -0.0026, "gamma": 0.0, "vega": 0.0202, "theta": -0.015, "rho": -0.0022, "theo": 0.1166, "change": -0.075, "open": 0.13, "high": 0.13, "low": 0.1, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:35:20", "percent_change": -40.5405, "prev_day_close": 0.114999998360872}, {"option": "SPY261218C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6438, "open_interest": 84.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.0184, "theta": 0.0, "rho": 0.4446, "theo": 307.0086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 316.54, "last_trade_time": "2026-09-21T09:30:30", "percent_change": 0.0, "prev_day_close": 306.915008544922}, {"option": "SPY261218P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.605, "open_interest": 861.0, "volume": 25.0, "delta": -0.0028, "gamma": 0.0001, "vega": 0.0214, "theta": -0.0158, "rho": -0.0024, "theo": 0.124, "change": -0.075, "open": 0.12, "high": 0.12, "low": 0.11, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -38.4615, "prev_day_close": 0.12499999627471}, {"option": "SPY261218C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6322, "open_interest": 238.0, "volume": 0.0, "delta": 0.9968, "gamma": 0.0001, "vega": 0.0195, "theta": 0.0, "rho": 0.4494, "theo": 302.0427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 288.53, "last_trade_time": "2026-11-10T12:07:26", "percent_change": 0.0, "prev_day_close": 301.940002441406}, {"option": "SPY261218P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5978, "open_interest": 2852.0, "volume": 11.0, "delta": -0.003, "gamma": 0.0001, "vega": 0.0228, "theta": -0.0166, "rho": -0.0025, "theo": 0.1319, "change": -0.085, "open": 0.14, "high": 0.14, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T12:50:07", "percent_change": -39.5349, "prev_day_close": 0.134999997913837}, {"option": "SPY261218C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5897, "open_interest": 94.0, "volume": 0.0, "delta": 0.9967, "gamma": 0.0001, "vega": 0.022, "theta": 0.0, "rho": 0.4542, "theo": 297.0719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 293.53, "last_trade_time": "2026-11-05T09:47:56", "percent_change": 0.0, "prev_day_close": 296.954986572266}, {"option": "SPY261218P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5861, "open_interest": 1145.0, "volume": 4.0, "delta": -0.0032, "gamma": 0.0001, "vega": 0.0241, "theta": -0.0173, "rho": -0.0027, "theo": 0.1391, "change": -0.095, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -42.2222, "prev_day_close": 0.145000003278255}, {"option": "SPY261218C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.599, "open_interest": 241.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0001, "vega": 0.0246, "theta": 0.0, "rho": 0.4587, "theo": 292.1014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 280.05, "last_trade_time": "2026-11-05T10:36:57", "percent_change": 0.0, "prev_day_close": 291.984985351562}, {"option": "SPY261218P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5785, "open_interest": 6602.0, "volume": 16.0, "delta": -0.0035, "gamma": 0.0001, "vega": 0.0258, "theta": -0.0183, "rho": -0.0029, "theo": 0.1489, "change": -0.085, "open": 0.18, "high": 0.18, "low": 0.13, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:12:40", "percent_change": -36.1702, "prev_day_close": 0.155000001192093}, {"option": "SPY261218C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5897, "open_interest": 1008.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0001, "vega": 0.0258, "theta": 0.0, "rho": 0.4635, "theo": 287.1326, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 266.94, "last_trade_time": "2026-11-06T10:28:41", "percent_change": 0.0, "prev_day_close": 287.015014648438}, {"option": "SPY261218P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5708, "open_interest": 5062.0, "volume": 18.0, "delta": -0.0037, "gamma": 0.0001, "vega": 0.0274, "theta": -0.0192, "rho": -0.0031, "theo": 0.1581, "change": -0.105, "open": 0.17, "high": 0.17, "low": 0.15, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:31:48", "percent_change": -41.1765, "prev_day_close": 0.155000001192093}, {"option": "SPY261218C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5804, "open_interest": 183.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0001, "vega": 0.0271, "theta": 0.0, "rho": 0.4682, "theo": 282.1642, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 258.5, "last_trade_time": "2026-11-05T14:03:02", "percent_change": 0.0, "prev_day_close": 282.045013427734}, {"option": "SPY261218P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5629, "open_interest": 313501.0, "volume": 49.0, "delta": -0.004, "gamma": 0.0001, "vega": 0.0292, "theta": -0.0201, "rho": -0.0033, "theo": 0.1678, "change": -0.095, "open": 0.18, "high": 0.2, "low": 0.16, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T16:12:29", "percent_change": -35.8491, "prev_day_close": 0.16499999910593}, {"option": "SPY261218C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5711, "open_interest": 822.0, "volume": 0.0, "delta": 0.9957, "gamma": 0.0001, "vega": 0.0283, "theta": 0.0, "rho": 0.473, "theo": 277.196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 271.96, "last_trade_time": "2026-11-09T15:38:19", "percent_change": 0.0, "prev_day_close": 277.075012207031}, {"option": "SPY261218P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5549, "open_interest": 4007.0, "volume": 5.0, "delta": -0.0043, "gamma": 0.0001, "vega": 0.031, "theta": -0.0211, "rho": -0.0035, "theo": 0.1779, "change": -0.105, "open": 0.19, "high": 0.19, "low": 0.17, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T12:52:03", "percent_change": -38.1818, "prev_day_close": 0.185000002384186}, {"option": "SPY261218C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6468, "open_interest": 774.0, "volume": 0.0, "delta": 0.9954, "gamma": 0.0001, "vega": 0.0295, "theta": 0.0, "rho": 0.4777, "theo": 272.2281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 247.1, "last_trade_time": "2026-11-05T15:59:02", "percent_change": 0.0, "prev_day_close": 272.310012817383}, {"option": "SPY261218P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5469, "open_interest": 10904.0, "volume": 21.0, "delta": -0.0045, "gamma": 0.0001, "vega": 0.0328, "theta": -0.022, "rho": -0.0038, "theo": 0.1875, "change": -0.105, "open": 0.22, "high": 0.22, "low": 0.18, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -35.5932, "prev_day_close": 0.195000000298023}, {"option": "SPY261218C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6347, "open_interest": 1593.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0001, "vega": 0.0307, "theta": 0.0, "rho": 0.4825, "theo": 267.2605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 245.34, "last_trade_time": "2026-11-06T15:41:57", "percent_change": 0.0, "prev_day_close": 267.610000610352}, {"option": "SPY261218P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5413, "open_interest": 1371.0, "volume": 11.0, "delta": -0.0049, "gamma": 0.0001, "vega": 0.0349, "theta": -0.0231, "rho": -0.004, "theo": 0.1998, "change": -0.115, "open": 0.22, "high": 0.23, "low": 0.2, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T11:59:19", "percent_change": -36.5079, "prev_day_close": 0.204999998211861}, {"option": "SPY261218C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5995, "open_interest": 3429.0, "volume": 3.0, "delta": 0.9949, "gamma": 0.0001, "vega": 0.0318, "theta": 0.0, "rho": 0.4872, "theo": 262.2931, "change": 10.565, "open": 261.88, "high": 262.39, "low": 261.88, "tick": "up", "last_trade_price": 262.39, "last_trade_time": "2026-11-11T15:29:18", "percent_change": 4.19537, "prev_day_close": 262.44499206543}, {"option": "SPY261218P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5326, "open_interest": 19134.0, "volume": 197.0, "delta": -0.0052, "gamma": 0.0001, "vega": 0.037, "theta": -0.0242, "rho": -0.0043, "theo": 0.2116, "change": -0.115, "open": 0.23, "high": 0.25, "low": 0.19, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:37:40", "percent_change": -35.3846, "prev_day_close": 0.214999996125698}, {"option": "SPY261218C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5865, "open_interest": 1130.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0001, "vega": 0.0351, "theta": 0.0, "rho": 0.492, "theo": 257.3259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 246.79, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 257.399993896484}, {"option": "SPY261218P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5239, "open_interest": 4188.0, "volume": 8.0, "delta": -0.0056, "gamma": 0.0001, "vega": 0.0392, "theta": -0.0253, "rho": -0.0046, "theo": 0.2239, "change": -0.135, "open": 0.24, "high": 0.24, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T12:13:39", "percent_change": -39.1304, "prev_day_close": 0.225000001490116}, {"option": "SPY261218C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5758, "open_interest": 1904.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0001, "vega": 0.0392, "theta": 0.0, "rho": 0.4967, "theo": 252.3588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 230.31, "last_trade_time": "2026-11-06T15:41:57", "percent_change": 0.0, "prev_day_close": 252.519996643066}, {"option": "SPY261218P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5151, "open_interest": 3893.0, "volume": 5.0, "delta": -0.0059, "gamma": 0.0001, "vega": 0.0416, "theta": -0.0264, "rho": -0.0049, "theo": 0.2367, "change": -0.145, "open": 0.22, "high": 0.22, "low": 0.22, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:05:31", "percent_change": -39.726, "prev_day_close": 0.234999999403954}, {"option": "SPY261218C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5645, "open_interest": 1857.0, "volume": 0.0, "delta": 0.9939, "gamma": 0.0001, "vega": 0.042, "theta": 0.0, "rho": 0.5009, "theo": 247.3933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 237.04, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 247.45499420166}, {"option": "SPY261218P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5085, "open_interest": 7061.0, "volume": 6.0, "delta": -0.0063, "gamma": 0.0001, "vega": 0.044, "theta": -0.0276, "rho": -0.0052, "theo": 0.2502, "change": -0.155, "open": 0.25, "high": 0.25, "low": 0.23, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -40.2597, "prev_day_close": 0.254999995231628}, {"option": "SPY261218C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5547, "open_interest": 2499.0, "volume": 15.0, "delta": 0.9935, "gamma": 0.0001, "vega": 0.0439, "theta": -0.0012, "rho": 0.5055, "theo": 242.4292, "change": 11.495, "open": 243.46, "high": 243.49, "low": 243.46, "tick": "no_change", "last_trade_price": 243.49, "last_trade_time": "2026-11-11T13:07:46", "percent_change": 4.95485, "prev_day_close": 242.589996337891}, {"option": "SPY261218P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4995, "open_interest": 12071.0, "volume": 33.0, "delta": -0.0067, "gamma": 0.0002, "vega": 0.0466, "theta": -0.0287, "rho": -0.0056, "theo": 0.2643, "change": -0.145, "open": 0.27, "high": 0.27, "low": 0.25, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:57:22", "percent_change": -35.8025, "prev_day_close": 0.265000000596046}, {"option": "SPY261218C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5406, "open_interest": 835.0, "volume": 0.0, "delta": 0.993, "gamma": 0.0001, "vega": 0.0458, "theta": -0.0029, "rho": 0.5102, "theo": 237.4654, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 226.76, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 237.629997253418}, {"option": "SPY261218P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4904, "open_interest": 5386.0, "volume": 2.0, "delta": -0.0072, "gamma": 0.0002, "vega": 0.0495, "theta": -0.03, "rho": -0.006, "theo": 0.2799, "change": -0.165, "open": 0.29, "high": 0.29, "low": 0.26, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -38.8235, "prev_day_close": 0.284999996423721}, {"option": "SPY261218C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5336, "open_interest": 2035.0, "volume": 5.0, "delta": 0.9926, "gamma": 0.0002, "vega": 0.0477, "theta": -0.0046, "rho": 0.5148, "theo": 232.502, "change": 11.44, "open": 233.53, "high": 233.53, "low": 233.53, "tick": "no_change", "last_trade_price": 233.53, "last_trade_time": "2026-11-11T12:24:54", "percent_change": 5.15106, "prev_day_close": 232.559997558594}, {"option": "SPY261218P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4832, "open_interest": 9220.0, "volume": 40.0, "delta": -0.0077, "gamma": 0.0002, "vega": 0.0523, "theta": -0.0312, "rho": -0.0063, "theo": 0.2944, "change": -0.155, "open": 0.3, "high": 0.3, "low": 0.28, "tick": "up", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -34.8315, "prev_day_close": 0.295000001788139}, {"option": "SPY261218C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4804, "open_interest": 2327.0, "volume": 7.0, "delta": 0.9921, "gamma": 0.0002, "vega": 0.0495, "theta": -0.0063, "rho": 0.5194, "theo": 227.539, "change": 11.035, "open": 227.95, "high": 227.95, "low": 227.95, "tick": "no_change", "last_trade_price": 227.95, "last_trade_time": "2026-11-11T14:32:37", "percent_change": 5.08725, "prev_day_close": 227.414993286133}, {"option": "SPY261218P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.474, "open_interest": 3542.0, "volume": 5.0, "delta": -0.0082, "gamma": 0.0002, "vega": 0.0555, "theta": -0.0326, "rho": -0.0068, "theo": 0.3115, "change": -0.155, "open": 0.34, "high": 0.34, "low": 0.31, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T15:55:42", "percent_change": -33.3333, "prev_day_close": 0.314999997615814}, {"option": "SPY261218C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4736, "open_interest": 3369.0, "volume": 17.0, "delta": 0.9917, "gamma": 0.0002, "vega": 0.0513, "theta": -0.0081, "rho": 0.5241, "theo": 222.5762, "change": 10.325, "open": 222.25, "high": 222.67, "low": 222.25, "tick": "no_change", "last_trade_price": 222.28, "last_trade_time": "2026-11-11T15:53:44", "percent_change": 4.87132, "prev_day_close": 222.450004577637}, {"option": "SPY261218P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4664, "open_interest": 6298.0, "volume": 133.0, "delta": -0.0087, "gamma": 0.0002, "vega": 0.0586, "theta": -0.0338, "rho": -0.0072, "theo": 0.3274, "change": -0.175, "open": 0.37, "high": 0.37, "low": 0.3, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.3535, "prev_day_close": 0.325000002980232}, {"option": "SPY261218C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4647, "open_interest": 1557.0, "volume": 10.0, "delta": 0.9912, "gamma": 0.0002, "vega": 0.0549, "theta": -0.0098, "rho": 0.5287, "theo": 217.6138, "change": 10.66, "open": 217.65, "high": 217.65, "low": 217.65, "tick": "no_change", "last_trade_price": 217.65, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 5.15001, "prev_day_close": 217.480003356934}, {"option": "SPY261218P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4586, "open_interest": 4981.0, "volume": 30.0, "delta": -0.0093, "gamma": 0.0002, "vega": 0.0619, "theta": -0.0351, "rho": -0.0077, "theo": 0.3451, "change": -0.175, "open": 0.39, "high": 0.39, "low": 0.32, "tick": "up", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T15:44:26", "percent_change": -33.9806, "prev_day_close": 0.344999998807907}, {"option": "SPY261218C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4564, "open_interest": 3880.0, "volume": 15.0, "delta": 0.9906, "gamma": 0.0002, "vega": 0.0607, "theta": -0.0116, "rho": 0.5334, "theo": 212.6515, "change": 7.255, "open": 209.29, "high": 209.29, "low": 209.29, "tick": "up", "last_trade_price": 209.29, "last_trade_time": "2026-11-11T09:30:01", "percent_change": 3.59096, "prev_day_close": 212.524993896484}, {"option": "SPY261218P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4509, "open_interest": 17600.0, "volume": 166.0, "delta": -0.0099, "gamma": 0.0002, "vega": 0.0653, "theta": -0.0365, "rho": -0.0081, "theo": 0.3629, "change": -0.195, "open": 0.42, "high": 0.42, "low": 0.33, "tick": "no_change", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.7798, "prev_day_close": 0.365000009536743}, {"option": "SPY261218C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4478, "open_interest": 1602.0, "volume": 2.0, "delta": 0.99, "gamma": 0.0002, "vega": 0.0663, "theta": -0.0134, "rho": 0.5372, "theo": 207.6901, "change": 11.155, "open": 210.0, "high": 210.0, "low": 208.25, "tick": "down", "last_trade_price": 208.25, "last_trade_time": "2026-11-11T15:16:11", "percent_change": 5.65971, "prev_day_close": 207.565002441406}, {"option": "SPY261218P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4413, "open_interest": 7127.0, "volume": 25.0, "delta": -0.0105, "gamma": 0.0003, "vega": 0.0689, "theta": -0.0378, "rho": -0.0087, "theo": 0.3816, "change": -0.195, "open": 0.42, "high": 0.42, "low": 0.37, "tick": "up", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T15:57:00", "percent_change": -33.913, "prev_day_close": 0.384999990463257}, {"option": "SPY261218C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4391, "open_interest": 1838.0, "volume": 20.0, "delta": 0.9894, "gamma": 0.0003, "vega": 0.0693, "theta": -0.0153, "rho": 0.5416, "theo": 202.732, "change": 6.915, "open": 199.39, "high": 199.39, "low": 198.65, "tick": "down", "last_trade_price": 198.65, "last_trade_time": "2026-11-11T09:52:40", "percent_change": 3.60654, "prev_day_close": 202.604995727539}, {"option": "SPY261218P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4338, "open_interest": 16632.0, "volume": 70.0, "delta": -0.0112, "gamma": 0.0003, "vega": 0.0729, "theta": -0.0393, "rho": -0.0092, "theo": 0.4025, "change": -0.215, "open": 0.41, "high": 0.41, "low": 0.39, "tick": "no_change", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.5372, "prev_day_close": 0.405000001192093}, {"option": "SPY261218C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4304, "open_interest": 1821.0, "volume": 0.0, "delta": 0.9887, "gamma": 0.0003, "vega": 0.0722, "theta": -0.0173, "rho": 0.5461, "theo": 197.7745, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 189.49, "last_trade_time": "2026-11-10T10:02:19", "percent_change": 0.0, "prev_day_close": 197.650001525879}, {"option": "SPY261218P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4262, "open_interest": 2659.0, "volume": 268.0, "delta": -0.0119, "gamma": 0.0003, "vega": 0.0771, "theta": -0.0408, "rho": -0.0098, "theo": 0.4238, "change": -0.225, "open": 0.47, "high": 0.47, "low": 0.39, "tick": "up", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T14:10:20", "percent_change": -35.4331, "prev_day_close": 0.424999997019768}, {"option": "SPY261218C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4216, "open_interest": 5157.0, "volume": 0.0, "delta": 0.988, "gamma": 0.0003, "vega": 0.0751, "theta": -0.0193, "rho": 0.5505, "theo": 192.8177, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 185.9, "last_trade_time": "2026-11-09T15:38:19", "percent_change": 0.0, "prev_day_close": 192.684997558594}, {"option": "SPY261218P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4175, "open_interest": 8137.0, "volume": 11.0, "delta": -0.0127, "gamma": 0.0003, "vega": 0.0817, "theta": -0.0424, "rho": -0.0105, "theo": 0.4471, "change": -0.235, "open": 0.5, "high": 0.5, "low": 0.42, "tick": "up", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T15:30:18", "percent_change": -35.3383, "prev_day_close": 0.444999992847443}, {"option": "SPY261218C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4128, "open_interest": 765.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0003, "vega": 0.0779, "theta": -0.0213, "rho": 0.555, "theo": 187.8615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 175.56, "last_trade_time": "2026-11-10T12:11:47", "percent_change": 0.0, "prev_day_close": 187.730003356934}, {"option": "SPY261218P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.409, "open_interest": 9038.0, "volume": 29.0, "delta": -0.0136, "gamma": 0.0004, "vega": 0.0865, "theta": -0.0441, "rho": -0.0112, "theo": 0.4718, "change": -0.245, "open": 0.53, "high": 0.53, "low": 0.44, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -34.7518, "prev_day_close": 0.465000003576279}, {"option": "SPY261218C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4058, "open_interest": 1925.0, "volume": 2.0, "delta": 0.9864, "gamma": 0.0004, "vega": 0.0807, "theta": -0.0233, "rho": 0.5594, "theo": 182.9059, "change": 7.045, "open": 179.41, "high": 179.41, "low": 179.41, "tick": "up", "last_trade_price": 179.41, "last_trade_time": "2026-11-11T10:31:34", "percent_change": 4.08726, "prev_day_close": 182.774993896484}, {"option": "SPY261218P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4013, "open_interest": 14550.0, "volume": 492.0, "delta": -0.0145, "gamma": 0.0004, "vega": 0.0914, "theta": -0.0457, "rho": -0.012, "theo": 0.4957, "change": -0.265, "open": 0.52, "high": 0.54, "low": 0.47, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.5705, "prev_day_close": 0.495000004768372}, {"option": "SPY261218C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3963, "open_interest": 921.0, "volume": 3.0, "delta": 0.9855, "gamma": 0.0004, "vega": 0.0866, "theta": -0.0254, "rho": 0.5639, "theo": 177.9509, "change": 10.555, "open": 174.09, "high": 177.98, "low": 174.09, "tick": "up", "last_trade_price": 177.98, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 6.30432, "prev_day_close": 177.824996948242}, {"option": "SPY261218P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3932, "open_interest": 5720.0, "volume": 68.0, "delta": -0.0154, "gamma": 0.0004, "vega": 0.0964, "theta": -0.0473, "rho": -0.0127, "theo": 0.521, "change": -0.275, "open": 0.52, "high": 0.53, "low": 0.5, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.0318, "prev_day_close": 0.524999976158142}, {"option": "SPY261218C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3885, "open_interest": 2315.0, "volume": 1.0, "delta": 0.9846, "gamma": 0.0004, "vega": 0.0954, "theta": -0.0275, "rho": 0.5684, "theo": 172.9965, "change": 6.825, "open": 169.31, "high": 169.31, "low": 169.31, "tick": "up", "last_trade_price": 169.31, "last_trade_time": "2026-11-11T10:30:51", "percent_change": 4.20039, "prev_day_close": 172.870002746582}, {"option": "SPY261218P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3847, "open_interest": 11772.0, "volume": 70.0, "delta": -0.0165, "gamma": 0.0004, "vega": 0.1022, "theta": -0.0492, "rho": -0.0136, "theo": 0.5512, "change": -0.285, "open": 0.6, "high": 0.64, "low": 0.52, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T15:22:43", "percent_change": -34.5455, "prev_day_close": 0.545000016689301}, {"option": "SPY261218C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3806, "open_interest": 1494.0, "volume": 0.0, "delta": 0.9836, "gamma": 0.0004, "vega": 0.1036, "theta": -0.0296, "rho": 0.5714, "theo": 168.0392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 160.65, "last_trade_time": "2026-11-09T14:23:20", "percent_change": 0.0, "prev_day_close": 167.925003051758}, {"option": "SPY261218P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3766, "open_interest": 3971.0, "volume": 122.0, "delta": -0.0176, "gamma": 0.0005, "vega": 0.1082, "theta": -0.051, "rho": -0.0145, "theo": 0.5808, "change": -0.305, "open": 0.61, "high": 0.61, "low": 0.57, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T15:36:05", "percent_change": -34.8571, "prev_day_close": 0.574999988079071}, {"option": "SPY261218C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.372, "open_interest": 4407.0, "volume": 6.0, "delta": 0.9825, "gamma": 0.0005, "vega": 0.1082, "theta": -0.032, "rho": 0.5755, "theo": 163.0918, "change": 10.555, "open": 163.65, "high": 163.71, "low": 162.78, "tick": "up", "last_trade_price": 163.19, "last_trade_time": "2026-11-11T15:29:20", "percent_change": 6.91519, "prev_day_close": 162.975006103516}, {"option": "SPY261218P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3689, "open_interest": 38849.0, "volume": 398.0, "delta": -0.0188, "gamma": 0.0005, "vega": 0.1142, "theta": -0.0527, "rho": -0.0155, "theo": 0.6096, "change": -0.305, "open": 0.66, "high": 0.72, "low": 0.57, "tick": "up", "last_trade_price": 0.62, "last_trade_time": "2026-11-11T15:55:51", "percent_change": -32.973, "prev_day_close": 0.615000009536743}, {"option": "SPY261218C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3642, "open_interest": 2674.0, "volume": 4.0, "delta": 0.9812, "gamma": 0.0005, "vega": 0.1128, "theta": -0.0344, "rho": 0.5796, "theo": 158.1459, "change": 10.64, "open": 157.75, "high": 158.34, "low": 157.75, "tick": "up", "last_trade_price": 158.34, "last_trade_time": "2026-11-11T15:12:41", "percent_change": 7.20379, "prev_day_close": 158.024993896484}, {"option": "SPY261218P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3606, "open_interest": 10295.0, "volume": 48.0, "delta": -0.0201, "gamma": 0.0006, "vega": 0.1214, "theta": -0.0548, "rho": -0.0166, "theo": 0.6457, "change": -0.335, "open": 0.69, "high": 0.72, "low": 0.6, "tick": "up", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T15:24:33", "percent_change": -34.359, "prev_day_close": 0.644999980926514}, {"option": "SPY261218C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3551, "open_interest": 1210.0, "volume": 1.0, "delta": 0.9799, "gamma": 0.0006, "vega": 0.1173, "theta": -0.0369, "rho": 0.5838, "theo": 153.2016, "change": 10.97, "open": 153.74, "high": 153.74, "low": 153.74, "tick": "up", "last_trade_price": 153.74, "last_trade_time": "2026-11-11T14:42:59", "percent_change": 7.68368, "prev_day_close": 153.085006713867}, {"option": "SPY261218P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.353, "open_interest": 157440.0, "volume": 123.0, "delta": -0.0215, "gamma": 0.0006, "vega": 0.1284, "theta": -0.0566, "rho": -0.0177, "theo": 0.6789, "change": -0.365, "open": 0.76, "high": 0.76, "low": 0.65, "tick": "up", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.2657, "prev_day_close": 0.685000002384186}, {"option": "SPY261218C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3437, "open_interest": 1481.0, "volume": 0.0, "delta": 0.9785, "gamma": 0.0006, "vega": 0.1217, "theta": -0.0394, "rho": 0.5879, "theo": 148.2589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 141.08, "last_trade_time": "2026-11-09T14:19:10", "percent_change": 0.0, "prev_day_close": 148.145004272461}, {"option": "SPY261218P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3448, "open_interest": 5577.0, "volume": 80.0, "delta": -0.0231, "gamma": 0.0006, "vega": 0.1364, "theta": -0.0588, "rho": -0.0191, "theo": 0.7193, "change": -0.39, "open": 0.8, "high": 0.82, "low": 0.7, "tick": "no_change", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.4545, "prev_day_close": 0.725000023841858}, {"option": "SPY261218C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3386, "open_interest": 2746.0, "volume": 0.0, "delta": 0.9769, "gamma": 0.0007, "vega": 0.131, "theta": -0.042, "rho": 0.592, "theo": 143.3228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 124.73, "last_trade_time": "2026-11-06T12:29:45", "percent_change": 0.0, "prev_day_close": 143.205001831055}, {"option": "SPY261218P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3368, "open_interest": 28279.0, "volume": 1833.0, "delta": -0.0247, "gamma": 0.0007, "vega": 0.1445, "theta": -0.061, "rho": -0.0204, "theo": 0.7603, "change": -0.395, "open": 0.83, "high": 0.89, "low": 0.72, "tick": "up", "last_trade_price": 0.78, "last_trade_time": "2026-11-11T15:54:01", "percent_change": -33.617, "prev_day_close": 0.769999980926514}, {"option": "SPY261218C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3282, "open_interest": 1532.0, "volume": 1.0, "delta": 0.9753, "gamma": 0.0007, "vega": 0.1452, "theta": -0.0447, "rho": 0.5962, "theo": 138.3834, "change": 10.89, "open": 138.93, "high": 138.93, "low": 138.93, "tick": "up", "last_trade_price": 138.93, "last_trade_time": "2026-11-11T14:51:36", "percent_change": 8.50515, "prev_day_close": 138.264999389648}, {"option": "SPY261218P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3286, "open_interest": 26665.0, "volume": 194.0, "delta": -0.0266, "gamma": 0.0008, "vega": 0.1537, "theta": -0.0635, "rho": -0.022, "theo": 0.8074, "change": -0.445, "open": 0.94, "high": 0.94, "low": 0.76, "tick": "no_change", "last_trade_price": 0.8, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -35.743, "prev_day_close": 0.814999997615814}, {"option": "SPY261218C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3237, "open_interest": 915.0, "volume": 1.0, "delta": 0.9734, "gamma": 0.0008, "vega": 0.1563, "theta": -0.0476, "rho": 0.5978, "theo": 133.4457, "change": 12.18, "open": 135.32, "high": 135.32, "low": 135.32, "tick": "up", "last_trade_price": 135.32, "last_trade_time": "2026-11-11T13:42:33", "percent_change": 9.89118, "prev_day_close": 133.335006713867}, {"option": "SPY261218P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3206, "open_interest": 65699.0, "volume": 277.0, "delta": -0.0287, "gamma": 0.0008, "vega": 0.1636, "theta": -0.066, "rho": -0.0237, "theo": 0.8576, "change": -0.475, "open": 0.94, "high": 1.01, "low": 0.82, "tick": "up", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T16:02:15", "percent_change": -35.5805, "prev_day_close": 0.865000009536743}, {"option": "SPY261218C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.315, "open_interest": 1769.0, "volume": 2.0, "delta": 0.9712, "gamma": 0.0009, "vega": 0.1638, "theta": -0.0507, "rho": 0.6013, "theo": 128.5203, "change": 9.675, "open": 128.6, "high": 128.6, "low": 127.91, "tick": "down", "last_trade_price": 127.91, "last_trade_time": "2026-11-11T15:55:03", "percent_change": 8.18286, "prev_day_close": 128.409996032715}, {"option": "SPY261218P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3127, "open_interest": 7987.0, "volume": 813.0, "delta": -0.031, "gamma": 0.0009, "vega": 0.1744, "theta": -0.0687, "rho": -0.0256, "theo": 0.9127, "change": -0.525, "open": 1.01, "high": 1.11, "low": 0.88, "tick": "no_change", "last_trade_price": 0.9, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -36.8421, "prev_day_close": 0.925000011920929}, {"option": "SPY261218C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3074, "open_interest": 2250.0, "volume": 0.0, "delta": 0.9689, "gamma": 0.0009, "vega": 0.171, "theta": -0.054, "rho": 0.6048, "theo": 123.5987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.85, "last_trade_time": "2026-11-06T13:21:32", "percent_change": 0.0, "prev_day_close": 123.485000610352}, {"option": "SPY261218P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.305, "open_interest": 15432.0, "volume": 4292.0, "delta": -0.0335, "gamma": 0.001, "vega": 0.1861, "theta": -0.0715, "rho": -0.0277, "theo": 0.9724, "change": -0.55, "open": 1.06, "high": 1.18, "low": 0.94, "tick": "up", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T15:51:21", "percent_change": -35.9477, "prev_day_close": 0.985000014305115}, {"option": "SPY261218C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2988, "open_interest": 1034.0, "volume": 0.0, "delta": 0.9663, "gamma": 0.001, "vega": 0.1778, "theta": -0.0574, "rho": 0.6083, "theo": 118.6862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.15, "last_trade_time": "2026-11-09T11:43:53", "percent_change": 0.0, "prev_day_close": 118.574996948242}, {"option": "SPY261218P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2971, "open_interest": 9218.0, "volume": 195.0, "delta": -0.0363, "gamma": 0.0011, "vega": 0.1989, "theta": -0.0746, "rho": -0.03, "theo": 1.0411, "change": -0.595, "open": 1.24, "high": 1.24, "low": 1.01, "tick": "up", "last_trade_price": 1.05, "last_trade_time": "2026-11-11T15:52:56", "percent_change": -36.1702, "prev_day_close": 1.05499994754791}, {"option": "SPY261218C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2915, "open_interest": 3264.0, "volume": 5.0, "delta": 0.9635, "gamma": 0.0011, "vega": 0.1967, "theta": -0.061, "rho": 0.6119, "theo": 113.7729, "change": 10.89, "open": 110.62, "high": 114.13, "low": 109.38, "tick": "up", "last_trade_price": 114.13, "last_trade_time": "2026-11-11T14:16:04", "percent_change": 10.5482, "prev_day_close": 113.659999847412}, {"option": "SPY261218P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2894, "open_interest": 24719.0, "volume": 2450.0, "delta": -0.0394, "gamma": 0.0012, "vega": 0.2126, "theta": -0.0779, "rho": -0.0326, "theo": 1.1154, "change": -0.66, "open": 1.25, "high": 1.38, "low": 1.06, "tick": "down", "last_trade_price": 1.11, "last_trade_time": "2026-11-11T16:10:33", "percent_change": -37.2881, "prev_day_close": 1.12999999523163}, {"option": "SPY261218C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.284, "open_interest": 1012.0, "volume": 2.0, "delta": 0.9603, "gamma": 0.0012, "vega": 0.219, "theta": -0.0648, "rho": 0.612, "theo": 108.8609, "change": 10.115, "open": 109.1, "high": 109.1, "low": 108.89, "tick": "down", "last_trade_price": 108.89, "last_trade_time": "2026-11-11T15:53:34", "percent_change": 10.2404, "prev_day_close": 108.764999389648}, {"option": "SPY261218P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2816, "open_interest": 17430.0, "volume": 247.0, "delta": -0.043, "gamma": 0.0013, "vega": 0.2277, "theta": -0.0814, "rho": -0.0355, "theo": 1.1985, "change": -0.695, "open": 1.35, "high": 1.47, "low": 1.16, "tick": "no_change", "last_trade_price": 1.22, "last_trade_time": "2026-11-11T15:57:29", "percent_change": -36.2924, "prev_day_close": 1.2150000333786}, {"option": "SPY261218C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2758, "open_interest": 1143.0, "volume": 7.0, "delta": 0.9566, "gamma": 0.0014, "vega": 0.2306, "theta": -0.069, "rho": 0.6145, "theo": 103.9723, "change": 9.875, "open": 100.4, "high": 104.67, "low": 100.4, "tick": "down", "last_trade_price": 103.92, "last_trade_time": "2026-11-11T15:40:46", "percent_change": 10.5003, "prev_day_close": 103.869998931885}, {"option": "SPY261218P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 33417.0, "volume": 11056.0, "delta": -0.047, "gamma": 0.0015, "vega": 0.2447, "theta": -0.0852, "rho": -0.0388, "theo": 1.293, "change": -0.755, "open": 1.5, "high": 1.62, "low": 1.24, "tick": "no_change", "last_trade_price": 1.32, "last_trade_time": "2026-11-11T15:58:29", "percent_change": -36.3855, "prev_day_close": 1.31499999761581}, {"option": "SPY261218C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2661, "open_interest": 956.0, "volume": 18.0, "delta": 0.9524, "gamma": 0.0015, "vega": 0.2416, "theta": -0.0735, "rho": 0.6169, "theo": 99.0922, "change": 9.875, "open": 94.76, "high": 99.65, "low": 94.76, "tick": "no_change", "last_trade_price": 99.12, "last_trade_time": "2026-11-11T15:29:18", "percent_change": 11.065, "prev_day_close": 98.9900016784668}, {"option": "SPY261218P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2666, "open_interest": 12345.0, "volume": 289.0, "delta": -0.0514, "gamma": 0.0016, "vega": 0.2629, "theta": -0.0892, "rho": -0.0425, "theo": 1.3966, "change": -0.835, "open": 1.59, "high": 1.68, "low": 1.33, "tick": "no_change", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T15:51:19", "percent_change": -37.0288, "prev_day_close": 1.41999995708466}, {"option": "SPY261218C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2606, "open_interest": 2381.0, "volume": 10.0, "delta": 0.9477, "gamma": 0.0017, "vega": 0.2573, "theta": -0.0782, "rho": 0.6194, "theo": 94.2254, "change": 9.8, "open": 90.7, "high": 96.29, "low": 90.7, "tick": "down", "last_trade_price": 94.14, "last_trade_time": "2026-11-11T15:40:46", "percent_change": 11.6196, "prev_day_close": 94.25}, {"option": "SPY261218P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2589, "open_interest": 24696.0, "volume": 1332.0, "delta": -0.0564, "gamma": 0.0018, "vega": 0.2828, "theta": -0.0935, "rho": -0.0467, "theo": 1.5153, "change": -0.89, "open": 1.77, "high": 1.88, "low": 1.45, "tick": "up", "last_trade_price": 1.57, "last_trade_time": "2026-11-11T15:58:29", "percent_change": -36.1789, "prev_day_close": 1.53999996185303}, {"option": "SPY261218C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2487, "open_interest": 3786.0, "volume": 3.0, "delta": 0.9426, "gamma": 0.0019, "vega": 0.293, "theta": -0.0831, "rho": 0.6223, "theo": 89.3617, "change": 10.07, "open": 86.5, "high": 89.82, "low": 86.5, "tick": "down", "last_trade_price": 89.64, "last_trade_time": "2026-11-11T15:34:33", "percent_change": 12.6555, "prev_day_close": 89.2049980163574}, {"option": "SPY261218P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2516, "open_interest": 13389.0, "volume": 968.0, "delta": -0.0622, "gamma": 0.002, "vega": 0.3049, "theta": -0.0983, "rho": -0.0514, "theo": 1.6515, "change": -1.01, "open": 1.9, "high": 2.07, "low": 1.58, "tick": "no_change", "last_trade_price": 1.68, "last_trade_time": "2026-11-11T15:42:41", "percent_change": -37.5465, "prev_day_close": 1.68000000715256}, {"option": "SPY261218C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2463, "open_interest": 4441.0, "volume": 22.0, "delta": 0.9364, "gamma": 0.0021, "vega": 0.3121, "theta": -0.0886, "rho": 0.6184, "theo": 84.5241, "change": 9.82, "open": 80.72, "high": 86.44, "low": 80.72, "tick": "up", "last_trade_price": 84.65, "last_trade_time": "2026-11-11T15:52:11", "percent_change": 13.1231, "prev_day_close": 84.435001373291}, {"option": "SPY261218P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2444, "open_interest": 20224.0, "volume": 417.0, "delta": -0.0688, "gamma": 0.0022, "vega": 0.3297, "theta": -0.1034, "rho": -0.0569, "theo": 1.8061, "change": -1.14, "open": 2.12, "high": 2.31, "low": 1.73, "tick": "down", "last_trade_price": 1.81, "last_trade_time": "2026-11-11T16:00:17", "percent_change": -38.6441, "prev_day_close": 1.83000004291534}, {"option": "SPY261218C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2383, "open_interest": 2768.0, "volume": 0.0, "delta": 0.9294, "gamma": 0.0024, "vega": 0.3277, "theta": -0.0945, "rho": 0.6192, "theo": 79.7087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.43, "last_trade_time": "2026-11-10T13:23:42", "percent_change": 0.0, "prev_day_close": 79.6100006103516}, {"option": "SPY261218P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2372, "open_interest": 14615.0, "volume": 651.0, "delta": -0.0762, "gamma": 0.0025, "vega": 0.3561, "theta": -0.1087, "rho": -0.0631, "theo": 1.9798, "change": -1.255, "open": 2.33, "high": 2.41, "low": 1.9, "tick": "down", "last_trade_price": 2.0, "last_trade_time": "2026-11-11T16:04:34", "percent_change": -38.5561, "prev_day_close": 2.00999999046326}, {"option": "SPY261218C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2313, "open_interest": 3423.0, "volume": 20.0, "delta": 0.9216, "gamma": 0.0026, "vega": 0.3603, "theta": -0.1006, "rho": 0.6205, "theo": 74.9128, "change": 8.865, "open": 72.12, "high": 76.75, "low": 72.12, "tick": "down", "last_trade_price": 74.33, "last_trade_time": "2026-11-11T15:55:03", "percent_change": 13.5416, "prev_day_close": 74.8000030517578}, {"option": "SPY261218P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2301, "open_interest": 34712.0, "volume": 3981.0, "delta": -0.0847, "gamma": 0.0028, "vega": 0.385, "theta": -0.1145, "rho": -0.0701, "theo": 2.1801, "change": -1.405, "open": 2.55, "high": 2.8, "low": 2.08, "tick": "no_change", "last_trade_price": 2.19, "last_trade_time": "2026-11-11T16:05:24", "percent_change": -39.0821, "prev_day_close": 2.21000003814697}, {"option": "SPY261218C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2242, "open_interest": 2061.0, "volume": 15.0, "delta": 0.9125, "gamma": 0.0029, "vega": 0.4002, "theta": -0.1071, "rho": 0.614, "theo": 70.1367, "change": 8.92, "open": 70.22, "high": 70.22, "low": 69.77, "tick": "down", "last_trade_price": 69.77, "last_trade_time": "2026-11-11T15:48:25", "percent_change": 14.659, "prev_day_close": 70.0500030517578}, {"option": "SPY261218P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2231, "open_interest": 18101.0, "volume": 1837.0, "delta": -0.0944, "gamma": 0.0031, "vega": 0.4172, "theta": -0.1206, "rho": -0.0782, "theo": 2.4095, "change": -1.535, "open": 2.88, "high": 3.06, "low": 2.29, "tick": "up", "last_trade_price": 2.45, "last_trade_time": "2026-11-11T15:41:17", "percent_change": -38.5194, "prev_day_close": 2.44500005245209}, {"option": "SPY261218C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2203, "open_interest": 10960.0, "volume": 116.0, "delta": 0.9019, "gamma": 0.0033, "vega": 0.4215, "theta": -0.114, "rho": 0.6126, "theo": 65.4069, "change": 9.115, "open": 63.45, "high": 66.98, "low": 61.34, "tick": "up", "last_trade_price": 65.41, "last_trade_time": "2026-11-11T15:45:09", "percent_change": 16.1915, "prev_day_close": 65.375}, {"option": "SPY261218P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2162, "open_interest": 61345.0, "volume": 5629.0, "delta": -0.1057, "gamma": 0.0035, "vega": 0.4525, "theta": -0.1271, "rho": -0.0878, "theo": 2.6774, "change": -1.76, "open": 3.18, "high": 3.46, "low": 2.54, "tick": "no_change", "last_trade_price": 2.67, "last_trade_time": "2026-11-11T16:12:36", "percent_change": -39.7291, "prev_day_close": 2.7150000333786}, {"option": "SPY261218C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 37.0, "volume": 0.0, "delta": 0.8996, "gamma": 0.0034, "vega": 0.4252, "theta": -0.1154, "rho": 0.6124, "theo": 64.4639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.07, "last_trade_time": "2026-11-05T15:37:51", "percent_change": 0.0, "prev_day_close": 64.4199981689453}, {"option": "SPY261218P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2146, "open_interest": 1966.0, "volume": 257.0, "delta": -0.1082, "gamma": 0.0036, "vega": 0.4599, "theta": -0.1285, "rho": -0.0898, "theo": 2.7364, "change": -1.835, "open": 3.03, "high": 3.2, "low": 2.61, "tick": "down", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T15:16:22", "percent_change": -40.4631, "prev_day_close": 2.77499997615814}, {"option": "SPY261218C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2162, "open_interest": 11.0, "volume": 0.0, "delta": 0.8973, "gamma": 0.0035, "vega": 0.4287, "theta": -0.1169, "rho": 0.6123, "theo": 63.5219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.21, "last_trade_time": "2026-11-06T12:48:43", "percent_change": 0.0, "prev_day_close": 64.0650005340576}, {"option": "SPY261218P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 2487.0, "volume": 501.0, "delta": -0.1107, "gamma": 0.0036, "vega": 0.4672, "theta": -0.1298, "rho": -0.0919, "theo": 2.7958, "change": -1.845, "open": 3.15, "high": 3.52, "low": 2.67, "tick": "no_change", "last_trade_price": 2.79, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -39.8058, "prev_day_close": 2.83499991893768}, {"option": "SPY261218C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 9.0, "volume": 0.0, "delta": 0.8949, "gamma": 0.0036, "vega": 0.4351, "theta": -0.1183, "rho": 0.6122, "theo": 62.5855, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.37, "last_trade_time": "2026-11-06T12:48:43", "percent_change": 0.0, "prev_day_close": 63.0950012207031}, {"option": "SPY261218P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 1258.0, "volume": 554.0, "delta": -0.1133, "gamma": 0.0037, "vega": 0.4747, "theta": -0.1312, "rho": -0.094, "theo": 2.8569, "change": -1.885, "open": 3.42, "high": 3.42, "low": 2.72, "tick": "down", "last_trade_price": 2.85, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -39.8099, "prev_day_close": 2.8950001001358}, {"option": "SPY261218C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2124, "open_interest": 0.0, "volume": 0.0, "delta": 0.8925, "gamma": 0.0036, "vega": 0.4481, "theta": -0.1198, "rho": 0.6121, "theo": 61.6452, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 61.5550003051758}, {"option": "SPY261218P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2106, "open_interest": 3077.0, "volume": 259.0, "delta": -0.116, "gamma": 0.0038, "vega": 0.4824, "theta": -0.1325, "rho": -0.0962, "theo": 2.9198, "change": -1.955, "open": 3.51, "high": 3.65, "low": 2.78, "tick": "down", "last_trade_price": 2.89, "last_trade_time": "2026-11-11T15:03:21", "percent_change": -40.3509, "prev_day_close": 2.96000003814697}, {"option": "SPY261218C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.212, "open_interest": 3696.0, "volume": 1.0, "delta": 0.89, "gamma": 0.0037, "vega": 0.4618, "theta": -0.1212, "rho": 0.6121, "theo": 60.701, "change": 9.415, "open": 61.2, "high": 61.2, "low": 61.2, "tick": "up", "last_trade_price": 61.2, "last_trade_time": "2026-11-11T14:56:09", "percent_change": 18.1809, "prev_day_close": 61.2350006103516}, {"option": "SPY261218P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2091, "open_interest": 6648.0, "volume": 1242.0, "delta": -0.1187, "gamma": 0.0039, "vega": 0.4902, "theta": -0.1339, "rho": -0.0984, "theo": 2.9846, "change": -1.985, "open": 3.59, "high": 3.8, "low": 2.84, "tick": "down", "last_trade_price": 2.96, "last_trade_time": "2026-11-11T16:07:32", "percent_change": -40.1416, "prev_day_close": 3.02999997138977}, {"option": "SPY261218C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2107, "open_interest": 43.0, "volume": 5.0, "delta": 0.8874, "gamma": 0.0038, "vega": 0.4761, "theta": -0.1227, "rho": 0.6122, "theo": 59.7624, "change": 9.245, "open": 55.82, "high": 60.13, "low": 55.82, "tick": "up", "last_trade_price": 60.13, "last_trade_time": "2026-11-11T15:37:20", "percent_change": 18.1684, "prev_day_close": 59.704999923706}, {"option": "SPY261218P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 3476.0, "volume": 113.0, "delta": -0.1215, "gamma": 0.004, "vega": 0.4981, "theta": -0.1353, "rho": -0.1008, "theo": 3.0512, "change": -2.005, "open": 3.42, "high": 3.87, "low": 2.96, "tick": "up", "last_trade_price": 3.06, "last_trade_time": "2026-11-11T15:49:54", "percent_change": -39.5854, "prev_day_close": 3.09499990940094}, {"option": "SPY261218C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2082, "open_interest": 28.0, "volume": 0.0, "delta": 0.8848, "gamma": 0.0039, "vega": 0.4912, "theta": -0.1242, "rho": 0.6123, "theo": 58.8244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 51.37, "last_trade_time": "2026-11-09T11:30:30", "percent_change": 0.0, "prev_day_close": 58.7599983215332}, {"option": "SPY261218P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 723.0, "volume": 183.0, "delta": -0.1244, "gamma": 0.0041, "vega": 0.5062, "theta": -0.1367, "rho": -0.1032, "theo": 3.1198, "change": -2.045, "open": 3.72, "high": 3.88, "low": 3.09, "tick": "up", "last_trade_price": 3.13, "last_trade_time": "2026-11-11T15:22:42", "percent_change": -39.5169, "prev_day_close": 3.16500008106232}, {"option": "SPY261218C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 37.0, "volume": 12.0, "delta": 0.882, "gamma": 0.004, "vega": 0.4979, "theta": -0.1257, "rho": 0.6024, "theo": 57.8964, "change": 9.085, "open": 58.19, "high": 58.19, "low": 58.19, "tick": "up", "last_trade_price": 58.19, "last_trade_time": "2026-11-11T15:04:37", "percent_change": 18.5012, "prev_day_close": 57.8450012207031}, {"option": "SPY261218P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2051, "open_interest": 2864.0, "volume": 52.0, "delta": -0.1273, "gamma": 0.0042, "vega": 0.5145, "theta": -0.1381, "rho": -0.1056, "theo": 3.1905, "change": -2.035, "open": 3.79, "high": 4.02, "low": 3.05, "tick": "up", "last_trade_price": 3.26, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -38.4325, "prev_day_close": 3.24000000953674}, {"option": "SPY261218C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 10.0, "volume": 0.0, "delta": 0.8791, "gamma": 0.0041, "vega": 0.5037, "theta": -0.1272, "rho": 0.6015, "theo": 56.9708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.44, "last_trade_time": "2026-11-10T11:33:42", "percent_change": 0.0, "prev_day_close": 56.9150009155274}, {"option": "SPY261218P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2037, "open_interest": 1663.0, "volume": 202.0, "delta": -0.1304, "gamma": 0.0043, "vega": 0.5229, "theta": -0.1395, "rho": -0.1082, "theo": 3.2634, "change": -2.155, "open": 3.91, "high": 4.09, "low": 3.15, "tick": "up", "last_trade_price": 3.26, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -39.7969, "prev_day_close": 3.31499993801117}, {"option": "SPY261218C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2038, "open_interest": 7565.0, "volume": 1.0, "delta": 0.8761, "gamma": 0.0042, "vega": 0.5093, "theta": -0.1288, "rho": 0.6006, "theo": 56.0514, "change": 8.695, "open": 56.05, "high": 56.05, "low": 56.05, "tick": "up", "last_trade_price": 56.05, "last_trade_time": "2026-11-11T15:24:42", "percent_change": 18.3613, "prev_day_close": 55.9699993133545}, {"option": "SPY261218P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2024, "open_interest": 37966.0, "volume": 1188.0, "delta": -0.1334, "gamma": 0.0044, "vega": 0.5312, "theta": -0.1409, "rho": -0.1108, "theo": 3.3375, "change": -2.195, "open": 4.04, "high": 4.27, "low": 3.18, "tick": "no_change", "last_trade_price": 3.34, "last_trade_time": "2026-11-11T16:14:50", "percent_change": -39.6567, "prev_day_close": 3.39000010490418}, {"option": "SPY261218C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 105.0, "volume": 5.0, "delta": 0.873, "gamma": 0.0043, "vega": 0.5147, "theta": -0.1303, "rho": 0.5997, "theo": 55.129, "change": 8.87, "open": 55.41, "high": 55.41, "low": 55.32, "tick": "up", "last_trade_price": 55.34, "last_trade_time": "2026-11-11T15:48:25", "percent_change": 19.0876, "prev_day_close": 55.0650005340576}, {"option": "SPY261218P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2012, "open_interest": 1146.0, "volume": 143.0, "delta": -0.1365, "gamma": 0.0045, "vega": 0.5396, "theta": -0.1422, "rho": -0.1134, "theo": 3.4097, "change": -2.24, "open": 4.47, "high": 4.47, "low": 3.25, "tick": "up", "last_trade_price": 3.43, "last_trade_time": "2026-11-11T15:22:28", "percent_change": -39.5062, "prev_day_close": 3.47500002384186}, {"option": "SPY261218C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2019, "open_interest": 35.0, "volume": 0.0, "delta": 0.8698, "gamma": 0.0044, "vega": 0.5199, "theta": -0.1319, "rho": 0.5988, "theo": 54.2034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.92, "last_trade_time": "2026-11-10T11:47:34", "percent_change": 0.0, "prev_day_close": 54.1299991607666}, {"option": "SPY261218P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 7723.0, "volume": 6193.0, "delta": -0.1398, "gamma": 0.0046, "vega": 0.5483, "theta": -0.1436, "rho": -0.1162, "theo": 3.4893, "change": -2.2, "open": 4.26, "high": 4.43, "low": 3.34, "tick": "up", "last_trade_price": 3.6, "last_trade_time": "2026-11-11T15:59:51", "percent_change": -37.931, "prev_day_close": 3.55499994754791}, {"option": "SPY261218C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 3.0, "volume": 0.0, "delta": 0.8666, "gamma": 0.0045, "vega": 0.5248, "theta": -0.1334, "rho": 0.598, "theo": 53.2842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.72, "last_trade_time": "2026-11-04T14:35:57", "percent_change": 0.0, "prev_day_close": 53.2250003814697}, {"option": "SPY261218P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 1019.0, "volume": 75.0, "delta": -0.1434, "gamma": 0.0047, "vega": 0.5575, "theta": -0.1452, "rho": -0.1193, "theo": 3.578, "change": -2.345, "open": 4.47, "high": 4.47, "low": 3.45, "tick": "down", "last_trade_price": 3.59, "last_trade_time": "2026-11-11T16:01:17", "percent_change": -39.5114, "prev_day_close": 3.63499999046326}, {"option": "SPY261218C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1984, "open_interest": 34.0, "volume": 80.0, "delta": 0.8633, "gamma": 0.0046, "vega": 0.5294, "theta": -0.135, "rho": 0.5973, "theo": 52.3711, "change": 5.1, "open": 48.97, "high": 48.97, "low": 48.93, "tick": "up", "last_trade_price": 48.96, "last_trade_time": "2026-11-11T10:06:14", "percent_change": 11.6279, "prev_day_close": 52.3000011444092}, {"option": "SPY261218P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 2810.0, "volume": 166.0, "delta": -0.147, "gamma": 0.0048, "vega": 0.5663, "theta": -0.1466, "rho": -0.1222, "theo": 3.6628, "change": -2.415, "open": 4.56, "high": 4.76, "low": 3.49, "tick": "down", "last_trade_price": 3.66, "last_trade_time": "2026-11-11T16:14:01", "percent_change": -39.7531, "prev_day_close": 3.72500002384186}, {"option": "SPY261218C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 2660.0, "volume": 59.0, "delta": 0.8599, "gamma": 0.0047, "vega": 0.5336, "theta": -0.1366, "rho": 0.5967, "theo": 51.4501, "change": 8.75, "open": 48.65, "high": 53.63, "low": 48.44, "tick": "up", "last_trade_price": 51.75, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 20.3488, "prev_day_close": 51.3999996185303}, {"option": "SPY261218P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1957, "open_interest": 17589.0, "volume": 2860.0, "delta": -0.1506, "gamma": 0.0049, "vega": 0.5752, "theta": -0.1481, "rho": -0.1252, "theo": 3.7503, "change": -2.46, "open": 4.58, "high": 4.82, "low": 3.57, "tick": "down", "last_trade_price": 3.76, "last_trade_time": "2026-11-11T16:14:46", "percent_change": -39.5498, "prev_day_close": 3.81499993801117}, {"option": "SPY261218C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1955, "open_interest": 38.0, "volume": 2.0, "delta": 0.8564, "gamma": 0.0048, "vega": 0.5401, "theta": -0.1381, "rho": 0.5961, "theo": 50.5399, "change": 8.705, "open": 50.77, "high": 50.85, "low": 50.77, "tick": "up", "last_trade_price": 50.85, "last_trade_time": "2026-11-11T15:16:22", "percent_change": 20.6549, "prev_day_close": 50.4849987030029}, {"option": "SPY261218P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1945, "open_interest": 4633.0, "volume": 188.0, "delta": -0.1543, "gamma": 0.005, "vega": 0.5842, "theta": -0.1495, "rho": -0.1283, "theo": 3.8405, "change": -2.445, "open": 4.61, "high": 4.95, "low": 3.81, "tick": "up", "last_trade_price": 3.92, "last_trade_time": "2026-11-11T15:42:24", "percent_change": -38.4132, "prev_day_close": 3.90500009059906}, {"option": "SPY261218C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1942, "open_interest": 10.0, "volume": 1.0, "delta": 0.8529, "gamma": 0.0049, "vega": 0.5571, "theta": -0.1397, "rho": 0.5956, "theo": 49.6263, "change": 8.005, "open": 49.29, "high": 49.29, "low": 49.29, "tick": "up", "last_trade_price": 49.29, "last_trade_time": "2026-11-11T11:50:13", "percent_change": 19.3896, "prev_day_close": 49.5650005340576}, {"option": "SPY261218P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 1429.0, "volume": 628.0, "delta": -0.1581, "gamma": 0.0052, "vega": 0.5934, "theta": -0.151, "rho": -0.1314, "theo": 3.9335, "change": -2.42, "open": 4.56, "high": 4.91, "low": 3.78, "tick": "up", "last_trade_price": 4.1, "last_trade_time": "2026-11-11T15:55:06", "percent_change": -37.1166, "prev_day_close": 4.00000011920929}, {"option": "SPY261218C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1918, "open_interest": 99.0, "volume": 0.0, "delta": 0.8492, "gamma": 0.005, "vega": 0.5751, "theta": -0.1413, "rho": 0.5953, "theo": 48.714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.31, "last_trade_time": "2026-11-10T12:43:41", "percent_change": 0.0, "prev_day_close": 48.6749992370606}, {"option": "SPY261218P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1919, "open_interest": 5114.0, "volume": 6517.0, "delta": -0.1619, "gamma": 0.0053, "vega": 0.6023, "theta": -0.1522, "rho": -0.1345, "theo": 4.022, "change": -2.635, "open": 4.89, "high": 5.15, "low": 3.85, "tick": "up", "last_trade_price": 4.04, "last_trade_time": "2026-11-11T16:06:45", "percent_change": -39.4757, "prev_day_close": 4.10000014305115}, {"option": "SPY261218C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1906, "open_interest": 92.0, "volume": 1.0, "delta": 0.8455, "gamma": 0.0052, "vega": 0.5942, "theta": -0.1429, "rho": 0.595, "theo": 47.8028, "change": 8.595, "open": 48.18, "high": 48.18, "low": 48.18, "tick": "up", "last_trade_price": 48.18, "last_trade_time": "2026-11-11T14:35:44", "percent_change": 21.7128, "prev_day_close": 47.7700004577637}, {"option": "SPY261218P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1906, "open_interest": 1183.0, "volume": 44.0, "delta": -0.1661, "gamma": 0.0054, "vega": 0.6123, "theta": -0.1539, "rho": -0.1381, "theo": 4.1282, "change": -2.725, "open": 4.75, "high": 5.28, "low": 3.95, "tick": "down", "last_trade_price": 4.11, "last_trade_time": "2026-11-11T16:14:29", "percent_change": -39.8683, "prev_day_close": 4.20499992370606}, {"option": "SPY261218C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 5186.0, "volume": 332.0, "delta": 0.8416, "gamma": 0.0053, "vega": 0.6049, "theta": -0.1445, "rho": 0.5822, "theo": 46.8978, "change": 8.215, "open": 44.21, "high": 48.23, "low": 43.56, "tick": "no_change", "last_trade_price": 46.97, "last_trade_time": "2026-11-11T15:25:22", "percent_change": 21.1973, "prev_day_close": 46.875}, {"option": "SPY261218P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1893, "open_interest": 31998.0, "volume": 32202.0, "delta": -0.1702, "gamma": 0.0055, "vega": 0.6217, "theta": -0.1553, "rho": -0.1415, "theo": 4.2281, "change": -2.75, "open": 5.11, "high": 5.49, "low": 4.03, "tick": "up", "last_trade_price": 4.25, "last_trade_time": "2026-11-11T16:10:28", "percent_change": -39.2857, "prev_day_close": 4.3050000667572}, {"option": "SPY261218C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1891, "open_interest": 69.0, "volume": 1.0, "delta": 0.8374, "gamma": 0.0054, "vega": 0.6117, "theta": -0.1461, "rho": 0.5805, "theo": 46.0035, "change": 7.515, "open": 45.42, "high": 45.42, "low": 45.42, "tick": "up", "last_trade_price": 45.42, "last_trade_time": "2026-11-11T11:29:07", "percent_change": 19.8259, "prev_day_close": 45.9799995422363}, {"option": "SPY261218P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1879, "open_interest": 1192.0, "volume": 148.0, "delta": -0.1746, "gamma": 0.0056, "vega": 0.6318, "theta": -0.1567, "rho": -0.1452, "theo": 4.3357, "change": -2.82, "open": 5.28, "high": 5.55, "low": 4.3, "tick": "up", "last_trade_price": 4.35, "last_trade_time": "2026-11-11T16:01:17", "percent_change": -39.3305, "prev_day_close": 4.41000008583069}, {"option": "SPY261218C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1876, "open_interest": 70.0, "volume": 2.0, "delta": 0.8332, "gamma": 0.0056, "vega": 0.6182, "theta": -0.1477, "rho": 0.5789, "theo": 45.1117, "change": 8.36, "open": 43.29, "high": 45.43, "low": 43.29, "tick": "up", "last_trade_price": 45.43, "last_trade_time": "2026-11-11T15:35:31", "percent_change": 22.5519, "prev_day_close": 45.0750007629394}, {"option": "SPY261218P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1866, "open_interest": 3077.0, "volume": 10169.0, "delta": -0.179, "gamma": 0.0058, "vega": 0.6417, "theta": -0.1582, "rho": -0.149, "theo": 4.4445, "change": -2.88, "open": 5.14, "high": 5.51, "low": 4.27, "tick": "no_change", "last_trade_price": 4.46, "last_trade_time": "2026-11-11T16:06:03", "percent_change": -39.2371, "prev_day_close": 4.52500009536743}, {"option": "SPY261218C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1875, "open_interest": 21.0, "volume": 2.0, "delta": 0.8288, "gamma": 0.0057, "vega": 0.6244, "theta": -0.1493, "rho": 0.5773, "theo": 44.2223, "change": 8.03, "open": 41.33, "high": 44.27, "low": 41.33, "tick": "up", "last_trade_price": 44.27, "last_trade_time": "2026-11-11T15:45:01", "percent_change": 22.1578, "prev_day_close": 44.1950016021728}, {"option": "SPY261218P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1854, "open_interest": 1260.0, "volume": 62.0, "delta": -0.1836, "gamma": 0.0059, "vega": 0.6515, "theta": -0.1596, "rho": -0.1528, "theo": 4.5569, "change": -2.87, "open": 5.63, "high": 5.77, "low": 4.36, "tick": "up", "last_trade_price": 4.65, "last_trade_time": "2026-11-11T15:59:19", "percent_change": -38.1649, "prev_day_close": 4.63499999046326}, {"option": "SPY261218C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 59.0, "volume": 0.0, "delta": 0.8243, "gamma": 0.0058, "vega": 0.6301, "theta": -0.1509, "rho": 0.5757, "theo": 43.3353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.4, "last_trade_time": "2026-11-09T14:55:11", "percent_change": 0.0, "prev_day_close": 43.3049983978272}, {"option": "SPY261218P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1841, "open_interest": 10581.0, "volume": 10377.0, "delta": -0.188, "gamma": 0.006, "vega": 0.661, "theta": -0.1609, "rho": -0.1566, "theo": 4.6645, "change": -3.02, "open": 5.65, "high": 5.77, "low": 4.45, "tick": "up", "last_trade_price": 4.68, "last_trade_time": "2026-11-11T16:14:55", "percent_change": -39.2208, "prev_day_close": 4.75999999046326}, {"option": "SPY261218C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 5016.0, "volume": 36.0, "delta": 0.8197, "gamma": 0.006, "vega": 0.6354, "theta": -0.1524, "rho": 0.5743, "theo": 42.4506, "change": 8.005, "open": 39.1, "high": 43.78, "low": 39.1, "tick": "down", "last_trade_price": 42.6, "last_trade_time": "2026-11-11T15:19:43", "percent_change": 23.1392, "prev_day_close": 42.4149990081787}, {"option": "SPY261218P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 17256.0, "volume": 1487.0, "delta": -0.1931, "gamma": 0.0062, "vega": 0.6713, "theta": -0.1624, "rho": -0.1608, "theo": 4.7928, "change": -3.09, "open": 5.81, "high": 6.16, "low": 4.54, "tick": "no_change", "last_trade_price": 4.8, "last_trade_time": "2026-11-11T16:11:38", "percent_change": -39.1635, "prev_day_close": 4.88000011444092}, {"option": "SPY261218C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1833, "open_interest": 32.0, "volume": 0.0, "delta": 0.815, "gamma": 0.0061, "vega": 0.6403, "theta": -0.154, "rho": 0.5731, "theo": 41.5682, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.54, "last_trade_time": "2026-11-09T15:39:39", "percent_change": 0.0, "prev_day_close": 41.5249996185303}, {"option": "SPY261218P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1815, "open_interest": 5665.0, "volume": 158.0, "delta": -0.1978, "gamma": 0.0063, "vega": 0.6808, "theta": -0.1637, "rho": -0.1647, "theo": 4.9077, "change": -3.07, "open": 6.05, "high": 6.27, "low": 4.73, "tick": "no_change", "last_trade_price": 5.01, "last_trade_time": "2026-11-11T15:40:51", "percent_change": -37.9951, "prev_day_close": 5.00499987602234}, {"option": "SPY261218C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1797, "open_interest": 87.0, "volume": 15.0, "delta": 0.8102, "gamma": 0.0062, "vega": 0.6447, "theta": -0.1556, "rho": 0.572, "theo": 40.6878, "change": 6.915, "open": 39.42, "high": 40.68, "low": 39.42, "tick": "down", "last_trade_price": 40.55, "last_trade_time": "2026-11-11T15:44:45", "percent_change": 20.5589, "prev_day_close": 40.644998550415}, {"option": "SPY261218P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1802, "open_interest": 1842.0, "volume": 479.0, "delta": -0.2031, "gamma": 0.0065, "vega": 0.6913, "theta": -0.1652, "rho": -0.1691, "theo": 5.0442, "change": -3.13, "open": 6.14, "high": 6.47, "low": 4.98, "tick": "up", "last_trade_price": 5.15, "last_trade_time": "2026-11-11T15:57:56", "percent_change": -37.8019, "prev_day_close": 5.13499999046326}, {"option": "SPY261218C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 28.0, "volume": 3.0, "delta": 0.8053, "gamma": 0.0064, "vega": 0.6638, "theta": -0.1572, "rho": 0.571, "theo": 39.8138, "change": 8.875, "open": 37.73, "high": 41.04, "low": 37.73, "tick": "up", "last_trade_price": 41.04, "last_trade_time": "2026-11-11T12:42:16", "percent_change": 27.5921, "prev_day_close": 39.7799987792969}, {"option": "SPY261218P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 1181.0, "volume": 107.0, "delta": -0.2081, "gamma": 0.0066, "vega": 0.701, "theta": -0.1664, "rho": -0.1733, "theo": 5.1669, "change": -3.305, "open": 5.96, "high": 6.61, "low": 4.93, "tick": "down", "last_trade_price": 5.18, "last_trade_time": "2026-11-11T16:14:40", "percent_change": -38.9511, "prev_day_close": 5.27500009536743}, {"option": "SPY261218C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1784, "open_interest": 52.0, "volume": 2.0, "delta": 0.8003, "gamma": 0.0065, "vega": 0.6863, "theta": -0.1588, "rho": 0.5702, "theo": 38.9326, "change": 7.945, "open": 37.52, "high": 39.31, "low": 37.52, "tick": "up", "last_trade_price": 39.31, "last_trade_time": "2026-11-11T12:11:41", "percent_change": 25.3308, "prev_day_close": 38.935001373291}, {"option": "SPY261218P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1776, "open_interest": 5104.0, "volume": 122.0, "delta": -0.2138, "gamma": 0.0068, "vega": 0.7117, "theta": -0.1679, "rho": -0.178, "theo": 5.3122, "change": -3.385, "open": 6.54, "high": 6.75, "low": 5.08, "tick": "down", "last_trade_price": 5.31, "last_trade_time": "2026-11-11T14:59:37", "percent_change": -38.9304, "prev_day_close": 5.40999984741211}, {"option": "SPY261218C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1782, "open_interest": 8393.0, "volume": 99.0, "delta": 0.7951, "gamma": 0.0067, "vega": 0.7069, "theta": -0.1603, "rho": 0.555, "theo": 38.0609, "change": 7.51, "open": 35.78, "high": 38.62, "low": 34.69, "tick": "no_change", "last_trade_price": 38.09, "last_trade_time": "2026-11-11T15:42:04", "percent_change": 24.5585, "prev_day_close": 38.0499992370606}, {"option": "SPY261218P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 35745.0, "volume": 3438.0, "delta": -0.2193, "gamma": 0.0069, "vega": 0.7221, "theta": -0.1693, "rho": -0.1827, "theo": 5.4529, "change": -3.48, "open": 6.58, "high": 7.11, "low": 5.16, "tick": "no_change", "last_trade_price": 5.43, "last_trade_time": "2026-11-11T16:13:43", "percent_change": -39.0572, "prev_day_close": 5.56000018119812}, {"option": "SPY261218C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 58.0, "volume": 0.0, "delta": 0.7896, "gamma": 0.0068, "vega": 0.7143, "theta": -0.1618, "rho": 0.5524, "theo": 37.21, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.84, "last_trade_time": "2026-11-06T11:05:57", "percent_change": 0.0, "prev_day_close": 37.2050018310547}, {"option": "SPY261218P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1751, "open_interest": 1516.0, "volume": 431.0, "delta": -0.2248, "gamma": 0.0071, "vega": 0.7322, "theta": -0.1706, "rho": -0.1873, "theo": 5.5942, "change": -3.51, "open": 6.78, "high": 7.19, "low": 5.35, "tick": "down", "last_trade_price": 5.62, "last_trade_time": "2026-11-11T16:14:40", "percent_change": -38.4447, "prev_day_close": 5.69999980926514}, {"option": "SPY261218C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1744, "open_interest": 115.0, "volume": 11.0, "delta": 0.7839, "gamma": 0.007, "vega": 0.7214, "theta": -0.1632, "rho": 0.5498, "theo": 36.354, "change": 7.715, "open": 35.76, "high": 37.7, "low": 35.76, "tick": "down", "last_trade_price": 36.72, "last_trade_time": "2026-11-11T15:35:42", "percent_change": 26.5989, "prev_day_close": 36.3400001525879}, {"option": "SPY261218P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1738, "open_interest": 1386.0, "volume": 46.0, "delta": -0.2306, "gamma": 0.0072, "vega": 0.7425, "theta": -0.1717, "rho": -0.1923, "theo": 5.7385, "change": -3.41, "open": 7.12, "high": 7.34, "low": 5.65, "tick": "no_change", "last_trade_price": 5.95, "last_trade_time": "2026-11-11T15:59:55", "percent_change": -36.4316, "prev_day_close": 5.85500001907349}, {"option": "SPY261218C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 282.0, "volume": 6.0, "delta": 0.778, "gamma": 0.0072, "vega": 0.7279, "theta": -0.1647, "rho": 0.5474, "theo": 35.5058, "change": 6.68, "open": 32.81, "high": 35.32, "low": 32.81, "tick": "down", "last_trade_price": 34.91, "last_trade_time": "2026-11-11T15:55:30", "percent_change": 23.6628, "prev_day_close": 35.4950008392334}, {"option": "SPY261218P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 3148.0, "volume": 35.0, "delta": -0.2369, "gamma": 0.0074, "vega": 0.7533, "theta": -0.1731, "rho": -0.1976, "theo": 5.9037, "change": -3.55, "open": 7.31, "high": 7.69, "low": 5.62, "tick": "up", "last_trade_price": 6.04, "last_trade_time": "2026-11-11T15:53:39", "percent_change": -37.0177, "prev_day_close": 6.00999999046326}, {"option": "SPY261218C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1717, "open_interest": 167.0, "volume": 2.0, "delta": 0.7721, "gamma": 0.0073, "vega": 0.734, "theta": -0.1661, "rho": 0.5451, "theo": 34.6653, "change": 7.63, "open": 35.09, "high": 35.09, "low": 35.09, "tick": "up", "last_trade_price": 35.09, "last_trade_time": "2026-11-11T14:17:17", "percent_change": 27.7859, "prev_day_close": 34.6450004577637}, {"option": "SPY261218P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 1225.0, "volume": 132.0, "delta": -0.2431, "gamma": 0.0075, "vega": 0.7636, "theta": -0.1743, "rho": -0.2029, "theo": 6.0641, "change": -3.735, "open": 7.0, "high": 7.73, "low": 5.74, "tick": "down", "last_trade_price": 6.1, "last_trade_time": "2026-11-11T16:09:07", "percent_change": -37.9766, "prev_day_close": 6.17000007629394}, {"option": "SPY261218C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 5575.0, "volume": 72.0, "delta": 0.7659, "gamma": 0.0075, "vega": 0.7394, "theta": -0.1675, "rho": 0.543, "theo": 33.8112, "change": 6.485, "open": 31.3, "high": 35.61, "low": 30.49, "tick": "down", "last_trade_price": 33.19, "last_trade_time": "2026-11-11T15:55:30", "percent_change": 24.2838, "prev_day_close": 33.8150005340576}, {"option": "SPY261218P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.17, "open_interest": 72725.0, "volume": 1248.0, "delta": -0.2492, "gamma": 0.0077, "vega": 0.7733, "theta": -0.1754, "rho": -0.208, "theo": 6.2194, "change": -3.79, "open": 7.58, "high": 8.0, "low": 5.89, "tick": "down", "last_trade_price": 6.29, "last_trade_time": "2026-11-11T16:03:58", "percent_change": -37.5992, "prev_day_close": 6.33500003814697}, {"option": "SPY261218C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 268.0, "volume": 59.0, "delta": 0.7597, "gamma": 0.0076, "vega": 0.7443, "theta": -0.1689, "rho": 0.5411, "theo": 32.9807, "change": 7.565, "open": 31.53, "high": 34.17, "low": 31.53, "tick": "up", "last_trade_price": 33.51, "last_trade_time": "2026-11-11T14:50:06", "percent_change": 29.1578, "prev_day_close": 32.9750003814697}, {"option": "SPY261218P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 2504.0, "volume": 87.0, "delta": -0.2558, "gamma": 0.0079, "vega": 0.7835, "theta": -0.1765, "rho": -0.2134, "theo": 6.3904, "change": -3.885, "open": 7.74, "high": 7.96, "low": 6.18, "tick": "up", "last_trade_price": 6.45, "last_trade_time": "2026-11-11T15:21:11", "percent_change": -37.5907, "prev_day_close": 6.50999999046326}, {"option": "SPY261218C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1679, "open_interest": 352.0, "volume": 6.0, "delta": 0.7532, "gamma": 0.0078, "vega": 0.749, "theta": -0.1703, "rho": 0.5395, "theo": 32.1448, "change": 7.185, "open": 28.87, "high": 32.55, "low": 28.87, "tick": "down", "last_trade_price": 32.38, "last_trade_time": "2026-11-11T15:33:25", "percent_change": 28.5176, "prev_day_close": 32.1400012969971}, {"option": "SPY261218P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1675, "open_interest": 2862.0, "volume": 242.0, "delta": -0.2625, "gamma": 0.008, "vega": 0.7936, "theta": -0.1776, "rho": -0.219, "theo": 6.5671, "change": -4.02, "open": 7.88, "high": 8.1, "low": 6.29, "tick": "up", "last_trade_price": 6.58, "last_trade_time": "2026-11-11T16:07:48", "percent_change": -37.9245, "prev_day_close": 6.69000005722046}, {"option": "SPY261218C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 3673.0, "volume": 2.0, "delta": 0.7467, "gamma": 0.008, "vega": 0.7742, "theta": -0.1716, "rho": 0.5381, "theo": 31.3114, "change": 4.595, "open": 29.05, "high": 29.05, "low": 29.05, "tick": "up", "last_trade_price": 29.05, "last_trade_time": "2026-11-11T10:02:09", "percent_change": 18.7896, "prev_day_close": 31.3049993515015}, {"option": "SPY261218P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 3111.0, "volume": 219.0, "delta": -0.2698, "gamma": 0.0082, "vega": 0.8041, "theta": -0.1788, "rho": -0.225, "theo": 6.7605, "change": -3.82, "open": 8.18, "high": 8.39, "low": 6.49, "tick": "up", "last_trade_price": 7.05, "last_trade_time": "2026-11-11T15:55:26", "percent_change": -35.1426, "prev_day_close": 6.875}, {"option": "SPY261218C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 599.0, "volume": 4.0, "delta": 0.74, "gamma": 0.0082, "vega": 0.8012, "theta": -0.173, "rho": 0.5353, "theo": 30.4846, "change": 8.495, "open": 28.3, "high": 32.21, "low": 28.3, "tick": "up", "last_trade_price": 32.21, "last_trade_time": "2026-11-11T13:41:00", "percent_change": 35.8212, "prev_day_close": 30.4899997711182}, {"option": "SPY261218P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 1366.0, "volume": 173.0, "delta": -0.2769, "gamma": 0.0084, "vega": 0.8142, "theta": -0.1798, "rho": -0.231, "theo": 6.9492, "change": -4.17, "open": 8.68, "high": 8.68, "low": 6.67, "tick": "up", "last_trade_price": 6.98, "last_trade_time": "2026-11-11T16:09:07", "percent_change": -37.3991, "prev_day_close": 7.06500005722046}, {"option": "SPY261218C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 8811.0, "volume": 295.0, "delta": 0.7328, "gamma": 0.0084, "vega": 0.8086, "theta": -0.1741, "rho": 0.5165, "theo": 29.666, "change": 6.105, "open": 27.76, "high": 31.62, "low": 26.7, "tick": "down", "last_trade_price": 29.1, "last_trade_time": "2026-11-11T15:55:30", "percent_change": 26.5492, "prev_day_close": 29.6750001907349}, {"option": "SPY261218P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 39990.0, "volume": 5741.0, "delta": -0.2842, "gamma": 0.0086, "vega": 0.8243, "theta": -0.1807, "rho": -0.2373, "theo": 7.1443, "change": -4.3, "open": 8.6, "high": 9.2, "low": 6.74, "tick": "down", "last_trade_price": 7.13, "last_trade_time": "2026-11-11T16:14:10", "percent_change": -37.6203, "prev_day_close": 7.26500010490418}, {"option": "SPY261218C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1627, "open_interest": 611.0, "volume": 54.0, "delta": 0.7256, "gamma": 0.0085, "vega": 0.8153, "theta": -0.1752, "rho": 0.513, "theo": 28.8759, "change": 6.865, "open": 26.35, "high": 30.75, "low": 26.35, "tick": "no_change", "last_trade_price": 29.14, "last_trade_time": "2026-11-11T14:15:54", "percent_change": 30.8193, "prev_day_close": 28.8450002670288}, {"option": "SPY261218P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 1547.0, "volume": 96.0, "delta": -0.2914, "gamma": 0.0087, "vega": 0.8338, "theta": -0.1815, "rho": -0.2434, "theo": 7.3341, "change": -4.34, "open": 8.55, "high": 9.35, "low": 6.93, "tick": "no_change", "last_trade_price": 7.39, "last_trade_time": "2026-11-11T15:51:39", "percent_change": -36.9991, "prev_day_close": 7.46000003814697}, {"option": "SPY261218C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1614, "open_interest": 280.0, "volume": 28.0, "delta": 0.7181, "gamma": 0.0087, "vega": 0.8215, "theta": -0.1763, "rho": 0.5096, "theo": 28.0745, "change": 6.835, "open": 25.22, "high": 28.4, "low": 25.22, "tick": "up", "last_trade_price": 28.4, "last_trade_time": "2026-11-11T12:11:36", "percent_change": 31.6949, "prev_day_close": 28.0549993515015}, {"option": "SPY261218P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 1987.0, "volume": 246.0, "delta": -0.2994, "gamma": 0.0089, "vega": 0.8438, "theta": -0.1824, "rho": -0.2502, "theo": 7.5542, "change": -4.39, "open": 9.1, "high": 9.42, "low": 7.13, "tick": "down", "last_trade_price": 7.64, "last_trade_time": "2026-11-11T16:02:28", "percent_change": -36.4921, "prev_day_close": 7.67000007629394}, {"option": "SPY261218C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 1559.0, "volume": 22.0, "delta": 0.7104, "gamma": 0.0089, "vega": 0.827, "theta": -0.1773, "rho": 0.5065, "theo": 27.2816, "change": 6.445, "open": 25.18, "high": 28.29, "low": 25.18, "tick": "down", "last_trade_price": 27.31, "last_trade_time": "2026-11-11T15:32:44", "percent_change": 30.889, "prev_day_close": 27.2700004577637}, {"option": "SPY261218P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1599, "open_interest": 2495.0, "volume": 123.0, "delta": -0.3073, "gamma": 0.0091, "vega": 0.8532, "theta": -0.1832, "rho": -0.2568, "theo": 7.7695, "change": -4.3, "open": 9.0, "high": 9.84, "low": 7.33, "tick": "no_change", "last_trade_price": 8.04, "last_trade_time": "2026-11-11T15:54:46", "percent_change": -34.846, "prev_day_close": 7.8899998664856}, {"option": "SPY261218C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 2105.0, "volume": 24.0, "delta": 0.7026, "gamma": 0.0091, "vega": 0.8318, "theta": -0.1783, "rho": 0.5038, "theo": 26.4968, "change": 6.37, "open": 25.28, "high": 27.58, "low": 23.63, "tick": "down", "last_trade_price": 26.54, "last_trade_time": "2026-11-11T15:26:23", "percent_change": 31.5816, "prev_day_close": 26.4749994277954}, {"option": "SPY261218P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 2001.0, "volume": 169.0, "delta": -0.3154, "gamma": 0.0092, "vega": 0.8624, "theta": -0.1839, "rho": -0.2636, "theo": 7.9919, "change": -4.54, "open": 9.47, "high": 10.11, "low": 7.54, "tick": "up", "last_trade_price": 8.12, "last_trade_time": "2026-11-11T15:53:24", "percent_change": -35.861, "prev_day_close": 8.1100001335144}, {"option": "SPY261218C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 10605.0, "volume": 125.0, "delta": 0.6946, "gamma": 0.0092, "vega": 0.8359, "theta": -0.1792, "rho": 0.5014, "theo": 25.7116, "change": 5.92, "open": 24.48, "high": 27.54, "low": 22.72, "tick": "down", "last_trade_price": 25.4, "last_trade_time": "2026-11-11T15:58:11", "percent_change": 30.3901, "prev_day_close": 25.6950006484985}, {"option": "SPY261218P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 9343.0, "volume": 1261.0, "delta": -0.3237, "gamma": 0.0094, "vega": 0.8713, "theta": -0.1845, "rho": -0.2705, "theo": 8.2216, "change": -4.7, "open": 9.93, "high": 10.5, "low": 7.74, "tick": "down", "last_trade_price": 8.29, "last_trade_time": "2026-11-11T16:03:58", "percent_change": -36.1817, "prev_day_close": 8.33999967575073}, {"option": "SPY261218C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 908.0, "volume": 247.0, "delta": 0.6864, "gamma": 0.0094, "vega": 0.8466, "theta": -0.1801, "rho": 0.4994, "theo": 24.9258, "change": 6.21, "open": 22.35, "high": 26.49, "low": 22.35, "tick": "down", "last_trade_price": 25.02, "last_trade_time": "2026-11-11T15:27:03", "percent_change": 33.0144, "prev_day_close": 24.9200000762939}, {"option": "SPY261218P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1561, "open_interest": 1697.0, "volume": 148.0, "delta": -0.3322, "gamma": 0.0096, "vega": 0.8801, "theta": -0.185, "rho": -0.2776, "theo": 8.4588, "change": -4.59, "open": 9.9, "high": 10.03, "low": 8.0, "tick": "down", "last_trade_price": 8.74, "last_trade_time": "2026-11-11T15:55:56", "percent_change": -34.4336, "prev_day_close": 8.58000040054321}, {"option": "SPY261218C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1553, "open_interest": 747.0, "volume": 19.0, "delta": 0.678, "gamma": 0.0096, "vega": 0.8762, "theta": -0.181, "rho": 0.4977, "theo": 24.147, "change": 6.095, "open": 22.0, "high": 25.02, "low": 21.89, "tick": "down", "last_trade_price": 24.24, "last_trade_time": "2026-11-11T15:41:19", "percent_change": 33.5905, "prev_day_close": 24.1449995040894}, {"option": "SPY261218P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 2779.0, "volume": 182.0, "delta": -0.341, "gamma": 0.0098, "vega": 0.8887, "theta": -0.1854, "rho": -0.285, "theo": 8.7038, "change": -4.69, "open": 10.21, "high": 10.85, "low": 8.21, "tick": "no_change", "last_trade_price": 8.99, "last_trade_time": "2026-11-11T15:55:56", "percent_change": -34.2836, "prev_day_close": 8.8250002861023}, {"option": "SPY261218C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 962.0, "volume": 11.0, "delta": 0.6693, "gamma": 0.0098, "vega": 0.885, "theta": -0.1816, "rho": 0.4743, "theo": 23.3948, "change": 6.255, "open": 21.39, "high": 23.74, "low": 20.93, "tick": "down", "last_trade_price": 23.72, "last_trade_time": "2026-11-11T14:59:38", "percent_change": 35.8145, "prev_day_close": 23.3849992752075}, {"option": "SPY261218P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 2153.0, "volume": 110.0, "delta": -0.3499, "gamma": 0.0099, "vega": 0.8971, "theta": -0.1858, "rho": -0.2926, "theo": 8.9571, "change": -5.05, "open": 11.02, "high": 11.25, "low": 8.48, "tick": "down", "last_trade_price": 8.99, "last_trade_time": "2026-11-11T16:06:33", "percent_change": -35.9687, "prev_day_close": 9.08000040054321}, {"option": "SPY261218C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 2884.0, "volume": 89.0, "delta": 0.6603, "gamma": 0.01, "vega": 0.8906, "theta": -0.1821, "rho": 0.4697, "theo": 22.6514, "change": 6.54, "open": 21.26, "high": 23.37, "low": 20.03, "tick": "no_change", "last_trade_price": 23.37, "last_trade_time": "2026-11-11T12:22:07", "percent_change": 38.8592, "prev_day_close": 22.6449995040894}, {"option": "SPY261218P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 2068.0, "volume": 307.0, "delta": -0.3591, "gamma": 0.0101, "vega": 0.9051, "theta": -0.186, "rho": -0.3004, "theo": 9.2189, "change": -5.25, "open": 10.96, "high": 11.61, "low": 8.78, "tick": "down", "last_trade_price": 9.16, "last_trade_time": "2026-11-11T16:12:02", "percent_change": -36.433, "prev_day_close": 9.34499979019165}, {"option": "SPY261218C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1512, "open_interest": 32991.0, "volume": 360.0, "delta": 0.6513, "gamma": 0.0101, "vega": 0.8954, "theta": -0.1825, "rho": 0.4656, "theo": 21.9252, "change": 5.71, "open": 20.3, "high": 23.65, "low": 19.2, "tick": "up", "last_trade_price": 21.9, "last_trade_time": "2026-11-11T16:07:24", "percent_change": 35.2687, "prev_day_close": 21.8949995040894}, {"option": "SPY261218P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 38599.0, "volume": 7728.0, "delta": -0.3685, "gamma": 0.0103, "vega": 0.9126, "theta": -0.1862, "rho": -0.3084, "theo": 9.4894, "change": -5.34, "open": 11.39, "high": 11.98, "low": 8.91, "tick": "no_change", "last_trade_price": 9.45, "last_trade_time": "2026-11-11T16:14:17", "percent_change": -36.1055, "prev_day_close": 9.61500024795532}, {"option": "SPY261218C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1501, "open_interest": 929.0, "volume": 58.0, "delta": 0.6418, "gamma": 0.0103, "vega": 0.8997, "theta": -0.1829, "rho": 0.4617, "theo": 21.1819, "change": 5.15, "open": 19.9, "high": 22.8, "low": 19.25, "tick": "down", "last_trade_price": 20.72, "last_trade_time": "2026-11-11T15:54:57", "percent_change": 33.0764, "prev_day_close": 21.1549997329712}, {"option": "SPY261218P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 3137.0, "volume": 2983.0, "delta": -0.3781, "gamma": 0.0104, "vega": 0.9197, "theta": -0.1862, "rho": -0.3165, "theo": 9.769, "change": -5.09, "open": 11.58, "high": 12.29, "low": 9.19, "tick": "no_change", "last_trade_price": 10.09, "last_trade_time": "2026-11-11T15:54:12", "percent_change": -33.531, "prev_day_close": 9.90000009536743}, {"option": "SPY261218C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1489, "open_interest": 589.0, "volume": 96.0, "delta": 0.6322, "gamma": 0.0105, "vega": 0.9032, "theta": -0.1832, "rho": 0.4584, "theo": 20.4588, "change": 5.79, "open": 18.84, "high": 21.58, "low": 17.61, "tick": "down", "last_trade_price": 20.75, "last_trade_time": "2026-11-11T15:05:05", "percent_change": 38.7032, "prev_day_close": 20.4300003051758}, {"option": "SPY261218P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1487, "open_interest": 1517.0, "volume": 617.0, "delta": -0.3879, "gamma": 0.0106, "vega": 0.9264, "theta": -0.1862, "rho": -0.3246, "theo": 10.0577, "change": -5.505, "open": 12.03, "high": 12.66, "low": 9.45, "tick": "down", "last_trade_price": 10.08, "last_trade_time": "2026-11-11T16:11:16", "percent_change": -35.3224, "prev_day_close": 10.1849999427795}, {"option": "SPY261218C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 432.0, "volume": 20.0, "delta": 0.6224, "gamma": 0.0107, "vega": 0.9061, "theta": -0.1835, "rho": 0.4556, "theo": 19.7328, "change": 5.575, "open": 18.16, "high": 21.29, "low": 17.8, "tick": "up", "last_trade_price": 19.93, "last_trade_time": "2026-11-11T15:47:03", "percent_change": 38.8366, "prev_day_close": 19.7150001525879}, {"option": "SPY261218P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 1464.0, "volume": 401.0, "delta": -0.398, "gamma": 0.0108, "vega": 0.9326, "theta": -0.186, "rho": -0.333, "theo": 10.3559, "change": -5.585, "open": 12.48, "high": 12.94, "low": 9.75, "tick": "down", "last_trade_price": 10.41, "last_trade_time": "2026-11-11T16:04:47", "percent_change": -34.9172, "prev_day_close": 10.4850001335144}, {"option": "SPY261218C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1467, "open_interest": 1492.0, "volume": 30.0, "delta": 0.6124, "gamma": 0.0109, "vega": 0.9226, "theta": -0.1837, "rho": 0.4532, "theo": 19.0146, "change": 5.385, "open": 17.6, "high": 20.51, "low": 16.84, "tick": "down", "last_trade_price": 19.15, "last_trade_time": "2026-11-11T15:28:51", "percent_change": 39.121, "prev_day_close": 19.0100002288818}, {"option": "SPY261218P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1463, "open_interest": 1910.0, "volume": 559.0, "delta": -0.4083, "gamma": 0.0109, "vega": 0.9384, "theta": -0.1857, "rho": -0.3415, "theo": 10.6641, "change": -5.785, "open": 12.59, "high": 13.31, "low": 10.04, "tick": "up", "last_trade_price": 10.64, "last_trade_time": "2026-11-11T16:07:25", "percent_change": -35.2207, "prev_day_close": 10.7950000762939}, {"option": "SPY261218C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 13211.0, "volume": 8767.0, "delta": 0.6022, "gamma": 0.011, "vega": 0.9364, "theta": -0.1837, "rho": 0.428, "theo": 18.3234, "change": 4.81, "open": 16.82, "high": 20.0, "low": 15.77, "tick": "up", "last_trade_price": 18.0, "last_trade_time": "2026-11-11T15:59:49", "percent_change": 36.467, "prev_day_close": 18.3100004196167}, {"option": "SPY261218P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 9023.0, "volume": 2216.0, "delta": -0.4188, "gamma": 0.0111, "vega": 0.9438, "theta": -0.1853, "rho": -0.3504, "theo": 10.9826, "change": -5.77, "open": 13.06, "high": 13.75, "low": 10.31, "tick": "down", "last_trade_price": 11.09, "last_trade_time": "2026-11-11T16:01:52", "percent_change": -34.223, "prev_day_close": 11.1150002479553}, {"option": "SPY261218C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.144, "open_interest": 1711.0, "volume": 196.0, "delta": 0.5916, "gamma": 0.0112, "vega": 0.9399, "theta": -0.1834, "rho": 0.4224, "theo": 17.6428, "change": 4.945, "open": 16.2, "high": 19.04, "low": 15.25, "tick": "up", "last_trade_price": 17.57, "last_trade_time": "2026-11-11T16:01:41", "percent_change": 39.1683, "prev_day_close": 17.6300001144409}, {"option": "SPY261218P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1441, "open_interest": 3284.0, "volume": 2918.0, "delta": -0.429, "gamma": 0.0112, "vega": 0.9484, "theta": -0.1848, "rho": -0.3591, "theo": 11.2973, "change": -6.075, "open": 13.49, "high": 14.28, "low": 10.64, "tick": "down", "last_trade_price": 11.25, "last_trade_time": "2026-11-11T16:13:49", "percent_change": -35.0649, "prev_day_close": 11.4500002861023}, {"option": "SPY261218C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 1639.0, "volume": 214.0, "delta": 0.5808, "gamma": 0.0113, "vega": 0.9428, "theta": -0.183, "rho": 0.4173, "theo": 16.9735, "change": 4.935, "open": 15.61, "high": 18.54, "low": 14.67, "tick": "up", "last_trade_price": 17.01, "last_trade_time": "2026-11-11T16:00:38", "percent_change": 40.8696, "prev_day_close": 16.960000038147}, {"option": "SPY261218P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 1665.0, "volume": 339.0, "delta": -0.4399, "gamma": 0.0114, "vega": 0.9525, "theta": -0.1841, "rho": -0.3684, "theo": 11.6371, "change": -6.14, "open": 13.87, "high": 14.66, "low": 10.96, "tick": "no_change", "last_trade_price": 11.64, "last_trade_time": "2026-11-11T16:13:28", "percent_change": -34.5332, "prev_day_close": 11.7950000762939}, {"option": "SPY261218C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 694.0, "volume": 126.0, "delta": 0.57, "gamma": 0.0115, "vega": 0.945, "theta": -0.1826, "rho": 0.4129, "theo": 16.3215, "change": 4.505, "open": 15.2, "high": 17.69, "low": 14.08, "tick": "down", "last_trade_price": 16.04, "last_trade_time": "2026-11-11T15:57:44", "percent_change": 39.055, "prev_day_close": 16.3000001907349}, {"option": "SPY261218P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 1254.0, "volume": 522.0, "delta": -0.451, "gamma": 0.0115, "vega": 0.956, "theta": -0.1833, "rho": -0.3775, "theo": 11.9882, "change": -6.255, "open": 13.98, "high": 14.96, "low": 11.29, "tick": "down", "last_trade_price": 12.02, "last_trade_time": "2026-11-11T16:13:03", "percent_change": -34.2271, "prev_day_close": 12.1550002098084}, {"option": "SPY261218C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 1187.0, "volume": 239.0, "delta": 0.5588, "gamma": 0.0116, "vega": 0.9466, "theta": -0.182, "rho": 0.4091, "theo": 15.6657, "change": 4.33, "open": 14.56, "high": 17.21, "low": 13.46, "tick": "down", "last_trade_price": 15.34, "last_trade_time": "2026-11-11T15:58:17", "percent_change": 39.3279, "prev_day_close": 15.6199998855591}, {"option": "SPY261218P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1407, "open_interest": 1792.0, "volume": 532.0, "delta": -0.4624, "gamma": 0.0116, "vega": 0.9588, "theta": -0.1824, "rho": -0.3866, "theo": 12.351, "change": -6.38, "open": 14.69, "high": 14.83, "low": 11.65, "tick": "down", "last_trade_price": 12.39, "last_trade_time": "2026-11-11T16:11:00", "percent_change": -33.9904, "prev_day_close": 12.5149998664856}, {"option": "SPY261218C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 21190.0, "volume": 2262.0, "delta": 0.5474, "gamma": 0.0118, "vega": 0.9478, "theta": -0.1815, "rho": 0.4059, "theo": 15.0159, "change": 4.405, "open": 13.87, "high": 16.61, "low": 12.77, "tick": "down", "last_trade_price": 14.9, "last_trade_time": "2026-11-11T16:08:56", "percent_change": 41.9724, "prev_day_close": 14.9850001335144}, {"option": "SPY261218P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 28602.0, "volume": 7497.0, "delta": -0.4739, "gamma": 0.0118, "vega": 0.9609, "theta": -0.1813, "rho": -0.396, "theo": 12.7259, "change": -6.53, "open": 14.45, "high": 15.67, "low": 11.95, "tick": "down", "last_trade_price": 12.73, "last_trade_time": "2026-11-11T16:14:51", "percent_change": -33.9045, "prev_day_close": 12.8949999809265}, {"option": "SPY261218C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 9329.0, "volume": 8181.0, "delta": 0.5358, "gamma": 0.0119, "vega": 0.9596, "theta": -0.1808, "rho": 0.3808, "theo": 14.3752, "change": 4.08, "open": 12.96, "high": 15.95, "low": 12.49, "tick": "down", "last_trade_price": 14.08, "last_trade_time": "2026-11-11T15:59:01", "percent_change": 40.8, "prev_day_close": 14.3550000190735}, {"option": "SPY261218P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 2486.0, "volume": 795.0, "delta": -0.4856, "gamma": 0.0119, "vega": 0.9623, "theta": -0.1801, "rho": -0.4057, "theo": 13.1134, "change": -6.235, "open": 15.78, "high": 15.78, "low": 12.34, "tick": "no_change", "last_trade_price": 13.55, "last_trade_time": "2026-11-11T15:55:00", "percent_change": -31.5138, "prev_day_close": 13.2950000762939}, {"option": "SPY261218C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 2370.0, "volume": 275.0, "delta": 0.524, "gamma": 0.012, "vega": 0.9602, "theta": -0.1797, "rho": 0.3742, "theo": 13.7706, "change": 4.185, "open": 12.68, "high": 15.29, "low": 11.77, "tick": "up", "last_trade_price": 13.7, "last_trade_time": "2026-11-11T16:11:00", "percent_change": 43.9832, "prev_day_close": 13.7449998855591}, {"option": "SPY261218P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 3574.0, "volume": 2862.0, "delta": -0.4976, "gamma": 0.012, "vega": 0.9628, "theta": -0.1788, "rho": -0.4159, "theo": 13.5142, "change": -6.52, "open": 15.65, "high": 16.64, "low": 12.7, "tick": "up", "last_trade_price": 13.8, "last_trade_time": "2026-11-11T15:57:16", "percent_change": -32.0866, "prev_day_close": 13.6999998092651}, {"option": "SPY261218C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 5058.0, "volume": 679.0, "delta": 0.512, "gamma": 0.0122, "vega": 0.9603, "theta": -0.1784, "rho": 0.3682, "theo": 13.1758, "change": 4.055, "open": 12.18, "high": 14.69, "low": 11.35, "tick": "down", "last_trade_price": 13.1, "last_trade_time": "2026-11-11T16:11:00", "percent_change": 44.8314, "prev_day_close": 13.1449999809265}, {"option": "SPY261218P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1364, "open_interest": 3787.0, "volume": 520.0, "delta": -0.5099, "gamma": 0.0121, "vega": 0.9626, "theta": -0.1772, "rho": -0.4258, "theo": 13.9279, "change": -6.945, "open": 16.14, "high": 17.4, "low": 13.12, "tick": "no_change", "last_trade_price": 13.91, "last_trade_time": "2026-11-11T16:11:46", "percent_change": -33.3014, "prev_day_close": 14.1199998855591}, {"option": "SPY261218C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 1135.0, "volume": 232.0, "delta": 0.4998, "gamma": 0.0122, "vega": 0.9599, "theta": -0.1771, "rho": 0.3629, "theo": 12.5903, "change": 3.605, "open": 11.55, "high": 14.09, "low": 10.8, "tick": "down", "last_trade_price": 12.2, "last_trade_time": "2026-11-11T15:55:56", "percent_change": 41.943, "prev_day_close": 12.5550003051758}, {"option": "SPY261218P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1354, "open_interest": 1418.0, "volume": 154.0, "delta": -0.5219, "gamma": 0.0122, "vega": 0.9615, "theta": -0.1756, "rho": -0.435, "theo": 14.3567, "change": -6.895, "open": 16.33, "high": 17.35, "low": 13.5, "tick": "down", "last_trade_price": 14.52, "last_trade_time": "2026-11-11T16:04:51", "percent_change": -32.1971, "prev_day_close": 14.5549998283386}, {"option": "SPY261218C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 18968.0, "volume": 10576.0, "delta": 0.4874, "gamma": 0.0123, "vega": 0.9593, "theta": -0.1757, "rho": 0.3585, "theo": 12.0133, "change": 3.72, "open": 10.99, "high": 13.48, "low": 10.13, "tick": "no_change", "last_trade_price": 11.87, "last_trade_time": "2026-11-11T16:09:42", "percent_change": 45.6442, "prev_day_close": 11.9900002479553}, {"option": "SPY261218P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 11115.0, "volume": 1743.0, "delta": -0.5344, "gamma": 0.0122, "vega": 0.9596, "theta": -0.1739, "rho": -0.4446, "theo": 14.799, "change": -7.14, "open": 17.19, "high": 17.81, "low": 13.9, "tick": "up", "last_trade_price": 14.85, "last_trade_time": "2026-11-11T16:14:39", "percent_change": -32.4693, "prev_day_close": 15.0049996376038}, {"option": "SPY261218C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 2965.0, "volume": 325.0, "delta": 0.4748, "gamma": 0.0124, "vega": 0.9585, "theta": -0.1743, "rho": 0.3549, "theo": 11.4437, "change": 3.595, "open": 10.57, "high": 12.92, "low": 9.7, "tick": "down", "last_trade_price": 11.32, "last_trade_time": "2026-11-11T16:06:14", "percent_change": 46.5372, "prev_day_close": 11.4349999427795}, {"option": "SPY261218P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 1854.0, "volume": 165.0, "delta": -0.5471, "gamma": 0.0123, "vega": 0.9566, "theta": -0.172, "rho": -0.4544, "theo": 15.2604, "change": -7.17, "open": 15.44, "high": 15.44, "low": 15.0, "tick": "up", "last_trade_price": 15.43, "last_trade_time": "2026-11-11T14:29:30", "percent_change": -31.7257, "prev_day_close": 15.4499998092651}, {"option": "SPY261218C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 3891.0, "volume": 573.0, "delta": 0.462, "gamma": 0.0125, "vega": 0.954, "theta": -0.1727, "rho": 0.3287, "theo": 10.8874, "change": 3.315, "open": 9.78, "high": 12.36, "low": 9.21, "tick": "down", "last_trade_price": 10.63, "last_trade_time": "2026-11-11T15:59:34", "percent_change": 45.3178, "prev_day_close": 10.8899998664856}, {"option": "SPY261218P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 2115.0, "volume": 71.0, "delta": -0.5598, "gamma": 0.0124, "vega": 0.9527, "theta": -0.17, "rho": -0.465, "theo": 15.7324, "change": -7.285, "open": 16.9, "high": 16.9, "low": 15.78, "tick": "no_change", "last_trade_price": 15.93, "last_trade_time": "2026-11-11T15:41:12", "percent_change": -31.3806, "prev_day_close": 15.9249997138977}, {"option": "SPY261218C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1312, "open_interest": 6042.0, "volume": 1142.0, "delta": 0.4493, "gamma": 0.0125, "vega": 0.9506, "theta": -0.1707, "rho": 0.3216, "theo": 10.3684, "change": 3.455, "open": 9.64, "high": 11.76, "low": 8.69, "tick": "up", "last_trade_price": 10.37, "last_trade_time": "2026-11-11T16:13:03", "percent_change": 49.9638, "prev_day_close": 10.3699998855591}, {"option": "SPY261218P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1313, "open_interest": 2173.0, "volume": 160.0, "delta": -0.5726, "gamma": 0.0124, "vega": 0.9478, "theta": -0.1678, "rho": -0.4746, "theo": 16.2199, "change": -7.51, "open": 19.31, "high": 19.31, "low": 15.29, "tick": "up", "last_trade_price": 16.33, "last_trade_time": "2026-11-11T15:20:40", "percent_change": -31.5017, "prev_day_close": 16.414999961853}, {"option": "SPY261218C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 1743.0, "volume": 415.0, "delta": 0.4365, "gamma": 0.0126, "vega": 0.947, "theta": -0.1686, "rho": 0.3153, "theo": 9.8607, "change": 3.195, "open": 9.18, "high": 11.22, "low": 8.21, "tick": "down", "last_trade_price": 9.73, "last_trade_time": "2026-11-11T16:04:04", "percent_change": 48.8906, "prev_day_close": 9.8600001335144}, {"option": "SPY261218P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 2035.0, "volume": 44.0, "delta": -0.5856, "gamma": 0.0124, "vega": 0.9419, "theta": -0.1655, "rho": -0.4829, "theo": 16.7256, "change": -8.35, "open": 19.25, "high": 19.92, "low": 16.12, "tick": "down", "last_trade_price": 16.12, "last_trade_time": "2026-11-11T13:21:33", "percent_change": -34.1234, "prev_day_close": 16.9300003051758}, {"option": "SPY261218C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 36514.0, "volume": 2980.0, "delta": 0.4235, "gamma": 0.0126, "vega": 0.9433, "theta": -0.1664, "rho": 0.3099, "theo": 9.3636, "change": 3.165, "open": 8.74, "high": 10.7, "low": 7.73, "tick": "down", "last_trade_price": 9.34, "last_trade_time": "2026-11-11T16:13:16", "percent_change": 51.2551, "prev_day_close": 9.3600001335144}, {"option": "SPY261218P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 15194.0, "volume": 413.0, "delta": -0.5986, "gamma": 0.0124, "vega": 0.9349, "theta": -0.1631, "rho": -0.4922, "theo": 17.2518, "change": -7.875, "open": 20.07, "high": 20.99, "low": 16.35, "tick": "down", "last_trade_price": 17.25, "last_trade_time": "2026-11-11T16:14:10", "percent_change": -31.3433, "prev_day_close": 17.4700002670288}, {"option": "SPY261218C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 2532.0, "volume": 307.0, "delta": 0.4104, "gamma": 0.0126, "vega": 0.9399, "theta": -0.1641, "rho": 0.3056, "theo": 8.8756, "change": 3.38, "open": 7.91, "high": 10.16, "low": 7.37, "tick": "up", "last_trade_price": 9.19, "last_trade_time": "2026-11-11T15:03:33", "percent_change": 58.1756, "prev_day_close": 8.88000011444092}, {"option": "SPY261218P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 1614.0, "volume": 210.0, "delta": -0.6116, "gamma": 0.0124, "vega": 0.9272, "theta": -0.1606, "rho": -0.501, "theo": 17.7798, "change": -8.025, "open": 20.61, "high": 20.61, "low": 17.78, "tick": "no_change", "last_trade_price": 17.78, "last_trade_time": "2026-11-11T16:14:13", "percent_change": -31.0986, "prev_day_close": 18.0149993896484}, {"option": "SPY261218C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 2394.0, "volume": 315.0, "delta": 0.3971, "gamma": 0.0126, "vega": 0.9368, "theta": -0.1618, "rho": 0.3021, "theo": 8.3958, "change": 2.92, "open": 7.88, "high": 9.68, "low": 7.26, "tick": "up", "last_trade_price": 8.39, "last_trade_time": "2026-11-11T16:07:48", "percent_change": 53.3821, "prev_day_close": 8.40999984741211}, {"option": "SPY261218P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 1898.0, "volume": 47.0, "delta": -0.6247, "gamma": 0.0124, "vega": 0.9182, "theta": -0.158, "rho": -0.5108, "theo": 18.3388, "change": -8.025, "open": 20.96, "high": 20.96, "low": 18.45, "tick": "down", "last_trade_price": 18.45, "last_trade_time": "2026-11-11T14:32:52", "percent_change": -30.3116, "prev_day_close": 18.5500001907349}, {"option": "SPY261218C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 4752.0, "volume": 284.0, "delta": 0.384, "gamma": 0.0125, "vega": 0.9149, "theta": -0.1592, "rho": 0.274, "theo": 7.948, "change": 2.7, "open": 7.48, "high": 9.2, "low": 6.69, "tick": "down", "last_trade_price": 7.85, "last_trade_time": "2026-11-11T16:06:51", "percent_change": 52.4272, "prev_day_close": 7.97000002861023}, {"option": "SPY261218P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 1712.0, "volume": 46.0, "delta": -0.6377, "gamma": 0.0124, "vega": 0.9083, "theta": -0.1553, "rho": -0.5178, "theo": 18.8956, "change": -8.75, "open": 22.55, "high": 22.55, "low": 18.41, "tick": "no_change", "last_trade_price": 18.41, "last_trade_time": "2026-11-11T13:15:19", "percent_change": -32.2165, "prev_day_close": 19.1300001144409}, {"option": "SPY261218C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 3029.0, "volume": 532.0, "delta": 0.371, "gamma": 0.0125, "vega": 0.9073, "theta": -0.1564, "rho": 0.2672, "theo": 7.5225, "change": 2.73, "open": 6.8, "high": 8.73, "low": 6.2, "tick": "down", "last_trade_price": 7.57, "last_trade_time": "2026-11-11T15:23:07", "percent_change": 56.405, "prev_day_close": 7.52999997138977}, {"option": "SPY261218P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 2392.0, "volume": 95.0, "delta": -0.6508, "gamma": 0.0123, "vega": 0.8971, "theta": -0.1525, "rho": -0.5238, "theo": 19.4796, "change": -7.9, "open": 20.16, "high": 20.16, "low": 18.7, "tick": "up", "last_trade_price": 19.99, "last_trade_time": "2026-11-11T15:54:02", "percent_change": -28.3256, "prev_day_close": 19.7200002670288}, {"option": "SPY261218C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1249, "open_interest": 101589.0, "volume": 30420.0, "delta": 0.358, "gamma": 0.0124, "vega": 0.9002, "theta": -0.1534, "rho": 0.2614, "theo": 7.1081, "change": 2.48, "open": 6.55, "high": 8.29, "low": 5.85, "tick": "up", "last_trade_price": 7.03, "last_trade_time": "2026-11-11T16:04:17", "percent_change": 54.5055, "prev_day_close": 7.11500000953674}, {"option": "SPY261218P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 6125.0, "volume": 308.0, "delta": -0.6637, "gamma": 0.0122, "vega": 0.8848, "theta": -0.1497, "rho": -0.5313, "theo": 20.0741, "change": -8.375, "open": 23.36, "high": 23.36, "low": 18.89, "tick": "down", "last_trade_price": 20.22, "last_trade_time": "2026-11-11T16:10:33", "percent_change": -29.2883, "prev_day_close": 20.3299999237061}, {"option": "SPY261218C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1243, "open_interest": 2074.0, "volume": 470.0, "delta": 0.3449, "gamma": 0.0123, "vega": 0.8937, "theta": -0.1505, "rho": 0.2567, "theo": 6.7035, "change": 2.675, "open": 6.25, "high": 7.84, "low": 5.61, "tick": "down", "last_trade_price": 6.94, "last_trade_time": "2026-11-11T15:00:41", "percent_change": 62.7198, "prev_day_close": 6.71499991416931}, {"option": "SPY261218P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 1686.0, "volume": 49.0, "delta": -0.677, "gamma": 0.0122, "vega": 0.8718, "theta": -0.1468, "rho": -0.5394, "theo": 20.7089, "change": -8.64, "open": 20.32, "high": 20.69, "low": 20.28, "tick": "up", "last_trade_price": 20.69, "last_trade_time": "2026-11-11T14:09:28", "percent_change": -29.4579, "prev_day_close": 20.9400005340576}, {"option": "SPY261218C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 4110.0, "volume": 119.0, "delta": 0.3318, "gamma": 0.0122, "vega": 0.8881, "theta": -0.1475, "rho": 0.253, "theo": 6.3072, "change": 2.275, "open": 5.71, "high": 7.26, "low": 5.27, "tick": "up", "last_trade_price": 6.27, "last_trade_time": "2026-11-11T16:06:51", "percent_change": 56.9462, "prev_day_close": 6.33000016212463}, {"option": "SPY261218P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 1907.0, "volume": 16.0, "delta": -0.6899, "gamma": 0.0121, "vega": 0.8581, "theta": -0.1438, "rho": -0.5449, "theo": 21.3289, "change": -8.705, "open": 23.04, "high": 23.04, "low": 21.41, "tick": "down", "last_trade_price": 21.41, "last_trade_time": "2026-11-11T15:12:59", "percent_change": -28.9059, "prev_day_close": 21.5699996948242}, {"option": "SPY261218C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1231, "open_interest": 3749.0, "volume": 290.0, "delta": 0.3188, "gamma": 0.0121, "vega": 0.8656, "theta": -0.1442, "rho": 0.2269, "theo": 5.9317, "change": 2.32, "open": 5.62, "high": 6.86, "low": 4.95, "tick": "up", "last_trade_price": 6.06, "last_trade_time": "2026-11-11T15:33:24", "percent_change": 62.0321, "prev_day_close": 5.96499991416931}, {"option": "SPY261218P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 1653.0, "volume": 28.0, "delta": -0.7027, "gamma": 0.012, "vega": 0.8431, "theta": -0.1408, "rho": -0.5435, "theo": 21.9773, "change": -9.47, "open": 23.06, "high": 23.06, "low": 21.4, "tick": "down", "last_trade_price": 21.4, "last_trade_time": "2026-11-11T13:00:18", "percent_change": -30.677, "prev_day_close": 22.25}, {"option": "SPY261218C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1223, "open_interest": 2598.0, "volume": 333.0, "delta": 0.3062, "gamma": 0.0119, "vega": 0.8425, "theta": -0.1408, "rho": 0.2202, "theo": 5.5868, "change": 2.05, "open": 5.2, "high": 6.57, "low": 4.86, "tick": "up", "last_trade_price": 5.55, "last_trade_time": "2026-11-11T16:02:09", "percent_change": 58.5714, "prev_day_close": 5.60500001907349}, {"option": "SPY261218P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 1937.0, "volume": 1.0, "delta": -0.7156, "gamma": 0.0119, "vega": 0.8262, "theta": -0.1378, "rho": -0.5482, "theo": 22.6425, "change": -8.93, "open": 22.74, "high": 22.74, "low": 22.74, "tick": "down", "last_trade_price": 22.74, "last_trade_time": "2026-11-11T14:56:28", "percent_change": -28.197, "prev_day_close": 22.8999996185303}, {"option": "SPY261218C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1216, "open_interest": 38270.0, "volume": 1975.0, "delta": 0.2938, "gamma": 0.0118, "vega": 0.832, "theta": -0.1374, "rho": 0.2145, "theo": 5.2526, "change": 1.96, "open": 4.96, "high": 6.25, "low": 4.26, "tick": "no_change", "last_trade_price": 5.24, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 59.7561, "prev_day_close": 5.26500010490418}, {"option": "SPY261218P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 14907.0, "volume": 592.0, "delta": -0.7284, "gamma": 0.0118, "vega": 0.8085, "theta": -0.1349, "rho": -0.5522, "theo": 23.3267, "change": -8.795, "open": 26.64, "high": 27.15, "low": 22.19, "tick": "up", "last_trade_price": 23.66, "last_trade_time": "2026-11-11T15:41:19", "percent_change": -27.0991, "prev_day_close": 23.585000038147}, {"option": "SPY261218C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 2886.0, "volume": 651.0, "delta": 0.281, "gamma": 0.0116, "vega": 0.8225, "theta": -0.1338, "rho": 0.2098, "theo": 4.9214, "change": 1.875, "open": 4.62, "high": 5.84, "low": 4.09, "tick": "down", "last_trade_price": 4.93, "last_trade_time": "2026-11-11T16:00:33", "percent_change": 61.3748, "prev_day_close": 4.9449999332428}, {"option": "SPY261218P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 1808.0, "volume": 0.0, "delta": -0.7409, "gamma": 0.0116, "vega": 0.7911, "theta": -0.1318, "rho": -0.5563, "theo": 24.0193, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.99, "last_trade_time": "2026-11-09T15:18:00", "percent_change": 0.0, "prev_day_close": 24.289999961853}, {"option": "SPY261218C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 1948.0, "volume": 196.0, "delta": 0.2685, "gamma": 0.0114, "vega": 0.8147, "theta": -0.1303, "rho": 0.2063, "theo": 4.6045, "change": 1.79, "open": 4.42, "high": 5.52, "low": 3.93, "tick": "up", "last_trade_price": 4.64, "last_trade_time": "2026-11-11T16:00:33", "percent_change": 62.807, "prev_day_close": 4.6399998664856}, {"option": "SPY261218P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1196, "open_interest": 647.0, "volume": 0.0, "delta": -0.7534, "gamma": 0.0115, "vega": 0.7726, "theta": -0.1288, "rho": -0.5527, "theo": 24.7339, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 34.56, "last_trade_time": "2026-11-10T15:14:22", "percent_change": 0.0, "prev_day_close": 25.0100002288818}, {"option": "SPY261218C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.12, "open_interest": 12103.0, "volume": 379.0, "delta": 0.2568, "gamma": 0.0112, "vega": 0.7918, "theta": -0.1267, "rho": 0.1826, "theo": 4.316, "change": 1.575, "open": 4.16, "high": 5.18, "low": 3.54, "tick": "down", "last_trade_price": 4.23, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 59.322, "prev_day_close": 4.34999990463257}, {"option": "SPY261218P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1193, "open_interest": 1356.0, "volume": 1.0, "delta": -0.7657, "gamma": 0.0114, "vega": 0.7525, "theta": -0.1259, "rho": -0.5472, "theo": 25.4571, "change": -5.955, "open": 28.99, "high": 28.99, "low": 28.99, "tick": "down", "last_trade_price": 28.99, "last_trade_time": "2026-11-11T10:05:54", "percent_change": -17.0411, "prev_day_close": 25.7349996566772}, {"option": "SPY261218C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1191, "open_interest": 1288.0, "volume": 180.0, "delta": 0.2454, "gamma": 0.011, "vega": 0.7574, "theta": -0.1229, "rho": 0.1764, "theo": 4.0483, "change": 1.475, "open": 3.9, "high": 4.91, "low": 3.26, "tick": "down", "last_trade_price": 3.95, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 59.596, "prev_day_close": 4.07000017166138}, {"option": "SPY261218P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 421.0, "volume": 0.0, "delta": -0.7779, "gamma": 0.0112, "vega": 0.7304, "theta": -0.1229, "rho": -0.5441, "theo": 26.203, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.6, "last_trade_time": "2026-11-09T15:54:40", "percent_change": 0.0, "prev_day_close": 26.4750003814697}, {"option": "SPY261218C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 47676.0, "volume": 8990.0, "delta": 0.2336, "gamma": 0.0107, "vega": 0.744, "theta": -0.1191, "rho": 0.1711, "theo": 3.781, "change": 1.445, "open": 3.65, "high": 4.62, "low": 3.02, "tick": "up", "last_trade_price": 3.75, "last_trade_time": "2026-11-11T16:05:34", "percent_change": 62.6898, "prev_day_close": 3.80999994277954}, {"option": "SPY261218P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.118, "open_interest": 3203.0, "volume": 8.0, "delta": -0.7899, "gamma": 0.0111, "vega": 0.7082, "theta": -0.1201, "rho": -0.5462, "theo": 26.9598, "change": -9.855, "open": 30.92, "high": 30.92, "low": 26.67, "tick": "down", "last_trade_price": 26.67, "last_trade_time": "2026-11-11T12:23:32", "percent_change": -26.9815, "prev_day_close": 27.2350006103516}, {"option": "SPY261218C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1181, "open_interest": 2077.0, "volume": 209.0, "delta": 0.2224, "gamma": 0.0105, "vega": 0.7328, "theta": -0.1151, "rho": 0.167, "theo": 3.5253, "change": 1.285, "open": 3.33, "high": 4.33, "low": 2.93, "tick": "no_change", "last_trade_price": 3.43, "last_trade_time": "2026-11-11T15:57:00", "percent_change": 59.9068, "prev_day_close": 3.55999994277954}, {"option": "SPY261218P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 194.0, "volume": 3.0, "delta": -0.8016, "gamma": 0.0109, "vega": 0.687, "theta": -0.1172, "rho": -0.5347, "theo": 27.7261, "change": -9.51, "open": 27.87, "high": 27.93, "low": 27.84, "tick": "up", "last_trade_price": 27.93, "last_trade_time": "2026-11-11T15:50:01", "percent_change": -25.4006, "prev_day_close": 28.0099992752075}, {"option": "SPY261218C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 1628.0, "volume": 833.0, "delta": 0.2112, "gamma": 0.0102, "vega": 0.7234, "theta": -0.1113, "rho": 0.1639, "theo": 3.2793, "change": 1.285, "open": 3.02, "high": 4.04, "low": 2.69, "tick": "up", "last_trade_price": 3.28, "last_trade_time": "2026-11-11T16:07:48", "percent_change": 64.411, "prev_day_close": 3.3199999332428}, {"option": "SPY261218P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1167, "open_interest": 101.0, "volume": 18.0, "delta": -0.8133, "gamma": 0.0107, "vega": 0.6644, "theta": -0.1143, "rho": -0.5173, "theo": 28.5145, "change": -7.995, "open": 30.32, "high": 30.33, "low": 30.32, "tick": "up", "last_trade_price": 30.33, "last_trade_time": "2026-11-11T11:18:46", "percent_change": -20.8611, "prev_day_close": 28.1850004196167}, {"option": "SPY261218C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1173, "open_interest": 1320.0, "volume": 316.0, "delta": 0.2008, "gamma": 0.0099, "vega": 0.6975, "theta": -0.1076, "rho": 0.1426, "theo": 3.0631, "change": 1.145, "open": 3.01, "high": 3.78, "low": 2.53, "tick": "up", "last_trade_price": 3.0, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 61.7251, "prev_day_close": 3.09499990940094}, {"option": "SPY261218P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1163, "open_interest": 229.0, "volume": 106.0, "delta": -0.8249, "gamma": 0.0106, "vega": 0.6396, "theta": -0.1113, "rho": -0.5103, "theo": 29.3101, "change": -9.8, "open": 29.43, "high": 29.49, "low": 29.37, "tick": "down", "last_trade_price": 29.4, "last_trade_time": "2026-11-11T15:11:42", "percent_change": -25.0, "prev_day_close": 29.5949993133545}, {"option": "SPY261218C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 1758.0, "volume": 395.0, "delta": 0.1907, "gamma": 0.0097, "vega": 0.6603, "theta": -0.1038, "rho": 0.1372, "theo": 2.8582, "change": 1.045, "open": 2.7, "high": 3.55, "low": 2.36, "tick": "down", "last_trade_price": 2.77, "last_trade_time": "2026-11-11T15:59:44", "percent_change": 60.5797, "prev_day_close": 2.88499999046326}, {"option": "SPY261218P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1159, "open_interest": 134.0, "volume": 108.0, "delta": -0.8364, "gamma": 0.0105, "vega": 0.613, "theta": -0.1085, "rho": -0.5012, "theo": 30.1236, "change": -9.915, "open": 30.28, "high": 30.28, "low": 30.15, "tick": "down", "last_trade_price": 30.2, "last_trade_time": "2026-11-11T15:15:23", "percent_change": -24.7164, "prev_day_close": 30.4000005722046}, {"option": "SPY261218C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1164, "open_interest": 31861.0, "volume": 6621.0, "delta": 0.1806, "gamma": 0.0094, "vega": 0.6438, "theta": -0.0999, "rho": 0.1328, "theo": 2.6603, "change": 0.995, "open": 2.68, "high": 3.33, "low": 2.13, "tick": "up", "last_trade_price": 2.6, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 61.9938, "prev_day_close": 2.68500006198883}, {"option": "SPY261218P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 1409.0, "volume": 104.0, "delta": -0.8475, "gamma": 0.0104, "vega": 0.5879, "theta": -0.1056, "rho": -0.4951, "theo": 30.9491, "change": -10.05, "open": 34.84, "high": 34.84, "low": 30.69, "tick": "down", "last_trade_price": 30.98, "last_trade_time": "2026-11-11T15:11:37", "percent_change": -24.4943, "prev_day_close": 31.2150001525879}, {"option": "SPY261218C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 1000.0, "volume": 383.0, "delta": 0.1708, "gamma": 0.0091, "vega": 0.6316, "theta": -0.096, "rho": 0.1294, "theo": 2.4671, "change": 0.93, "open": 2.41, "high": 3.06, "low": 2.04, "tick": "no_change", "last_trade_price": 2.42, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 62.4161, "prev_day_close": 2.49500000476837}, {"option": "SPY261218P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 3.0, "volume": 2.0, "delta": -0.8583, "gamma": 0.0102, "vega": 0.563, "theta": -0.1025, "rho": -0.4734, "theo": 31.7872, "change": -9.555, "open": 32.13, "high": 32.41, "low": 32.13, "tick": "up", "last_trade_price": 32.41, "last_trade_time": "2026-11-11T15:59:01", "percent_change": -22.769, "prev_day_close": 32.0699996948242}, {"option": "SPY261218C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 1525.0, "volume": 197.0, "delta": 0.1614, "gamma": 0.0088, "vega": 0.6217, "theta": -0.0923, "rho": 0.1268, "theo": 2.2879, "change": 0.87, "open": 2.14, "high": 2.85, "low": 1.97, "tick": "up", "last_trade_price": 2.25, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 63.0435, "prev_day_close": 2.32499992847443}, {"option": "SPY261218P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 88.0, "volume": 86.0, "delta": -0.8692, "gamma": 0.0102, "vega": 0.5359, "theta": -0.1004, "rho": -0.4414, "theo": 32.6399, "change": -10.015, "open": 32.92, "high": 32.92, "low": 32.88, "tick": "down", "last_trade_price": 32.88, "last_trade_time": "2026-11-11T15:42:07", "percent_change": -23.3477, "prev_day_close": 32.8950004577637}, {"option": "SPY261218C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 1773.0, "volume": 382.0, "delta": 0.1525, "gamma": 0.0085, "vega": 0.5938, "theta": -0.0886, "rho": 0.1082, "theo": 2.1273, "change": 0.81, "open": 1.75, "high": 2.71, "low": 1.74, "tick": "up", "last_trade_price": 2.09, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 63.2813, "prev_day_close": 2.15500009059906}, {"option": "SPY261218P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1136, "open_interest": 2.0, "volume": 2.0, "delta": -0.8805, "gamma": 0.0102, "vega": 0.5054, "theta": -0.0994, "rho": -0.4167, "theo": 33.5067, "change": -10.28, "open": 33.62, "high": 33.62, "low": 33.58, "tick": "down", "last_trade_price": 33.58, "last_trade_time": "2026-11-11T15:12:42", "percent_change": -23.4382, "prev_day_close": 33.7749996185303}, {"option": "SPY261218C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 1388.0, "volume": 133.0, "delta": 0.1441, "gamma": 0.0082, "vega": 0.561, "theta": -0.085, "rho": 0.1038, "theo": 1.978, "change": 0.72, "open": 2.1, "high": 2.45, "low": 1.7, "tick": "down", "last_trade_price": 1.91, "last_trade_time": "2026-11-11T15:59:44", "percent_change": 60.5042, "prev_day_close": 2.00499999523163}, {"option": "SPY261218P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1132, "open_interest": 2.0, "volume": 4.0, "delta": -0.8912, "gamma": 0.0101, "vega": 0.4739, "theta": -0.0979, "rho": -0.4143, "theo": 34.3854, "change": -9.825, "open": 34.56, "high": 35.0, "low": 34.23, "tick": "up", "last_trade_price": 35.0, "last_trade_time": "2026-11-11T16:07:56", "percent_change": -21.9186, "prev_day_close": 34.0349998474121}, {"option": "SPY261218C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1149, "open_interest": 13035.0, "volume": 1417.0, "delta": 0.1358, "gamma": 0.0079, "vega": 0.5397, "theta": -0.0814, "rho": 0.1003, "theo": 1.8357, "change": 0.69, "open": 1.87, "high": 2.33, "low": 1.47, "tick": "up", "last_trade_price": 1.79, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 62.7273, "prev_day_close": 1.86000001430511}, {"option": "SPY261218P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 91.0, "volume": 1.0, "delta": -0.9018, "gamma": 0.0102, "vega": 0.4461, "theta": -0.0962, "rho": -0.3882, "theo": 35.2725, "change": -11.245, "open": 34.55, "high": 34.55, "low": 34.55, "tick": "down", "last_trade_price": 34.55, "last_trade_time": "2026-11-11T12:52:08", "percent_change": -24.5551, "prev_day_close": 35.5499992370606}, {"option": "SPY261218C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1147, "open_interest": 1758.0, "volume": 133.0, "delta": 0.1278, "gamma": 0.0076, "vega": 0.5274, "theta": -0.0777, "rho": 0.0976, "theo": 1.6957, "change": 0.64, "open": 1.71, "high": 2.14, "low": 1.43, "tick": "up", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T15:57:31", "percent_change": 62.7451, "prev_day_close": 1.72500002384186}, {"option": "SPY261218P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1157, "open_interest": 2.0, "volume": 2.0, "delta": -0.9132, "gamma": 0.0107, "vega": 0.4202, "theta": -0.0937, "rho": -0.3311, "theo": 36.1712, "change": -10.605, "open": 36.18, "high": 36.18, "low": 36.18, "tick": "no_change", "last_trade_price": 36.18, "last_trade_time": "2026-11-11T15:14:55", "percent_change": -22.6675, "prev_day_close": 36.3900012969971}, {"option": "SPY261218C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1146, "open_interest": 2805.0, "volume": 44.0, "delta": 0.12, "gamma": 0.0073, "vega": 0.5174, "theta": -0.0743, "rho": 0.0947, "theo": 1.566, "change": 0.575, "open": 1.7, "high": 1.92, "low": 1.29, "tick": "down", "last_trade_price": 1.52, "last_trade_time": "2026-11-11T15:59:19", "percent_change": 60.8466, "prev_day_close": 1.59500002861023}, {"option": "SPY261218P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 0.0, "volume": 0.0, "delta": -0.9242, "gamma": 0.0107, "vega": 0.3856, "theta": -0.0989, "rho": -0.2937, "theo": 37.0894, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.35, "last_trade_time": "2026-11-04T15:45:28", "percent_change": 0.0, "prev_day_close": 37.2800006866455}, {"option": "SPY261218C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 4012.0, "volume": 33.0, "delta": 0.1132, "gamma": 0.007, "vega": 0.4911, "theta": -0.071, "rho": 0.0802, "theo": 1.4556, "change": 0.63, "open": 1.51, "high": 1.86, "low": 1.19, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T15:28:29", "percent_change": 71.5909, "prev_day_close": 1.48500001430511}, {"option": "SPY261218P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 0.0, "volume": 0.0, "delta": -0.9345, "gamma": 0.0106, "vega": 0.3485, "theta": -0.1042, "rho": -0.2733, "theo": 38.0186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 32.11, "last_trade_time": "2026-11-04T15:45:05", "percent_change": 0.0, "prev_day_close": 38.2299995422363}, {"option": "SPY261218C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 1574.0, "volume": 145.0, "delta": 0.1065, "gamma": 0.0067, "vega": 0.4636, "theta": -0.0678, "rho": 0.0768, "theo": 1.3508, "change": 0.495, "open": 1.43, "high": 1.75, "low": 1.2, "tick": "up", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T15:57:24", "percent_change": 60.7362, "prev_day_close": 1.375}, {"option": "SPY261218P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 0.0, "volume": 0.0, "delta": -0.944, "gamma": 0.0103, "vega": 0.3126, "theta": -0.1077, "rho": -0.2716, "theo": 38.9546, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.02, "last_trade_time": "2026-11-04T13:20:31", "percent_change": 0.0, "prev_day_close": 39.1550006866455}, {"option": "SPY261218C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 123847.0, "volume": 31202.0, "delta": 0.1003, "gamma": 0.0064, "vega": 0.4402, "theta": -0.0648, "rho": 0.0741, "theo": 1.255, "change": 0.51, "open": 1.31, "high": 1.63, "low": 1.01, "tick": "up", "last_trade_price": 1.27, "last_trade_time": "2026-11-11T16:13:45", "percent_change": 67.1053, "prev_day_close": 1.27499997615814}, {"option": "SPY261218P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 240.0, "volume": 7.0, "delta": -0.9536, "gamma": 0.0098, "vega": 0.2732, "theta": -0.1174, "rho": -0.1626, "theo": 39.9041, "change": -12.53, "open": 43.86, "high": 43.86, "low": 38.21, "tick": "down", "last_trade_price": 38.21, "last_trade_time": "2026-11-11T13:35:12", "percent_change": -24.6945, "prev_day_close": 40.1100006103516}, {"option": "SPY261218C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 1585.0, "volume": 32.0, "delta": 0.0939, "gamma": 0.0061, "vega": 0.4282, "theta": -0.0616, "rho": 0.0719, "theo": 1.157, "change": 0.435, "open": 0.95, "high": 1.45, "low": 0.95, "tick": "down", "last_trade_price": 1.14, "last_trade_time": "2026-11-11T16:11:16", "percent_change": 61.7021, "prev_day_close": 1.18000000715256}, {"option": "SPY261218P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 0.0, "volume": 0.0, "delta": -0.9632, "gamma": 0.0088, "vega": 0.2356, "theta": -0.1316, "rho": -0.1108, "theo": 40.8685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.04, "last_trade_time": "2026-11-06T09:45:47", "percent_change": 0.0, "prev_day_close": 41.0699996948242}, {"option": "SPY261218C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 1402.0, "volume": 75.0, "delta": 0.0878, "gamma": 0.0058, "vega": 0.4187, "theta": -0.0587, "rho": 0.0703, "theo": 1.0675, "change": 0.475, "open": 1.2, "high": 1.38, "low": 0.98, "tick": "no_change", "last_trade_price": 1.13, "last_trade_time": "2026-11-11T15:45:56", "percent_change": 72.5191, "prev_day_close": 1.09500002861023}, {"option": "SPY261218P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 3.0, "volume": 0.0, "delta": -0.9707, "gamma": 0.0078, "vega": 0.1952, "theta": -0.1139, "rho": -0.1011, "theo": 41.8447, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.05, "last_trade_time": "2026-10-30T14:18:57", "percent_change": 0.0, "prev_day_close": 42.0449981689453}, {"option": "SPY261218C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 1473.0, "volume": 37.0, "delta": 0.0826, "gamma": 0.0056, "vega": 0.3975, "theta": -0.0559, "rho": 0.0584, "theo": 0.9916, "change": 0.4, "open": 1.1, "high": 1.25, "low": 0.86, "tick": "down", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T15:50:30", "percent_change": 65.5738, "prev_day_close": 1.01499998569489}, {"option": "SPY261218P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 0.0, "volume": 0.0, "delta": -0.9774, "gamma": 0.0068, "vega": 0.1578, "theta": -0.0966, "rho": -0.0947, "theo": 42.8241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.7, "last_trade_time": "2026-10-29T11:31:17", "percent_change": 0.0, "prev_day_close": 43.0300006866455}, {"option": "SPY261218C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 1992.0, "volume": 7.0, "delta": 0.0778, "gamma": 0.0053, "vega": 0.3763, "theta": -0.0533, "rho": 0.0558, "theo": 0.9228, "change": 0.59, "open": 0.98, "high": 1.16, "low": 0.98, "tick": "up", "last_trade_price": 1.16, "last_trade_time": "2026-11-11T12:03:50", "percent_change": 103.509, "prev_day_close": 0.939999997615814}, {"option": "SPY261218P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1166, "open_interest": 0.0, "volume": 0.0, "delta": -0.9834, "gamma": 0.0058, "vega": 0.1224, "theta": -0.081, "rho": -0.0942, "theo": 43.8057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.42, "last_trade_time": "2026-10-26T13:58:39", "percent_change": 0.0, "prev_day_close": 44.0149993896484}, {"option": "SPY261218C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 20206.0, "volume": 1189.0, "delta": 0.073, "gamma": 0.005, "vega": 0.3542, "theta": -0.0507, "rho": 0.0536, "theo": 0.8557, "change": 0.295, "open": 0.95, "high": 1.13, "low": 0.72, "tick": "no_change", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T15:56:56", "percent_change": 55.1402, "prev_day_close": 0.870000004768372}, {"option": "SPY261218P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 40.0, "volume": 0.0, "delta": -0.9884, "gamma": 0.0047, "vega": 0.0988, "theta": -0.072, "rho": 0.0, "theo": 44.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 69.12, "last_trade_time": "2026-11-05T13:44:05", "percent_change": 0.0, "prev_day_close": 45.0}, {"option": "SPY261218C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 1531.0, "volume": 156.0, "delta": 0.0684, "gamma": 0.0048, "vega": 0.34, "theta": -0.0483, "rho": 0.052, "theo": 0.7932, "change": 0.29, "open": 0.8, "high": 1.04, "low": 0.69, "tick": "down", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T16:10:52", "percent_change": 58.0, "prev_day_close": 0.810000002384186}, {"option": "SPY261218P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 0.0, "volume": 0.0, "delta": -0.9918, "gamma": 0.0033, "vega": 0.0703, "theta": -0.072, "rho": 0.0, "theo": 45.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.83, "last_trade_time": "2026-09-29T14:00:00", "percent_change": 0.0, "prev_day_close": 45.9899997711182}, {"option": "SPY261218C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 1386.0, "volume": 60.0, "delta": 0.0642, "gamma": 0.0046, "vega": 0.3315, "theta": -0.046, "rho": 0.0507, "theo": 0.7353, "change": 0.245, "open": 0.82, "high": 0.9, "low": 0.71, "tick": "down", "last_trade_price": 0.71, "last_trade_time": "2026-11-11T15:59:19", "percent_change": 52.6882, "prev_day_close": 0.75}, {"option": "SPY261218P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9942, "gamma": 0.0023, "vega": 0.0504, "theta": -0.072, "rho": 0.0, "theo": 46.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.88, "last_trade_time": "2026-10-29T11:57:27", "percent_change": 0.0, "prev_day_close": 46.9799995422363}, {"option": "SPY261218C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 2195.0, "volume": 1259.0, "delta": 0.0601, "gamma": 0.0043, "vega": 0.3178, "theta": -0.0437, "rho": 0.0422, "theo": 0.682, "change": 0.305, "open": 0.8, "high": 0.93, "low": 0.62, "tick": "no_change", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T15:01:00", "percent_change": 70.1149, "prev_day_close": 0.699999988079071}, {"option": "SPY261218P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9962, "gamma": 0.0015, "vega": 0.033, "theta": -0.072, "rho": 0.0, "theo": 47.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.25, "last_trade_time": "2026-10-30T12:41:45", "percent_change": 0.0, "prev_day_close": 47.9799995422363}, {"option": "SPY261218C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 1430.0, "volume": 77.0, "delta": 0.0566, "gamma": 0.0041, "vega": 0.3018, "theta": -0.0417, "rho": 0.0402, "theo": 0.6368, "change": 0.26, "open": 0.61, "high": 0.83, "low": 0.54, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T15:15:12", "percent_change": 63.4146, "prev_day_close": 0.650000005960464}, {"option": "SPY261218P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9979, "gamma": 0.0008, "vega": 0.0171, "theta": -0.072, "rho": 0.0, "theo": 48.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.95, "last_trade_time": "2026-10-21T15:02:53", "percent_change": 0.0, "prev_day_close": 48.9799995422363}, {"option": "SPY261218C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 46421.0, "volume": 111427.0, "delta": 0.0534, "gamma": 0.0039, "vega": 0.2861, "theta": -0.0398, "rho": 0.0385, "theo": 0.5956, "change": 0.215, "open": 0.67, "high": 0.78, "low": 0.53, "tick": "no_change", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T16:08:05", "percent_change": 55.8442, "prev_day_close": 0.605000019073486}, {"option": "SPY261218P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 73.0, "volume": 0.0, "delta": -0.9995, "gamma": 0.0002, "vega": 0.0023, "theta": -0.072, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.55, "last_trade_time": "2026-11-10T14:38:03", "percent_change": 0.0, "prev_day_close": 49.9850006103516}, {"option": "SPY261218C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 1038.0, "volume": 153.0, "delta": 0.0502, "gamma": 0.0037, "vega": 0.2704, "theta": -0.0379, "rho": 0.0372, "theo": 0.5552, "change": 0.25, "open": 0.54, "high": 0.7, "low": 0.53, "tick": "down", "last_trade_price": 0.61, "last_trade_time": "2026-11-11T15:03:21", "percent_change": 69.4444, "prev_day_close": 0.564999997615814}, {"option": "SPY261218P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 50.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.39, "last_trade_time": "2026-10-13T09:50:14", "percent_change": 0.0, "prev_day_close": 50.9799995422363}, {"option": "SPY261218C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 1609.0, "volume": 111.0, "delta": 0.0472, "gamma": 0.0035, "vega": 0.2588, "theta": -0.0362, "rho": 0.0361, "theo": 0.5177, "change": 0.21, "open": 0.61, "high": 0.66, "low": 0.5, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T15:19:54", "percent_change": 61.7647, "prev_day_close": 0.524999976158142}, {"option": "SPY261218P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 51.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.34, "last_trade_time": "2026-10-26T13:01:53", "percent_change": 0.0, "prev_day_close": 51.9799995422363}, {"option": "SPY261218C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 1526.0, "volume": 222.0, "delta": 0.0442, "gamma": 0.0034, "vega": 0.2518, "theta": -0.0344, "rho": 0.0353, "theo": 0.4809, "change": 0.18, "open": 0.51, "high": 0.62, "low": 0.5, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:32:55", "percent_change": 56.25, "prev_day_close": 0.495000004768372}, {"option": "SPY261218P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 52.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.58, "last_trade_time": "2026-10-02T09:30:31", "percent_change": 0.0, "prev_day_close": 52.9799995422363}, {"option": "SPY261218C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 648.0, "volume": 92.0, "delta": 0.0418, "gamma": 0.0032, "vega": 0.2419, "theta": -0.0329, "rho": 0.0292, "theo": 0.4518, "change": 0.18, "open": 0.49, "high": 0.56, "low": 0.39, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T15:11:52", "percent_change": 60.0, "prev_day_close": 0.459999993443489}, {"option": "SPY261218P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 53.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.51, "last_trade_time": "2026-10-12T10:30:18", "percent_change": 0.0, "prev_day_close": 53.9799995422363}, {"option": "SPY261218C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 18319.0, "volume": 620.0, "delta": 0.0395, "gamma": 0.003, "vega": 0.2308, "theta": -0.0315, "rho": 0.0279, "theo": 0.4247, "change": 0.135, "open": 0.52, "high": 0.56, "low": 0.37, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T16:08:05", "percent_change": 47.3684, "prev_day_close": 0.435000002384186}, {"option": "SPY261218P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.64, "last_trade_time": "2026-11-09T11:27:59", "percent_change": 0.0, "prev_day_close": 54.9799995422363}, {"option": "SPY261218C00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1171, "open_interest": 1217.0, "volume": 227.0, "delta": 0.0374, "gamma": 0.0029, "vega": 0.2199, "theta": -0.0302, "rho": 0.0268, "theo": 0.4, "change": 0.12, "open": 0.43, "high": 0.51, "low": 0.37, "tick": "no_change", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T15:53:50", "percent_change": 44.4444, "prev_day_close": 0.405000001192093}, {"option": "SPY261218P00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 55.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.93, "last_trade_time": "2026-10-14T10:53:26", "percent_change": 0.0, "prev_day_close": 55.9799995422363}, {"option": "SPY261218C00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 998.0, "volume": 152.0, "delta": 0.0353, "gamma": 0.0027, "vega": 0.2091, "theta": -0.0289, "rho": 0.0258, "theo": 0.3761, "change": 0.225, "open": 0.32, "high": 0.48, "low": 0.32, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T13:57:49", "percent_change": 88.2353, "prev_day_close": 0.379999995231628}, {"option": "SPY261218P00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 56.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.9799995422363}, {"option": "SPY261218C00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1181, "open_interest": 3686.0, "volume": 121.0, "delta": 0.0334, "gamma": 0.0026, "vega": 0.1989, "theta": -0.0277, "rho": 0.025, "theo": 0.3547, "change": 0.115, "open": 0.38, "high": 0.46, "low": 0.34, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:32:55", "percent_change": 46.9388, "prev_day_close": 0.355000004172325}, {"option": "SPY261218P00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 57.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.96, "last_trade_time": "2026-11-02T15:03:33", "percent_change": 0.0, "prev_day_close": 57.9799995422363}, {"option": "SPY261218C00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 2220.0, "volume": 35.0, "delta": 0.0317, "gamma": 0.0025, "vega": 0.191, "theta": -0.0266, "rho": 0.0244, "theo": 0.3347, "change": 0.11, "open": 0.36, "high": 0.43, "low": 0.32, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T15:23:06", "percent_change": 47.8261, "prev_day_close": 0.33500000834465}, {"option": "SPY261218P00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 58.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.9799995422363}, {"option": "SPY261218C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1191, "open_interest": 16676.0, "volume": 253.0, "delta": 0.0298, "gamma": 0.0024, "vega": 0.186, "theta": -0.0254, "rho": 0.0239, "theo": 0.3136, "change": 0.105, "open": 0.34, "high": 0.41, "low": 0.28, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T16:01:52", "percent_change": 48.8372, "prev_day_close": 0.314999997615814}, {"option": "SPY261218P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.86, "last_trade_time": "2026-11-04T14:30:51", "percent_change": 0.0, "prev_day_close": 59.9799995422363}, {"option": "SPY261218C00821000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1199, "open_interest": 3090.0, "volume": 114.0, "delta": 0.0284, "gamma": 0.0022, "vega": 0.1792, "theta": -0.0245, "rho": 0.0198, "theo": 0.2976, "change": 0.095, "open": 0.33, "high": 0.37, "low": 0.3, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T15:24:38", "percent_change": 46.3415, "prev_day_close": 0.295000001788139}, {"option": "SPY261218P00821000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 60.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.9850006103516}, {"option": "SPY261218C00822000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 1536.0, "volume": 33.0, "delta": 0.027, "gamma": 0.0022, "vega": 0.1719, "theta": -0.0236, "rho": 0.019, "theo": 0.2827, "change": 0.115, "open": 0.31, "high": 0.36, "low": 0.31, "tick": "no_change", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T14:12:36", "percent_change": 58.9744, "prev_day_close": 0.284999996423721}, {"option": "SPY261218P00822000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 61.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.95, "last_trade_time": "2026-10-08T16:02:28", "percent_change": 0.0, "prev_day_close": 61.9799995422363}, {"option": "SPY261218C00823000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 1695.0, "volume": 45.0, "delta": 0.0257, "gamma": 0.002, "vega": 0.1649, "theta": -0.0227, "rho": 0.0183, "theo": 0.269, "change": 0.105, "open": 0.31, "high": 0.31, "low": 0.27, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T11:37:55", "percent_change": 53.8462, "prev_day_close": 0.265000000596046}, {"option": "SPY261218P00823000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 62.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 62.9799995422363}, {"option": "SPY261218C00824000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 2275.0, "volume": 340.0, "delta": 0.0246, "gamma": 0.002, "vega": 0.1585, "theta": -0.022, "rho": 0.0177, "theo": 0.2566, "change": 0.105, "open": 0.26, "high": 0.29, "low": 0.26, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T14:07:44", "percent_change": 56.7568, "prev_day_close": 0.254999995231628}, {"option": "SPY261218P00824000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 63.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 52.94, "last_trade_time": "2026-10-20T10:39:17", "percent_change": 0.0, "prev_day_close": 63.9799995422363}, {"option": "SPY261218C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 15800.0, "volume": 141.0, "delta": 0.0235, "gamma": 0.0019, "vega": 0.152, "theta": -0.0212, "rho": 0.0172, "theo": 0.2445, "change": 0.075, "open": 0.29, "high": 0.3, "low": 0.22, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:48:31", "percent_change": 42.8571, "prev_day_close": 0.244999997317791}, {"option": "SPY261218P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 55.09, "last_trade_time": "2026-10-29T12:59:25", "percent_change": 0.0, "prev_day_close": 64.9799995422363}, {"option": "SPY261218C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 35019.0, "volume": 148.0, "delta": 0.0187, "gamma": 0.0015, "vega": 0.1282, "theta": -0.018, "rho": 0.0131, "theo": 0.1947, "change": 0.055, "open": 0.23, "high": 0.24, "low": 0.17, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T15:44:27", "percent_change": 37.931, "prev_day_close": 0.195000000298023}, {"option": "SPY261218P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 15.0, "volume": 5.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 69.795, "change": -11.39, "open": 70.0, "high": 70.0, "low": 69.36, "tick": "no_change", "last_trade_price": 69.36, "last_trade_time": "2026-11-11T14:46:37", "percent_change": -14.1053, "prev_day_close": 69.9799995422363}, {"option": "SPY261218C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 13233.0, "volume": 73.0, "delta": 0.0154, "gamma": 0.0012, "vega": 0.1081, "theta": -0.0156, "rho": 0.0112, "theo": 0.1614, "change": 0.045, "open": 0.15, "high": 0.19, "low": 0.15, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T14:12:36", "percent_change": 36.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261218P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 80.86, "last_trade_time": "2026-11-03T15:54:37", "percent_change": 0.0, "prev_day_close": 74.9799995422363}, {"option": "SPY261218C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1345, "open_interest": 9407.0, "volume": 24.0, "delta": 0.0127, "gamma": 0.001, "vega": 0.093, "theta": -0.0136, "rho": 0.0102, "theo": 0.1337, "change": 0.045, "open": 0.13, "high": 0.16, "low": 0.13, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T13:43:53", "percent_change": 42.8571, "prev_day_close": 0.134999997913837}, {"option": "SPY261218P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.32, "last_trade_time": "2026-11-05T11:17:53", "percent_change": 0.0, "prev_day_close": 79.9799995422363}, {"option": "SPY261218C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1385, "open_interest": 7032.0, "volume": 22.0, "delta": 0.0109, "gamma": 0.0009, "vega": 0.0812, "theta": -0.0123, "rho": 0.0077, "theo": 0.1164, "change": 0.015, "open": 0.08, "high": 0.13, "low": 0.08, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:25:18", "percent_change": 15.7895, "prev_day_close": 0.114999998360872}, {"option": "SPY261218P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.74, "last_trade_time": "2026-11-03T15:55:43", "percent_change": 0.0, "prev_day_close": 84.9799995422363}, {"option": "SPY261218C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1438, "open_interest": 15254.0, "volume": 164.0, "delta": 0.0094, "gamma": 0.0007, "vega": 0.0708, "theta": -0.0111, "rho": 0.007, "theo": 0.102, "change": 0.025, "open": 0.1, "high": 0.12, "low": 0.09, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T16:11:49", "percent_change": 29.4118, "prev_day_close": 0.105000000447035}, {"option": "SPY261218P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 89.795, "change": -10.83, "open": 89.91, "high": 89.91, "low": 89.91, "tick": "down", "last_trade_price": 89.91, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -10.7504, "prev_day_close": 89.9799995422363}, {"option": "SPY261218C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1471, "open_interest": 7312.0, "volume": 19.0, "delta": 0.0081, "gamma": 0.0006, "vega": 0.0633, "theta": -0.01, "rho": 0.0064, "theo": 0.0892, "change": 0.015, "open": 0.1, "high": 0.1, "low": 0.09, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:54:05", "percent_change": 20.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261218P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 94.8, "change": -10.82, "open": 94.93, "high": 94.93, "low": 94.93, "tick": "down", "last_trade_price": 94.93, "last_trade_time": "2026-11-11T15:51:51", "percent_change": -10.2317, "prev_day_close": 94.9799995422363}, {"option": "SPY261218C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 3423.0, "volume": 22.0, "delta": 0.0072, "gamma": 0.0005, "vega": 0.0569, "theta": -0.0093, "rho": 0.0051, "theo": 0.0806, "change": 0.015, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T16:04:30", "percent_change": 23.0769, "prev_day_close": 0.0850000008940697}, {"option": "SPY261218P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 88.71, "last_trade_time": "2026-09-21T12:19:13", "percent_change": 0.0, "prev_day_close": 99.9799995422363}, {"option": "SPY261218C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1578, "open_interest": 4424.0, "volume": 0.0, "delta": 0.0064, "gamma": 0.0005, "vega": 0.0505, "theta": -0.0085, "rho": 0.0046, "theo": 0.0721, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T09:42:27", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261218P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.35, "last_trade_time": "2026-10-30T14:34:17", "percent_change": 0.0, "prev_day_close": 104.979999542236}, {"option": "SPY261218C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 3584.0, "volume": 7.0, "delta": 0.0057, "gamma": 0.0004, "vega": 0.045, "theta": -0.0079, "rho": 0.0042, "theo": 0.0653, "change": 0.015, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T14:25:22", "percent_change": 27.2727, "prev_day_close": 0.0649999994784594}, {"option": "SPY261218P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 109.79, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.06, "last_trade_time": "2026-09-21T12:32:13", "percent_change": 0.0, "prev_day_close": 109.979999542236}, {"option": "SPY261218C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1679, "open_interest": 6944.0, "volume": 9.0, "delta": 0.005, "gamma": 0.0004, "vega": 0.0417, "theta": -0.0073, "rho": 0.0037, "theo": 0.0591, "change": 0.015, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T14:28:57", "percent_change": 33.3333, "prev_day_close": 0.0649999994784594}, {"option": "SPY261218P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.71, "last_trade_time": "2026-08-20T13:22:33", "percent_change": 0.0, "prev_day_close": 114.979999542236}, {"option": "SPY261218C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.171, "open_interest": 14204.0, "volume": 2.0, "delta": 0.0046, "gamma": 0.0003, "vega": 0.0381, "theta": -0.0069, "rho": 0.0032, "theo": 0.0545, "change": 0.005, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T11:54:42", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261218P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 114.71, "last_trade_time": "2026-08-20T13:22:34", "percent_change": 0.0, "prev_day_close": 119.979999542236}, {"option": "SPY261218C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.177, "open_interest": 4670.0, "volume": 2.0, "delta": 0.0042, "gamma": 0.0003, "vega": 0.0348, "theta": -0.0065, "rho": 0.003, "theo": 0.0504, "change": 0.005, "open": 0.06, "high": 0.06, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T14:27:57", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261218P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 119.69, "last_trade_time": "2026-08-20T13:22:34", "percent_change": 0.0, "prev_day_close": 124.974998474121}, {"option": "SPY261218C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1793, "open_interest": 2289.0, "volume": 1.0, "delta": 0.0038, "gamma": 0.0003, "vega": 0.0316, "theta": -0.0061, "rho": 0.0028, "theo": 0.0466, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:46:36", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261218P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 129.79, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.975006103516}, {"option": "SPY261218C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1851, "open_interest": 1849.0, "volume": 35.0, "delta": 0.0035, "gamma": 0.0002, "vega": 0.0289, "theta": -0.0057, "rho": 0.0026, "theo": 0.0431, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T09:40:07", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY261218P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.975006103516}, {"option": "SPY261218C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 14179.0, "volume": 82.0, "delta": 0.0032, "gamma": 0.0002, "vega": 0.0272, "theta": -0.0054, "rho": 0.0024, "theo": 0.0398, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T13:54:00", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY261218P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 129.64, "last_trade_time": "2026-09-04T10:26:11", "percent_change": 0.0, "prev_day_close": 139.975006103516}, {"option": "SPY261218C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1919, "open_interest": 2588.0, "volume": 5.0, "delta": 0.0029, "gamma": 0.0002, "vega": 0.0252, "theta": -0.0051, "rho": 0.002, "theo": 0.0371, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T09:30:02", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261218P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 127.09, "last_trade_time": "2026-08-13T16:05:54", "percent_change": 0.0, "prev_day_close": 144.980003356934}, {"option": "SPY261218C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1974, "open_interest": 4483.0, "volume": 542.0, "delta": 0.0027, "gamma": 0.0002, "vega": 0.0233, "theta": -0.0048, "rho": 0.0019, "theo": 0.0348, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T15:57:58", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261218P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 252.32, "last_trade_time": "2025-09-17T15:56:46", "percent_change": 0.0, "prev_day_close": 149.975006103516}, {"option": "SPY261218C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1968, "open_interest": 2642.0, "volume": 130.0, "delta": 0.0025, "gamma": 0.0002, "vega": 0.0216, "theta": -0.0046, "rho": 0.0018, "theo": 0.0326, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:07:18", "percent_change": 20.0, "prev_day_close": 0.034999999217689}, {"option": "SPY261218P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.975006103516}, {"option": "SPY261218C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2054, "open_interest": 972.0, "volume": 177.0, "delta": 0.0023, "gamma": 0.0001, "vega": 0.0201, "theta": -0.0044, "rho": 0.0017, "theo": 0.0309, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:06:01", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.980003356934}, {"option": "SPY261218C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2075, "open_interest": 1439.0, "volume": 7.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0185, "theta": -0.0041, "rho": 0.0016, "theo": 0.0286, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T11:52:26", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 253.05, "last_trade_time": "2025-11-06T13:51:45", "percent_change": 0.0, "prev_day_close": 164.980003356934}, {"option": "SPY261218C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2128, "open_interest": 1750.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0001, "vega": 0.0175, "theta": -0.0039, "rho": 0.0015, "theo": 0.0268, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T10:35:10", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 191.5, "last_trade_time": "2026-05-15T16:00:49", "percent_change": 0.0, "prev_day_close": 169.980003356934}, {"option": "SPY261218C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2179, "open_interest": 2487.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0001, "vega": 0.0164, "theta": -0.0037, "rho": 0.0013, "theo": 0.0251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T15:38:23", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 247.55, "last_trade_time": "2025-12-30T15:54:05", "percent_change": 0.0, "prev_day_close": 174.974998474121}, {"option": "SPY261218C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 580.0, "volume": 207.0, "delta": 0.0017, "gamma": 0.0001, "vega": 0.0154, "theta": -0.0036, "rho": 0.0012, "theo": 0.0237, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:05:40", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.974998474121}, {"option": "SPY261218C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2238, "open_interest": 263.0, "volume": 138.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0144, "theta": -0.0034, "rho": 0.0011, "theo": 0.0224, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T09:52:41", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261218P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.974998474121}, {"option": "SPY261218C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2236, "open_interest": 11440.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.0134, "theta": -0.0032, "rho": 0.0011, "theo": 0.0212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:37:29", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.974998474121}, {"option": "SPY261218C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2284, "open_interest": 1136.0, "volume": 20.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0125, "theta": -0.0031, "rho": 0.001, "theo": 0.02, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:52:37", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.974998474121}, {"option": "SPY261218C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2333, "open_interest": 4010.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0001, "vega": 0.0117, "theta": -0.003, "rho": 0.0009, "theo": 0.0189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:22:07", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.974998474121}, {"option": "SPY261218C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.238, "open_interest": 4632.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0111, "theta": -0.0028, "rho": 0.0009, "theo": 0.0179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:26:26", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 198.43, "last_trade_time": "2026-08-21T15:50:12", "percent_change": 0.0, "prev_day_close": 204.974998474121}, {"option": "SPY261218C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2428, "open_interest": 16416.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.0106, "theta": -0.0027, "rho": 0.0008, "theo": 0.0169, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T10:20:48", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 203.41, "last_trade_time": "2026-08-21T15:50:12", "percent_change": 0.0, "prev_day_close": 209.974998474121}, {"option": "SPY261218C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2475, "open_interest": 6189.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0001, "vega": 0.01, "theta": -0.0026, "rho": 0.0008, "theo": 0.016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T13:31:27", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.974998474121}, {"option": "SPY261218C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 6435.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0001, "vega": 0.0094, "theta": -0.0025, "rho": 0.0007, "theo": 0.0152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T12:21:07", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 213.07, "last_trade_time": "2026-08-20T10:39:35", "percent_change": 0.0, "prev_day_close": 219.974998474121}, {"option": "SPY261218C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2568, "open_interest": 2247.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.0089, "theta": -0.0024, "rho": 0.0007, "theo": 0.0145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T11:32:17", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.974998474121}, {"option": "SPY261218C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2535, "open_interest": 1652.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0084, "theta": -0.0023, "rho": 0.0006, "theo": 0.0138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T11:33:53", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY261218P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.974998474121}, {"option": "SPY261218C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.258, "open_interest": 2802.0, "volume": 331.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0079, "theta": -0.0022, "rho": 0.0006, "theo": 0.0131, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:46:32", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 225.12, "last_trade_time": "2026-10-02T15:54:35", "percent_change": 0.0, "prev_day_close": 234.970001220703}, {"option": "SPY261218C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2624, "open_interest": 15255.0, "volume": 636.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0074, "theta": -0.0021, "rho": 0.0006, "theo": 0.0125, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:11:26", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY261218P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.072, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 262.0, "last_trade_time": "2026-11-06T13:41:37", "percent_change": 0.0, "prev_day_close": 239.970001220703}, {"option": "SPY261224C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.439, "open_interest": 0.0, "volume": 0.0, "delta": 0.9945, "gamma": 0.0001, "vega": 0.0391, "theta": 0.0, "rho": 0.4885, "theo": 262.3251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 262.320007324219}, {"option": "SPY261224P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5067, "open_interest": 32.0, "volume": 13.0, "delta": -0.0061, "gamma": 0.0001, "vega": 0.0459, "theta": -0.0251, "rho": -0.0056, "theo": 0.258, "change": -0.14, "open": 0.26, "high": 0.26, "low": 0.25, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:21:39", "percent_change": -35.8974, "prev_day_close": 0.260000005364418}, {"option": "SPY261224C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0001, "vega": 0.0426, "theta": 0.0, "rho": 0.4941, "theo": 257.3531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 257.370002746582}, {"option": "SPY261224P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5002, "open_interest": 3.0, "volume": 1.0, "delta": -0.0065, "gamma": 0.0001, "vega": 0.0489, "theta": -0.0263, "rho": -0.006, "theo": 0.2737, "change": -0.15, "open": 0.26, "high": 0.26, "low": 0.26, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T12:47:13", "percent_change": -36.5854, "prev_day_close": 0.280000001192093}, {"option": "SPY261224C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4367, "open_interest": 0.0, "volume": 0.0, "delta": 0.9938, "gamma": 0.0001, "vega": 0.0446, "theta": 0.0, "rho": 0.4987, "theo": 252.3933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 252.460006713867}, {"option": "SPY261224P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4913, "open_interest": 5.0, "volume": 0.0, "delta": -0.0069, "gamma": 0.0001, "vega": 0.0513, "theta": -0.0272, "rho": -0.0063, "theo": 0.2866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.81, "last_trade_time": "2026-11-06T11:53:46", "percent_change": 0.0, "prev_day_close": 0.290000006556511}, {"option": "SPY261224C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4335, "open_interest": 0.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0001, "vega": 0.0467, "theta": 0.0, "rho": 0.5033, "theo": 247.429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 247.434997558594}, {"option": "SPY261224P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4845, "open_interest": 18.0, "volume": 11.0, "delta": -0.0073, "gamma": 0.0002, "vega": 0.0541, "theta": -0.0283, "rho": -0.0067, "theo": 0.302, "change": -0.12, "open": 0.32, "high": 0.36, "low": 0.32, "tick": "down", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T10:15:25", "percent_change": -26.087, "prev_day_close": 0.310000002384186}, {"option": "SPY261224C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3619, "open_interest": 0.0, "volume": 0.0, "delta": 0.993, "gamma": 0.0001, "vega": 0.0488, "theta": 0.0, "rho": 0.508, "theo": 242.4651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 242.459999084473}, {"option": "SPY261224P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4755, "open_interest": 13.0, "volume": 2.0, "delta": -0.0078, "gamma": 0.0002, "vega": 0.057, "theta": -0.0295, "rho": -0.0071, "theo": 0.3183, "change": -0.16, "open": 0.32, "high": 0.32, "low": 0.32, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T15:56:09", "percent_change": -33.3333, "prev_day_close": 0.320000007748604}, {"option": "SPY261224C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4271, "open_interest": 0.0, "volume": 0.0, "delta": 0.9926, "gamma": 0.0002, "vega": 0.051, "theta": 0.0, "rho": 0.5125, "theo": 237.5017, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 237.504997253418}, {"option": "SPY261224P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4682, "open_interest": 3.0, "volume": 1.0, "delta": -0.0083, "gamma": 0.0002, "vega": 0.0602, "theta": -0.0306, "rho": -0.0076, "theo": 0.3353, "change": -0.17, "open": 0.33, "high": 0.33, "low": 0.33, "tick": "down", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T12:47:13", "percent_change": -34.0, "prev_day_close": 0.340000003576279}, {"option": "SPY261224C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4215, "open_interest": 0.0, "volume": 0.0, "delta": 0.9921, "gamma": 0.0002, "vega": 0.0532, "theta": 0.0, "rho": 0.5171, "theo": 232.5388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 232.575004577637}, {"option": "SPY261224P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4602, "open_interest": 15.0, "volume": 0.0, "delta": -0.0088, "gamma": 0.0002, "vega": 0.0635, "theta": -0.0318, "rho": -0.0081, "theo": 0.3527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-11-10T12:57:15", "percent_change": 0.0, "prev_day_close": 0.359999999403954}, {"option": "SPY261224C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4157, "open_interest": 0.0, "volume": 0.0, "delta": 0.9917, "gamma": 0.0002, "vega": 0.0555, "theta": 0.0, "rho": 0.5217, "theo": 227.5764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 227.580001831055}, {"option": "SPY261224P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4526, "open_interest": 0.0, "volume": 0.0, "delta": -0.0094, "gamma": 0.0002, "vega": 0.0671, "theta": -0.0331, "rho": -0.0086, "theo": 0.3716, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.370000004768372}, {"option": "SPY261224C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4035, "open_interest": 0.0, "volume": 0.0, "delta": 0.9911, "gamma": 0.0002, "vega": 0.0602, "theta": 0.0, "rho": 0.5263, "theo": 222.6145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 222.625}, {"option": "SPY261224P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4444, "open_interest": 0.0, "volume": 0.0, "delta": -0.01, "gamma": 0.0002, "vega": 0.071, "theta": -0.0343, "rho": -0.0092, "theo": 0.3907, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.390000000596046}, {"option": "SPY261224C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.406, "open_interest": 0.0, "volume": 0.0, "delta": 0.9906, "gamma": 0.0002, "vega": 0.0656, "theta": 0.0, "rho": 0.5308, "theo": 217.6531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 217.675003051758}, {"option": "SPY261224P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4367, "open_interest": 5.0, "volume": 1.0, "delta": -0.0106, "gamma": 0.0002, "vega": 0.0752, "theta": -0.0356, "rho": -0.0097, "theo": 0.4111, "change": -0.16, "open": 0.45, "high": 0.45, "low": 0.45, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T09:31:07", "percent_change": -26.2295, "prev_day_close": 0.409999996423721}, {"option": "SPY261224C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4016, "open_interest": 0.0, "volume": 0.0, "delta": 0.99, "gamma": 0.0002, "vega": 0.0706, "theta": 0.0, "rho": 0.5366, "theo": 212.6929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 212.699996948242}, {"option": "SPY261224P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4292, "open_interest": 9.0, "volume": 9.0, "delta": -0.0113, "gamma": 0.0003, "vega": 0.0794, "theta": -0.037, "rho": -0.0103, "theo": 0.4332, "change": -0.2, "open": 0.43, "high": 0.44, "low": 0.43, "tick": "up", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T12:10:32", "percent_change": -31.25, "prev_day_close": 0.429999992251396}, {"option": "SPY261224C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3953, "open_interest": 0.0, "volume": 0.0, "delta": 0.9894, "gamma": 0.0002, "vega": 0.0738, "theta": 0.0, "rho": 0.541, "theo": 207.7353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 207.764999389648}, {"option": "SPY261224P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4214, "open_interest": 6.0, "volume": 0.0, "delta": -0.012, "gamma": 0.0003, "vega": 0.0835, "theta": -0.0383, "rho": -0.0109, "theo": 0.4556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.52, "last_trade_time": "2026-11-06T13:13:42", "percent_change": 0.0, "prev_day_close": 0.459999993443489}, {"option": "SPY261224C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3774, "open_interest": 0.0, "volume": 0.0, "delta": 0.9887, "gamma": 0.0003, "vega": 0.0772, "theta": 0.0, "rho": 0.5454, "theo": 202.7784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 202.819999694824}, {"option": "SPY261224P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4136, "open_interest": 10.0, "volume": 1.0, "delta": -0.0128, "gamma": 0.0003, "vega": 0.0881, "theta": -0.0398, "rho": -0.0116, "theo": 0.4799, "change": -0.26, "open": 0.45, "high": 0.45, "low": 0.45, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T12:38:21", "percent_change": -36.6197, "prev_day_close": 0.480000004172325}, {"option": "SPY261224C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.384, "open_interest": 0.0, "volume": 0.0, "delta": 0.9879, "gamma": 0.0003, "vega": 0.0807, "theta": -0.0016, "rho": 0.5498, "theo": 197.8223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 197.830001831055}, {"option": "SPY261224P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.406, "open_interest": 1.0, "volume": 1.0, "delta": -0.0136, "gamma": 0.0003, "vega": 0.093, "theta": -0.0412, "rho": -0.0124, "theo": 0.5049, "change": -0.25, "open": 0.5, "high": 0.5, "low": 0.5, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T13:14:48", "percent_change": -33.3333, "prev_day_close": 0.504999995231628}, {"option": "SPY261224C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3622, "open_interest": 1.0, "volume": 4.0, "delta": 0.9872, "gamma": 0.0003, "vega": 0.0843, "theta": -0.0039, "rho": 0.5541, "theo": 192.8671, "change": 11.17, "open": 193.12, "high": 193.19, "low": 193.01, "tick": "up", "last_trade_price": 193.19, "last_trade_time": "2026-11-11T14:33:12", "percent_change": 6.13669, "prev_day_close": 192.889999389648}, {"option": "SPY261224P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3984, "open_interest": 8.0, "volume": 5.0, "delta": -0.0145, "gamma": 0.0004, "vega": 0.0981, "theta": -0.0427, "rho": -0.0132, "theo": 0.5307, "change": -0.25, "open": 0.57, "high": 0.57, "low": 0.54, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T11:36:25", "percent_change": -31.6456, "prev_day_close": 0.530000001192093}, {"option": "SPY261224C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3578, "open_interest": 0.0, "volume": 0.0, "delta": 0.9863, "gamma": 0.0003, "vega": 0.0879, "theta": -0.0063, "rho": 0.5585, "theo": 187.9128, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 187.819999694824}, {"option": "SPY261224P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.391, "open_interest": 3.0, "volume": 0.0, "delta": -0.0154, "gamma": 0.0004, "vega": 0.1036, "theta": -0.0442, "rho": -0.0141, "theo": 0.5584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.85, "last_trade_time": "2026-11-10T10:25:41", "percent_change": 0.0, "prev_day_close": 0.560000002384186}, {"option": "SPY261224C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3654, "open_interest": 50.0, "volume": 100.0, "delta": 0.9854, "gamma": 0.0004, "vega": 0.0942, "theta": -0.0087, "rho": 0.5628, "theo": 182.9594, "change": 10.905, "open": 183.12, "high": 183.12, "low": 183.11, "tick": "down", "last_trade_price": 183.11, "last_trade_time": "2026-11-11T15:07:51", "percent_change": 6.33257, "prev_day_close": 182.915000915527}, {"option": "SPY261224P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3833, "open_interest": 26.0, "volume": 2.0, "delta": -0.0164, "gamma": 0.0004, "vega": 0.1102, "theta": -0.0459, "rho": -0.0151, "theo": 0.5893, "change": -0.28, "open": 0.59, "high": 0.59, "low": 0.59, "tick": "no_change", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T14:13:09", "percent_change": -32.1839, "prev_day_close": 0.590000003576279}, {"option": "SPY261224C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3589, "open_interest": 50.0, "volume": 102.0, "delta": 0.9845, "gamma": 0.0004, "vega": 0.1024, "theta": -0.0111, "rho": 0.567, "theo": 178.007, "change": 11.165, "open": 179.83, "high": 179.9, "low": 178.46, "tick": "down", "last_trade_price": 178.46, "last_trade_time": "2026-11-11T14:33:49", "percent_change": 6.67384, "prev_day_close": 177.95499420166}, {"option": "SPY261224P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3756, "open_interest": 11.0, "volume": 4.0, "delta": -0.0175, "gamma": 0.0004, "vega": 0.1165, "theta": -0.0475, "rho": -0.016, "theo": 0.6188, "change": -0.31, "open": 0.7, "high": 0.7, "low": 0.61, "tick": "down", "last_trade_price": 0.61, "last_trade_time": "2026-11-11T12:44:06", "percent_change": -33.6957, "prev_day_close": 0.620000004768372}, {"option": "SPY261224C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3522, "open_interest": 27.0, "volume": 50.0, "delta": 0.9835, "gamma": 0.0004, "vega": 0.1108, "theta": -0.0136, "rho": 0.5731, "theo": 173.0561, "change": 11.695, "open": 173.88, "high": 173.89, "low": 173.88, "tick": "up", "last_trade_price": 173.89, "last_trade_time": "2026-11-11T13:04:35", "percent_change": 7.21046, "prev_day_close": 173.004997253418}, {"option": "SPY261224P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3678, "open_interest": 3.0, "volume": 1.0, "delta": -0.0187, "gamma": 0.0005, "vega": 0.1227, "theta": -0.0493, "rho": -0.017, "theo": 0.6531, "change": -0.335, "open": 0.64, "high": 0.64, "low": 0.64, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T14:57:28", "percent_change": -34.359, "prev_day_close": 0.655000001192093}, {"option": "SPY261224C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3363, "open_interest": 0.0, "volume": 0.0, "delta": 0.9824, "gamma": 0.0005, "vega": 0.1161, "theta": -0.0162, "rho": 0.5771, "theo": 168.1099, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 168.180000305176}, {"option": "SPY261224P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3604, "open_interest": 2.0, "volume": 0.0, "delta": -0.02, "gamma": 0.0005, "vega": 0.1294, "theta": -0.0511, "rho": -0.0181, "theo": 0.6889, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.95, "last_trade_time": "2026-11-10T15:52:11", "percent_change": 0.0, "prev_day_close": 0.689999997615814}, {"option": "SPY261224C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3399, "open_interest": 70.0, "volume": 140.0, "delta": 0.9811, "gamma": 0.0005, "vega": 0.1216, "theta": -0.0189, "rho": 0.5811, "theo": 163.1655, "change": 11.18, "open": 162.64, "high": 163.7, "low": 162.64, "tick": "no_change", "last_trade_price": 163.7, "last_trade_time": "2026-11-11T14:57:10", "percent_change": 7.33018, "prev_day_close": 163.209999084473}, {"option": "SPY261224P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3525, "open_interest": 122.0, "volume": 10.0, "delta": -0.0213, "gamma": 0.0006, "vega": 0.1368, "theta": -0.0529, "rho": -0.0193, "theo": 0.726, "change": -0.355, "open": 0.79, "high": 0.79, "low": 0.73, "tick": "down", "last_trade_price": 0.73, "last_trade_time": "2026-11-11T14:25:54", "percent_change": -32.7189, "prev_day_close": 0.730000019073486}, {"option": "SPY261224C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3336, "open_interest": 326.0, "volume": 402.0, "delta": 0.9798, "gamma": 0.0006, "vega": 0.1274, "theta": -0.0217, "rho": 0.585, "theo": 158.223, "change": 11.22, "open": 158.25, "high": 158.71, "low": 158.2, "tick": "down", "last_trade_price": 158.67, "last_trade_time": "2026-11-11T14:33:31", "percent_change": 7.60936, "prev_day_close": 158.180000305176}, {"option": "SPY261224P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.345, "open_interest": 20.0, "volume": 6.0, "delta": -0.0228, "gamma": 0.0006, "vega": 0.1447, "theta": -0.0548, "rho": -0.0207, "theo": 0.7657, "change": -0.375, "open": 0.87, "high": 0.87, "low": 0.72, "tick": "up", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T14:27:22", "percent_change": -32.7511, "prev_day_close": 0.769999980926514}, {"option": "SPY261224C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3181, "open_interest": 408.0, "volume": 440.0, "delta": 0.9783, "gamma": 0.0006, "vega": 0.1332, "theta": -0.0245, "rho": 0.5888, "theo": 153.2826, "change": 10.915, "open": 151.65, "high": 154.58, "low": 151.6, "tick": "up", "last_trade_price": 153.63, "last_trade_time": "2026-11-11T14:36:00", "percent_change": 7.64811, "prev_day_close": 153.245002746582}, {"option": "SPY261224P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3377, "open_interest": 26.0, "volume": 6.0, "delta": -0.0244, "gamma": 0.0006, "vega": 0.1539, "theta": -0.0568, "rho": -0.0222, "theo": 0.8099, "change": -0.405, "open": 0.91, "high": 0.93, "low": 0.81, "tick": "down", "last_trade_price": 0.81, "last_trade_time": "2026-11-11T14:27:15", "percent_change": -33.3333, "prev_day_close": 0.814999997615814}, {"option": "SPY261224C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3203, "open_interest": 437.0, "volume": 304.0, "delta": 0.9768, "gamma": 0.0006, "vega": 0.1416, "theta": -0.0274, "rho": 0.5926, "theo": 148.3394, "change": 11.265, "open": 147.63, "high": 149.73, "low": 147.58, "tick": "up", "last_trade_price": 149.07, "last_trade_time": "2026-11-11T14:40:23", "percent_change": 8.17459, "prev_day_close": 148.299995422363}, {"option": "SPY261224P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3298, "open_interest": 88.0, "volume": 1.0, "delta": -0.0261, "gamma": 0.0007, "vega": 0.1638, "theta": -0.0589, "rho": -0.0238, "theo": 0.8563, "change": -0.43, "open": 0.86, "high": 0.86, "low": 0.86, "tick": "down", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T14:27:06", "percent_change": -33.3333, "prev_day_close": 0.865000009536743}, {"option": "SPY261224C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3137, "open_interest": 536.0, "volume": 542.0, "delta": 0.9751, "gamma": 0.0007, "vega": 0.1544, "theta": -0.0304, "rho": 0.5964, "theo": 143.4037, "change": 10.915, "open": 142.64, "high": 143.87, "low": 142.62, "tick": "up", "last_trade_price": 143.85, "last_trade_time": "2026-11-11T14:56:26", "percent_change": 8.21078, "prev_day_close": 143.449996948242}, {"option": "SPY261224P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3226, "open_interest": 184.0, "volume": 12.0, "delta": -0.0281, "gamma": 0.0008, "vega": 0.1733, "theta": -0.0612, "rho": -0.0254, "theo": 0.9075, "change": -0.49, "open": 1.1, "high": 1.1, "low": 0.89, "tick": "no_change", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T15:14:27", "percent_change": -35.5072, "prev_day_close": 0.91499999165535}, {"option": "SPY261224C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3001, "open_interest": 205.0, "volume": 200.0, "delta": 0.9732, "gamma": 0.0008, "vega": 0.1678, "theta": -0.0336, "rho": 0.6024, "theo": 138.4715, "change": 10.68, "open": 137.81, "high": 138.81, "low": 137.78, "tick": "down", "last_trade_price": 138.8, "last_trade_time": "2026-11-11T14:33:23", "percent_change": 8.33594, "prev_day_close": 138.429992675781}, {"option": "SPY261224P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.315, "open_interest": 75.0, "volume": 5.0, "delta": -0.0302, "gamma": 0.0008, "vega": 0.1834, "theta": -0.0636, "rho": -0.0272, "theo": 0.9638, "change": -0.515, "open": 0.97, "high": 0.98, "low": 0.95, "tick": "down", "last_trade_price": 0.95, "last_trade_time": "2026-11-11T14:58:51", "percent_change": -35.1536, "prev_day_close": 0.974999994039536}, {"option": "SPY261224C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3002, "open_interest": 163.0, "volume": 400.0, "delta": 0.9711, "gamma": 0.0008, "vega": 0.1767, "theta": -0.0369, "rho": 0.6056, "theo": 133.5531, "change": 11.69, "open": 132.85, "high": 134.92, "low": 132.81, "tick": "up", "last_trade_price": 134.92, "last_trade_time": "2026-11-11T12:56:52", "percent_change": 9.48633, "prev_day_close": 133.550003051758}, {"option": "SPY261224P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3076, "open_interest": 699.0, "volume": 212.0, "delta": -0.0325, "gamma": 0.0009, "vega": 0.1948, "theta": -0.066, "rho": -0.0293, "theo": 1.0242, "change": -0.54, "open": 1.13, "high": 1.25, "low": 1.02, "tick": "down", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T15:46:09", "percent_change": -34.6154, "prev_day_close": 1.0349999666214}, {"option": "SPY261224C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.294, "open_interest": 427.0, "volume": 322.0, "delta": 0.9688, "gamma": 0.0009, "vega": 0.186, "theta": -0.0404, "rho": 0.6087, "theo": 128.6292, "change": 11.655, "open": 124.69, "high": 130.0, "low": 124.68, "tick": "up", "last_trade_price": 130.0, "last_trade_time": "2026-11-11T12:56:52", "percent_change": 9.84832, "prev_day_close": 128.625}, {"option": "SPY261224P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3003, "open_interest": 41.0, "volume": 32.0, "delta": -0.035, "gamma": 0.001, "vega": 0.2074, "theta": -0.0686, "rho": -0.0317, "theo": 1.0894, "change": -0.59, "open": 1.2, "high": 1.29, "low": 1.08, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T14:58:28", "percent_change": -35.3293, "prev_day_close": 1.10500001907349}, {"option": "SPY261224C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2876, "open_interest": 413.0, "volume": 414.0, "delta": 0.9662, "gamma": 0.001, "vega": 0.1955, "theta": -0.044, "rho": 0.6117, "theo": 123.7153, "change": 11.02, "open": 119.58, "high": 124.47, "low": 119.53, "tick": "up", "last_trade_price": 124.44, "last_trade_time": "2026-11-11T13:02:47", "percent_change": 9.7161, "prev_day_close": 123.735000610352}, {"option": "SPY261224P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2932, "open_interest": 647.0, "volume": 483.0, "delta": -0.0378, "gamma": 0.0011, "vega": 0.222, "theta": -0.0714, "rho": -0.0342, "theo": 1.1613, "change": -0.64, "open": 1.23, "high": 1.23, "low": 1.14, "tick": "down", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T14:40:30", "percent_change": -35.7542, "prev_day_close": 1.17500001192093}, {"option": "SPY261224C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2803, "open_interest": 381.0, "volume": 562.0, "delta": 0.9633, "gamma": 0.0011, "vega": 0.209, "theta": -0.0478, "rho": 0.6146, "theo": 118.8068, "change": 10.65, "open": 114.64, "high": 119.29, "low": 114.62, "tick": "down", "last_trade_price": 119.26, "last_trade_time": "2026-11-11T14:55:59", "percent_change": 9.80573, "prev_day_close": 118.815002441406}, {"option": "SPY261224P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.286, "open_interest": 257.0, "volume": 40.0, "delta": -0.041, "gamma": 0.0012, "vega": 0.237, "theta": -0.0744, "rho": -0.0371, "theo": 1.2422, "change": -0.685, "open": 1.47, "high": 1.47, "low": 1.24, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-11T14:37:08", "percent_change": -35.5844, "prev_day_close": 1.25499999523163}, {"option": "SPY261224C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2736, "open_interest": 123.0, "volume": 246.0, "delta": 0.9602, "gamma": 0.0012, "vega": 0.23, "theta": -0.0519, "rho": 0.6173, "theo": 113.9093, "change": 10.865, "open": 109.84, "high": 114.74, "low": 109.81, "tick": "down", "last_trade_price": 114.61, "last_trade_time": "2026-11-11T13:02:52", "percent_change": 10.4728, "prev_day_close": 113.965000152588}, {"option": "SPY261224P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2785, "open_interest": 558.0, "volume": 240.0, "delta": -0.0446, "gamma": 0.0013, "vega": 0.252, "theta": -0.0777, "rho": -0.04, "theo": 1.335, "change": -0.7, "open": 1.49, "high": 1.61, "low": 1.3, "tick": "up", "last_trade_price": 1.37, "last_trade_time": "2026-11-11T15:54:51", "percent_change": -33.8164, "prev_day_close": 1.34500002861023}, {"option": "SPY261224C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2678, "open_interest": 61.0, "volume": 82.0, "delta": 0.9566, "gamma": 0.0013, "vega": 0.2482, "theta": -0.0561, "rho": 0.6225, "theo": 109.0187, "change": 8.065, "open": 104.7, "high": 106.99, "low": 104.7, "tick": "down", "last_trade_price": 106.95, "last_trade_time": "2026-11-11T10:55:13", "percent_change": 8.15594, "prev_day_close": 109.090000152588}, {"option": "SPY261224P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2716, "open_interest": 87.0, "volume": 27.0, "delta": -0.0484, "gamma": 0.0014, "vega": 0.269, "theta": -0.081, "rho": -0.0435, "theo": 1.4331, "change": -0.77, "open": 1.48, "high": 1.48, "low": 1.43, "tick": "down", "last_trade_price": 1.47, "last_trade_time": "2026-11-11T14:26:32", "percent_change": -34.375, "prev_day_close": 1.44999998807907}, {"option": "SPY261224C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2653, "open_interest": 392.0, "volume": 384.0, "delta": 0.9525, "gamma": 0.0015, "vega": 0.2628, "theta": -0.0607, "rho": 0.6242, "theo": 104.137, "change": 9.48, "open": 100.99, "high": 103.65, "low": 99.75, "tick": "down", "last_trade_price": 103.62, "last_trade_time": "2026-11-11T11:49:38", "percent_change": 10.0701, "prev_day_close": 104.220001220703}, {"option": "SPY261224P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2647, "open_interest": 672.0, "volume": 278.0, "delta": -0.0528, "gamma": 0.0016, "vega": 0.2887, "theta": -0.0847, "rho": -0.0476, "theo": 1.5436, "change": -0.89, "open": 1.86, "high": 1.86, "low": 1.5, "tick": "down", "last_trade_price": 1.53, "last_trade_time": "2026-11-11T15:06:01", "percent_change": -36.7769, "prev_day_close": 1.56499999761581}, {"option": "SPY261224C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2599, "open_interest": 270.0, "volume": 104.0, "delta": 0.948, "gamma": 0.0016, "vega": 0.2778, "theta": -0.0655, "rho": 0.6256, "theo": 99.2706, "change": 9.205, "open": 95.97, "high": 98.61, "low": 95.27, "tick": "down", "last_trade_price": 98.57, "last_trade_time": "2026-11-11T11:48:38", "percent_change": 10.3005, "prev_day_close": 99.3699989318848}, {"option": "SPY261224P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2576, "open_interest": 227.0, "volume": 111.0, "delta": -0.0578, "gamma": 0.0017, "vega": 0.3119, "theta": -0.0886, "rho": -0.052, "theo": 1.6705, "change": -0.97, "open": 1.93, "high": 2.01, "low": 1.65, "tick": "no_change", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T15:04:10", "percent_change": -36.8821, "prev_day_close": 1.68999999761581}, {"option": "SPY261224C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 173.0, "volume": 202.0, "delta": 0.9429, "gamma": 0.0018, "vega": 0.3021, "theta": -0.0705, "rho": 0.6269, "theo": 94.4204, "change": 9.405, "open": 90.64, "high": 94.02, "low": 90.64, "tick": "up", "last_trade_price": 94.0, "last_trade_time": "2026-11-11T11:49:56", "percent_change": 11.1177, "prev_day_close": 94.5849990844726}, {"option": "SPY261224P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2507, "open_interest": 287.0, "volume": 60.0, "delta": -0.0634, "gamma": 0.0019, "vega": 0.3325, "theta": -0.0929, "rho": -0.0567, "theo": 1.8134, "change": -1.06, "open": 2.06, "high": 2.19, "low": 1.77, "tick": "no_change", "last_trade_price": 1.81, "last_trade_time": "2026-11-11T16:09:17", "percent_change": -36.9338, "prev_day_close": 1.83499997854233}, {"option": "SPY261224C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2464, "open_interest": 94.0, "volume": 186.0, "delta": 0.9372, "gamma": 0.002, "vega": 0.3341, "theta": -0.0759, "rho": 0.6313, "theo": 89.5744, "change": 7.465, "open": 85.7, "high": 87.34, "low": 85.26, "tick": "down", "last_trade_price": 87.3, "last_trade_time": "2026-11-11T11:10:05", "percent_change": 9.35054, "prev_day_close": 89.7150001525879}, {"option": "SPY261224P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.244, "open_interest": 230.0, "volume": 40.0, "delta": -0.0696, "gamma": 0.0021, "vega": 0.3568, "theta": -0.0973, "rho": -0.0622, "theo": 1.9715, "change": -1.13, "open": 2.23, "high": 2.42, "low": 1.9, "tick": "no_change", "last_trade_price": 2.0, "last_trade_time": "2026-11-11T14:33:51", "percent_change": -36.1022, "prev_day_close": 1.99500000476837}, {"option": "SPY261224C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2394, "open_interest": 3.0, "volume": 4.0, "delta": 0.9305, "gamma": 0.0022, "vega": 0.3553, "theta": -0.0816, "rho": 0.6308, "theo": 84.7667, "change": 5.965, "open": 81.79, "high": 81.79, "low": 81.03, "tick": "down", "last_trade_price": 81.03, "last_trade_time": "2026-11-11T10:12:48", "percent_change": 7.94645, "prev_day_close": 84.9249992370606}, {"option": "SPY261224P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2375, "open_interest": 206.0, "volume": 64.0, "delta": -0.0766, "gamma": 0.0023, "vega": 0.3856, "theta": -0.102, "rho": -0.0686, "theo": 2.15, "change": -1.26, "open": 2.48, "high": 2.72, "low": 2.08, "tick": "up", "last_trade_price": 2.16, "last_trade_time": "2026-11-11T15:23:49", "percent_change": -36.8421, "prev_day_close": 2.1800000667572}, {"option": "SPY261224C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 104.0, "volume": 166.0, "delta": 0.923, "gamma": 0.0024, "vega": 0.377, "theta": -0.0876, "rho": 0.6299, "theo": 79.968, "change": 5.515, "open": 76.88, "high": 77.14, "low": 75.93, "tick": "no_change", "last_trade_price": 75.93, "last_trade_time": "2026-11-11T10:20:52", "percent_change": 7.83214, "prev_day_close": 80.1399993896484}, {"option": "SPY261224P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2307, "open_interest": 238.0, "volume": 165.0, "delta": -0.0847, "gamma": 0.0026, "vega": 0.4155, "theta": -0.107, "rho": -0.076, "theo": 2.3552, "change": -1.355, "open": 2.67, "high": 2.91, "low": 2.27, "tick": "up", "last_trade_price": 2.41, "last_trade_time": "2026-11-11T15:58:35", "percent_change": -35.9894, "prev_day_close": 2.38499999046326}, {"option": "SPY261224C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2252, "open_interest": 213.0, "volume": 401.0, "delta": 0.9145, "gamma": 0.0027, "vega": 0.4146, "theta": -0.0939, "rho": 0.6286, "theo": 75.1991, "change": 9.865, "open": 71.61, "high": 75.71, "low": 71.1, "tick": "up", "last_trade_price": 75.71, "last_trade_time": "2026-11-11T14:52:45", "percent_change": 14.9822, "prev_day_close": 75.4049987792969}, {"option": "SPY261224P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2241, "open_interest": 304.0, "volume": 77.0, "delta": -0.0938, "gamma": 0.0029, "vega": 0.445, "theta": -0.1124, "rho": -0.0835, "theo": 2.5886, "change": -1.515, "open": 2.98, "high": 3.17, "low": 2.5, "tick": "no_change", "last_trade_price": 2.62, "last_trade_time": "2026-11-11T15:50:34", "percent_change": -36.6385, "prev_day_close": 2.62000000476837}, {"option": "SPY261224C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 63.0, "volume": 20.0, "delta": 0.9048, "gamma": 0.0031, "vega": 0.4524, "theta": -0.1005, "rho": 0.6301, "theo": 70.4538, "change": 5.435, "open": 66.73, "high": 66.73, "low": 66.7, "tick": "down", "last_trade_price": 66.7, "last_trade_time": "2026-11-11T10:12:59", "percent_change": 8.8713, "prev_day_close": 70.685001373291}, {"option": "SPY261224P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2178, "open_interest": 556.0, "volume": 393.0, "delta": -0.1042, "gamma": 0.0032, "vega": 0.4816, "theta": -0.118, "rho": -0.0929, "theo": 2.8535, "change": -1.62, "open": 3.33, "high": 3.52, "low": 2.73, "tick": "no_change", "last_trade_price": 2.95, "last_trade_time": "2026-11-11T15:56:28", "percent_change": -35.4486, "prev_day_close": 2.87999999523163}, {"option": "SPY261224C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2134, "open_interest": 33.0, "volume": 4.0, "delta": 0.8936, "gamma": 0.0034, "vega": 0.4813, "theta": -0.1074, "rho": 0.6262, "theo": 65.7524, "change": 5.28, "open": 62.75, "high": 62.75, "low": 62.01, "tick": "down", "last_trade_price": 62.01, "last_trade_time": "2026-11-11T10:24:38", "percent_change": 9.30725, "prev_day_close": 65.6049995422363}, {"option": "SPY261224P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2113, "open_interest": 469.0, "volume": 329.0, "delta": -0.1159, "gamma": 0.0035, "vega": 0.5205, "theta": -0.1237, "rho": -0.1037, "theo": 3.154, "change": -1.89, "open": 3.98, "high": 4.02, "low": 3.01, "tick": "down", "last_trade_price": 3.17, "last_trade_time": "2026-11-11T16:05:33", "percent_change": -37.3518, "prev_day_close": 3.20000004768372}, {"option": "SPY261224C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2177, "open_interest": 20.0, "volume": 0.0, "delta": 0.881, "gamma": 0.0038, "vega": 0.5238, "theta": -0.1145, "rho": 0.6216, "theo": 61.0836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.43, "last_trade_time": "2026-11-10T15:03:05", "percent_change": 0.0, "prev_day_close": 61.810001373291}, {"option": "SPY261224P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 359.0, "volume": 174.0, "delta": -0.1294, "gamma": 0.004, "vega": 0.5579, "theta": -0.1297, "rho": -0.1148, "theo": 3.5011, "change": -2.03, "open": 4.2, "high": 4.45, "low": 3.36, "tick": "up", "last_trade_price": 3.59, "last_trade_time": "2026-11-11T15:58:35", "percent_change": -36.121, "prev_day_close": 3.55499994754791}, {"option": "SPY261224C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2005, "open_interest": 6.0, "volume": 0.0, "delta": 0.8664, "gamma": 0.0042, "vega": 0.5722, "theta": -0.1218, "rho": 0.6197, "theo": 56.4651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.01, "last_trade_time": "2026-11-10T12:04:22", "percent_change": 0.0, "prev_day_close": 56.3249988555908}, {"option": "SPY261224P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1987, "open_interest": 368.0, "volume": 227.0, "delta": -0.1448, "gamma": 0.0044, "vega": 0.605, "theta": -0.1359, "rho": -0.1285, "theo": 3.898, "change": -2.23, "open": 4.51, "high": 4.91, "low": 3.72, "tick": "up", "last_trade_price": 4.02, "last_trade_time": "2026-11-11T15:56:16", "percent_change": -35.68, "prev_day_close": 3.9650000333786}, {"option": "SPY261224C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1941, "open_interest": 2.0, "volume": 0.0, "delta": 0.8498, "gamma": 0.0048, "vega": 0.6079, "theta": -0.1292, "rho": 0.6113, "theo": 51.907, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 48.35, "last_trade_time": "2026-11-09T15:48:23", "percent_change": 0.0, "prev_day_close": 51.7800006866455}, {"option": "SPY261224P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 881.0, "volume": 862.0, "delta": -0.1622, "gamma": 0.0049, "vega": 0.6476, "theta": -0.142, "rho": -0.1436, "theo": 4.3542, "change": -2.475, "open": 5.24, "high": 5.54, "low": 4.24, "tick": "up", "last_trade_price": 4.49, "last_trade_time": "2026-11-11T15:56:16", "percent_change": -35.5348, "prev_day_close": 4.42999982833862}, {"option": "SPY261224C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.188, "open_interest": 2.0, "volume": 0.0, "delta": 0.8308, "gamma": 0.0053, "vega": 0.6692, "theta": -0.1367, "rho": 0.6019, "theo": 47.4019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.98, "last_trade_time": "2026-11-10T13:39:03", "percent_change": 0.0, "prev_day_close": 47.2900009155273}, {"option": "SPY261224P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1862, "open_interest": 239.0, "volume": 115.0, "delta": -0.1822, "gamma": 0.0055, "vega": 0.6967, "theta": -0.1482, "rho": -0.161, "theo": 4.8809, "change": -2.89, "open": 5.96, "high": 6.07, "low": 4.7, "tick": "up", "last_trade_price": 4.9, "last_trade_time": "2026-11-11T15:49:36", "percent_change": -37.0988, "prev_day_close": 4.96000003814697}, {"option": "SPY261224C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1815, "open_interest": 6.0, "volume": 0.0, "delta": 0.8088, "gamma": 0.0059, "vega": 0.7127, "theta": -0.1439, "rho": 0.5936, "theo": 42.9922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.4, "last_trade_time": "2026-11-10T12:54:00", "percent_change": 0.0, "prev_day_close": 42.8649997711182}, {"option": "SPY261224P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1801, "open_interest": 636.0, "volume": 540.0, "delta": -0.205, "gamma": 0.0061, "vega": 0.7481, "theta": -0.1541, "rho": -0.1816, "theo": 5.4925, "change": -3.075, "open": 6.51, "high": 6.96, "low": 5.25, "tick": "up", "last_trade_price": 5.65, "last_trade_time": "2026-11-11T15:56:35", "percent_change": -35.2436, "prev_day_close": 5.58500003814697}, {"option": "SPY261224C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1894, "open_interest": 0.0, "volume": 0.0, "delta": 0.8041, "gamma": 0.0061, "vega": 0.7208, "theta": -0.1454, "rho": 0.5908, "theo": 42.1197, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.9949989318848}, {"option": "SPY261224P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 118.0, "volume": 21.0, "delta": -0.2098, "gamma": 0.0062, "vega": 0.7565, "theta": -0.1552, "rho": -0.1852, "theo": 5.6218, "change": -3.235, "open": 6.92, "high": 6.92, "low": 5.38, "tick": "up", "last_trade_price": 5.69, "last_trade_time": "2026-11-11T15:23:22", "percent_change": -36.2465, "prev_day_close": 5.72000002861023}, {"option": "SPY261224C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1885, "open_interest": 91.0, "volume": 0.0, "delta": 0.7992, "gamma": 0.0062, "vega": 0.7288, "theta": -0.1468, "rho": 0.588, "theo": 41.2502, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.12, "last_trade_time": "2026-11-10T15:59:32", "percent_change": 0.0, "prev_day_close": 41.1350002288818}, {"option": "SPY261224P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1776, "open_interest": 57.0, "volume": 2.0, "delta": -0.215, "gamma": 0.0063, "vega": 0.7659, "theta": -0.1564, "rho": -0.1895, "theo": 5.7628, "change": -3.3, "open": 6.34, "high": 6.34, "low": 5.83, "tick": "down", "last_trade_price": 5.83, "last_trade_time": "2026-11-11T12:36:47", "percent_change": -36.1446, "prev_day_close": 5.85500001907349}, {"option": "SPY261224C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1853, "open_interest": 4.0, "volume": 2.0, "delta": 0.7942, "gamma": 0.0063, "vega": 0.7369, "theta": -0.1482, "rho": 0.5851, "theo": 40.384, "change": 5.225, "open": 38.04, "high": 38.1, "low": 38.04, "tick": "up", "last_trade_price": 38.1, "last_trade_time": "2026-11-11T09:40:32", "percent_change": 15.8935, "prev_day_close": 40.2749996185303}, {"option": "SPY261224P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 143.0, "volume": 41.0, "delta": -0.2202, "gamma": 0.0064, "vega": 0.7764, "theta": -0.1575, "rho": -0.1939, "theo": 5.9031, "change": -3.29, "open": 7.18, "high": 7.25, "low": 5.91, "tick": "down", "last_trade_price": 6.05, "last_trade_time": "2026-11-11T15:58:21", "percent_change": -35.2248, "prev_day_close": 6.0}, {"option": "SPY261224C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.185, "open_interest": 0.0, "volume": 0.0, "delta": 0.7891, "gamma": 0.0065, "vega": 0.7495, "theta": -0.1496, "rho": 0.5821, "theo": 39.5342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.3899993896484}, {"option": "SPY261224P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 79.0, "volume": 55.0, "delta": -0.2252, "gamma": 0.0066, "vega": 0.7875, "theta": -0.1585, "rho": -0.1985, "theo": 6.0405, "change": -3.37, "open": 6.76, "high": 6.76, "low": 6.03, "tick": "up", "last_trade_price": 6.18, "last_trade_time": "2026-11-11T15:58:00", "percent_change": -35.288, "prev_day_close": 6.15000009536743}, {"option": "SPY261224C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 9.0, "volume": 3.0, "delta": 0.7838, "gamma": 0.0066, "vega": 0.7659, "theta": -0.151, "rho": 0.579, "theo": 38.6614, "change": 4.45, "open": 35.97, "high": 35.97, "low": 35.73, "tick": "down", "last_trade_price": 35.73, "last_trade_time": "2026-11-11T10:07:07", "percent_change": 14.2263, "prev_day_close": 38.5599994659424}, {"option": "SPY261224P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 230.0, "volume": 89.0, "delta": -0.2309, "gamma": 0.0067, "vega": 0.7986, "theta": -0.1596, "rho": -0.2034, "theo": 6.1963, "change": -3.565, "open": 7.21, "high": 7.59, "low": 5.92, "tick": "down", "last_trade_price": 6.21, "last_trade_time": "2026-11-11T16:05:33", "percent_change": -36.4706, "prev_day_close": 6.30000019073486}, {"option": "SPY261224C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 88.0, "volume": 0.0, "delta": 0.7784, "gamma": 0.0068, "vega": 0.7826, "theta": -0.1524, "rho": 0.5758, "theo": 37.8051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.87, "last_trade_time": "2026-11-10T11:05:23", "percent_change": 0.0, "prev_day_close": 37.7049999237061}, {"option": "SPY261224P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1729, "open_interest": 10.0, "volume": 3.0, "delta": -0.2366, "gamma": 0.0069, "vega": 0.8082, "theta": -0.1607, "rho": -0.2083, "theo": 6.3506, "change": -3.485, "open": 7.4, "high": 7.4, "low": 6.36, "tick": "up", "last_trade_price": 6.52, "last_trade_time": "2026-11-11T15:56:58", "percent_change": -34.8326, "prev_day_close": 6.45499992370606}, {"option": "SPY261224C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1793, "open_interest": 4.0, "volume": 4.0, "delta": 0.7728, "gamma": 0.0069, "vega": 0.7948, "theta": -0.1537, "rho": 0.5772, "theo": 36.9615, "change": 6.275, "open": 35.74, "high": 35.99, "low": 35.74, "tick": "up", "last_trade_price": 35.99, "last_trade_time": "2026-11-11T11:22:42", "percent_change": 21.1173, "prev_day_close": 36.8350009918213}, {"option": "SPY261224P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 16.0, "volume": 12.0, "delta": -0.242, "gamma": 0.007, "vega": 0.8206, "theta": -0.1617, "rho": -0.2132, "theo": 6.5018, "change": -3.63, "open": 6.67, "high": 6.67, "low": 6.5, "tick": "up", "last_trade_price": 6.61, "last_trade_time": "2026-11-11T15:50:52", "percent_change": -35.4492, "prev_day_close": 6.61500000953674}, {"option": "SPY261224C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1782, "open_interest": 0.0, "volume": 0.0, "delta": 0.7671, "gamma": 0.007, "vega": 0.8036, "theta": -0.1549, "rho": 0.5733, "theo": 36.121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.2350006103516}, {"option": "SPY261224P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 16.0, "volume": 13.0, "delta": -0.2479, "gamma": 0.0071, "vega": 0.8339, "theta": -0.1626, "rho": -0.2186, "theo": 6.6646, "change": -3.8, "open": 7.17, "high": 7.17, "low": 6.58, "tick": "up", "last_trade_price": 6.68, "last_trade_time": "2026-11-11T15:48:07", "percent_change": -36.2595, "prev_day_close": 6.78499984741211}, {"option": "SPY261224C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 1.0, "volume": 0.0, "delta": 0.7611, "gamma": 0.0072, "vega": 0.8122, "theta": -0.1562, "rho": 0.5693, "theo": 35.2805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.91, "last_trade_time": "2026-11-09T10:00:30", "percent_change": 0.0, "prev_day_close": 35.1599998474121}, {"option": "SPY261224P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1693, "open_interest": 18.0, "volume": 11.0, "delta": -0.2543, "gamma": 0.0073, "vega": 0.8426, "theta": -0.1636, "rho": -0.2254, "theo": 6.8438, "change": -3.755, "open": 7.49, "high": 7.49, "low": 6.72, "tick": "down", "last_trade_price": 6.97, "last_trade_time": "2026-11-11T15:44:11", "percent_change": -35.0117, "prev_day_close": 6.95499992370606}, {"option": "SPY261224C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 18.0, "volume": 4.0, "delta": 0.7552, "gamma": 0.0073, "vega": 0.8205, "theta": -0.1574, "rho": 0.5654, "theo": 34.4612, "change": 7.705, "open": 32.58, "high": 35.23, "low": 32.58, "tick": "up", "last_trade_price": 35.23, "last_trade_time": "2026-11-11T12:31:46", "percent_change": 27.9927, "prev_day_close": 34.3800010681152}, {"option": "SPY261224P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 408.0, "volume": 86.0, "delta": -0.2606, "gamma": 0.0074, "vega": 0.8507, "theta": -0.1645, "rho": -0.2299, "theo": 7.0196, "change": -3.85, "open": 8.39, "high": 8.58, "low": 6.7, "tick": "up", "last_trade_price": 7.13, "last_trade_time": "2026-11-11T15:50:01", "percent_change": -35.0638, "prev_day_close": 7.125}, {"option": "SPY261224C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 5.0, "volume": 0.0, "delta": 0.749, "gamma": 0.0075, "vega": 0.8288, "theta": -0.1586, "rho": 0.5614, "theo": 33.6333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.42, "last_trade_time": "2026-11-09T10:00:30", "percent_change": 0.0, "prev_day_close": 32.8000001907349}, {"option": "SPY261224P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 14.0, "volume": 9.0, "delta": -0.267, "gamma": 0.0076, "vega": 0.8593, "theta": -0.1654, "rho": -0.2348, "theo": 7.1994, "change": -4.145, "open": 8.59, "high": 8.59, "low": 7.09, "tick": "down", "last_trade_price": 7.09, "last_trade_time": "2026-11-11T13:17:11", "percent_change": -36.8936, "prev_day_close": 7.31000018119812}, {"option": "SPY261224C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 79.0, "volume": 0.0, "delta": 0.7425, "gamma": 0.0076, "vega": 0.8371, "theta": -0.1597, "rho": 0.5572, "theo": 32.7972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.72, "last_trade_time": "2026-11-10T12:29:32", "percent_change": 0.0, "prev_day_close": 31.9549989700317}, {"option": "SPY261224P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1657, "open_interest": 57.0, "volume": 17.0, "delta": -0.2735, "gamma": 0.0077, "vega": 0.8683, "theta": -0.1662, "rho": -0.2401, "theo": 7.3835, "change": -4.115, "open": 8.74, "high": 9.07, "low": 7.39, "tick": "no_change", "last_trade_price": 7.39, "last_trade_time": "2026-11-11T15:14:51", "percent_change": -35.7671, "prev_day_close": 7.49499988555908}, {"option": "SPY261224C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 5.0, "volume": 1.0, "delta": 0.736, "gamma": 0.0078, "vega": 0.8452, "theta": -0.1608, "rho": 0.553, "theo": 31.9782, "change": 7.245, "open": 32.42, "high": 32.42, "low": 32.42, "tick": "up", "last_trade_price": 32.42, "last_trade_time": "2026-11-11T12:00:52", "percent_change": 28.7785, "prev_day_close": 31.8499994277954}, {"option": "SPY261224P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 50.0, "volume": 9.0, "delta": -0.2799, "gamma": 0.0079, "vega": 0.8792, "theta": -0.167, "rho": -0.2458, "theo": 7.5663, "change": -4.1, "open": 9.17, "high": 9.17, "low": 7.56, "tick": "up", "last_trade_price": 7.68, "last_trade_time": "2026-11-11T15:53:10", "percent_change": -34.8048, "prev_day_close": 7.68499994277954}, {"option": "SPY261224C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1691, "open_interest": 21.0, "volume": 3.0, "delta": 0.7292, "gamma": 0.008, "vega": 0.8546, "theta": -0.162, "rho": 0.5487, "theo": 31.1638, "change": 7.105, "open": 28.44, "high": 31.58, "low": 28.44, "tick": "up", "last_trade_price": 31.58, "last_trade_time": "2026-11-11T12:15:35", "percent_change": 29.0296, "prev_day_close": 31.0450000762939}, {"option": "SPY261224P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1632, "open_interest": 28.0, "volume": 13.0, "delta": -0.287, "gamma": 0.008, "vega": 0.8904, "theta": -0.1678, "rho": -0.2519, "theo": 7.7677, "change": -4.265, "open": 9.2, "high": 9.41, "low": 7.8, "tick": "down", "last_trade_price": 7.8, "last_trade_time": "2026-11-11T15:50:34", "percent_change": -35.3502, "prev_day_close": 7.88499999046326}, {"option": "SPY261224C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 7.0, "volume": 3.0, "delta": 0.7224, "gamma": 0.0081, "vega": 0.8716, "theta": -0.163, "rho": 0.5443, "theo": 30.3581, "change": 7.11, "open": 30.48, "high": 30.88, "low": 30.48, "tick": "up", "last_trade_price": 30.88, "last_trade_time": "2026-11-11T14:15:50", "percent_change": 29.9117, "prev_day_close": 30.2799997329712}, {"option": "SPY261224P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 459.0, "volume": 96.0, "delta": -0.2941, "gamma": 0.0082, "vega": 0.8994, "theta": -0.1684, "rho": -0.258, "theo": 7.9701, "change": -4.275, "open": 9.51, "high": 9.87, "low": 7.6, "tick": "up", "last_trade_price": 8.08, "last_trade_time": "2026-11-11T15:50:34", "percent_change": -34.6014, "prev_day_close": 8.08500003814697}, {"option": "SPY261224C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1693, "open_interest": 75.0, "volume": 13.0, "delta": 0.7154, "gamma": 0.0083, "vega": 0.889, "theta": -0.164, "rho": 0.54, "theo": 29.5614, "change": 6.865, "open": 26.99, "high": 29.91, "low": 26.99, "tick": "up", "last_trade_price": 29.91, "last_trade_time": "2026-11-11T12:00:56", "percent_change": 29.7895, "prev_day_close": 29.4350004196167}, {"option": "SPY261224P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 86.0, "volume": 19.0, "delta": -0.3009, "gamma": 0.0083, "vega": 0.9095, "theta": -0.1691, "rho": -0.2641, "theo": 8.1683, "change": -4.49, "open": 9.6, "high": 9.8, "low": 8.16, "tick": "down", "last_trade_price": 8.16, "last_trade_time": "2026-11-11T15:06:18", "percent_change": -35.4941, "prev_day_close": 8.29500007629394}, {"option": "SPY261224C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 30.0, "volume": 1.0, "delta": 0.7081, "gamma": 0.0084, "vega": 0.8985, "theta": -0.1649, "rho": 0.5394, "theo": 28.7576, "change": 7.185, "open": 29.55, "high": 29.55, "low": 29.55, "tick": "up", "last_trade_price": 29.55, "last_trade_time": "2026-11-11T13:03:31", "percent_change": 32.1261, "prev_day_close": 28.6399993896484}, {"option": "SPY261224P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 28.0, "volume": 22.0, "delta": -0.3084, "gamma": 0.0085, "vega": 0.9234, "theta": -0.1697, "rho": -0.2721, "theo": 8.3848, "change": -4.465, "open": 8.48, "high": 8.52, "low": 8.33, "tick": "down", "last_trade_price": 8.49, "last_trade_time": "2026-11-11T16:03:53", "percent_change": -34.4655, "prev_day_close": 8.51000022888184}, {"option": "SPY261224C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 4.0, "volume": 3.0, "delta": 0.7006, "gamma": 0.0086, "vega": 0.9065, "theta": -0.1658, "rho": 0.5341, "theo": 27.9728, "change": 7.61, "open": 29.12, "high": 29.3, "low": 29.12, "tick": "up", "last_trade_price": 29.3, "last_trade_time": "2026-11-11T13:19:23", "percent_change": 35.0853, "prev_day_close": 27.2400007247925}, {"option": "SPY261224P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1585, "open_interest": 34.0, "volume": 4.0, "delta": -0.3163, "gamma": 0.0086, "vega": 0.9304, "theta": -0.1702, "rho": -0.2791, "theo": 8.6173, "change": -4.565, "open": 8.69, "high": 8.7, "low": 8.69, "tick": "up", "last_trade_price": 8.7, "last_trade_time": "2026-11-11T14:33:02", "percent_change": -34.4139, "prev_day_close": 8.73000001907349}, {"option": "SPY261224C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 3.0, "volume": 1.0, "delta": 0.6932, "gamma": 0.0087, "vega": 0.9141, "theta": -0.1665, "rho": 0.5288, "theo": 27.2055, "change": 3.67, "open": 24.64, "high": 24.64, "low": 24.64, "tick": "up", "last_trade_price": 24.64, "last_trade_time": "2026-11-11T09:55:23", "percent_change": 17.5012, "prev_day_close": 27.0900001525879}, {"option": "SPY261224P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 10.0, "volume": 8.0, "delta": -0.3241, "gamma": 0.0088, "vega": 0.9376, "theta": -0.1706, "rho": -0.2847, "theo": 8.8473, "change": -4.625, "open": 9.76, "high": 9.76, "low": 8.92, "tick": "down", "last_trade_price": 8.96, "last_trade_time": "2026-11-11T15:44:11", "percent_change": -34.0449, "prev_day_close": 8.96000003814697}, {"option": "SPY261224C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1554, "open_interest": 61.0, "volume": 1.0, "delta": 0.6854, "gamma": 0.0089, "vega": 0.9216, "theta": -0.1672, "rho": 0.5234, "theo": 26.432, "change": 6.24, "open": 26.52, "high": 26.52, "low": 26.52, "tick": "up", "last_trade_price": 26.52, "last_trade_time": "2026-11-11T15:49:19", "percent_change": 30.7692, "prev_day_close": 26.3450002670288}, {"option": "SPY261224P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1561, "open_interest": 145.0, "volume": 31.0, "delta": -0.332, "gamma": 0.0089, "vega": 0.9451, "theta": -0.171, "rho": -0.2908, "theo": 9.0825, "change": -4.845, "open": 10.38, "high": 10.8, "low": 8.75, "tick": "down", "last_trade_price": 9.08, "last_trade_time": "2026-11-11T14:45:43", "percent_change": -34.7935, "prev_day_close": 9.19999980926514}, {"option": "SPY261224C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 4.0, "volume": 1.0, "delta": 0.6774, "gamma": 0.0091, "vega": 0.9289, "theta": -0.1679, "rho": 0.5179, "theo": 25.6643, "change": 3.89, "open": 23.5, "high": 23.5, "low": 23.5, "tick": "up", "last_trade_price": 23.5, "last_trade_time": "2026-11-11T10:08:01", "percent_change": 19.8368, "prev_day_close": 25.539999961853}, {"option": "SPY261224P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1549, "open_interest": 17.0, "volume": 17.0, "delta": -0.3401, "gamma": 0.0091, "vega": 0.9533, "theta": -0.1714, "rho": -0.2977, "theo": 9.3235, "change": -5.18, "open": 10.88, "high": 11.04, "low": 9.08, "tick": "down", "last_trade_price": 9.08, "last_trade_time": "2026-11-11T13:21:00", "percent_change": -36.3254, "prev_day_close": 9.44499969482422}, {"option": "SPY261224C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 35.0, "volume": 23.0, "delta": 0.669, "gamma": 0.0092, "vega": 0.936, "theta": -0.1685, "rho": 0.5121, "theo": 24.891, "change": 5.585, "open": 22.32, "high": 26.54, "low": 22.32, "tick": "down", "last_trade_price": 24.53, "last_trade_time": "2026-11-11T15:23:49", "percent_change": 29.4801, "prev_day_close": 24.789999961853}, {"option": "SPY261224P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1538, "open_interest": 26.0, "volume": 10.0, "delta": -0.3484, "gamma": 0.0092, "vega": 0.9634, "theta": -0.1716, "rho": -0.3048, "theo": 9.5721, "change": -4.72, "open": 11.47, "high": 11.47, "low": 9.89, "tick": "down", "last_trade_price": 9.89, "last_trade_time": "2026-11-11T12:15:02", "percent_change": -32.3066, "prev_day_close": 9.69000005722046}, {"option": "SPY261224C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 28.0, "volume": 0.0, "delta": 0.6607, "gamma": 0.0094, "vega": 0.9427, "theta": -0.1691, "rho": 0.5064, "theo": 24.1395, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.0, "last_trade_time": "2026-11-10T15:55:01", "percent_change": 0.0, "prev_day_close": 24.0200004577637}, {"option": "SPY261224P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 64.0, "volume": 14.0, "delta": -0.3565, "gamma": 0.0094, "vega": 0.9705, "theta": -0.1718, "rho": -0.3117, "theo": 9.8178, "change": -5.48, "open": 12.11, "high": 12.11, "low": 9.49, "tick": "down", "last_trade_price": 9.49, "last_trade_time": "2026-11-11T13:39:00", "percent_change": -36.6065, "prev_day_close": 9.94999980926514}, {"option": "SPY261224C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 2.0, "volume": 0.0, "delta": 0.6521, "gamma": 0.0096, "vega": 0.9588, "theta": -0.1696, "rho": 0.5006, "theo": 23.3866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 17.21, "last_trade_time": "2026-11-10T14:21:15", "percent_change": 0.0, "prev_day_close": 23.2700004577637}, {"option": "SPY261224P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1515, "open_interest": 52.0, "volume": 67.0, "delta": -0.3657, "gamma": 0.0096, "vega": 0.978, "theta": -0.1719, "rho": -0.3198, "theo": 10.0951, "change": -5.09, "open": 12.23, "high": 12.23, "low": 10.25, "tick": "down", "last_trade_price": 10.25, "last_trade_time": "2026-11-11T14:14:03", "percent_change": -33.1812, "prev_day_close": 10.2200002670288}, {"option": "SPY261224C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1497, "open_interest": 113.0, "volume": 99.0, "delta": 0.6434, "gamma": 0.0097, "vega": 0.9718, "theta": -0.17, "rho": 0.4989, "theo": 22.659, "change": 5.385, "open": 18.74, "high": 24.0, "low": 18.74, "tick": "down", "last_trade_price": 22.41, "last_trade_time": "2026-11-11T15:23:49", "percent_change": 31.63, "prev_day_close": 22.5799999237061}, {"option": "SPY261224P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1503, "open_interest": 147.0, "volume": 103.0, "delta": -0.3746, "gamma": 0.0097, "vega": 0.9894, "theta": -0.1719, "rho": -0.3311, "theo": 10.3686, "change": -5.165, "open": 12.65, "high": 12.65, "low": 9.92, "tick": "up", "last_trade_price": 10.55, "last_trade_time": "2026-11-11T15:53:39", "percent_change": -32.8667, "prev_day_close": 10.5}, {"option": "SPY261224C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1488, "open_interest": 16.0, "volume": 2.0, "delta": 0.6344, "gamma": 0.0099, "vega": 0.9782, "theta": -0.1702, "rho": 0.4921, "theo": 21.9265, "change": 4.015, "open": 18.85, "high": 20.42, "low": 18.85, "tick": "up", "last_trade_price": 20.42, "last_trade_time": "2026-11-11T11:06:29", "percent_change": 24.4742, "prev_day_close": 21.8099994659424}, {"option": "SPY261224P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 16.0, "volume": 23.0, "delta": -0.3837, "gamma": 0.0098, "vega": 0.9945, "theta": -0.1718, "rho": -0.3371, "theo": 10.655, "change": -5.27, "open": 13.05, "high": 13.05, "low": 10.19, "tick": "up", "last_trade_price": 10.83, "last_trade_time": "2026-11-11T15:53:39", "percent_change": -32.7329, "prev_day_close": 10.7799997329712}, {"option": "SPY261224C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1488, "open_interest": 13.0, "volume": 0.0, "delta": 0.6251, "gamma": 0.01, "vega": 0.9841, "theta": -0.1704, "rho": 0.4853, "theo": 21.2053, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.48, "last_trade_time": "2026-11-10T12:37:11", "percent_change": 0.0, "prev_day_close": 21.085000038147}, {"option": "SPY261224P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1479, "open_interest": 30.0, "volume": 8.0, "delta": -0.3926, "gamma": 0.01, "vega": 0.9996, "theta": -0.1716, "rho": -0.3435, "theo": 10.9336, "change": -5.475, "open": 12.89, "high": 13.06, "low": 10.89, "tick": "up", "last_trade_price": 11.03, "last_trade_time": "2026-11-11T16:03:53", "percent_change": -33.1718, "prev_day_close": 11.0750002861023}, {"option": "SPY261224C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 5.0, "volume": 1.0, "delta": 0.6157, "gamma": 0.0102, "vega": 0.9896, "theta": -0.1704, "rho": 0.4784, "theo": 20.4954, "change": 4.24, "open": 19.43, "high": 19.43, "low": 19.43, "tick": "up", "last_trade_price": 19.43, "last_trade_time": "2026-11-11T11:06:43", "percent_change": 27.9131, "prev_day_close": 20.3800001144409}, {"option": "SPY261224P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 49.0, "volume": 6.0, "delta": -0.4025, "gamma": 0.0101, "vega": 1.0051, "theta": -0.1713, "rho": -0.3512, "theo": 11.2469, "change": -5.425, "open": 13.24, "high": 13.24, "low": 11.49, "tick": "down", "last_trade_price": 11.49, "last_trade_time": "2026-11-11T12:18:22", "percent_change": -32.0721, "prev_day_close": 11.375}, {"option": "SPY261224C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1453, "open_interest": 151.0, "volume": 25.0, "delta": 0.6062, "gamma": 0.0103, "vega": 0.9946, "theta": -0.1704, "rho": 0.4715, "theo": 19.7969, "change": 6.0, "open": 18.59, "high": 20.6, "low": 18.59, "tick": "up", "last_trade_price": 20.6, "last_trade_time": "2026-11-11T12:36:14", "percent_change": 41.0959, "prev_day_close": 19.6999998092651}, {"option": "SPY261224P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1457, "open_interest": 93.0, "volume": 23.0, "delta": -0.4122, "gamma": 0.0103, "vega": 1.0113, "theta": -0.171, "rho": -0.3591, "theo": 11.5543, "change": -6.11, "open": 13.05, "high": 13.06, "low": 11.22, "tick": "down", "last_trade_price": 11.22, "last_trade_time": "2026-11-11T13:19:40", "percent_change": -35.2568, "prev_day_close": 11.6849999427795}, {"option": "SPY261224C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 165.0, "volume": 43.0, "delta": 0.5965, "gamma": 0.0105, "vega": 0.9992, "theta": -0.1703, "rho": 0.4645, "theo": 19.11, "change": 4.68, "open": 18.13, "high": 20.28, "low": 17.01, "tick": "down", "last_trade_price": 18.7, "last_trade_time": "2026-11-11T15:56:14", "percent_change": 33.3809, "prev_day_close": 19.0}, {"option": "SPY261224P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1445, "open_interest": 107.0, "volume": 68.0, "delta": -0.422, "gamma": 0.0104, "vega": 1.0164, "theta": -0.1705, "rho": -0.3677, "theo": 11.874, "change": -5.945, "open": 14.62, "high": 14.62, "low": 11.82, "tick": "down", "last_trade_price": 11.82, "last_trade_time": "2026-11-11T16:11:58", "percent_change": -33.4647, "prev_day_close": 12.0050001144409}, {"option": "SPY261224C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1431, "open_interest": 78.0, "volume": 25.0, "delta": 0.5863, "gamma": 0.0106, "vega": 1.0034, "theta": -0.1702, "rho": 0.4572, "theo": 18.4171, "change": 5.0, "open": 16.58, "high": 19.43, "low": 16.34, "tick": "down", "last_trade_price": 18.45, "last_trade_time": "2026-11-11T15:47:34", "percent_change": 37.1747, "prev_day_close": 18.3150005340576}, {"option": "SPY261224P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1435, "open_interest": 78.0, "volume": 39.0, "delta": -0.4316, "gamma": 0.0105, "vega": 1.0206, "theta": -0.17, "rho": -0.376, "theo": 12.1871, "change": -5.76, "open": 14.67, "high": 14.95, "low": 12.44, "tick": "down", "last_trade_price": 12.44, "last_trade_time": "2026-11-11T12:28:32", "percent_change": -31.6484, "prev_day_close": 12.3449997901916}, {"option": "SPY261224C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1431, "open_interest": 44.0, "volume": 8.0, "delta": 0.576, "gamma": 0.0108, "vega": 1.015, "theta": -0.1699, "rho": 0.45, "theo": 17.7363, "change": 6.155, "open": 17.0, "high": 19.22, "low": 15.73, "tick": "down", "last_trade_price": 19.05, "last_trade_time": "2026-11-11T14:01:29", "percent_change": 47.7317, "prev_day_close": 17.6350002288818}, {"option": "SPY261224P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1424, "open_interest": 30.0, "volume": 54.0, "delta": -0.4419, "gamma": 0.0107, "vega": 1.0263, "theta": -0.1694, "rho": -0.3852, "theo": 12.5247, "change": -5.72, "open": 14.61, "high": 14.84, "low": 12.32, "tick": "down", "last_trade_price": 12.88, "last_trade_time": "2026-11-11T15:59:53", "percent_change": -30.7527, "prev_day_close": 12.6950001716614}, {"option": "SPY261224C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1409, "open_interest": 135.0, "volume": 18.0, "delta": 0.5657, "gamma": 0.0109, "vega": 1.0209, "theta": -0.1694, "rho": 0.446, "theo": 17.0796, "change": 4.3, "open": 16.2, "high": 17.8, "low": 15.71, "tick": "down", "last_trade_price": 16.65, "last_trade_time": "2026-11-11T15:54:25", "percent_change": 34.8178, "prev_day_close": 17.0}, {"option": "SPY261224P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 73.0, "volume": 11.0, "delta": -0.4524, "gamma": 0.0108, "vega": 1.0291, "theta": -0.1685, "rho": -0.3962, "theo": 12.8795, "change": -6.13, "open": 14.28, "high": 14.28, "low": 12.94, "tick": "down", "last_trade_price": 12.94, "last_trade_time": "2026-11-11T15:27:35", "percent_change": -32.1447, "prev_day_close": 13.0450000762939}, {"option": "SPY261224C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 7.0, "volume": 2.0, "delta": 0.5552, "gamma": 0.011, "vega": 1.0238, "theta": -0.1689, "rho": 0.438, "theo": 16.4385, "change": 4.445, "open": 15.78, "high": 16.26, "low": 15.78, "tick": "up", "last_trade_price": 16.26, "last_trade_time": "2026-11-11T16:00:03", "percent_change": 37.6217, "prev_day_close": 16.3999996185303}, {"option": "SPY261224P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 36.0, "volume": 20.0, "delta": -0.463, "gamma": 0.0109, "vega": 1.0315, "theta": -0.1676, "rho": -0.4035, "theo": 13.242, "change": -6.315, "open": 13.7, "high": 13.7, "low": 12.85, "tick": "no_change", "last_trade_price": 13.24, "last_trade_time": "2026-11-11T16:14:18", "percent_change": -32.2935, "prev_day_close": 13.414999961853}, {"option": "SPY261224C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 315.0, "volume": 174.0, "delta": 0.5444, "gamma": 0.0111, "vega": 1.026, "theta": -0.1682, "rho": 0.4298, "theo": 15.8005, "change": 4.1, "open": 14.76, "high": 17.35, "low": 13.7, "tick": "down", "last_trade_price": 15.4, "last_trade_time": "2026-11-11T15:54:25", "percent_change": 36.2832, "prev_day_close": 15.7649998664856}, {"option": "SPY261224P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 218.0, "volume": 105.0, "delta": -0.4738, "gamma": 0.011, "vega": 1.0336, "theta": -0.1666, "rho": -0.4118, "theo": 13.6132, "change": -6.45, "open": 15.9, "high": 16.22, "low": 13.1, "tick": "down", "last_trade_price": 13.64, "last_trade_time": "2026-11-11T16:07:10", "percent_change": -32.1055, "prev_day_close": 13.789999961853}, {"option": "SPY261224C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 23.0, "volume": 29.0, "delta": 0.5334, "gamma": 0.0113, "vega": 1.0277, "theta": -0.1674, "rho": 0.4215, "theo": 15.1726, "change": 4.54, "open": 13.43, "high": 16.78, "low": 13.43, "tick": "down", "last_trade_price": 15.33, "last_trade_time": "2026-11-11T15:13:00", "percent_change": 42.076, "prev_day_close": 15.1399998664856}, {"option": "SPY261224P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 42.0, "volume": 53.0, "delta": -0.4848, "gamma": 0.0111, "vega": 1.0345, "theta": -0.1656, "rho": -0.421, "theo": 13.9958, "change": -6.395, "open": 16.26, "high": 16.26, "low": 13.87, "tick": "up", "last_trade_price": 14.16, "last_trade_time": "2026-11-11T15:24:04", "percent_change": -31.1117, "prev_day_close": 14.1799998283386}, {"option": "SPY261224C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 135.0, "volume": 53.0, "delta": 0.5222, "gamma": 0.0114, "vega": 1.0287, "theta": -0.1665, "rho": 0.4131, "theo": 14.5552, "change": 4.64, "open": 13.03, "high": 15.31, "low": 13.03, "tick": "no_change", "last_trade_price": 14.94, "last_trade_time": "2026-11-11T14:17:12", "percent_change": 45.0485, "prev_day_close": 14.5300002098084}, {"option": "SPY261224P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 242.0, "volume": 8.0, "delta": -0.496, "gamma": 0.0112, "vega": 1.0353, "theta": -0.1643, "rho": -0.4303, "theo": 14.3928, "change": -6.24, "open": 14.61, "high": 14.83, "low": 14.61, "tick": "up", "last_trade_price": 14.83, "last_trade_time": "2026-11-11T15:54:29", "percent_change": -29.6156, "prev_day_close": 14.585000038147}, {"option": "SPY261224C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1359, "open_interest": 37.0, "volume": 45.0, "delta": 0.5108, "gamma": 0.0115, "vega": 1.0291, "theta": -0.1656, "rho": 0.4047, "theo": 13.9486, "change": 5.5, "open": 13.33, "high": 15.32, "low": 13.33, "tick": "up", "last_trade_price": 15.32, "last_trade_time": "2026-11-11T13:55:59", "percent_change": 56.0081, "prev_day_close": 13.9299998283386}, {"option": "SPY261224P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 36.0, "volume": 12.0, "delta": -0.5073, "gamma": 0.0113, "vega": 1.0357, "theta": -0.163, "rho": -0.4402, "theo": 14.8007, "change": -4.53, "open": 17.12, "high": 17.12, "low": 17.12, "tick": "down", "last_trade_price": 17.12, "last_trade_time": "2026-11-11T10:12:47", "percent_change": -20.9238, "prev_day_close": 15.0050001144409}, {"option": "SPY261224C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1349, "open_interest": 20.0, "volume": 3.0, "delta": 0.4989, "gamma": 0.0116, "vega": 1.033, "theta": -0.1644, "rho": 0.3961, "theo": 13.3376, "change": 3.255, "open": 12.8, "high": 12.8, "low": 12.04, "tick": "up", "last_trade_price": 12.61, "last_trade_time": "2026-11-11T11:12:57", "percent_change": 34.7942, "prev_day_close": 13.3399996757507}, {"option": "SPY261224P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 6.0, "volume": 4.0, "delta": -0.5188, "gamma": 0.0114, "vega": 1.0331, "theta": -0.1615, "rho": -0.4531, "theo": 15.225, "change": -7.6, "open": 15.43, "high": 15.43, "low": 14.61, "tick": "down", "last_trade_price": 14.61, "last_trade_time": "2026-11-11T13:55:33", "percent_change": -34.2188, "prev_day_close": 15.4249997138977}, {"option": "SPY261224C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 303.0, "volume": 75.0, "delta": 0.4876, "gamma": 0.0116, "vega": 1.0325, "theta": -0.1632, "rho": 0.3904, "theo": 12.779, "change": 4.095, "open": 12.28, "high": 14.19, "low": 10.88, "tick": "down", "last_trade_price": 13.0, "last_trade_time": "2026-11-11T15:48:37", "percent_change": 45.9854, "prev_day_close": 12.7699999809265}, {"option": "SPY261224P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 93.0, "volume": 43.0, "delta": -0.5304, "gamma": 0.0114, "vega": 1.0325, "theta": -0.1599, "rho": -0.4601, "theo": 15.6633, "change": -6.95, "open": 18.05, "high": 18.54, "low": 14.88, "tick": "down", "last_trade_price": 15.84, "last_trade_time": "2026-11-11T15:30:51", "percent_change": -30.4958, "prev_day_close": 15.8700003623962}, {"option": "SPY261224C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1329, "open_interest": 26.0, "volume": 13.0, "delta": 0.4758, "gamma": 0.0117, "vega": 1.0307, "theta": -0.1617, "rho": 0.3812, "theo": 12.2179, "change": 5.155, "open": 11.02, "high": 13.62, "low": 10.92, "tick": "up", "last_trade_price": 13.62, "last_trade_time": "2026-11-11T13:52:46", "percent_change": 60.8978, "prev_day_close": 12.210000038147}, {"option": "SPY261224P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1331, "open_interest": 13.0, "volume": 0.0, "delta": -0.5422, "gamma": 0.0115, "vega": 1.0311, "theta": -0.1582, "rho": -0.4685, "theo": 16.1118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.17, "last_trade_time": "2026-11-05T14:03:05", "percent_change": 0.0, "prev_day_close": 16.3249998092651}, {"option": "SPY261224C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 18.0, "volume": 11.0, "delta": 0.4639, "gamma": 0.0118, "vega": 1.0282, "theta": -0.1602, "rho": 0.3719, "theo": 11.6693, "change": 3.375, "open": 12.33, "high": 12.37, "low": 11.42, "tick": "down", "last_trade_price": 11.42, "last_trade_time": "2026-11-11T15:53:50", "percent_change": 41.9515, "prev_day_close": 11.6600003242493}, {"option": "SPY261224P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 14.0, "volume": 0.0, "delta": -0.5542, "gamma": 0.0116, "vega": 1.0272, "theta": -0.1564, "rho": -0.4785, "theo": 16.5799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.89, "last_trade_time": "2026-11-10T14:00:28", "percent_change": 0.0, "prev_day_close": 16.75}, {"option": "SPY261224C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 22.0, "volume": 0.0, "delta": 0.4518, "gamma": 0.0118, "vega": 1.025, "theta": -0.1586, "rho": 0.3625, "theo": 11.1333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.25, "last_trade_time": "2026-11-10T14:05:06", "percent_change": 0.0, "prev_day_close": 11.1299996376038}, {"option": "SPY261224P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 451.0, "volume": 1.0, "delta": -0.5662, "gamma": 0.0116, "vega": 1.0218, "theta": -0.1545, "rho": -0.4881, "theo": 17.0559, "change": -4.395, "open": 20.13, "high": 20.13, "low": 20.13, "tick": "down", "last_trade_price": 20.13, "last_trade_time": "2026-11-11T09:44:40", "percent_change": -17.9205, "prev_day_close": 17.210000038147}, {"option": "SPY261224C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 21.0, "volume": 10.0, "delta": 0.4396, "gamma": 0.0118, "vega": 1.0209, "theta": -0.1568, "rho": 0.3532, "theo": 10.6103, "change": 3.785, "open": 9.28, "high": 11.02, "low": 9.27, "tick": "up", "last_trade_price": 11.02, "last_trade_time": "2026-11-11T14:12:37", "percent_change": 52.3151, "prev_day_close": 10.6100001335144}, {"option": "SPY261224P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 22.0, "volume": 13.0, "delta": -0.5782, "gamma": 0.0116, "vega": 1.0178, "theta": -0.1525, "rho": -0.498, "theo": 17.5421, "change": -7.365, "open": 16.66, "high": 17.75, "low": 16.65, "tick": "down", "last_trade_price": 17.73, "last_trade_time": "2026-11-11T15:30:51", "percent_change": -29.3485, "prev_day_close": 17.7300004959106}, {"option": "SPY261224C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 130.0, "volume": 51.0, "delta": 0.4273, "gamma": 0.0119, "vega": 1.0163, "theta": -0.155, "rho": 0.344, "theo": 10.1, "change": 3.64, "open": 9.6, "high": 11.35, "low": 8.8, "tick": "up", "last_trade_price": 10.49, "last_trade_time": "2026-11-11T14:53:35", "percent_change": 53.1387, "prev_day_close": 10.1100001335144}, {"option": "SPY261224P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 41.0, "volume": 8.0, "delta": -0.5903, "gamma": 0.0116, "vega": 1.0073, "theta": -0.1503, "rho": -0.5091, "theo": 18.0518, "change": -7.5, "open": 21.5, "high": 22.0, "low": 17.34, "tick": "down", "last_trade_price": 18.3, "last_trade_time": "2026-11-11T14:30:24", "percent_change": -29.0698, "prev_day_close": 18.2399997711182}, {"option": "SPY261224C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 132.0, "volume": 20.0, "delta": 0.415, "gamma": 0.0119, "vega": 1.0098, "theta": -0.153, "rho": 0.337, "theo": 9.6107, "change": 3.8, "open": 8.41, "high": 10.36, "low": 8.41, "tick": "down", "last_trade_price": 10.29, "last_trade_time": "2026-11-11T12:27:18", "percent_change": 58.5516, "prev_day_close": 9.62000036239624}, {"option": "SPY261224P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 10.0, "volume": 0.0, "delta": -0.6027, "gamma": 0.0116, "vega": 1.002, "theta": -0.1481, "rho": -0.5164, "theo": 18.5841, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.27, "last_trade_time": "2026-11-05T13:56:31", "percent_change": 0.0, "prev_day_close": 18.7699995040894}, {"option": "SPY261224C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 697.0, "volume": 235.0, "delta": 0.4027, "gamma": 0.0119, "vega": 1.0032, "theta": -0.1508, "rho": 0.3271, "theo": 9.138, "change": 3.375, "open": 8.48, "high": 9.95, "low": 7.65, "tick": "down", "last_trade_price": 9.51, "last_trade_time": "2026-11-11T14:11:15", "percent_change": 55.0122, "prev_day_close": 9.14499998092651}, {"option": "SPY261224P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 11.0, "volume": 0.0, "delta": -0.6149, "gamma": 0.0116, "vega": 0.9966, "theta": -0.1458, "rho": -0.5252, "theo": 19.1204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.15, "last_trade_time": "2026-11-06T11:08:01", "percent_change": 0.0, "prev_day_close": 19.3150005340576}, {"option": "SPY261224C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1266, "open_interest": 34.0, "volume": 1.0, "delta": 0.3903, "gamma": 0.0118, "vega": 0.9957, "theta": -0.1485, "rho": 0.3172, "theo": 8.679, "change": 2.995, "open": 8.79, "high": 8.79, "low": 8.79, "tick": "up", "last_trade_price": 8.79, "last_trade_time": "2026-11-11T15:49:19", "percent_change": 51.6825, "prev_day_close": 8.68499994277954}, {"option": "SPY261224P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 19.0, "volume": 9.0, "delta": -0.6272, "gamma": 0.0116, "vega": 0.986, "theta": -0.1434, "rho": -0.5349, "theo": 19.673, "change": -7.17, "open": 20.53, "high": 20.53, "low": 20.53, "tick": "down", "last_trade_price": 20.53, "last_trade_time": "2026-11-11T11:53:04", "percent_change": -25.8845, "prev_day_close": 19.8699998855591}, {"option": "SPY261224C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 29.0, "volume": 2.0, "delta": 0.3779, "gamma": 0.0118, "vega": 0.9874, "theta": -0.1462, "rho": 0.3074, "theo": 8.2339, "change": 3.09, "open": 8.66, "high": 8.66, "low": 8.56, "tick": "down", "last_trade_price": 8.56, "last_trade_time": "2026-11-11T14:17:42", "percent_change": 56.4899, "prev_day_close": 8.24499988555908}, {"option": "SPY261224P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 1.0, "volume": 0.0, "delta": -0.6393, "gamma": 0.0116, "vega": 0.9755, "theta": -0.141, "rho": -0.5435, "theo": 20.233, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.87, "last_trade_time": "2026-11-05T12:41:14", "percent_change": 0.0, "prev_day_close": 20.4449996948242}, {"option": "SPY261224C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 2776.0, "volume": 2587.0, "delta": 0.3654, "gamma": 0.0117, "vega": 0.9783, "theta": -0.1437, "rho": 0.2977, "theo": 7.8027, "change": 2.34, "open": 7.01, "high": 8.55, "low": 6.62, "tick": "down", "last_trade_price": 7.5, "last_trade_time": "2026-11-11T15:55:05", "percent_change": 45.3488, "prev_day_close": 7.81500005722046}, {"option": "SPY261224P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 5.0, "volume": 0.0, "delta": -0.6517, "gamma": 0.0115, "vega": 0.9663, "theta": -0.1384, "rho": -0.5501, "theo": 20.8206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.35, "last_trade_time": "2026-11-10T15:56:37", "percent_change": 0.0, "prev_day_close": 21.0549993515015}, {"option": "SPY261224C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 43.0, "volume": 25.0, "delta": 0.3528, "gamma": 0.0117, "vega": 0.9685, "theta": -0.1411, "rho": 0.2902, "theo": 7.3784, "change": 3.5, "open": 6.98, "high": 8.44, "low": 6.19, "tick": "down", "last_trade_price": 8.36, "last_trade_time": "2026-11-11T14:01:02", "percent_change": 72.0165, "prev_day_close": 7.40499997138977}, {"option": "SPY261224P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 3.0, "volume": 0.0, "delta": -0.6638, "gamma": 0.0115, "vega": 0.9475, "theta": -0.1358, "rho": -0.5579, "theo": 21.4192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.19, "last_trade_time": "2026-11-06T13:35:04", "percent_change": 0.0, "prev_day_close": 21.6299991607666}, {"option": "SPY261224C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 57.0, "volume": 28.0, "delta": 0.3408, "gamma": 0.0116, "vega": 0.953, "theta": -0.1385, "rho": 0.2804, "theo": 6.9902, "change": 2.25, "open": 6.55, "high": 7.81, "low": 6.55, "tick": "down", "last_trade_price": 6.83, "last_trade_time": "2026-11-11T15:59:19", "percent_change": 49.1266, "prev_day_close": 7.00499987602234}, {"option": "SPY261224P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 2.0, "volume": 0.0, "delta": -0.676, "gamma": 0.0114, "vega": 0.9384, "theta": -0.1332, "rho": -0.5655, "theo": 22.0343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.36, "last_trade_time": "2026-11-09T09:41:06", "percent_change": 0.0, "prev_day_close": 22.25}, {"option": "SPY261224C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 23.0, "volume": 5.0, "delta": 0.3286, "gamma": 0.0115, "vega": 0.9412, "theta": -0.1357, "rho": 0.2705, "theo": 6.6095, "change": 1.225, "open": 5.59, "high": 5.59, "low": 5.53, "tick": "no_change", "last_trade_price": 5.53, "last_trade_time": "2026-11-11T10:23:47", "percent_change": 28.4553, "prev_day_close": 6.62000012397766}, {"option": "SPY261224P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 0.0, "volume": 0.0, "delta": -0.6884, "gamma": 0.0113, "vega": 0.9273, "theta": -0.1305, "rho": -0.5729, "theo": 22.6718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.8900003433228}, {"option": "SPY261224C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.122, "open_interest": 26.0, "volume": 14.0, "delta": 0.3166, "gamma": 0.0114, "vega": 0.9287, "theta": -0.1329, "rho": 0.2607, "theo": 6.2426, "change": 2.905, "open": 5.41, "high": 6.98, "low": 5.41, "tick": "down", "last_trade_price": 6.95, "last_trade_time": "2026-11-11T13:16:42", "percent_change": 71.8171, "prev_day_close": 6.25499987602234}, {"option": "SPY261224P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 3.0, "volume": 0.0, "delta": -0.7005, "gamma": 0.0112, "vega": 0.9094, "theta": -0.1278, "rho": -0.5784, "theo": 23.3181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.48, "last_trade_time": "2026-11-05T12:34:15", "percent_change": 0.0, "prev_day_close": 23.5500001907349}, {"option": "SPY261224C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 324.0, "volume": 56.0, "delta": 0.3045, "gamma": 0.0112, "vega": 0.9154, "theta": -0.1299, "rho": 0.251, "theo": 5.8892, "change": 2.215, "open": 5.5, "high": 6.91, "low": 4.89, "tick": "up", "last_trade_price": 6.02, "last_trade_time": "2026-11-11T15:48:07", "percent_change": 58.2129, "prev_day_close": 5.89999985694885}, {"option": "SPY261224P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 10.0, "volume": 10.0, "delta": -0.7123, "gamma": 0.0111, "vega": 0.8955, "theta": -0.1251, "rho": -0.5759, "theo": 23.9673, "change": -8.7, "open": 25.76, "high": 25.76, "low": 23.05, "tick": "down", "last_trade_price": 24.22, "last_trade_time": "2026-11-11T15:41:07", "percent_change": -26.4277, "prev_day_close": 24.1849994659424}, {"option": "SPY261224C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1208, "open_interest": 105.0, "volume": 18.0, "delta": 0.2926, "gamma": 0.0111, "vega": 0.9017, "theta": -0.1269, "rho": 0.2416, "theo": 5.5489, "change": 2.145, "open": 5.31, "high": 6.51, "low": 4.61, "tick": "down", "last_trade_price": 5.71, "last_trade_time": "2026-11-11T15:48:55", "percent_change": 60.1683, "prev_day_close": 5.56500005722046}, {"option": "SPY261224P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 0.0, "volume": 2.0, "delta": -0.7244, "gamma": 0.011, "vega": 0.8746, "theta": -0.1224, "rho": -0.5839, "theo": 24.6561, "change": -5.575, "open": 28.08, "high": 28.12, "low": 28.08, "tick": "up", "last_trade_price": 28.12, "last_trade_time": "2026-11-11T10:25:36", "percent_change": -16.5455, "prev_day_close": 24.8500003814697}, {"option": "SPY261224C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 148.0, "volume": 19.0, "delta": 0.2809, "gamma": 0.0109, "vega": 0.8833, "theta": -0.1238, "rho": 0.2339, "theo": 5.2257, "change": 1.735, "open": 4.52, "high": 6.18, "low": 4.52, "tick": "down", "last_trade_price": 5.08, "last_trade_time": "2026-11-11T15:56:58", "percent_change": 51.8685, "prev_day_close": 5.24000000953674}, {"option": "SPY261224P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1124, "open_interest": 2.0, "volume": 1.0, "delta": -0.7362, "gamma": 0.0109, "vega": 0.8545, "theta": -0.1198, "rho": -0.5904, "theo": 25.3479, "change": -5.725, "open": 28.69, "high": 28.69, "low": 28.69, "tick": "down", "last_trade_price": 28.69, "last_trade_time": "2026-11-11T10:18:48", "percent_change": -16.6352, "prev_day_close": 25.5649995803833}, {"option": "SPY261224C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 894.0, "volume": 124.0, "delta": 0.247, "gamma": 0.0104, "vega": 0.8317, "theta": -0.1142, "rho": 0.2059, "theo": 4.3446, "change": 1.465, "open": 4.17, "high": 5.12, "low": 3.66, "tick": "up", "last_trade_price": 4.22, "last_trade_time": "2026-11-11T15:56:58", "percent_change": 53.176, "prev_day_close": 4.36500000953674}, {"option": "SPY261224P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1102, "open_interest": 4.0, "volume": 0.0, "delta": -0.7709, "gamma": 0.0106, "vega": 0.8009, "theta": -0.1118, "rho": -0.5793, "theo": 27.5026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.02, "last_trade_time": "2026-11-06T10:23:49", "percent_change": 0.0, "prev_day_close": 27.7349996566772}, {"option": "SPY261224C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 519.0, "volume": 267.0, "delta": 0.1951, "gamma": 0.0092, "vega": 0.7332, "theta": -0.0975, "rho": 0.1644, "theo": 3.1361, "change": 1.14, "open": 3.16, "high": 3.85, "low": 2.62, "tick": "up", "last_trade_price": 3.1, "last_trade_time": "2026-11-11T16:01:44", "percent_change": 58.1633, "prev_day_close": 3.17000007629394}, {"option": "SPY261224P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.107, "open_interest": 3.0, "volume": 2.0, "delta": -0.8256, "gamma": 0.0098, "vega": 0.6878, "theta": -0.0993, "rho": -0.5434, "theo": 31.371, "change": -9.8, "open": 31.39, "high": 31.39, "low": 31.39, "tick": "down", "last_trade_price": 31.39, "last_trade_time": "2026-11-11T14:09:56", "percent_change": -23.7922, "prev_day_close": 31.6149997711182}, {"option": "SPY261224C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 311.0, "volume": 132.0, "delta": 0.1502, "gamma": 0.0079, "vega": 0.6279, "theta": -0.081, "rho": 0.1278, "theo": 2.2212, "change": 0.95, "open": 2.32, "high": 2.77, "low": 1.82, "tick": "up", "last_trade_price": 2.32, "last_trade_time": "2026-11-11T15:48:49", "percent_change": 69.3431, "prev_day_close": 2.25499999523163}, {"option": "SPY261224P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.101, "open_interest": 1.0, "volume": 0.0, "delta": -0.8773, "gamma": 0.0096, "vega": 0.5583, "theta": -0.0865, "rho": -0.4618, "theo": 35.5597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.08, "last_trade_time": "2026-11-09T13:40:00", "percent_change": 0.0, "prev_day_close": 35.7900009155273}, {"option": "SPY261224C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1135, "open_interest": 957.0, "volume": 876.0, "delta": 0.1132, "gamma": 0.0066, "vega": 0.5234, "theta": -0.0657, "rho": 0.0972, "theo": 1.5506, "change": 0.635, "open": 1.59, "high": 2.0, "low": 1.28, "tick": "up", "last_trade_price": 1.6, "last_trade_time": "2026-11-11T15:45:45", "percent_change": 65.8031, "prev_day_close": 1.5799999833107}, {"option": "SPY261224P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1181, "open_interest": 0.0, "volume": 0.0, "delta": -0.9273, "gamma": 0.0096, "vega": 0.4012, "theta": -0.0976, "rho": -0.3334, "theo": 40.044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.2049999237061}, {"option": "SPY261224C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1129, "open_interest": 264.0, "volume": 133.0, "delta": 0.0842, "gamma": 0.0053, "vega": 0.4285, "theta": -0.0524, "rho": 0.0729, "theo": 1.0801, "change": 0.45, "open": 1.18, "high": 1.37, "low": 0.9, "tick": "up", "last_trade_price": 1.13, "last_trade_time": "2026-11-11T15:47:37", "percent_change": 66.1765, "prev_day_close": 1.10000002384186}, {"option": "SPY261224P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 0.0, "volume": 0.0, "delta": -0.9744, "gamma": 0.0097, "vega": 0.2223, "theta": -0.0674, "rho": -0.004, "theo": 44.7954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9899997711182}, {"option": "SPY261224C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 147.0, "volume": 83.0, "delta": 0.0623, "gamma": 0.0042, "vega": 0.347, "theta": -0.0415, "rho": 0.0544, "theo": 0.7566, "change": 0.29, "open": 0.78, "high": 0.98, "low": 0.66, "tick": "down", "last_trade_price": 0.78, "last_trade_time": "2026-11-11T15:40:30", "percent_change": 59.1837, "prev_day_close": 0.775000005960464}, {"option": "SPY261224P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1318, "open_interest": 0.0, "volume": 0.0, "delta": -0.9979, "gamma": 0.0008, "vega": 0.012, "theta": -0.1249, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.9149990081787}, {"option": "SPY261224C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 77.0, "volume": 88.0, "delta": 0.0464, "gamma": 0.0033, "vega": 0.2797, "theta": -0.033, "rho": 0.0407, "theo": 0.5395, "change": 0.15, "open": 0.66, "high": 0.7, "low": 0.47, "tick": "down", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T15:58:35", "percent_change": 41.6667, "prev_day_close": 0.549999982118607}, {"option": "SPY261224P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1398, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.94, "last_trade_time": "2026-11-09T11:27:59", "percent_change": 0.0, "prev_day_close": 54.9099998474121}, {"option": "SPY261224C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 544.0, "volume": 520.0, "delta": 0.0351, "gamma": 0.0026, "vega": 0.2264, "theta": -0.0265, "rho": 0.0308, "theo": 0.3959, "change": 0.145, "open": 0.43, "high": 0.5, "low": 0.38, "tick": "no_change", "last_trade_price": 0.42, "last_trade_time": "2026-11-11T16:14:44", "percent_change": 52.7273, "prev_day_close": 0.399999991059303}, {"option": "SPY261224P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1504, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.8599987030029}, {"option": "SPY261224C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 223.0, "volume": 18.0, "delta": 0.0272, "gamma": 0.002, "vega": 0.185, "theta": -0.0218, "rho": 0.024, "theo": 0.3011, "change": 0.065, "open": 0.36, "high": 0.38, "low": 0.28, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:58:35", "percent_change": 30.2326, "prev_day_close": 0.304999992251396}, {"option": "SPY261224P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 64.8549976348877}, {"option": "SPY261224C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 22.0, "volume": 20.0, "delta": 0.0215, "gamma": 0.0016, "vega": 0.1542, "theta": -0.0183, "rho": 0.0191, "theo": 0.2368, "change": 0.115, "open": 0.25, "high": 0.29, "low": 0.24, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T13:42:46", "percent_change": 65.7143, "prev_day_close": 0.240000002086163}, {"option": "SPY261224P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1682, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 69.8600006103516}, {"option": "SPY261224C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 9.0, "volume": 3.0, "delta": 0.0175, "gamma": 0.0013, "vega": 0.13, "theta": -0.0157, "rho": 0.0155, "theo": 0.1923, "change": 0.08, "open": 0.17, "high": 0.23, "low": 0.17, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T13:52:41", "percent_change": 53.3333, "prev_day_close": 0.190000005066395}, {"option": "SPY261224P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1779, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.8600006103516}, {"option": "SPY261224C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 16.0, "volume": 0.0, "delta": 0.0145, "gamma": 0.0011, "vega": 0.1118, "theta": -0.0138, "rho": 0.0129, "theo": 0.1604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-09T10:15:31", "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "SPY261224P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1891, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.8500022888184}, {"option": "SPY261224C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1325, "open_interest": 84.0, "volume": 27.0, "delta": 0.0123, "gamma": 0.0009, "vega": 0.0971, "theta": -0.0122, "rho": 0.0109, "theo": 0.137, "change": 0.05, "open": 0.15, "high": 0.16, "low": 0.15, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T11:59:34", "percent_change": 45.4545, "prev_day_close": 0.140000000596046}, {"option": "SPY261224P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1948, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.8600006103516}, {"option": "SPY261224C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 18.0, "volume": 1.0, "delta": 0.0106, "gamma": 0.0008, "vega": 0.0854, "theta": -0.011, "rho": 0.0094, "theo": 0.119, "change": 0.03, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T13:26:17", "percent_change": 30.0, "prev_day_close": 0.119999997317791}, {"option": "SPY261224P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2044, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.8600006103516}, {"option": "SPY261224C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1403, "open_interest": 3.0, "volume": 2.0, "delta": 0.0092, "gamma": 0.0007, "vega": 0.0758, "theta": -0.0101, "rho": 0.0082, "theo": 0.1051, "change": 0.015, "open": 0.13, "high": 0.13, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:58:00", "percent_change": 17.6471, "prev_day_close": 0.105000000447035}, {"option": "SPY261224P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2127, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.8650016784668}, {"option": "SPY261224C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 0.0, "volume": 0.0, "delta": 0.0081, "gamma": 0.0006, "vega": 0.0678, "theta": -0.0092, "rho": 0.0072, "theo": 0.094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0949999988079071}, {"option": "SPY261224P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2219, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9300003051758}, {"option": "SPY261224C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.149, "open_interest": 7.0, "volume": 7.0, "delta": 0.0072, "gamma": 0.0005, "vega": 0.0612, "theta": -0.0086, "rho": 0.0064, "theo": 0.0847, "change": 0.0, "open": 0.08, "high": 0.09, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T10:25:00", "percent_change": 2.23517e-06, "prev_day_close": 0.0850000008940697}, {"option": "SPY261224P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2331, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.920001983643}, {"option": "SPY261224C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1528, "open_interest": 6.0, "volume": 1.0, "delta": 0.0064, "gamma": 0.0004, "vega": 0.0555, "theta": -0.008, "rho": 0.0058, "theo": 0.077, "change": 0.015, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T12:19:27", "percent_change": 23.0769, "prev_day_close": 0.080000001937151}, {"option": "SPY261224P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.925003051758}, {"option": "SPY261224C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 0.0, "volume": 0.0, "delta": 0.0058, "gamma": 0.0004, "vega": 0.0506, "theta": -0.0074, "rho": 0.0052, "theo": 0.0705, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY261224P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2473, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.925003051758}, {"option": "SPY261224C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 1.0, "volume": 1.0, "delta": 0.0052, "gamma": 0.0004, "vega": 0.0462, "theta": -0.007, "rho": 0.0047, "theo": 0.0648, "change": 0.005, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T10:10:10", "percent_change": 9.09091, "prev_day_close": 0.0649999994784594}, {"option": "SPY261224P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2541, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.925003051758}, {"option": "SPY261224C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1661, "open_interest": 2.0, "volume": 0.0, "delta": 0.0048, "gamma": 0.0003, "vega": 0.0424, "theta": -0.0066, "rho": 0.0042, "theo": 0.0599, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T09:47:29", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY261224P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2661, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.925003051758}, {"option": "SPY261224C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 0.0, "volume": 0.0, "delta": 0.0044, "gamma": 0.0003, "vega": 0.0391, "theta": -0.0062, "rho": 0.0039, "theo": 0.0555, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261224P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2716, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.925003051758}, {"option": "SPY261224C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1739, "open_interest": 0.0, "volume": 0.0, "delta": 0.004, "gamma": 0.0003, "vega": 0.0361, "theta": -0.0059, "rho": 0.0036, "theo": 0.0515, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY261224P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2792, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.925003051758}, {"option": "SPY261224C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 22.0, "volume": 12.0, "delta": 0.0037, "gamma": 0.0002, "vega": 0.0334, "theta": -0.0056, "rho": 0.0032, "theo": 0.048, "change": 0.005, "open": 0.06, "high": 0.06, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T14:59:18", "percent_change": 14.2857, "prev_day_close": 0.0449999989941716}, {"option": "SPY261224P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2866, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.925003051758}, {"option": "SPY261224C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 0.0, "volume": 0.0, "delta": 0.0034, "gamma": 0.0002, "vega": 0.031, "theta": -0.0053, "rho": 0.003, "theo": 0.0448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY261224P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2943, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.930000305176}, {"option": "SPY261224C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 0.0, "volume": 0.0, "delta": 0.0031, "gamma": 0.0002, "vega": 0.0288, "theta": -0.005, "rho": 0.0028, "theo": 0.0419, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY261224P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3032, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.930000305176}, {"option": "SPY261224C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1885, "open_interest": 0.0, "volume": 0.0, "delta": 0.0029, "gamma": 0.0002, "vega": 0.0268, "theta": -0.0048, "rho": 0.0026, "theo": 0.0392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "SPY261224P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.31, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.925003051758}, {"option": "SPY261224C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1936, "open_interest": 0.0, "volume": 0.0, "delta": 0.0027, "gamma": 0.0002, "vega": 0.025, "theta": -0.0045, "rho": 0.0024, "theo": 0.0368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "SPY261224P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3184, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.925003051758}, {"option": "SPY261224C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1958, "open_interest": 0.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.0233, "theta": -0.0043, "rho": 0.0022, "theo": 0.0346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY261224P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3287, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.930000305176}, {"option": "SPY261224C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1975, "open_interest": 1.0, "volume": 1.0, "delta": 0.0023, "gamma": 0.0001, "vega": 0.0218, "theta": -0.0041, "rho": 0.002, "theo": 0.0325, "change": -0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:44:54", "percent_change": -20.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY261224P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3325, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1249, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.925003051758}, {"option": "SPY261231C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5367, "open_interest": 23.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0001, "vega": 0.029, "theta": 0.0, "rho": 0.4532, "theo": 302.1202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 277.44, "last_trade_time": "2026-11-05T15:56:25", "percent_change": 0.0, "prev_day_close": 301.979995727539}, {"option": "SPY261231P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.542, "open_interest": 3040.0, "volume": 133.0, "delta": -0.0046, "gamma": 0.0001, "vega": 0.0387, "theta": -0.0196, "rho": -0.005, "theo": 0.2229, "change": -0.115, "open": 0.24, "high": 0.24, "low": 0.2, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:56:36", "percent_change": -35.3846, "prev_day_close": 0.214999996125698}, {"option": "SPY261231C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5445, "open_interest": 0.0, "volume": 0.0, "delta": 0.9958, "gamma": 0.0001, "vega": 0.0312, "theta": 0.0, "rho": 0.458, "theo": 297.1505, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 297.010009765625}, {"option": "SPY261231P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5355, "open_interest": 513.0, "volume": 220.0, "delta": -0.0049, "gamma": 0.0001, "vega": 0.0406, "theta": -0.0203, "rho": -0.0052, "theo": 0.2334, "change": -0.125, "open": 0.26, "high": 0.26, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T13:45:32", "percent_change": -37.3134, "prev_day_close": 0.225000001490116}, {"option": "SPY261231C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5358, "open_interest": 0.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0001, "vega": 0.0342, "theta": 0.0, "rho": 0.4628, "theo": 292.1813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 253.11, "last_trade_time": "2026-04-29T15:11:01", "percent_change": 0.0, "prev_day_close": 292.044998168945}, {"option": "SPY261231P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5286, "open_interest": 156.0, "volume": 6.0, "delta": -0.0052, "gamma": 0.0001, "vega": 0.0427, "theta": -0.021, "rho": -0.0056, "theo": 0.2447, "change": -0.125, "open": 0.23, "high": 0.23, "low": 0.23, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T15:35:27", "percent_change": -35.2113, "prev_day_close": 0.244999997317791}, {"option": "SPY261231C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5296, "open_interest": 0.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0001, "vega": 0.0373, "theta": 0.0, "rho": 0.4683, "theo": 287.2123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 283.28, "last_trade_time": "2026-07-09T11:19:48", "percent_change": 0.0, "prev_day_close": 287.080001831055}, {"option": "SPY261231P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5205, "open_interest": 1090.0, "volume": 45.0, "delta": -0.0055, "gamma": 0.0001, "vega": 0.0449, "theta": -0.0218, "rho": -0.0059, "theo": 0.2565, "change": -0.095, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T10:17:09", "percent_change": -25.3333, "prev_day_close": 0.254999995231628}, {"option": "SPY261231C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5208, "open_interest": 20.0, "volume": 0.0, "delta": 0.995, "gamma": 0.0001, "vega": 0.0392, "theta": 0.0, "rho": 0.4751, "theo": 282.2453, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 294.0, "last_trade_time": "2026-09-21T10:16:49", "percent_change": 0.0, "prev_day_close": 282.105010986328}, {"option": "SPY261231P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5123, "open_interest": 16551.0, "volume": 0.0, "delta": -0.0058, "gamma": 0.0001, "vega": 0.0472, "theta": -0.0226, "rho": -0.0062, "theo": 0.2689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-09T13:55:02", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY261231C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5133, "open_interest": 2.0, "volume": 0.0, "delta": 0.9948, "gamma": 0.0001, "vega": 0.0409, "theta": 0.0, "rho": 0.4798, "theo": 277.279, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 270.22, "last_trade_time": "2026-11-09T14:09:43", "percent_change": 0.0, "prev_day_close": 277.149993896484}, {"option": "SPY261231P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5062, "open_interest": 354.0, "volume": 0.0, "delta": -0.0061, "gamma": 0.0001, "vega": 0.0499, "theta": -0.0234, "rho": -0.0066, "theo": 0.2822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-10T11:48:12", "percent_change": 0.0, "prev_day_close": 0.284999996423721}, {"option": "SPY261231C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5056, "open_interest": 4.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0001, "vega": 0.0427, "theta": 0.0, "rho": 0.4846, "theo": 272.3131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 265.25, "last_trade_time": "2026-11-09T14:09:43", "percent_change": 0.0, "prev_day_close": 272.179992675781}, {"option": "SPY261231P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4978, "open_interest": 5523.0, "volume": 40.0, "delta": -0.0065, "gamma": 0.0001, "vega": 0.0527, "theta": -0.0243, "rho": -0.007, "theo": 0.2963, "change": -0.105, "open": 0.33, "high": 0.33, "low": 0.33, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T10:07:47", "percent_change": -24.1379, "prev_day_close": 0.295000001788139}, {"option": "SPY261231C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.499, "open_interest": 1.0, "volume": 0.0, "delta": 0.9941, "gamma": 0.0001, "vega": 0.0446, "theta": 0.0, "rho": 0.4892, "theo": 267.3478, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.97, "last_trade_time": "2026-03-23T09:30:37", "percent_change": 0.0, "prev_day_close": 267.220001220703}, {"option": "SPY261231P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4912, "open_interest": 318.0, "volume": 31.0, "delta": -0.0069, "gamma": 0.0001, "vega": 0.0554, "theta": -0.0253, "rho": -0.0074, "theo": 0.3114, "change": -0.145, "open": 0.34, "high": 0.34, "low": 0.31, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T11:33:50", "percent_change": -31.8681, "prev_day_close": 0.314999997615814}, {"option": "SPY261231C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.479, "open_interest": 147.0, "volume": 0.0, "delta": 0.9937, "gamma": 0.0001, "vega": 0.0466, "theta": 0.0, "rho": 0.4939, "theo": 262.383, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 249.0, "last_trade_time": "2026-11-10T13:16:57", "percent_change": 0.0, "prev_day_close": 262.255004882812}, {"option": "SPY261231P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4837, "open_interest": 2161.0, "volume": 43.0, "delta": -0.0073, "gamma": 0.0001, "vega": 0.0583, "theta": -0.0262, "rho": -0.0078, "theo": 0.3271, "change": -0.165, "open": 0.34, "high": 0.37, "low": 0.32, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T13:03:13", "percent_change": -34.0206, "prev_day_close": 0.325000002980232}, {"option": "SPY261231C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4843, "open_interest": 14.0, "volume": 0.0, "delta": 0.9933, "gamma": 0.0001, "vega": 0.0486, "theta": 0.0, "rho": 0.4985, "theo": 257.4188, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 170.06, "last_trade_time": "2026-04-01T09:42:28", "percent_change": 0.0, "prev_day_close": 257.290008544922}, {"option": "SPY261231P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4758, "open_interest": 388.0, "volume": 1.0, "delta": -0.0078, "gamma": 0.0002, "vega": 0.0614, "theta": -0.0272, "rho": -0.0082, "theo": 0.3439, "change": -0.145, "open": 0.36, "high": 0.36, "low": 0.36, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T11:01:21", "percent_change": -28.7129, "prev_day_close": 0.344999998807907}, {"option": "SPY261231C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4754, "open_interest": 25.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0001, "vega": 0.052, "theta": 0.0, "rho": 0.5032, "theo": 252.455, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 270.42, "last_trade_time": "2026-08-10T15:30:04", "percent_change": 0.0, "prev_day_close": 252.334999084473}, {"option": "SPY261231P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.469, "open_interest": 883.0, "volume": 0.0, "delta": -0.0082, "gamma": 0.0002, "vega": 0.0646, "theta": -0.0282, "rho": -0.0088, "theo": 0.3612, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.51, "last_trade_time": "2026-11-09T15:30:58", "percent_change": 0.0, "prev_day_close": 0.365000009536743}, {"option": "SPY261231C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.468, "open_interest": 3.0, "volume": 0.0, "delta": 0.9925, "gamma": 0.0002, "vega": 0.0569, "theta": 0.0, "rho": 0.5078, "theo": 247.4919, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 259.22, "last_trade_time": "2026-10-14T12:35:43", "percent_change": 0.0, "prev_day_close": 247.36499786377}, {"option": "SPY261231P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4618, "open_interest": 354.0, "volume": 0.0, "delta": -0.0087, "gamma": 0.0002, "vega": 0.0681, "theta": -0.0293, "rho": -0.0093, "theo": 0.3799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.58, "last_trade_time": "2026-11-10T13:55:06", "percent_change": 0.0, "prev_day_close": 0.379999995231628}, {"option": "SPY261231C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4605, "open_interest": 20.0, "volume": 0.0, "delta": 0.992, "gamma": 0.0002, "vega": 0.0619, "theta": 0.0, "rho": 0.5154, "theo": 242.5293, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 246.96, "last_trade_time": "2026-10-26T09:50:28", "percent_change": 0.0, "prev_day_close": 242.410003662109}, {"option": "SPY261231P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4546, "open_interest": 1027.0, "volume": 15.0, "delta": -0.0093, "gamma": 0.0002, "vega": 0.0717, "theta": -0.0304, "rho": -0.0099, "theo": 0.399, "change": -0.195, "open": 0.39, "high": 0.39, "low": 0.39, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T11:00:15", "percent_change": -33.3333, "prev_day_close": 0.394999995827675}, {"option": "SPY261231C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4536, "open_interest": 7.0, "volume": 0.0, "delta": 0.9915, "gamma": 0.0002, "vega": 0.0649, "theta": 0.0, "rho": 0.5214, "theo": 237.5695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 239.76, "last_trade_time": "2026-09-15T09:49:31", "percent_change": 0.0, "prev_day_close": 237.450004577637}, {"option": "SPY261231P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4472, "open_interest": 1433.0, "volume": 4.0, "delta": -0.0098, "gamma": 0.0002, "vega": 0.0757, "theta": -0.0316, "rho": -0.0105, "theo": 0.4194, "change": -0.165, "open": 0.45, "high": 0.45, "low": 0.45, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T09:31:54", "percent_change": -26.8293, "prev_day_close": 0.41499999165535}, {"option": "SPY261231C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4466, "open_interest": 11.0, "volume": 0.0, "delta": 0.991, "gamma": 0.0002, "vega": 0.0679, "theta": 0.0, "rho": 0.526, "theo": 232.6107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 237.7, "last_trade_time": "2026-10-22T13:22:32", "percent_change": 0.0, "prev_day_close": 232.48999786377}, {"option": "SPY261231P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4397, "open_interest": 1398.0, "volume": 205.0, "delta": -0.0104, "gamma": 0.0002, "vega": 0.0801, "theta": -0.0327, "rho": -0.0112, "theo": 0.441, "change": -0.205, "open": 0.44, "high": 0.44, "low": 0.44, "tick": "no_change", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T15:56:39", "percent_change": -31.7829, "prev_day_close": 0.444999992847443}, {"option": "SPY261231C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4381, "open_interest": 2.0, "volume": 0.0, "delta": 0.9904, "gamma": 0.0002, "vega": 0.071, "theta": 0.0, "rho": 0.5304, "theo": 227.6525, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 226.0, "last_trade_time": "2026-10-30T11:46:29", "percent_change": 0.0, "prev_day_close": 227.529998779297}, {"option": "SPY261231P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4323, "open_interest": 16236.0, "volume": 0.0, "delta": -0.0111, "gamma": 0.0002, "vega": 0.0844, "theta": -0.0339, "rho": -0.0118, "theo": 0.4633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-10T15:32:09", "percent_change": 0.0, "prev_day_close": 0.465000003576279}, {"option": "SPY261231C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4316, "open_interest": 20.0, "volume": 0.0, "delta": 0.9898, "gamma": 0.0002, "vega": 0.0742, "theta": 0.0, "rho": 0.5349, "theo": 222.6951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 227.54, "last_trade_time": "2026-10-22T13:56:14", "percent_change": 0.0, "prev_day_close": 222.580001831055}, {"option": "SPY261231P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4245, "open_interest": 1043.0, "volume": 0.0, "delta": -0.0118, "gamma": 0.0003, "vega": 0.0888, "theta": -0.0352, "rho": -0.0125, "theo": 0.4875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.96, "last_trade_time": "2026-11-09T09:38:29", "percent_change": 0.0, "prev_day_close": 0.484999999403954}, {"option": "SPY261231C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4237, "open_interest": 4.0, "volume": 0.0, "delta": 0.9891, "gamma": 0.0002, "vega": 0.0776, "theta": 0.0, "rho": 0.5393, "theo": 217.7386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 230.12, "last_trade_time": "2026-10-21T09:42:36", "percent_change": 0.0, "prev_day_close": 217.620002746582}, {"option": "SPY261231P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.418, "open_interest": 2288.0, "volume": 300.0, "delta": -0.0125, "gamma": 0.0003, "vega": 0.0934, "theta": -0.0365, "rho": -0.0132, "theo": 0.5123, "change": -0.245, "open": 0.51, "high": 0.51, "low": 0.5, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T14:38:08", "percent_change": -32.8859, "prev_day_close": 0.514999985694885}, {"option": "SPY261231C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4164, "open_interest": 19.0, "volume": 0.0, "delta": 0.9884, "gamma": 0.0003, "vega": 0.0819, "theta": -0.0014, "rho": 0.5437, "theo": 212.7828, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 224.23, "last_trade_time": "2026-10-28T10:51:40", "percent_change": 0.0, "prev_day_close": 212.669998168945}, {"option": "SPY261231P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4105, "open_interest": 87382.0, "volume": 85.0, "delta": -0.0133, "gamma": 0.0003, "vega": 0.0984, "theta": -0.0378, "rho": -0.014, "theo": 0.5389, "change": -0.245, "open": 0.57, "high": 0.6, "low": 0.51, "tick": "up", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -31.6129, "prev_day_close": 0.534999996423721}, {"option": "SPY261231C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4094, "open_interest": 30.0, "volume": 3.0, "delta": 0.9877, "gamma": 0.0003, "vega": 0.089, "theta": -0.0035, "rho": 0.5481, "theo": 207.8279, "change": 7.0, "open": 204.26, "high": 204.26, "low": 204.26, "tick": "up", "last_trade_price": 204.26, "last_trade_time": "2026-11-11T10:02:56", "percent_change": 3.54862, "prev_day_close": 207.709999084473}, {"option": "SPY261231P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4029, "open_interest": 946.0, "volume": 0.0, "delta": -0.0141, "gamma": 0.0003, "vega": 0.1038, "theta": -0.0392, "rho": -0.015, "theo": 0.5669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-11-10T14:08:06", "percent_change": 0.0, "prev_day_close": 0.564999997615814}, {"option": "SPY261231C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.403, "open_interest": 24.0, "volume": 0.0, "delta": 0.9869, "gamma": 0.0003, "vega": 0.0965, "theta": -0.0056, "rho": 0.5525, "theo": 202.869, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 196.05, "last_trade_time": "2026-11-02T15:58:19", "percent_change": 0.0, "prev_day_close": 202.76000213623}, {"option": "SPY261231P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3961, "open_interest": 1320.0, "volume": 1.0, "delta": -0.015, "gamma": 0.0003, "vega": 0.1092, "theta": -0.0406, "rho": -0.0159, "theo": 0.5954, "change": -0.185, "open": 0.67, "high": 0.67, "low": 0.67, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T09:53:31", "percent_change": -21.6374, "prev_day_close": 0.594999998807907}, {"option": "SPY261231C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3955, "open_interest": 72.0, "volume": 0.0, "delta": 0.986, "gamma": 0.0003, "vega": 0.102, "theta": -0.0078, "rho": 0.5633, "theo": 197.9183, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 206.16, "last_trade_time": "2026-09-29T15:33:52", "percent_change": 0.0, "prev_day_close": 197.809997558594}, {"option": "SPY261231P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3888, "open_interest": 973.0, "volume": 2.0, "delta": -0.0159, "gamma": 0.0004, "vega": 0.1154, "theta": -0.042, "rho": -0.0169, "theo": 0.6261, "change": -0.215, "open": 0.71, "high": 0.71, "low": 0.69, "tick": "down", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T10:19:13", "percent_change": -23.7569, "prev_day_close": 0.625}, {"option": "SPY261231C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3837, "open_interest": 50.0, "volume": 0.0, "delta": 0.9851, "gamma": 0.0004, "vega": 0.1068, "theta": -0.0101, "rho": 0.5675, "theo": 192.9698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 181.17, "last_trade_time": "2026-11-09T10:03:28", "percent_change": 0.0, "prev_day_close": 192.875}, {"option": "SPY261231P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3819, "open_interest": 1183.0, "volume": 53.0, "delta": -0.017, "gamma": 0.0004, "vega": 0.1222, "theta": -0.0436, "rho": -0.018, "theo": 0.6586, "change": -0.325, "open": 0.75, "high": 0.75, "low": 0.63, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T13:41:01", "percent_change": -34.0314, "prev_day_close": 0.655000001192093}, {"option": "SPY261231C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3807, "open_interest": 788.0, "volume": 2.0, "delta": 0.9841, "gamma": 0.0004, "vega": 0.1118, "theta": -0.0124, "rho": 0.5717, "theo": 188.0226, "change": 11.11, "open": 188.69, "high": 188.71, "low": 188.69, "tick": "up", "last_trade_price": 188.71, "last_trade_time": "2026-11-11T14:54:47", "percent_change": 6.25563, "prev_day_close": 187.919998168945}, {"option": "SPY261231P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3747, "open_interest": 1148.0, "volume": 2.0, "delta": -0.018, "gamma": 0.0004, "vega": 0.1288, "theta": -0.0451, "rho": -0.0191, "theo": 0.6933, "change": -0.315, "open": 0.73, "high": 0.73, "low": 0.69, "tick": "down", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T14:38:04", "percent_change": -31.3433, "prev_day_close": 0.689999997615814}, {"option": "SPY261231C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3691, "open_interest": 26.0, "volume": 0.0, "delta": 0.983, "gamma": 0.0004, "vega": 0.117, "theta": -0.0148, "rho": 0.5758, "theo": 183.0768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 185.42, "last_trade_time": "2026-09-10T09:42:40", "percent_change": 0.0, "prev_day_close": 182.980003356934}, {"option": "SPY261231P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3674, "open_interest": 2355.0, "volume": 16.0, "delta": -0.0192, "gamma": 0.0004, "vega": 0.1355, "theta": -0.0467, "rho": -0.0202, "theo": 0.73, "change": -0.315, "open": 0.83, "high": 0.83, "low": 0.71, "tick": "up", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T15:59:54", "percent_change": -29.8578, "prev_day_close": 0.725000023841858}, {"option": "SPY261231C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.366, "open_interest": 33.0, "volume": 0.0, "delta": 0.9819, "gamma": 0.0004, "vega": 0.1225, "theta": -0.0172, "rho": 0.5798, "theo": 178.1374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 186.35, "last_trade_time": "2026-11-04T15:24:31", "percent_change": 0.0, "prev_day_close": 178.040000915527}, {"option": "SPY261231P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3601, "open_interest": 634.0, "volume": 62.0, "delta": -0.0205, "gamma": 0.0005, "vega": 0.1427, "theta": -0.0484, "rho": -0.0214, "theo": 0.7683, "change": -0.345, "open": 0.78, "high": 0.78, "low": 0.75, "tick": "up", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T15:40:26", "percent_change": -30.9417, "prev_day_close": 0.764999985694885}, {"option": "SPY261231C00586000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3616, "open_interest": 0.0, "volume": 0.0, "delta": 0.9817, "gamma": 0.0005, "vega": 0.1237, "theta": -0.0177, "rho": 0.5806, "theo": 177.1488, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 177.049995422363}, {"option": "SPY261231P00586000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3586, "open_interest": 32.0, "volume": 0.0, "delta": -0.0207, "gamma": 0.0005, "vega": 0.1439, "theta": -0.0486, "rho": -0.0217, "theo": 0.7733, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.24, "last_trade_time": "2026-11-10T09:37:49", "percent_change": 0.0, "prev_day_close": 0.774999976158142}, {"option": "SPY261231C00587000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3636, "open_interest": 0.0, "volume": 0.0, "delta": 0.9814, "gamma": 0.0005, "vega": 0.1251, "theta": -0.0182, "rho": 0.5814, "theo": 176.1602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 176.059997558594}, {"option": "SPY261231P00587000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3576, "open_interest": 8.0, "volume": 0.0, "delta": -0.021, "gamma": 0.0005, "vega": 0.1458, "theta": -0.0491, "rho": -0.022, "theo": 0.7844, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.19, "last_trade_time": "2026-11-06T15:18:15", "percent_change": 0.0, "prev_day_close": 0.784999996423721}, {"option": "SPY261231C00588000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.362, "open_interest": 0.0, "volume": 0.0, "delta": 0.9812, "gamma": 0.0005, "vega": 0.1271, "theta": -0.0187, "rho": 0.5822, "theo": 175.1716, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.069999694824}, {"option": "SPY261231P00588000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3563, "open_interest": 39.0, "volume": 0.0, "delta": -0.0213, "gamma": 0.0005, "vega": 0.1474, "theta": -0.0494, "rho": -0.0223, "theo": 0.7927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.29, "last_trade_time": "2026-11-10T09:50:31", "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "SPY261231C00589000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3604, "open_interest": 1.0, "volume": 0.0, "delta": 0.9809, "gamma": 0.0005, "vega": 0.1292, "theta": -0.0192, "rho": 0.583, "theo": 174.1832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.57, "last_trade_time": "2026-10-29T14:40:45", "percent_change": 0.0, "prev_day_close": 174.095001220703}, {"option": "SPY261231P00589000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3546, "open_interest": 237.0, "volume": 0.0, "delta": -0.0215, "gamma": 0.0005, "vega": 0.149, "theta": -0.0497, "rho": -0.0226, "theo": 0.8009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-10T09:58:33", "percent_change": 0.0, "prev_day_close": 0.7950000166893}, {"option": "SPY261231C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3592, "open_interest": 35.0, "volume": 0.0, "delta": 0.9807, "gamma": 0.0005, "vega": 0.1313, "theta": -0.0197, "rho": 0.5838, "theo": 173.1948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 178.45, "last_trade_time": "2026-10-16T15:42:38", "percent_change": 0.0, "prev_day_close": 173.099998474121}, {"option": "SPY261231P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.353, "open_interest": 1048.0, "volume": 20.0, "delta": -0.0218, "gamma": 0.0005, "vega": 0.1506, "theta": -0.0501, "rho": -0.0229, "theo": 0.8092, "change": -0.385, "open": 0.88, "high": 0.88, "low": 0.79, "tick": "no_change", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -32.766, "prev_day_close": 0.805000007152557}, {"option": "SPY261231C00591000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3576, "open_interest": 1.0, "volume": 0.0, "delta": 0.9804, "gamma": 0.0005, "vega": 0.1335, "theta": -0.0202, "rho": 0.5845, "theo": 172.2065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 155.55, "last_trade_time": "2026-11-09T09:30:00", "percent_change": 0.0, "prev_day_close": 172.110000610352}, {"option": "SPY261231P00591000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3517, "open_interest": 79.0, "volume": 0.0, "delta": -0.0221, "gamma": 0.0005, "vega": 0.1522, "theta": -0.0504, "rho": -0.0232, "theo": 0.8177, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.15, "last_trade_time": "2026-11-10T15:49:01", "percent_change": 0.0, "prev_day_close": 0.814999997615814}, {"option": "SPY261231C00592000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3567, "open_interest": 0.0, "volume": 0.0, "delta": 0.9802, "gamma": 0.0005, "vega": 0.1356, "theta": -0.0207, "rho": 0.5853, "theo": 171.2132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 171.120002746582}, {"option": "SPY261231P00592000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3501, "open_interest": 213.0, "volume": 0.0, "delta": -0.0223, "gamma": 0.0005, "vega": 0.1536, "theta": -0.0506, "rho": -0.0234, "theo": 0.8232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.41, "last_trade_time": "2026-11-06T10:40:26", "percent_change": 0.0, "prev_day_close": 0.824999988079071}, {"option": "SPY261231C00593000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.355, "open_interest": 0.0, "volume": 0.0, "delta": 0.9799, "gamma": 0.0005, "vega": 0.1378, "theta": -0.0212, "rho": 0.5861, "theo": 170.2251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 170.144996643066}, {"option": "SPY261231P00593000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3491, "open_interest": 7.0, "volume": 0.0, "delta": -0.0226, "gamma": 0.0006, "vega": 0.1555, "theta": -0.0511, "rho": -0.0238, "theo": 0.8349, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.32, "last_trade_time": "2026-11-06T12:25:21", "percent_change": 0.0, "prev_day_close": 0.834999978542328}, {"option": "SPY261231C00594000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3537, "open_interest": 0.0, "volume": 0.0, "delta": 0.9796, "gamma": 0.0005, "vega": 0.14, "theta": -0.0217, "rho": 0.5869, "theo": 169.237, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.150001525879}, {"option": "SPY261231P00594000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3476, "open_interest": 403.0, "volume": 42.0, "delta": -0.023, "gamma": 0.0006, "vega": 0.1573, "theta": -0.0515, "rho": -0.0241, "theo": 0.8442, "change": -0.395, "open": 0.83, "high": 0.83, "low": 0.83, "tick": "no_change", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -32.2449, "prev_day_close": 0.844999998807907}, {"option": "SPY261231C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3524, "open_interest": 67.0, "volume": 0.0, "delta": 0.9794, "gamma": 0.0005, "vega": 0.1422, "theta": -0.0222, "rho": 0.5876, "theo": 168.249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 168.98, "last_trade_time": "2026-11-02T12:10:24", "percent_change": 0.0, "prev_day_close": 168.159996032715}, {"option": "SPY261231P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3463, "open_interest": 624.0, "volume": 59.0, "delta": -0.0232, "gamma": 0.0006, "vega": 0.1589, "theta": -0.0519, "rho": -0.0244, "theo": 0.8528, "change": -0.395, "open": 0.87, "high": 0.87, "low": 0.84, "tick": "down", "last_trade_price": 0.84, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -31.9838, "prev_day_close": 0.849999994039536}, {"option": "SPY261231C00596000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3504, "open_interest": 0.0, "volume": 0.0, "delta": 0.9791, "gamma": 0.0005, "vega": 0.1445, "theta": -0.0228, "rho": 0.5884, "theo": 167.261, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 167.180000305176}, {"option": "SPY261231P00596000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3445, "open_interest": 69.0, "volume": 10.0, "delta": -0.0236, "gamma": 0.0006, "vega": 0.1607, "theta": -0.0522, "rho": -0.0248, "theo": 0.8622, "change": -0.3, "open": 0.95, "high": 0.95, "low": 0.95, "tick": "no_change", "last_trade_price": 0.95, "last_trade_time": "2026-11-11T09:30:02", "percent_change": -24.0, "prev_day_close": 0.860000014305115}, {"option": "SPY261231C00597000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3491, "open_interest": 1.0, "volume": 0.0, "delta": 0.9788, "gamma": 0.0005, "vega": 0.1468, "theta": -0.0233, "rho": 0.5892, "theo": 166.2732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 168.29, "last_trade_time": "2026-10-23T15:40:11", "percent_change": 0.0, "prev_day_close": 166.190002441406}, {"option": "SPY261231P00597000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3432, "open_interest": 61.0, "volume": 0.0, "delta": -0.0239, "gamma": 0.0006, "vega": 0.1625, "theta": -0.0526, "rho": -0.0251, "theo": 0.8714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.49, "last_trade_time": "2026-11-06T10:02:13", "percent_change": 0.0, "prev_day_close": 0.870000004768372}, {"option": "SPY261231C00598000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3477, "open_interest": 0.0, "volume": 0.0, "delta": 0.9785, "gamma": 0.0006, "vega": 0.1491, "theta": -0.0238, "rho": 0.593, "theo": 165.2854, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 165.200004577637}, {"option": "SPY261231P00598000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3417, "open_interest": 9.0, "volume": 1.0, "delta": -0.0241, "gamma": 0.0006, "vega": 0.1642, "theta": -0.0528, "rho": -0.0254, "theo": 0.8772, "change": -0.235, "open": 1.04, "high": 1.04, "low": 1.04, "tick": "down", "last_trade_price": 1.04, "last_trade_time": "2026-11-11T09:47:28", "percent_change": -18.4314, "prev_day_close": 0.879999995231628}, {"option": "SPY261231C00599000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3464, "open_interest": 0.0, "volume": 0.0, "delta": 0.9782, "gamma": 0.0006, "vega": 0.1512, "theta": -0.0243, "rho": 0.5999, "theo": 164.298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.214996337891}, {"option": "SPY261231P00599000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3403, "open_interest": 508.0, "volume": 0.0, "delta": -0.0245, "gamma": 0.0006, "vega": 0.1666, "theta": -0.0534, "rho": -0.0258, "theo": 0.8906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.48, "last_trade_time": "2026-11-06T09:58:39", "percent_change": 0.0, "prev_day_close": 0.889999985694885}, {"option": "SPY261231C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3447, "open_interest": 437.0, "volume": 4.0, "delta": 0.9779, "gamma": 0.0006, "vega": 0.1526, "theta": -0.0249, "rho": 0.6006, "theo": 163.3113, "change": 12.205, "open": 165.11, "high": 165.11, "low": 165.11, "tick": "up", "last_trade_price": 165.11, "last_trade_time": "2026-11-11T13:27:10", "percent_change": 7.98208, "prev_day_close": 163.230003356934}, {"option": "SPY261231P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3389, "open_interest": 4925.0, "volume": 299.0, "delta": -0.0248, "gamma": 0.0006, "vega": 0.1686, "theta": -0.0537, "rho": -0.0261, "theo": 0.9002, "change": -0.395, "open": 1.0, "high": 1.05, "low": 0.86, "tick": "up", "last_trade_price": 0.91, "last_trade_time": "2026-11-11T16:04:21", "percent_change": -30.2682, "prev_day_close": 0.900000005960464}, {"option": "SPY261231C00601000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3433, "open_interest": 0.0, "volume": 0.0, "delta": 0.9776, "gamma": 0.0006, "vega": 0.1541, "theta": -0.0254, "rho": 0.6014, "theo": 162.3247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 162.244995117188}, {"option": "SPY261231P00601000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3376, "open_interest": 313.0, "volume": 0.0, "delta": -0.0252, "gamma": 0.0006, "vega": 0.1706, "theta": -0.0541, "rho": -0.0265, "theo": 0.9098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.43, "last_trade_time": "2026-11-09T14:29:53", "percent_change": 0.0, "prev_day_close": 0.909999996423721}, {"option": "SPY261231C00602000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.342, "open_interest": 0.0, "volume": 0.0, "delta": 0.9773, "gamma": 0.0006, "vega": 0.1556, "theta": -0.0259, "rho": 0.6021, "theo": 161.3382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 161.26000213623}, {"option": "SPY261231P00602000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3362, "open_interest": 117.0, "volume": 0.0, "delta": -0.0255, "gamma": 0.0006, "vega": 0.1727, "theta": -0.0545, "rho": -0.0268, "theo": 0.9196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.7, "last_trade_time": "2026-11-06T10:08:44", "percent_change": 0.0, "prev_day_close": 0.9200000166893}, {"option": "SPY261231C00603000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3403, "open_interest": 0.0, "volume": 0.0, "delta": 0.977, "gamma": 0.0006, "vega": 0.1571, "theta": -0.0265, "rho": 0.6028, "theo": 160.3518, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 160.274993896484}, {"option": "SPY261231P00603000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3348, "open_interest": 142.0, "volume": 0.0, "delta": -0.0258, "gamma": 0.0006, "vega": 0.1748, "theta": -0.0549, "rho": -0.0272, "theo": 0.9296, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.73, "last_trade_time": "2026-11-06T13:32:43", "percent_change": 0.0, "prev_day_close": 0.930000007152557}, {"option": "SPY261231C00604000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3389, "open_interest": 81.0, "volume": 0.0, "delta": 0.9767, "gamma": 0.0006, "vega": 0.1587, "theta": -0.027, "rho": 0.6036, "theo": 159.3655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 140.43, "last_trade_time": "2026-11-06T12:24:10", "percent_change": 0.0, "prev_day_close": 159.279998779297}, {"option": "SPY261231P00604000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3333, "open_interest": 20.0, "volume": 0.0, "delta": -0.0262, "gamma": 0.0006, "vega": 0.1768, "theta": -0.0553, "rho": -0.0276, "theo": 0.9396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.06, "last_trade_time": "2026-11-06T09:37:41", "percent_change": 0.0, "prev_day_close": 0.939999997615814}, {"option": "SPY261231C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3378, "open_interest": 2185.0, "volume": 0.0, "delta": 0.9764, "gamma": 0.0006, "vega": 0.1602, "theta": -0.0276, "rho": 0.6043, "theo": 158.3793, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 147.3, "last_trade_time": "2026-11-10T15:24:28", "percent_change": 0.0, "prev_day_close": 158.299995422363}, {"option": "SPY261231P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3319, "open_interest": 2898.0, "volume": 3.0, "delta": -0.0265, "gamma": 0.0007, "vega": 0.1789, "theta": -0.0556, "rho": -0.028, "theo": 0.9498, "change": -0.455, "open": 0.93, "high": 0.93, "low": 0.93, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -32.852, "prev_day_close": 0.949999988079071}, {"option": "SPY261231C00606000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3361, "open_interest": 0.0, "volume": 0.0, "delta": 0.976, "gamma": 0.0006, "vega": 0.1618, "theta": -0.0281, "rho": 0.605, "theo": 157.3933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 157.309997558594}, {"option": "SPY261231P00606000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3305, "open_interest": 38.0, "volume": 0.0, "delta": -0.0268, "gamma": 0.0007, "vega": 0.1806, "theta": -0.0559, "rho": -0.0283, "theo": 0.9561, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.45, "last_trade_time": "2026-11-10T10:19:00", "percent_change": 0.0, "prev_day_close": 0.96000000834465}, {"option": "SPY261231C00607000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3341, "open_interest": 0.0, "volume": 0.0, "delta": 0.9757, "gamma": 0.0006, "vega": 0.1634, "theta": -0.0287, "rho": 0.6057, "theo": 156.4073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 156.330001831055}, {"option": "SPY261231P00607000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.329, "open_interest": 10.0, "volume": 2.0, "delta": -0.0272, "gamma": 0.0007, "vega": 0.1825, "theta": -0.0563, "rho": -0.0287, "theo": 0.9668, "change": -0.375, "open": 1.04, "high": 1.04, "low": 1.04, "tick": "no_change", "last_trade_price": 1.04, "last_trade_time": "2026-11-11T09:31:13", "percent_change": -26.5018, "prev_day_close": 0.969999998807907}, {"option": "SPY261231C00608000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.333, "open_interest": 0.0, "volume": 0.0, "delta": 0.9753, "gamma": 0.0006, "vega": 0.165, "theta": -0.0293, "rho": 0.6064, "theo": 155.4215, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 155.345001220703}, {"option": "SPY261231P00608000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3276, "open_interest": 16.0, "volume": 0.0, "delta": -0.0276, "gamma": 0.0007, "vega": 0.1844, "theta": -0.0567, "rho": -0.029, "theo": 0.9777, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.64, "last_trade_time": "2026-11-06T09:53:00", "percent_change": 0.0, "prev_day_close": 0.980000019073486}, {"option": "SPY261231C00609000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3319, "open_interest": 0.0, "volume": 0.0, "delta": 0.975, "gamma": 0.0006, "vega": 0.1666, "theta": -0.0298, "rho": 0.6071, "theo": 154.4358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.355003356934}, {"option": "SPY261231P00609000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3262, "open_interest": 16.0, "volume": 0.0, "delta": -0.028, "gamma": 0.0007, "vega": 0.1867, "theta": -0.0572, "rho": -0.0293, "theo": 0.9923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.12, "last_trade_time": "2026-11-09T09:35:50", "percent_change": 0.0, "prev_day_close": 0.990000009536743}, {"option": "SPY261231C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3305, "open_interest": 388.0, "volume": 1.0, "delta": 0.9746, "gamma": 0.0007, "vega": 0.1682, "theta": -0.0304, "rho": 0.6078, "theo": 153.4502, "change": 7.09, "open": 150.18, "high": 150.18, "low": 150.18, "tick": "down", "last_trade_price": 150.18, "last_trade_time": "2026-11-11T09:40:21", "percent_change": 4.95492, "prev_day_close": 153.370002746582}, {"option": "SPY261231P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3249, "open_interest": 30564.0, "volume": 23.0, "delta": -0.0284, "gamma": 0.0007, "vega": 0.1886, "theta": -0.0576, "rho": -0.0296, "theo": 1.0029, "change": -0.455, "open": 1.12, "high": 1.13, "low": 1.0, "tick": "no_change", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T15:59:54", "percent_change": -31.058, "prev_day_close": 1.00499999523163}, {"option": "SPY261231C00611000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3288, "open_interest": 0.0, "volume": 0.0, "delta": 0.9743, "gamma": 0.0007, "vega": 0.1699, "theta": -0.031, "rho": 0.6085, "theo": 152.4647, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 152.379997253418}, {"option": "SPY261231P00611000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3236, "open_interest": 1.0, "volume": 0.0, "delta": -0.0288, "gamma": 0.0007, "vega": 0.1906, "theta": -0.0581, "rho": -0.03, "theo": 1.0144, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.85, "last_trade_time": "2026-11-06T12:25:00", "percent_change": 0.0, "prev_day_close": 1.01499998569489}, {"option": "SPY261231C00612000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3244, "open_interest": 0.0, "volume": 0.0, "delta": 0.9739, "gamma": 0.0007, "vega": 0.1716, "theta": -0.0315, "rho": 0.6092, "theo": 151.4794, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 151.400001525879}, {"option": "SPY261231P00612000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3222, "open_interest": 364.0, "volume": 47.0, "delta": -0.0291, "gamma": 0.0007, "vega": 0.1926, "theta": -0.0585, "rho": -0.0304, "theo": 1.0259, "change": -0.49, "open": 1.0, "high": 1.01, "low": 1.0, "tick": "up", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -32.6667, "prev_day_close": 1.02499997615814}, {"option": "SPY261231C00613000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3262, "open_interest": 28.0, "volume": 0.0, "delta": 0.9735, "gamma": 0.0007, "vega": 0.1733, "theta": -0.0321, "rho": 0.6098, "theo": 150.4942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 129.67, "last_trade_time": "2026-11-06T12:36:56", "percent_change": 0.0, "prev_day_close": 150.409996032715}, {"option": "SPY261231P00613000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3207, "open_interest": 247.0, "volume": 2.0, "delta": -0.0295, "gamma": 0.0007, "vega": 0.1946, "theta": -0.0589, "rho": -0.0308, "theo": 1.0373, "change": -0.5, "open": 1.02, "high": 1.02, "low": 1.02, "tick": "down", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T15:14:50", "percent_change": -32.8947, "prev_day_close": 1.03999996185303}, {"option": "SPY261231C00614000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3244, "open_interest": 0.0, "volume": 0.0, "delta": 0.9732, "gamma": 0.0007, "vega": 0.175, "theta": -0.0327, "rho": 0.6105, "theo": 149.5091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.430000305176}, {"option": "SPY261231P00614000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3193, "open_interest": 371.0, "volume": 0.0, "delta": -0.0299, "gamma": 0.0008, "vega": 0.1966, "theta": -0.0592, "rho": -0.0311, "theo": 1.0461, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-10T10:09:35", "percent_change": 0.0, "prev_day_close": 1.04999995231628}, {"option": "SPY261231C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3227, "open_interest": 129.0, "volume": 40.0, "delta": 0.9728, "gamma": 0.0007, "vega": 0.1768, "theta": -0.0333, "rho": 0.6112, "theo": 148.5292, "change": 12.61, "open": 148.24, "high": 150.82, "low": 148.24, "tick": "down", "last_trade_price": 150.8, "last_trade_time": "2026-11-11T13:53:24", "percent_change": 9.12512, "prev_day_close": 148.444999694824}, {"option": "SPY261231P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3178, "open_interest": 7794.0, "volume": 2.0, "delta": -0.0303, "gamma": 0.0008, "vega": 0.1987, "theta": -0.0596, "rho": -0.0316, "theo": 1.0581, "change": -0.5, "open": 1.06, "high": 1.06, "low": 1.06, "tick": "no_change", "last_trade_price": 1.06, "last_trade_time": "2026-11-11T14:47:01", "percent_change": -32.0513, "prev_day_close": 1.06499999761581}, {"option": "SPY261231C00616000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3215, "open_interest": 0.0, "volume": 0.0, "delta": 0.9724, "gamma": 0.0007, "vega": 0.1785, "theta": -0.0339, "rho": 0.6118, "theo": 147.5444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 147.459999084473}, {"option": "SPY261231P00616000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3164, "open_interest": 337.0, "volume": 0.0, "delta": -0.0308, "gamma": 0.0008, "vega": 0.2012, "theta": -0.0602, "rho": -0.0321, "theo": 1.0738, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.8, "last_trade_time": "2026-11-10T09:46:54", "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "SPY261231C00617000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3198, "open_interest": 1.0, "volume": 0.0, "delta": 0.972, "gamma": 0.0007, "vega": 0.1803, "theta": -0.0345, "rho": 0.6125, "theo": 146.5597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 126.0, "last_trade_time": "2026-11-06T12:36:47", "percent_change": 0.0, "prev_day_close": 146.485000610352}, {"option": "SPY261231P00617000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3152, "open_interest": 140.0, "volume": 0.0, "delta": -0.0312, "gamma": 0.0008, "vega": 0.2035, "theta": -0.0606, "rho": -0.0325, "theo": 1.086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.48, "last_trade_time": "2026-11-06T13:11:20", "percent_change": 0.0, "prev_day_close": 1.0900000333786}, {"option": "SPY261231C00618000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3183, "open_interest": 1.0, "volume": 0.0, "delta": 0.9716, "gamma": 0.0008, "vega": 0.1821, "theta": -0.0351, "rho": 0.6131, "theo": 145.5752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 144.82, "last_trade_time": "2026-10-30T11:45:46", "percent_change": 0.0, "prev_day_close": 145.48999786377}, {"option": "SPY261231P00618000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3137, "open_interest": 80.0, "volume": 0.0, "delta": -0.0316, "gamma": 0.0008, "vega": 0.2055, "theta": -0.0609, "rho": -0.0329, "theo": 1.0951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.93, "last_trade_time": "2026-11-09T11:40:01", "percent_change": 0.0, "prev_day_close": 1.10000002384186}, {"option": "SPY261231C00619000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3141, "open_interest": 0.0, "volume": 0.0, "delta": 0.9712, "gamma": 0.0008, "vega": 0.1839, "theta": -0.0357, "rho": 0.6138, "theo": 144.5909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.51000213623}, {"option": "SPY261231P00619000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3122, "open_interest": 379.0, "volume": 0.0, "delta": -0.0321, "gamma": 0.0008, "vega": 0.2079, "theta": -0.0614, "rho": -0.0334, "theo": 1.1078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.52, "last_trade_time": "2026-11-06T12:40:51", "percent_change": 0.0, "prev_day_close": 1.11500000953674}, {"option": "SPY261231C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3124, "open_interest": 267.0, "volume": 0.0, "delta": 0.9707, "gamma": 0.0008, "vega": 0.1858, "theta": -0.0363, "rho": 0.6144, "theo": 143.6067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 126.11, "last_trade_time": "2026-11-05T12:12:11", "percent_change": 0.0, "prev_day_close": 143.529998779297}, {"option": "SPY261231P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3109, "open_interest": 3388.0, "volume": 7.0, "delta": -0.0325, "gamma": 0.0008, "vega": 0.2105, "theta": -0.062, "rho": -0.0339, "theo": 1.1235, "change": -0.545, "open": 1.25, "high": 1.27, "low": 1.11, "tick": "down", "last_trade_price": 1.11, "last_trade_time": "2026-11-11T16:07:27", "percent_change": -32.9305, "prev_day_close": 1.12999999523163}, {"option": "SPY261231C00621000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3112, "open_interest": 18.0, "volume": 0.0, "delta": 0.9703, "gamma": 0.0008, "vega": 0.1889, "theta": -0.0369, "rho": 0.615, "theo": 142.6227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 137.75, "last_trade_time": "2026-11-09T15:31:00", "percent_change": 0.0, "prev_day_close": 142.544998168945}, {"option": "SPY261231P00621000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3096, "open_interest": 429.0, "volume": 39.0, "delta": -0.033, "gamma": 0.0008, "vega": 0.2129, "theta": -0.0624, "rho": -0.0343, "theo": 1.1366, "change": -0.43, "open": 1.25, "high": 1.25, "low": 1.25, "tick": "no_change", "last_trade_price": 1.25, "last_trade_time": "2026-11-11T09:30:08", "percent_change": -25.5952, "prev_day_close": 1.13999998569489}, {"option": "SPY261231C00622000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3127, "open_interest": 2.0, "volume": 0.0, "delta": 0.9699, "gamma": 0.0008, "vega": 0.192, "theta": -0.0375, "rho": 0.6157, "theo": 141.6388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 147.68, "last_trade_time": "2026-06-05T11:00:32", "percent_change": 0.0, "prev_day_close": 141.559997558594}, {"option": "SPY261231P00622000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3081, "open_interest": 545.0, "volume": 0.0, "delta": -0.0334, "gamma": 0.0009, "vega": 0.2152, "theta": -0.0627, "rho": -0.0348, "theo": 1.147, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.72, "last_trade_time": "2026-11-10T15:18:07", "percent_change": 0.0, "prev_day_close": 1.15499997138977}, {"option": "SPY261231C00623000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3112, "open_interest": 2.0, "volume": 0.0, "delta": 0.9694, "gamma": 0.0008, "vega": 0.1952, "theta": -0.0381, "rho": 0.6163, "theo": 140.6551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.9, "last_trade_time": "2026-06-05T11:02:29", "percent_change": 0.0, "prev_day_close": 140.569999694824}, {"option": "SPY261231P00623000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3067, "open_interest": 276.0, "volume": 43.0, "delta": -0.034, "gamma": 0.0009, "vega": 0.218, "theta": -0.0634, "rho": -0.0354, "theo": 1.164, "change": -0.44, "open": 1.28, "high": 1.28, "low": 1.28, "tick": "no_change", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T09:30:08", "percent_change": -25.5814, "prev_day_close": 1.16999995708466}, {"option": "SPY261231C00624000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.31, "open_interest": 785.0, "volume": 0.0, "delta": 0.969, "gamma": 0.0008, "vega": 0.1985, "theta": -0.0388, "rho": 0.6169, "theo": 139.6716, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.76, "last_trade_time": "2026-06-12T12:13:09", "percent_change": 0.0, "prev_day_close": 139.590003967285}, {"option": "SPY261231P00624000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3057, "open_interest": 300.0, "volume": 0.0, "delta": -0.0344, "gamma": 0.0009, "vega": 0.2204, "theta": -0.0638, "rho": -0.0359, "theo": 1.1771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.5, "last_trade_time": "2026-11-06T13:32:43", "percent_change": 0.0, "prev_day_close": 1.18000000715256}, {"option": "SPY261231C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3056, "open_interest": 72.0, "volume": 6.0, "delta": 0.9685, "gamma": 0.0008, "vega": 0.2017, "theta": -0.0394, "rho": 0.6175, "theo": 138.6882, "change": 11.255, "open": 139.7, "high": 139.7, "low": 139.7, "tick": "up", "last_trade_price": 139.7, "last_trade_time": "2026-11-11T12:50:22", "percent_change": 8.76251, "prev_day_close": 138.610000610352}, {"option": "SPY261231P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3042, "open_interest": 793.0, "volume": 76.0, "delta": -0.0349, "gamma": 0.0009, "vega": 0.2229, "theta": -0.0643, "rho": -0.0364, "theo": 1.1909, "change": -0.58, "open": 1.34, "high": 1.36, "low": 1.17, "tick": "down", "last_trade_price": 1.18, "last_trade_time": "2026-11-11T14:37:53", "percent_change": -32.9545, "prev_day_close": 1.20000004768372}, {"option": "SPY261231C00626000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3074, "open_interest": 24.0, "volume": 0.0, "delta": 0.9681, "gamma": 0.0009, "vega": 0.2051, "theta": -0.04, "rho": 0.6181, "theo": 137.7001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 143.8, "last_trade_time": "2026-06-05T11:02:47", "percent_change": 0.0, "prev_day_close": 137.634994506836}, {"option": "SPY261231P00626000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3028, "open_interest": 387.0, "volume": 50.0, "delta": -0.0354, "gamma": 0.0009, "vega": 0.2256, "theta": -0.0648, "rho": -0.037, "theo": 1.2055, "change": -0.495, "open": 1.28, "high": 1.29, "low": 1.28, "tick": "no_change", "last_trade_price": 1.29, "last_trade_time": "2026-11-11T10:36:15", "percent_change": -27.7311, "prev_day_close": 1.21000003814697}, {"option": "SPY261231C00627000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3058, "open_interest": 164.0, "volume": 0.0, "delta": 0.9676, "gamma": 0.0009, "vega": 0.2085, "theta": -0.0407, "rho": 0.6187, "theo": 136.7171, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 143.61, "last_trade_time": "2026-06-05T11:04:58", "percent_change": 0.0, "prev_day_close": 136.649993896484}, {"option": "SPY261231P00627000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3012, "open_interest": 1541.0, "volume": 2.0, "delta": -0.0359, "gamma": 0.0009, "vega": 0.2281, "theta": -0.0651, "rho": -0.0375, "theo": 1.217, "change": -0.56, "open": 1.23, "high": 1.25, "low": 1.23, "tick": "up", "last_trade_price": 1.25, "last_trade_time": "2026-11-11T14:27:31", "percent_change": -30.9392, "prev_day_close": 1.22500002384186}, {"option": "SPY261231C00628000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3047, "open_interest": 179.0, "volume": 0.0, "delta": 0.9671, "gamma": 0.0009, "vega": 0.2119, "theta": -0.0413, "rho": 0.6193, "theo": 135.7342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 145.51, "last_trade_time": "2026-09-11T10:38:37", "percent_change": 0.0, "prev_day_close": 135.659996032715}, {"option": "SPY261231P00628000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2998, "open_interest": 1024.0, "volume": 0.0, "delta": -0.0365, "gamma": 0.001, "vega": 0.2313, "theta": -0.0657, "rho": -0.038, "theo": 1.2345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.0, "last_trade_time": "2026-11-05T16:10:00", "percent_change": 0.0, "prev_day_close": 1.24000000953674}, {"option": "SPY261231C00629000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3029, "open_interest": 1122.0, "volume": 0.0, "delta": 0.9666, "gamma": 0.0009, "vega": 0.2154, "theta": -0.042, "rho": 0.6199, "theo": 134.7516, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 152.97, "last_trade_time": "2026-08-06T13:26:41", "percent_change": 0.0, "prev_day_close": 134.680000305176}, {"option": "SPY261231P00629000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2985, "open_interest": 304.0, "volume": 0.0, "delta": -0.037, "gamma": 0.001, "vega": 0.2342, "theta": -0.0661, "rho": -0.0386, "theo": 1.2467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.87, "last_trade_time": "2026-11-10T15:30:09", "percent_change": 0.0, "prev_day_close": 1.25999999046326}, {"option": "SPY261231C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3018, "open_interest": 350.0, "volume": 1.0, "delta": 0.9661, "gamma": 0.0009, "vega": 0.2189, "theta": -0.0426, "rho": 0.6261, "theo": 133.7692, "change": 7.01, "open": 130.49, "high": 130.49, "low": 130.49, "tick": "up", "last_trade_price": 130.49, "last_trade_time": "2026-11-11T10:40:33", "percent_change": 5.67703, "prev_day_close": 133.700004577637}, {"option": "SPY261231P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2971, "open_interest": 426.0, "volume": 54.0, "delta": -0.0375, "gamma": 0.001, "vega": 0.2375, "theta": -0.0667, "rho": -0.0392, "theo": 1.2646, "change": -0.61, "open": 1.43, "high": 1.43, "low": 1.24, "tick": "down", "last_trade_price": 1.27, "last_trade_time": "2026-11-11T15:40:26", "percent_change": -32.4468, "prev_day_close": 1.26999998092651}, {"option": "SPY261231C00631000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3004, "open_interest": 6.0, "volume": 0.0, "delta": 0.9656, "gamma": 0.0009, "vega": 0.2219, "theta": -0.0433, "rho": 0.6331, "theo": 132.7875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 139.73, "last_trade_time": "2026-06-05T11:05:26", "percent_change": 0.0, "prev_day_close": 132.720001220703}, {"option": "SPY261231P00631000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2957, "open_interest": 188.0, "volume": 0.0, "delta": -0.0381, "gamma": 0.001, "vega": 0.2405, "theta": -0.0671, "rho": -0.0398, "theo": 1.2775, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.96, "last_trade_time": "2026-11-09T14:53:30", "percent_change": 0.0, "prev_day_close": 1.28999996185303}, {"option": "SPY261231C00632000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2988, "open_interest": 6.0, "volume": 0.0, "delta": 0.9651, "gamma": 0.001, "vega": 0.2242, "theta": -0.044, "rho": 0.6336, "theo": 131.8068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 128.67, "last_trade_time": "2026-07-08T11:46:10", "percent_change": 0.0, "prev_day_close": 131.73999786377}, {"option": "SPY261231P00632000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2947, "open_interest": 478.0, "volume": 0.0, "delta": -0.0387, "gamma": 0.001, "vega": 0.2438, "theta": -0.0677, "rho": -0.0404, "theo": 1.2961, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.88, "last_trade_time": "2026-11-09T15:30:58", "percent_change": 0.0, "prev_day_close": 1.29999995231628}, {"option": "SPY261231C00633000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2956, "open_interest": 33.0, "volume": 0.0, "delta": 0.9645, "gamma": 0.001, "vega": 0.2266, "theta": -0.0446, "rho": 0.6342, "theo": 130.8263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 111.45, "last_trade_time": "2026-11-06T15:00:30", "percent_change": 0.0, "prev_day_close": 130.76000213623}, {"option": "SPY261231P00633000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.293, "open_interest": 369.0, "volume": 0.0, "delta": -0.0392, "gamma": 0.001, "vega": 0.2471, "theta": -0.0682, "rho": -0.0411, "theo": 1.3127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.95, "last_trade_time": "2026-11-09T15:51:36", "percent_change": 0.0, "prev_day_close": 1.31999999284744}, {"option": "SPY261231C00634000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2958, "open_interest": 5.0, "volume": 0.0, "delta": 0.964, "gamma": 0.001, "vega": 0.2291, "theta": -0.0453, "rho": 0.6347, "theo": 129.846, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.95, "last_trade_time": "2026-09-04T16:00:16", "percent_change": 0.0, "prev_day_close": 129.779998779297}, {"option": "SPY261231P00634000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2919, "open_interest": 717.0, "volume": 30.0, "delta": -0.0398, "gamma": 0.001, "vega": 0.2501, "theta": -0.0687, "rho": -0.0416, "theo": 1.3282, "change": -0.51, "open": 1.47, "high": 1.47, "low": 1.47, "tick": "no_change", "last_trade_price": 1.47, "last_trade_time": "2026-11-11T10:23:57", "percent_change": -25.7576, "prev_day_close": 1.3400000333786}, {"option": "SPY261231C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2946, "open_interest": 51.0, "volume": 6.0, "delta": 0.9634, "gamma": 0.001, "vega": 0.2315, "theta": -0.046, "rho": 0.6352, "theo": 128.8659, "change": 9.385, "open": 128.75, "high": 128.75, "low": 128.09, "tick": "down", "last_trade_price": 128.09, "last_trade_time": "2026-11-11T15:55:35", "percent_change": 7.90615, "prev_day_close": 128.799995422363}, {"option": "SPY261231P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2902, "open_interest": 1009.0, "volume": 15.0, "delta": -0.0404, "gamma": 0.0011, "vega": 0.2533, "theta": -0.0693, "rho": -0.0423, "theo": 1.3452, "change": -0.63, "open": 1.51, "high": 1.51, "low": 1.38, "tick": "down", "last_trade_price": 1.38, "last_trade_time": "2026-11-11T14:24:37", "percent_change": -31.3433, "prev_day_close": 1.35500001907349}, {"option": "SPY261231C00636000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2932, "open_interest": 34.0, "volume": 0.0, "delta": 0.9628, "gamma": 0.001, "vega": 0.234, "theta": -0.0467, "rho": 0.6356, "theo": 127.8862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.07, "last_trade_time": "2026-11-06T09:41:03", "percent_change": 0.0, "prev_day_close": 127.819999694824}, {"option": "SPY261231P00636000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.289, "open_interest": 474.0, "volume": 0.0, "delta": -0.041, "gamma": 0.0011, "vega": 0.256, "theta": -0.0698, "rho": -0.0428, "theo": 1.3622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.17, "last_trade_time": "2026-11-09T14:06:32", "percent_change": 0.0, "prev_day_close": 1.37000000476837}, {"option": "SPY261231C00637000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.292, "open_interest": 12.0, "volume": 0.0, "delta": 0.9622, "gamma": 0.001, "vega": 0.2365, "theta": -0.0474, "rho": 0.6361, "theo": 126.9066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 138.19, "last_trade_time": "2026-10-14T13:57:01", "percent_change": 0.0, "prev_day_close": 126.845001220703}, {"option": "SPY261231P00637000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2877, "open_interest": 359.0, "volume": 0.0, "delta": -0.0417, "gamma": 0.0011, "vega": 0.259, "theta": -0.0704, "rho": -0.0434, "theo": 1.3807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-11-04T15:18:02", "percent_change": 0.0, "prev_day_close": 1.38999998569489}, {"option": "SPY261231C00638000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2906, "open_interest": 4.0, "volume": 0.0, "delta": 0.9616, "gamma": 0.0011, "vega": 0.2391, "theta": -0.0481, "rho": 0.6366, "theo": 125.9274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 120.33, "last_trade_time": "2026-07-30T15:59:12", "percent_change": 0.0, "prev_day_close": 125.860000610352}, {"option": "SPY261231P00638000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2864, "open_interest": 537.0, "volume": 0.0, "delta": -0.0423, "gamma": 0.0011, "vega": 0.2618, "theta": -0.0709, "rho": -0.044, "theo": 1.3986, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.5, "last_trade_time": "2026-11-10T10:52:19", "percent_change": 0.0, "prev_day_close": 1.4099999666214}, {"option": "SPY261231C00639000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2889, "open_interest": 22.0, "volume": 10.0, "delta": 0.961, "gamma": 0.0011, "vega": 0.2417, "theta": -0.0488, "rho": 0.637, "theo": 124.9484, "change": 10.045, "open": 124.84, "high": 124.84, "low": 124.84, "tick": "no_change", "last_trade_price": 124.84, "last_trade_time": "2026-11-11T15:41:33", "percent_change": 8.75038, "prev_day_close": 124.880001068115}, {"option": "SPY261231P00639000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.285, "open_interest": 929.0, "volume": 0.0, "delta": -0.0429, "gamma": 0.0011, "vega": 0.2647, "theta": -0.0715, "rho": -0.0445, "theo": 1.416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.34, "last_trade_time": "2026-11-05T15:56:19", "percent_change": 0.0, "prev_day_close": 1.42500001192093}, {"option": "SPY261231C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2854, "open_interest": 198.0, "volume": 40.0, "delta": 0.9604, "gamma": 0.0011, "vega": 0.2444, "theta": -0.0496, "rho": 0.6375, "theo": 123.9697, "change": 10.91, "open": 120.21, "high": 126.17, "low": 120.21, "tick": "up", "last_trade_price": 124.77, "last_trade_time": "2026-11-11T13:10:30", "percent_change": 9.58194, "prev_day_close": 123.909999847412}, {"option": "SPY261231P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2835, "open_interest": 1941.0, "volume": 59.0, "delta": -0.0436, "gamma": 0.0012, "vega": 0.2677, "theta": -0.072, "rho": -0.0452, "theo": 1.4346, "change": -0.71, "open": 1.59, "high": 1.64, "low": 1.41, "tick": "no_change", "last_trade_price": 1.44, "last_trade_time": "2026-11-11T16:11:00", "percent_change": -33.0233, "prev_day_close": 1.44500005245209}, {"option": "SPY261231C00641000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 18.0, "volume": 0.0, "delta": 0.9597, "gamma": 0.0011, "vega": 0.247, "theta": -0.0503, "rho": 0.6379, "theo": 122.9962, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 108.98, "last_trade_time": "2026-11-05T10:47:46", "percent_change": 0.0, "prev_day_close": 122.930000305176}, {"option": "SPY261231P00641000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2822, "open_interest": 1002.0, "volume": 0.0, "delta": -0.0443, "gamma": 0.0012, "vega": 0.2708, "theta": -0.0726, "rho": -0.0458, "theo": 1.4534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.29, "last_trade_time": "2026-11-09T14:15:12", "percent_change": 0.0, "prev_day_close": 1.46000003814697}, {"option": "SPY261231C00642000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2846, "open_interest": 57.0, "volume": 0.0, "delta": 0.9591, "gamma": 0.0011, "vega": 0.2497, "theta": -0.051, "rho": 0.6384, "theo": 122.018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 123.75, "last_trade_time": "2026-10-30T09:35:10", "percent_change": 0.0, "prev_day_close": 121.950000762939}, {"option": "SPY261231P00642000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2809, "open_interest": 292.0, "volume": 0.0, "delta": -0.045, "gamma": 0.0012, "vega": 0.2741, "theta": -0.0732, "rho": -0.0465, "theo": 1.473, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.32, "last_trade_time": "2026-11-09T09:34:01", "percent_change": 0.0, "prev_day_close": 1.48000001907349}, {"option": "SPY261231C00643000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2833, "open_interest": 7.0, "volume": 2.0, "delta": 0.9584, "gamma": 0.0012, "vega": 0.2525, "theta": -0.0518, "rho": 0.6388, "theo": 121.0402, "change": 10.335, "open": 121.31, "high": 121.31, "low": 121.23, "tick": "down", "last_trade_price": 121.23, "last_trade_time": "2026-11-11T15:09:54", "percent_change": 9.31963, "prev_day_close": 120.969997406006}, {"option": "SPY261231P00643000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2795, "open_interest": 741.0, "volume": 10.0, "delta": -0.0457, "gamma": 0.0012, "vega": 0.2773, "theta": -0.0738, "rho": -0.0472, "theo": 1.4926, "change": -0.58, "open": 1.66, "high": 1.66, "low": 1.66, "tick": "down", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T10:23:19", "percent_change": -25.8929, "prev_day_close": 1.5}, {"option": "SPY261231C00644000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2818, "open_interest": 0.0, "volume": 0.0, "delta": 0.9578, "gamma": 0.0012, "vega": 0.2552, "theta": -0.0525, "rho": 0.6392, "theo": 120.0626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 98.1, "last_trade_time": "2026-04-17T10:25:42", "percent_change": 0.0, "prev_day_close": 120.0}, {"option": "SPY261231P00644000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2782, "open_interest": 150.0, "volume": 7.0, "delta": -0.0464, "gamma": 0.0012, "vega": 0.2806, "theta": -0.0743, "rho": -0.0479, "theo": 1.5121, "change": -0.605, "open": 1.67, "high": 1.67, "low": 1.67, "tick": "down", "last_trade_price": 1.67, "last_trade_time": "2026-11-11T10:26:13", "percent_change": -26.5934, "prev_day_close": 1.51999998092651}, {"option": "SPY261231C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2805, "open_interest": 40.0, "volume": 6.0, "delta": 0.9571, "gamma": 0.0012, "vega": 0.2581, "theta": -0.0533, "rho": 0.6395, "theo": 119.0854, "change": 10.03, "open": 119.17, "high": 119.17, "low": 119.05, "tick": "down", "last_trade_price": 119.05, "last_trade_time": "2026-11-11T15:40:58", "percent_change": 9.20015, "prev_day_close": 119.020000457764}, {"option": "SPY261231P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2769, "open_interest": 1957.0, "volume": 9.0, "delta": -0.0471, "gamma": 0.0013, "vega": 0.2841, "theta": -0.0749, "rho": -0.0486, "theo": 1.5323, "change": -0.82, "open": 1.68, "high": 1.78, "low": 1.49, "tick": "down", "last_trade_price": 1.49, "last_trade_time": "2026-11-11T13:22:31", "percent_change": -35.4978, "prev_day_close": 1.54499995708466}, {"option": "SPY261231C00646000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.279, "open_interest": 14.0, "volume": 0.0, "delta": 0.9564, "gamma": 0.0012, "vega": 0.2609, "theta": -0.054, "rho": 0.6399, "theo": 118.1085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.11, "last_trade_time": "2026-06-11T10:25:41", "percent_change": 0.0, "prev_day_close": 118.040000915527}, {"option": "SPY261231P00646000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2755, "open_interest": 98.0, "volume": 1.0, "delta": -0.0479, "gamma": 0.0013, "vega": 0.2878, "theta": -0.0755, "rho": -0.0494, "theo": 1.5533, "change": -0.61, "open": 1.73, "high": 1.73, "low": 1.73, "tick": "down", "last_trade_price": 1.73, "last_trade_time": "2026-11-11T09:30:00", "percent_change": -26.0684, "prev_day_close": 1.56000000238419}, {"option": "SPY261231C00647000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2779, "open_interest": 17.0, "volume": 0.0, "delta": 0.9556, "gamma": 0.0012, "vega": 0.2638, "theta": -0.0548, "rho": 0.6403, "theo": 117.132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 126.25, "last_trade_time": "2026-08-03T16:14:07", "percent_change": 0.0, "prev_day_close": 117.069999694824}, {"option": "SPY261231P00647000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2743, "open_interest": 270.0, "volume": 4.0, "delta": -0.0486, "gamma": 0.0013, "vega": 0.2914, "theta": -0.0761, "rho": -0.0502, "theo": 1.5745, "change": -0.825, "open": 1.55, "high": 1.55, "low": 1.55, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-11T13:56:07", "percent_change": -34.7368, "prev_day_close": 1.58500003814697}, {"option": "SPY261231C00648000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2766, "open_interest": 32.0, "volume": 0.0, "delta": 0.9549, "gamma": 0.0013, "vega": 0.2673, "theta": -0.0556, "rho": 0.6406, "theo": 116.1558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 113.0, "last_trade_time": "2026-11-02T15:27:09", "percent_change": 0.0, "prev_day_close": 116.090000152588}, {"option": "SPY261231P00648000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.273, "open_interest": 227.0, "volume": 31.0, "delta": -0.0494, "gamma": 0.0013, "vega": 0.2949, "theta": -0.0767, "rho": -0.051, "theo": 1.5954, "change": -0.775, "open": 1.66, "high": 1.66, "low": 1.63, "tick": "down", "last_trade_price": 1.63, "last_trade_time": "2026-11-11T11:48:51", "percent_change": -32.2245, "prev_day_close": 1.61000001430511}, {"option": "SPY261231C00649000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2749, "open_interest": 55.0, "volume": 10.0, "delta": 0.9542, "gamma": 0.0013, "vega": 0.272, "theta": -0.0564, "rho": 0.641, "theo": 115.1799, "change": 9.97, "open": 115.14, "high": 115.14, "low": 115.14, "tick": "no_change", "last_trade_price": 115.14, "last_trade_time": "2026-11-11T15:41:33", "percent_change": 9.47989, "prev_day_close": 115.115001678467}, {"option": "SPY261231P00649000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2716, "open_interest": 1009.0, "volume": 3.0, "delta": -0.0502, "gamma": 0.0014, "vega": 0.2986, "theta": -0.0774, "rho": -0.0519, "theo": 1.6172, "change": -0.775, "open": 1.81, "high": 1.81, "low": 1.67, "tick": "down", "last_trade_price": 1.67, "last_trade_time": "2026-11-11T11:50:16", "percent_change": -31.6973, "prev_day_close": 1.62999999523163}, {"option": "SPY261231C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2737, "open_interest": 612.0, "volume": 55.0, "delta": 0.9534, "gamma": 0.0013, "vega": 0.2767, "theta": -0.0572, "rho": 0.6413, "theo": 114.2044, "change": 9.975, "open": 112.86, "high": 113.92, "low": 112.86, "tick": "up", "last_trade_price": 113.92, "last_trade_time": "2026-11-11T11:56:03", "percent_change": 9.59642, "prev_day_close": 114.139999389648}, {"option": "SPY261231P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2704, "open_interest": 88522.0, "volume": 237.0, "delta": -0.051, "gamma": 0.0014, "vega": 0.3023, "theta": -0.078, "rho": -0.0527, "theo": 1.639, "change": -0.8, "open": 1.83, "high": 2.0, "low": 1.61, "tick": "up", "last_trade_price": 1.68, "last_trade_time": "2026-11-11T15:56:01", "percent_change": -32.2581, "prev_day_close": 1.65499997138977}, {"option": "SPY261231C00651000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2724, "open_interest": 75.0, "volume": 0.0, "delta": 0.9526, "gamma": 0.0013, "vega": 0.2815, "theta": -0.058, "rho": 0.6416, "theo": 113.2292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.28, "last_trade_time": "2026-10-30T10:23:20", "percent_change": 0.0, "prev_day_close": 113.159999847412}, {"option": "SPY261231P00651000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2689, "open_interest": 401.0, "volume": 0.0, "delta": -0.0518, "gamma": 0.0014, "vega": 0.3062, "theta": -0.0786, "rho": -0.0536, "theo": 1.6623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.63, "last_trade_time": "2026-11-06T09:58:00", "percent_change": 0.0, "prev_day_close": 1.67500001192093}, {"option": "SPY261231C00652000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2692, "open_interest": 8.0, "volume": 0.0, "delta": 0.9518, "gamma": 0.0014, "vega": 0.2864, "theta": -0.0588, "rho": 0.6419, "theo": 112.2544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 124.58, "last_trade_time": "2026-08-31T14:39:24", "percent_change": 0.0, "prev_day_close": 112.189998626709}, {"option": "SPY261231P00652000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2677, "open_interest": 811.0, "volume": 253.0, "delta": -0.0527, "gamma": 0.0014, "vega": 0.3103, "theta": -0.0792, "rho": -0.0545, "theo": 1.6856, "change": -0.88, "open": 1.89, "high": 1.89, "low": 1.67, "tick": "down", "last_trade_price": 1.67, "last_trade_time": "2026-11-11T15:30:58", "percent_change": -34.5098, "prev_day_close": 1.70000004768372}, {"option": "SPY261231C00653000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2698, "open_interest": 6.0, "volume": 0.0, "delta": 0.951, "gamma": 0.0014, "vega": 0.2914, "theta": -0.0596, "rho": 0.6422, "theo": 111.28, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 123.76, "last_trade_time": "2026-09-28T10:35:06", "percent_change": 0.0, "prev_day_close": 111.219997406006}, {"option": "SPY261231P00653000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2663, "open_interest": 639.0, "volume": 2.0, "delta": -0.0536, "gamma": 0.0014, "vega": 0.315, "theta": -0.0799, "rho": -0.0555, "theo": 1.7098, "change": -0.8, "open": 1.79, "high": 1.79, "low": 1.79, "tick": "no_change", "last_trade_price": 1.79, "last_trade_time": "2026-11-11T11:02:48", "percent_change": -30.888, "prev_day_close": 1.72500002384186}, {"option": "SPY261231C00654000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2682, "open_interest": 14.0, "volume": 0.0, "delta": 0.9502, "gamma": 0.0014, "vega": 0.2965, "theta": -0.0604, "rho": 0.6425, "theo": 110.306, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.29, "last_trade_time": "2026-11-09T11:05:34", "percent_change": 0.0, "prev_day_close": 110.25}, {"option": "SPY261231P00654000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2651, "open_interest": 530.0, "volume": 2.0, "delta": -0.0544, "gamma": 0.0015, "vega": 0.3195, "theta": -0.0806, "rho": -0.0564, "theo": 1.7336, "change": -0.8, "open": 1.83, "high": 1.83, "low": 1.83, "tick": "down", "last_trade_price": 1.83, "last_trade_time": "2026-11-11T12:08:02", "percent_change": -30.4183, "prev_day_close": 1.75}, {"option": "SPY261231C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2672, "open_interest": 134.0, "volume": 0.0, "delta": 0.9493, "gamma": 0.0014, "vega": 0.3017, "theta": -0.0613, "rho": 0.6427, "theo": 109.3274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.83, "last_trade_time": "2026-11-10T14:33:56", "percent_change": 0.0, "prev_day_close": 109.270000457764}, {"option": "SPY261231P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2637, "open_interest": 725.0, "volume": 17.0, "delta": -0.0553, "gamma": 0.0015, "vega": 0.324, "theta": -0.0812, "rho": -0.0573, "theo": 1.7576, "change": -0.87, "open": 1.94, "high": 1.94, "low": 1.75, "tick": "up", "last_trade_price": 1.8, "last_trade_time": "2026-11-11T14:25:20", "percent_change": -32.5843, "prev_day_close": 1.77499997615814}, {"option": "SPY261231C00656000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2656, "open_interest": 11.0, "volume": 0.0, "delta": 0.9485, "gamma": 0.0015, "vega": 0.307, "theta": -0.0621, "rho": 0.6503, "theo": 108.3542, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 111.5, "last_trade_time": "2026-05-11T09:48:56", "percent_change": 0.0, "prev_day_close": 108.299999237061}, {"option": "SPY261231P00656000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2625, "open_interest": 174.0, "volume": 0.0, "delta": -0.0562, "gamma": 0.0015, "vega": 0.3288, "theta": -0.0819, "rho": -0.0583, "theo": 1.7836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.23, "last_trade_time": "2026-11-10T10:50:28", "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "SPY261231C00657000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2645, "open_interest": 9.0, "volume": 0.0, "delta": 0.9476, "gamma": 0.0015, "vega": 0.3114, "theta": -0.063, "rho": 0.6583, "theo": 107.3824, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 125.04, "last_trade_time": "2026-09-21T12:13:38", "percent_change": 0.0, "prev_day_close": 107.329998016357}, {"option": "SPY261231P00657000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 628.0, "volume": 0.0, "delta": -0.0572, "gamma": 0.0016, "vega": 0.3336, "theta": -0.0826, "rho": -0.0592, "theo": 1.8098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.28, "last_trade_time": "2026-11-10T10:50:27", "percent_change": 0.0, "prev_day_close": 1.82499998807907}, {"option": "SPY261231C00658000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2612, "open_interest": 10.0, "volume": 0.0, "delta": 0.9466, "gamma": 0.0015, "vega": 0.315, "theta": -0.0638, "rho": 0.6584, "theo": 106.4118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.62, "last_trade_time": "2026-07-29T12:10:32", "percent_change": 0.0, "prev_day_close": 106.360000610352}, {"option": "SPY261231P00658000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2598, "open_interest": 390.0, "volume": 0.0, "delta": -0.0581, "gamma": 0.0016, "vega": 0.3381, "theta": -0.0832, "rho": -0.0602, "theo": 1.8356, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.18, "last_trade_time": "2026-11-10T09:50:24", "percent_change": 0.0, "prev_day_close": 1.85500001907349}, {"option": "SPY261231C00659000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2618, "open_interest": 59.0, "volume": 0.0, "delta": 0.9457, "gamma": 0.0016, "vega": 0.3187, "theta": -0.0647, "rho": 0.6586, "theo": 105.4417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 91.93, "last_trade_time": "2026-11-05T11:12:06", "percent_change": 0.0, "prev_day_close": 105.389999389648}, {"option": "SPY261231P00659000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2585, "open_interest": 338.0, "volume": 0.0, "delta": -0.0591, "gamma": 0.0016, "vega": 0.3424, "theta": -0.084, "rho": -0.0615, "theo": 1.8635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.22, "last_trade_time": "2026-11-10T11:29:27", "percent_change": 0.0, "prev_day_close": 1.87999999523163}, {"option": "SPY261231C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2586, "open_interest": 124.0, "volume": 8.0, "delta": 0.9447, "gamma": 0.0016, "vega": 0.3224, "theta": -0.0656, "rho": 0.6587, "theo": 104.4721, "change": 9.865, "open": 100.24, "high": 104.45, "low": 99.68, "tick": "no_change", "last_trade_price": 104.45, "last_trade_time": "2026-11-11T15:42:08", "percent_change": 10.4298, "prev_day_close": 104.420001983643}, {"option": "SPY261231P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 2903.0, "volume": 34.0, "delta": -0.0601, "gamma": 0.0016, "vega": 0.3463, "theta": -0.0847, "rho": -0.0622, "theo": 1.8911, "change": -0.995, "open": 2.12, "high": 2.21, "low": 1.89, "tick": "down", "last_trade_price": 1.89, "last_trade_time": "2026-11-11T15:13:04", "percent_change": -34.4887, "prev_day_close": 1.9099999666214}, {"option": "SPY261231C00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2591, "open_interest": 13.0, "volume": 0.0, "delta": 0.9438, "gamma": 0.0016, "vega": 0.3263, "theta": -0.0664, "rho": 0.6588, "theo": 103.503, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 98.58, "last_trade_time": "2026-06-10T11:43:30", "percent_change": 0.0, "prev_day_close": 103.450000762939}, {"option": "SPY261231P00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2558, "open_interest": 1524.0, "volume": 1.0, "delta": -0.0612, "gamma": 0.0017, "vega": 0.3504, "theta": -0.0854, "rho": -0.0631, "theo": 1.9198, "change": -0.935, "open": 1.99, "high": 1.99, "low": 1.99, "tick": "down", "last_trade_price": 1.99, "last_trade_time": "2026-11-11T11:46:49", "percent_change": -31.9658, "prev_day_close": 1.93500000238419}, {"option": "SPY261231C00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2577, "open_interest": 9.0, "volume": 0.0, "delta": 0.9428, "gamma": 0.0016, "vega": 0.3301, "theta": -0.0673, "rho": 0.6589, "theo": 102.5344, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 104.43, "last_trade_time": "2026-06-12T12:39:42", "percent_change": 0.0, "prev_day_close": 102.479999542236}, {"option": "SPY261231P00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2545, "open_interest": 437.0, "volume": 2.0, "delta": -0.0622, "gamma": 0.0017, "vega": 0.3546, "theta": -0.0861, "rho": -0.0641, "theo": 1.9491, "change": -0.725, "open": 2.21, "high": 2.25, "low": 2.21, "tick": "up", "last_trade_price": 2.25, "last_trade_time": "2026-11-11T10:00:48", "percent_change": -24.3697, "prev_day_close": 1.9650000333786}, {"option": "SPY261231C00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2563, "open_interest": 17.0, "volume": 0.0, "delta": 0.9417, "gamma": 0.0017, "vega": 0.3341, "theta": -0.0682, "rho": 0.6589, "theo": 101.5664, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 84.8, "last_trade_time": "2026-11-05T14:56:16", "percent_change": 0.0, "prev_day_close": 101.520000457764}, {"option": "SPY261231P00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2532, "open_interest": 1008.0, "volume": 2.0, "delta": -0.0633, "gamma": 0.0017, "vega": 0.3589, "theta": -0.0869, "rho": -0.065, "theo": 1.9789, "change": -0.975, "open": 2.18, "high": 2.18, "low": 2.05, "tick": "down", "last_trade_price": 2.05, "last_trade_time": "2026-11-11T12:19:31", "percent_change": -32.2314, "prev_day_close": 1.99500000476837}, {"option": "SPY261231C00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 11.0, "volume": 0.0, "delta": 0.9407, "gamma": 0.0017, "vega": 0.3381, "theta": -0.0692, "rho": 0.659, "theo": 100.5988, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.37, "last_trade_time": "2026-10-30T14:10:17", "percent_change": 0.0, "prev_day_close": 100.549999237061}, {"option": "SPY261231P00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2519, "open_interest": 360.0, "volume": 4.0, "delta": -0.0644, "gamma": 0.0018, "vega": 0.3634, "theta": -0.0876, "rho": -0.0661, "theo": 2.0093, "change": -1.035, "open": 2.43, "high": 2.43, "low": 2.04, "tick": "down", "last_trade_price": 2.04, "last_trade_time": "2026-11-11T14:35:17", "percent_change": -33.6585, "prev_day_close": 2.02999997138977}, {"option": "SPY261231C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2536, "open_interest": 266.0, "volume": 10.0, "delta": 0.9396, "gamma": 0.0017, "vega": 0.3421, "theta": -0.0701, "rho": 0.659, "theo": 99.6319, "change": 9.075, "open": 98.99, "high": 98.99, "low": 98.9, "tick": "down", "last_trade_price": 98.9, "last_trade_time": "2026-11-11T15:55:35", "percent_change": 10.103, "prev_day_close": 99.5799980163574}, {"option": "SPY261231P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2506, "open_interest": 6279.0, "volume": 23.0, "delta": -0.0655, "gamma": 0.0018, "vega": 0.3679, "theta": -0.0884, "rho": -0.0671, "theo": 2.0403, "change": -1.06, "open": 2.43, "high": 2.43, "low": 2.01, "tick": "up", "last_trade_price": 2.06, "last_trade_time": "2026-11-11T16:00:12", "percent_change": -33.9744, "prev_day_close": 2.05999994277954}, {"option": "SPY261231C00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2524, "open_interest": 596.0, "volume": 0.0, "delta": 0.9385, "gamma": 0.0018, "vega": 0.3462, "theta": -0.071, "rho": 0.659, "theo": 98.6655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 86.36, "last_trade_time": "2026-11-10T13:09:55", "percent_change": 0.0, "prev_day_close": 98.625}, {"option": "SPY261231P00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2493, "open_interest": 287.0, "volume": 24.0, "delta": -0.0667, "gamma": 0.0018, "vega": 0.3727, "theta": -0.0891, "rho": -0.0682, "theo": 2.0719, "change": -1.04, "open": 2.4, "high": 2.51, "low": 2.03, "tick": "up", "last_trade_price": 2.13, "last_trade_time": "2026-11-11T15:55:51", "percent_change": -32.8076, "prev_day_close": 2.08999991416931}, {"option": "SPY261231C00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2511, "open_interest": 18.0, "volume": 0.0, "delta": 0.9374, "gamma": 0.0018, "vega": 0.3504, "theta": -0.0719, "rho": 0.6589, "theo": 97.6997, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.9, "last_trade_time": "2026-10-30T15:46:22", "percent_change": 0.0, "prev_day_close": 97.6499977111816}, {"option": "SPY261231P00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 1099.0, "volume": 10.0, "delta": -0.0679, "gamma": 0.0019, "vega": 0.3777, "theta": -0.0899, "rho": -0.0694, "theo": 2.1048, "change": -0.69, "open": 2.53, "high": 2.53, "low": 2.53, "tick": "down", "last_trade_price": 2.53, "last_trade_time": "2026-11-11T09:52:56", "percent_change": -21.4286, "prev_day_close": 2.125}, {"option": "SPY261231C00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2498, "open_interest": 23.0, "volume": 0.0, "delta": 0.9362, "gamma": 0.0018, "vega": 0.3546, "theta": -0.0729, "rho": 0.6589, "theo": 96.7345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 91.32, "last_trade_time": "2026-06-10T14:41:03", "percent_change": 0.0, "prev_day_close": 96.685001373291}, {"option": "SPY261231P00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2468, "open_interest": 250.0, "volume": 28.0, "delta": -0.0691, "gamma": 0.0019, "vega": 0.3827, "theta": -0.0907, "rho": -0.0707, "theo": 2.1378, "change": -0.83, "open": 2.45, "high": 2.59, "low": 2.44, "tick": "down", "last_trade_price": 2.44, "last_trade_time": "2026-11-11T10:20:54", "percent_change": -25.3823, "prev_day_close": 2.16000008583069}, {"option": "SPY261231C00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 214.0, "volume": 0.0, "delta": 0.935, "gamma": 0.0019, "vega": 0.3588, "theta": -0.0738, "rho": 0.6588, "theo": 95.7748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 103.65, "last_trade_time": "2026-10-26T15:15:13", "percent_change": 0.0, "prev_day_close": 95.7199974060059}, {"option": "SPY261231P00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2455, "open_interest": 638.0, "volume": 3.0, "delta": -0.0703, "gamma": 0.002, "vega": 0.3877, "theta": -0.0915, "rho": -0.072, "theo": 2.1707, "change": -1.065, "open": 2.63, "high": 2.63, "low": 2.26, "tick": "down", "last_trade_price": 2.26, "last_trade_time": "2026-11-11T11:55:36", "percent_change": -32.0301, "prev_day_close": 2.19000005722046}, {"option": "SPY261231C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.247, "open_interest": 556.0, "volume": 59.0, "delta": 0.9338, "gamma": 0.0019, "vega": 0.3631, "theta": -0.0748, "rho": 0.6587, "theo": 94.8109, "change": 9.705, "open": 91.16, "high": 96.79, "low": 91.16, "tick": "no_change", "last_trade_price": 94.81, "last_trade_time": "2026-11-11T15:42:08", "percent_change": 11.4036, "prev_day_close": 94.7600021362305}, {"option": "SPY261231P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2442, "open_interest": 2315.0, "volume": 54.0, "delta": -0.0715, "gamma": 0.002, "vega": 0.3929, "theta": -0.0922, "rho": -0.0733, "theo": 2.2051, "change": -1.175, "open": 2.51, "high": 2.56, "low": 2.2, "tick": "up", "last_trade_price": 2.21, "last_trade_time": "2026-11-11T16:11:00", "percent_change": -34.712, "prev_day_close": 2.23000001907349}, {"option": "SPY261231C00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2456, "open_interest": 240.0, "volume": 0.0, "delta": 0.9326, "gamma": 0.002, "vega": 0.369, "theta": -0.0758, "rho": 0.6586, "theo": 93.8476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.59, "last_trade_time": "2026-11-06T15:49:23", "percent_change": 0.0, "prev_day_close": 93.8000030517578}, {"option": "SPY261231P00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2429, "open_interest": 489.0, "volume": 2.0, "delta": -0.0728, "gamma": 0.002, "vega": 0.3982, "theta": -0.093, "rho": -0.0747, "theo": 2.2402, "change": -1.235, "open": 2.65, "high": 2.65, "low": 2.2, "tick": "down", "last_trade_price": 2.2, "last_trade_time": "2026-11-11T13:26:24", "percent_change": -35.9534, "prev_day_close": 2.26499998569489}, {"option": "SPY261231C00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2444, "open_interest": 8.0, "volume": 0.0, "delta": 0.9314, "gamma": 0.002, "vega": 0.3757, "theta": -0.0768, "rho": 0.6584, "theo": 92.885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 86.78, "last_trade_time": "2026-06-09T12:37:06", "percent_change": 0.0, "prev_day_close": 92.8299980163574}, {"option": "SPY261231P00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2416, "open_interest": 62.0, "volume": 6.0, "delta": -0.0742, "gamma": 0.0021, "vega": 0.4038, "theta": -0.0939, "rho": -0.0762, "theo": 2.278, "change": -1.115, "open": 2.7, "high": 2.7, "low": 2.38, "tick": "down", "last_trade_price": 2.38, "last_trade_time": "2026-11-11T11:55:36", "percent_change": -31.9027, "prev_day_close": 2.29999995231628}, {"option": "SPY261231C00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.243, "open_interest": 12.0, "volume": 0.0, "delta": 0.9301, "gamma": 0.002, "vega": 0.3825, "theta": -0.0778, "rho": 0.6583, "theo": 91.923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 99.14, "last_trade_time": "2026-11-04T10:35:11", "percent_change": 0.0, "prev_day_close": 91.8699989318848}, {"option": "SPY261231P00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2405, "open_interest": 293.0, "volume": 0.0, "delta": -0.0755, "gamma": 0.0021, "vega": 0.4096, "theta": -0.0947, "rho": -0.0775, "theo": 2.313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.94, "last_trade_time": "2026-11-10T12:20:22", "percent_change": 0.0, "prev_day_close": 2.33999991416931}, {"option": "SPY261231C00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2418, "open_interest": 12.0, "volume": 0.0, "delta": 0.9288, "gamma": 0.0021, "vega": 0.3894, "theta": -0.0788, "rho": 0.6581, "theo": 90.9617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.65, "last_trade_time": "2026-07-07T10:10:24", "percent_change": 0.0, "prev_day_close": 90.9099998474121}, {"option": "SPY261231P00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 882.0, "volume": 5.0, "delta": -0.0769, "gamma": 0.0022, "vega": 0.4163, "theta": -0.0955, "rho": -0.079, "theo": 2.3515, "change": -1.105, "open": 2.51, "high": 2.51, "low": 2.51, "tick": "down", "last_trade_price": 2.51, "last_trade_time": "2026-11-11T11:33:50", "percent_change": -30.5671, "prev_day_close": 2.375}, {"option": "SPY261231C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2405, "open_interest": 697.0, "volume": 64.0, "delta": 0.9274, "gamma": 0.0021, "vega": 0.3965, "theta": -0.0798, "rho": 0.6579, "theo": 90.0012, "change": 12.885, "open": 86.53, "high": 93.29, "low": 86.53, "tick": "up", "last_trade_price": 93.29, "last_trade_time": "2026-11-11T13:24:23", "percent_change": 16.0251, "prev_day_close": 89.9500007629394}, {"option": "SPY261231P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2379, "open_interest": 1190.0, "volume": 57.0, "delta": -0.0782, "gamma": 0.0022, "vega": 0.4228, "theta": -0.0963, "rho": -0.0805, "theo": 2.3891, "change": -1.185, "open": 2.77, "high": 2.91, "low": 2.44, "tick": "up", "last_trade_price": 2.49, "last_trade_time": "2026-11-11T14:19:21", "percent_change": -32.2449, "prev_day_close": 2.41500008106232}, {"option": "SPY261231C00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2393, "open_interest": 59.0, "volume": 0.0, "delta": 0.926, "gamma": 0.0022, "vega": 0.4037, "theta": -0.0808, "rho": 0.6577, "theo": 89.0364, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 87.49, "last_trade_time": "2026-11-02T15:01:17", "percent_change": 0.0, "prev_day_close": 88.9949989318848}, {"option": "SPY261231P00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 181.0, "volume": 12.0, "delta": -0.0797, "gamma": 0.0022, "vega": 0.4293, "theta": -0.0972, "rho": -0.0817, "theo": 2.4284, "change": -1.3, "open": 2.67, "high": 2.72, "low": 2.44, "tick": "down", "last_trade_price": 2.44, "last_trade_time": "2026-11-11T14:44:48", "percent_change": -34.7594, "prev_day_close": 2.45500004291534}, {"option": "SPY261231C00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2379, "open_interest": 24.0, "volume": 0.0, "delta": 0.9246, "gamma": 0.0022, "vega": 0.4111, "theta": -0.0819, "rho": 0.6628, "theo": 88.0773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 86.57, "last_trade_time": "2026-11-02T15:01:17", "percent_change": 0.0, "prev_day_close": 88.0400009155274}, {"option": "SPY261231P00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 470.0, "volume": 2.0, "delta": -0.0811, "gamma": 0.0023, "vega": 0.4358, "theta": -0.098, "rho": -0.0833, "theo": 2.4689, "change": -1.325, "open": 2.89, "high": 2.89, "low": 2.48, "tick": "down", "last_trade_price": 2.48, "last_trade_time": "2026-11-11T16:00:06", "percent_change": -34.8226, "prev_day_close": 2.49500000476837}, {"option": "SPY261231C00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2368, "open_interest": 351.0, "volume": 0.0, "delta": 0.9232, "gamma": 0.0022, "vega": 0.4175, "theta": -0.0829, "rho": 0.675, "theo": 87.12, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.38, "last_trade_time": "2026-10-20T09:53:43", "percent_change": 0.0, "prev_day_close": 87.0799980163574}, {"option": "SPY261231P00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.234, "open_interest": 922.0, "volume": 1.0, "delta": -0.0827, "gamma": 0.0023, "vega": 0.4425, "theta": -0.0989, "rho": -0.0856, "theo": 2.5122, "change": -1.38, "open": 2.49, "high": 2.49, "low": 2.49, "tick": "down", "last_trade_price": 2.49, "last_trade_time": "2026-11-11T15:15:36", "percent_change": -35.6589, "prev_day_close": 2.53999996185303}, {"option": "SPY261231C00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 13.0, "volume": 0.0, "delta": 0.9217, "gamma": 0.0023, "vega": 0.4227, "theta": -0.084, "rho": 0.6746, "theo": 86.1648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.88, "last_trade_time": "2026-11-10T11:03:41", "percent_change": 0.0, "prev_day_close": 86.1349983215332}, {"option": "SPY261231P00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2328, "open_interest": 747.0, "volume": 2.0, "delta": -0.0842, "gamma": 0.0024, "vega": 0.4474, "theta": -0.0998, "rho": -0.0867, "theo": 2.5534, "change": -1.175, "open": 2.98, "high": 2.98, "low": 2.76, "tick": "down", "last_trade_price": 2.76, "last_trade_time": "2026-11-11T10:42:08", "percent_change": -29.8602, "prev_day_close": 2.58499991893768}, {"option": "SPY261231C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2342, "open_interest": 887.0, "volume": 89.0, "delta": 0.9202, "gamma": 0.0023, "vega": 0.428, "theta": -0.085, "rho": 0.6741, "theo": 85.2104, "change": 10.79, "open": 81.8, "high": 87.36, "low": 81.49, "tick": "up", "last_trade_price": 86.52, "last_trade_time": "2026-11-11T15:43:21", "percent_change": 14.248, "prev_day_close": 85.1700019836426}, {"option": "SPY261231P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2317, "open_interest": 3674.0, "volume": 148.0, "delta": -0.0858, "gamma": 0.0024, "vega": 0.4528, "theta": -0.1007, "rho": -0.088, "theo": 2.5977, "change": -1.415, "open": 3.02, "high": 3.2, "low": 2.56, "tick": "down", "last_trade_price": 2.59, "last_trade_time": "2026-11-11T14:50:39", "percent_change": -35.3308, "prev_day_close": 2.625}, {"option": "SPY261231C00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2314, "open_interest": 137.0, "volume": 0.0, "delta": 0.9186, "gamma": 0.0024, "vega": 0.4334, "theta": -0.0861, "rho": 0.6736, "theo": 84.257, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 74.63, "last_trade_time": "2026-11-10T10:41:27", "percent_change": 0.0, "prev_day_close": 84.2199974060059}, {"option": "SPY261231P00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2303, "open_interest": 264.0, "volume": 23.0, "delta": -0.0874, "gamma": 0.0024, "vega": 0.4583, "theta": -0.1016, "rho": -0.0893, "theo": 2.6428, "change": -0.865, "open": 2.95, "high": 3.21, "low": 2.95, "tick": "up", "last_trade_price": 3.21, "last_trade_time": "2026-11-11T09:50:34", "percent_change": -21.227, "prev_day_close": 2.67500007152557}, {"option": "SPY261231C00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2314, "open_interest": 62.0, "volume": 0.0, "delta": 0.917, "gamma": 0.0024, "vega": 0.4388, "theta": -0.0872, "rho": 0.6731, "theo": 83.3044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 73.72, "last_trade_time": "2026-11-10T10:41:27", "percent_change": 0.0, "prev_day_close": 83.2700004577637}, {"option": "SPY261231P00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2291, "open_interest": 831.0, "volume": 1.0, "delta": -0.0892, "gamma": 0.0025, "vega": 0.4642, "theta": -0.1025, "rho": -0.0908, "theo": 2.6903, "change": -0.915, "open": 3.23, "high": 3.23, "low": 3.23, "tick": "down", "last_trade_price": 3.23, "last_trade_time": "2026-11-11T09:44:45", "percent_change": -22.0748, "prev_day_close": 2.7150000333786}, {"option": "SPY261231C00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2302, "open_interest": 38.0, "volume": 0.0, "delta": 0.9154, "gamma": 0.0025, "vega": 0.4444, "theta": -0.0882, "rho": 0.6726, "theo": 82.3527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.9, "last_trade_time": "2026-10-30T13:05:12", "percent_change": 0.0, "prev_day_close": 82.3199996948242}, {"option": "SPY261231P00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2279, "open_interest": 266.0, "volume": 2.0, "delta": -0.0908, "gamma": 0.0026, "vega": 0.4699, "theta": -0.1034, "rho": -0.0922, "theo": 2.735, "change": -1.325, "open": 2.9, "high": 2.9, "low": 2.9, "tick": "down", "last_trade_price": 2.9, "last_trade_time": "2026-11-11T12:08:02", "percent_change": -31.3609, "prev_day_close": 2.76499998569489}, {"option": "SPY261231C00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.229, "open_interest": 20.0, "volume": 0.0, "delta": 0.9137, "gamma": 0.0025, "vega": 0.45, "theta": -0.0893, "rho": 0.672, "theo": 81.402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.84, "last_trade_time": "2026-11-05T10:51:55", "percent_change": 0.0, "prev_day_close": 81.375}, {"option": "SPY261231P00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 780.0, "volume": 1.0, "delta": -0.0925, "gamma": 0.0026, "vega": 0.476, "theta": -0.1043, "rho": -0.094, "theo": 2.7837, "change": -1.425, "open": 2.87, "high": 2.87, "low": 2.87, "tick": "down", "last_trade_price": 2.87, "last_trade_time": "2026-11-11T14:24:26", "percent_change": -33.1781, "prev_day_close": 2.81499993801117}, {"option": "SPY261231C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2277, "open_interest": 499.0, "volume": 4.0, "delta": 0.912, "gamma": 0.0026, "vega": 0.4557, "theta": -0.0904, "rho": 0.6714, "theo": 80.4523, "change": 11.96, "open": 78.41, "high": 83.08, "low": 78.41, "tick": "up", "last_trade_price": 83.08, "last_trade_time": "2026-11-11T12:58:24", "percent_change": 16.8166, "prev_day_close": 80.4200019836426}, {"option": "SPY261231P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2254, "open_interest": 3035.0, "volume": 40.0, "delta": -0.0943, "gamma": 0.0026, "vega": 0.4824, "theta": -0.1052, "rho": -0.0957, "theo": 2.8322, "change": -1.485, "open": 3.23, "high": 3.4, "low": 2.79, "tick": "up", "last_trade_price": 2.89, "last_trade_time": "2026-11-11T15:57:19", "percent_change": -33.9429, "prev_day_close": 2.86500000953674}, {"option": "SPY261231C00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2264, "open_interest": 109.0, "volume": 0.0, "delta": 0.9102, "gamma": 0.0026, "vega": 0.4615, "theta": -0.0915, "rho": 0.6707, "theo": 79.5036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.2, "last_trade_time": "2026-11-03T09:40:00", "percent_change": 0.0, "prev_day_close": 79.4749984741211}, {"option": "SPY261231P00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2241, "open_interest": 665.0, "volume": 9.0, "delta": -0.0962, "gamma": 0.0027, "vega": 0.4891, "theta": -0.1062, "rho": -0.0976, "theo": 2.8827, "change": -1.465, "open": 3.35, "high": 3.37, "low": 2.99, "tick": "down", "last_trade_price": 2.99, "last_trade_time": "2026-11-11T12:01:09", "percent_change": -32.8844, "prev_day_close": 2.91500008106232}, {"option": "SPY261231C00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2243, "open_interest": 109.0, "volume": 0.0, "delta": 0.9084, "gamma": 0.0027, "vega": 0.4673, "theta": -0.0927, "rho": 0.67, "theo": 78.5559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 89.97, "last_trade_time": "2026-10-19T12:26:32", "percent_change": 0.0, "prev_day_close": 78.5300025939941}, {"option": "SPY261231P00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2228, "open_interest": 900.0, "volume": 2.0, "delta": -0.0981, "gamma": 0.0028, "vega": 0.4962, "theta": -0.1072, "rho": -0.0997, "theo": 2.9365, "change": -1.665, "open": 3.08, "high": 3.08, "low": 2.87, "tick": "down", "last_trade_price": 2.87, "last_trade_time": "2026-11-11T13:26:51", "percent_change": -36.7144, "prev_day_close": 2.9650000333786}, {"option": "SPY261231C00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2235, "open_interest": 70.0, "volume": 0.0, "delta": 0.9066, "gamma": 0.0027, "vega": 0.4731, "theta": -0.0938, "rho": 0.6693, "theo": 77.6093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.86, "last_trade_time": "2026-10-01T10:03:15", "percent_change": 0.0, "prev_day_close": 77.5799980163574}, {"option": "SPY261231P00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2216, "open_interest": 529.0, "volume": 13.0, "delta": -0.1, "gamma": 0.0028, "vega": 0.5031, "theta": -0.1081, "rho": -0.1017, "theo": 2.9888, "change": -1.58, "open": 3.68, "high": 3.68, "low": 2.97, "tick": "up", "last_trade_price": 3.04, "last_trade_time": "2026-11-11T15:59:10", "percent_change": -34.1991, "prev_day_close": 3.01499998569488}, {"option": "SPY261231C00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2226, "open_interest": 120.0, "volume": 1.0, "delta": 0.9047, "gamma": 0.0028, "vega": 0.479, "theta": -0.0949, "rho": 0.6685, "theo": 76.6638, "change": 7.405, "open": 74.85, "high": 74.85, "low": 74.85, "tick": "up", "last_trade_price": 74.85, "last_trade_time": "2026-11-11T11:06:43", "percent_change": 10.9793, "prev_day_close": 76.6350021362305}, {"option": "SPY261231P00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2204, "open_interest": 673.0, "volume": 33.0, "delta": -0.1019, "gamma": 0.0029, "vega": 0.5098, "theta": -0.109, "rho": -0.1037, "theo": 3.0398, "change": -1.625, "open": 3.56, "high": 3.56, "low": 3.03, "tick": "up", "last_trade_price": 3.08, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -34.5377, "prev_day_close": 3.07499992847443}, {"option": "SPY261231C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2314, "open_interest": 326.0, "volume": 0.0, "delta": 0.9027, "gamma": 0.0029, "vega": 0.4874, "theta": -0.0961, "rho": 0.6677, "theo": 75.7193, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 66.26, "last_trade_time": "2026-11-10T15:12:06", "percent_change": 0.0, "prev_day_close": 75.689998626709}, {"option": "SPY261231P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2192, "open_interest": 9519.0, "volume": 528.0, "delta": -0.1038, "gamma": 0.0029, "vega": 0.5168, "theta": -0.11, "rho": -0.1058, "theo": 3.0946, "change": -1.675, "open": 3.5, "high": 3.85, "low": 3.01, "tick": "up", "last_trade_price": 3.12, "last_trade_time": "2026-11-11T15:52:41", "percent_change": -34.9322, "prev_day_close": 3.12999999523163}, {"option": "SPY261231C00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2307, "open_interest": 303.0, "volume": 0.0, "delta": 0.9008, "gamma": 0.0029, "vega": 0.4963, "theta": -0.0972, "rho": 0.6668, "theo": 74.776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.29, "last_trade_time": "2026-11-06T10:19:07", "percent_change": 0.0, "prev_day_close": 75.3000030517578}, {"option": "SPY261231P00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2181, "open_interest": 509.0, "volume": 6.0, "delta": -0.106, "gamma": 0.003, "vega": 0.5259, "theta": -0.111, "rho": -0.108, "theo": 3.1522, "change": -1.69, "open": 3.32, "high": 3.4, "low": 3.19, "tick": "down", "last_trade_price": 3.19, "last_trade_time": "2026-11-11T14:36:07", "percent_change": -34.6311, "prev_day_close": 3.18500006198883}, {"option": "SPY261231C00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 142.0, "volume": 0.0, "delta": 0.8987, "gamma": 0.003, "vega": 0.5054, "theta": -0.0984, "rho": 0.666, "theo": 73.8339, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.06, "last_trade_time": "2026-11-10T11:03:32", "percent_change": 0.0, "prev_day_close": 74.3549995422363}, {"option": "SPY261231P00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2168, "open_interest": 426.0, "volume": 8.0, "delta": -0.108, "gamma": 0.0031, "vega": 0.5345, "theta": -0.1119, "rho": -0.1098, "theo": 3.2087, "change": -1.655, "open": 3.44, "high": 3.44, "low": 3.32, "tick": "down", "last_trade_price": 3.32, "last_trade_time": "2026-11-11T14:16:16", "percent_change": -33.2663, "prev_day_close": 3.24500000476837}, {"option": "SPY261231C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.228, "open_interest": 57.0, "volume": 0.0, "delta": 0.8966, "gamma": 0.003, "vega": 0.5147, "theta": -0.0996, "rho": 0.6651, "theo": 72.8929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.56, "last_trade_time": "2026-09-09T09:40:23", "percent_change": 0.0, "prev_day_close": 73.4149971008301}, {"option": "SPY261231P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2156, "open_interest": 130.0, "volume": 2.0, "delta": -0.1101, "gamma": 0.0031, "vega": 0.5431, "theta": -0.1129, "rho": -0.112, "theo": 3.2678, "change": -1.755, "open": 3.84, "high": 3.84, "low": 3.31, "tick": "down", "last_trade_price": 3.31, "last_trade_time": "2026-11-11T12:52:30", "percent_change": -34.6496, "prev_day_close": 3.30499994754791}, {"option": "SPY261231C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 30.0, "volume": 0.0, "delta": 0.8945, "gamma": 0.0031, "vega": 0.5241, "theta": -0.1008, "rho": 0.6641, "theo": 71.9531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 68.26, "last_trade_time": "2026-11-02T15:42:57", "percent_change": 0.0, "prev_day_close": 72.4799995422363}, {"option": "SPY261231P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2143, "open_interest": 54.0, "volume": 2.0, "delta": -0.1124, "gamma": 0.0032, "vega": 0.5516, "theta": -0.1139, "rho": -0.1144, "theo": 3.3288, "change": -1.87, "open": 4.0, "high": 4.0, "low": 3.29, "tick": "down", "last_trade_price": 3.29, "last_trade_time": "2026-11-11T13:18:58", "percent_change": -36.2403, "prev_day_close": 3.36500000953674}, {"option": "SPY261231C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2253, "open_interest": 228.0, "volume": 0.0, "delta": 0.8923, "gamma": 0.0032, "vega": 0.5337, "theta": -0.102, "rho": 0.6811, "theo": 71.0145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 54.7, "last_trade_time": "2026-11-06T12:45:47", "percent_change": 0.0, "prev_day_close": 71.5400009155274}, {"option": "SPY261231P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 10171.0, "volume": 10708.0, "delta": -0.1147, "gamma": 0.0032, "vega": 0.5592, "theta": -0.1149, "rho": -0.1173, "theo": 3.3932, "change": -1.84, "open": 3.88, "high": 4.19, "low": 3.33, "tick": "up", "last_trade_price": 3.42, "last_trade_time": "2026-11-11T15:50:50", "percent_change": -34.981, "prev_day_close": 3.4300000667572}, {"option": "SPY261231C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.224, "open_interest": 861.0, "volume": 0.0, "delta": 0.8901, "gamma": 0.0032, "vega": 0.5408, "theta": -0.1032, "rho": 0.6822, "theo": 70.0799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 56.62, "last_trade_time": "2026-11-06T10:52:54", "percent_change": 0.0, "prev_day_close": 70.6100006103516}, {"option": "SPY261231P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 1107.0, "volume": 79.0, "delta": -0.1169, "gamma": 0.0033, "vega": 0.5655, "theta": -0.1159, "rho": -0.119, "theo": 3.4564, "change": -1.91, "open": 3.93, "high": 4.03, "low": 3.45, "tick": "down", "last_trade_price": 3.45, "last_trade_time": "2026-11-11T14:55:08", "percent_change": -35.6343, "prev_day_close": 3.49500000476837}, {"option": "SPY261231C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2128, "open_interest": 172.0, "volume": 0.0, "delta": 0.8878, "gamma": 0.0033, "vega": 0.5478, "theta": -0.1043, "rho": 0.6809, "theo": 69.147, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.08, "last_trade_time": "2026-11-06T12:45:26", "percent_change": 0.0, "prev_day_close": 69.685001373291}, {"option": "SPY261231P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2107, "open_interest": 72.0, "volume": 0.0, "delta": -0.1194, "gamma": 0.0034, "vega": 0.5725, "theta": -0.117, "rho": -0.1209, "theo": 3.5252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.18, "last_trade_time": "2026-11-10T16:02:28", "percent_change": 0.0, "prev_day_close": 3.55999994277954}, {"option": "SPY261231C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2192, "open_interest": 178.0, "volume": 0.0, "delta": 0.8854, "gamma": 0.0034, "vega": 0.5548, "theta": -0.1055, "rho": 0.6797, "theo": 68.2155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.15, "last_trade_time": "2026-11-09T14:38:33", "percent_change": 0.0, "prev_day_close": 68.7399978637695}, {"option": "SPY261231P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2094, "open_interest": 268.0, "volume": 195.0, "delta": -0.1219, "gamma": 0.0034, "vega": 0.5796, "theta": -0.118, "rho": -0.123, "theo": 3.5947, "change": -1.9, "open": 4.05, "high": 4.52, "low": 3.61, "tick": "up", "last_trade_price": 3.67, "last_trade_time": "2026-11-11T13:06:57", "percent_change": -34.1113, "prev_day_close": 3.63499999046326}, {"option": "SPY261231C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 653.0, "volume": 0.0, "delta": 0.883, "gamma": 0.0034, "vega": 0.562, "theta": -0.1067, "rho": 0.6783, "theo": 67.2855, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.24, "last_trade_time": "2026-11-10T10:25:34", "percent_change": 0.0, "prev_day_close": 67.8199996948242}, {"option": "SPY261231P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2082, "open_interest": 448.0, "volume": 127.0, "delta": -0.1244, "gamma": 0.0035, "vega": 0.5867, "theta": -0.119, "rho": -0.1253, "theo": 3.6627, "change": -2.04, "open": 3.91, "high": 3.91, "low": 3.64, "tick": "down", "last_trade_price": 3.64, "last_trade_time": "2026-11-11T14:57:30", "percent_change": -35.9155, "prev_day_close": 3.70500004291534}, {"option": "SPY261231C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2083, "open_interest": 2613.0, "volume": 20.0, "delta": 0.8805, "gamma": 0.0035, "vega": 0.5692, "theta": -0.1079, "rho": 0.6769, "theo": 66.357, "change": 9.34, "open": 67.51, "high": 67.51, "low": 66.87, "tick": "no_change", "last_trade_price": 66.87, "last_trade_time": "2026-11-11T15:00:58", "percent_change": 16.235, "prev_day_close": 66.2599983215332}, {"option": "SPY261231P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 34063.0, "volume": 1147.0, "delta": -0.1269, "gamma": 0.0036, "vega": 0.5942, "theta": -0.1201, "rho": -0.1277, "theo": 3.7326, "change": -2.05, "open": 4.4, "high": 4.66, "low": 3.59, "tick": "down", "last_trade_price": 3.74, "last_trade_time": "2026-11-11T16:13:55", "percent_change": -35.4059, "prev_day_close": 3.77499997615814}, {"option": "SPY261231C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.207, "open_interest": 583.0, "volume": 0.0, "delta": 0.878, "gamma": 0.0036, "vega": 0.5765, "theta": -0.1091, "rho": 0.6755, "theo": 65.43, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.46, "last_trade_time": "2026-11-10T10:25:34", "percent_change": 0.0, "prev_day_close": 65.3349990844726}, {"option": "SPY261231P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2059, "open_interest": 421.0, "volume": 62.0, "delta": -0.1295, "gamma": 0.0036, "vega": 0.6024, "theta": -0.1211, "rho": -0.1304, "theo": 3.806, "change": -1.96, "open": 4.5, "high": 4.62, "low": 3.94, "tick": "down", "last_trade_price": 3.94, "last_trade_time": "2026-11-11T12:19:48", "percent_change": -33.2203, "prev_day_close": 3.84999990463257}, {"option": "SPY261231C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2154, "open_interest": 645.0, "volume": 0.0, "delta": 0.8754, "gamma": 0.0036, "vega": 0.5839, "theta": -0.1104, "rho": 0.6739, "theo": 64.5047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.42, "last_trade_time": "2026-11-05T15:33:16", "percent_change": 0.0, "prev_day_close": 65.0400009155274}, {"option": "SPY261231P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2047, "open_interest": 305.0, "volume": 1.0, "delta": -0.1322, "gamma": 0.0037, "vega": 0.6106, "theta": -0.1222, "rho": -0.1331, "theo": 3.8795, "change": -1.45, "open": 4.57, "high": 4.57, "low": 4.57, "tick": "down", "last_trade_price": 4.57, "last_trade_time": "2026-11-11T10:00:48", "percent_change": -24.0864, "prev_day_close": 3.92000007629394}, {"option": "SPY261231C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.214, "open_interest": 280.0, "volume": 0.0, "delta": 0.8727, "gamma": 0.0037, "vega": 0.5913, "theta": -0.1116, "rho": 0.6723, "theo": 63.5811, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.3, "last_trade_time": "2026-11-10T11:03:33", "percent_change": 0.0, "prev_day_close": 63.4849987030029}, {"option": "SPY261231P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2034, "open_interest": 262.0, "volume": 98.0, "delta": -0.135, "gamma": 0.0038, "vega": 0.6195, "theta": -0.1232, "rho": -0.136, "theo": 3.9577, "change": -2.13, "open": 4.49, "high": 4.49, "low": 3.85, "tick": "no_change", "last_trade_price": 4.01, "last_trade_time": "2026-11-11T15:53:13", "percent_change": -34.6906, "prev_day_close": 4.0}, {"option": "SPY261231C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2034, "open_interest": 327.0, "volume": 0.0, "delta": 0.87, "gamma": 0.0038, "vega": 0.5988, "theta": -0.1128, "rho": 0.6707, "theo": 62.6592, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.45, "last_trade_time": "2026-11-06T13:39:11", "percent_change": 0.0, "prev_day_close": 62.5650005340576}, {"option": "SPY261231P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2023, "open_interest": 562.0, "volume": 13.0, "delta": -0.1377, "gamma": 0.0039, "vega": 0.628, "theta": -0.1242, "rho": -0.139, "theo": 4.0332, "change": -2.05, "open": 4.84, "high": 4.84, "low": 4.09, "tick": "up", "last_trade_price": 4.21, "last_trade_time": "2026-11-11T14:21:14", "percent_change": -32.7476, "prev_day_close": 4.07999992370606}, {"option": "SPY261231C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2113, "open_interest": 585.0, "volume": 1.0, "delta": 0.8672, "gamma": 0.0039, "vega": 0.6062, "theta": -0.114, "rho": 0.669, "theo": 61.7437, "change": 8.505, "open": 61.63, "high": 61.63, "low": 61.63, "tick": "up", "last_trade_price": 61.63, "last_trade_time": "2026-11-11T15:52:09", "percent_change": 16.0094, "prev_day_close": 61.6350002288818}, {"option": "SPY261231P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2011, "open_interest": 1106.0, "volume": 87.0, "delta": -0.1407, "gamma": 0.004, "vega": 0.6368, "theta": -0.1253, "rho": -0.1421, "theo": 4.1156, "change": -2.31, "open": 4.86, "high": 5.12, "low": 3.98, "tick": "down", "last_trade_price": 4.08, "last_trade_time": "2026-11-11T15:33:29", "percent_change": -36.1502, "prev_day_close": 4.15999984741211}, {"option": "SPY261231C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2009, "open_interest": 23.0, "volume": 0.0, "delta": 0.8643, "gamma": 0.004, "vega": 0.6166, "theta": -0.1153, "rho": 0.6672, "theo": 60.8206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.61, "last_trade_time": "2026-11-06T10:17:07", "percent_change": 0.0, "prev_day_close": 60.7299995422363}, {"option": "SPY261231P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 258.0, "volume": 3.0, "delta": -0.1436, "gamma": 0.004, "vega": 0.6479, "theta": -0.1264, "rho": -0.1446, "theo": 4.1978, "change": -2.23, "open": 4.26, "high": 4.28, "low": 4.26, "tick": "up", "last_trade_price": 4.28, "last_trade_time": "2026-11-11T13:02:47", "percent_change": -34.255, "prev_day_close": 4.25}, {"option": "SPY261231C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 137.0, "volume": 0.0, "delta": 0.8614, "gamma": 0.004, "vega": 0.6276, "theta": -0.1166, "rho": 0.6654, "theo": 59.9087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.64, "last_trade_time": "2026-11-06T10:04:20", "percent_change": 0.0, "prev_day_close": 59.8150005340576}, {"option": "SPY261231P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 418.0, "volume": 44.0, "delta": -0.1465, "gamma": 0.0041, "vega": 0.6585, "theta": -0.1274, "rho": -0.1477, "theo": 4.2796, "change": -2.305, "open": 5.08, "high": 5.08, "low": 4.13, "tick": "up", "last_trade_price": 4.34, "last_trade_time": "2026-11-11T14:34:34", "percent_change": -34.6877, "prev_day_close": 4.32999992370606}, {"option": "SPY261231C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1987, "open_interest": 194.0, "volume": 0.0, "delta": 0.8584, "gamma": 0.0041, "vega": 0.639, "theta": -0.1178, "rho": 0.6636, "theo": 58.9894, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.8, "last_trade_time": "2026-11-09T12:13:14", "percent_change": 0.0, "prev_day_close": 58.9050006866455}, {"option": "SPY261231P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1976, "open_interest": 659.0, "volume": 25.0, "delta": -0.1496, "gamma": 0.0042, "vega": 0.6691, "theta": -0.1284, "rho": -0.1509, "theo": 4.3647, "change": -2.51, "open": 5.17, "high": 5.5, "low": 4.27, "tick": "down", "last_trade_price": 4.27, "last_trade_time": "2026-11-11T14:02:31", "percent_change": -37.0207, "prev_day_close": 4.42000007629394}, {"option": "SPY261231C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1974, "open_interest": 22.0, "volume": 2.0, "delta": 0.8553, "gamma": 0.0042, "vega": 0.6504, "theta": -0.1191, "rho": 0.6617, "theo": 58.0812, "change": 5.405, "open": 55.12, "high": 55.12, "low": 55.05, "tick": "down", "last_trade_price": 55.05, "last_trade_time": "2026-11-11T10:05:05", "percent_change": 10.8873, "prev_day_close": 58.0}, {"option": "SPY261231P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1964, "open_interest": 376.0, "volume": 121.0, "delta": -0.1527, "gamma": 0.0043, "vega": 0.6782, "theta": -0.1295, "rho": -0.1548, "theo": 4.4534, "change": -2.44, "open": 5.29, "high": 5.31, "low": 4.44, "tick": "up", "last_trade_price": 4.48, "last_trade_time": "2026-11-11T16:04:00", "percent_change": -35.2601, "prev_day_close": 4.50999999046326}, {"option": "SPY261231C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1972, "open_interest": 337.0, "volume": 0.0, "delta": 0.8521, "gamma": 0.0043, "vega": 0.662, "theta": -0.1203, "rho": 0.6815, "theo": 57.1659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 43.92, "last_trade_time": "2026-11-06T11:23:58", "percent_change": 0.0, "prev_day_close": 57.0899982452393}, {"option": "SPY261231P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1952, "open_interest": 13070.0, "volume": 10884.0, "delta": -0.1562, "gamma": 0.0044, "vega": 0.6861, "theta": -0.1306, "rho": -0.1573, "theo": 4.5521, "change": -2.51, "open": 5.4, "high": 5.63, "low": 4.4, "tick": "no_change", "last_trade_price": 4.55, "last_trade_time": "2026-11-11T16:07:00", "percent_change": -35.5524, "prev_day_close": 4.6100001335144}, {"option": "SPY261231C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1951, "open_interest": 182.0, "volume": 0.0, "delta": 0.8489, "gamma": 0.0044, "vega": 0.6704, "theta": -0.1216, "rho": 0.6793, "theo": 56.2652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.01, "last_trade_time": "2026-11-05T11:01:01", "percent_change": 0.0, "prev_day_close": 56.1900005340576}, {"option": "SPY261231P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1939, "open_interest": 608.0, "volume": 3.0, "delta": -0.1595, "gamma": 0.0045, "vega": 0.6936, "theta": -0.1316, "rho": -0.1598, "theo": 4.6447, "change": -2.57, "open": 5.4, "high": 5.4, "low": 4.57, "tick": "up", "last_trade_price": 4.63, "last_trade_time": "2026-11-11T14:50:39", "percent_change": -35.6944, "prev_day_close": 4.70499992370606}, {"option": "SPY261231C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1947, "open_interest": 16.0, "volume": 0.0, "delta": 0.8455, "gamma": 0.0045, "vega": 0.6789, "theta": -0.1228, "rho": 0.677, "theo": 55.3575, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.92, "last_trade_time": "2026-11-05T13:41:41", "percent_change": 0.0, "prev_day_close": 55.2799987792969}, {"option": "SPY261231P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 494.0, "volume": 81.0, "delta": -0.163, "gamma": 0.0046, "vega": 0.7019, "theta": -0.1327, "rho": -0.163, "theo": 4.7451, "change": -2.46, "open": 5.59, "high": 5.72, "low": 4.64, "tick": "up", "last_trade_price": 4.89, "last_trade_time": "2026-11-11T15:59:58", "percent_change": -33.4694, "prev_day_close": 4.80000019073486}, {"option": "SPY261231C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1926, "open_interest": 34.0, "volume": 0.0, "delta": 0.8421, "gamma": 0.0046, "vega": 0.6874, "theta": -0.124, "rho": 0.6746, "theo": 54.4613, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.64, "last_trade_time": "2026-11-05T15:17:42", "percent_change": 0.0, "prev_day_close": 55.0250015258789}, {"option": "SPY261231P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1916, "open_interest": 769.0, "volume": 168.0, "delta": -0.1665, "gamma": 0.0046, "vega": 0.7101, "theta": -0.1338, "rho": -0.1661, "theo": 4.8416, "change": -2.625, "open": 6.0, "high": 6.0, "low": 4.81, "tick": "up", "last_trade_price": 4.88, "last_trade_time": "2026-11-11T16:04:16", "percent_change": -34.9767, "prev_day_close": 4.90000009536743}, {"option": "SPY261231C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1922, "open_interest": 65.0, "volume": 0.0, "delta": 0.8386, "gamma": 0.0047, "vega": 0.6961, "theta": -0.1252, "rho": 0.6721, "theo": 53.5583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.29, "last_trade_time": "2026-11-05T15:47:48", "percent_change": 0.0, "prev_day_close": 53.4799995422363}, {"option": "SPY261231P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1904, "open_interest": 453.0, "volume": 216.0, "delta": -0.17, "gamma": 0.0047, "vega": 0.7191, "theta": -0.1348, "rho": -0.1696, "theo": 4.9433, "change": -2.645, "open": 5.89, "high": 5.96, "low": 4.94, "tick": "up", "last_trade_price": 5.01, "last_trade_time": "2026-11-11T15:57:58", "percent_change": -34.5526, "prev_day_close": 5.00500011444092}, {"option": "SPY261231C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1911, "open_interest": 1189.0, "volume": 0.0, "delta": 0.835, "gamma": 0.0048, "vega": 0.7049, "theta": -0.1265, "rho": 0.6695, "theo": 52.6624, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.51, "last_trade_time": "2026-11-10T10:48:19", "percent_change": 0.0, "prev_day_close": 52.5900001525879}, {"option": "SPY261231P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1892, "open_interest": 1283.0, "volume": 353.0, "delta": -0.1737, "gamma": 0.0048, "vega": 0.7286, "theta": -0.1359, "rho": -0.1733, "theo": 5.0474, "change": -2.745, "open": 5.92, "high": 6.3, "low": 4.88, "tick": "up", "last_trade_price": 5.07, "last_trade_time": "2026-11-11T16:07:00", "percent_change": -35.1248, "prev_day_close": 5.11500000953674}, {"option": "SPY261231C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.189, "open_interest": 46.0, "volume": 0.0, "delta": 0.8313, "gamma": 0.0049, "vega": 0.7136, "theta": -0.1277, "rho": 0.6669, "theo": 51.7735, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 38.73, "last_trade_time": "2026-11-06T10:06:14", "percent_change": 0.0, "prev_day_close": 51.7000007629394}, {"option": "SPY261231P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.188, "open_interest": 682.0, "volume": 5.0, "delta": -0.1776, "gamma": 0.0049, "vega": 0.739, "theta": -0.1369, "rho": -0.1774, "theo": 5.1573, "change": -2.845, "open": 6.08, "high": 6.08, "low": 5.13, "tick": "down", "last_trade_price": 5.13, "last_trade_time": "2026-11-11T13:11:18", "percent_change": -35.674, "prev_day_close": 5.22499990463257}, {"option": "SPY261231C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 48.0, "volume": 0.0, "delta": 0.8275, "gamma": 0.005, "vega": 0.7224, "theta": -0.1289, "rho": 0.6641, "theo": 50.8826, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.33, "last_trade_time": "2026-11-05T15:49:12", "percent_change": 0.0, "prev_day_close": 50.7950000762939}, {"option": "SPY261231P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.187, "open_interest": 461.0, "volume": 124.0, "delta": -0.1814, "gamma": 0.005, "vega": 0.7488, "theta": -0.138, "rho": -0.1814, "theo": 5.2645, "change": -3.065, "open": 6.27, "high": 6.27, "low": 5.08, "tick": "no_change", "last_trade_price": 5.08, "last_trade_time": "2026-11-11T13:47:21", "percent_change": -37.6304, "prev_day_close": 5.34000015258789}, {"option": "SPY261231C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1866, "open_interest": 133.0, "volume": 0.0, "delta": 0.8236, "gamma": 0.0051, "vega": 0.7311, "theta": -0.1301, "rho": 0.6612, "theo": 49.9944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.39, "last_trade_time": "2026-11-04T09:56:42", "percent_change": 0.0, "prev_day_close": 49.9250011444092}, {"option": "SPY261231P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 631.0, "volume": 14.0, "delta": -0.1853, "gamma": 0.0051, "vega": 0.7583, "theta": -0.139, "rho": -0.1847, "theo": 5.3764, "change": -2.765, "open": 5.73, "high": 5.77, "low": 5.55, "tick": "down", "last_trade_price": 5.55, "last_trade_time": "2026-11-11T12:20:50", "percent_change": -33.2532, "prev_day_close": 5.44999980926514}, {"option": "SPY261231C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1865, "open_interest": 480.0, "volume": 0.0, "delta": 0.8196, "gamma": 0.0052, "vega": 0.7402, "theta": -0.1314, "rho": 0.6583, "theo": 49.1045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.23, "last_trade_time": "2026-11-10T10:48:19", "percent_change": 0.0, "prev_day_close": 49.0450000762939}, {"option": "SPY261231P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 985.0, "volume": 31.0, "delta": -0.1893, "gamma": 0.0052, "vega": 0.771, "theta": -0.14, "rho": -0.1889, "theo": 5.4909, "change": -2.865, "open": 6.71, "high": 6.82, "low": 5.48, "tick": "up", "last_trade_price": 5.63, "last_trade_time": "2026-11-11T15:57:33", "percent_change": -33.7257, "prev_day_close": 5.57000017166138}, {"option": "SPY261231C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1844, "open_interest": 3527.0, "volume": 6.0, "delta": 0.8156, "gamma": 0.0053, "vega": 0.7528, "theta": -0.1326, "rho": 0.6553, "theo": 48.2218, "change": 9.6, "open": 50.11, "high": 50.11, "low": 49.99, "tick": "down", "last_trade_price": 49.99, "last_trade_time": "2026-11-11T14:00:58", "percent_change": 23.7683, "prev_day_close": 48.1550006866455}, {"option": "SPY261231P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 4376.0, "volume": 541.0, "delta": -0.1935, "gamma": 0.0053, "vega": 0.784, "theta": -0.141, "rho": -0.1932, "theo": 5.6097, "change": -3.055, "open": 6.67, "high": 7.02, "low": 5.43, "tick": "down", "last_trade_price": 5.62, "last_trade_time": "2026-11-11T16:08:33", "percent_change": -35.2161, "prev_day_close": 5.6949999332428}, {"option": "SPY261231C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1899, "open_interest": 459.0, "volume": 0.0, "delta": 0.8114, "gamma": 0.0054, "vega": 0.7655, "theta": -0.1338, "rho": 0.6523, "theo": 47.3419, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.36, "last_trade_time": "2026-11-10T10:25:30", "percent_change": 0.0, "prev_day_close": 47.2849998474121}, {"option": "SPY261231P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1825, "open_interest": 486.0, "volume": 30.0, "delta": -0.1979, "gamma": 0.0054, "vega": 0.7958, "theta": -0.1421, "rho": -0.1987, "theo": 5.7355, "change": -3.035, "open": 6.77, "high": 7.15, "low": 5.82, "tick": "down", "last_trade_price": 5.82, "last_trade_time": "2026-11-11T13:02:47", "percent_change": -34.2744, "prev_day_close": 5.82000017166138}, {"option": "SPY261231C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.183, "open_interest": 206.0, "volume": 0.0, "delta": 0.8071, "gamma": 0.0055, "vega": 0.7785, "theta": -0.135, "rho": 0.6492, "theo": 46.4649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.17, "last_trade_time": "2026-11-04T11:42:27", "percent_change": 0.0, "prev_day_close": 46.4150009155273}, {"option": "SPY261231P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 688.0, "volume": 8.0, "delta": -0.2024, "gamma": 0.0056, "vega": 0.8039, "theta": -0.1431, "rho": -0.2018, "theo": 5.8678, "change": -3.135, "open": 6.74, "high": 6.8, "low": 5.63, "tick": "up", "last_trade_price": 5.91, "last_trade_time": "2026-11-11T16:01:40", "percent_change": -34.66, "prev_day_close": 5.9449999332428}, {"option": "SPY261231C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1817, "open_interest": 97.0, "volume": 0.0, "delta": 0.8027, "gamma": 0.0056, "vega": 0.7908, "theta": -0.1362, "rho": 0.6683, "theo": 45.5918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.51, "last_trade_time": "2026-11-06T10:15:04", "percent_change": 0.0, "prev_day_close": 45.5399990081787}, {"option": "SPY261231P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.18, "open_interest": 21830.0, "volume": 263.0, "delta": -0.207, "gamma": 0.0057, "vega": 0.812, "theta": -0.1441, "rho": -0.2055, "theo": 5.9998, "change": -3.125, "open": 7.2, "high": 7.57, "low": 5.84, "tick": "down", "last_trade_price": 6.11, "last_trade_time": "2026-11-11T16:00:02", "percent_change": -33.8387, "prev_day_close": 6.07500004768372}, {"option": "SPY261231C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1805, "open_interest": 243.0, "volume": 0.0, "delta": 0.7982, "gamma": 0.0057, "vega": 0.8003, "theta": -0.1374, "rho": 0.6648, "theo": 44.7249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.36, "last_trade_time": "2026-11-09T14:55:39", "percent_change": 0.0, "prev_day_close": 44.6649990081787}, {"option": "SPY261231P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 1460.0, "volume": 212.0, "delta": -0.2116, "gamma": 0.0058, "vega": 0.8206, "theta": -0.1451, "rho": -0.2095, "theo": 6.1346, "change": -3.295, "open": 7.17, "high": 7.17, "low": 5.89, "tick": "down", "last_trade_price": 6.14, "last_trade_time": "2026-11-11T15:15:05", "percent_change": -34.9232, "prev_day_close": 6.21499991416931}, {"option": "SPY261231C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1784, "open_interest": 885.0, "volume": 3.0, "delta": 0.7936, "gamma": 0.0058, "vega": 0.8098, "theta": -0.1385, "rho": 0.6611, "theo": 43.8613, "change": 7.285, "open": 44.14, "high": 45.0, "low": 43.62, "tick": "down", "last_trade_price": 43.62, "last_trade_time": "2026-11-11T15:53:16", "percent_change": 20.0495, "prev_day_close": 43.8099994659424}, {"option": "SPY261231P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1777, "open_interest": 2154.0, "volume": 452.0, "delta": -0.2163, "gamma": 0.0059, "vega": 0.8296, "theta": -0.1461, "rho": -0.2138, "theo": 6.2722, "change": -3.375, "open": 7.34, "high": 7.81, "low": 6.09, "tick": "no_change", "last_trade_price": 6.26, "last_trade_time": "2026-11-11T15:16:23", "percent_change": -35.0285, "prev_day_close": 6.35500001907349}, {"option": "SPY261231C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1782, "open_interest": 17.0, "volume": 0.0, "delta": 0.7888, "gamma": 0.0059, "vega": 0.8193, "theta": -0.1396, "rho": 0.6573, "theo": 43.0012, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.74, "last_trade_time": "2026-11-09T14:55:39", "percent_change": 0.0, "prev_day_close": 43.5900001525879}, {"option": "SPY261231P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 337.0, "volume": 130.0, "delta": -0.2212, "gamma": 0.006, "vega": 0.8394, "theta": -0.147, "rho": -0.2185, "theo": 6.4131, "change": -3.305, "open": 7.5, "high": 7.76, "low": 6.54, "tick": "down", "last_trade_price": 6.54, "last_trade_time": "2026-11-11T12:24:33", "percent_change": -33.5703, "prev_day_close": 6.5}, {"option": "SPY261231C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1761, "open_interest": 272.0, "volume": 0.0, "delta": 0.784, "gamma": 0.006, "vega": 0.8289, "theta": -0.1407, "rho": 0.6534, "theo": 42.1446, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.53, "last_trade_time": "2026-11-10T11:15:06", "percent_change": 0.0, "prev_day_close": 42.0799999237061}, {"option": "SPY261231P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 114.0, "volume": 68.0, "delta": -0.2261, "gamma": 0.0061, "vega": 0.8501, "theta": -0.148, "rho": -0.2235, "theo": 6.5573, "change": -3.125, "open": 7.52, "high": 8.25, "low": 6.93, "tick": "down", "last_trade_price": 6.93, "last_trade_time": "2026-11-11T11:49:47", "percent_change": -31.0791, "prev_day_close": 6.64499998092651}, {"option": "SPY261231C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1759, "open_interest": 34.0, "volume": 1.0, "delta": 0.779, "gamma": 0.0062, "vega": 0.8384, "theta": -0.1418, "rho": 0.6493, "theo": 41.2918, "change": 7.525, "open": 41.49, "high": 41.49, "low": 41.49, "tick": "up", "last_trade_price": 41.49, "last_trade_time": "2026-11-11T14:25:59", "percent_change": 22.1552, "prev_day_close": 41.2350006103516}, {"option": "SPY261231P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1743, "open_interest": 288.0, "volume": 9.0, "delta": -0.2312, "gamma": 0.0062, "vega": 0.861, "theta": -0.1489, "rho": -0.2289, "theo": 6.7054, "change": -3.335, "open": 7.84, "high": 7.95, "low": 6.52, "tick": "up", "last_trade_price": 6.94, "last_trade_time": "2026-11-11T14:16:16", "percent_change": -32.4574, "prev_day_close": 6.79500007629394}, {"option": "SPY261231C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 2.0, "volume": 0.0, "delta": 0.7739, "gamma": 0.0063, "vega": 0.8479, "theta": -0.1429, "rho": 0.6451, "theo": 40.4427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.72, "last_trade_time": "2026-11-06T13:33:26", "percent_change": 0.0, "prev_day_close": 40.3900012969971}, {"option": "SPY261231P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1732, "open_interest": 442.0, "volume": 302.0, "delta": -0.2364, "gamma": 0.0064, "vega": 0.8708, "theta": -0.1498, "rho": -0.2332, "theo": 6.8585, "change": -3.58, "open": 8.54, "high": 8.54, "low": 6.88, "tick": "up", "last_trade_price": 6.92, "last_trade_time": "2026-11-11T15:30:58", "percent_change": -34.0952, "prev_day_close": 6.95499992370606}, {"option": "SPY261231C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1732, "open_interest": 1487.0, "volume": 259.0, "delta": 0.7687, "gamma": 0.0064, "vega": 0.8572, "theta": -0.1439, "rho": 0.6408, "theo": 39.6018, "change": 7.45, "open": 36.81, "high": 40.81, "low": 36.81, "tick": "no_change", "last_trade_price": 39.86, "last_trade_time": "2026-11-11T14:22:50", "percent_change": 22.9867, "prev_day_close": 39.5450000762939}, {"option": "SPY261231P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1721, "open_interest": 19998.0, "volume": 336.0, "delta": -0.2414, "gamma": 0.0065, "vega": 0.8824, "theta": -0.1506, "rho": -0.2384, "theo": 7.0084, "change": -3.745, "open": 8.28, "high": 8.79, "low": 6.74, "tick": "down", "last_trade_price": 6.98, "last_trade_time": "2026-11-11T16:14:08", "percent_change": -34.9184, "prev_day_close": 7.11500000953674}, {"option": "SPY261231C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1724, "open_interest": 10.0, "volume": 0.0, "delta": 0.7633, "gamma": 0.0065, "vega": 0.8668, "theta": -0.145, "rho": 0.6365, "theo": 38.7562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.72, "last_trade_time": "2026-11-09T11:05:16", "percent_change": 0.0, "prev_day_close": 38.7049999237061}, {"option": "SPY261231P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.171, "open_interest": 396.0, "volume": 10.0, "delta": -0.2469, "gamma": 0.0066, "vega": 0.8972, "theta": -0.1515, "rho": -0.2435, "theo": 7.1695, "change": -3.74, "open": 7.76, "high": 7.76, "low": 7.22, "tick": "down", "last_trade_price": 7.22, "last_trade_time": "2026-11-11T13:08:34", "percent_change": -34.1241, "prev_day_close": 7.27500009536743}, {"option": "SPY261231C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 54.0, "volume": 1.0, "delta": 0.7578, "gamma": 0.0067, "vega": 0.8802, "theta": -0.146, "rho": 0.6321, "theo": 37.9189, "change": 6.41, "open": 37.28, "high": 37.28, "low": 37.28, "tick": "up", "last_trade_price": 37.28, "last_trade_time": "2026-11-11T11:31:56", "percent_change": 20.7645, "prev_day_close": 37.8649997711182}, {"option": "SPY261231P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1697, "open_interest": 410.0, "volume": 9.0, "delta": -0.2524, "gamma": 0.0067, "vega": 0.9082, "theta": -0.1523, "rho": -0.2504, "theo": 7.3354, "change": -3.74, "open": 9.1, "high": 9.1, "low": 7.46, "tick": "down", "last_trade_price": 7.46, "last_trade_time": "2026-11-11T15:30:58", "percent_change": -33.3929, "prev_day_close": 7.4449999332428}, {"option": "SPY261231C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 64.0, "volume": 1.0, "delta": 0.7522, "gamma": 0.0068, "vega": 0.8936, "theta": -0.147, "rho": 0.6276, "theo": 37.0857, "change": 6.325, "open": 36.44, "high": 36.44, "low": 36.44, "tick": "up", "last_trade_price": 36.44, "last_trade_time": "2026-11-11T11:31:56", "percent_change": 21.0028, "prev_day_close": 37.0450000762939}, {"option": "SPY261231P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1686, "open_interest": 483.0, "volume": 6.0, "delta": -0.2586, "gamma": 0.0069, "vega": 0.9163, "theta": -0.1531, "rho": -0.2547, "theo": 7.5206, "change": -3.92, "open": 9.1, "high": 9.1, "low": 7.52, "tick": "down", "last_trade_price": 7.52, "last_trade_time": "2026-11-11T16:14:08", "percent_change": -34.2657, "prev_day_close": 7.61500000953674}, {"option": "SPY261231C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 78.0, "volume": 1.0, "delta": 0.7464, "gamma": 0.0069, "vega": 0.9069, "theta": -0.148, "rho": 0.6449, "theo": 36.2613, "change": 6.635, "open": 36.0, "high": 36.0, "low": 36.0, "tick": "up", "last_trade_price": 36.0, "last_trade_time": "2026-11-11T11:43:30", "percent_change": 22.5949, "prev_day_close": 36.2099990844727}, {"option": "SPY261231P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 259.0, "volume": 22.0, "delta": -0.2641, "gamma": 0.007, "vega": 0.924, "theta": -0.1539, "rho": -0.2593, "theo": 7.6886, "change": -3.895, "open": 9.15, "high": 9.15, "low": 7.8, "tick": "down", "last_trade_price": 7.8, "last_trade_time": "2026-11-11T13:06:06", "percent_change": -33.3048, "prev_day_close": 7.79500007629394}, {"option": "SPY261231C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 1715.0, "volume": 9.0, "delta": 0.7405, "gamma": 0.007, "vega": 0.9165, "theta": -0.1489, "rho": 0.6398, "theo": 35.4367, "change": 7.885, "open": 33.13, "high": 36.5, "low": 33.13, "tick": "up", "last_trade_price": 36.5, "last_trade_time": "2026-11-11T12:52:04", "percent_change": 27.5555, "prev_day_close": 35.3850002288818}, {"option": "SPY261231P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1663, "open_interest": 9686.0, "volume": 10612.0, "delta": -0.2705, "gamma": 0.0071, "vega": 0.933, "theta": -0.1546, "rho": -0.2649, "theo": 7.8813, "change": -3.95, "open": 9.37, "high": 9.71, "low": 7.55, "tick": "down", "last_trade_price": 8.0, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -33.0544, "prev_day_close": 7.97499990463257}, {"option": "SPY261231C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 133.0, "volume": 1.0, "delta": 0.7345, "gamma": 0.0072, "vega": 0.926, "theta": -0.1498, "rho": 0.6346, "theo": 34.621, "change": 4.485, "open": 32.36, "high": 32.36, "low": 32.36, "tick": "up", "last_trade_price": 32.36, "last_trade_time": "2026-11-11T10:39:50", "percent_change": 16.0897, "prev_day_close": 34.5799999237061}, {"option": "SPY261231P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1651, "open_interest": 602.0, "volume": 51.0, "delta": -0.2766, "gamma": 0.0072, "vega": 0.9419, "theta": -0.1553, "rho": -0.2706, "theo": 8.0676, "change": -4.14, "open": 9.68, "high": 9.68, "low": 7.73, "tick": "down", "last_trade_price": 8.08, "last_trade_time": "2026-11-11T15:05:37", "percent_change": -33.8789, "prev_day_close": 8.16499996185303}, {"option": "SPY261231C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 55.0, "volume": 3.0, "delta": 0.7284, "gamma": 0.0073, "vega": 0.9355, "theta": -0.1506, "rho": 0.6292, "theo": 33.8143, "change": 7.485, "open": 31.65, "high": 34.62, "low": 31.65, "tick": "up", "last_trade_price": 34.62, "last_trade_time": "2026-11-11T12:26:36", "percent_change": 27.5843, "prev_day_close": 33.7599983215332}, {"option": "SPY261231P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 693.0, "volume": 5.0, "delta": -0.2829, "gamma": 0.0074, "vega": 0.9524, "theta": -0.156, "rho": -0.2768, "theo": 8.2582, "change": -4.21, "open": 8.95, "high": 8.95, "low": 8.09, "tick": "down", "last_trade_price": 8.28, "last_trade_time": "2026-11-11T15:31:17", "percent_change": -33.707, "prev_day_close": 8.3600001335144}, {"option": "SPY261231C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1643, "open_interest": 168.0, "volume": 1.0, "delta": 0.722, "gamma": 0.0074, "vega": 0.9449, "theta": -0.1514, "rho": 0.6236, "theo": 33.0043, "change": 4.28, "open": 30.69, "high": 30.69, "low": 30.69, "tick": "up", "last_trade_price": 30.69, "last_trade_time": "2026-11-11T09:44:26", "percent_change": 16.206, "prev_day_close": 32.9449996948242}, {"option": "SPY261231P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 426.0, "volume": 7.0, "delta": -0.2894, "gamma": 0.0075, "vega": 0.9629, "theta": -0.1567, "rho": -0.2824, "theo": 8.4544, "change": -3.92, "open": 10.18, "high": 10.18, "low": 8.8, "tick": "up", "last_trade_price": 8.85, "last_trade_time": "2026-11-11T12:00:01", "percent_change": -30.6969, "prev_day_close": 8.55499982833862}, {"option": "SPY261231C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1623, "open_interest": 281.0, "volume": 8.0, "delta": 0.7155, "gamma": 0.0076, "vega": 0.9541, "theta": -0.1522, "rho": 0.6179, "theo": 32.2036, "change": 7.31, "open": 32.45, "high": 33.74, "low": 32.45, "tick": "down", "last_trade_price": 33.0, "last_trade_time": "2026-11-11T14:15:50", "percent_change": 28.4547, "prev_day_close": 32.1450004577637}, {"option": "SPY261231P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 439.0, "volume": 220.0, "delta": -0.296, "gamma": 0.0076, "vega": 0.972, "theta": -0.1573, "rho": -0.289, "theo": 8.657, "change": -4.32, "open": 9.25, "high": 9.27, "low": 8.36, "tick": "up", "last_trade_price": 8.73, "last_trade_time": "2026-11-11T16:00:07", "percent_change": -33.1035, "prev_day_close": 8.75999975204468}, {"option": "SPY261231C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 1746.0, "volume": 342.0, "delta": 0.7089, "gamma": 0.0077, "vega": 0.9632, "theta": -0.1529, "rho": 0.612, "theo": 31.4081, "change": 6.59, "open": 29.7, "high": 33.17, "low": 29.06, "tick": "down", "last_trade_price": 31.57, "last_trade_time": "2026-11-11T15:45:58", "percent_change": 26.3811, "prev_day_close": 31.3550004959106}, {"option": "SPY261231P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1607, "open_interest": 2807.0, "volume": 230.0, "delta": -0.3024, "gamma": 0.0078, "vega": 0.9828, "theta": -0.1578, "rho": -0.2948, "theo": 8.8551, "change": -4.435, "open": 10.24, "high": 11.04, "low": 8.46, "tick": "down", "last_trade_price": 8.91, "last_trade_time": "2026-11-11T16:10:27", "percent_change": -33.2334, "prev_day_close": 8.96999979019165}, {"option": "SPY261231C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 339.0, "volume": 30.0, "delta": 0.7021, "gamma": 0.0078, "vega": 0.9719, "theta": -0.1536, "rho": 0.6061, "theo": 30.6221, "change": 5.835, "open": 29.55, "high": 31.52, "low": 29.55, "tick": "down", "last_trade_price": 30.1, "last_trade_time": "2026-11-11T15:54:52", "percent_change": 24.047, "prev_day_close": 30.5699996948242}, {"option": "SPY261231P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 320.0, "volume": 106.0, "delta": -0.3093, "gamma": 0.0079, "vega": 0.9971, "theta": -0.1583, "rho": -0.3008, "theo": 9.0694, "change": -4.43, "open": 10.91, "high": 11.18, "low": 9.0, "tick": "up", "last_trade_price": 9.22, "last_trade_time": "2026-11-11T15:52:55", "percent_change": -32.4542, "prev_day_close": 9.18499994277954}, {"option": "SPY261231C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 28.0, "volume": 2.0, "delta": 0.6951, "gamma": 0.008, "vega": 0.9826, "theta": -0.1543, "rho": 0.6001, "theo": 29.8334, "change": 6.655, "open": 29.43, "high": 30.23, "low": 29.43, "tick": "up", "last_trade_price": 30.23, "last_trade_time": "2026-11-11T14:16:34", "percent_change": 28.2291, "prev_day_close": 29.789999961853}, {"option": "SPY261231P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 714.0, "volume": 117.0, "delta": -0.3168, "gamma": 0.008, "vega": 1.0053, "theta": -0.1588, "rho": -0.3094, "theo": 9.3047, "change": -4.4, "open": 11.21, "high": 11.21, "low": 8.95, "tick": "up", "last_trade_price": 9.55, "last_trade_time": "2026-11-11T15:59:38", "percent_change": -31.5412, "prev_day_close": 9.40999984741211}, {"option": "SPY261231C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1575, "open_interest": 78.0, "volume": 11.0, "delta": 0.688, "gamma": 0.0081, "vega": 0.9953, "theta": -0.1549, "rho": 0.5941, "theo": 29.0582, "change": 6.37, "open": 29.05, "high": 29.25, "low": 29.05, "tick": "up", "last_trade_price": 29.25, "last_trade_time": "2026-11-11T12:10:28", "percent_change": 27.8409, "prev_day_close": 28.9949998855591}, {"option": "SPY261231P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1572, "open_interest": 595.0, "volume": 7.0, "delta": -0.324, "gamma": 0.0082, "vega": 1.0122, "theta": -0.1592, "rho": -0.3151, "theo": 9.5351, "change": -4.69, "open": 10.09, "high": 10.09, "low": 9.58, "tick": "down", "last_trade_price": 9.58, "last_trade_time": "2026-11-11T15:51:41", "percent_change": -32.8662, "prev_day_close": 9.6399998664856}, {"option": "SPY261231C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1575, "open_interest": 121.0, "volume": 0.0, "delta": 0.6807, "gamma": 0.0082, "vega": 1.0069, "theta": -0.1554, "rho": 0.6083, "theo": 28.2821, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.77, "last_trade_time": "2026-11-10T12:35:59", "percent_change": 0.0, "prev_day_close": 28.2299995422363}, {"option": "SPY261231P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1561, "open_interest": 266.0, "volume": 66.0, "delta": -0.331, "gamma": 0.0083, "vega": 1.0191, "theta": -0.1595, "rho": -0.3209, "theo": 9.7559, "change": -4.785, "open": 11.33, "high": 11.33, "low": 9.68, "tick": "up", "last_trade_price": 9.81, "last_trade_time": "2026-11-11T15:51:41", "percent_change": -32.7852, "prev_day_close": 9.86999988555908}, {"option": "SPY261231C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 1618.0, "volume": 137.0, "delta": 0.6734, "gamma": 0.0084, "vega": 1.0153, "theta": -0.1559, "rho": 0.6016, "theo": 27.5229, "change": 6.355, "open": 26.1, "high": 29.34, "low": 25.25, "tick": "down", "last_trade_price": 27.88, "last_trade_time": "2026-11-11T14:16:34", "percent_change": 29.5238, "prev_day_close": 27.4699993133545}, {"option": "SPY261231P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1549, "open_interest": 12586.0, "volume": 10685.0, "delta": -0.339, "gamma": 0.0085, "vega": 1.027, "theta": -0.1598, "rho": -0.3281, "theo": 10.0101, "change": -4.94, "open": 11.99, "high": 12.29, "low": 9.55, "tick": "down", "last_trade_price": 9.98, "last_trade_time": "2026-11-11T16:11:43", "percent_change": -33.1099, "prev_day_close": 10.1100001335144}, {"option": "SPY261231C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1541, "open_interest": 113.0, "volume": 4.0, "delta": 0.6658, "gamma": 0.0085, "vega": 1.0235, "theta": -0.1563, "rho": 0.5946, "theo": 26.7662, "change": 6.14, "open": 25.05, "high": 28.62, "low": 25.05, "tick": "down", "last_trade_price": 27.0, "last_trade_time": "2026-11-11T15:48:28", "percent_change": 29.4343, "prev_day_close": 26.710000038147}, {"option": "SPY261231P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1538, "open_interest": 561.0, "volume": 41.0, "delta": -0.3467, "gamma": 0.0086, "vega": 1.0357, "theta": -0.1601, "rho": -0.3356, "theo": 10.2557, "change": -5.39, "open": 12.2, "high": 12.2, "low": 9.84, "tick": "up", "last_trade_price": 9.87, "last_trade_time": "2026-11-11T13:32:56", "percent_change": -35.3211, "prev_day_close": 10.3600001335144}, {"option": "SPY261231C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 106.0, "volume": 130.0, "delta": 0.658, "gamma": 0.0087, "vega": 1.0316, "theta": -0.1566, "rho": 0.5874, "theo": 26.016, "change": 6.015, "open": 23.91, "high": 27.6, "low": 23.4, "tick": "down", "last_trade_price": 26.21, "last_trade_time": "2026-11-11T14:29:14", "percent_change": 29.7846, "prev_day_close": 25.960000038147}, {"option": "SPY261231P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1527, "open_interest": 292.0, "volume": 33.0, "delta": -0.3546, "gamma": 0.0087, "vega": 1.0442, "theta": -0.1602, "rho": -0.3423, "theo": 10.5093, "change": -5.52, "open": 12.62, "high": 12.8, "low": 10.09, "tick": "down", "last_trade_price": 10.09, "last_trade_time": "2026-11-11T13:31:15", "percent_change": -35.3619, "prev_day_close": 10.6199998855591}, {"option": "SPY261231C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1527, "open_interest": 284.0, "volume": 20.0, "delta": 0.6501, "gamma": 0.0088, "vega": 1.0393, "theta": -0.1569, "rho": 0.58, "theo": 25.2688, "change": 5.845, "open": 23.7, "high": 27.0, "low": 23.2, "tick": "down", "last_trade_price": 25.4, "last_trade_time": "2026-11-11T14:21:03", "percent_change": 29.8901, "prev_day_close": 25.210000038147}, {"option": "SPY261231P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 311.0, "volume": 23.0, "delta": -0.3626, "gamma": 0.0089, "vega": 1.0518, "theta": -0.1604, "rho": -0.3494, "theo": 10.7702, "change": -4.96, "open": 12.6, "high": 12.7, "low": 10.35, "tick": "up", "last_trade_price": 11.01, "last_trade_time": "2026-11-11T14:22:18", "percent_change": -31.0582, "prev_day_close": 10.8800001144409}, {"option": "SPY261231C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1515, "open_interest": 238.0, "volume": 109.0, "delta": 0.642, "gamma": 0.0089, "vega": 1.0467, "theta": -0.1572, "rho": 0.5725, "theo": 24.5362, "change": 4.59, "open": 23.15, "high": 23.51, "low": 22.1, "tick": "no_change", "last_trade_price": 23.51, "last_trade_time": "2026-11-11T11:06:11", "percent_change": 24.26, "prev_day_close": 24.4799995422363}, {"option": "SPY261231P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 419.0, "volume": 11.0, "delta": -0.3705, "gamma": 0.009, "vega": 1.0599, "theta": -0.1604, "rho": -0.3561, "theo": 11.0261, "change": -4.85, "open": 12.72, "high": 12.72, "low": 11.49, "tick": "down", "last_trade_price": 11.49, "last_trade_time": "2026-11-11T11:58:28", "percent_change": -29.6818, "prev_day_close": 11.1500000953674}, {"option": "SPY261231C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1502, "open_interest": 3145.0, "volume": 233.0, "delta": 0.6337, "gamma": 0.0091, "vega": 1.0537, "theta": -0.1573, "rho": 0.5649, "theo": 23.8068, "change": 5.23, "open": 22.44, "high": 25.55, "low": 21.09, "tick": "down", "last_trade_price": 23.52, "last_trade_time": "2026-11-11T15:57:50", "percent_change": 28.5949, "prev_day_close": 23.75}, {"option": "SPY261231P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1494, "open_interest": 17480.0, "volume": 397.0, "delta": -0.3794, "gamma": 0.0091, "vega": 1.0707, "theta": -0.1604, "rho": -0.3674, "theo": 11.3188, "change": -5.445, "open": 13.18, "high": 13.83, "low": 10.75, "tick": "up", "last_trade_price": 11.27, "last_trade_time": "2026-11-11T16:11:46", "percent_change": -32.5755, "prev_day_close": 11.4299998283386}, {"option": "SPY261231C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1486, "open_interest": 122.0, "volume": 54.0, "delta": 0.6253, "gamma": 0.0092, "vega": 1.0608, "theta": -0.1574, "rho": 0.5573, "theo": 23.0848, "change": 5.72, "open": 20.55, "high": 23.38, "low": 20.55, "tick": "no_change", "last_trade_price": 23.38, "last_trade_time": "2026-11-11T14:16:19", "percent_change": 32.3896, "prev_day_close": 23.0250005722046}, {"option": "SPY261231P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 213.0, "volume": 3.0, "delta": -0.388, "gamma": 0.0093, "vega": 1.0757, "theta": -0.1603, "rho": -0.3737, "theo": 11.6088, "change": -5.955, "open": 13.0, "high": 13.0, "low": 11.15, "tick": "down", "last_trade_price": 11.15, "last_trade_time": "2026-11-11T13:32:56", "percent_change": -34.8144, "prev_day_close": 11.7199997901916}, {"option": "SPY261231C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 204.0, "volume": 77.0, "delta": 0.6166, "gamma": 0.0093, "vega": 1.0712, "theta": -0.1575, "rho": 0.5527, "theo": 22.37, "change": 5.23, "open": 21.19, "high": 23.15, "low": 20.55, "tick": "up", "last_trade_price": 22.28, "last_trade_time": "2026-11-11T16:11:40", "percent_change": 30.6745, "prev_day_close": 22.3050003051758}, {"option": "SPY261231P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1472, "open_interest": 255.0, "volume": 55.0, "delta": -0.3968, "gamma": 0.0094, "vega": 1.0808, "theta": -0.1601, "rho": -0.3807, "theo": 11.9043, "change": -5.575, "open": 13.78, "high": 13.89, "low": 11.92, "tick": "down", "last_trade_price": 11.92, "last_trade_time": "2026-11-11T15:45:28", "percent_change": -31.8662, "prev_day_close": 12.0099997520447}, {"option": "SPY261231C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 247.0, "volume": 14.0, "delta": 0.6078, "gamma": 0.0094, "vega": 1.079, "theta": -0.1574, "rho": 0.5598, "theo": 21.6619, "change": 5.6, "open": 19.69, "high": 23.35, "low": 19.52, "tick": "down", "last_trade_price": 22.05, "last_trade_time": "2026-11-11T14:33:47", "percent_change": 34.0426, "prev_day_close": 21.6099996566772}, {"option": "SPY261231P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1461, "open_interest": 484.0, "volume": 66.0, "delta": -0.4057, "gamma": 0.0095, "vega": 1.086, "theta": -0.1599, "rho": -0.3884, "theo": 12.2061, "change": -5.82, "open": 14.12, "high": 14.51, "low": 12.08, "tick": "no_change", "last_trade_price": 12.08, "last_trade_time": "2026-11-11T14:54:51", "percent_change": -32.514, "prev_day_close": 12.3200001716614}, {"option": "SPY261231C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1458, "open_interest": 149.0, "volume": 14.0, "delta": 0.5988, "gamma": 0.0096, "vega": 1.0847, "theta": -0.1573, "rho": 0.5513, "theo": 20.9672, "change": 5.49, "open": 20.0, "high": 21.35, "low": 18.69, "tick": "up", "last_trade_price": 21.35, "last_trade_time": "2026-11-11T14:11:12", "percent_change": 34.6154, "prev_day_close": 20.9200000762939}, {"option": "SPY261231P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 271.0, "volume": 16.0, "delta": -0.4143, "gamma": 0.0096, "vega": 1.091, "theta": -0.1596, "rho": -0.3963, "theo": 12.5, "change": -5.515, "open": 14.3, "high": 15.13, "low": 12.8, "tick": "down", "last_trade_price": 12.8, "last_trade_time": "2026-11-11T14:16:19", "percent_change": -30.1119, "prev_day_close": 12.6350002288818}, {"option": "SPY261231C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 1388.0, "volume": 176.0, "delta": 0.5898, "gamma": 0.0097, "vega": 1.09, "theta": -0.1571, "rho": 0.5425, "theo": 20.2845, "change": 5.23, "open": 19.2, "high": 21.2, "low": 18.0, "tick": "down", "last_trade_price": 20.5, "last_trade_time": "2026-11-11T15:48:47", "percent_change": 34.2502, "prev_day_close": 20.2299995422363}, {"option": "SPY261231P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.144, "open_interest": 3061.0, "volume": 266.0, "delta": -0.4241, "gamma": 0.0098, "vega": 1.0966, "theta": -0.1592, "rho": -0.4047, "theo": 12.8341, "change": -5.995, "open": 15.45, "high": 15.59, "low": 12.18, "tick": "down", "last_trade_price": 12.75, "last_trade_time": "2026-11-11T15:48:56", "percent_change": -31.9819, "prev_day_close": 12.9549999237061}, {"option": "SPY261231C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 399.0, "volume": 409.0, "delta": 0.5804, "gamma": 0.0098, "vega": 1.095, "theta": -0.1568, "rho": 0.5335, "theo": 19.6037, "change": 5.35, "open": 18.8, "high": 21.24, "low": 17.44, "tick": "down", "last_trade_price": 20.05, "last_trade_time": "2026-11-11T14:37:42", "percent_change": 36.3946, "prev_day_close": 19.5600004196167}, {"option": "SPY261231P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 275.0, "volume": 107.0, "delta": -0.4335, "gamma": 0.0099, "vega": 1.1008, "theta": -0.1587, "rho": -0.4116, "theo": 13.1627, "change": -6.05, "open": 15.24, "high": 15.95, "low": 12.95, "tick": "up", "last_trade_price": 13.13, "last_trade_time": "2026-11-11T14:39:02", "percent_change": -31.5433, "prev_day_close": 13.2849998474121}, {"option": "SPY261231C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 163.0, "volume": 21.0, "delta": 0.571, "gamma": 0.0099, "vega": 1.0993, "theta": -0.1564, "rho": 0.5243, "theo": 18.9354, "change": 4.84, "open": 17.6, "high": 20.03, "low": 16.95, "tick": "down", "last_trade_price": 18.98, "last_trade_time": "2026-11-11T15:29:33", "percent_change": 34.2291, "prev_day_close": 18.8850002288818}, {"option": "SPY261231P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 309.0, "volume": 111.0, "delta": -0.4432, "gamma": 0.01, "vega": 1.1049, "theta": -0.1581, "rho": -0.4204, "theo": 13.5021, "change": -6.09, "open": 15.68, "high": 16.5, "low": 12.82, "tick": "down", "last_trade_price": 13.54, "last_trade_time": "2026-11-11T16:12:38", "percent_change": -31.0239, "prev_day_close": 13.6300001144409}, {"option": "SPY261231C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 145.0, "volume": 61.0, "delta": 0.5613, "gamma": 0.01, "vega": 1.1031, "theta": -0.1559, "rho": 0.5152, "theo": 18.2797, "change": 6.1, "open": 17.1, "high": 19.69, "low": 16.28, "tick": "up", "last_trade_price": 19.69, "last_trade_time": "2026-11-11T13:58:50", "percent_change": 44.8859, "prev_day_close": 18.2299995422363}, {"option": "SPY261231P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1408, "open_interest": 480.0, "volume": 84.0, "delta": -0.453, "gamma": 0.0101, "vega": 1.1094, "theta": -0.1574, "rho": -0.4325, "theo": 13.856, "change": -6.235, "open": 15.0, "high": 15.03, "low": 13.33, "tick": "up", "last_trade_price": 13.85, "last_trade_time": "2026-11-11T15:14:38", "percent_change": -31.0431, "prev_day_close": 13.9850001335144}, {"option": "SPY261231C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1398, "open_interest": 135.0, "volume": 63.0, "delta": 0.5511, "gamma": 0.0102, "vega": 1.1064, "theta": -0.1553, "rho": 0.5056, "theo": 17.6033, "change": 4.61, "open": 16.0, "high": 18.59, "low": 16.0, "tick": "up", "last_trade_price": 17.66, "last_trade_time": "2026-11-11T16:00:32", "percent_change": 35.3257, "prev_day_close": 17.5900001525879}, {"option": "SPY261231P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1399, "open_interest": 310.0, "volume": 349.0, "delta": -0.4625, "gamma": 0.0102, "vega": 1.1118, "theta": -0.1567, "rho": -0.4395, "theo": 14.2017, "change": -6.345, "open": 16.5, "high": 16.7, "low": 13.45, "tick": "down", "last_trade_price": 14.22, "last_trade_time": "2026-11-11T16:00:35", "percent_change": -30.8534, "prev_day_close": 14.3450002670288}, {"option": "SPY261231C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 4707.0, "volume": 325.0, "delta": 0.5414, "gamma": 0.0103, "vega": 1.112, "theta": -0.1547, "rho": 0.5079, "theo": 16.9867, "change": 4.4, "open": 15.95, "high": 18.57, "low": 14.8, "tick": "up", "last_trade_price": 16.92, "last_trade_time": "2026-11-11T16:07:08", "percent_change": 35.1438, "prev_day_close": 16.9499998092651}, {"option": "SPY261231P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1389, "open_interest": 3113.0, "volume": 814.0, "delta": -0.4726, "gamma": 0.0103, "vega": 1.1141, "theta": -0.1558, "rho": -0.4477, "theo": 14.5718, "change": -6.525, "open": 16.4, "high": 17.63, "low": 13.9, "tick": "down", "last_trade_price": 14.53, "last_trade_time": "2026-11-11T16:13:46", "percent_change": -30.9903, "prev_day_close": 14.7249999046326}, {"option": "SPY261231C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 388.0, "volume": 69.0, "delta": 0.5314, "gamma": 0.0104, "vega": 1.1146, "theta": -0.154, "rho": 0.5028, "theo": 16.3698, "change": 4.345, "open": 14.62, "high": 17.3, "low": 14.62, "tick": "down", "last_trade_price": 16.35, "last_trade_time": "2026-11-11T15:41:17", "percent_change": 36.1933, "prev_day_close": 16.3250007629395}, {"option": "SPY261231P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 251.0, "volume": 84.0, "delta": -0.4829, "gamma": 0.0104, "vega": 1.116, "theta": -0.1549, "rho": -0.4566, "theo": 14.9502, "change": -6.57, "open": 15.01, "high": 15.18, "low": 14.25, "tick": "up", "last_trade_price": 15.0, "last_trade_time": "2026-11-11T16:08:54", "percent_change": -30.459, "prev_day_close": 15.1100001335144}, {"option": "SPY261231C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 241.0, "volume": 82.0, "delta": 0.5212, "gamma": 0.0104, "vega": 1.1161, "theta": -0.1531, "rho": 0.4926, "theo": 15.7543, "change": 4.27, "open": 14.84, "high": 17.24, "low": 13.8, "tick": "down", "last_trade_price": 15.77, "last_trade_time": "2026-11-11T15:50:24", "percent_change": 37.1304, "prev_day_close": 15.7150001525879}, {"option": "SPY261231P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 880.0, "volume": 225.0, "delta": -0.4933, "gamma": 0.0105, "vega": 1.1161, "theta": -0.1539, "rho": -0.4653, "theo": 15.341, "change": -6.735, "open": 16.68, "high": 16.68, "low": 14.68, "tick": "down", "last_trade_price": 15.33, "last_trade_time": "2026-11-11T14:40:35", "percent_change": -30.5235, "prev_day_close": 15.5050001144409}, {"option": "SPY261231C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1359, "open_interest": 374.0, "volume": 49.0, "delta": 0.5108, "gamma": 0.0105, "vega": 1.117, "theta": -0.1522, "rho": 0.4822, "theo": 15.1497, "change": 4.11, "open": 13.2, "high": 16.7, "low": 13.2, "tick": "down", "last_trade_price": 15.12, "last_trade_time": "2026-11-11T16:07:48", "percent_change": 37.3297, "prev_day_close": 15.1149997711182}, {"option": "SPY261231P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 265.0, "volume": 46.0, "delta": -0.5039, "gamma": 0.0106, "vega": 1.1157, "theta": -0.1527, "rho": -0.4726, "theo": 15.7439, "change": -7.035, "open": 17.85, "high": 18.95, "low": 14.95, "tick": "down", "last_trade_price": 15.55, "last_trade_time": "2026-11-11T14:07:26", "percent_change": -31.149, "prev_day_close": 15.914999961853}, {"option": "SPY261231C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1349, "open_interest": 246.0, "volume": 16.0, "delta": 0.5002, "gamma": 0.0106, "vega": 1.1172, "theta": -0.1512, "rho": 0.4717, "theo": 14.5566, "change": 4.25, "open": 13.23, "high": 15.99, "low": 13.23, "tick": "down", "last_trade_price": 14.78, "last_trade_time": "2026-11-11T15:13:38", "percent_change": 40.3609, "prev_day_close": 14.5250000953674}, {"option": "SPY261231P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.135, "open_interest": 306.0, "volume": 23.0, "delta": -0.5147, "gamma": 0.0106, "vega": 1.114, "theta": -0.1515, "rho": -0.4822, "theo": 16.1599, "change": -7.595, "open": 18.32, "high": 19.05, "low": 15.53, "tick": "down", "last_trade_price": 15.53, "last_trade_time": "2026-11-11T13:27:34", "percent_change": -32.8432, "prev_day_close": 16.335000038147}, {"option": "SPY261231C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 2191.0, "volume": 132.0, "delta": 0.4894, "gamma": 0.0107, "vega": 1.1166, "theta": -0.15, "rho": 0.4612, "theo": 13.975, "change": 3.925, "open": 13.06, "high": 15.46, "low": 12.0, "tick": "up", "last_trade_price": 13.99, "last_trade_time": "2026-11-11T16:14:13", "percent_change": 38.9965, "prev_day_close": 13.9449996948242}, {"option": "SPY261231P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.134, "open_interest": 4781.0, "volume": 65.0, "delta": -0.5256, "gamma": 0.0107, "vega": 1.1117, "theta": -0.1501, "rho": -0.4952, "theo": 16.5925, "change": -6.905, "open": 18.95, "high": 19.4, "low": 15.83, "tick": "up", "last_trade_price": 16.77, "last_trade_time": "2026-11-11T15:23:08", "percent_change": -29.1658, "prev_day_close": 16.7649993896484}, {"option": "SPY261231C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 703.0, "volume": 34.0, "delta": 0.4785, "gamma": 0.0107, "vega": 1.1154, "theta": -0.1488, "rho": 0.4507, "theo": 13.4051, "change": 5.09, "open": 12.3, "high": 14.7, "low": 11.79, "tick": "up", "last_trade_price": 14.7, "last_trade_time": "2026-11-11T14:02:45", "percent_change": 52.9657, "prev_day_close": 13.3800001144409}, {"option": "SPY261231P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 157.0, "volume": 2.0, "delta": -0.5366, "gamma": 0.0108, "vega": 1.1111, "theta": -0.1487, "rho": -0.5032, "theo": 17.0361, "change": -7.49, "open": 17.87, "high": 17.87, "low": 16.75, "tick": "down", "last_trade_price": 16.75, "last_trade_time": "2026-11-11T12:55:16", "percent_change": -30.8993, "prev_day_close": 17.2150001525879}, {"option": "SPY261231C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 257.0, "volume": 268.0, "delta": 0.4675, "gamma": 0.0108, "vega": 1.1142, "theta": -0.1475, "rho": 0.4493, "theo": 12.8471, "change": 3.69, "open": 11.68, "high": 14.09, "low": 11.68, "tick": "no_change", "last_trade_price": 12.86, "last_trade_time": "2026-11-11T16:14:17", "percent_change": 40.2399, "prev_day_close": 12.8249998092651}, {"option": "SPY261231P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 689.0, "volume": 8.0, "delta": -0.5476, "gamma": 0.0108, "vega": 1.1098, "theta": -0.1472, "rho": -0.5121, "theo": 17.4887, "change": -7.315, "open": 20.41, "high": 20.41, "low": 16.61, "tick": "down", "last_trade_price": 17.47, "last_trade_time": "2026-11-11T16:00:31", "percent_change": -29.5138, "prev_day_close": 17.6700000762939}, {"option": "SPY261231C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 306.0, "volume": 30.0, "delta": 0.4565, "gamma": 0.0108, "vega": 1.1118, "theta": -0.1461, "rho": 0.4421, "theo": 12.3044, "change": 3.195, "open": 11.83, "high": 13.31, "low": 11.24, "tick": "down", "last_trade_price": 11.94, "last_trade_time": "2026-11-11T15:54:36", "percent_change": 36.5352, "prev_day_close": 12.289999961853}, {"option": "SPY261231P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 373.0, "volume": 36.0, "delta": -0.559, "gamma": 0.0109, "vega": 1.1058, "theta": -0.1455, "rho": -0.5197, "theo": 17.9598, "change": -6.885, "open": 21.25, "high": 21.25, "low": 18.04, "tick": "up", "last_trade_price": 18.49, "last_trade_time": "2026-11-11T15:59:56", "percent_change": -27.133, "prev_day_close": 18.1450004577637}, {"option": "SPY261231C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 281.0, "volume": 55.0, "delta": 0.4453, "gamma": 0.0109, "vega": 1.1081, "theta": -0.1446, "rho": 0.4308, "theo": 11.7751, "change": 3.425, "open": 10.68, "high": 13.0, "low": 10.1, "tick": "up", "last_trade_price": 11.75, "last_trade_time": "2026-11-11T16:07:46", "percent_change": 41.1411, "prev_day_close": 11.7599997520447}, {"option": "SPY261231P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 134.0, "volume": 0.0, "delta": -0.5703, "gamma": 0.0109, "vega": 1.0999, "theta": -0.1438, "rho": -0.5274, "theo": 18.437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.52, "last_trade_time": "2026-11-10T13:26:05", "percent_change": 0.0, "prev_day_close": 18.625}, {"option": "SPY261231C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 2608.0, "volume": 1560.0, "delta": 0.4341, "gamma": 0.0109, "vega": 1.1035, "theta": -0.143, "rho": 0.4193, "theo": 11.2589, "change": 3.33, "open": 10.73, "high": 12.65, "low": 9.7, "tick": "up", "last_trade_price": 11.26, "last_trade_time": "2026-11-11T16:14:35", "percent_change": 41.9924, "prev_day_close": 11.2400002479553}, {"option": "SPY261231P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 5301.0, "volume": 72.0, "delta": -0.5819, "gamma": 0.0109, "vega": 1.0929, "theta": -0.142, "rho": -0.5376, "theo": 18.9383, "change": -7.63, "open": 20.26, "high": 20.37, "low": 18.12, "tick": "no_change", "last_trade_price": 18.97, "last_trade_time": "2026-11-11T16:13:20", "percent_change": -28.6842, "prev_day_close": 19.125}, {"option": "SPY261231C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 371.0, "volume": 14.0, "delta": 0.4228, "gamma": 0.0109, "vega": 1.0982, "theta": -0.1413, "rho": 0.4079, "theo": 10.7561, "change": 3.545, "open": 9.73, "high": 11.9, "low": 9.56, "tick": "down", "last_trade_price": 11.08, "last_trade_time": "2026-11-11T14:30:48", "percent_change": 47.0471, "prev_day_close": 10.7400002479553}, {"option": "SPY261231P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 244.0, "volume": 12.0, "delta": -0.5932, "gamma": 0.0109, "vega": 1.0837, "theta": -0.1401, "rho": -0.5515, "theo": 19.4444, "change": -7.29, "open": 20.99, "high": 20.99, "low": 19.93, "tick": "down", "last_trade_price": 19.93, "last_trade_time": "2026-11-11T14:19:21", "percent_change": -26.7818, "prev_day_close": 19.6350002288818}, {"option": "SPY261231C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 835.0, "volume": 69.0, "delta": 0.4113, "gamma": 0.0109, "vega": 1.092, "theta": -0.1395, "rho": 0.3966, "theo": 10.2667, "change": 3.405, "open": 9.6, "high": 11.34, "low": 9.03, "tick": "down", "last_trade_price": 10.57, "last_trade_time": "2026-11-11T14:18:26", "percent_change": 47.5227, "prev_day_close": 10.25}, {"option": "SPY261231P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 433.0, "volume": 0.0, "delta": -0.6047, "gamma": 0.0109, "vega": 1.0764, "theta": -0.1381, "rho": -0.5594, "theo": 19.9682, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.93, "last_trade_time": "2026-11-09T09:31:22", "percent_change": 0.0, "prev_day_close": 20.1549997329712}, {"option": "SPY261231C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 409.0, "volume": 87.0, "delta": 0.3999, "gamma": 0.0109, "vega": 1.0852, "theta": -0.1376, "rho": 0.3854, "theo": 9.7907, "change": 2.915, "open": 8.95, "high": 10.78, "low": 8.75, "tick": "down", "last_trade_price": 9.72, "last_trade_time": "2026-11-11T16:05:22", "percent_change": 42.8361, "prev_day_close": 9.78000020980835}, {"option": "SPY261231P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1261, "open_interest": 601.0, "volume": 6.0, "delta": -0.6162, "gamma": 0.0109, "vega": 1.072, "theta": -0.136, "rho": -0.5667, "theo": 20.5041, "change": -7.97, "open": 21.78, "high": 21.78, "low": 20.56, "tick": "down", "last_trade_price": 20.56, "last_trade_time": "2026-11-11T16:00:50", "percent_change": -27.9355, "prev_day_close": 20.7049999237061}, {"option": "SPY261231C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1259, "open_interest": 127.0, "volume": 5.0, "delta": 0.3884, "gamma": 0.0109, "vega": 1.077, "theta": -0.1356, "rho": 0.3841, "theo": 9.3297, "change": 3.565, "open": 9.09, "high": 10.02, "low": 9.06, "tick": "up", "last_trade_price": 10.02, "last_trade_time": "2026-11-11T12:29:56", "percent_change": 55.2285, "prev_day_close": 9.32000017166138}, {"option": "SPY261231P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1264, "open_interest": 616.0, "volume": 116.0, "delta": -0.628, "gamma": 0.0109, "vega": 1.064, "theta": -0.1338, "rho": -0.5733, "theo": 21.0608, "change": -8.14, "open": 21.95, "high": 21.95, "low": 20.0, "tick": "no_change", "last_trade_price": 21.04, "last_trade_time": "2026-11-11T15:01:22", "percent_change": -27.8958, "prev_day_close": 21.2650003433228}, {"option": "SPY261231C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1251, "open_interest": 4526.0, "volume": 997.0, "delta": 0.377, "gamma": 0.0109, "vega": 1.0681, "theta": -0.1335, "rho": 0.3723, "theo": 8.884, "change": 2.66, "open": 8.63, "high": 10.03, "low": 7.8, "tick": "up", "last_trade_price": 8.78, "last_trade_time": "2026-11-11T16:09:38", "percent_change": 43.4641, "prev_day_close": 8.875}, {"option": "SPY261231P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.124, "open_interest": 2934.0, "volume": 68.0, "delta": -0.6394, "gamma": 0.0109, "vega": 1.0515, "theta": -0.1317, "rho": -0.5804, "theo": 21.6176, "change": -8.145, "open": 22.94, "high": 22.94, "low": 20.69, "tick": "no_change", "last_trade_price": 21.71, "last_trade_time": "2026-11-11T16:12:55", "percent_change": -27.2819, "prev_day_close": 21.835000038147}, {"option": "SPY261231C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1243, "open_interest": 754.0, "volume": 147.0, "delta": 0.3656, "gamma": 0.0108, "vega": 1.0582, "theta": -0.1314, "rho": 0.3604, "theo": 8.4525, "change": 3.545, "open": 7.67, "high": 9.53, "low": 7.67, "tick": "down", "last_trade_price": 9.34, "last_trade_time": "2026-11-11T14:04:34", "percent_change": 61.1734, "prev_day_close": 8.44999980926514}, {"option": "SPY261231P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 243.0, "volume": 8.0, "delta": -0.6511, "gamma": 0.0108, "vega": 1.0386, "theta": -0.1294, "rho": -0.5888, "theo": 22.2006, "change": -7.44, "open": 23.18, "high": 23.18, "low": 23.14, "tick": "down", "last_trade_price": 23.14, "last_trade_time": "2026-11-11T11:51:15", "percent_change": -24.3296, "prev_day_close": 22.4200000762939}, {"option": "SPY261231C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 461.0, "volume": 24.0, "delta": 0.3541, "gamma": 0.0108, "vega": 1.0476, "theta": -0.1291, "rho": 0.3487, "theo": 8.0351, "change": 2.31, "open": 7.31, "high": 8.86, "low": 7.19, "tick": "down", "last_trade_price": 7.8, "last_trade_time": "2026-11-11T15:59:30", "percent_change": 42.0765, "prev_day_close": 8.03000020980835}, {"option": "SPY261231P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 445.0, "volume": 8.0, "delta": -0.6627, "gamma": 0.0108, "vega": 1.0231, "theta": -0.127, "rho": -0.6025, "theo": 22.7982, "change": -8.86, "open": 23.75, "high": 23.75, "low": 22.4, "tick": "down", "last_trade_price": 22.4, "last_trade_time": "2026-11-11T13:14:08", "percent_change": -28.3429, "prev_day_close": 23.0150003433228}, {"option": "SPY261231C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 617.0, "volume": 8.0, "delta": 0.3427, "gamma": 0.0107, "vega": 1.0362, "theta": -0.1268, "rho": 0.3372, "theo": 7.6316, "change": 2.895, "open": 6.97, "high": 8.09, "low": 6.97, "tick": "up", "last_trade_price": 8.09, "last_trade_time": "2026-11-11T12:07:18", "percent_change": 55.7267, "prev_day_close": 7.625}, {"option": "SPY261231P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 372.0, "volume": 0.0, "delta": -0.6742, "gamma": 0.0107, "vega": 1.0087, "theta": -0.1246, "rho": -0.6076, "theo": 23.4107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.84, "last_trade_time": "2026-11-10T09:41:23", "percent_change": 0.0, "prev_day_close": 23.6300001144409}, {"option": "SPY261231C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1221, "open_interest": 467.0, "volume": 43.0, "delta": 0.3314, "gamma": 0.0106, "vega": 1.0242, "theta": -0.1244, "rho": 0.3258, "theo": 7.2419, "change": 3.3, "open": 6.44, "high": 8.21, "low": 6.21, "tick": "no_change", "last_trade_price": 8.21, "last_trade_time": "2026-11-11T13:33:43", "percent_change": 67.2098, "prev_day_close": 7.24000000953674}, {"option": "SPY261231P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 691.0, "volume": 0.0, "delta": -0.6856, "gamma": 0.0107, "vega": 1.0012, "theta": -0.1222, "rho": -0.6116, "theo": 24.033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 42.16, "last_trade_time": "2026-11-06T10:09:38", "percent_change": 0.0, "prev_day_close": 24.2600002288818}, {"option": "SPY261231C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 4097.0, "volume": 983.0, "delta": 0.3201, "gamma": 0.0105, "vega": 1.0102, "theta": -0.122, "rho": 0.322, "theo": 6.867, "change": 2.14, "open": 6.47, "high": 7.94, "low": 5.82, "tick": "no_change", "last_trade_price": 6.78, "last_trade_time": "2026-11-11T16:09:38", "percent_change": 46.1207, "prev_day_close": 6.86500000953674}, {"option": "SPY261231P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 1574.0, "volume": 6.0, "delta": -0.6971, "gamma": 0.0106, "vega": 0.9882, "theta": -0.1198, "rho": -0.6178, "theo": 24.6695, "change": -9.03, "open": 24.26, "high": 24.44, "low": 23.53, "tick": "up", "last_trade_price": 24.44, "last_trade_time": "2026-11-11T14:48:48", "percent_change": -26.9794, "prev_day_close": 24.8900003433228}, {"option": "SPY261231C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1208, "open_interest": 777.0, "volume": 41.0, "delta": 0.309, "gamma": 0.0104, "vega": 0.9961, "theta": -0.1195, "rho": 0.3104, "theo": 6.507, "change": 2.11, "open": 5.95, "high": 7.5, "low": 5.67, "tick": "down", "last_trade_price": 6.49, "last_trade_time": "2026-11-11T16:00:25", "percent_change": 48.1735, "prev_day_close": 6.50500011444092}, {"option": "SPY261231P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 606.0, "volume": 0.0, "delta": -0.7085, "gamma": 0.0105, "vega": 0.9691, "theta": -0.1173, "rho": -0.6206, "theo": 25.3226, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.08, "last_trade_time": "2026-11-05T10:51:45", "percent_change": 0.0, "prev_day_close": 25.5549993515015}, {"option": "SPY261231C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 306.0, "volume": 15.0, "delta": 0.298, "gamma": 0.0103, "vega": 0.9812, "theta": -0.1169, "rho": 0.2988, "theo": 6.1608, "change": 2.0, "open": 5.58, "high": 7.06, "low": 5.58, "tick": "down", "last_trade_price": 6.13, "last_trade_time": "2026-11-11T16:11:52", "percent_change": 48.4261, "prev_day_close": 6.16499996185303}, {"option": "SPY261231P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1195, "open_interest": 223.0, "volume": 0.0, "delta": -0.7198, "gamma": 0.0104, "vega": 0.9501, "theta": -0.1149, "rho": -0.627, "theo": 25.9905, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.04, "last_trade_time": "2026-11-05T15:50:34", "percent_change": 0.0, "prev_day_close": 26.2349996566772}, {"option": "SPY261231C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1196, "open_interest": 421.0, "volume": 15.0, "delta": 0.287, "gamma": 0.0102, "vega": 0.9656, "theta": -0.1143, "rho": 0.2874, "theo": 5.8283, "change": 2.255, "open": 5.22, "high": 6.63, "low": 5.15, "tick": "down", "last_trade_price": 6.15, "last_trade_time": "2026-11-11T14:44:38", "percent_change": 57.8947, "prev_day_close": 5.83500003814697}, {"option": "SPY261231P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1188, "open_interest": 682.0, "volume": 0.0, "delta": -0.731, "gamma": 0.0103, "vega": 0.9289, "theta": -0.1124, "rho": -0.635, "theo": 26.675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.55, "last_trade_time": "2026-10-29T09:34:56", "percent_change": 0.0, "prev_day_close": 26.9250001907349}, {"option": "SPY261231C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 443.0, "volume": 14.0, "delta": 0.2762, "gamma": 0.01, "vega": 0.9496, "theta": -0.1116, "rho": 0.2764, "theo": 5.5089, "change": 2.16, "open": 4.97, "high": 6.23, "low": 4.97, "tick": "down", "last_trade_price": 5.83, "last_trade_time": "2026-11-11T14:52:05", "percent_change": 58.8556, "prev_day_close": 5.5149998664856}, {"option": "SPY261231P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 176.0, "volume": 0.0, "delta": -0.742, "gamma": 0.0102, "vega": 0.9106, "theta": -0.11, "rho": -0.6317, "theo": 27.371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.15, "last_trade_time": "2026-10-20T13:08:41", "percent_change": 0.0, "prev_day_close": 27.6149997711182}, {"option": "SPY261231C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 2509.0, "volume": 201.0, "delta": 0.2656, "gamma": 0.0099, "vega": 0.9331, "theta": -0.1089, "rho": 0.2688, "theo": 5.2025, "change": 1.655, "open": 4.95, "high": 6.13, "low": 4.33, "tick": "up", "last_trade_price": 5.11, "last_trade_time": "2026-11-11T16:06:34", "percent_change": 47.9016, "prev_day_close": 5.21000003814697}, {"option": "SPY261231P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 1155.0, "volume": 4.0, "delta": -0.753, "gamma": 0.0101, "vega": 0.8978, "theta": -0.1077, "rho": -0.6344, "theo": 28.0749, "change": -9.095, "open": 29.58, "high": 30.0, "low": 28.3, "tick": "down", "last_trade_price": 28.3, "last_trade_time": "2026-11-11T16:06:47", "percent_change": -24.3214, "prev_day_close": 28.3249998092651}, {"option": "SPY261231C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1179, "open_interest": 655.0, "volume": 38.0, "delta": 0.2551, "gamma": 0.0097, "vega": 0.9146, "theta": -0.1061, "rho": 0.2602, "theo": 4.9102, "change": 1.6, "open": 4.67, "high": 5.8, "low": 4.28, "tick": "down", "last_trade_price": 4.85, "last_trade_time": "2026-11-11T16:06:04", "percent_change": 49.2308, "prev_day_close": 4.92499995231628}, {"option": "SPY261231P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 165.0, "volume": 0.0, "delta": -0.764, "gamma": 0.01, "vega": 0.8784, "theta": -0.1053, "rho": -0.6325, "theo": 28.8002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.71, "last_trade_time": "2026-11-05T15:41:07", "percent_change": 0.0, "prev_day_close": 29.0550003051758}, {"option": "SPY261231C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1174, "open_interest": 438.0, "volume": 236.0, "delta": 0.2449, "gamma": 0.0095, "vega": 0.8962, "theta": -0.1034, "rho": 0.2494, "theo": 4.6309, "change": 1.55, "open": 4.51, "high": 5.5, "low": 3.97, "tick": "up", "last_trade_price": 4.61, "last_trade_time": "2026-11-11T15:51:41", "percent_change": 50.6536, "prev_day_close": 4.64499998092651}, {"option": "SPY261231P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 86.0, "volume": 2.0, "delta": -0.7748, "gamma": 0.0099, "vega": 0.8545, "theta": -0.103, "rho": -0.63, "theo": 29.5368, "change": -8.015, "open": 31.42, "high": 31.42, "low": 31.04, "tick": "down", "last_trade_price": 31.04, "last_trade_time": "2026-11-11T11:00:24", "percent_change": -20.5223, "prev_day_close": 29.7950000762939}, {"option": "SPY261231C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 6531.0, "volume": 81.0, "delta": 0.2348, "gamma": 0.0094, "vega": 0.8774, "theta": -0.1006, "rho": 0.2387, "theo": 4.3642, "change": 1.565, "open": 4.27, "high": 5.1, "low": 3.7, "tick": "down", "last_trade_price": 4.44, "last_trade_time": "2026-11-11T15:33:20", "percent_change": 54.4348, "prev_day_close": 4.38000011444092}, {"option": "SPY261231P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 193.0, "volume": 0.0, "delta": -0.7855, "gamma": 0.0098, "vega": 0.8301, "theta": -0.1008, "rho": -0.6355, "theo": 30.2874, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.58, "last_trade_time": "2026-10-19T12:06:57", "percent_change": 0.0, "prev_day_close": 30.5450000762939}, {"option": "SPY261231C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 866.0, "volume": 4.0, "delta": 0.2249, "gamma": 0.0092, "vega": 0.8582, "theta": -0.0977, "rho": 0.2284, "theo": 4.1096, "change": 1.68, "open": 4.9, "high": 4.92, "low": 4.38, "tick": "down", "last_trade_price": 4.38, "last_trade_time": "2026-11-11T14:43:34", "percent_change": 62.2222, "prev_day_close": 4.13000011444092}, {"option": "SPY261231P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 199.0, "volume": 1.0, "delta": -0.7959, "gamma": 0.0097, "vega": 0.8049, "theta": -0.0986, "rho": -0.6212, "theo": 31.0523, "change": -9.775, "open": 30.98, "high": 30.98, "low": 30.98, "tick": "up", "last_trade_price": 30.98, "last_trade_time": "2026-11-11T14:55:50", "percent_change": -23.9848, "prev_day_close": 31.3150005340576}, {"option": "SPY261231C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.116, "open_interest": 6389.0, "volume": 714.0, "delta": 0.2153, "gamma": 0.009, "vega": 0.8388, "theta": -0.0949, "rho": 0.2185, "theo": 3.8668, "change": 1.475, "open": 3.79, "high": 4.64, "low": 3.37, "tick": "down", "last_trade_price": 4.01, "last_trade_time": "2026-11-11T15:07:43", "percent_change": 58.1854, "prev_day_close": 3.88499999046326}, {"option": "SPY261231P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1147, "open_interest": 577.0, "volume": 20.0, "delta": -0.8064, "gamma": 0.0096, "vega": 0.7835, "theta": -0.0966, "rho": -0.6196, "theo": 31.8268, "change": -10.025, "open": 34.29, "high": 34.29, "low": 30.57, "tick": "down", "last_trade_price": 31.52, "last_trade_time": "2026-11-11T14:08:17", "percent_change": -24.1305, "prev_day_close": 32.1049995422363}, {"option": "SPY261231C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1156, "open_interest": 477.0, "volume": 55.0, "delta": 0.2058, "gamma": 0.0088, "vega": 0.8189, "theta": -0.092, "rho": 0.2125, "theo": 3.6358, "change": 1.515, "open": 3.67, "high": 3.97, "low": 3.1, "tick": "down", "last_trade_price": 3.89, "last_trade_time": "2026-11-11T14:36:42", "percent_change": 63.7895, "prev_day_close": 3.66000008583069}, {"option": "SPY261231P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 401.0, "volume": 0.0, "delta": -0.8166, "gamma": 0.0095, "vega": 0.7649, "theta": -0.0946, "rho": -0.6134, "theo": 32.6094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.26, "last_trade_time": "2026-10-23T09:38:23", "percent_change": 0.0, "prev_day_close": 32.8950004577637}, {"option": "SPY261231C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 728.0, "volume": 9.0, "delta": 0.1967, "gamma": 0.0086, "vega": 0.7979, "theta": -0.0892, "rho": 0.2028, "theo": 3.4168, "change": 1.19, "open": 3.05, "high": 3.78, "low": 3.05, "tick": "down", "last_trade_price": 3.42, "last_trade_time": "2026-11-11T15:52:16", "percent_change": 53.3632, "prev_day_close": 3.44000005722046}, {"option": "SPY261231P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 596.0, "volume": 0.0, "delta": -0.8268, "gamma": 0.0093, "vega": 0.7388, "theta": -0.0924, "rho": -0.5925, "theo": 33.4146, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.37, "last_trade_time": "2026-11-06T10:00:17", "percent_change": 0.0, "prev_day_close": 33.7000007629394}, {"option": "SPY261231C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1148, "open_interest": 632.0, "volume": 31.0, "delta": 0.1877, "gamma": 0.0084, "vega": 0.7771, "theta": -0.0863, "rho": 0.1932, "theo": 3.2089, "change": 1.36, "open": 3.3, "high": 3.8, "low": 2.71, "tick": "down", "last_trade_price": 3.45, "last_trade_time": "2026-11-11T14:41:43", "percent_change": 65.0718, "prev_day_close": 3.24000000953674}, {"option": "SPY261231P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 146.0, "volume": 0.0, "delta": -0.837, "gamma": 0.0093, "vega": 0.7103, "theta": -0.0906, "rho": -0.5905, "theo": 34.2246, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 28.7, "last_trade_time": "2026-10-15T11:46:46", "percent_change": 0.0, "prev_day_close": 34.5099983215332}, {"option": "SPY261231C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1144, "open_interest": 1008.0, "volume": 238.0, "delta": 0.179, "gamma": 0.0081, "vega": 0.7562, "theta": -0.0835, "rho": 0.184, "theo": 3.0117, "change": 1.405, "open": 2.67, "high": 3.66, "low": 2.67, "tick": "down", "last_trade_price": 3.36, "last_trade_time": "2026-11-11T14:07:44", "percent_change": 71.867, "prev_day_close": 3.03999996185303}, {"option": "SPY261231P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 563.0, "volume": 0.0, "delta": -0.8472, "gamma": 0.0093, "vega": 0.6816, "theta": -0.0887, "rho": -0.5687, "theo": 35.0506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.34, "last_trade_time": "2026-10-15T10:01:09", "percent_change": 0.0, "prev_day_close": 35.3349990844727}, {"option": "SPY261231C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1141, "open_interest": 1832.0, "volume": 204.0, "delta": 0.1706, "gamma": 0.0079, "vega": 0.7353, "theta": -0.0807, "rho": 0.1752, "theo": 2.8249, "change": 0.995, "open": 2.83, "high": 3.47, "low": 2.36, "tick": "down", "last_trade_price": 2.83, "last_trade_time": "2026-11-11T16:14:08", "percent_change": 54.2234, "prev_day_close": 2.8549998998642}, {"option": "SPY261231P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 57.0, "volume": 3.0, "delta": -0.8573, "gamma": 0.0093, "vega": 0.6533, "theta": -0.0867, "rho": -0.5594, "theo": 35.8881, "change": -10.06, "open": 38.55, "high": 38.55, "low": 36.0, "tick": "down", "last_trade_price": 36.0, "last_trade_time": "2026-11-11T15:26:45", "percent_change": -21.8411, "prev_day_close": 35.5900001525879}, {"option": "SPY261231C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 673.0, "volume": 219.0, "delta": 0.1624, "gamma": 0.0077, "vega": 0.7145, "theta": -0.0779, "rho": 0.1687, "theo": 2.6479, "change": 1.04, "open": 2.3, "high": 3.25, "low": 2.3, "tick": "down", "last_trade_price": 2.76, "last_trade_time": "2026-11-11T15:18:06", "percent_change": 60.4651, "prev_day_close": 2.6800000667572}, {"option": "SPY261231P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1121, "open_interest": 0.0, "volume": 0.0, "delta": -0.8672, "gamma": 0.0093, "vega": 0.6288, "theta": -0.0846, "rho": -0.5541, "theo": 36.7388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.66, "last_trade_time": "2026-10-27T12:40:50", "percent_change": 0.0, "prev_day_close": 37.0149993896484}, {"option": "SPY261231C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1135, "open_interest": 435.0, "volume": 209.0, "delta": 0.1546, "gamma": 0.0074, "vega": 0.6932, "theta": -0.0752, "rho": 0.1609, "theo": 2.4812, "change": 0.94, "open": 2.36, "high": 3.08, "low": 2.1, "tick": "no_change", "last_trade_price": 2.55, "last_trade_time": "2026-11-11T15:25:28", "percent_change": 58.3851, "prev_day_close": 2.51499998569489}, {"option": "SPY261231P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1113, "open_interest": 0.0, "volume": 0.0, "delta": -0.8765, "gamma": 0.0092, "vega": 0.6045, "theta": -0.0823, "rho": -0.5112, "theo": 37.593, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.33, "last_trade_time": "2026-10-27T12:40:50", "percent_change": 0.0, "prev_day_close": 37.8649997711182}, {"option": "SPY261231C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1134, "open_interest": 248.0, "volume": 148.0, "delta": 0.1469, "gamma": 0.0072, "vega": 0.6714, "theta": -0.0724, "rho": 0.1527, "theo": 2.3222, "change": 0.81, "open": 2.24, "high": 2.9, "low": 2.24, "tick": "up", "last_trade_price": 2.32, "last_trade_time": "2026-11-11T16:14:08", "percent_change": 53.6424, "prev_day_close": 2.3549998998642}, {"option": "SPY261231P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1109, "open_interest": 0.0, "volume": 0.0, "delta": -0.8861, "gamma": 0.0092, "vega": 0.5726, "theta": -0.0812, "rho": -0.466, "theo": 38.4662, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.21, "last_trade_time": "2026-10-15T15:44:33", "percent_change": 0.0, "prev_day_close": 38.7350006103516}, {"option": "SPY261231C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 238.0, "volume": 88.0, "delta": 0.1396, "gamma": 0.007, "vega": 0.6506, "theta": -0.0698, "rho": 0.1449, "theo": 2.1757, "change": 0.97, "open": 2.31, "high": 2.69, "low": 2.01, "tick": "down", "last_trade_price": 2.38, "last_trade_time": "2026-11-11T14:45:15", "percent_change": 68.7943, "prev_day_close": 2.20500004291534}, {"option": "SPY261231P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1106, "open_interest": 0.0, "volume": 0.0, "delta": -0.8966, "gamma": 0.0092, "vega": 0.5365, "theta": -0.0864, "rho": -0.4447, "theo": 39.3531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.625}, {"option": "SPY261231C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1128, "open_interest": 8636.0, "volume": 1127.0, "delta": 0.1326, "gamma": 0.0068, "vega": 0.6296, "theta": -0.0672, "rho": 0.1374, "theo": 2.0361, "change": 0.7, "open": 2.1, "high": 2.56, "low": 1.7, "tick": "up", "last_trade_price": 2.02, "last_trade_time": "2026-11-11T16:06:06", "percent_change": 53.0303, "prev_day_close": 2.06499993801117}, {"option": "SPY261231P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 47.0, "volume": 34.0, "delta": -0.9065, "gamma": 0.0092, "vega": 0.4987, "theta": -0.09, "rho": -0.4262, "theo": 40.2509, "change": -11.05, "open": 44.5, "high": 44.5, "low": 38.73, "tick": "up", "last_trade_price": 39.77, "last_trade_time": "2026-11-11T14:08:17", "percent_change": -21.7434, "prev_day_close": 41.0099983215332}, {"option": "SPY261231C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1127, "open_interest": 158.0, "volume": 15.0, "delta": 0.1257, "gamma": 0.0065, "vega": 0.6087, "theta": -0.0646, "rho": 0.1303, "theo": 1.9035, "change": 0.88, "open": 1.78, "high": 2.36, "low": 1.65, "tick": "down", "last_trade_price": 2.12, "last_trade_time": "2026-11-11T14:12:35", "percent_change": 70.9677, "prev_day_close": 1.93500000238419}, {"option": "SPY261231P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 0.0, "volume": 0.0, "delta": -0.916, "gamma": 0.0092, "vega": 0.4656, "theta": -0.0927, "rho": -0.4252, "theo": 41.1553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.4300003051758}, {"option": "SPY261231C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1125, "open_interest": 21640.0, "volume": 148.0, "delta": 0.1192, "gamma": 0.0063, "vega": 0.5883, "theta": -0.062, "rho": 0.125, "theo": 1.7803, "change": 0.62, "open": 1.75, "high": 2.22, "low": 1.6, "tick": "up", "last_trade_price": 1.78, "last_trade_time": "2026-11-11T16:08:43", "percent_change": 53.4483, "prev_day_close": 1.81499999761581}, {"option": "SPY261231P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 0.0, "volume": 0.0, "delta": -0.9254, "gamma": 0.0093, "vega": 0.4368, "theta": -0.0948, "rho": -0.3827, "theo": 42.0667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.02, "last_trade_time": "2026-10-06T13:08:00", "percent_change": 0.0, "prev_day_close": 42.3400001525879}, {"option": "SPY261231C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1123, "open_interest": 330.0, "volume": 356.0, "delta": 0.113, "gamma": 0.0061, "vega": 0.5679, "theta": -0.0596, "rho": 0.1184, "theo": 1.6649, "change": 0.525, "open": 1.62, "high": 2.08, "low": 1.48, "tick": "down", "last_trade_price": 1.61, "last_trade_time": "2026-11-11T15:58:32", "percent_change": 48.3871, "prev_day_close": 1.69499999284744}, {"option": "SPY261231P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 0.0, "volume": 0.0, "delta": -0.9366, "gamma": 0.0101, "vega": 0.41, "theta": -0.0949, "rho": -0.2793, "theo": 42.9906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.95, "last_trade_time": "2026-10-07T10:19:28", "percent_change": 0.0, "prev_day_close": 43.2700004577637}, {"option": "SPY261231C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.112, "open_interest": 813.0, "volume": 12.0, "delta": 0.1071, "gamma": 0.0058, "vega": 0.548, "theta": -0.0573, "rho": 0.1121, "theo": 1.5579, "change": 0.605, "open": 1.64, "high": 1.89, "low": 1.53, "tick": "down", "last_trade_price": 1.62, "last_trade_time": "2026-11-11T15:48:13", "percent_change": 59.6059, "prev_day_close": 1.58500003814697}, {"option": "SPY261231P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 0.0, "volume": 0.0, "delta": -0.9465, "gamma": 0.01, "vega": 0.3678, "theta": -0.0879, "rho": -0.2462, "theo": 43.9364, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.3, "last_trade_time": "2026-10-06T14:30:25", "percent_change": 0.0, "prev_day_close": 44.2000007629394}, {"option": "SPY261231C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1119, "open_interest": 3585.0, "volume": 97.0, "delta": 0.1015, "gamma": 0.0056, "vega": 0.5284, "theta": -0.0549, "rho": 0.106, "theo": 1.4567, "change": 0.5, "open": 1.59, "high": 1.85, "low": 1.25, "tick": "up", "last_trade_price": 1.45, "last_trade_time": "2026-11-11T16:07:00", "percent_change": 52.6316, "prev_day_close": 1.48500001430511}, {"option": "SPY261231P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 1.0, "volume": 2.0, "delta": -0.9555, "gamma": 0.0098, "vega": 0.3246, "theta": -0.0802, "rho": -0.2291, "theo": 44.8899, "change": -10.72, "open": 43.3, "high": 45.03, "low": 43.3, "tick": "up", "last_trade_price": 45.03, "last_trade_time": "2026-11-11T15:32:48", "percent_change": -19.2287, "prev_day_close": 45.1450004577637}, {"option": "SPY261231C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1119, "open_interest": 1164.0, "volume": 486.0, "delta": 0.096, "gamma": 0.0054, "vega": 0.5089, "theta": -0.0527, "rho": 0.1002, "theo": 1.3606, "change": 0.54, "open": 1.46, "high": 1.75, "low": 1.21, "tick": "down", "last_trade_price": 1.43, "last_trade_time": "2026-11-11T15:47:02", "percent_change": 60.6742, "prev_day_close": 1.38999998569489}, {"option": "SPY261231P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 0.0, "volume": 0.0, "delta": -0.9638, "gamma": 0.0095, "vega": 0.2831, "theta": -0.0728, "rho": -0.2246, "theo": 45.8479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.59, "last_trade_time": "2026-10-06T14:30:25", "percent_change": 0.0, "prev_day_close": 46.1000003814697}, {"option": "SPY261231C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 485.0, "volume": 11.0, "delta": 0.0909, "gamma": 0.0052, "vega": 0.4905, "theta": -0.0505, "rho": 0.0956, "theo": 1.2736, "change": 0.745, "open": 1.25, "high": 1.58, "low": 1.22, "tick": "up", "last_trade_price": 1.58, "last_trade_time": "2026-11-11T13:23:10", "percent_change": 89.2216, "prev_day_close": 1.29999995231628}, {"option": "SPY261231P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1147, "open_interest": 0.0, "volume": 0.0, "delta": -0.9717, "gamma": 0.0092, "vega": 0.2475, "theta": -0.0656, "rho": -0.1347, "theo": 46.8085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.91, "last_trade_time": "2026-11-06T10:27:22", "percent_change": 0.0, "prev_day_close": 47.0599994659424}, {"option": "SPY261231C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 166.0, "volume": 125.0, "delta": 0.086, "gamma": 0.005, "vega": 0.472, "theta": -0.0484, "rho": 0.0906, "theo": 1.1903, "change": 0.415, "open": 1.35, "high": 1.53, "low": 1.17, "tick": "down", "last_trade_price": 1.2, "last_trade_time": "2026-11-11T15:50:50", "percent_change": 52.8662, "prev_day_close": 1.2150000333786}, {"option": "SPY261231P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 0.0, "volume": 0.0, "delta": -0.9787, "gamma": 0.0076, "vega": 0.195, "theta": -0.0855, "rho": 0.0, "theo": 47.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.0300006866455}, {"option": "SPY261231C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 336.0, "volume": 42.0, "delta": 0.0814, "gamma": 0.0048, "vega": 0.4544, "theta": -0.0464, "rho": 0.0856, "theo": 1.1143, "change": 0.435, "open": 1.26, "high": 1.43, "low": 1.03, "tick": "down", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T15:34:32", "percent_change": 59.1837, "prev_day_close": 1.13499999046326}, {"option": "SPY261231P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 0.0, "volume": 0.0, "delta": -0.9844, "gamma": 0.0056, "vega": 0.1488, "theta": -0.1078, "rho": 0.0, "theo": 48.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.0100002288818}, {"option": "SPY261231C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 4926.0, "volume": 90.0, "delta": 0.0769, "gamma": 0.0046, "vega": 0.4368, "theta": -0.0445, "rho": 0.0808, "theo": 1.042, "change": 0.34, "open": 1.06, "high": 1.32, "low": 0.89, "tick": "no_change", "last_trade_price": 1.03, "last_trade_time": "2026-11-11T16:14:38", "percent_change": 49.2754, "prev_day_close": 1.06499999761581}, {"option": "SPY261231P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 1.0, "volume": 0.0, "delta": -0.9886, "gamma": 0.0041, "vega": 0.1074, "theta": -0.1078, "rho": 0.0, "theo": 49.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.0, "last_trade_time": "2026-10-22T12:33:32", "percent_change": 0.0, "prev_day_close": 50.0100002288818}, {"option": "SPY261231C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1117, "open_interest": 397.0, "volume": 5.0, "delta": 0.0728, "gamma": 0.0044, "vega": 0.4202, "theta": -0.0426, "rho": 0.0764, "theo": 0.9761, "change": 0.45, "open": 0.99, "high": 1.2, "low": 0.99, "tick": "up", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T14:54:23", "percent_change": 69.2308, "prev_day_close": 1.0}, {"option": "SPY261231P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 0.0, "volume": 0.0, "delta": -0.9923, "gamma": 0.0027, "vega": 0.0692, "theta": -0.1078, "rho": 0.0, "theo": 50.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 62.31, "last_trade_time": "2026-11-10T09:41:28", "percent_change": 0.0, "prev_day_close": 51.0}, {"option": "SPY261231C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 3096.0, "volume": 35.0, "delta": 0.0689, "gamma": 0.0042, "vega": 0.4039, "theta": -0.0408, "rho": 0.0722, "theo": 0.9142, "change": 0.39, "open": 0.93, "high": 1.15, "low": 0.91, "tick": "no_change", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T14:57:30", "percent_change": 63.9344, "prev_day_close": 0.935000002384186}, {"option": "SPY261231P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9957, "gamma": 0.0015, "vega": 0.0339, "theta": -0.1078, "rho": 0.0, "theo": 51.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 59.96, "last_trade_time": "2026-11-09T13:21:33", "percent_change": 0.0, "prev_day_close": 51.980001449585}, {"option": "SPY261231C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1118, "open_interest": 470.0, "volume": 15.0, "delta": 0.0652, "gamma": 0.004, "vega": 0.3882, "theta": -0.0391, "rho": 0.0689, "theo": 0.8566, "change": 0.39, "open": 0.87, "high": 1.09, "low": 0.87, "tick": "down", "last_trade_price": 0.96, "last_trade_time": "2026-11-11T14:38:54", "percent_change": 68.4211, "prev_day_close": 0.875}, {"option": "SPY261231P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9989, "gamma": 0.0004, "vega": 0.0019, "theta": -0.1078, "rho": 0.0, "theo": 52.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.59, "last_trade_time": "2026-10-21T15:52:42", "percent_change": 0.0, "prev_day_close": 52.9799995422363}, {"option": "SPY261231C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.112, "open_interest": 1013.0, "volume": 10.0, "delta": 0.0616, "gamma": 0.0038, "vega": 0.3728, "theta": -0.0374, "rho": 0.0651, "theo": 0.8025, "change": 0.31, "open": 0.77, "high": 1.03, "low": 0.77, "tick": "down", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T15:48:13", "percent_change": 57.4074, "prev_day_close": 0.819999992847443}, {"option": "SPY261231P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 53.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.73, "last_trade_time": "2026-10-23T15:46:29", "percent_change": 0.0, "prev_day_close": 53.9799995422363}, {"option": "SPY261231C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1122, "open_interest": 5112.0, "volume": 101.0, "delta": 0.0583, "gamma": 0.0037, "vega": 0.3581, "theta": -0.0359, "rho": 0.0616, "theo": 0.7527, "change": 0.23, "open": 0.78, "high": 0.99, "low": 0.68, "tick": "up", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T16:06:36", "percent_change": 45.098, "prev_day_close": 0.769999980926514}, {"option": "SPY261231P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 54.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.84, "last_trade_time": "2026-10-23T15:46:50", "percent_change": 0.0, "prev_day_close": 54.9850006103516}, {"option": "SPY261231C00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1122, "open_interest": 606.0, "volume": 217.0, "delta": 0.0552, "gamma": 0.0035, "vega": 0.3443, "theta": -0.0344, "rho": 0.0582, "theo": 0.7074, "change": 0.26, "open": 0.63, "high": 0.88, "low": 0.63, "tick": "down", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T15:47:02", "percent_change": 54.1667, "prev_day_close": 0.719999998807907}, {"option": "SPY261231P00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 55.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.3, "last_trade_time": "2026-10-20T13:33:29", "percent_change": 0.0, "prev_day_close": 55.9799995422363}, {"option": "SPY261231C00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1124, "open_interest": 841.0, "volume": 2.0, "delta": 0.0523, "gamma": 0.0034, "vega": 0.3308, "theta": -0.033, "rho": 0.0551, "theo": 0.6646, "change": 0.19, "open": 0.85, "high": 0.85, "low": 0.64, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T16:04:31", "percent_change": 42.2222, "prev_day_close": 0.680000007152557}, {"option": "SPY261231P00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 56.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.9799995422363}, {"option": "SPY261231C00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1126, "open_interest": 2170.0, "volume": 10.0, "delta": 0.0496, "gamma": 0.0032, "vega": 0.3179, "theta": -0.0316, "rho": 0.0521, "theo": 0.625, "change": 0.21, "open": 0.59, "high": 0.77, "low": 0.58, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T15:43:30", "percent_change": 48.8372, "prev_day_close": 0.639999985694885}, {"option": "SPY261231P00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 57.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.3, "last_trade_time": "2026-10-15T16:06:50", "percent_change": 0.0, "prev_day_close": 57.9799995422363}, {"option": "SPY261231C00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.113, "open_interest": 742.0, "volume": 6.0, "delta": 0.047, "gamma": 0.0031, "vega": 0.3052, "theta": -0.0303, "rho": 0.0496, "theo": 0.5876, "change": 0.285, "open": 0.68, "high": 0.69, "low": 0.68, "tick": "up", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T11:46:03", "percent_change": 70.3704, "prev_day_close": 0.599999994039536}, {"option": "SPY261231P00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 58.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.53, "last_trade_time": "2026-10-22T10:44:33", "percent_change": 0.0, "prev_day_close": 58.9799995422363}, {"option": "SPY261231C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1132, "open_interest": 4410.0, "volume": 239.0, "delta": 0.0445, "gamma": 0.0029, "vega": 0.2934, "theta": -0.0291, "rho": 0.0471, "theo": 0.5538, "change": 0.2, "open": 0.59, "high": 0.72, "low": 0.58, "tick": "down", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T15:33:00", "percent_change": 52.6316, "prev_day_close": 0.564999997615814}, {"option": "SPY261231P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.74, "last_trade_time": "2026-10-27T16:01:52", "percent_change": 0.0, "prev_day_close": 59.9799995422363}, {"option": "SPY261231C00821000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1133, "open_interest": 472.0, "volume": 1.0, "delta": 0.0423, "gamma": 0.0028, "vega": 0.2821, "theta": -0.0279, "rho": 0.0447, "theo": 0.5225, "change": 0.19, "open": 0.55, "high": 0.55, "low": 0.55, "tick": "up", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T15:08:47", "percent_change": 52.7778, "prev_day_close": 0.530000001192093}, {"option": "SPY261231P00821000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 60.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.9799995422363}, {"option": "SPY261231C00822000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1138, "open_interest": 476.0, "volume": 6.0, "delta": 0.0401, "gamma": 0.0027, "vega": 0.2711, "theta": -0.0268, "rho": 0.0424, "theo": 0.4928, "change": 0.125, "open": 0.48, "high": 0.55, "low": 0.47, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T16:05:06", "percent_change": 36.2319, "prev_day_close": 0.5}, {"option": "SPY261231P00822000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 61.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.09, "last_trade_time": "2026-11-10T09:42:40", "percent_change": 0.0, "prev_day_close": 61.980001449585}, {"option": "SPY261231C00823000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1142, "open_interest": 553.0, "volume": 6.0, "delta": 0.0381, "gamma": 0.0026, "vega": 0.2607, "theta": -0.0258, "rho": 0.0402, "theo": 0.4655, "change": 0.145, "open": 0.59, "high": 0.59, "low": 0.47, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T15:50:50", "percent_change": 44.6154, "prev_day_close": 0.469999998807907}, {"option": "SPY261231P00823000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 62.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 62.9799995422363}, {"option": "SPY261231C00824000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1143, "open_interest": 1086.0, "volume": 2.0, "delta": 0.0362, "gamma": 0.0025, "vega": 0.251, "theta": -0.0248, "rho": 0.0382, "theo": 0.4407, "change": 0.25, "open": 0.56, "high": 0.56, "low": 0.56, "tick": "up", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T12:43:34", "percent_change": 80.6452, "prev_day_close": 0.450000002980232}, {"option": "SPY261231P00824000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 63.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.9850006103516}, {"option": "SPY261231C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1149, "open_interest": 3741.0, "volume": 8.0, "delta": 0.0345, "gamma": 0.0024, "vega": 0.2416, "theta": -0.0239, "rho": 0.0363, "theo": 0.4172, "change": 0.205, "open": 0.36, "high": 0.53, "low": 0.36, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T13:19:32", "percent_change": 69.4915, "prev_day_close": 0.420000001788139}, {"option": "SPY261231P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 56.7, "last_trade_time": "2026-10-14T13:44:03", "percent_change": 0.0, "prev_day_close": 64.9799995422363}, {"option": "SPY261231C00826000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 1145.0, "volume": 3.0, "delta": 0.0327, "gamma": 0.0022, "vega": 0.2321, "theta": -0.0229, "rho": 0.0346, "theo": 0.3943, "change": 0.23, "open": 0.39, "high": 0.51, "low": 0.39, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T12:23:18", "percent_change": 82.1429, "prev_day_close": 0.399999991059303}, {"option": "SPY261231P00826000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 65.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 65.9799995422363}, {"option": "SPY261231C00827000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 119.0, "volume": 0.0, "delta": 0.0312, "gamma": 0.0022, "vega": 0.2238, "theta": -0.0221, "rho": 0.033, "theo": 0.375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-09T14:58:56", "percent_change": 0.0, "prev_day_close": 0.379999995231628}, {"option": "SPY261231P00827000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 66.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 66.9799995422363}, {"option": "SPY261231C00828000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 218.0, "volume": 21.0, "delta": 0.0297, "gamma": 0.0021, "vega": 0.2153, "theta": -0.0213, "rho": 0.0314, "theo": 0.3555, "change": 0.105, "open": 0.37, "high": 0.37, "low": 0.36, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T15:42:32", "percent_change": 41.1765, "prev_day_close": 0.359999999403954}, {"option": "SPY261231P00828000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 67.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 67.9799995422363}, {"option": "SPY261231C00829000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 674.0, "volume": 5.0, "delta": 0.0284, "gamma": 0.002, "vega": 0.2075, "theta": -0.0205, "rho": 0.03, "theo": 0.338, "change": 0.155, "open": 0.4, "high": 0.4, "low": 0.4, "tick": "no_change", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T11:50:31", "percent_change": 63.2653, "prev_day_close": 0.340000003576279}, {"option": "SPY261231P00829000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 68.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.9799995422363}, {"option": "SPY261231C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 5106.0, "volume": 63.0, "delta": 0.0271, "gamma": 0.0019, "vega": 0.2001, "theta": -0.0198, "rho": 0.0286, "theo": 0.3218, "change": 0.115, "open": 0.37, "high": 0.4, "low": 0.28, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T14:50:39", "percent_change": 48.9362, "prev_day_close": 0.325000002980232}, {"option": "SPY261231P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 53.1, "last_trade_time": "2026-10-09T11:33:26", "percent_change": 0.0, "prev_day_close": 69.9799995422363}, {"option": "SPY261231C00831000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1176, "open_interest": 508.0, "volume": 2.0, "delta": 0.0259, "gamma": 0.0018, "vega": 0.1931, "theta": -0.0192, "rho": 0.0273, "theo": 0.3067, "change": 0.125, "open": 0.35, "high": 0.35, "low": 0.35, "tick": "no_change", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T11:43:37", "percent_change": 55.5556, "prev_day_close": 0.310000002384186}, {"option": "SPY261231P00831000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 70.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 70.9749984741211}, {"option": "SPY261231C00832000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1179, "open_interest": 252.0, "volume": 0.0, "delta": 0.0248, "gamma": 0.0017, "vega": 0.1869, "theta": -0.0186, "rho": 0.0262, "theo": 0.2936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.29, "last_trade_time": "2026-11-09T10:39:11", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY261231P00832000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 71.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.45, "last_trade_time": "2026-09-28T10:19:53", "percent_change": 0.0, "prev_day_close": 71.9749984741211}, {"option": "SPY261231C00833000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 537.0, "volume": 0.0, "delta": 0.0237, "gamma": 0.0017, "vega": 0.18, "theta": -0.0179, "rho": 0.0249, "theo": 0.2794, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-06T15:45:21", "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "SPY261231P00833000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 72.79, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 72.9799995422363}, {"option": "SPY261231C00834000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.119, "open_interest": 263.0, "volume": 4.0, "delta": 0.0228, "gamma": 0.0016, "vega": 0.1744, "theta": -0.0174, "rho": 0.024, "theo": 0.2681, "change": 0.12, "open": 0.32, "high": 0.32, "low": 0.32, "tick": "up", "last_trade_price": 0.32, "last_trade_time": "2026-11-11T12:31:19", "percent_change": 60.0, "prev_day_close": 0.269999995827675}, {"option": "SPY261231P00834000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 73.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 73.9799995422363}, {"option": "SPY261231C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 3878.0, "volume": 12.0, "delta": 0.0217, "gamma": 0.0015, "vega": 0.1681, "theta": -0.0168, "rho": 0.0229, "theo": 0.2557, "change": 0.075, "open": 0.26, "high": 0.33, "low": 0.26, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T14:50:39", "percent_change": 38.4615, "prev_day_close": 0.254999995231628}, {"option": "SPY261231P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 74.79, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 69.99, "last_trade_time": "2026-08-20T13:22:34", "percent_change": 0.0, "prev_day_close": 74.9799995422363}, {"option": "SPY261231C00836000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1199, "open_interest": 270.0, "volume": 0.0, "delta": 0.0209, "gamma": 0.0015, "vega": 0.163, "theta": -0.0163, "rho": 0.0221, "theo": 0.2458, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-10T09:54:32", "percent_change": 0.0, "prev_day_close": 0.244999997317791}, {"option": "SPY261231P00836000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 75.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 75.9799995422363}, {"option": "SPY261231C00837000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 140.0, "volume": 0.0, "delta": 0.0201, "gamma": 0.0014, "vega": 0.1577, "theta": -0.0158, "rho": 0.0212, "theo": 0.2357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-10T09:54:17", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY261231P00837000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 76.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.9799995422363}, {"option": "SPY261231C00838000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 49.0, "volume": 0.0, "delta": 0.0193, "gamma": 0.0014, "vega": 0.1526, "theta": -0.0154, "rho": 0.0204, "theo": 0.2262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-10T09:38:01", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY261231P00838000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 77.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.9799995422363}, {"option": "SPY261231C00839000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 247.0, "volume": 0.0, "delta": 0.0185, "gamma": 0.0013, "vega": 0.1478, "theta": -0.0149, "rho": 0.0196, "theo": 0.2174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-10T09:36:45", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY261231P00839000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 78.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 78.9799995422363}, {"option": "SPY261231C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 4316.0, "volume": 4.0, "delta": 0.0178, "gamma": 0.0013, "vega": 0.1434, "theta": -0.0145, "rho": 0.0188, "theo": 0.2093, "change": 0.085, "open": 0.22, "high": 0.25, "low": 0.22, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T12:52:20", "percent_change": 51.5152, "prev_day_close": 0.21000000089407}, {"option": "SPY261231P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.67, "last_trade_time": "2026-09-28T15:59:24", "percent_change": 0.0, "prev_day_close": 79.9799995422363}, {"option": "SPY261231C00841000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 835.0, "volume": 8.0, "delta": 0.0172, "gamma": 0.0012, "vega": 0.1389, "theta": -0.0141, "rho": 0.0181, "theo": 0.2012, "change": 0.085, "open": 0.25, "high": 0.25, "low": 0.24, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T13:28:59", "percent_change": 54.8387, "prev_day_close": 0.204999998211861}, {"option": "SPY261231P00841000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 80.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.9799995422363}, {"option": "SPY261231C00842000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 999.0, "volume": 0.0, "delta": 0.0165, "gamma": 0.0012, "vega": 0.1347, "theta": -0.0137, "rho": 0.0174, "theo": 0.1939, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-10T15:41:33", "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY261231P00842000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 81.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 81.9799995422363}, {"option": "SPY261231C00843000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 586.0, "volume": 41.0, "delta": 0.0159, "gamma": 0.0011, "vega": 0.1307, "theta": -0.0134, "rho": 0.0168, "theo": 0.187, "change": 0.085, "open": 0.23, "high": 0.23, "low": 0.23, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T12:24:09", "percent_change": 58.6207, "prev_day_close": 0.185000002384186}, {"option": "SPY261231P00843000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 82.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 82.9799995422363}, {"option": "SPY261231C00844000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 557.0, "volume": 0.0, "delta": 0.0154, "gamma": 0.0011, "vega": 0.1269, "theta": -0.013, "rho": 0.0162, "theo": 0.1804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-05T14:56:27", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY261231P00844000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 83.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 83.9799995422363}, {"option": "SPY261231C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 3672.0, "volume": 2.0, "delta": 0.0148, "gamma": 0.0011, "vega": 0.1233, "theta": -0.0127, "rho": 0.0156, "theo": 0.1743, "change": 0.04, "open": 0.2, "high": 0.2, "low": 0.18, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T15:59:10", "percent_change": 28.5714, "prev_day_close": 0.175000004470348}, {"option": "SPY261231P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.9749984741211}, {"option": "SPY261231C00846000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1263, "open_interest": 603.0, "volume": 2.0, "delta": 0.0144, "gamma": 0.001, "vega": 0.1198, "theta": -0.0124, "rho": 0.0151, "theo": 0.1685, "change": 0.065, "open": 0.21, "high": 0.21, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T13:36:48", "percent_change": 48.1482, "prev_day_close": 0.170000001788139}, {"option": "SPY261231P00846000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 85.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 85.9749984741211}, {"option": "SPY261231C00847000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 70.0, "volume": 1.0, "delta": 0.0139, "gamma": 0.001, "vega": 0.1165, "theta": -0.0121, "rho": 0.0146, "theo": 0.1631, "change": 0.015, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T09:50:26", "percent_change": 11.1111, "prev_day_close": 0.16499999910593}, {"option": "SPY261231P00847000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 86.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 86.9749984741211}, {"option": "SPY261231C00848000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1277, "open_interest": 315.0, "volume": 255.0, "delta": 0.0134, "gamma": 0.001, "vega": 0.1133, "theta": -0.0118, "rho": 0.0141, "theo": 0.1579, "change": 0.035, "open": 0.19, "high": 0.19, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:00:04", "percent_change": 28.0, "prev_day_close": 0.160000003874302}, {"option": "SPY261231P00848000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 87.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 87.9749984741211}, {"option": "SPY261231C00849000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 326.0, "volume": 205.0, "delta": 0.013, "gamma": 0.0009, "vega": 0.1102, "theta": -0.0115, "rho": 0.0137, "theo": 0.153, "change": 0.055, "open": 0.18, "high": 0.18, "low": 0.18, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T12:24:03", "percent_change": 44.0, "prev_day_close": 0.155000001192093}, {"option": "SPY261231P00849000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 88.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 88.9749984741211}, {"option": "SPY261231C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 13011.0, "volume": 93.0, "delta": 0.0126, "gamma": 0.0009, "vega": 0.1074, "theta": -0.0112, "rho": 0.0132, "theo": 0.1485, "change": 0.03, "open": 0.17, "high": 0.17, "low": 0.15, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T15:59:28", "percent_change": 25.0, "prev_day_close": 0.149999998509884}, {"option": "SPY261231P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 82.0, "last_trade_time": "2026-08-18T14:50:59", "percent_change": 0.0, "prev_day_close": 89.9749984741211}, {"option": "SPY261231C00851000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 192.0, "volume": 0.0, "delta": 0.0122, "gamma": 0.0009, "vega": 0.1046, "theta": -0.011, "rho": 0.0128, "theo": 0.1441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-10T10:51:16", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY261231P00851000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 90.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 90.9749984741211}, {"option": "SPY261231C00852000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 343.0, "volume": 11.0, "delta": 0.0118, "gamma": 0.0008, "vega": 0.1019, "theta": -0.0108, "rho": 0.0124, "theo": 0.1399, "change": 0.045, "open": 0.15, "high": 0.17, "low": 0.15, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T13:36:13", "percent_change": 39.1304, "prev_day_close": 0.145000003278255}, {"option": "SPY261231P00852000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 91.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 91.9749984741211}, {"option": "SPY261231C00853000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 26.0, "volume": 0.0, "delta": 0.0114, "gamma": 0.0008, "vega": 0.0988, "theta": -0.0105, "rho": 0.012, "theo": 0.1352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-10T10:30:49", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261231P00853000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 92.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 92.9749984741211}, {"option": "SPY261231C00854000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 257.0, "volume": 0.0, "delta": 0.0111, "gamma": 0.0008, "vega": 0.0969, "theta": -0.0103, "rho": 0.0117, "theo": 0.1322, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-06T11:31:14", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY261231P00854000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 93.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 93.9749984741211}, {"option": "SPY261231C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 2135.0, "volume": 41.0, "delta": 0.0108, "gamma": 0.0008, "vega": 0.0943, "theta": -0.0101, "rho": 0.0113, "theo": 0.1283, "change": 0.025, "open": 0.15, "high": 0.15, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T14:59:14", "percent_change": 23.8095, "prev_day_close": 0.129999998956919}, {"option": "SPY261231P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.52, "last_trade_time": "2026-08-20T14:08:10", "percent_change": 0.0, "prev_day_close": 94.9799995422363}, {"option": "SPY261231C00856000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1334, "open_interest": 82.0, "volume": 11.0, "delta": 0.0104, "gamma": 0.0007, "vega": 0.0917, "theta": -0.0099, "rho": 0.011, "theo": 0.1245, "change": 0.035, "open": 0.14, "high": 0.15, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T13:28:49", "percent_change": 33.3333, "prev_day_close": 0.12499999627471}, {"option": "SPY261231P00856000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 95.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 95.9799995422363}, {"option": "SPY261231C00857000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1345, "open_interest": 267.0, "volume": 11.0, "delta": 0.0102, "gamma": 0.0007, "vega": 0.0896, "theta": -0.0097, "rho": 0.0107, "theo": 0.1213, "change": 0.035, "open": 0.13, "high": 0.15, "low": 0.13, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T12:04:55", "percent_change": 33.3333, "prev_day_close": 0.12499999627471}, {"option": "SPY261231P00857000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 96.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 96.9799995422363}, {"option": "SPY261231C00858000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1355, "open_interest": 98.0, "volume": 56.0, "delta": 0.0099, "gamma": 0.0007, "vega": 0.0878, "theta": -0.0095, "rho": 0.0104, "theo": 0.1187, "change": 0.045, "open": 0.12, "high": 0.14, "low": 0.12, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T12:05:18", "percent_change": 47.3684, "prev_day_close": 0.119999997317791}, {"option": "SPY261231P00858000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 97.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 97.9799995422363}, {"option": "SPY261231C00859000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1355, "open_interest": 24.0, "volume": 0.0, "delta": 0.0096, "gamma": 0.0007, "vega": 0.0854, "theta": -0.0093, "rho": 0.0101, "theo": 0.1153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T15:13:39", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY261231P00859000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 98.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.99, "last_trade_time": "2026-10-14T15:56:19", "percent_change": 0.0, "prev_day_close": 98.9799995422363}, {"option": "SPY261231C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1366, "open_interest": 3309.0, "volume": 33.0, "delta": 0.0094, "gamma": 0.0006, "vega": 0.0835, "theta": -0.0092, "rho": 0.0098, "theo": 0.1125, "change": 0.035, "open": 0.12, "high": 0.13, "low": 0.12, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T14:27:31", "percent_change": 36.8421, "prev_day_close": 0.114999998360872}, {"option": "SPY261231P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.96, "last_trade_time": "2026-10-14T15:56:19", "percent_change": 0.0, "prev_day_close": 99.9799995422363}, {"option": "SPY261231C00861000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 85.0, "volume": 65.0, "delta": 0.0091, "gamma": 0.0006, "vega": 0.0816, "theta": -0.009, "rho": 0.0096, "theo": 0.1098, "change": 0.015, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T09:47:05", "percent_change": 15.7895, "prev_day_close": 0.114999998360872}, {"option": "SPY261231P00861000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 100.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 100.979999542236}, {"option": "SPY261231C00862000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 13.0, "volume": 1.0, "delta": 0.0089, "gamma": 0.0006, "vega": 0.0799, "theta": -0.0088, "rho": 0.0093, "theo": 0.1073, "change": 0.035, "open": 0.12, "high": 0.12, "low": 0.12, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T13:20:44", "percent_change": 41.1765, "prev_day_close": 0.109999999403954}, {"option": "SPY261231P00862000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 101.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 101.979999542236}, {"option": "SPY261231C00863000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1385, "open_interest": 198.0, "volume": 63.0, "delta": 0.0087, "gamma": 0.0006, "vega": 0.0781, "theta": -0.0087, "rho": 0.0091, "theo": 0.1048, "change": 0.015, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T09:47:28", "percent_change": 17.6471, "prev_day_close": 0.105000000447035}, {"option": "SPY261231P00863000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 102.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 102.979999542236}, {"option": "SPY261231C00864000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 98.0, "volume": 12.0, "delta": 0.0084, "gamma": 0.0006, "vega": 0.0764, "theta": -0.0085, "rho": 0.0088, "theo": 0.1025, "change": 0.035, "open": 0.12, "high": 0.12, "low": 0.12, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T12:05:58", "percent_change": 41.1765, "prev_day_close": 0.105000000447035}, {"option": "SPY261231P00864000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 103.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 103.974998474121}, {"option": "SPY261231C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1408, "open_interest": 3474.0, "volume": 28.0, "delta": 0.0082, "gamma": 0.0006, "vega": 0.0748, "theta": -0.0084, "rho": 0.0086, "theo": 0.1002, "change": 0.025, "open": 0.1, "high": 0.11, "low": 0.1, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T12:24:25", "percent_change": 29.4118, "prev_day_close": 0.105000000447035}, {"option": "SPY261231P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 99.58, "last_trade_time": "2026-09-23T15:55:57", "percent_change": 0.0, "prev_day_close": 104.974998474121}, {"option": "SPY261231C00866000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 228.0, "volume": 0.0, "delta": 0.008, "gamma": 0.0006, "vega": 0.0732, "theta": -0.0083, "rho": 0.0084, "theo": 0.0981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T15:56:38", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "SPY261231P00866000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 105.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 105.974998474121}, {"option": "SPY261231C00867000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 111.0, "volume": 0.0, "delta": 0.0078, "gamma": 0.0005, "vega": 0.0717, "theta": -0.0081, "rho": 0.0082, "theo": 0.096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-09T15:30:01", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261231P00867000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 106.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 106.974998474121}, {"option": "SPY261231C00868000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 96.0, "volume": 0.0, "delta": 0.0077, "gamma": 0.0005, "vega": 0.0702, "theta": -0.008, "rho": 0.008, "theo": 0.0939, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-09T13:42:42", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261231P00868000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 107.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 107.974998474121}, {"option": "SPY261231C00869000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 73.0, "volume": 0.0, "delta": 0.0075, "gamma": 0.0005, "vega": 0.0688, "theta": -0.0079, "rho": 0.0078, "theo": 0.092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-06T11:00:22", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY261231P00869000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 108.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 108.974998474121}, {"option": "SPY261231C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 1808.0, "volume": 7.0, "delta": 0.0073, "gamma": 0.0005, "vega": 0.0674, "theta": -0.0078, "rho": 0.0077, "theo": 0.0901, "change": 0.025, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T14:51:04", "percent_change": 33.3333, "prev_day_close": 0.0950000025331974}, {"option": "SPY261231P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 109.23, "last_trade_time": "2026-09-09T13:43:58", "percent_change": 0.0, "prev_day_close": 109.974998474121}, {"option": "SPY261231C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 715.0, "volume": 0.0, "delta": 0.0066, "gamma": 0.0004, "vega": 0.0612, "theta": -0.0072, "rho": 0.0068, "theo": 0.0817, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-09T15:53:38", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY261231P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.974998474121}, {"option": "SPY261231C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 578.0, "volume": 0.0, "delta": 0.0059, "gamma": 0.0004, "vega": 0.0558, "theta": -0.0067, "rho": 0.0061, "theo": 0.0746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T10:14:14", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY261231P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.974998474121}, {"option": "SPY261231C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 1303.0, "volume": 0.0, "delta": 0.0053, "gamma": 0.0004, "vega": 0.051, "theta": -0.0063, "rho": 0.0056, "theo": 0.0684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T09:57:34", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261231P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.974998474121}, {"option": "SPY261231C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 791.0, "volume": 0.0, "delta": 0.0048, "gamma": 0.0003, "vega": 0.0468, "theta": -0.0059, "rho": 0.005, "theo": 0.0631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T15:13:15", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY261231P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 140.87, "last_trade_time": "2026-07-20T09:30:22", "percent_change": 0.0, "prev_day_close": 129.975006103516}, {"option": "SPY261231C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 1140.0, "volume": 0.0, "delta": 0.0044, "gamma": 0.0003, "vega": 0.0431, "theta": -0.0056, "rho": 0.0046, "theo": 0.0583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-05T15:16:41", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY261231P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 184.25, "last_trade_time": "2026-04-22T15:52:25", "percent_change": 0.0, "prev_day_close": 134.975006103516}, {"option": "SPY261231C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1637, "open_interest": 17856.0, "volume": 25.0, "delta": 0.004, "gamma": 0.0002, "vega": 0.0398, "theta": -0.0052, "rho": 0.0042, "theo": 0.054, "change": 0.005, "open": 0.04, "high": 0.05, "low": 0.04, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T10:40:42", "percent_change": 11.1111, "prev_day_close": 0.0549999997019768}, {"option": "SPY261231P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 126.34, "last_trade_time": "2026-10-08T15:28:20", "percent_change": 0.0, "prev_day_close": 139.975006103516}, {"option": "SPY261231C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1685, "open_interest": 764.0, "volume": 12.0, "delta": 0.0037, "gamma": 0.0002, "vega": 0.0368, "theta": -0.005, "rho": 0.0038, "theo": 0.0502, "change": 0.0, "open": 0.03, "high": 0.05, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T14:05:55", "percent_change": -9.31323e-08, "prev_day_close": 0.0449999999254942}, {"option": "SPY261231P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 141.19, "last_trade_time": "2026-08-20T14:08:00", "percent_change": 0.0, "prev_day_close": 144.980003356934}, {"option": "SPY261231C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 887.0, "volume": 71.0, "delta": 0.0034, "gamma": 0.0002, "vega": 0.0341, "theta": -0.0047, "rho": 0.0035, "theo": 0.0466, "change": 0.015, "open": 0.04, "high": 0.05, "low": 0.04, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T09:39:54", "percent_change": 42.8571, "prev_day_close": 0.0449999999254942}, {"option": "SPY261231P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.975006103516}, {"option": "SPY261231C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 577.0, "volume": 8.0, "delta": 0.0031, "gamma": 0.0002, "vega": 0.0316, "theta": -0.0044, "rho": 0.0032, "theo": 0.0435, "change": 0.005, "open": 0.03, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T11:52:32", "percent_change": 14.2857, "prev_day_close": 0.0400000000372529}, {"option": "SPY261231P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.975006103516}, {"option": "SPY261231C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1787, "open_interest": 390.0, "volume": 1.0, "delta": 0.0029, "gamma": 0.0002, "vega": 0.0294, "theta": -0.0042, "rho": 0.003, "theo": 0.0406, "change": 0.0, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T09:30:00", "percent_change": 2.23517e-06, "prev_day_close": 0.034999999217689}, {"option": "SPY261231P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.980003356934}, {"option": "SPY261231C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1833, "open_interest": 693.0, "volume": 30.0, "delta": 0.0027, "gamma": 0.0002, "vega": 0.0274, "theta": -0.004, "rho": 0.0028, "theo": 0.0379, "change": 0.0, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T16:13:45", "percent_change": 2.23517e-06, "prev_day_close": 0.034999999217689}, {"option": "SPY261231P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.974998474121}, {"option": "SPY261231C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 590.0, "volume": 133.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.0255, "theta": -0.0038, "rho": 0.0026, "theo": 0.0355, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:06:42", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261231P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.974998474121}, {"option": "SPY261231C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1868, "open_interest": 485.0, "volume": 12.0, "delta": 0.0023, "gamma": 0.0001, "vega": 0.0238, "theta": -0.0036, "rho": 0.0024, "theo": 0.0332, "change": 0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T11:44:20", "percent_change": 20.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY261231P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.974998474121}, {"option": "SPY261231C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1912, "open_interest": 1316.0, "volume": 16.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0222, "theta": -0.0034, "rho": 0.0022, "theo": 0.0311, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T09:30:07", "percent_change": 33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY261231P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1078, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 176.23, "last_trade_time": "2026-10-22T10:55:37", "percent_change": 0.0, "prev_day_close": 179.974998474121}, {"option": "SPY270115C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 50.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0479, "theo": 710.3682, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 703.14, "last_trade_time": "2026-11-09T16:14:41", "percent_change": 0.0, "prev_day_close": 710.125}, {"option": "SPY270115P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.8016, "open_interest": 47632.0, "volume": 1.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0004, "theta": -0.0005, "rho": 0.0, "theo": 0.0039, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T10:12:08", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.053, "theo": 705.3899, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 682.21, "last_trade_time": "2026-06-12T09:40:51", "percent_change": 0.0, "prev_day_close": 705.129974365234}, {"option": "SPY270115P00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.7369, "open_interest": 6915.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0004, "theta": -0.0005, "rho": 0.0, "theo": 0.0042, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T13:01:54", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0582, "theo": 700.4117, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 715.61, "last_trade_time": "2026-08-17T09:46:02", "percent_change": 0.0, "prev_day_close": 700.154998779297}, {"option": "SPY270115P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.678, "open_interest": 43447.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0005, "theta": -0.0006, "rho": 0.0, "theo": 0.0046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-09-04T13:49:42", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0633, "theo": 695.4338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 686.33, "last_trade_time": "2026-07-13T10:16:47", "percent_change": 0.0, "prev_day_close": 695.180023193359}, {"option": "SPY270115P00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.624, "open_interest": 21467.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0005, "theta": -0.0006, "rho": -0.0001, "theo": 0.005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-11T15:15:36", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0683, "theo": 690.456, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 695.5, "last_trade_time": "2026-09-29T16:01:06", "percent_change": 0.0, "prev_day_close": 690.194976806641}, {"option": "SPY270115P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5743, "open_interest": 26795.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0006, "theta": -0.0006, "rho": -0.0001, "theo": 0.0054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-27T09:30:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0733, "theo": 685.4782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 655.17, "last_trade_time": "2026-06-26T15:59:58", "percent_change": 0.0, "prev_day_close": 685.214996337891}, {"option": "SPY270115P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.5281, "open_interest": 5613.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0006, "theta": -0.0007, "rho": -0.0001, "theo": 0.0059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-24T12:05:46", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0783, "theo": 680.5005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 681.99, "last_trade_time": "2026-09-14T12:59:09", "percent_change": 0.0, "prev_day_close": 680.230010986328}, {"option": "SPY270115P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.485, "open_interest": 14155.0, "volume": 0.0, "delta": 0.0, "gamma": 0.0, "vega": 0.0007, "theta": -0.0007, "rho": -0.0001, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-25T12:21:56", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0833, "theo": 675.5228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 668.07, "last_trade_time": "2026-05-28T10:12:59", "percent_change": 0.0, "prev_day_close": 675.259979248047}, {"option": "SPY270115P00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4446, "open_interest": 131.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0007, "theta": -0.0008, "rho": -0.0001, "theo": 0.0067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-16T15:31:49", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0883, "theo": 670.5451, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 684.86, "last_trade_time": "2026-09-21T15:50:16", "percent_change": 0.0, "prev_day_close": 670.264984130859}, {"option": "SPY270115P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.4066, "open_interest": 9615.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0008, "theta": -0.0008, "rho": -0.0001, "theo": 0.0072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-14T09:57:14", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.0932, "theo": 665.5675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 676.48, "last_trade_time": "2026-10-15T11:17:15", "percent_change": 0.0, "prev_day_close": 665.285003662109}, {"option": "SPY270115P00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3708, "open_interest": 8899.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0009, "theta": -0.0009, "rho": -0.0001, "theo": 0.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-16T15:55:07", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 15.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.0981, "theo": 660.5899, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 667.0, "last_trade_time": "2026-09-28T15:25:38", "percent_change": 0.0, "prev_day_close": 660.305023193359}, {"option": "SPY270115P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3369, "open_interest": 6120.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0009, "theta": -0.0009, "rho": -0.0001, "theo": 0.0081, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-02T14:22:08", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.103, "theo": 655.6123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 643.34, "last_trade_time": "2026-06-30T15:12:13", "percent_change": 0.0, "prev_day_close": 655.324981689453}, {"option": "SPY270115P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.3047, "open_interest": 4298.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.001, "theta": -0.001, "rho": -0.0001, "theo": 0.0086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T13:05:23", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.108, "theo": 650.6347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 547.7, "last_trade_time": "2026-03-19T14:32:32", "percent_change": 0.0, "prev_day_close": 650.345001220703}, {"option": "SPY270115P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.274, "open_interest": 339.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0011, "theta": -0.001, "rho": -0.0001, "theo": 0.0091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-02T09:30:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1129, "theo": 645.6572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 645.360015869141}, {"option": "SPY270115P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2447, "open_interest": 1395.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0012, "theta": -0.0011, "rho": -0.0001, "theo": 0.0096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-20T11:22:08", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1178, "theo": 640.6796, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 620.0, "last_trade_time": "2026-05-15T09:33:27", "percent_change": 0.0, "prev_day_close": 640.380004882812}, {"option": "SPY270115P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.2168, "open_interest": 990.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0012, "theta": -0.0011, "rho": -0.0001, "theo": 0.0102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-03T10:06:28", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.1227, "theo": 635.702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 635.404998779297}, {"option": "SPY270115P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.19, "open_interest": 3734.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0013, "theta": -0.0012, "rho": -0.0002, "theo": 0.0108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T09:30:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.1277, "theo": 630.7245, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 525.03, "last_trade_time": "2026-03-20T10:14:45", "percent_change": 0.0, "prev_day_close": 630.425018310547}, {"option": "SPY270115P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1643, "open_interest": 5182.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0014, "theta": -0.0012, "rho": -0.0002, "theo": 0.0113, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-30T16:00:30", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.1326, "theo": 625.747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 520.32, "last_trade_time": "2026-03-20T10:15:07", "percent_change": 0.0, "prev_day_close": 625.440002441406}, {"option": "SPY270115P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1396, "open_interest": 1000.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0015, "theta": -0.0013, "rho": -0.0002, "theo": 0.0119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:17:05", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.1375, "theo": 620.7695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 620.459991455078}, {"option": "SPY270115P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.1158, "open_interest": 5048.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0016, "theta": -0.0014, "rho": -0.0002, "theo": 0.0126, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T11:45:00", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.1424, "theo": 615.792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 586.16, "last_trade_time": "2026-06-26T15:59:58", "percent_change": 0.0, "prev_day_close": 615.480010986328}, {"option": "SPY270115P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0929, "open_interest": 720.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0017, "theta": -0.0014, "rho": -0.0002, "theo": 0.0132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:42:31", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.1473, "theo": 610.8146, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 603.58, "last_trade_time": "2026-11-09T16:14:41", "percent_change": 0.0, "prev_day_close": 610.5}, {"option": "SPY270115P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0708, "open_interest": 2186.0, "volume": 60.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0018, "theta": -0.0015, "rho": -0.0002, "theo": 0.0139, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:22:23", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 21.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.1522, "theo": 605.8371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 527.5, "last_trade_time": "2026-02-05T12:12:54", "percent_change": 0.0, "prev_day_close": 605.519989013672}, {"option": "SPY270115P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0494, "open_interest": 529.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0019, "theta": -0.0016, "rho": -0.0002, "theo": 0.0146, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-02T11:20:22", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 14.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.1571, "theo": 600.8596, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 585.53, "last_trade_time": "2026-07-01T09:31:00", "percent_change": 0.0, "prev_day_close": 600.550018310547}, {"option": "SPY270115P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0288, "open_interest": 2054.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0021, "theta": -0.0016, "rho": -0.0002, "theo": 0.0153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-29T13:05:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 115.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.162, "theo": 595.8821, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 592.15, "last_trade_time": "2026-09-15T11:22:57", "percent_change": 0.0, "prev_day_close": 595.569976806641}, {"option": "SPY270115P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0087, "open_interest": 767.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0022, "theta": -0.0017, "rho": -0.0003, "theo": 0.016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-16T10:02:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 57.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0007, "theta": 0.0, "rho": 0.1669, "theo": 590.9047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 608.81, "last_trade_time": "2026-10-09T11:28:03", "percent_change": 0.0, "prev_day_close": 590.584991455078}, {"option": "SPY270115P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9893, "open_interest": 488.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0023, "theta": -0.0018, "rho": -0.0003, "theo": 0.0168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-15T15:42:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 99.0, "volume": 0.0, "delta": 0.9999, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.172, "theo": 585.9272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 592.6, "last_trade_time": "2026-08-20T10:55:55", "percent_change": 0.0, "prev_day_close": 585.605010986328}, {"option": "SPY270115P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0149, "open_interest": 369.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0024, "theta": -0.0018, "rho": -0.0003, "theo": 0.0176, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-05T10:14:42", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 240.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.177, "theo": 580.9499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 552.99, "last_trade_time": "2026-05-12T12:48:01", "percent_change": 0.0, "prev_day_close": 580.635009765625}, {"option": "SPY270115P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0239, "open_interest": 714.0, "volume": 1.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0026, "theta": -0.0019, "rho": -0.0003, "theo": 0.0184, "change": -0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:17:43", "percent_change": -33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 43.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.1819, "theo": 575.9726, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 547.66, "last_trade_time": "2026-06-26T15:59:58", "percent_change": 0.0, "prev_day_close": 575.649993896484}, {"option": "SPY270115P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0048, "open_interest": 3424.0, "volume": 1.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0027, "theta": -0.002, "rho": -0.0003, "theo": 0.0193, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:05:02", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 45.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1868, "theo": 570.9953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 543.55, "last_trade_time": "2026-05-07T12:15:23", "percent_change": 0.0, "prev_day_close": 570.675018310547}, {"option": "SPY270115P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9862, "open_interest": 3323.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0029, "theta": -0.0021, "rho": -0.0004, "theo": 0.0202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-06T12:21:22", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 145.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1917, "theo": 566.018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 568.65, "last_trade_time": "2026-10-23T11:07:45", "percent_change": 0.0, "prev_day_close": 565.694976806641}, {"option": "SPY270115P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9682, "open_interest": 496.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0031, "theta": -0.0022, "rho": -0.0004, "theo": 0.0212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-06T14:31:48", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 50.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1966, "theo": 561.0407, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 554.47, "last_trade_time": "2026-10-30T14:02:09", "percent_change": 0.0, "prev_day_close": 560.725006103516}, {"option": "SPY270115P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9506, "open_interest": 21871.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0032, "theta": -0.0022, "rho": -0.0004, "theo": 0.0222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-06T15:30:52", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.2015, "theo": 556.0635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 436.75, "last_trade_time": "2025-07-28T15:38:27", "percent_change": 0.0, "prev_day_close": 555.744995117188}, {"option": "SPY270115P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9335, "open_interest": 782.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0034, "theta": -0.0023, "rho": -0.0004, "theo": 0.0232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:50:01", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 10.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.2064, "theo": 551.0862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 538.22, "last_trade_time": "2026-07-31T15:17:07", "percent_change": 0.0, "prev_day_close": 550.759979248047}, {"option": "SPY270115P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9168, "open_interest": 469.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0036, "theta": -0.0024, "rho": -0.0004, "theo": 0.0243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-05T12:12:55", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0014, "theta": 0.0, "rho": 0.2113, "theo": 546.109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 408.8, "last_trade_time": "2025-06-30T12:44:28", "percent_change": 0.0, "prev_day_close": 545.785003662109}, {"option": "SPY270115P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9346, "open_interest": 814.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0038, "theta": -0.0025, "rho": -0.0005, "theo": 0.0254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T10:52:34", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0017, "theta": 0.0, "rho": 0.2162, "theo": 541.1317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 471.91, "last_trade_time": "2025-12-29T10:59:24", "percent_change": 0.0, "prev_day_close": 540.805023193359}, {"option": "SPY270115P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9181, "open_interest": 808.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.004, "theta": -0.0026, "rho": -0.0005, "theo": 0.0267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-06T15:41:51", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0019, "theta": 0.0, "rho": 0.2216, "theo": 536.1547, "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": 535.824981689453}, {"option": "SPY270115P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.902, "open_interest": 624.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0042, "theta": -0.0027, "rho": -0.0005, "theo": 0.028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-03T10:05:36", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.002, "theta": 0.0, "rho": 0.2266, "theo": 531.1778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 509.15, "last_trade_time": "2026-06-12T09:40:45", "percent_change": 0.0, "prev_day_close": 530.850006103516}, {"option": "SPY270115P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8862, "open_interest": 1042.0, "volume": 1.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0045, "theta": -0.0029, "rho": -0.0006, "theo": 0.0294, "change": -0.015, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T12:09:23", "percent_change": -42.8571, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.002, "theta": 0.0, "rho": 0.2315, "theo": 526.2008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 546.66, "last_trade_time": "2026-10-06T15:21:09", "percent_change": 0.0, "prev_day_close": 525.865020751953}, {"option": "SPY270115P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8708, "open_interest": 380.0, "volume": 1.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0048, "theta": -0.003, "rho": -0.0006, "theo": 0.0309, "change": -0.015, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:17:35", "percent_change": -33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0021, "theta": 0.0, "rho": 0.2364, "theo": 521.224, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 440.19, "last_trade_time": "2025-10-08T15:15:28", "percent_change": 0.0, "prev_day_close": 520.889984130859}, {"option": "SPY270115P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8557, "open_interest": 913.0, "volume": 5.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.005, "theta": -0.0031, "rho": -0.0006, "theo": 0.0323, "change": -0.015, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:18:16", "percent_change": -33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0022, "theta": 0.0, "rho": 0.2413, "theo": 516.2471, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 515.910003662109}, {"option": "SPY270115P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8632, "open_interest": 584.0, "volume": 7.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0053, "theta": -0.0032, "rho": -0.0007, "theo": 0.0339, "change": -0.015, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:18:11", "percent_change": -33.3333, "prev_day_close": 0.034999999217689}, {"option": "SPY270115C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 51.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0023, "theta": 0.0, "rho": 0.2462, "theo": 511.2703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 520.6, "last_trade_time": "2026-08-28T13:18:57", "percent_change": 0.0, "prev_day_close": 510.93000793457}, {"option": "SPY270115P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8483, "open_interest": 3181.0, "volume": 1.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0056, "theta": -0.0034, "rho": -0.0007, "theo": 0.0358, "change": -0.025, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T12:09:36", "percent_change": -45.4545, "prev_day_close": 0.034999999217689}, {"option": "SPY270115C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0024, "theta": 0.0, "rho": 0.2511, "theo": 506.2936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 425.25, "last_trade_time": "2025-11-25T15:01:06", "percent_change": 0.0, "prev_day_close": 505.959991455078}, {"option": "SPY270115P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8337, "open_interest": 536.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.006, "theta": -0.0035, "rho": -0.0008, "theo": 0.0378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-06T11:01:35", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270115C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0029, "theta": 0.0, "rho": 0.256, "theo": 501.3168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 395.84, "last_trade_time": "2025-09-08T10:26:21", "percent_change": 0.0, "prev_day_close": 500.979995727539}, {"option": "SPY270115P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8194, "open_interest": 548.0, "volume": 18.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0064, "theta": -0.0037, "rho": -0.0008, "theo": 0.0399, "change": -0.015, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T11:00:39", "percent_change": -27.2727, "prev_day_close": 0.034999999217689}, {"option": "SPY270115C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0035, "theta": 0.0, "rho": 0.2613, "theo": 496.3401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 427.58, "last_trade_time": "2026-01-02T10:03:32", "percent_change": 0.0, "prev_day_close": 496.0}, {"option": "SPY270115P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.822, "open_interest": 549.0, "volume": 103.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0067, "theta": -0.0039, "rho": -0.0008, "theo": 0.0421, "change": -0.015, "open": 0.05, "high": 0.05, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:44:07", "percent_change": -27.2727, "prev_day_close": 0.0449999999254942}, {"option": "SPY270115C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0038, "theta": 0.0, "rho": 0.267, "theo": 491.3639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 493.18, "last_trade_time": "2026-09-01T14:25:39", "percent_change": 0.0, "prev_day_close": 491.024993896484}, {"option": "SPY270115P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.808, "open_interest": 5650.0, "volume": 40.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0071, "theta": -0.0041, "rho": -0.0009, "theo": 0.0445, "change": -0.015, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T11:00:41", "percent_change": -23.0769, "prev_day_close": 0.0449999999254942}, {"option": "SPY270115C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 9.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.004, "theta": 0.0, "rho": 0.2719, "theo": 486.3878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 473.29, "last_trade_time": "2026-07-01T09:31:00", "percent_change": 0.0, "prev_day_close": 486.050003051758}, {"option": "SPY270115P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7943, "open_interest": 313.0, "volume": 109.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0076, "theta": -0.0043, "rho": -0.001, "theo": 0.0471, "change": -0.015, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:56:40", "percent_change": -23.0769, "prev_day_close": 0.0449999999254942}, {"option": "SPY270115C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 55.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0042, "theta": 0.0, "rho": 0.2768, "theo": 481.4118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 473.21, "last_trade_time": "2026-06-18T09:30:43", "percent_change": 0.0, "prev_day_close": 481.080001831055}, {"option": "SPY270115P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.794, "open_interest": 1097.0, "volume": 31.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.008, "theta": -0.0045, "rho": -0.001, "theo": 0.0497, "change": -0.025, "open": 0.05, "high": 0.06, "low": 0.05, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:44:02", "percent_change": -33.3333, "prev_day_close": 0.0549999997019768}, {"option": "SPY270115C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 152.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0044, "theta": 0.0, "rho": 0.2817, "theo": 476.4358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 468.35, "last_trade_time": "2026-06-18T09:30:43", "percent_change": 0.0, "prev_day_close": 476.095001220703}, {"option": "SPY270115P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7805, "open_interest": 9627.0, "volume": 15.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0085, "theta": -0.0047, "rho": -0.0011, "theo": 0.0527, "change": -0.025, "open": 0.05, "high": 0.05, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T09:30:00", "percent_change": -33.3333, "prev_day_close": 0.0549999997019768}, {"option": "SPY270115C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0046, "theta": 0.0, "rho": 0.2866, "theo": 471.4599, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 458.68, "last_trade_time": "2026-07-01T09:31:00", "percent_change": 0.0, "prev_day_close": 471.119995117188}, {"option": "SPY270115P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7673, "open_interest": 1934.0, "volume": 50.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.009, "theta": -0.0049, "rho": -0.0012, "theo": 0.0559, "change": -0.025, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T12:16:56", "percent_change": -29.4118, "prev_day_close": 0.0549999997019768}, {"option": "SPY270115C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 24.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0048, "theta": 0.0, "rho": 0.2915, "theo": 466.4842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 456.85, "last_trade_time": "2026-07-01T14:33:01", "percent_change": 0.0, "prev_day_close": 466.149993896484}, {"option": "SPY270115P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7654, "open_interest": 2378.0, "volume": 9.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0096, "theta": -0.0052, "rho": -0.0012, "theo": 0.059, "change": -0.025, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T12:17:26", "percent_change": -29.4118, "prev_day_close": 0.0649999994784594}, {"option": "SPY270115C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 147.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0056, "theta": 0.0, "rho": 0.2964, "theo": 461.5084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 437.7, "last_trade_time": "2026-11-05T15:20:06", "percent_change": 0.0, "prev_day_close": 461.165008544922}, {"option": "SPY270115P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7525, "open_interest": 17933.0, "volume": 8.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0102, "theta": -0.0054, "rho": -0.0013, "theo": 0.0625, "change": -0.025, "open": 0.07, "high": 0.07, "low": 0.06, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T11:53:45", "percent_change": -26.3158, "prev_day_close": 0.0649999994784594}, {"option": "SPY270115C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 19.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0067, "theta": 0.0, "rho": 0.3027, "theo": 456.5328, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 443.72, "last_trade_time": "2026-07-01T09:31:02", "percent_change": 0.0, "prev_day_close": 456.190002441406}, {"option": "SPY270115P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7398, "open_interest": 1086.0, "volume": 70.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0109, "theta": -0.0057, "rho": -0.0014, "theo": 0.0664, "change": -0.025, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T14:17:50", "percent_change": -26.3158, "prev_day_close": 0.0649999994784594}, {"option": "SPY270115C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0071, "theta": 0.0, "rho": 0.3085, "theo": 451.558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 438.86, "last_trade_time": "2026-07-01T09:31:02", "percent_change": 0.0, "prev_day_close": 451.209991455078}, {"option": "SPY270115P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7365, "open_interest": 3725.0, "volume": 62.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0116, "theta": -0.006, "rho": -0.0015, "theo": 0.0703, "change": -0.045, "open": 0.07, "high": 0.07, "low": 0.06, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T13:59:03", "percent_change": -42.8571, "prev_day_close": 0.0749999992549419}, {"option": "SPY270115C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0075, "theta": 0.0, "rho": 0.3134, "theo": 446.5834, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 457.96, "last_trade_time": "2026-10-02T10:01:02", "percent_change": 0.0, "prev_day_close": 446.239990234375}, {"option": "SPY270115P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7241, "open_interest": 1217.0, "volume": 100.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0123, "theta": -0.0063, "rho": -0.0016, "theo": 0.0746, "change": -0.025, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T14:18:10", "percent_change": -23.8095, "prev_day_close": 0.0749999992549419}, {"option": "SPY270115C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 89.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0079, "theta": 0.0, "rho": 0.3183, "theo": 441.6089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 429.1, "last_trade_time": "2026-07-01T09:30:37", "percent_change": 0.0, "prev_day_close": 441.255004882812}, {"option": "SPY270115P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7199, "open_interest": 3316.0, "volume": 156.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.013, "theta": -0.0066, "rho": -0.0017, "theo": 0.0792, "change": -0.025, "open": 0.08, "high": 0.09, "low": 0.08, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:18:35", "percent_change": -21.7391, "prev_day_close": 0.0850000008940697}, {"option": "SPY270115C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 24.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0083, "theta": 0.0, "rho": 0.3232, "theo": 436.6345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 424.24, "last_trade_time": "2026-07-01T09:30:37", "percent_change": 0.0, "prev_day_close": 436.285003662109}, {"option": "SPY270115P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7075, "open_interest": 2904.0, "volume": 168.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.014, "theta": -0.007, "rho": -0.0018, "theo": 0.0849, "change": -0.035, "open": 0.09, "high": 0.09, "low": 0.08, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T14:19:12", "percent_change": -28.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270115C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 192.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0087, "theta": 0.0, "rho": 0.3281, "theo": 431.6603, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 411.33, "last_trade_time": "2026-11-06T10:49:48", "percent_change": 0.0, "prev_day_close": 431.309997558594}, {"option": "SPY270115P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7027, "open_interest": 5879.0, "volume": 1.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0148, "theta": -0.0074, "rho": -0.002, "theo": 0.0901, "change": -0.035, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T14:34:49", "percent_change": -25.9259, "prev_day_close": 0.0950000025331974}, {"option": "SPY270115C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 14.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0095, "theta": 0.0, "rho": 0.333, "theo": 426.6862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 414.52, "last_trade_time": "2026-07-01T09:30:37", "percent_change": 0.0, "prev_day_close": 426.339996337891}, {"option": "SPY270115P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6908, "open_interest": 705.0, "volume": 2.0, "delta": -0.0015, "gamma": 0.0, "vega": 0.0157, "theta": -0.0077, "rho": -0.0021, "theo": 0.0956, "change": -0.035, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T12:08:10", "percent_change": -25.9259, "prev_day_close": 0.0950000025331974}, {"option": "SPY270115C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 23.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0, "vega": 0.0112, "theta": 0.0, "rho": 0.3379, "theo": 421.7123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 417.03, "last_trade_time": "2026-11-02T14:58:56", "percent_change": 0.0, "prev_day_close": 421.369995117188}, {"option": "SPY270115P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6854, "open_interest": 1441.0, "volume": 0.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.0167, "theta": -0.0081, "rho": -0.0022, "theo": 0.1014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-10T11:40:50", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY270115C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0124, "theta": 0.0, "rho": 0.3469, "theo": 416.7391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 423.11, "last_trade_time": "2026-09-11T11:31:51", "percent_change": 0.0, "prev_day_close": 416.394989013672}, {"option": "SPY270115P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6737, "open_interest": 5363.0, "volume": 12.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0177, "theta": -0.0085, "rho": -0.0024, "theo": 0.1075, "change": -0.035, "open": 0.11, "high": 0.12, "low": 0.11, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:56:21", "percent_change": -22.5806, "prev_day_close": 0.105000000447035}, {"option": "SPY270115C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 319.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0, "vega": 0.013, "theta": 0.0, "rho": 0.3518, "theo": 411.7666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 398.46, "last_trade_time": "2026-11-09T09:50:13", "percent_change": 0.0, "prev_day_close": 411.419998168945}, {"option": "SPY270115P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.668, "open_interest": 7737.0, "volume": 345.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0188, "theta": -0.009, "rho": -0.0026, "theo": 0.1139, "change": -0.055, "open": 0.11, "high": 0.12, "low": 0.11, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T15:38:17", "percent_change": -33.3333, "prev_day_close": 0.114999998360872}, {"option": "SPY270115C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 13.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0137, "theta": 0.0, "rho": 0.3568, "theo": 406.7893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 418.8, "last_trade_time": "2026-10-02T10:01:17", "percent_change": 0.0, "prev_day_close": 406.449996948242}, {"option": "SPY270115P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6619, "open_interest": 371.0, "volume": 19.0, "delta": -0.0019, "gamma": 0.0, "vega": 0.0201, "theta": -0.0094, "rho": -0.0027, "theo": 0.121, "change": -0.065, "open": 0.12, "high": 0.13, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T14:00:08", "percent_change": -37.1429, "prev_day_close": 0.12499999627471}, {"option": "SPY270115C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 25.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.0144, "theta": 0.0, "rho": 0.3617, "theo": 401.8222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 403.35, "last_trade_time": "2026-09-18T10:05:02", "percent_change": 0.0, "prev_day_close": 401.475006103516}, {"option": "SPY270115P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6506, "open_interest": 1225.0, "volume": 3.0, "delta": -0.0021, "gamma": 0.0, "vega": 0.0213, "theta": -0.0099, "rho": -0.0029, "theo": 0.1282, "change": -0.055, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T11:15:59", "percent_change": -29.7297, "prev_day_close": 0.12499999627471}, {"option": "SPY270115C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 22.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0, "vega": 0.0151, "theta": 0.0, "rho": 0.3666, "theo": 396.8504, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 412.0, "last_trade_time": "2026-08-10T14:09:22", "percent_change": 0.0, "prev_day_close": 396.505004882812}, {"option": "SPY270115P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6442, "open_interest": 1395.0, "volume": 5.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0225, "theta": -0.0103, "rho": -0.0031, "theo": 0.1355, "change": -0.055, "open": 0.15, "high": 0.15, "low": 0.14, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T13:19:28", "percent_change": -28.2051, "prev_day_close": 0.134999997913837}, {"option": "SPY270115C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 132.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0162, "theta": 0.0, "rho": 0.3715, "theo": 391.8737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 394.59, "last_trade_time": "2026-09-17T13:26:55", "percent_change": 0.0, "prev_day_close": 391.535003662109}, {"option": "SPY270115P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6375, "open_interest": 1290.0, "volume": 1.0, "delta": -0.0023, "gamma": 0.0, "vega": 0.0238, "theta": -0.0108, "rho": -0.0033, "theo": 0.1435, "change": -0.035, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T10:17:53", "percent_change": -17.0732, "prev_day_close": 0.145000003278255}, {"option": "SPY270115C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 48.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.0187, "theta": 0.0, "rho": 0.3764, "theo": 386.9022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 379.75, "last_trade_time": "2026-06-30T15:11:17", "percent_change": 0.0, "prev_day_close": 386.559997558594}, {"option": "SPY270115P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6307, "open_interest": 447.0, "volume": 36.0, "delta": -0.0025, "gamma": 0.0, "vega": 0.0252, "theta": -0.0113, "rho": -0.0035, "theo": 0.1518, "change": -0.085, "open": 0.17, "high": 0.17, "low": 0.14, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T14:55:57", "percent_change": -37.7778, "prev_day_close": 0.155000001192093}, {"option": "SPY270115C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 97.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.0206, "theta": 0.0, "rho": 0.3882, "theo": 381.9316, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 390.65, "last_trade_time": "2026-09-30T15:06:45", "percent_change": 0.0, "prev_day_close": 381.595001220703}, {"option": "SPY270115P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6237, "open_interest": 3149.0, "volume": 737.0, "delta": -0.0027, "gamma": 0.0, "vega": 0.0267, "theta": -0.0118, "rho": -0.0037, "theo": 0.1606, "change": -0.065, "open": 0.18, "high": 0.19, "low": 0.15, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T14:20:04", "percent_change": -27.6596, "prev_day_close": 0.16499999910593}, {"option": "SPY270115C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 22.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0216, "theta": 0.0, "rho": 0.3932, "theo": 376.9622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 380.3, "last_trade_time": "2026-09-14T14:54:21", "percent_change": 0.0, "prev_day_close": 376.625}, {"option": "SPY270115P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6166, "open_interest": 931.0, "volume": 100.0, "delta": -0.0028, "gamma": 0.0, "vega": 0.0281, "theta": -0.0124, "rho": -0.004, "theo": 0.1692, "change": -0.075, "open": 0.16, "high": 0.17, "low": 0.16, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T14:00:07", "percent_change": -30.6122, "prev_day_close": 0.16499999910593}, {"option": "SPY270115C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 28.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0, "vega": 0.0227, "theta": 0.0, "rho": 0.3981, "theo": 371.993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 379.5, "last_trade_time": "2026-09-28T15:57:02", "percent_change": 0.0, "prev_day_close": 371.625}, {"option": "SPY270115P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6059, "open_interest": 569.0, "volume": 1.0, "delta": -0.003, "gamma": 0.0, "vega": 0.0298, "theta": -0.0129, "rho": -0.0042, "theo": 0.1791, "change": -0.065, "open": 0.19, "high": 0.19, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T12:10:03", "percent_change": -25.4902, "prev_day_close": 0.175000004470348}, {"option": "SPY270115C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 13.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.0238, "theta": 0.0, "rho": 0.403, "theo": 367.0241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 382.08, "last_trade_time": "2026-08-07T13:05:41", "percent_change": 0.0, "prev_day_close": 366.684997558594}, {"option": "SPY270115P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5987, "open_interest": 375.0, "volume": 0.0, "delta": -0.0032, "gamma": 0.0, "vega": 0.0315, "theta": -0.0135, "rho": -0.0045, "theo": 0.1891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-10T15:51:56", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY270115C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 476.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0, "vega": 0.025, "theta": 0.0, "rho": 0.4079, "theo": 362.0554, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 357.0, "last_trade_time": "2026-11-02T14:25:22", "percent_change": 0.0, "prev_day_close": 361.714996337891}, {"option": "SPY270115P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5929, "open_interest": 36107.0, "volume": 19.0, "delta": -0.0034, "gamma": 0.0, "vega": 0.0334, "theta": -0.0141, "rho": -0.0048, "theo": 0.1999, "change": -0.095, "open": 0.2, "high": 0.2, "low": 0.19, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:01:42", "percent_change": -33.3333, "prev_day_close": 0.195000000298023}, {"option": "SPY270115C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 49.0, "volume": 0.0, "delta": 0.9971, "gamma": 0.0, "vega": 0.0269, "theta": 0.0, "rho": 0.4128, "theo": 357.087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 358.39, "last_trade_time": "2026-09-14T09:51:50", "percent_change": 0.0, "prev_day_close": 356.744995117188}, {"option": "SPY270115P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5868, "open_interest": 574.0, "volume": 9.0, "delta": -0.0036, "gamma": 0.0001, "vega": 0.0354, "theta": -0.0148, "rho": -0.0051, "theo": 0.2108, "change": -0.095, "open": 0.21, "high": 0.21, "low": 0.21, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -31.1475, "prev_day_close": 0.204999998211861}, {"option": "SPY270115C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 102.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0, "vega": 0.0303, "theta": 0.0, "rho": 0.4205, "theo": 352.1189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 364.64, "last_trade_time": "2026-08-19T13:07:27", "percent_change": 0.0, "prev_day_close": 351.770004272461}, {"option": "SPY270115P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5791, "open_interest": 6127.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0001, "vega": 0.0373, "theta": -0.0154, "rho": -0.0054, "theo": 0.2231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.36, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY270115C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.445, "open_interest": 46.0, "volume": 0.0, "delta": 0.9967, "gamma": 0.0001, "vega": 0.0327, "theta": 0.0, "rho": 0.4338, "theo": 347.1572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 346.98, "last_trade_time": "2026-10-30T10:54:28", "percent_change": 0.0, "prev_day_close": 346.809997558594}, {"option": "SPY270115P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5714, "open_interest": 1045.0, "volume": 0.0, "delta": -0.0041, "gamma": 0.0001, "vega": 0.0394, "theta": -0.0161, "rho": -0.0057, "theo": 0.2352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.39, "last_trade_time": "2026-11-10T10:51:38", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY270115C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 61.0, "volume": 0.0, "delta": 0.9964, "gamma": 0.0001, "vega": 0.0343, "theta": 0.0, "rho": 0.4387, "theo": 342.1866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 348.21, "last_trade_time": "2026-09-01T10:47:35", "percent_change": 0.0, "prev_day_close": 341.845001220703}, {"option": "SPY270115P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5636, "open_interest": 2346.0, "volume": 2.0, "delta": -0.0043, "gamma": 0.0001, "vega": 0.0415, "theta": -0.0168, "rho": -0.006, "theo": 0.2477, "change": -0.075, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T10:10:52", "percent_change": -21.1268, "prev_day_close": 0.244999997317791}, {"option": "SPY270115C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4714, "open_interest": 71.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0001, "vega": 0.036, "theta": 0.0, "rho": 0.4436, "theo": 337.2215, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 347.39, "last_trade_time": "2026-10-20T12:12:11", "percent_change": 0.0, "prev_day_close": 336.880004882812}, {"option": "SPY270115P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.556, "open_interest": 3569.0, "volume": 21.0, "delta": -0.0046, "gamma": 0.0001, "vega": 0.0436, "theta": -0.0174, "rho": -0.0064, "theo": 0.26, "change": -0.105, "open": 0.27, "high": 0.27, "low": 0.26, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T12:16:47", "percent_change": -28.7671, "prev_day_close": 0.254999995231628}, {"option": "SPY270115C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4762, "open_interest": 134.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0001, "vega": 0.0377, "theta": 0.0, "rho": 0.4485, "theo": 332.2617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 345.29, "last_trade_time": "2026-10-28T12:07:18", "percent_change": 0.0, "prev_day_close": 331.915008544922}, {"option": "SPY270115P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5503, "open_interest": 1813.0, "volume": 1.0, "delta": -0.0049, "gamma": 0.0001, "vega": 0.046, "theta": -0.0182, "rho": -0.0068, "theo": 0.2743, "change": -0.115, "open": 0.27, "high": 0.27, "low": 0.27, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T12:16:38", "percent_change": -29.8701, "prev_day_close": 0.275000005960464}, {"option": "SPY270115C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4808, "open_interest": 28.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0001, "vega": 0.0394, "theta": 0.0, "rho": 0.4534, "theo": 327.2972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 338.35, "last_trade_time": "2026-10-27T11:44:56", "percent_change": 0.0, "prev_day_close": 326.940002441406}, {"option": "SPY270115P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5424, "open_interest": 411.0, "volume": 13.0, "delta": -0.0051, "gamma": 0.0001, "vega": 0.0484, "theta": -0.0189, "rho": -0.0072, "theo": 0.2884, "change": -0.125, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T15:24:51", "percent_change": -30.8642, "prev_day_close": 0.284999996423721}, {"option": "SPY270115C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4658, "open_interest": 92.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0001, "vega": 0.0432, "theta": 0.0, "rho": 0.4583, "theo": 322.3281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 329.1, "last_trade_time": "2026-11-04T10:34:10", "percent_change": 0.0, "prev_day_close": 321.975006103516}, {"option": "SPY270115P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5366, "open_interest": 3766.0, "volume": 5.0, "delta": -0.0054, "gamma": 0.0001, "vega": 0.0508, "theta": -0.0196, "rho": -0.0076, "theo": 0.3022, "change": -0.125, "open": 0.33, "high": 0.33, "low": 0.29, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T12:31:31", "percent_change": -29.4118, "prev_day_close": 0.295000001788139}, {"option": "SPY270115C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4685, "open_interest": 33.0, "volume": 0.0, "delta": 0.995, "gamma": 0.0001, "vega": 0.0475, "theta": 0.0, "rho": 0.4798, "theo": 317.3695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 323.98, "last_trade_time": "2026-10-27T10:02:10", "percent_change": 0.0, "prev_day_close": 317.020004272461}, {"option": "SPY270115P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5285, "open_interest": 1357.0, "volume": 10.0, "delta": -0.0058, "gamma": 0.0001, "vega": 0.0537, "theta": -0.0204, "rho": -0.0081, "theo": 0.3182, "change": -0.135, "open": 0.35, "high": 0.35, "low": 0.31, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T12:35:40", "percent_change": -30.3371, "prev_day_close": 0.314999997615814}, {"option": "SPY270115C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4705, "open_interest": 184.0, "volume": 0.0, "delta": 0.9947, "gamma": 0.0001, "vega": 0.0497, "theta": 0.0, "rho": 0.4848, "theo": 312.4085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 301.0, "last_trade_time": "2026-11-09T10:11:19", "percent_change": 0.0, "prev_day_close": 312.065002441406}, {"option": "SPY270115P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5223, "open_interest": 17019.0, "volume": 130.0, "delta": -0.0061, "gamma": 0.0001, "vega": 0.0565, "theta": -0.0211, "rho": -0.0085, "theo": 0.333, "change": -0.135, "open": 0.33, "high": 0.33, "low": 0.32, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -29.0323, "prev_day_close": 0.325000002980232}, {"option": "SPY270115C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4709, "open_interest": 57.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0001, "vega": 0.0521, "theta": 0.0, "rho": 0.4898, "theo": 307.4479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 319.5, "last_trade_time": "2026-09-03T09:47:44", "percent_change": 0.0, "prev_day_close": 307.115005493164}, {"option": "SPY270115P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5142, "open_interest": 1047.0, "volume": 424.0, "delta": -0.0064, "gamma": 0.0001, "vega": 0.0596, "theta": -0.022, "rho": -0.009, "theo": 0.3509, "change": -0.15, "open": 0.34, "high": 0.34, "low": 0.34, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -30.6122, "prev_day_close": 0.344999998807907}, {"option": "SPY270115C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4691, "open_interest": 84.0, "volume": 0.0, "delta": 0.9939, "gamma": 0.0001, "vega": 0.0546, "theta": 0.0, "rho": 0.4947, "theo": 302.4878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 295.46, "last_trade_time": "2026-11-09T13:53:30", "percent_change": 0.0, "prev_day_close": 302.139999389648}, {"option": "SPY270115P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5078, "open_interest": 1709.0, "volume": 0.0, "delta": -0.0068, "gamma": 0.0001, "vega": 0.0625, "theta": -0.0228, "rho": -0.0095, "theo": 0.3681, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-09T12:17:42", "percent_change": 0.0, "prev_day_close": 0.355000004172325}, {"option": "SPY270115C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4618, "open_interest": 76.0, "volume": 0.0, "delta": 0.9935, "gamma": 0.0001, "vega": 0.0571, "theta": 0.0, "rho": 0.4996, "theo": 297.5282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 300.63, "last_trade_time": "2026-10-23T12:31:47", "percent_change": 0.0, "prev_day_close": 297.184997558594}, {"option": "SPY270115P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5011, "open_interest": 3426.0, "volume": 0.0, "delta": -0.0072, "gamma": 0.0001, "vega": 0.0654, "theta": -0.0236, "rho": -0.01, "theo": 0.3845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-11-09T13:33:59", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "SPY270115C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4645, "open_interest": 179.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0001, "vega": 0.0616, "theta": 0.0, "rho": 0.505, "theo": 292.5641, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 269.9, "last_trade_time": "2026-11-05T13:22:42", "percent_change": 0.0, "prev_day_close": 292.214996337891}, {"option": "SPY270115P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4944, "open_interest": 2667.0, "volume": 0.0, "delta": -0.0076, "gamma": 0.0001, "vega": 0.0687, "theta": -0.0244, "rho": -0.0106, "theo": 0.403, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.63, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.394999995827675}, {"option": "SPY270115C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4578, "open_interest": 60.0, "volume": 0.0, "delta": 0.9927, "gamma": 0.0001, "vega": 0.0669, "theta": 0.0, "rho": 0.5326, "theo": 287.6107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 291.87, "last_trade_time": "2026-10-26T09:58:59", "percent_change": 0.0, "prev_day_close": 287.264999389648}, {"option": "SPY270115P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4863, "open_interest": 1506.0, "volume": 52.0, "delta": -0.008, "gamma": 0.0001, "vega": 0.072, "theta": -0.0253, "rho": -0.0112, "theo": 0.4223, "change": -0.175, "open": 0.47, "high": 0.47, "low": 0.41, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -29.9145, "prev_day_close": 0.41499999165535}, {"option": "SPY270115C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4542, "open_interest": 69.0, "volume": 0.0, "delta": 0.9922, "gamma": 0.0001, "vega": 0.07, "theta": 0.0, "rho": 0.5376, "theo": 282.6553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 287.0, "last_trade_time": "2026-10-23T10:51:23", "percent_change": 0.0, "prev_day_close": 282.320007324219}, {"option": "SPY270115P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4794, "open_interest": 5272.0, "volume": 13.0, "delta": -0.0085, "gamma": 0.0001, "vega": 0.0757, "theta": -0.0262, "rho": -0.0118, "theo": 0.4436, "change": -0.185, "open": 0.5, "high": 0.5, "low": 0.43, "tick": "down", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T13:26:37", "percent_change": -30.0813, "prev_day_close": 0.435000002384186}, {"option": "SPY270115C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4492, "open_interest": 84.0, "volume": 0.0, "delta": 0.9917, "gamma": 0.0001, "vega": 0.0732, "theta": 0.0, "rho": 0.5426, "theo": 277.7005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 271.0, "last_trade_time": "2026-10-30T15:17:57", "percent_change": 0.0, "prev_day_close": 277.369995117188}, {"option": "SPY270115P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4732, "open_interest": 1937.0, "volume": 20.0, "delta": -0.009, "gamma": 0.0002, "vega": 0.0794, "theta": -0.0271, "rho": -0.0125, "theo": 0.4635, "change": -0.195, "open": 0.51, "high": 0.51, "low": 0.45, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T13:57:03", "percent_change": -30.2326, "prev_day_close": 0.454999998211861}, {"option": "SPY270115C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4485, "open_interest": 269.0, "volume": 0.0, "delta": 0.9912, "gamma": 0.0002, "vega": 0.0765, "theta": 0.0, "rho": 0.5476, "theo": 272.7463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 268.46, "last_trade_time": "2026-11-03T10:12:48", "percent_change": 0.0, "prev_day_close": 272.434997558594}, {"option": "SPY270115P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4667, "open_interest": 2881.0, "volume": 10.0, "delta": -0.0095, "gamma": 0.0002, "vega": 0.0834, "theta": -0.028, "rho": -0.0132, "theo": 0.4845, "change": -0.125, "open": 0.54, "high": 0.55, "low": 0.54, "tick": "up", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T09:36:57", "percent_change": -18.5185, "prev_day_close": 0.474999994039536}, {"option": "SPY270115C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4382, "open_interest": 172.0, "volume": 0.0, "delta": 0.9906, "gamma": 0.0002, "vega": 0.0809, "theta": 0.0, "rho": 0.5552, "theo": 267.7929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 252.0, "last_trade_time": "2026-11-05T11:15:53", "percent_change": 0.0, "prev_day_close": 267.5}, {"option": "SPY270115P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4596, "open_interest": 2546.0, "volume": 20.0, "delta": -0.01, "gamma": 0.0002, "vega": 0.0878, "theta": -0.029, "rho": -0.0139, "theo": 0.5081, "change": -0.205, "open": 0.5, "high": 0.5, "low": 0.5, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:55:12", "percent_change": -29.078, "prev_day_close": 0.495000004768372}, {"option": "SPY270115C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4425, "open_interest": 494.0, "volume": 0.0, "delta": 0.99, "gamma": 0.0002, "vega": 0.0874, "theta": 0.0, "rho": 0.5857, "theo": 262.8351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 257.0, "last_trade_time": "2026-11-09T15:02:50", "percent_change": 0.0, "prev_day_close": 262.570007324219}, {"option": "SPY270115P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4524, "open_interest": 20663.0, "volume": 293.0, "delta": -0.0106, "gamma": 0.0002, "vega": 0.0922, "theta": -0.03, "rho": -0.0147, "theo": 0.5315, "change": -0.215, "open": 0.59, "high": 0.59, "low": 0.51, "tick": "no_change", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T15:57:59", "percent_change": -29.2517, "prev_day_close": 0.524999976158142}, {"option": "SPY270115C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4398, "open_interest": 177.0, "volume": 0.0, "delta": 0.9894, "gamma": 0.0002, "vega": 0.0917, "theta": 0.0, "rho": 0.5928, "theo": 257.8906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 267.63, "last_trade_time": "2026-10-29T12:33:15", "percent_change": 0.0, "prev_day_close": 257.639999389648}, {"option": "SPY270115P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4463, "open_interest": 2499.0, "volume": 5.0, "delta": -0.0111, "gamma": 0.0002, "vega": 0.0964, "theta": -0.031, "rho": -0.0154, "theo": 0.5551, "change": -0.14, "open": 0.63, "high": 0.63, "low": 0.63, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T10:10:20", "percent_change": -18.1818, "prev_day_close": 0.545000016689301}, {"option": "SPY270115C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4348, "open_interest": 1428.0, "volume": 0.0, "delta": 0.9887, "gamma": 0.0002, "vega": 0.096, "theta": -0.0016, "rho": 0.5979, "theo": 252.9422, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 248.17, "last_trade_time": "2026-11-09T14:41:52", "percent_change": 0.0, "prev_day_close": 252.709999084473}, {"option": "SPY270115P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4389, "open_interest": 3410.0, "volume": 33.0, "delta": -0.0118, "gamma": 0.0002, "vega": 0.101, "theta": -0.032, "rho": -0.0162, "theo": 0.582, "change": -0.235, "open": 0.63, "high": 0.63, "low": 0.57, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T16:13:45", "percent_change": -29.1925, "prev_day_close": 0.574999988079071}, {"option": "SPY270115C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4211, "open_interest": 160.0, "volume": 0.0, "delta": 0.988, "gamma": 0.0002, "vega": 0.1005, "theta": -0.0033, "rho": 0.6089, "theo": 247.9897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 232.24, "last_trade_time": "2026-11-09T09:36:39", "percent_change": 0.0, "prev_day_close": 247.779998779297}, {"option": "SPY270115P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4325, "open_interest": 2258.0, "volume": 16.0, "delta": -0.0124, "gamma": 0.0002, "vega": 0.1058, "theta": -0.0331, "rho": -0.0171, "theo": 0.6084, "change": -0.255, "open": 0.63, "high": 0.63, "low": 0.59, "tick": "no_change", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -30.1775, "prev_day_close": 0.594999998807907}, {"option": "SPY270115C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4252, "open_interest": 243.0, "volume": 0.0, "delta": 0.9873, "gamma": 0.0002, "vega": 0.1076, "theta": -0.005, "rho": 0.6394, "theo": 243.0433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 232.64, "last_trade_time": "2026-11-05T10:23:58", "percent_change": 0.0, "prev_day_close": 242.849998474121}, {"option": "SPY270115P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4259, "open_interest": 5503.0, "volume": 16.0, "delta": -0.0131, "gamma": 0.0002, "vega": 0.1108, "theta": -0.0341, "rho": -0.0181, "theo": 0.6352, "change": -0.265, "open": 0.69, "high": 0.69, "low": 0.62, "tick": "no_change", "last_trade_price": 0.62, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -29.9435, "prev_day_close": 0.625}, {"option": "SPY270115C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4198, "open_interest": 190.0, "volume": 0.0, "delta": 0.9865, "gamma": 0.0003, "vega": 0.1132, "theta": -0.0068, "rho": 0.65, "theo": 238.1051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 245.83, "last_trade_time": "2026-11-04T09:52:31", "percent_change": 0.0, "prev_day_close": 237.925003051758}, {"option": "SPY270115P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4192, "open_interest": 4272.0, "volume": 12.0, "delta": -0.0138, "gamma": 0.0003, "vega": 0.1161, "theta": -0.0352, "rho": -0.0191, "theo": 0.6643, "change": -0.245, "open": 0.73, "high": 0.75, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T11:50:30", "percent_change": -26.4865, "prev_day_close": 0.655000001192093}, {"option": "SPY270115C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4068, "open_interest": 234.0, "volume": 5.0, "delta": 0.9857, "gamma": 0.0003, "vega": 0.1185, "theta": -0.0086, "rho": 0.667, "theo": 233.1636, "change": 11.475, "open": 234.16, "high": 234.16, "low": 234.16, "tick": "no_change", "last_trade_price": 234.16, "last_trade_time": "2026-11-11T12:24:54", "percent_change": 5.15302, "prev_day_close": 233.005004882812}, {"option": "SPY270115P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4125, "open_interest": 5443.0, "volume": 375.0, "delta": -0.0146, "gamma": 0.0003, "vega": 0.1218, "theta": -0.0363, "rho": -0.0202, "theo": 0.6946, "change": -0.285, "open": 0.75, "high": 0.77, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -29.5337, "prev_day_close": 0.685000002384186}, {"option": "SPY270115C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4086, "open_interest": 247.0, "volume": 1.0, "delta": 0.9848, "gamma": 0.0003, "vega": 0.1254, "theta": -0.0104, "rho": 0.6967, "theo": 228.2235, "change": 10.705, "open": 228.49, "high": 228.49, "low": 228.49, "tick": "up", "last_trade_price": 228.49, "last_trade_time": "2026-11-11T12:02:29", "percent_change": 4.9154, "prev_day_close": 228.069999694824}, {"option": "SPY270115P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4057, "open_interest": 3424.0, "volume": 0.0, "delta": -0.0154, "gamma": 0.0003, "vega": 0.128, "theta": -0.0375, "rho": -0.0213, "theo": 0.7264, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.15, "last_trade_time": "2026-11-10T10:52:28", "percent_change": 0.0, "prev_day_close": 0.715000003576279}, {"option": "SPY270115C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4034, "open_interest": 166.0, "volume": 2.0, "delta": 0.9838, "gamma": 0.0003, "vega": 0.1319, "theta": -0.0122, "rho": 0.7246, "theo": 223.2817, "change": 10.3, "open": 223.16, "high": 223.16, "low": 223.16, "tick": "up", "last_trade_price": 223.16, "last_trade_time": "2026-11-11T14:22:39", "percent_change": 4.83886, "prev_day_close": 223.145004272461}, {"option": "SPY270115P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3994, "open_interest": 8168.0, "volume": 22.0, "delta": -0.0163, "gamma": 0.0003, "vega": 0.1344, "theta": -0.0387, "rho": -0.0225, "theo": 0.7588, "change": -0.315, "open": 0.84, "high": 0.85, "low": 0.74, "tick": "no_change", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T15:38:31", "percent_change": -29.8578, "prev_day_close": 0.754999995231628}, {"option": "SPY270115C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3955, "open_interest": 185.0, "volume": 1.0, "delta": 0.9828, "gamma": 0.0003, "vega": 0.1388, "theta": -0.014, "rho": 0.7688, "theo": 218.352, "change": 6.475, "open": 214.39, "high": 214.39, "low": 214.39, "tick": "up", "last_trade_price": 214.39, "last_trade_time": "2026-11-11T10:32:38", "percent_change": 3.11425, "prev_day_close": 218.225006103516}, {"option": "SPY270115P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3925, "open_interest": 4251.0, "volume": 0.0, "delta": -0.0172, "gamma": 0.0003, "vega": 0.1408, "theta": -0.0398, "rho": -0.0237, "theo": 0.7913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.1, "last_trade_time": "2026-11-10T15:21:42", "percent_change": 0.0, "prev_day_close": 0.784999996423721}, {"option": "SPY270115C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3892, "open_interest": 1033.0, "volume": 6.0, "delta": 0.9818, "gamma": 0.0004, "vega": 0.1461, "theta": -0.0159, "rho": 0.8341, "theo": 213.4208, "change": 6.68, "open": 210.16, "high": 210.16, "low": 209.68, "tick": "down", "last_trade_price": 209.68, "last_trade_time": "2026-11-11T10:34:08", "percent_change": 3.29064, "prev_day_close": 213.309997558594}, {"option": "SPY270115P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3861, "open_interest": 23122.0, "volume": 1344.0, "delta": -0.0183, "gamma": 0.0004, "vega": 0.1477, "theta": -0.0412, "rho": -0.025, "theo": 0.8326, "change": -0.325, "open": 0.94, "high": 0.94, "low": 0.81, "tick": "up", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T15:59:47", "percent_change": -28.1385, "prev_day_close": 0.824999988079071}, {"option": "SPY270115C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3839, "open_interest": 155.0, "volume": 0.0, "delta": 0.9806, "gamma": 0.0004, "vega": 0.1538, "theta": -0.0177, "rho": 0.9149, "theo": 208.4933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 198.14, "last_trade_time": "2026-11-10T15:35:35", "percent_change": 0.0, "prev_day_close": 208.400001525879}, {"option": "SPY270115P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3795, "open_interest": 6386.0, "volume": 922.0, "delta": -0.0193, "gamma": 0.0004, "vega": 0.1547, "theta": -0.0425, "rho": -0.0264, "theo": 0.8718, "change": -0.36, "open": 0.97, "high": 0.97, "low": 0.85, "tick": "no_change", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -29.7521, "prev_day_close": 0.865000009536743}, {"option": "SPY270115C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3773, "open_interest": 261.0, "volume": 0.0, "delta": 0.9794, "gamma": 0.0004, "vega": 0.1616, "theta": -0.0196, "rho": 0.9774, "theo": 203.5711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 197.0, "last_trade_time": "2026-11-09T13:53:40", "percent_change": 0.0, "prev_day_close": 203.475006103516}, {"option": "SPY270115P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3729, "open_interest": 3720.0, "volume": 21.0, "delta": -0.0204, "gamma": 0.0004, "vega": 0.1618, "theta": -0.0437, "rho": -0.0278, "theo": 0.9091, "change": -0.375, "open": 1.01, "high": 1.01, "low": 0.89, "tick": "down", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T13:47:01", "percent_change": -29.6443, "prev_day_close": 0.905000001192093}, {"option": "SPY270115C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3727, "open_interest": 183.0, "volume": 0.0, "delta": 0.9782, "gamma": 0.0004, "vega": 0.1695, "theta": -0.0215, "rho": 1.0072, "theo": 198.6549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 191.18, "last_trade_time": "2026-11-09T12:13:37", "percent_change": 0.0, "prev_day_close": 198.569999694824}, {"option": "SPY270115P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3661, "open_interest": 4974.0, "volume": 84.0, "delta": -0.0216, "gamma": 0.0004, "vega": 0.1702, "theta": -0.0453, "rho": -0.0296, "theo": 0.9566, "change": -0.375, "open": 0.94, "high": 0.95, "low": 0.94, "tick": "up", "last_trade_price": 0.95, "last_trade_time": "2026-11-11T16:02:31", "percent_change": -28.3019, "prev_day_close": 0.9549999833107}, {"option": "SPY270115C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.364, "open_interest": 326.0, "volume": 0.0, "delta": 0.9769, "gamma": 0.0005, "vega": 0.1778, "theta": -0.0235, "rho": 1.02, "theo": 193.7429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 183.2, "last_trade_time": "2026-11-10T15:39:45", "percent_change": 0.0, "prev_day_close": 193.655006408691}, {"option": "SPY270115P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3599, "open_interest": 2390.0, "volume": 34.0, "delta": -0.0229, "gamma": 0.0005, "vega": 0.1784, "theta": -0.0466, "rho": -0.0312, "theo": 0.9986, "change": -0.365, "open": 1.12, "high": 1.12, "low": 1.03, "tick": "no_change", "last_trade_price": 1.03, "last_trade_time": "2026-11-11T14:12:02", "percent_change": -26.1649, "prev_day_close": 1.0}, {"option": "SPY270115C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3578, "open_interest": 1326.0, "volume": 0.0, "delta": 0.9756, "gamma": 0.0005, "vega": 0.1866, "theta": -0.0255, "rho": 1.0281, "theo": 188.8292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 179.16, "last_trade_time": "2026-11-10T15:49:26", "percent_change": 0.0, "prev_day_close": 188.75}, {"option": "SPY270115P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3535, "open_interest": 4744.0, "volume": 44.0, "delta": -0.0243, "gamma": 0.0005, "vega": 0.1885, "theta": -0.0483, "rho": -0.0332, "theo": 1.0518, "change": -0.435, "open": 1.13, "high": 1.22, "low": 1.03, "tick": "down", "last_trade_price": 1.03, "last_trade_time": "2026-11-11T15:28:17", "percent_change": -29.6928, "prev_day_close": 1.04499995708466}, {"option": "SPY270115C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3522, "open_interest": 2821.0, "volume": 2.0, "delta": 0.9741, "gamma": 0.0005, "vega": 0.196, "theta": -0.0276, "rho": 1.0354, "theo": 183.9285, "change": 9.62, "open": 183.26, "high": 183.26, "low": 183.26, "tick": "up", "last_trade_price": 183.26, "last_trade_time": "2026-11-11T15:56:37", "percent_change": 5.5402, "prev_day_close": 183.854995727539}, {"option": "SPY270115P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3469, "open_interest": 8375.0, "volume": 188.0, "delta": -0.0258, "gamma": 0.0005, "vega": 0.1985, "theta": -0.0498, "rho": -0.0352, "theo": 1.1037, "change": -0.455, "open": 1.28, "high": 1.3, "low": 1.08, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T15:21:36", "percent_change": -29.6417, "prev_day_close": 1.10500001907349}, {"option": "SPY270115C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3442, "open_interest": 1724.0, "volume": 1.0, "delta": 0.9726, "gamma": 0.0006, "vega": 0.206, "theta": -0.0298, "rho": 1.0424, "theo": 179.0261, "change": 12.665, "open": 181.42, "high": 181.42, "low": 181.42, "tick": "up", "last_trade_price": 181.42, "last_trade_time": "2026-11-11T13:46:32", "percent_change": 7.50496, "prev_day_close": 178.950004577637}, {"option": "SPY270115P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3408, "open_interest": 6111.0, "volume": 85.0, "delta": -0.0273, "gamma": 0.0006, "vega": 0.2082, "theta": -0.0514, "rho": -0.0372, "theo": 1.1587, "change": -0.465, "open": 1.35, "high": 1.37, "low": 1.15, "tick": "down", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -28.7926, "prev_day_close": 1.15499997138977}, {"option": "SPY270115C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3378, "open_interest": 2179.0, "volume": 1.0, "delta": 0.9709, "gamma": 0.0006, "vega": 0.2166, "theta": -0.032, "rho": 1.0491, "theo": 174.1273, "change": 12.605, "open": 176.5, "high": 176.5, "low": 176.5, "tick": "up", "last_trade_price": 176.5, "last_trade_time": "2026-11-11T13:46:32", "percent_change": 7.6909, "prev_day_close": 174.050003051758}, {"option": "SPY270115P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3343, "open_interest": 2177.0, "volume": 52.0, "delta": -0.029, "gamma": 0.0006, "vega": 0.2182, "theta": -0.0531, "rho": -0.0393, "theo": 1.2171, "change": -0.49, "open": 1.45, "high": 1.45, "low": 1.2, "tick": "no_change", "last_trade_price": 1.21, "last_trade_time": "2026-11-11T15:21:36", "percent_change": -28.8235, "prev_day_close": 1.22000002861023}, {"option": "SPY270115C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.332, "open_interest": 1027.0, "volume": 3.0, "delta": 0.9691, "gamma": 0.0006, "vega": 0.228, "theta": -0.0344, "rho": 1.0557, "theo": 169.2276, "change": 10.2, "open": 169.23, "high": 169.23, "low": 169.23, "tick": "up", "last_trade_price": 169.23, "last_trade_time": "2026-11-11T14:22:39", "percent_change": 6.41389, "prev_day_close": 169.159996032715}, {"option": "SPY270115P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.328, "open_interest": 9152.0, "volume": 32.0, "delta": -0.0309, "gamma": 0.0007, "vega": 0.2293, "theta": -0.0548, "rho": -0.0418, "theo": 1.2802, "change": -0.52, "open": 1.45, "high": 1.47, "low": 1.27, "tick": "no_change", "last_trade_price": 1.27, "last_trade_time": "2026-11-11T13:44:55", "percent_change": -29.0503, "prev_day_close": 1.27999997138977}, {"option": "SPY270115C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3255, "open_interest": 2393.0, "volume": 3.0, "delta": 0.9671, "gamma": 0.0007, "vega": 0.24, "theta": -0.0367, "rho": 1.062, "theo": 164.3423, "change": 10.76, "open": 159.93, "high": 164.94, "low": 159.93, "tick": "down", "last_trade_price": 164.92, "last_trade_time": "2026-11-11T14:55:23", "percent_change": 6.97976, "prev_day_close": 164.269996643066}, {"option": "SPY270115P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3218, "open_interest": 39615.0, "volume": 780.0, "delta": -0.0328, "gamma": 0.0007, "vega": 0.2412, "theta": -0.0566, "rho": -0.0444, "theo": 1.3478, "change": -0.535, "open": 1.5, "high": 1.58, "low": 1.33, "tick": "up", "last_trade_price": 1.35, "last_trade_time": "2026-11-11T15:52:53", "percent_change": -28.382, "prev_day_close": 1.35000002384186}, {"option": "SPY270115C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3194, "open_interest": 1678.0, "volume": 0.0, "delta": 0.965, "gamma": 0.0008, "vega": 0.2527, "theta": -0.0392, "rho": 1.0682, "theo": 159.457, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.55, "last_trade_time": "2026-11-06T15:55:36", "percent_change": 0.0, "prev_day_close": 159.379997253418}, {"option": "SPY270115P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3154, "open_interest": 4135.0, "volume": 111.0, "delta": -0.035, "gamma": 0.0008, "vega": 0.2544, "theta": -0.0586, "rho": -0.0474, "theo": 1.4214, "change": -0.565, "open": 1.65, "high": 1.65, "low": 1.4, "tick": "up", "last_trade_price": 1.43, "last_trade_time": "2026-11-11T15:44:04", "percent_change": -28.3208, "prev_day_close": 1.42499995231628}, {"option": "SPY270115C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.313, "open_interest": 978.0, "volume": 0.0, "delta": 0.9628, "gamma": 0.0008, "vega": 0.2661, "theta": -0.0417, "rho": 1.0741, "theo": 154.5771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 147.29, "last_trade_time": "2026-11-09T12:09:16", "percent_change": 0.0, "prev_day_close": 154.494995117188}, {"option": "SPY270115P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3092, "open_interest": 6264.0, "volume": 469.0, "delta": -0.0373, "gamma": 0.0008, "vega": 0.269, "theta": -0.0605, "rho": -0.0504, "theo": 1.4972, "change": -0.565, "open": 1.69, "high": 1.69, "low": 1.48, "tick": "up", "last_trade_price": 1.54, "last_trade_time": "2026-11-11T15:55:07", "percent_change": -26.8409, "prev_day_close": 1.5}, {"option": "SPY270115C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3069, "open_interest": 1887.0, "volume": 0.0, "delta": 0.9603, "gamma": 0.0009, "vega": 0.2804, "theta": -0.0443, "rho": 1.0798, "theo": 149.7031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.32, "last_trade_time": "2026-11-05T11:31:01", "percent_change": 0.0, "prev_day_close": 149.629997253418}, {"option": "SPY270115P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3029, "open_interest": 6194.0, "volume": 17.0, "delta": -0.0398, "gamma": 0.0009, "vega": 0.2843, "theta": -0.0626, "rho": -0.0537, "theo": 1.5817, "change": -0.635, "open": 1.76, "high": 1.76, "low": 1.57, "tick": "up", "last_trade_price": 1.59, "last_trade_time": "2026-11-11T16:08:03", "percent_change": -28.5393, "prev_day_close": 1.5900000333786}, {"option": "SPY270115C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3003, "open_interest": 853.0, "volume": 1.0, "delta": 0.9576, "gamma": 0.0009, "vega": 0.2958, "theta": -0.047, "rho": 1.0851, "theo": 144.8355, "change": 10.745, "open": 145.55, "high": 145.55, "low": 145.55, "tick": "up", "last_trade_price": 145.55, "last_trade_time": "2026-11-11T14:37:29", "percent_change": 7.97078, "prev_day_close": 144.76000213623}, {"option": "SPY270115P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2964, "open_interest": 10297.0, "volume": 729.0, "delta": -0.0426, "gamma": 0.001, "vega": 0.2988, "theta": -0.0648, "rho": -0.0572, "theo": 1.6745, "change": -0.69, "open": 1.81, "high": 1.92, "low": 1.66, "tick": "no_change", "last_trade_price": 1.67, "last_trade_time": "2026-11-11T15:51:00", "percent_change": -29.2373, "prev_day_close": 1.68000000715256}, {"option": "SPY270115C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.294, "open_interest": 3818.0, "volume": 1.0, "delta": 0.9547, "gamma": 0.001, "vega": 0.3124, "theta": -0.0498, "rho": 1.0901, "theo": 139.9753, "change": 10.485, "open": 140.48, "high": 140.48, "low": 140.48, "tick": "up", "last_trade_price": 140.48, "last_trade_time": "2026-11-11T14:49:16", "percent_change": 8.06569, "prev_day_close": 139.915000915527}, {"option": "SPY270115P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2903, "open_interest": 10718.0, "volume": 184.0, "delta": -0.0456, "gamma": 0.001, "vega": 0.3148, "theta": -0.0671, "rho": -0.061, "theo": 1.7737, "change": -0.735, "open": 1.99, "high": 2.12, "low": 1.76, "tick": "up", "last_trade_price": 1.77, "last_trade_time": "2026-11-11T15:52:17", "percent_change": -29.3413, "prev_day_close": 1.77999997138977}, {"option": "SPY270115C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2877, "open_interest": 1553.0, "volume": 0.0, "delta": 0.9515, "gamma": 0.0011, "vega": 0.33, "theta": -0.0528, "rho": 1.0946, "theo": 135.1232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 118.72, "last_trade_time": "2026-11-06T10:22:29", "percent_change": 0.0, "prev_day_close": 135.060005187988}, {"option": "SPY270115P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2845, "open_interest": 4977.0, "volume": 553.0, "delta": -0.0487, "gamma": 0.0011, "vega": 0.3318, "theta": -0.0695, "rho": -0.0652, "theo": 1.8777, "change": -0.77, "open": 2.09, "high": 2.23, "low": 1.85, "tick": "no_change", "last_trade_price": 1.89, "last_trade_time": "2026-11-11T16:05:10", "percent_change": -28.9474, "prev_day_close": 1.87999999523163}, {"option": "SPY270115C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2814, "open_interest": 797.0, "volume": 0.0, "delta": 0.948, "gamma": 0.0012, "vega": 0.3487, "theta": -0.0558, "rho": 1.0987, "theo": 130.2753, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 112.21, "last_trade_time": "2026-11-06T10:40:06", "percent_change": 0.0, "prev_day_close": 130.205001831055}, {"option": "SPY270115P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2784, "open_interest": 4991.0, "volume": 346.0, "delta": -0.0522, "gamma": 0.0012, "vega": 0.3513, "theta": -0.072, "rho": -0.07, "theo": 1.9941, "change": -0.825, "open": 2.22, "high": 2.28, "low": 1.97, "tick": "up", "last_trade_price": 2.01, "last_trade_time": "2026-11-11T15:59:30", "percent_change": -29.1005, "prev_day_close": 2.0}, {"option": "SPY270115C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2752, "open_interest": 770.0, "volume": 0.0, "delta": 0.9443, "gamma": 0.0013, "vega": 0.3684, "theta": -0.0589, "rho": 1.1025, "theo": 125.4472, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 106.0, "last_trade_time": "2026-11-06T12:37:01", "percent_change": 0.0, "prev_day_close": 125.375}, {"option": "SPY270115P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2725, "open_interest": 9781.0, "volume": 59.0, "delta": -0.0561, "gamma": 0.0013, "vega": 0.3736, "theta": -0.0746, "rho": -0.0751, "theo": 2.1202, "change": -0.9, "open": 2.38, "high": 2.38, "low": 2.09, "tick": "no_change", "last_trade_price": 2.12, "last_trade_time": "2026-11-11T15:52:39", "percent_change": -29.8013, "prev_day_close": 2.12999999523163}, {"option": "SPY270115C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2691, "open_interest": 1167.0, "volume": 0.0, "delta": 0.9401, "gamma": 0.0014, "vega": 0.3896, "theta": -0.0621, "rho": 1.1057, "theo": 120.6202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.51, "last_trade_time": "2026-11-06T10:38:24", "percent_change": 0.0, "prev_day_close": 120.555000305176}, {"option": "SPY270115P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2663, "open_interest": 4553.0, "volume": 354.0, "delta": -0.0603, "gamma": 0.0014, "vega": 0.3942, "theta": -0.0774, "rho": -0.0806, "theo": 2.2589, "change": -0.97, "open": 2.49, "high": 2.49, "low": 2.2, "tick": "no_change", "last_trade_price": 2.25, "last_trade_time": "2026-11-11T15:52:16", "percent_change": -30.1242, "prev_day_close": 2.26999998092651}, {"option": "SPY270115C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2634, "open_interest": 4827.0, "volume": 4.0, "delta": 0.9356, "gamma": 0.0015, "vega": 0.4126, "theta": -0.0655, "rho": 1.1083, "theo": 115.8104, "change": 10.445, "open": 117.21, "high": 117.21, "low": 116.01, "tick": "down", "last_trade_price": 116.01, "last_trade_time": "2026-11-11T14:22:39", "percent_change": 9.89438, "prev_day_close": 115.75}, {"option": "SPY270115P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2605, "open_interest": 25251.0, "volume": 671.0, "delta": -0.065, "gamma": 0.0015, "vega": 0.4163, "theta": -0.0802, "rho": -0.0862, "theo": 2.4106, "change": -1.05, "open": 2.63, "high": 2.85, "low": 2.35, "tick": "no_change", "last_trade_price": 2.39, "last_trade_time": "2026-11-11T16:11:48", "percent_change": -30.5233, "prev_day_close": 2.42000007629395}, {"option": "SPY270115C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 1471.0, "volume": 2.0, "delta": 0.9306, "gamma": 0.0016, "vega": 0.4371, "theta": -0.069, "rho": 1.1102, "theo": 111.0142, "change": 10.63, "open": 112.13, "high": 112.13, "low": 112.13, "tick": "up", "last_trade_price": 112.13, "last_trade_time": "2026-11-11T13:08:10", "percent_change": 10.4729, "prev_day_close": 110.96000289917}, {"option": "SPY270115P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2546, "open_interest": 7718.0, "volume": 53.0, "delta": -0.0701, "gamma": 0.0016, "vega": 0.4403, "theta": -0.0832, "rho": -0.0927, "theo": 2.5749, "change": -1.14, "open": 2.89, "high": 2.94, "low": 2.55, "tick": "down", "last_trade_price": 2.55, "last_trade_time": "2026-11-11T16:11:57", "percent_change": -30.8943, "prev_day_close": 2.58499991893768}, {"option": "SPY270115C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2368, "open_interest": 7635.0, "volume": 11.0, "delta": 0.9252, "gamma": 0.0018, "vega": 0.463, "theta": -0.0726, "rho": 1.1114, "theo": 106.2336, "change": 9.865, "open": 102.88, "high": 106.58, "low": 102.88, "tick": "up", "last_trade_price": 106.58, "last_trade_time": "2026-11-11T14:16:38", "percent_change": 10.2001, "prev_day_close": 106.174999237061}, {"option": "SPY270115P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2488, "open_interest": 10144.0, "volume": 298.0, "delta": -0.0756, "gamma": 0.0018, "vega": 0.468, "theta": -0.0863, "rho": -0.1, "theo": 2.7511, "change": -1.23, "open": 3.04, "high": 3.23, "low": 2.7, "tick": "down", "last_trade_price": 2.72, "last_trade_time": "2026-11-11T16:12:14", "percent_change": -31.1392, "prev_day_close": 2.76999998092651}, {"option": "SPY270115C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2453, "open_interest": 4433.0, "volume": 5.0, "delta": 0.9192, "gamma": 0.0019, "vega": 0.4904, "theta": -0.0763, "rho": 1.1119, "theo": 101.47, "change": 9.855, "open": 102.0, "high": 102.0, "low": 102.0, "tick": "no_change", "last_trade_price": 102.0, "last_trade_time": "2026-11-11T15:10:08", "percent_change": 10.6951, "prev_day_close": 101.420001983643}, {"option": "SPY270115P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.243, "open_interest": 16817.0, "volume": 2284.0, "delta": -0.0818, "gamma": 0.0019, "vega": 0.4985, "theta": -0.0895, "rho": -0.1079, "theo": 2.95, "change": -1.3, "open": 3.31, "high": 3.53, "low": 2.89, "tick": "no_change", "last_trade_price": 2.95, "last_trade_time": "2026-11-11T16:13:45", "percent_change": -30.5882, "prev_day_close": 2.97000002861023}, {"option": "SPY270115C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2394, "open_interest": 2681.0, "volume": 10.0, "delta": 0.9126, "gamma": 0.0021, "vega": 0.52, "theta": -0.0801, "rho": 1.1115, "theo": 96.7252, "change": 9.115, "open": 97.34, "high": 97.34, "low": 96.41, "tick": "down", "last_trade_price": 96.41, "last_trade_time": "2026-11-11T15:53:26", "percent_change": 10.4416, "prev_day_close": 96.6749992370606}, {"option": "SPY270115P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 16227.0, "volume": 433.0, "delta": -0.0885, "gamma": 0.0021, "vega": 0.5256, "theta": -0.093, "rho": -0.1162, "theo": 3.1694, "change": -1.375, "open": 3.64, "high": 3.76, "low": 3.15, "tick": "up", "last_trade_price": 3.2, "last_trade_time": "2026-11-11T16:00:07", "percent_change": -30.0546, "prev_day_close": 3.19000005722046}, {"option": "SPY270115C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2337, "open_interest": 2321.0, "volume": 0.0, "delta": 0.9053, "gamma": 0.0023, "vega": 0.5518, "theta": -0.084, "rho": 1.11, "theo": 92.0019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.7, "last_trade_time": "2026-11-10T13:56:48", "percent_change": 0.0, "prev_day_close": 91.9650001525879}, {"option": "SPY270115P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2316, "open_interest": 20093.0, "volume": 213.0, "delta": -0.0961, "gamma": 0.0023, "vega": 0.5563, "theta": -0.0964, "rho": -0.1256, "theo": 3.4082, "change": -1.505, "open": 3.85, "high": 4.0, "low": 3.37, "tick": "up", "last_trade_price": 3.43, "last_trade_time": "2026-11-11T16:10:20", "percent_change": -30.4965, "prev_day_close": 3.43500006198883}, {"option": "SPY270115C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2279, "open_interest": 5898.0, "volume": 16.0, "delta": 0.8972, "gamma": 0.0025, "vega": 0.5854, "theta": -0.0881, "rho": 1.1073, "theo": 87.3078, "change": 9.73, "open": 85.5, "high": 88.27, "low": 85.5, "tick": "down", "last_trade_price": 88.01, "last_trade_time": "2026-11-11T14:09:23", "percent_change": 12.4297, "prev_day_close": 87.2600021362305}, {"option": "SPY270115P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.226, "open_interest": 24744.0, "volume": 1842.0, "delta": -0.1042, "gamma": 0.0025, "vega": 0.5914, "theta": -0.1, "rho": -0.136, "theo": 3.6671, "change": -1.67, "open": 4.14, "high": 4.3, "low": 3.58, "tick": "up", "last_trade_price": 3.66, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -31.3321, "prev_day_close": 3.70500004291534}, {"option": "SPY270115C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 3919.0, "volume": 4.0, "delta": 0.8883, "gamma": 0.0027, "vega": 0.6206, "theta": -0.0922, "rho": 1.1035, "theo": 82.6365, "change": 9.56, "open": 81.59, "high": 83.55, "low": 81.59, "tick": "up", "last_trade_price": 83.31, "last_trade_time": "2026-11-11T14:55:14", "percent_change": 12.9627, "prev_day_close": 82.6049995422363}, {"option": "SPY270115P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2206, "open_interest": 12401.0, "volume": 147.0, "delta": -0.1134, "gamma": 0.0027, "vega": 0.6312, "theta": -0.1037, "rho": -0.1477, "theo": 3.9604, "change": -1.785, "open": 4.5, "high": 4.8, "low": 3.92, "tick": "no_change", "last_trade_price": 3.99, "last_trade_time": "2026-11-11T16:00:18", "percent_change": -30.9091, "prev_day_close": 4.00499999523163}, {"option": "SPY270115C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2166, "open_interest": 2980.0, "volume": 14.0, "delta": 0.8784, "gamma": 0.0029, "vega": 0.6584, "theta": -0.0965, "rho": 1.0984, "theo": 77.9912, "change": 8.935, "open": 74.16, "high": 77.6, "low": 74.16, "tick": "up", "last_trade_price": 77.6, "last_trade_time": "2026-11-11T11:49:07", "percent_change": 13.0125, "prev_day_close": 78.2049980163574}, {"option": "SPY270115P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2149, "open_interest": 21394.0, "volume": 473.0, "delta": -0.1237, "gamma": 0.003, "vega": 0.6657, "theta": -0.1076, "rho": -0.1596, "theo": 4.2906, "change": -1.925, "open": 5.0, "high": 5.17, "low": 4.24, "tick": "down", "last_trade_price": 4.33, "last_trade_time": "2026-11-11T16:06:28", "percent_change": -30.7754, "prev_day_close": 4.34500002861023}, {"option": "SPY270115C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.211, "open_interest": 3027.0, "volume": 2.0, "delta": 0.8675, "gamma": 0.0032, "vega": 0.6988, "theta": -0.1008, "rho": 1.0914, "theo": 73.391, "change": 8.975, "open": 73.78, "high": 73.78, "low": 73.78, "tick": "up", "last_trade_price": 73.78, "last_trade_time": "2026-11-11T13:03:06", "percent_change": 13.8492, "prev_day_close": 73.3850021362305}, {"option": "SPY270115P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2094, "open_interest": 21189.0, "volume": 190.0, "delta": -0.1349, "gamma": 0.0033, "vega": 0.7056, "theta": -0.1115, "rho": -0.1736, "theo": 4.6511, "change": -2.115, "open": 5.36, "high": 5.68, "low": 4.56, "tick": "down", "last_trade_price": 4.68, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -31.1258, "prev_day_close": 4.71499991416931}, {"option": "SPY270115C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2085, "open_interest": 8894.0, "volume": 52.0, "delta": 0.8553, "gamma": 0.0035, "vega": 0.7409, "theta": -0.1051, "rho": 1.0826, "theo": 68.8227, "change": 8.86, "open": 66.66, "high": 69.91, "low": 65.8, "tick": "no_change", "last_trade_price": 69.32, "last_trade_time": "2026-11-11T14:13:42", "percent_change": 14.6543, "prev_day_close": 68.8199996948242}, {"option": "SPY270115P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.204, "open_interest": 41762.0, "volume": 3996.0, "delta": -0.1474, "gamma": 0.0036, "vega": 0.7529, "theta": -0.1155, "rho": -0.1894, "theo": 5.0537, "change": -2.33, "open": 5.89, "high": 6.2, "low": 4.96, "tick": "down", "last_trade_price": 5.06, "last_trade_time": "2026-11-11T16:14:17", "percent_change": -31.5291, "prev_day_close": 5.125}, {"option": "SPY270115C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2, "open_interest": 1982.0, "volume": 1.0, "delta": 0.8418, "gamma": 0.0038, "vega": 0.7849, "theta": -0.1095, "rho": 1.0722, "theo": 64.3101, "change": 11.005, "open": 67.16, "high": 67.16, "low": 67.16, "tick": "up", "last_trade_price": 67.16, "last_trade_time": "2026-11-11T13:36:05", "percent_change": 19.5975, "prev_day_close": 64.3300018310547}, {"option": "SPY270115P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 19373.0, "volume": 5114.0, "delta": -0.1614, "gamma": 0.0039, "vega": 0.7944, "theta": -0.1195, "rho": -0.2056, "theo": 5.5043, "change": -2.51, "open": 6.4, "high": 6.74, "low": 5.4, "tick": "no_change", "last_trade_price": 5.55, "last_trade_time": "2026-11-11T16:04:28", "percent_change": -31.1414, "prev_day_close": 5.59500002861023}, {"option": "SPY270115C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1946, "open_interest": 1911.0, "volume": 52.0, "delta": 0.8267, "gamma": 0.0041, "vega": 0.8318, "theta": -0.1139, "rho": 1.0591, "theo": 59.8418, "change": 9.045, "open": 57.86, "high": 61.2, "low": 56.42, "tick": "down", "last_trade_price": 60.35, "last_trade_time": "2026-11-11T14:16:38", "percent_change": 17.6299, "prev_day_close": 60.420000076294}, {"option": "SPY270115P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 9460.0, "volume": 1229.0, "delta": -0.1771, "gamma": 0.0042, "vega": 0.8399, "theta": -0.1236, "rho": -0.2237, "theo": 6.0177, "change": -2.78, "open": 6.99, "high": 7.35, "low": 5.89, "tick": "down", "last_trade_price": 6.02, "last_trade_time": "2026-11-11T16:07:47", "percent_change": -31.5909, "prev_day_close": 6.11500000953674}, {"option": "SPY270115C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1891, "open_interest": 2456.0, "volume": 9.0, "delta": 0.81, "gamma": 0.0045, "vega": 0.8799, "theta": -0.1182, "rho": 1.0434, "theo": 55.4448, "change": 7.94, "open": 52.2, "high": 56.64, "low": 52.2, "tick": "up", "last_trade_price": 55.67, "last_trade_time": "2026-11-11T15:47:13", "percent_change": 16.6352, "prev_day_close": 55.3999996185303}, {"option": "SPY270115P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1879, "open_interest": 13417.0, "volume": 387.0, "delta": -0.1943, "gamma": 0.0046, "vega": 0.8939, "theta": -0.1276, "rho": -0.2444, "theo": 6.5821, "change": -3.015, "open": 7.53, "high": 8.04, "low": 6.47, "tick": "down", "last_trade_price": 6.6, "last_trade_time": "2026-11-11T16:14:57", "percent_change": -31.3573, "prev_day_close": 6.6949999332428}, {"option": "SPY270115C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1835, "open_interest": 6124.0, "volume": 239.0, "delta": 0.7912, "gamma": 0.0049, "vega": 0.9293, "theta": -0.1225, "rho": 1.0254, "theo": 51.109, "change": 7.99, "open": 49.45, "high": 52.9, "low": 48.03, "tick": "down", "last_trade_price": 51.65, "last_trade_time": "2026-11-11T14:16:38", "percent_change": 18.3005, "prev_day_close": 51.1599998474121}, {"option": "SPY270115P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 27333.0, "volume": 3328.0, "delta": -0.2138, "gamma": 0.005, "vega": 0.9396, "theta": -0.1315, "rho": -0.2671, "theo": 7.233, "change": -3.285, "open": 8.22, "high": 8.84, "low": 7.05, "tick": "down", "last_trade_price": 7.25, "last_trade_time": "2026-11-11T16:12:14", "percent_change": -31.1818, "prev_day_close": 7.34999990463257}, {"option": "SPY270115C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1787, "open_interest": 4310.0, "volume": 18.0, "delta": 0.7705, "gamma": 0.0053, "vega": 0.9804, "theta": -0.1265, "rho": 1.0036, "theo": 46.858, "change": 8.87, "open": 44.5, "high": 48.56, "low": 43.85, "tick": "up", "last_trade_price": 48.56, "last_trade_time": "2026-11-11T14:01:38", "percent_change": 22.3482, "prev_day_close": 46.9099998474121}, {"option": "SPY270115P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 13441.0, "volume": 1277.0, "delta": -0.2354, "gamma": 0.0055, "vega": 0.9909, "theta": -0.1353, "rho": -0.2912, "theo": 7.9606, "change": -3.585, "open": 9.09, "high": 9.49, "low": 7.77, "tick": "down", "last_trade_price": 7.97, "last_trade_time": "2026-11-11T16:08:33", "percent_change": -31.0255, "prev_day_close": 8.08500003814697}, {"option": "SPY270115C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 6761.0, "volume": 38.0, "delta": 0.7473, "gamma": 0.0058, "vega": 1.0308, "theta": -0.1301, "rho": 0.9787, "theo": 42.699, "change": 8.07, "open": 40.49, "high": 43.89, "low": 39.95, "tick": "up", "last_trade_price": 43.89, "last_trade_time": "2026-11-11T12:44:18", "percent_change": 22.5293, "prev_day_close": 42.1300010681152}, {"option": "SPY270115P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1723, "open_interest": 27057.0, "volume": 2075.0, "delta": -0.2594, "gamma": 0.006, "vega": 1.0436, "theta": -0.1388, "rho": -0.3202, "theo": 8.7951, "change": -3.91, "open": 10.2, "high": 10.78, "low": 8.55, "tick": "down", "last_trade_price": 8.79, "last_trade_time": "2026-11-11T16:14:17", "percent_change": -30.7874, "prev_day_close": 8.91499996185303}, {"option": "SPY270115C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 4746.0, "volume": 60.0, "delta": 0.7217, "gamma": 0.0062, "vega": 1.0808, "theta": -0.1334, "rho": 0.9501, "theo": 38.6467, "change": 6.64, "open": 36.49, "high": 39.75, "low": 36.49, "tick": "down", "last_trade_price": 38.72, "last_trade_time": "2026-11-11T15:26:01", "percent_change": 20.6983, "prev_day_close": 38.685001373291}, {"option": "SPY270115P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.167, "open_interest": 19487.0, "volume": 364.0, "delta": -0.2865, "gamma": 0.0065, "vega": 1.0902, "theta": -0.1417, "rho": -0.3478, "theo": 9.7365, "change": -4.145, "open": 11.33, "high": 11.67, "low": 9.44, "tick": "down", "last_trade_price": 9.83, "last_trade_time": "2026-11-11T16:03:00", "percent_change": -29.6601, "prev_day_close": 9.84999990463257}, {"option": "SPY270115C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 9213.0, "volume": 264.0, "delta": 0.6934, "gamma": 0.0067, "vega": 1.129, "theta": -0.136, "rho": 0.917, "theo": 34.7036, "change": 6.235, "open": 32.81, "high": 36.64, "low": 31.9, "tick": "up", "last_trade_price": 34.71, "last_trade_time": "2026-11-11T16:05:31", "percent_change": 21.8964, "prev_day_close": 34.730001449585}, {"option": "SPY270115P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 14878.0, "volume": 1523.0, "delta": -0.3158, "gamma": 0.007, "vega": 1.1424, "theta": -0.1442, "rho": -0.3835, "theo": 10.7853, "change": -4.66, "open": 12.39, "high": 13.08, "low": 10.42, "tick": "down", "last_trade_price": 10.74, "last_trade_time": "2026-11-11T16:07:45", "percent_change": -30.2597, "prev_day_close": 10.9050002098084}, {"option": "SPY270115C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 5317.0, "volume": 645.0, "delta": 0.6623, "gamma": 0.0072, "vega": 1.1732, "theta": -0.1379, "rho": 0.8803, "theo": 30.9093, "change": 5.65, "open": 29.64, "high": 32.86, "low": 28.35, "tick": "down", "last_trade_price": 30.68, "last_trade_time": "2026-11-11T15:57:49", "percent_change": 22.5729, "prev_day_close": 30.8849992752075}, {"option": "SPY270115P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1569, "open_interest": 8495.0, "volume": 291.0, "delta": -0.3491, "gamma": 0.0075, "vega": 1.1804, "theta": -0.1457, "rho": -0.4141, "theo": 11.9995, "change": -4.98, "open": 13.66, "high": 14.11, "low": 11.59, "tick": "down", "last_trade_price": 12.02, "last_trade_time": "2026-11-11T15:51:21", "percent_change": -29.2941, "prev_day_close": 12.1050000190735}, {"option": "SPY270115C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1523, "open_interest": 11025.0, "volume": 563.0, "delta": 0.628, "gamma": 0.0077, "vega": 1.2127, "theta": -0.1388, "rho": 0.8382, "theo": 27.2496, "change": 5.48, "open": 25.78, "high": 29.14, "low": 24.65, "tick": "up", "last_trade_price": 27.25, "last_trade_time": "2026-11-11T16:13:18", "percent_change": 25.1723, "prev_day_close": 27.2150001525879}, {"option": "SPY270115P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.152, "open_interest": 18499.0, "volume": 1714.0, "delta": -0.3852, "gamma": 0.008, "vega": 1.2213, "theta": -0.1462, "rho": -0.4551, "theo": 13.358, "change": -5.49, "open": 15.31, "high": 16.0, "low": 12.85, "tick": "down", "last_trade_price": 13.3, "last_trade_time": "2026-11-11T16:14:56", "percent_change": -29.2177, "prev_day_close": 13.4649996757507}, {"option": "SPY270115C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1474, "open_interest": 7152.0, "volume": 372.0, "delta": 0.5907, "gamma": 0.0082, "vega": 1.2444, "theta": -0.1386, "rho": 0.792, "theo": 23.7573, "change": 4.655, "open": 22.6, "high": 25.56, "low": 21.54, "tick": "down", "last_trade_price": 23.36, "last_trade_time": "2026-11-11T15:59:33", "percent_change": 24.8864, "prev_day_close": 23.7250003814697}, {"option": "SPY270115P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1473, "open_interest": 7992.0, "volume": 1319.0, "delta": -0.4243, "gamma": 0.0085, "vega": 1.2463, "theta": -0.1456, "rho": -0.4886, "theo": 14.8829, "change": -5.965, "open": 17.03, "high": 17.93, "low": 14.34, "tick": "no_change", "last_trade_price": 14.83, "last_trade_time": "2026-11-11T16:14:13", "percent_change": -28.6848, "prev_day_close": 15.0099997520447}, {"option": "SPY270115C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 7116.0, "volume": 1060.0, "delta": 0.55, "gamma": 0.0086, "vega": 1.2666, "theta": -0.137, "rho": 0.7403, "theo": 20.4491, "change": 4.485, "open": 19.33, "high": 22.15, "low": 18.25, "tick": "down", "last_trade_price": 20.34, "last_trade_time": "2026-11-11T16:09:17", "percent_change": 28.2876, "prev_day_close": 20.4299993515015}, {"option": "SPY270115P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 12772.0, "volume": 6109.0, "delta": -0.4675, "gamma": 0.009, "vega": 1.2635, "theta": -0.1434, "rho": -0.5296, "theo": 16.6452, "change": -6.385, "open": 18.89, "high": 19.75, "low": 15.94, "tick": "down", "last_trade_price": 16.65, "last_trade_time": "2026-11-11T16:12:42", "percent_change": -27.7187, "prev_day_close": 16.7749996185303}, {"option": "SPY270115C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1381, "open_interest": 7666.0, "volume": 3794.0, "delta": 0.5066, "gamma": 0.009, "vega": 1.2761, "theta": -0.134, "rho": 0.6843, "theo": 17.3692, "change": 4.075, "open": 16.43, "high": 18.97, "low": 15.38, "tick": "up", "last_trade_price": 17.32, "last_trade_time": "2026-11-11T16:07:51", "percent_change": 30.7663, "prev_day_close": 17.3499994277954}, {"option": "SPY270115P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 4658.0, "volume": 974.0, "delta": -0.5136, "gamma": 0.0094, "vega": 1.2649, "theta": -0.1397, "rho": -0.5712, "theo": 18.6209, "change": -6.95, "open": 20.97, "high": 21.15, "low": 17.86, "tick": "no_change", "last_trade_price": 18.59, "last_trade_time": "2026-11-11T16:11:56", "percent_change": -27.2122, "prev_day_close": 18.7799997329712}, {"option": "SPY270115C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 15176.0, "volume": 4147.0, "delta": 0.4605, "gamma": 0.0092, "vega": 1.2708, "theta": -0.1295, "rho": 0.6244, "theo": 14.5357, "change": 3.54, "open": 13.77, "high": 16.02, "low": 12.81, "tick": "no_change", "last_trade_price": 14.45, "last_trade_time": "2026-11-11T16:06:12", "percent_change": 32.4473, "prev_day_close": 14.5250000953674}, {"option": "SPY270115P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1342, "open_interest": 10234.0, "volume": 369.0, "delta": -0.5619, "gamma": 0.0096, "vega": 1.2525, "theta": -0.1342, "rho": -0.6113, "theo": 20.8432, "change": -7.455, "open": 23.5, "high": 24.63, "low": 19.97, "tick": "up", "last_trade_price": 20.85, "last_trade_time": "2026-11-11T16:07:35", "percent_change": -26.3381, "prev_day_close": 21.0550003051758}, {"option": "SPY270115C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 11102.0, "volume": 1270.0, "delta": 0.4125, "gamma": 0.0093, "vega": 1.2478, "theta": -0.1233, "rho": 0.5606, "theo": 11.9786, "change": 3.05, "open": 11.5, "high": 13.38, "low": 10.5, "tick": "down", "last_trade_price": 11.9, "last_trade_time": "2026-11-11T16:09:17", "percent_change": 34.4633, "prev_day_close": 11.9800000190735}, {"option": "SPY270115P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 10229.0, "volume": 82.0, "delta": -0.6127, "gamma": 0.0097, "vega": 1.212, "theta": -0.1269, "rho": -0.6515, "theo": 23.3793, "change": -7.37, "open": 26.36, "high": 27.27, "low": 23.31, "tick": "down", "last_trade_price": 24.03, "last_trade_time": "2026-11-11T15:55:51", "percent_change": -23.4713, "prev_day_close": 23.6449995040894}, {"option": "SPY270115C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1264, "open_interest": 15806.0, "volume": 1581.0, "delta": 0.3636, "gamma": 0.0092, "vega": 1.2063, "theta": -0.1158, "rho": 0.4954, "theo": 9.7207, "change": 2.625, "open": 9.3, "high": 11.0, "low": 8.44, "tick": "up", "last_trade_price": 9.7, "last_trade_time": "2026-11-11T16:14:43", "percent_change": 37.1025, "prev_day_close": 9.72499990463257}, {"option": "SPY270115P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 5521.0, "volume": 64.0, "delta": -0.6646, "gamma": 0.0096, "vega": 1.1607, "theta": -0.1183, "rho": -0.6863, "theo": 26.2391, "change": -7.905, "open": 29.23, "high": 29.23, "low": 25.25, "tick": "no_change", "last_trade_price": 26.89, "last_trade_time": "2026-11-11T15:57:10", "percent_change": -22.7188, "prev_day_close": 25.9049997329712}, {"option": "SPY270115C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 10317.0, "volume": 2260.0, "delta": 0.3153, "gamma": 0.009, "vega": 1.1466, "theta": -0.1069, "rho": 0.4307, "theo": 7.7727, "change": 2.15, "open": 7.56, "high": 8.9, "low": 6.67, "tick": "no_change", "last_trade_price": 7.73, "last_trade_time": "2026-11-11T16:12:53", "percent_change": 38.5305, "prev_day_close": 7.78500008583069}, {"option": "SPY270115P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 5900.0, "volume": 19.0, "delta": -0.716, "gamma": 0.0094, "vega": 1.0817, "theta": -0.1091, "rho": -0.7068, "theo": 29.4203, "change": -8.9, "open": 33.0, "high": 33.76, "low": 28.95, "tick": "up", "last_trade_price": 29.6, "last_trade_time": "2026-11-11T16:03:29", "percent_change": -23.1169, "prev_day_close": 29.7600002288818}, {"option": "SPY270115C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 14644.0, "volume": 4226.0, "delta": 0.2688, "gamma": 0.0085, "vega": 1.0699, "theta": -0.0971, "rho": 0.3677, "theo": 6.1298, "change": 1.765, "open": 6.04, "high": 7.13, "low": 5.28, "tick": "up", "last_trade_price": 6.12, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 40.5281, "prev_day_close": 6.15000009536743}, {"option": "SPY270115P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1171, "open_interest": 3355.0, "volume": 239.0, "delta": -0.7664, "gamma": 0.0091, "vega": 0.9799, "theta": -0.1004, "rho": -0.7035, "theo": 32.9282, "change": -9.49, "open": 36.97, "high": 36.97, "low": 31.4, "tick": "up", "last_trade_price": 33.0, "last_trade_time": "2026-11-11T15:33:26", "percent_change": -22.3347, "prev_day_close": 33.3099994659424}, {"option": "SPY270115C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 11090.0, "volume": 1691.0, "delta": 0.2253, "gamma": 0.0079, "vega": 0.9798, "theta": -0.0867, "rho": 0.3083, "theo": 4.7693, "change": 1.405, "open": 4.69, "high": 5.63, "low": 4.09, "tick": "no_change", "last_trade_price": 4.76, "last_trade_time": "2026-11-11T16:00:22", "percent_change": 41.8778, "prev_day_close": 4.80000019073486}, {"option": "SPY270115P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1204, "open_interest": 634.0, "volume": 0.0, "delta": -0.8147, "gamma": 0.0088, "vega": 0.8593, "theta": -0.0927, "rho": -0.655, "theo": 36.7384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.43, "last_trade_time": "2026-11-09T15:54:41", "percent_change": 0.0, "prev_day_close": 36.6350002288818}, {"option": "SPY270115C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 28451.0, "volume": 4543.0, "delta": 0.186, "gamma": 0.0071, "vega": 0.8819, "theta": -0.0761, "rho": 0.2547, "theo": 3.6682, "change": 1.1, "open": 3.68, "high": 4.4, "low": 3.14, "tick": "no_change", "last_trade_price": 3.66, "last_trade_time": "2026-11-11T16:14:43", "percent_change": 42.9688, "prev_day_close": 3.71000003814697}, {"option": "SPY270115P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 1757.0, "volume": 29.0, "delta": -0.8621, "gamma": 0.0088, "vega": 0.7303, "theta": -0.0858, "rho": -0.5428, "theo": 40.8341, "change": -9.78, "open": 44.7, "high": 45.0, "low": 39.71, "tick": "up", "last_trade_price": 41.36, "last_trade_time": "2026-11-11T15:32:18", "percent_change": -19.124, "prev_day_close": 41.2550010681152}, {"option": "SPY270115C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1156, "open_interest": 11114.0, "volume": 931.0, "delta": 0.1512, "gamma": 0.0063, "vega": 0.7796, "theta": -0.0657, "rho": 0.2072, "theo": 2.7918, "change": 0.87, "open": 2.85, "high": 3.41, "low": 2.43, "tick": "up", "last_trade_price": 2.81, "last_trade_time": "2026-11-11T16:00:42", "percent_change": 44.8454, "prev_day_close": 2.83499991893768}, {"option": "SPY270115P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 152.0, "volume": 0.0, "delta": -0.9086, "gamma": 0.0089, "vega": 0.5691, "theta": -0.085, "rho": -0.4152, "theo": 45.2067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 70.11, "last_trade_time": "2026-11-05T15:41:04", "percent_change": 0.0, "prev_day_close": 45.5850009918213}, {"option": "SPY270115C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 17913.0, "volume": 4310.0, "delta": 0.1213, "gamma": 0.0055, "vega": 0.6776, "theta": -0.056, "rho": 0.1662, "theo": 2.108, "change": 0.56, "open": 2.22, "high": 2.62, "low": 1.83, "tick": "no_change", "last_trade_price": 2.03, "last_trade_time": "2026-11-11T15:55:11", "percent_change": 38.0952, "prev_day_close": 2.1450001001358}, {"option": "SPY270115P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 162.0, "volume": 5.0, "delta": -0.9584, "gamma": 0.0099, "vega": 0.3562, "theta": -0.1076, "rho": -0.3396, "theo": 49.8548, "change": -11.055, "open": 49.73, "high": 49.73, "low": 49.73, "tick": "down", "last_trade_price": 49.73, "last_trade_time": "2026-11-11T14:13:41", "percent_change": -18.1871, "prev_day_close": 50.1750011444092}, {"option": "SPY270115C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 12128.0, "volume": 246.0, "delta": 0.0964, "gamma": 0.0047, "vega": 0.5818, "theta": -0.0471, "rho": 0.132, "theo": 1.5859, "change": 0.48, "open": 1.73, "high": 2.0, "low": 1.43, "tick": "up", "last_trade_price": 1.59, "last_trade_time": "2026-11-11T16:08:41", "percent_change": 43.2432, "prev_day_close": 1.62000000476837}, {"option": "SPY270115P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 2.0, "delta": -0.9886, "gamma": 0.0035, "vega": 0.0951, "theta": -0.0891, "rho": 0.0, "theo": 54.795, "change": -9.61, "open": 56.0, "high": 56.01, "low": 56.0, "tick": "up", "last_trade_price": 56.01, "last_trade_time": "2026-11-11T11:14:07", "percent_change": -14.6449, "prev_day_close": 54.9950008392334}, {"option": "SPY270115C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1137, "open_interest": 10289.0, "volume": 310.0, "delta": 0.0762, "gamma": 0.0039, "vega": 0.4945, "theta": -0.0393, "rho": 0.1042, "theo": 1.1934, "change": 0.34, "open": 1.31, "high": 1.5, "low": 1.08, "tick": "no_change", "last_trade_price": 1.18, "last_trade_time": "2026-11-11T16:14:02", "percent_change": 40.4762, "prev_day_close": 1.22000002861023}, {"option": "SPY270115P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 136.0, "volume": 5.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 59.795, "change": -9.92, "open": 61.0, "high": 61.0, "low": 61.0, "tick": "down", "last_trade_price": 61.0, "last_trade_time": "2026-11-11T11:15:06", "percent_change": -13.9876, "prev_day_close": 59.9799995422363}, {"option": "SPY270115C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.114, "open_interest": 12780.0, "volume": 290.0, "delta": 0.0601, "gamma": 0.0032, "vega": 0.4168, "theta": -0.0327, "rho": 0.0822, "theo": 0.9016, "change": 0.23, "open": 1.01, "high": 1.14, "low": 0.85, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-11-11T15:59:55", "percent_change": 35.9375, "prev_day_close": 0.9200000166893}, {"option": "SPY270115P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 88.94, "last_trade_time": "2026-11-05T15:21:32", "percent_change": 0.0, "prev_day_close": 64.9749984741211}, {"option": "SPY270115C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1145, "open_interest": 9521.0, "volume": 732.0, "delta": 0.0475, "gamma": 0.0027, "vega": 0.3505, "theta": -0.0272, "rho": 0.0648, "theo": 0.688, "change": 0.175, "open": 0.8, "high": 0.9, "low": 0.67, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T15:53:44", "percent_change": 35.3535, "prev_day_close": 0.699999988079071}, {"option": "SPY270115P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 14.0, "volume": 16.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 69.795, "change": -13.015, "open": 69.93, "high": 69.93, "low": 67.59, "tick": "no_change", "last_trade_price": 67.75, "last_trade_time": "2026-11-11T13:50:49", "percent_change": -16.1147, "prev_day_close": 69.9850006103516}, {"option": "SPY270115C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1155, "open_interest": 7098.0, "volume": 145.0, "delta": 0.0378, "gamma": 0.0022, "vega": 0.295, "theta": -0.0227, "rho": 0.0515, "theo": 0.5318, "change": 0.115, "open": 0.59, "high": 0.65, "low": 0.5, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T15:54:33", "percent_change": 29.8701, "prev_day_close": 0.534999996423721}, {"option": "SPY270115P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 77.02, "last_trade_time": "2026-11-02T12:44:56", "percent_change": 0.0, "prev_day_close": 74.9850006103516}, {"option": "SPY270115C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 7224.0, "volume": 139.0, "delta": 0.0303, "gamma": 0.0018, "vega": 0.2491, "theta": -0.0192, "rho": 0.0413, "theo": 0.4177, "change": 0.1, "open": 0.44, "high": 0.52, "low": 0.39, "tick": "up", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T16:00:07", "percent_change": 32.2581, "prev_day_close": 0.41499999165535}, {"option": "SPY270115P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 104.92, "last_trade_time": "2026-11-05T15:51:41", "percent_change": 0.0, "prev_day_close": 79.9850006103516}, {"option": "SPY270115C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1185, "open_interest": 5823.0, "volume": 123.0, "delta": 0.0246, "gamma": 0.0015, "vega": 0.2117, "theta": -0.0163, "rho": 0.0334, "theo": 0.3337, "change": 0.125, "open": 0.36, "high": 0.43, "low": 0.31, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T14:36:38", "percent_change": 49.0196, "prev_day_close": 0.329999998211861}, {"option": "SPY270115P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 109.94, "last_trade_time": "2026-11-05T15:51:41", "percent_change": 0.0, "prev_day_close": 84.9799995422363}, {"option": "SPY270115C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 14925.0, "volume": 539.0, "delta": 0.0203, "gamma": 0.0013, "vega": 0.1813, "theta": -0.014, "rho": 0.0275, "theo": 0.2716, "change": 0.055, "open": 0.3, "high": 0.34, "low": 0.26, "tick": "no_change", "last_trade_price": 0.27, "last_trade_time": "2026-11-11T16:11:52", "percent_change": 25.5814, "prev_day_close": 0.275000005960464}, {"option": "SPY270115P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 115.14, "last_trade_time": "2026-11-05T15:51:40", "percent_change": 0.0, "prev_day_close": 89.9799995422363}, {"option": "SPY270115C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 8102.0, "volume": 28.0, "delta": 0.0169, "gamma": 0.0011, "vega": 0.1562, "theta": -0.0122, "rho": 0.0228, "theo": 0.2245, "change": 0.035, "open": 0.22, "high": 0.27, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T15:41:23", "percent_change": 18.9189, "prev_day_close": 0.225000001490116}, {"option": "SPY270115P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 120.16, "last_trade_time": "2026-11-05T15:51:40", "percent_change": 0.0, "prev_day_close": 94.9799995422363}, {"option": "SPY270115C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 7047.0, "volume": 209.0, "delta": 0.0142, "gamma": 0.0009, "vega": 0.1356, "theta": -0.0107, "rho": 0.0192, "theo": 0.1884, "change": 0.035, "open": 0.21, "high": 0.21, "low": 0.19, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T15:50:44", "percent_change": 22.5806, "prev_day_close": 0.185000002384186}, {"option": "SPY270115P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 119.03, "last_trade_time": "2026-05-15T12:54:06", "percent_change": 0.0, "prev_day_close": 99.9799995422363}, {"option": "SPY270115C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1285, "open_interest": 6071.0, "volume": 5.0, "delta": 0.0121, "gamma": 0.0008, "vega": 0.1189, "theta": -0.0095, "rho": 0.0164, "theo": 0.1609, "change": 0.055, "open": 0.16, "high": 0.19, "low": 0.14, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-11T12:13:15", "percent_change": 40.7407, "prev_day_close": 0.16499999910593}, {"option": "SPY270115P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.96, "last_trade_time": "2026-05-28T09:41:47", "percent_change": 0.0, "prev_day_close": 104.979999542236}, {"option": "SPY270115C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1315, "open_interest": 8775.0, "volume": 24.0, "delta": 0.0105, "gamma": 0.0007, "vega": 0.1051, "theta": -0.0085, "rho": 0.0141, "theo": 0.1392, "change": 0.055, "open": 0.17, "high": 0.17, "low": 0.12, "tick": "no_change", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T13:57:40", "percent_change": 47.8261, "prev_day_close": 0.140000000596046}, {"option": "SPY270115P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 146.67, "last_trade_time": "2026-05-01T11:27:10", "percent_change": 0.0, "prev_day_close": 109.979999542236}, {"option": "SPY270115C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 8020.0, "volume": 42.0, "delta": 0.0091, "gamma": 0.0006, "vega": 0.0936, "theta": -0.0077, "rho": 0.0122, "theo": 0.122, "change": 0.035, "open": 0.15, "high": 0.15, "low": 0.13, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T13:48:52", "percent_change": 33.3333, "prev_day_close": 0.12499999627471}, {"option": "SPY270115P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.979999542236}, {"option": "SPY270115C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 18405.0, "volume": 14.0, "delta": 0.008, "gamma": 0.0005, "vega": 0.0839, "theta": -0.007, "rho": 0.0108, "theo": 0.1081, "change": 0.035, "open": 0.11, "high": 0.13, "low": 0.11, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T13:46:06", "percent_change": 36.8421, "prev_day_close": 0.109999999403954}, {"option": "SPY270115P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.979999542236}, {"option": "SPY270115C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 6096.0, "volume": 17.0, "delta": 0.0071, "gamma": 0.0004, "vega": 0.0757, "theta": -0.0064, "rho": 0.0096, "theo": 0.0968, "change": 0.025, "open": 0.1, "high": 0.11, "low": 0.1, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T12:17:46", "percent_change": 29.4118, "prev_day_close": 0.0950000025331974}, {"option": "SPY270115P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.979999542236}, {"option": "SPY270115C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1432, "open_interest": 8044.0, "volume": 12.0, "delta": 0.0064, "gamma": 0.0004, "vega": 0.0688, "theta": -0.006, "rho": 0.0085, "theo": 0.0873, "change": 0.015, "open": 0.11, "high": 0.11, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T15:59:06", "percent_change": 20.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270115P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 112.79, "last_trade_time": "2026-10-07T15:54:45", "percent_change": 0.0, "prev_day_close": 129.975006103516}, {"option": "SPY270115C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1459, "open_interest": 2119.0, "volume": 16.0, "delta": 0.0058, "gamma": 0.0004, "vega": 0.0628, "theta": -0.0055, "rho": 0.0077, "theo": 0.0794, "change": 0.01, "open": 0.07, "high": 0.08, "low": 0.07, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T11:43:05", "percent_change": 14.2857, "prev_day_close": 0.080000001937151}, {"option": "SPY270115P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 117.76, "last_trade_time": "2026-10-07T15:54:45", "percent_change": 0.0, "prev_day_close": 134.980003356934}, {"option": "SPY270115C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1494, "open_interest": 24493.0, "volume": 62.0, "delta": 0.0052, "gamma": 0.0003, "vega": 0.0575, "theta": -0.0052, "rho": 0.007, "theo": 0.0727, "change": 0.005, "open": 0.08, "high": 0.08, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T14:41:18", "percent_change": 7.69231, "prev_day_close": 0.0749999992549419}, {"option": "SPY270115P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 122.9, "last_trade_time": "2026-10-07T15:29:35", "percent_change": 0.0, "prev_day_close": 139.980003356934}, {"option": "SPY270115C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 4280.0, "volume": 0.0, "delta": 0.0047, "gamma": 0.0003, "vega": 0.053, "theta": -0.0049, "rho": 0.0063, "theo": 0.0669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-09T10:15:08", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY270115P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 267.53, "last_trade_time": "2026-03-30T09:41:53", "percent_change": 0.0, "prev_day_close": 144.980003356934}, {"option": "SPY270115C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 4930.0, "volume": 1.0, "delta": 0.0043, "gamma": 0.0002, "vega": 0.0489, "theta": -0.0046, "rho": 0.0058, "theo": 0.0619, "change": 0.005, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T14:56:51", "percent_change": 9.09091, "prev_day_close": 0.0649999994784594}, {"option": "SPY270115P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 321.1, "last_trade_time": "2025-05-30T10:52:27", "percent_change": 0.0, "prev_day_close": 149.980003356934}, {"option": "SPY270115C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 3508.0, "volume": 2.0, "delta": 0.004, "gamma": 0.0002, "vega": 0.0454, "theta": -0.0043, "rho": 0.0053, "theo": 0.0575, "change": 0.0, "open": 0.06, "high": 0.06, "low": 0.05, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-11T12:31:45", "percent_change": 2.23517e-06, "prev_day_close": 0.0549999997019768}, {"option": "SPY270115P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 279.04, "last_trade_time": "2026-03-30T10:01:01", "percent_change": 0.0, "prev_day_close": 154.975006103516}, {"option": "SPY270115C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1619, "open_interest": 1684.0, "volume": 0.0, "delta": 0.0036, "gamma": 0.0002, "vega": 0.0417, "theta": -0.004, "rho": 0.0048, "theo": 0.0528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-05T15:58:12", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY270115P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.975006103516}, {"option": "SPY270115C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 1914.0, "volume": 0.0, "delta": 0.0034, "gamma": 0.0002, "vega": 0.0393, "theta": -0.0039, "rho": 0.0045, "theo": 0.0502, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-10-29T10:54:59", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY270115P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.975006103516}, {"option": "SPY270115C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.167, "open_interest": 676.0, "volume": 0.0, "delta": 0.0031, "gamma": 0.0002, "vega": 0.0364, "theta": -0.0036, "rho": 0.0041, "theo": 0.0464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T14:25:05", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY270115P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.975006103516}, {"option": "SPY270115C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1711, "open_interest": 1038.0, "volume": 35.0, "delta": 0.0029, "gamma": 0.0002, "vega": 0.034, "theta": -0.0035, "rho": 0.0038, "theo": 0.0436, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:27:06", "percent_change": 14.2857, "prev_day_close": 0.0449999999254942}, {"option": "SPY270115P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.980003356934}, {"option": "SPY270115C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1732, "open_interest": 582.0, "volume": 3.0, "delta": 0.0027, "gamma": 0.0001, "vega": 0.0323, "theta": -0.0034, "rho": 0.0036, "theo": 0.0417, "change": -0.005, "open": 0.04, "high": 0.04, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:49:50", "percent_change": -14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY270115P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.980003356934}, {"option": "SPY270115C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 272.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.03, "theta": -0.0032, "rho": 0.0034, "theo": 0.0388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T10:52:20", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270115P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.975006103516}, {"option": "SPY270115C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 3063.0, "volume": 1.0, "delta": 0.0024, "gamma": 0.0001, "vega": 0.0282, "theta": -0.003, "rho": 0.0031, "theo": 0.0367, "change": 0.005, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T12:20:33", "percent_change": 14.2857, "prev_day_close": 0.034999999217689}, {"option": "SPY270115P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 265.01, "last_trade_time": "2026-02-03T14:11:32", "percent_change": 0.0, "prev_day_close": 189.980003356934}, {"option": "SPY270115C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 448.0, "volume": 0.0, "delta": 0.0022, "gamma": 0.0001, "vega": 0.0266, "theta": -0.0029, "rho": 0.0029, "theo": 0.0348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T12:48:16", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270115P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.975006103516}, {"option": "SPY270115C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 6480.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0254, "theta": -0.0028, "rho": 0.0028, "theo": 0.0335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T13:51:56", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270115P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY270115C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1879, "open_interest": 315.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0001, "vega": 0.024, "theta": -0.0027, "rho": 0.0026, "theo": 0.0318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T12:58:45", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY270115C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 755.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0001, "vega": 0.0225, "theta": -0.0026, "rho": 0.0024, "theo": 0.0298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T11:53:36", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 281.12, "last_trade_time": "2026-01-14T14:59:36", "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY270115C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 4123.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0001, "vega": 0.0213, "theta": -0.0025, "rho": 0.0023, "theo": 0.0284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T12:28:27", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.980003356934}, {"option": "SPY270115C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 2456.0, "volume": 30.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0202, "theta": -0.0024, "rho": 0.0022, "theo": 0.0271, "change": 0.01, "open": 0.02, "high": 0.03, "low": 0.02, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T14:23:19", "percent_change": 50.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.980003356934}, {"option": "SPY270115C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 1077.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0001, "vega": 0.0192, "theta": -0.0023, "rho": 0.002, "theo": 0.0259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T09:53:10", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270115P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.974998474121}, {"option": "SPY270115C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 1974.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0001, "vega": 0.0185, "theta": -0.0022, "rho": 0.002, "theo": 0.0251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T10:12:43", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270115P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.974998474121}, {"option": "SPY270115C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 2719.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0176, "theta": -0.0022, "rho": 0.0019, "theo": 0.024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-10T09:31:31", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 301.21, "last_trade_time": "2026-01-29T16:08:30", "percent_change": 0.0, "prev_day_close": 234.980003356934}, {"option": "SPY270115C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.202, "open_interest": 25784.0, "volume": 70.0, "delta": 0.0014, "gamma": 0.0001, "vega": 0.0167, "theta": -0.0021, "rho": 0.0018, "theo": 0.023, "change": 0.005, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T16:09:33", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 252.16, "last_trade_time": "2026-07-17T13:04:51", "percent_change": 0.0, "prev_day_close": 239.980003356934}, {"option": "SPY270115C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2088, "open_interest": 835.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0001, "vega": 0.0152, "theta": -0.002, "rho": 0.0016, "theo": 0.0211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T10:40:38", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 328.95, "last_trade_time": "2026-02-23T15:54:20", "percent_change": 0.0, "prev_day_close": 249.980003356934}, {"option": "SPY270115C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 2457.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0139, "theta": -0.0018, "rho": 0.0014, "theo": 0.0194, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T09:52:12", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 326.17, "last_trade_time": "2026-01-16T15:57:07", "percent_change": 0.0, "prev_day_close": 259.975006103516}, {"option": "SPY270115C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 1316.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.0127, "theta": -0.0017, "rho": 0.0013, "theo": 0.018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-10-15T09:35:31", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.975006103516}, {"option": "SPY270115C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2219, "open_interest": 2188.0, "volume": 79.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0115, "theta": -0.0016, "rho": 0.0012, "theo": 0.0163, "change": 0.0, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:33:25", "percent_change": 2.23517e-06, "prev_day_close": 0.0149999996647239}, {"option": "SPY270115P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 275.7, "last_trade_time": "2026-09-29T15:47:32", "percent_change": 0.0, "prev_day_close": 279.980010986328}, {"option": "SPY270115C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2282, "open_interest": 3955.0, "volume": 1.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0107, "theta": -0.0015, "rho": 0.0011, "theo": 0.0154, "change": 0.0, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:32:51", "percent_change": 2.23517e-06, "prev_day_close": 0.00999999977648258}, {"option": "SPY270115P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 285.72, "last_trade_time": "2026-09-29T15:47:32", "percent_change": 0.0, "prev_day_close": 289.980010986328}, {"option": "SPY270115C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2344, "open_interest": 4833.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0099, "theta": -0.0014, "rho": 0.001, "theo": 0.0143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:26:39", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270115P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 299.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.975006103516}, {"option": "SPY270115C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2406, "open_interest": 779.0, "volume": 5.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0091, "theta": -0.0014, "rho": 0.0009, "theo": 0.0133, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T14:57:39", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.975006103516}, {"option": "SPY270115C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2353, "open_interest": 6919.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0084, "theta": -0.0013, "rho": 0.0008, "theo": 0.0125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:56:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.975006103516}, {"option": "SPY270115C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2411, "open_interest": 2405.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0078, "theta": -0.0012, "rho": 0.0008, "theo": 0.0116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:56:55", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.975006103516}, {"option": "SPY270115C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2468, "open_interest": 795.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0073, "theta": -0.0011, "rho": 0.0007, "theo": 0.0109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:11:40", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.975006103516}, {"option": "SPY270115C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2524, "open_interest": 205.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0068, "theta": -0.0011, "rho": 0.0007, "theo": 0.0102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-09-22T14:17:16", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.980010986328}, {"option": "SPY270115C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.258, "open_interest": 176.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0063, "theta": -0.001, "rho": 0.0006, "theo": 0.0096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-15T13:43:34", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.975006103516}, {"option": "SPY270115C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2636, "open_interest": 215.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0059, "theta": -0.001, "rho": 0.0006, "theo": 0.009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-02T09:30:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.975006103516}, {"option": "SPY270115C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2691, "open_interest": 504.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0055, "theta": -0.0009, "rho": 0.0005, "theo": 0.0085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-16T14:54:11", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 379.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.975006103516}, {"option": "SPY270115C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2745, "open_interest": 861.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0052, "theta": -0.0009, "rho": 0.0005, "theo": 0.008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-09-30T13:10:35", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 456.55, "last_trade_time": "2026-01-15T14:41:18", "percent_change": 0.0, "prev_day_close": 389.975006103516}, {"option": "SPY270115C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2798, "open_interest": 1863.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0048, "theta": -0.0008, "rho": 0.0005, "theo": 0.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-28T14:41:37", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.975006103516}, {"option": "SPY270115C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2852, "open_interest": 1568.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0046, "theta": -0.0008, "rho": 0.0004, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-28T14:42:23", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.975006103516}, {"option": "SPY270115C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2904, "open_interest": 1091.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0043, "theta": -0.0008, "rho": 0.0004, "theo": 0.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-10-23T09:47:12", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.975006103516}, {"option": "SPY270115C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2956, "open_interest": 407.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.004, "theta": -0.0007, "rho": 0.0004, "theo": 0.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-15T13:32:49", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.975006103516}, {"option": "SPY270115C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3008, "open_interest": 3035.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0037, "theta": -0.0007, "rho": 0.0004, "theo": 0.0059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T12:48:36", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 439.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 461.57, "last_trade_time": "2026-05-12T15:54:39", "percent_change": 0.0, "prev_day_close": 439.975006103516}, {"option": "SPY270115C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3059, "open_interest": 1202.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0035, "theta": -0.0006, "rho": 0.0003, "theo": 0.0056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-09-28T09:43:15", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 471.59, "last_trade_time": "2026-05-12T15:54:39", "percent_change": 0.0, "prev_day_close": 449.975006103516}, {"option": "SPY270115C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3109, "open_interest": 3392.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0033, "theta": -0.0006, "rho": 0.0003, "theo": 0.0053, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T13:47:19", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 459.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 478.48, "last_trade_time": "2026-05-11T12:51:59", "percent_change": 0.0, "prev_day_close": 459.980010986328}, {"option": "SPY270115C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3159, "open_interest": 4049.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0031, "theta": -0.0006, "rho": 0.0003, "theo": 0.0051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-31T09:36:08", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.980010986328}, {"option": "SPY270115C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3209, "open_interest": 225.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.003, "theta": -0.0006, "rho": 0.0003, "theo": 0.005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-23T13:36:34", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.970001220703}, {"option": "SPY270115C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3258, "open_interest": 509.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0029, "theta": -0.0006, "rho": 0.0003, "theo": 0.0047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-24T15:29:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.970001220703}, {"option": "SPY270115C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3307, "open_interest": 243.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0027, "theta": -0.0005, "rho": 0.0002, "theo": 0.0045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-24T15:29:09", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.970001220703}, {"option": "SPY270115C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3355, "open_interest": 321.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0026, "theta": -0.0005, "rho": 0.0002, "theo": 0.0043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-09-10T12:06:33", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 509.970001220703}, {"option": "SPY270115C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3403, "open_interest": 1704.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0025, "theta": -0.0005, "rho": 0.0002, "theo": 0.0041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T14:13:54", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.970001220703}, {"option": "SPY270115C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.345, "open_interest": 3502.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0024, "theta": -0.0005, "rho": 0.0002, "theo": 0.0039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-09-28T09:30:01", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.970001220703}, {"option": "SPY270115C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3497, "open_interest": 1405.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0022, "theta": -0.0005, "rho": 0.0002, "theo": 0.0038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-26T09:56:28", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 539.970001220703}, {"option": "SPY270115C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3543, "open_interest": 519.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0021, "theta": -0.0004, "rho": 0.0002, "theo": 0.0036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-09-08T09:30:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.970001220703}, {"option": "SPY270115C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3589, "open_interest": 154.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.002, "theta": -0.0004, "rho": 0.0002, "theo": 0.0035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-28T09:51:58", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.970001220703}, {"option": "SPY270115C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3635, "open_interest": 2392.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0019, "theta": -0.0004, "rho": 0.0002, "theo": 0.0033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-31T09:58:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 569.970001220703}, {"option": "SPY270115C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.368, "open_interest": 1647.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0018, "theta": -0.0004, "rho": 0.0002, "theo": 0.0032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-28T09:32:24", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 579.970001220703}, {"option": "SPY270115C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3725, "open_interest": 26.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0018, "theta": -0.0004, "rho": 0.0002, "theo": 0.0031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-19T09:33:27", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.970001220703}, {"option": "SPY270115C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.377, "open_interest": 22.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0017, "theta": -0.0004, "rho": 0.0001, "theo": 0.0029, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-14T09:48:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.970001220703}, {"option": "SPY270115C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3814, "open_interest": 60.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0016, "theta": -0.0004, "rho": 0.0001, "theo": 0.0028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-17T09:32:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.970001220703}, {"option": "SPY270115C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3858, "open_interest": 722.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0016, "theta": -0.0004, "rho": 0.0001, "theo": 0.0027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-13T09:42:03", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.980010986328}, {"option": "SPY270115C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3901, "open_interest": 4.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0015, "theta": -0.0003, "rho": 0.0001, "theo": 0.0026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-10-05T09:55:45", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.980010986328}, {"option": "SPY270115C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3944, "open_interest": 6.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0014, "theta": -0.0003, "rho": 0.0001, "theo": 0.0025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-13T10:12:31", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.980010986328}, {"option": "SPY270115C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3987, "open_interest": 10.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0014, "theta": -0.0003, "rho": 0.0001, "theo": 0.0025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-13T10:13:11", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.980010986328}, {"option": "SPY270115C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4029, "open_interest": 36.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0013, "theta": -0.0003, "rho": 0.0001, "theo": 0.0024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-08-04T12:54:06", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.980010986328}, {"option": "SPY270115C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4071, "open_interest": 23.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0013, "theta": -0.0003, "rho": 0.0001, "theo": 0.0023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-04T14:07:48", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.980010986328}, {"option": "SPY270115C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4113, "open_interest": 77.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0012, "theta": -0.0003, "rho": 0.0001, "theo": 0.0022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-08T15:14:30", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.980010986328}, {"option": "SPY270115C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4154, "open_interest": 19.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0012, "theta": -0.0003, "rho": 0.0001, "theo": 0.0021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-03T13:23:46", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.975006103516}, {"option": "SPY270115C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4195, "open_interest": 24.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0011, "theta": -0.0003, "rho": 0.0001, "theo": 0.0021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-04T15:56:31", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.975006103516}, {"option": "SPY270115C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4236, "open_interest": 112.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0011, "theta": -0.0003, "rho": 0.0001, "theo": 0.002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-08-06T10:16:04", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 701.57, "last_trade_time": "2026-09-28T09:37:49", "percent_change": 0.0, "prev_day_close": 709.975006103516}, {"option": "SPY270115C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4276, "open_interest": 364.0, "volume": 0.0, "delta": 0.0001, "gamma": 0.0, "vega": 0.0011, "theta": -0.0003, "rho": 0.0001, "theo": 0.0019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T14:10:56", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270115P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0891, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 720.61, "last_trade_time": "2026-06-02T15:04:56", "percent_change": 0.0, "prev_day_close": 719.970001220703}, {"option": "SPY270129C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3933, "open_interest": 10.0, "volume": 0.0, "delta": 0.9885, "gamma": 0.0002, "vega": 0.1063, "theta": -0.0012, "rho": 1.0469, "theo": 278.4717, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 292.32, "last_trade_time": "2026-09-30T11:54:25", "percent_change": 0.0, "prev_day_close": 278.379989624023}, {"option": "SPY270129P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4497, "open_interest": 1281.0, "volume": 13.0, "delta": -0.0112, "gamma": 0.0002, "vega": 0.1069, "theta": -0.0285, "rho": -0.0188, "theo": 0.6262, "change": -0.22, "open": 0.71, "high": 0.71, "low": 0.61, "tick": "up", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T15:53:03", "percent_change": -25.8824, "prev_day_close": 0.625}, {"option": "SPY270129C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3934, "open_interest": 28.0, "volume": 0.0, "delta": 0.9879, "gamma": 0.0002, "vega": 0.1115, "theta": -0.0027, "rho": 1.0568, "theo": 273.5524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 283.91, "last_trade_time": "2026-10-29T11:10:34", "percent_change": 0.0, "prev_day_close": 273.460006713867}, {"option": "SPY270129P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4424, "open_interest": 1096.0, "volume": 12.0, "delta": -0.0119, "gamma": 0.0002, "vega": 0.112, "theta": -0.0294, "rho": -0.0199, "theo": 0.6558, "change": -0.205, "open": 0.68, "high": 0.68, "low": 0.68, "tick": "no_change", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T14:11:21", "percent_change": -23.1638, "prev_day_close": 0.655000001192093}, {"option": "SPY270129C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3909, "open_interest": 71.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0002, "vega": 0.1168, "theta": -0.0041, "rho": 1.0666, "theo": 268.6342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 281.69, "last_trade_time": "2026-09-21T10:49:58", "percent_change": 0.0, "prev_day_close": 268.529998779297}, {"option": "SPY270129P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4363, "open_interest": 339.0, "volume": 29.0, "delta": -0.0125, "gamma": 0.0002, "vega": 0.1172, "theta": -0.0304, "rho": -0.021, "theo": 0.6857, "change": -0.245, "open": 0.7, "high": 0.7, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T13:18:42", "percent_change": -26.4865, "prev_day_close": 0.685000002384186}, {"option": "SPY270129C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.384, "open_interest": 17.0, "volume": 0.0, "delta": 0.9865, "gamma": 0.0002, "vega": 0.1223, "theta": -0.0056, "rho": 1.0764, "theo": 263.7172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 252.8, "last_trade_time": "2026-11-09T10:16:17", "percent_change": 0.0, "prev_day_close": 263.584991455078}, {"option": "SPY270129P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4298, "open_interest": 730.0, "volume": 3.0, "delta": -0.0132, "gamma": 0.0002, "vega": 0.1229, "theta": -0.0314, "rho": -0.0221, "theo": 0.7178, "change": -0.245, "open": 0.72, "high": 0.72, "low": 0.72, "tick": "down", "last_trade_price": 0.72, "last_trade_time": "2026-11-11T12:47:24", "percent_change": -25.3886, "prev_day_close": 0.715000003576279}, {"option": "SPY270129C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3855, "open_interest": 2.0, "volume": 0.0, "delta": 0.9858, "gamma": 0.0002, "vega": 0.128, "theta": -0.0071, "rho": 1.0861, "theo": 258.8014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 272.49, "last_trade_time": "2026-08-28T12:41:53", "percent_change": 0.0, "prev_day_close": 258.699996948242}, {"option": "SPY270129P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4244, "open_interest": 628.0, "volume": 0.0, "delta": -0.0139, "gamma": 0.0002, "vega": 0.1285, "theta": -0.0324, "rho": -0.0233, "theo": 0.75, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.98, "last_trade_time": "2026-11-09T15:29:01", "percent_change": 0.0, "prev_day_close": 0.745000004768372}, {"option": "SPY270129C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3802, "open_interest": 0.0, "volume": 0.0, "delta": 0.9851, "gamma": 0.0002, "vega": 0.134, "theta": -0.0086, "rho": 1.0957, "theo": 253.8868, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 253.815002441406}, {"option": "SPY270129P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4176, "open_interest": 367.0, "volume": 0.0, "delta": -0.0147, "gamma": 0.0002, "vega": 0.1344, "theta": -0.0334, "rho": -0.0245, "theo": 0.7824, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.19, "last_trade_time": "2026-11-10T13:02:43", "percent_change": 0.0, "prev_day_close": 0.774999976158142}, {"option": "SPY270129C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.376, "open_interest": 0.0, "volume": 0.0, "delta": 0.9843, "gamma": 0.0003, "vega": 0.1402, "theta": -0.0102, "rho": 1.1054, "theo": 248.9736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 248.875}, {"option": "SPY270129P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4115, "open_interest": 406.0, "volume": 0.0, "delta": -0.0155, "gamma": 0.0003, "vega": 0.1412, "theta": -0.0346, "rho": -0.0259, "theo": 0.8198, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.22, "last_trade_time": "2026-11-10T13:01:22", "percent_change": 0.0, "prev_day_close": 0.814999997615814}, {"option": "SPY270129C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3741, "open_interest": 29.0, "volume": 0.0, "delta": 0.9834, "gamma": 0.0003, "vega": 0.1467, "theta": -0.0117, "rho": 1.1149, "theo": 244.0619, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 256.79, "last_trade_time": "2026-10-20T10:27:57", "percent_change": 0.0, "prev_day_close": 243.959999084473}, {"option": "SPY270129P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4052, "open_interest": 505.0, "volume": 17.0, "delta": -0.0163, "gamma": 0.0003, "vega": 0.148, "theta": -0.0356, "rho": -0.0272, "theo": 0.8564, "change": -0.275, "open": 0.93, "high": 0.97, "low": 0.87, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-11-11T14:43:37", "percent_change": -24.0175, "prev_day_close": 0.849999994039536}, {"option": "SPY270129C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3677, "open_interest": 32.0, "volume": 0.0, "delta": 0.9826, "gamma": 0.0003, "vega": 0.1536, "theta": -0.0133, "rho": 1.1243, "theo": 239.1516, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 248.85, "last_trade_time": "2026-10-19T10:13:32", "percent_change": 0.0, "prev_day_close": 239.084999084473}, {"option": "SPY270129P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.399, "open_interest": 588.0, "volume": 8.0, "delta": -0.0172, "gamma": 0.0003, "vega": 0.1547, "theta": -0.0367, "rho": -0.0286, "theo": 0.8932, "change": -0.245, "open": 0.94, "high": 0.95, "low": 0.94, "tick": "up", "last_trade_price": 0.95, "last_trade_time": "2026-11-11T11:09:33", "percent_change": -20.5021, "prev_day_close": 0.884999990463257}, {"option": "SPY270129C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3631, "open_interest": 0.0, "volume": 0.0, "delta": 0.9816, "gamma": 0.0003, "vega": 0.1608, "theta": -0.0149, "rho": 1.1337, "theo": 234.243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 236.63, "last_trade_time": "2026-09-16T10:31:41", "percent_change": 0.0, "prev_day_close": 234.110000610352}, {"option": "SPY270129P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3928, "open_interest": 485.0, "volume": 7.0, "delta": -0.0181, "gamma": 0.0003, "vega": 0.1616, "theta": -0.0378, "rho": -0.0302, "theo": 0.9336, "change": -0.32, "open": 1.07, "high": 1.07, "low": 0.93, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T15:00:16", "percent_change": -25.6, "prev_day_close": 0.925000011920929}, {"option": "SPY270129C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3617, "open_interest": 0.0, "volume": 0.0, "delta": 0.9806, "gamma": 0.0003, "vega": 0.1683, "theta": -0.0165, "rho": 1.1429, "theo": 229.3363, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.235000610352}, {"option": "SPY270129P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3868, "open_interest": 86.0, "volume": 25.0, "delta": -0.0191, "gamma": 0.0003, "vega": 0.1692, "theta": -0.0391, "rho": -0.0318, "theo": 0.9773, "change": -0.315, "open": 0.99, "high": 0.99, "low": 0.99, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T12:52:08", "percent_change": -24.1379, "prev_day_close": 0.969999998807907}, {"option": "SPY270129C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3553, "open_interest": 1.0, "volume": 0.0, "delta": 0.9796, "gamma": 0.0004, "vega": 0.1762, "theta": -0.0182, "rho": 1.152, "theo": 224.4315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 233.26, "last_trade_time": "2026-08-20T15:20:54", "percent_change": 0.0, "prev_day_close": 224.335006713867}, {"option": "SPY270129P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3809, "open_interest": 174.0, "volume": 18.0, "delta": -0.0202, "gamma": 0.0004, "vega": 0.1771, "theta": -0.0403, "rho": -0.0335, "theo": 1.0218, "change": -0.355, "open": 1.13, "high": 1.13, "low": 1.01, "tick": "no_change", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T13:23:04", "percent_change": -26.0073, "prev_day_close": 1.01499998569489}, {"option": "SPY270129C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3522, "open_interest": 0.0, "volume": 0.0, "delta": 0.9785, "gamma": 0.0004, "vega": 0.1844, "theta": -0.0199, "rho": 1.1611, "theo": 219.5288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.459999084473}, {"option": "SPY270129P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3744, "open_interest": 426.0, "volume": 10.0, "delta": -0.0213, "gamma": 0.0004, "vega": 0.1853, "theta": -0.0415, "rho": -0.0353, "theo": 1.0681, "change": -0.345, "open": 1.15, "high": 1.15, "low": 1.06, "tick": "no_change", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T14:06:59", "percent_change": -24.2105, "prev_day_close": 1.06000000238419}, {"option": "SPY270129C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3473, "open_interest": 5.0, "volume": 0.0, "delta": 0.9773, "gamma": 0.0004, "vega": 0.1929, "theta": -0.0216, "rho": 1.17, "theo": 214.6284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 218.39, "last_trade_time": "2026-09-18T10:46:01", "percent_change": 0.0, "prev_day_close": 214.529998779297}, {"option": "SPY270129P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3683, "open_interest": 319.0, "volume": 11.0, "delta": -0.0225, "gamma": 0.0004, "vega": 0.1937, "theta": -0.0427, "rho": -0.0372, "theo": 1.1141, "change": -0.39, "open": 1.24, "high": 1.24, "low": 1.1, "tick": "no_change", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T15:36:03", "percent_change": -26.1745, "prev_day_close": 1.11000001430511}, {"option": "SPY270129C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3382, "open_interest": 1.0, "volume": 0.0, "delta": 0.9761, "gamma": 0.0004, "vega": 0.2018, "theta": -0.0234, "rho": 1.1788, "theo": 209.7305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 222.35, "last_trade_time": "2026-10-28T15:49:23", "percent_change": 0.0, "prev_day_close": 209.774993896484}, {"option": "SPY270129P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3624, "open_interest": 262.0, "volume": 24.0, "delta": -0.0237, "gamma": 0.0004, "vega": 0.2031, "theta": -0.044, "rho": -0.0393, "theo": 1.1668, "change": -0.34, "open": 1.22, "high": 1.22, "low": 1.22, "tick": "down", "last_trade_price": 1.22, "last_trade_time": "2026-11-11T11:02:26", "percent_change": -21.7949, "prev_day_close": 1.1599999666214}, {"option": "SPY270129C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3353, "open_interest": 11.0, "volume": 0.0, "delta": 0.9748, "gamma": 0.0005, "vega": 0.2112, "theta": -0.0251, "rho": 1.1875, "theo": 204.8352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 184.27, "last_trade_time": "2026-11-05T13:00:01", "percent_change": 0.0, "prev_day_close": 204.764999389648}, {"option": "SPY270129P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3567, "open_interest": 156.0, "volume": 23.0, "delta": -0.0251, "gamma": 0.0005, "vega": 0.2132, "theta": -0.0454, "rho": -0.0414, "theo": 1.2204, "change": -0.36, "open": 1.27, "high": 1.27, "low": 1.27, "tick": "down", "last_trade_price": 1.27, "last_trade_time": "2026-11-11T11:01:30", "percent_change": -22.0859, "prev_day_close": 1.2150000333786}, {"option": "SPY270129C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3294, "open_interest": 1.0, "volume": 0.0, "delta": 0.9734, "gamma": 0.0005, "vega": 0.2212, "theta": -0.027, "rho": 1.1961, "theo": 199.9428, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 221.87, "last_trade_time": "2026-08-14T15:39:00", "percent_change": 0.0, "prev_day_close": 199.849998474121}, {"option": "SPY270129P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3504, "open_interest": 248.0, "volume": 31.0, "delta": -0.0265, "gamma": 0.0005, "vega": 0.2234, "theta": -0.0468, "rho": -0.0438, "theo": 1.2779, "change": -0.43, "open": 1.38, "high": 1.38, "low": 1.28, "tick": "down", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T14:54:06", "percent_change": -25.1462, "prev_day_close": 1.26999998092651}, {"option": "SPY270129C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.328, "open_interest": 5.0, "volume": 0.0, "delta": 0.9719, "gamma": 0.0005, "vega": 0.2317, "theta": -0.0288, "rho": 1.2044, "theo": 195.0535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 176.78, "last_trade_time": "2026-11-05T12:37:35", "percent_change": 0.0, "prev_day_close": 194.964996337891}, {"option": "SPY270129P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3444, "open_interest": 192.0, "volume": 4.0, "delta": -0.028, "gamma": 0.0005, "vega": 0.2334, "theta": -0.0481, "rho": -0.0462, "theo": 1.3353, "change": -0.39, "open": 1.53, "high": 1.53, "low": 1.4, "tick": "down", "last_trade_price": 1.4, "last_trade_time": "2026-11-11T12:12:00", "percent_change": -21.7877, "prev_day_close": 1.33500003814697}, {"option": "SPY270129C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3216, "open_interest": 2.0, "volume": 0.0, "delta": 0.9703, "gamma": 0.0006, "vega": 0.2429, "theta": -0.0308, "rho": 1.2126, "theo": 190.1677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 201.49, "last_trade_time": "2026-08-31T09:54:22", "percent_change": 0.0, "prev_day_close": 190.130004882812}, {"option": "SPY270129P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3384, "open_interest": 318.0, "volume": 1.0, "delta": -0.0296, "gamma": 0.0006, "vega": 0.2446, "theta": -0.0497, "rho": -0.0488, "theo": 1.4014, "change": -0.33, "open": 1.55, "high": 1.55, "low": 1.55, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-11T09:30:04", "percent_change": -17.5532, "prev_day_close": 1.39999997615814}, {"option": "SPY270129C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.316, "open_interest": 3.0, "volume": 0.0, "delta": 0.9686, "gamma": 0.0006, "vega": 0.2547, "theta": -0.0327, "rho": 1.2205, "theo": 185.2859, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 170.96, "last_trade_time": "2026-11-05T11:14:55", "percent_change": 0.0, "prev_day_close": 185.275001525879}, {"option": "SPY270129P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3326, "open_interest": 262.0, "volume": 6.0, "delta": -0.0314, "gamma": 0.0006, "vega": 0.2562, "theta": -0.0512, "rho": -0.0514, "theo": 1.4682, "change": -0.48, "open": 1.54, "high": 1.54, "low": 1.46, "tick": "up", "last_trade_price": 1.49, "last_trade_time": "2026-11-11T15:56:36", "percent_change": -24.3655, "prev_day_close": 1.47000002861023}, {"option": "SPY270129C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3115, "open_interest": 0.0, "volume": 0.0, "delta": 0.9668, "gamma": 0.0006, "vega": 0.267, "theta": -0.0348, "rho": 1.2283, "theo": 180.4082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.319999694824}, {"option": "SPY270129P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3265, "open_interest": 118.0, "volume": 4.0, "delta": -0.0332, "gamma": 0.0006, "vega": 0.2684, "theta": -0.0527, "rho": -0.0544, "theo": 1.5377, "change": -0.44, "open": 1.62, "high": 1.63, "low": 1.62, "tick": "up", "last_trade_price": 1.63, "last_trade_time": "2026-11-11T10:43:45", "percent_change": -21.256, "prev_day_close": 1.53999996185303}, {"option": "SPY270129C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.307, "open_interest": 1.0, "volume": 0.0, "delta": 0.9648, "gamma": 0.0007, "vega": 0.2799, "theta": -0.0368, "rho": 1.2358, "theo": 175.5352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 199.5, "last_trade_time": "2026-10-06T11:29:07", "percent_change": 0.0, "prev_day_close": 175.559997558594}, {"option": "SPY270129P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3208, "open_interest": 837.0, "volume": 9.0, "delta": -0.0352, "gamma": 0.0007, "vega": 0.2817, "theta": -0.0543, "rho": -0.0577, "theo": 1.6138, "change": -0.56, "open": 1.74, "high": 1.74, "low": 1.62, "tick": "down", "last_trade_price": 1.62, "last_trade_time": "2026-11-11T15:00:16", "percent_change": -25.6881, "prev_day_close": 1.62000000476837}, {"option": "SPY270129C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3016, "open_interest": 8.0, "volume": 0.0, "delta": 0.9627, "gamma": 0.0007, "vega": 0.2935, "theta": -0.039, "rho": 1.2432, "theo": 170.6673, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 187.26, "last_trade_time": "2026-10-08T12:50:23", "percent_change": 0.0, "prev_day_close": 170.580001831055}, {"option": "SPY270129P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.315, "open_interest": 441.0, "volume": 20.0, "delta": -0.0373, "gamma": 0.0007, "vega": 0.2962, "theta": -0.056, "rho": -0.061, "theo": 1.6951, "change": -0.56, "open": 1.73, "high": 1.73, "low": 1.73, "tick": "down", "last_trade_price": 1.73, "last_trade_time": "2026-11-11T12:52:08", "percent_change": -24.4541, "prev_day_close": 1.70000004768372}, {"option": "SPY270129C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2974, "open_interest": 22.0, "volume": 0.0, "delta": 0.9604, "gamma": 0.0008, "vega": 0.308, "theta": -0.0412, "rho": 1.2502, "theo": 165.8048, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 171.58, "last_trade_time": "2026-11-04T10:51:14", "percent_change": 0.0, "prev_day_close": 165.725006103516}, {"option": "SPY270129P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3094, "open_interest": 728.0, "volume": 8.0, "delta": -0.0396, "gamma": 0.0008, "vega": 0.3113, "theta": -0.0579, "rho": -0.0648, "theo": 1.7843, "change": -0.59, "open": 2.06, "high": 2.06, "low": 1.77, "tick": "no_change", "last_trade_price": 1.82, "last_trade_time": "2026-11-11T14:15:11", "percent_change": -24.4813, "prev_day_close": 1.78999996185303}, {"option": "SPY270129C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2925, "open_interest": 1.0, "volume": 0.0, "delta": 0.958, "gamma": 0.0008, "vega": 0.3234, "theta": -0.0435, "rho": 1.257, "theo": 160.9484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 154.35, "last_trade_time": "2026-07-28T15:19:10", "percent_change": 0.0, "prev_day_close": 160.88500213623}, {"option": "SPY270129P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3035, "open_interest": 21653.0, "volume": 18.0, "delta": -0.0421, "gamma": 0.0008, "vega": 0.3265, "theta": -0.0597, "rho": -0.0688, "theo": 1.8789, "change": -0.64, "open": 1.88, "high": 1.9, "low": 1.88, "tick": "no_change", "last_trade_price": 1.9, "last_trade_time": "2026-11-11T15:59:57", "percent_change": -25.1968, "prev_day_close": 1.87999999523163}, {"option": "SPY270129C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2882, "open_interest": 18.0, "volume": 0.0, "delta": 0.9554, "gamma": 0.0009, "vega": 0.34, "theta": -0.0458, "rho": 1.2633, "theo": 156.0987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 162.98, "last_trade_time": "2026-09-09T12:08:35", "percent_change": 0.0, "prev_day_close": 156.024993896484}, {"option": "SPY270129P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2978, "open_interest": 439.0, "volume": 5.0, "delta": -0.0448, "gamma": 0.0009, "vega": 0.3427, "theta": -0.0616, "rho": -0.0729, "theo": 1.9794, "change": -0.7, "open": 2.28, "high": 2.28, "low": 1.98, "tick": "down", "last_trade_price": 1.98, "last_trade_time": "2026-11-11T13:32:32", "percent_change": -26.1194, "prev_day_close": 1.98000001907349}, {"option": "SPY270129C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2856, "open_interest": 5.0, "volume": 0.0, "delta": 0.9525, "gamma": 0.001, "vega": 0.3575, "theta": -0.0483, "rho": 1.2693, "theo": 151.2566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 158.82, "last_trade_time": "2026-10-26T12:39:16", "percent_change": 0.0, "prev_day_close": 151.095001220703}, {"option": "SPY270129P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2921, "open_interest": 551.0, "volume": 73.0, "delta": -0.0477, "gamma": 0.001, "vega": 0.36, "theta": -0.0636, "rho": -0.0774, "theo": 2.0874, "change": -0.75, "open": 2.28, "high": 2.28, "low": 2.09, "tick": "down", "last_trade_price": 2.09, "last_trade_time": "2026-11-11T14:54:19", "percent_change": -26.4084, "prev_day_close": 2.08999991416931}, {"option": "SPY270129C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2812, "open_interest": 14.0, "volume": 0.0, "delta": 0.9494, "gamma": 0.001, "vega": 0.3758, "theta": -0.0508, "rho": 1.2748, "theo": 146.4179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 134.93, "last_trade_time": "2026-11-10T09:31:54", "percent_change": 0.0, "prev_day_close": 146.375}, {"option": "SPY270129P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2865, "open_interest": 562.0, "volume": 70.0, "delta": -0.0508, "gamma": 0.001, "vega": 0.3785, "theta": -0.0657, "rho": -0.0824, "theo": 2.2024, "change": -0.79, "open": 2.43, "high": 2.43, "low": 2.18, "tick": "no_change", "last_trade_price": 2.21, "last_trade_time": "2026-11-11T16:05:37", "percent_change": -26.3333, "prev_day_close": 2.20500004291534}, {"option": "SPY270129C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2759, "open_interest": 0.0, "volume": 0.0, "delta": 0.9461, "gamma": 0.0011, "vega": 0.3951, "theta": -0.0534, "rho": 1.28, "theo": 141.5931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 141.465003967285}, {"option": "SPY270129P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2807, "open_interest": 287.0, "volume": 208.0, "delta": -0.0542, "gamma": 0.0011, "vega": 0.3991, "theta": -0.0678, "rho": -0.0877, "theo": 2.3259, "change": -0.86, "open": 2.6, "high": 2.64, "low": 2.32, "tick": "down", "last_trade_price": 2.32, "last_trade_time": "2026-11-11T15:32:01", "percent_change": -27.044, "prev_day_close": 2.33499991893768}, {"option": "SPY270129C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2699, "open_interest": 2.0, "volume": 0.0, "delta": 0.9425, "gamma": 0.0012, "vega": 0.4157, "theta": -0.056, "rho": 1.2847, "theo": 136.7782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 120.26, "last_trade_time": "2026-11-05T12:12:11", "percent_change": 0.0, "prev_day_close": 136.649993896484}, {"option": "SPY270129P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2754, "open_interest": 486.0, "volume": 18.0, "delta": -0.0578, "gamma": 0.0012, "vega": 0.4206, "theta": -0.0702, "rho": -0.0937, "theo": 2.4634, "change": -0.92, "open": 2.71, "high": 2.71, "low": 2.45, "tick": "down", "last_trade_price": 2.45, "last_trade_time": "2026-11-11T15:03:56", "percent_change": -27.2997, "prev_day_close": 2.47500002384186}, {"option": "SPY270129C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2652, "open_interest": 0.0, "volume": 0.0, "delta": 0.9386, "gamma": 0.0013, "vega": 0.4378, "theta": -0.0588, "rho": 1.2889, "theo": 131.9741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 131.845001220703}, {"option": "SPY270129P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2699, "open_interest": 452.0, "volume": 1.0, "delta": -0.0618, "gamma": 0.0013, "vega": 0.4422, "theta": -0.0725, "rho": -0.0998, "theo": 2.611, "change": -0.635, "open": 2.94, "high": 2.94, "low": 2.94, "tick": "down", "last_trade_price": 2.94, "last_trade_time": "2026-11-11T10:16:28", "percent_change": -17.7622, "prev_day_close": 2.625}, {"option": "SPY270129C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2609, "open_interest": 21.0, "volume": 0.0, "delta": 0.9344, "gamma": 0.0014, "vega": 0.4614, "theta": -0.0617, "rho": 1.2924, "theo": 127.182, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 135.57, "last_trade_time": "2026-11-04T15:00:35", "percent_change": 0.0, "prev_day_close": 127.059997558594}, {"option": "SPY270129P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2645, "open_interest": 2371.0, "volume": 22.0, "delta": -0.0662, "gamma": 0.0014, "vega": 0.4651, "theta": -0.075, "rho": -0.1063, "theo": 2.7706, "change": -1.005, "open": 3.15, "high": 3.15, "low": 2.74, "tick": "up", "last_trade_price": 2.8, "last_trade_time": "2026-11-11T14:40:47", "percent_change": -26.4126, "prev_day_close": 2.7849999666214}, {"option": "SPY270129C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2553, "open_interest": 21.0, "volume": 0.0, "delta": 0.9297, "gamma": 0.0015, "vega": 0.4863, "theta": -0.0646, "rho": 1.2952, "theo": 122.4034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 109.93, "last_trade_time": "2026-11-05T11:13:17", "percent_change": 0.0, "prev_day_close": 122.28999710083}, {"option": "SPY270129P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2588, "open_interest": 688.0, "volume": 1.0, "delta": -0.071, "gamma": 0.0015, "vega": 0.4904, "theta": -0.0775, "rho": -0.1137, "theo": 2.9414, "change": -1.095, "open": 2.96, "high": 2.96, "low": 2.96, "tick": "down", "last_trade_price": 2.96, "last_trade_time": "2026-11-11T13:19:01", "percent_change": -27.0037, "prev_day_close": 2.95500004291534}, {"option": "SPY270129C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2501, "open_interest": 17.0, "volume": 0.0, "delta": 0.9247, "gamma": 0.0016, "vega": 0.5124, "theta": -0.0677, "rho": 1.2973, "theo": 117.6396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 116.5, "last_trade_time": "2026-10-30T16:01:21", "percent_change": 0.0, "prev_day_close": 117.545001983643}, {"option": "SPY270129P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2537, "open_interest": 1036.0, "volume": 44.0, "delta": -0.0761, "gamma": 0.0016, "vega": 0.5175, "theta": -0.0802, "rho": -0.1217, "theo": 3.1309, "change": -1.18, "open": 3.4, "high": 3.6, "low": 3.1, "tick": "up", "last_trade_price": 3.14, "last_trade_time": "2026-11-11T15:52:50", "percent_change": -27.3148, "prev_day_close": 3.1450001001358}, {"option": "SPY270129C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 16.0, "volume": 0.0, "delta": 0.9192, "gamma": 0.0017, "vega": 0.54, "theta": -0.0708, "rho": 1.2987, "theo": 112.8918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 119.96, "last_trade_time": "2026-09-16T12:13:14", "percent_change": 0.0, "prev_day_close": 112.790000915527}, {"option": "SPY270129P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2484, "open_interest": 443.0, "volume": 4.0, "delta": -0.0817, "gamma": 0.0017, "vega": 0.5473, "theta": -0.083, "rho": -0.1307, "theo": 3.3374, "change": -0.82, "open": 3.79, "high": 3.9, "low": 3.79, "tick": "down", "last_trade_price": 3.79, "last_trade_time": "2026-11-11T10:20:50", "percent_change": -17.7874, "prev_day_close": 3.3549998998642}, {"option": "SPY270129C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2407, "open_interest": 30.0, "volume": 0.0, "delta": 0.9132, "gamma": 0.0018, "vega": 0.5695, "theta": -0.0741, "rho": 1.2993, "theo": 108.1615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.55, "last_trade_time": "2026-11-05T11:10:34", "percent_change": 0.0, "prev_day_close": 108.045001983643}, {"option": "SPY270129P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2432, "open_interest": 486.0, "volume": 33.0, "delta": -0.0878, "gamma": 0.0019, "vega": 0.576, "theta": -0.0859, "rho": -0.1399, "theo": 3.5601, "change": -1.34, "open": 3.8, "high": 3.8, "low": 3.55, "tick": "down", "last_trade_price": 3.58, "last_trade_time": "2026-11-11T16:00:07", "percent_change": -27.2358, "prev_day_close": 3.58499991893768}, {"option": "SPY270129C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 5.0, "volume": 0.0, "delta": 0.9067, "gamma": 0.002, "vega": 0.601, "theta": -0.0774, "rho": 1.2988, "theo": 103.4557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 115.08, "last_trade_time": "2026-10-20T15:31:11", "percent_change": 0.0, "prev_day_close": 103.420001983643}, {"option": "SPY270129P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.238, "open_interest": 374.0, "volume": 1.0, "delta": -0.0945, "gamma": 0.002, "vega": 0.6066, "theta": -0.0888, "rho": -0.1494, "theo": 3.8037, "change": -1.24, "open": 4.03, "high": 4.03, "low": 4.03, "tick": "down", "last_trade_price": 4.03, "last_trade_time": "2026-11-11T11:30:40", "percent_change": -23.5294, "prev_day_close": 3.82999992370606}, {"option": "SPY270129C00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2329, "open_interest": 0.0, "volume": 0.0, "delta": 0.9025, "gamma": 0.0021, "vega": 0.6208, "theta": -0.0794, "rho": 1.2979, "theo": 100.6396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 100.579998016357}, {"option": "SPY270129P00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2347, "open_interest": 65.0, "volume": 0.0, "delta": -0.0989, "gamma": 0.0021, "vega": 0.6269, "theta": -0.0907, "rho": -0.1562, "theo": 3.9615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.95, "last_trade_time": "2026-11-10T13:34:21", "percent_change": 0.0, "prev_day_close": 3.99000012874603}, {"option": "SPY270129C00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2321, "open_interest": 1.0, "volume": 0.0, "delta": 0.9011, "gamma": 0.0021, "vega": 0.6275, "theta": -0.0801, "rho": 1.2975, "theo": 99.698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.62, "last_trade_time": "2026-10-01T13:30:02", "percent_change": 0.0, "prev_day_close": 99.5750007629394}, {"option": "SPY270129P00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2338, "open_interest": 140.0, "volume": 0.0, "delta": -0.1003, "gamma": 0.0021, "vega": 0.6336, "theta": -0.0913, "rho": -0.1586, "theo": 4.0136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.19, "last_trade_time": "2026-11-10T10:49:49", "percent_change": 0.0, "prev_day_close": 4.03999996185303}, {"option": "SPY270129C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2308, "open_interest": 1.0, "volume": 0.0, "delta": 0.8996, "gamma": 0.0021, "vega": 0.6342, "theta": -0.0808, "rho": 1.2971, "theo": 98.7669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 107.61, "last_trade_time": "2026-10-29T14:40:05", "percent_change": 0.0, "prev_day_close": 98.6550025939941}, {"option": "SPY270129P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 983.0, "volume": 6.0, "delta": -0.1019, "gamma": 0.0022, "vega": 0.6406, "theta": -0.0919, "rho": -0.161, "theo": 4.0702, "change": -1.6, "open": 4.4, "high": 4.41, "low": 4.05, "tick": "down", "last_trade_price": 4.05, "last_trade_time": "2026-11-11T16:14:54", "percent_change": -28.3186, "prev_day_close": 4.09999990463257}, {"option": "SPY270129C00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2306, "open_interest": 7.0, "volume": 0.0, "delta": 0.8981, "gamma": 0.0022, "vega": 0.641, "theta": -0.0814, "rho": 1.2966, "theo": 97.8272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 82.0, "last_trade_time": "2026-11-06T10:59:08", "percent_change": 0.0, "prev_day_close": 97.7000007629394}, {"option": "SPY270129P00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2316, "open_interest": 22.0, "volume": 0.0, "delta": -0.1034, "gamma": 0.0022, "vega": 0.6479, "theta": -0.0925, "rho": -0.1634, "theo": 4.1262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.25, "last_trade_time": "2026-11-10T10:43:18", "percent_change": 0.0, "prev_day_close": 4.15999984741211}, {"option": "SPY270129C00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.229, "open_interest": 0.0, "volume": 0.0, "delta": 0.8965, "gamma": 0.0022, "vega": 0.6478, "theta": -0.0821, "rho": 1.2961, "theo": 96.8933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 96.814998626709}, {"option": "SPY270129P00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2306, "open_interest": 18.0, "volume": 0.0, "delta": -0.105, "gamma": 0.0022, "vega": 0.6551, "theta": -0.0932, "rho": -0.1655, "theo": 4.1833, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.83, "last_trade_time": "2026-11-09T09:57:06", "percent_change": 0.0, "prev_day_close": 4.21000003814697}, {"option": "SPY270129C00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2278, "open_interest": 8.0, "volume": 0.0, "delta": 0.895, "gamma": 0.0022, "vega": 0.6547, "theta": -0.0828, "rho": 1.2956, "theo": 95.9651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.49, "last_trade_time": "2026-10-30T11:14:59", "percent_change": 0.0, "prev_day_close": 95.8199996948242}, {"option": "SPY270129P00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2296, "open_interest": 21.0, "volume": 4.0, "delta": -0.1066, "gamma": 0.0023, "vega": 0.6622, "theta": -0.0938, "rho": -0.1677, "theo": 4.2414, "change": -1.67, "open": 4.78, "high": 4.78, "low": 4.19, "tick": "up", "last_trade_price": 4.22, "last_trade_time": "2026-11-11T13:56:42", "percent_change": -28.3531, "prev_day_close": 4.26999998092651}, {"option": "SPY270129C00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2276, "open_interest": 1.0, "volume": 0.0, "delta": 0.8934, "gamma": 0.0023, "vega": 0.6616, "theta": -0.0835, "rho": 1.295, "theo": 95.0284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.5, "last_trade_time": "2026-09-10T10:24:41", "percent_change": 0.0, "prev_day_close": 94.9099998474121}, {"option": "SPY270129P00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2285, "open_interest": 134.0, "volume": 0.0, "delta": -0.1082, "gamma": 0.0023, "vega": 0.6702, "theta": -0.0944, "rho": -0.1703, "theo": 4.3005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.41, "last_trade_time": "2026-11-10T13:31:26", "percent_change": 0.0, "prev_day_close": 4.32999992370606}, {"option": "SPY270129C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2259, "open_interest": 14.0, "volume": 0.0, "delta": 0.8918, "gamma": 0.0023, "vega": 0.6686, "theta": -0.0842, "rho": 1.2944, "theo": 94.1023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 104.36, "last_trade_time": "2026-09-29T15:20:06", "percent_change": 0.0, "prev_day_close": 94.1500015258789}, {"option": "SPY270129P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2276, "open_interest": 344.0, "volume": 8.0, "delta": -0.1099, "gamma": 0.0024, "vega": 0.678, "theta": -0.095, "rho": -0.1729, "theo": 4.3605, "change": -1.7, "open": 4.56, "high": 4.56, "low": 4.36, "tick": "down", "last_trade_price": 4.36, "last_trade_time": "2026-11-11T13:19:42", "percent_change": -28.0528, "prev_day_close": 4.3899998664856}, {"option": "SPY270129C00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2254, "open_interest": 2.0, "volume": 0.0, "delta": 0.8901, "gamma": 0.0023, "vega": 0.6758, "theta": -0.0849, "rho": 1.2937, "theo": 93.1677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 85.14, "last_trade_time": "2026-11-09T10:35:00", "percent_change": 0.0, "prev_day_close": 93.0450019836426}, {"option": "SPY270129P00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 59.0, "volume": 0.0, "delta": -0.1115, "gamma": 0.0024, "vega": 0.6854, "theta": -0.0957, "rho": -0.1761, "theo": 4.4198, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.36, "last_trade_time": "2026-11-10T10:34:35", "percent_change": 0.0, "prev_day_close": 4.46000003814697}, {"option": "SPY270129C00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2246, "open_interest": 2.0, "volume": 0.0, "delta": 0.8885, "gamma": 0.0024, "vega": 0.6829, "theta": -0.0856, "rho": 1.293, "theo": 92.2437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.87, "last_trade_time": "2026-10-29T10:12:41", "percent_change": 0.0, "prev_day_close": 92.189998626709}, {"option": "SPY270129P00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2256, "open_interest": 23.0, "volume": 0.0, "delta": -0.1133, "gamma": 0.0024, "vega": 0.6927, "theta": -0.0963, "rho": -0.1784, "theo": 4.4827, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.26, "last_trade_time": "2026-11-10T10:00:37", "percent_change": 0.0, "prev_day_close": 4.51999998092651}, {"option": "SPY270129C00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2234, "open_interest": 6.0, "volume": 0.0, "delta": 0.8868, "gamma": 0.0024, "vega": 0.6902, "theta": -0.0863, "rho": 1.2922, "theo": 91.3161, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 74.91, "last_trade_time": "2026-11-05T14:13:29", "percent_change": 0.0, "prev_day_close": 91.1849975585938}, {"option": "SPY270129P00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2244, "open_interest": 105.0, "volume": 0.0, "delta": -0.1151, "gamma": 0.0025, "vega": 0.7004, "theta": -0.097, "rho": -0.1808, "theo": 4.5483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.9, "last_trade_time": "2026-11-09T11:45:03", "percent_change": 0.0, "prev_day_close": 4.58500003814697}, {"option": "SPY270129C00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2222, "open_interest": 2.0, "volume": 0.0, "delta": 0.885, "gamma": 0.0024, "vega": 0.6976, "theta": -0.087, "rho": 1.2914, "theo": 90.3895, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.92, "last_trade_time": "2026-08-12T15:16:46", "percent_change": 0.0, "prev_day_close": 90.2749977111816}, {"option": "SPY270129P00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2235, "open_interest": 26.0, "volume": 15.0, "delta": -0.1168, "gamma": 0.0025, "vega": 0.7074, "theta": -0.0976, "rho": -0.1843, "theo": 4.6117, "change": -1.72, "open": 4.7, "high": 4.7, "low": 4.7, "tick": "down", "last_trade_price": 4.7, "last_trade_time": "2026-11-11T12:52:08", "percent_change": -26.7913, "prev_day_close": 4.65000009536743}, {"option": "SPY270129C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2215, "open_interest": 77.0, "volume": 0.0, "delta": 0.8833, "gamma": 0.0025, "vega": 0.7051, "theta": -0.0877, "rho": 1.2906, "theo": 89.4641, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.0, "last_trade_time": "2026-11-06T11:41:33", "percent_change": 0.0, "prev_day_close": 89.4150009155274}, {"option": "SPY270129P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2224, "open_interest": 592.0, "volume": 19.0, "delta": -0.1186, "gamma": 0.0025, "vega": 0.7144, "theta": -0.0982, "rho": -0.1866, "theo": 4.6767, "change": -1.83, "open": 5.34, "high": 5.34, "low": 4.68, "tick": "down", "last_trade_price": 4.68, "last_trade_time": "2026-11-11T15:40:06", "percent_change": -28.1106, "prev_day_close": 4.71999979019165}, {"option": "SPY270129C00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2208, "open_interest": 4.0, "volume": 0.0, "delta": 0.8815, "gamma": 0.0025, "vega": 0.7127, "theta": -0.0884, "rho": 1.2896, "theo": 88.5352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 72.29, "last_trade_time": "2026-11-05T14:21:25", "percent_change": 0.0, "prev_day_close": 88.3899993896484}, {"option": "SPY270129P00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2215, "open_interest": 123.0, "volume": 1.0, "delta": -0.1205, "gamma": 0.0026, "vega": 0.7217, "theta": -0.0989, "rho": -0.189, "theo": 4.7455, "change": -1.565, "open": 5.04, "high": 5.04, "low": 5.04, "tick": "down", "last_trade_price": 5.04, "last_trade_time": "2026-11-11T11:24:32", "percent_change": -23.6942, "prev_day_close": 4.78999996185303}, {"option": "SPY270129C00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2197, "open_interest": 2.0, "volume": 0.0, "delta": 0.8796, "gamma": 0.0026, "vega": 0.7204, "theta": -0.0891, "rho": 1.2886, "theo": 87.6169, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.82, "last_trade_time": "2026-10-19T10:11:57", "percent_change": 0.0, "prev_day_close": 87.5149993896484}, {"option": "SPY270129P00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2204, "open_interest": 188.0, "volume": 0.0, "delta": -0.1224, "gamma": 0.0026, "vega": 0.7292, "theta": -0.0996, "rho": -0.1917, "theo": 4.815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.39, "last_trade_time": "2026-11-09T10:49:48", "percent_change": 0.0, "prev_day_close": 4.8600001335144}, {"option": "SPY270129C00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2186, "open_interest": 46.0, "volume": 0.0, "delta": 0.8778, "gamma": 0.0026, "vega": 0.7282, "theta": -0.0899, "rho": 1.2875, "theo": 86.6904, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 96.22, "last_trade_time": "2026-09-01T14:36:17", "percent_change": 0.0, "prev_day_close": 86.5550003051758}, {"option": "SPY270129P00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2194, "open_interest": 17.0, "volume": 0.0, "delta": -0.1244, "gamma": 0.0027, "vega": 0.7366, "theta": -0.1002, "rho": -0.194, "theo": 4.8849, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.03, "last_trade_time": "2026-11-10T10:34:35", "percent_change": 0.0, "prev_day_close": 4.92999982833862}, {"option": "SPY270129C00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2178, "open_interest": 7.0, "volume": 0.0, "delta": 0.8759, "gamma": 0.0026, "vega": 0.736, "theta": -0.0906, "rho": 1.2863, "theo": 85.7698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.0, "last_trade_time": "2026-11-03T10:13:56", "percent_change": 0.0, "prev_day_close": 85.7200012207031}, {"option": "SPY270129P00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2183, "open_interest": 138.0, "volume": 3.0, "delta": -0.1264, "gamma": 0.0027, "vega": 0.744, "theta": -0.1009, "rho": -0.1969, "theo": 4.9577, "change": -1.555, "open": 5.35, "high": 5.35, "low": 5.35, "tick": "down", "last_trade_price": 5.35, "last_trade_time": "2026-11-11T10:43:45", "percent_change": -22.5199, "prev_day_close": 5.0}, {"option": "SPY270129C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 45.0, "volume": 0.0, "delta": 0.8739, "gamma": 0.0027, "vega": 0.744, "theta": -0.0913, "rho": 1.2851, "theo": 84.8553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.61, "last_trade_time": "2026-11-05T11:33:20", "percent_change": 0.0, "prev_day_close": 84.75}, {"option": "SPY270129P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2172, "open_interest": 15712.0, "volume": 3.0, "delta": -0.1284, "gamma": 0.0028, "vega": 0.7518, "theta": -0.1016, "rho": -0.2, "theo": 5.0302, "change": -1.87, "open": 5.76, "high": 5.76, "low": 5.14, "tick": "down", "last_trade_price": 5.14, "last_trade_time": "2026-11-11T12:47:36", "percent_change": -26.6762, "prev_day_close": 5.07000017166138}, {"option": "SPY270129C00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2158, "open_interest": 2.0, "volume": 1.0, "delta": 0.872, "gamma": 0.0027, "vega": 0.752, "theta": -0.092, "rho": 1.2838, "theo": 83.9328, "change": 4.69, "open": 79.83, "high": 79.83, "low": 79.83, "tick": "down", "last_trade_price": 79.83, "last_trade_time": "2026-11-11T09:54:08", "percent_change": 6.24168, "prev_day_close": 83.810001373291}, {"option": "SPY270129P00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2163, "open_interest": 205.0, "volume": 0.0, "delta": -0.1303, "gamma": 0.0028, "vega": 0.7598, "theta": -0.1022, "rho": -0.2029, "theo": 5.1018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.07, "last_trade_time": "2026-11-06T13:01:42", "percent_change": 0.0, "prev_day_close": 5.15000009536743}, {"option": "SPY270129C00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2147, "open_interest": 3.0, "volume": 0.0, "delta": 0.87, "gamma": 0.0028, "vega": 0.7601, "theta": -0.0927, "rho": 1.2824, "theo": 83.021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.31, "last_trade_time": "2026-09-28T11:46:55", "percent_change": 0.0, "prev_day_close": 82.935001373291}, {"option": "SPY270129P00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2152, "open_interest": 60.0, "volume": 0.0, "delta": -0.1325, "gamma": 0.0028, "vega": 0.7684, "theta": -0.1029, "rho": -0.2061, "theo": 5.1789, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.23, "last_trade_time": "2026-11-06T12:21:56", "percent_change": 0.0, "prev_day_close": 5.22499990463257}, {"option": "SPY270129C00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 0.0, "volume": 0.0, "delta": 0.8679, "gamma": 0.0028, "vega": 0.7683, "theta": -0.0935, "rho": 1.281, "theo": 82.1059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 103.53, "last_trade_time": "2026-08-28T11:26:26", "percent_change": 0.0, "prev_day_close": 82.0200004577637}, {"option": "SPY270129P00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2143, "open_interest": 66.0, "volume": 8.0, "delta": -0.1345, "gamma": 0.0029, "vega": 0.7769, "theta": -0.1035, "rho": -0.2093, "theo": 5.2536, "change": -1.905, "open": 5.35, "high": 5.42, "low": 5.18, "tick": "up", "last_trade_price": 5.42, "last_trade_time": "2026-11-11T14:23:47", "percent_change": -26.0068, "prev_day_close": 5.3050000667572}, {"option": "SPY270129C00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2127, "open_interest": 23.0, "volume": 0.0, "delta": 0.8658, "gamma": 0.0029, "vega": 0.7765, "theta": -0.0942, "rho": 1.2794, "theo": 81.1922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.61, "last_trade_time": "2026-08-20T10:25:14", "percent_change": 0.0, "prev_day_close": 81.0900001525879}, {"option": "SPY270129P00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2133, "open_interest": 209.0, "volume": 3.0, "delta": -0.1367, "gamma": 0.0029, "vega": 0.7853, "theta": -0.1042, "rho": -0.2126, "theo": 5.3314, "change": -2.075, "open": 5.36, "high": 5.36, "low": 5.36, "tick": "down", "last_trade_price": 5.36, "last_trade_time": "2026-11-11T15:00:16", "percent_change": -27.9085, "prev_day_close": 5.38499999046326}, {"option": "SPY270129C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2117, "open_interest": 85.0, "volume": 0.0, "delta": 0.8637, "gamma": 0.0029, "vega": 0.7847, "theta": -0.0949, "rho": 1.2778, "theo": 80.28, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 67.71, "last_trade_time": "2026-11-05T12:15:56", "percent_change": 0.0, "prev_day_close": 80.185001373291}, {"option": "SPY270129P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2122, "open_interest": 734.0, "volume": 80.0, "delta": -0.1388, "gamma": 0.003, "vega": 0.7934, "theta": -0.1049, "rho": -0.215, "theo": 5.4104, "change": -2.14, "open": 6.08, "high": 6.08, "low": 5.4, "tick": "no_change", "last_trade_price": 5.41, "last_trade_time": "2026-11-11T16:06:36", "percent_change": -28.3444, "prev_day_close": 5.46000003814697}, {"option": "SPY270129C00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2107, "open_interest": 13.0, "volume": 0.0, "delta": 0.8616, "gamma": 0.003, "vega": 0.793, "theta": -0.0956, "rho": 1.2762, "theo": 79.3693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.5, "last_trade_time": "2026-11-05T10:54:40", "percent_change": 0.0, "prev_day_close": 79.2699966430664}, {"option": "SPY270129P00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2112, "open_interest": 82.0, "volume": 10.0, "delta": -0.1411, "gamma": 0.003, "vega": 0.8021, "theta": -0.1055, "rho": -0.2183, "theo": 5.4924, "change": -2.245, "open": 5.43, "high": 5.43, "low": 5.42, "tick": "down", "last_trade_price": 5.42, "last_trade_time": "2026-11-11T13:27:49", "percent_change": -29.289, "prev_day_close": 5.54500007629394}, {"option": "SPY270129C00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2097, "open_interest": 5.0, "volume": 0.0, "delta": 0.8593, "gamma": 0.003, "vega": 0.8013, "theta": -0.0963, "rho": 1.2745, "theo": 78.4601, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.09, "last_trade_time": "2026-11-05T10:05:29", "percent_change": 0.0, "prev_day_close": 78.3650016784668}, {"option": "SPY270129P00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2102, "open_interest": 128.0, "volume": 0.0, "delta": -0.1434, "gamma": 0.0031, "vega": 0.8111, "theta": -0.1062, "rho": -0.222, "theo": 5.5769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.01, "last_trade_time": "2026-11-09T09:54:28", "percent_change": 0.0, "prev_day_close": 5.63000011444092}, {"option": "SPY270129C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2088, "open_interest": 1.0, "volume": 0.0, "delta": 0.8571, "gamma": 0.003, "vega": 0.8097, "theta": -0.0971, "rho": 1.2728, "theo": 77.5479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 92.15, "last_trade_time": "2026-10-16T09:46:50", "percent_change": 0.0, "prev_day_close": 77.4199981689453}, {"option": "SPY270129P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2091, "open_interest": 70.0, "volume": 1.0, "delta": -0.1458, "gamma": 0.0031, "vega": 0.8204, "theta": -0.1069, "rho": -0.2254, "theo": 5.6612, "change": -2.355, "open": 5.54, "high": 5.54, "low": 5.54, "tick": "down", "last_trade_price": 5.54, "last_trade_time": "2026-11-11T13:42:37", "percent_change": -29.829, "prev_day_close": 5.71499991416931}, {"option": "SPY270129C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2077, "open_interest": 193.0, "volume": 0.0, "delta": 0.8548, "gamma": 0.0031, "vega": 0.8181, "theta": -0.0978, "rho": 1.271, "theo": 76.6465, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 90.73, "last_trade_time": "2026-09-23T13:35:56", "percent_change": 0.0, "prev_day_close": 76.5699996948242}, {"option": "SPY270129P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2083, "open_interest": 76.0, "volume": 2.0, "delta": -0.148, "gamma": 0.0032, "vega": 0.8298, "theta": -0.1076, "rho": -0.2288, "theo": 5.7444, "change": -2.245, "open": 5.77, "high": 5.77, "low": 5.77, "tick": "down", "last_trade_price": 5.77, "last_trade_time": "2026-11-11T16:05:01", "percent_change": -28.01, "prev_day_close": 5.8050000667572}, {"option": "SPY270129C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 181.0, "volume": 1.0, "delta": 0.8525, "gamma": 0.0031, "vega": 0.8266, "theta": -0.0985, "rho": 1.2691, "theo": 75.742, "change": 8.94, "open": 76.21, "high": 76.21, "low": 76.21, "tick": "up", "last_trade_price": 76.21, "last_trade_time": "2026-11-11T12:47:52", "percent_change": 13.2897, "prev_day_close": 75.6800003051758}, {"option": "SPY270129P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 439.0, "volume": 63.0, "delta": -0.1505, "gamma": 0.0032, "vega": 0.8393, "theta": -0.1083, "rho": -0.2331, "theo": 5.8348, "change": -2.21, "open": 5.99, "high": 5.99, "low": 5.82, "tick": "up", "last_trade_price": 5.93, "last_trade_time": "2026-11-11T15:59:00", "percent_change": -27.1499, "prev_day_close": 5.89499998092651}, {"option": "SPY270129C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2057, "open_interest": 2.0, "volume": 0.0, "delta": 0.8501, "gamma": 0.0032, "vega": 0.8352, "theta": -0.0992, "rho": 1.2672, "theo": 74.8393, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 99.05, "last_trade_time": "2026-08-12T15:15:22", "percent_change": 0.0, "prev_day_close": 74.7599983215332}, {"option": "SPY270129P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2061, "open_interest": 63.0, "volume": 10.0, "delta": -0.153, "gamma": 0.0033, "vega": 0.8479, "theta": -0.1089, "rho": -0.2366, "theo": 5.9247, "change": -2.435, "open": 5.84, "high": 5.84, "low": 5.83, "tick": "down", "last_trade_price": 5.83, "last_trade_time": "2026-11-11T13:27:49", "percent_change": -29.4616, "prev_day_close": 5.9850001335144}, {"option": "SPY270129C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2047, "open_interest": 24.0, "volume": 0.0, "delta": 0.8477, "gamma": 0.0032, "vega": 0.8439, "theta": -0.1, "rho": 1.2652, "theo": 73.9335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 72.99, "last_trade_time": "2026-11-03T11:20:25", "percent_change": 0.0, "prev_day_close": 73.9750022888184}, {"option": "SPY270129P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2051, "open_interest": 1522.0, "volume": 1.0, "delta": -0.1555, "gamma": 0.0033, "vega": 0.8568, "theta": -0.1096, "rho": -0.2402, "theo": 6.0143, "change": -2.335, "open": 6.06, "high": 6.06, "low": 6.06, "tick": "down", "last_trade_price": 6.06, "last_trade_time": "2026-11-11T15:26:49", "percent_change": -27.8142, "prev_day_close": 6.07500004768372}, {"option": "SPY270129C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2037, "open_interest": 22.0, "volume": 0.0, "delta": 0.8452, "gamma": 0.0033, "vega": 0.8527, "theta": -0.1007, "rho": 1.2631, "theo": 73.0341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 80.98, "last_trade_time": "2026-09-16T12:11:25", "percent_change": 0.0, "prev_day_close": 72.9850006103516}, {"option": "SPY270129P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 71.0, "volume": 0.0, "delta": -0.1581, "gamma": 0.0034, "vega": 0.8653, "theta": -0.1103, "rho": -0.2444, "theo": 6.1103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.33, "last_trade_time": "2026-11-09T11:39:10", "percent_change": 0.0, "prev_day_close": 6.17499995231628}, {"option": "SPY270129C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 2.0, "volume": 0.0, "delta": 0.8427, "gamma": 0.0033, "vega": 0.8616, "theta": -0.1014, "rho": 1.2609, "theo": 72.1411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 78.79, "last_trade_time": "2026-10-23T11:14:16", "percent_change": 0.0, "prev_day_close": 72.0349998474121}, {"option": "SPY270129P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2031, "open_interest": 118.0, "volume": 0.0, "delta": -0.1607, "gamma": 0.0034, "vega": 0.8736, "theta": -0.111, "rho": -0.2473, "theo": 6.2059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.3, "last_trade_time": "2026-11-10T16:12:03", "percent_change": 0.0, "prev_day_close": 6.2649998664856}, {"option": "SPY270129C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2017, "open_interest": 71.0, "volume": 1.0, "delta": 0.8402, "gamma": 0.0034, "vega": 0.8706, "theta": -0.1021, "rho": 1.2586, "theo": 71.2453, "change": 5.15, "open": 68.12, "high": 68.12, "low": 68.12, "tick": "up", "last_trade_price": 68.12, "last_trade_time": "2026-11-11T10:00:40", "percent_change": 8.1785, "prev_day_close": 71.1650009155274}, {"option": "SPY270129P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.202, "open_interest": 3491.0, "volume": 142.0, "delta": -0.1634, "gamma": 0.0035, "vega": 0.8821, "theta": -0.1117, "rho": -0.2509, "theo": 6.3032, "change": -2.385, "open": 7.07, "high": 7.29, "low": 6.18, "tick": "up", "last_trade_price": 6.41, "last_trade_time": "2026-11-11T15:59:00", "percent_change": -27.1177, "prev_day_close": 6.36500000953674}, {"option": "SPY270129C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2006, "open_interest": 42.0, "volume": 0.0, "delta": 0.8376, "gamma": 0.0034, "vega": 0.8797, "theta": -0.1028, "rho": 1.2562, "theo": 70.3514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 79.06, "last_trade_time": "2026-10-27T10:12:42", "percent_change": 0.0, "prev_day_close": 70.2950019836426}, {"option": "SPY270129P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2011, "open_interest": 102.0, "volume": 30.0, "delta": -0.1661, "gamma": 0.0036, "vega": 0.8903, "theta": -0.1123, "rho": -0.2546, "theo": 6.4026, "change": -2.485, "open": 6.9, "high": 6.9, "low": 6.45, "tick": "down", "last_trade_price": 6.45, "last_trade_time": "2026-11-11T14:58:39", "percent_change": -27.812, "prev_day_close": 6.46499991416931}, {"option": "SPY270129C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 35.0, "volume": 0.0, "delta": 0.8349, "gamma": 0.0035, "vega": 0.8889, "theta": -0.1036, "rho": 1.2537, "theo": 69.4593, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 55.58, "last_trade_time": "2026-11-06T11:22:51", "percent_change": 0.0, "prev_day_close": 69.3899993896484}, {"option": "SPY270129P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 29.0, "volume": 0.0, "delta": -0.1688, "gamma": 0.0036, "vega": 0.8989, "theta": -0.113, "rho": -0.2586, "theo": 6.5036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.48, "last_trade_time": "2026-11-05T15:59:38", "percent_change": 0.0, "prev_day_close": 6.56500005722046}, {"option": "SPY270129C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1987, "open_interest": 2.0, "volume": 0.0, "delta": 0.8322, "gamma": 0.0036, "vega": 0.8981, "theta": -0.1043, "rho": 1.2511, "theo": 68.5693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 53.81, "last_trade_time": "2026-11-05T13:06:30", "percent_change": 0.0, "prev_day_close": 69.0100021362305}, {"option": "SPY270129P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1991, "open_interest": 26.0, "volume": 1.0, "delta": -0.1716, "gamma": 0.0037, "vega": 0.9083, "theta": -0.1137, "rho": -0.2623, "theo": 6.6064, "change": -2.16, "open": 7.06, "high": 7.06, "low": 7.06, "tick": "down", "last_trade_price": 7.06, "last_trade_time": "2026-11-11T11:32:41", "percent_change": -23.4273, "prev_day_close": 6.67499995231628}, {"option": "SPY270129C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1977, "open_interest": 45.0, "volume": 0.0, "delta": 0.8294, "gamma": 0.0036, "vega": 0.9075, "theta": -0.105, "rho": 1.2484, "theo": 67.6767, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 83.15, "last_trade_time": "2026-09-25T09:34:50", "percent_change": 0.0, "prev_day_close": 68.1199989318848}, {"option": "SPY270129P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1981, "open_interest": 204.0, "volume": 1.0, "delta": -0.1745, "gamma": 0.0037, "vega": 0.9183, "theta": -0.1144, "rho": -0.2666, "theo": 6.7111, "change": -1.575, "open": 7.79, "high": 7.79, "low": 7.79, "tick": "down", "last_trade_price": 7.79, "last_trade_time": "2026-11-11T09:53:08", "percent_change": -16.8179, "prev_day_close": 6.77500009536743}, {"option": "SPY270129C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1968, "open_interest": 55.0, "volume": 0.0, "delta": 0.8266, "gamma": 0.0037, "vega": 0.9169, "theta": -0.1057, "rho": 1.2455, "theo": 66.7908, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.2, "last_trade_time": "2026-11-10T14:11:56", "percent_change": 0.0, "prev_day_close": 67.2750015258789}, {"option": "SPY270129P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1971, "open_interest": 309.0, "volume": 1.0, "delta": -0.1773, "gamma": 0.0038, "vega": 0.928, "theta": -0.115, "rho": -0.2702, "theo": 6.8132, "change": -2.735, "open": 6.78, "high": 6.78, "low": 6.78, "tick": "down", "last_trade_price": 6.78, "last_trade_time": "2026-11-11T13:19:42", "percent_change": -28.7441, "prev_day_close": 6.88499999046326}, {"option": "SPY270129C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1957, "open_interest": 2.0, "volume": 0.0, "delta": 0.8238, "gamma": 0.0037, "vega": 0.9263, "theta": -0.1064, "rho": 1.2426, "theo": 65.9116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 72.35, "last_trade_time": "2026-10-26T09:51:22", "percent_change": 0.0, "prev_day_close": 66.3299980163574}, {"option": "SPY270129P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 42.0, "volume": 0.0, "delta": -0.1804, "gamma": 0.0038, "vega": 0.9377, "theta": -0.1157, "rho": -0.2739, "theo": 6.9272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.56, "last_trade_time": "2026-11-10T10:06:41", "percent_change": 0.0, "prev_day_close": 6.99499988555908}, {"option": "SPY270129C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1946, "open_interest": 17.0, "volume": 0.0, "delta": 0.8208, "gamma": 0.0038, "vega": 0.9357, "theta": -0.1071, "rho": 1.2396, "theo": 65.03, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.53, "last_trade_time": "2026-11-06T10:08:05", "percent_change": 0.0, "prev_day_close": 65.4500007629394}, {"option": "SPY270129P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1952, "open_interest": 38.0, "volume": 5.0, "delta": -0.1834, "gamma": 0.0039, "vega": 0.9466, "theta": -0.1164, "rho": -0.2785, "theo": 7.0392, "change": -2.765, "open": 8.12, "high": 8.12, "low": 7.05, "tick": "no_change", "last_trade_price": 7.05, "last_trade_time": "2026-11-11T13:18:14", "percent_change": -28.1712, "prev_day_close": 7.11500000953674}, {"option": "SPY270129C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1937, "open_interest": 13.0, "volume": 0.0, "delta": 0.8179, "gamma": 0.0038, "vega": 0.9452, "theta": -0.1078, "rho": 1.2365, "theo": 64.1507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.6, "last_trade_time": "2026-11-05T15:56:42", "percent_change": 0.0, "prev_day_close": 64.0900001525879}, {"option": "SPY270129P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1941, "open_interest": 89.0, "volume": 16.0, "delta": -0.1864, "gamma": 0.004, "vega": 0.9562, "theta": -0.117, "rho": -0.2828, "theo": 7.1499, "change": -2.755, "open": 7.53, "high": 7.53, "low": 7.22, "tick": "no_change", "last_trade_price": 7.22, "last_trade_time": "2026-11-11T13:10:16", "percent_change": -27.619, "prev_day_close": 7.22499990463257}, {"option": "SPY270129C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 10.0, "volume": 0.0, "delta": 0.8148, "gamma": 0.0039, "vega": 0.9546, "theta": -0.1085, "rho": 1.2333, "theo": 63.2736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.1, "last_trade_time": "2026-10-23T12:12:44", "percent_change": 0.0, "prev_day_close": 63.7700004577637}, {"option": "SPY270129P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 8.0, "volume": 1.0, "delta": -0.1897, "gamma": 0.004, "vega": 0.9667, "theta": -0.1177, "rho": -0.2874, "theo": 7.2697, "change": -2.11, "open": 8.03, "high": 8.03, "low": 8.03, "tick": "down", "last_trade_price": 8.03, "last_trade_time": "2026-11-11T09:33:35", "percent_change": -20.8087, "prev_day_close": 7.34500002861023}, {"option": "SPY270129C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 36.0, "volume": 4.0, "delta": 0.8118, "gamma": 0.004, "vega": 0.9641, "theta": -0.1092, "rho": 1.2301, "theo": 62.3989, "change": 7.635, "open": 59.63, "high": 62.14, "low": 59.63, "tick": "up", "last_trade_price": 62.14, "last_trade_time": "2026-11-11T11:58:56", "percent_change": 14.0079, "prev_day_close": 62.8649997711182}, {"option": "SPY270129P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1923, "open_interest": 896.0, "volume": 27.0, "delta": -0.1928, "gamma": 0.0041, "vega": 0.977, "theta": -0.1184, "rho": -0.292, "theo": 7.3841, "change": -2.905, "open": 8.53, "high": 8.53, "low": 7.38, "tick": "up", "last_trade_price": 7.4, "last_trade_time": "2026-11-11T15:36:21", "percent_change": -28.1902, "prev_day_close": 7.46499991416931}, {"option": "SPY270129C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1907, "open_interest": 4.0, "volume": 0.0, "delta": 0.8086, "gamma": 0.004, "vega": 0.9736, "theta": -0.1099, "rho": 1.2268, "theo": 61.5265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.72, "last_trade_time": "2026-10-30T15:08:04", "percent_change": 0.0, "prev_day_close": 61.9799995422363}, {"option": "SPY270129P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1912, "open_interest": 18.0, "volume": 1.0, "delta": -0.1962, "gamma": 0.0042, "vega": 0.9884, "theta": -0.119, "rho": -0.2978, "theo": 7.5095, "change": -3.04, "open": 7.43, "high": 7.43, "low": 7.43, "tick": "down", "last_trade_price": 7.43, "last_trade_time": "2026-11-11T13:32:23", "percent_change": -29.0353, "prev_day_close": 7.59500002861023}, {"option": "SPY270129C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 326.0, "volume": 0.0, "delta": 0.8054, "gamma": 0.0041, "vega": 0.9832, "theta": -0.1106, "rho": 1.2234, "theo": 60.6566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.47, "last_trade_time": "2026-11-06T11:44:52", "percent_change": 0.0, "prev_day_close": 61.1549987792969}, {"option": "SPY270129P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1903, "open_interest": 72.0, "volume": 8.0, "delta": -0.1995, "gamma": 0.0042, "vega": 0.998, "theta": -0.1197, "rho": -0.302, "theo": 7.6303, "change": -2.855, "open": 8.04, "high": 8.04, "low": 7.53, "tick": "up", "last_trade_price": 7.79, "last_trade_time": "2026-11-11T15:58:16", "percent_change": -26.8201, "prev_day_close": 7.71499991416931}, {"option": "SPY270129C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 6.0, "volume": 0.0, "delta": 0.8021, "gamma": 0.0041, "vega": 0.9928, "theta": -0.1112, "rho": 1.2199, "theo": 59.7891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.7, "last_trade_time": "2026-11-02T11:18:40", "percent_change": 0.0, "prev_day_close": 59.7350006103516}, {"option": "SPY270129P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1893, "open_interest": 11.0, "volume": 14.0, "delta": -0.2029, "gamma": 0.0043, "vega": 1.0082, "theta": -0.1203, "rho": -0.306, "theo": 7.757, "change": -2.785, "open": 8.92, "high": 8.92, "low": 8.03, "tick": "down", "last_trade_price": 8.03, "last_trade_time": "2026-11-11T12:04:21", "percent_change": -25.7513, "prev_day_close": 7.83999991416931}, {"option": "SPY270129C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 42.0, "volume": 0.0, "delta": 0.7988, "gamma": 0.0042, "vega": 1.0025, "theta": -0.1119, "rho": 1.2162, "theo": 58.9241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 45.13, "last_trade_time": "2026-11-06T12:48:43", "percent_change": 0.0, "prev_day_close": 58.8549995422363}, {"option": "SPY270129P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 184.0, "volume": 1.0, "delta": -0.2065, "gamma": 0.0044, "vega": 1.0172, "theta": -0.121, "rho": -0.3118, "theo": 7.8917, "change": -2.83, "open": 8.16, "high": 8.16, "low": 8.16, "tick": "down", "last_trade_price": 8.16, "last_trade_time": "2026-11-11T12:04:22", "percent_change": -25.7507, "prev_day_close": 7.97000002861023}, {"option": "SPY270129C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1869, "open_interest": 23.0, "volume": 14.0, "delta": 0.7954, "gamma": 0.0043, "vega": 1.0123, "theta": -0.1126, "rho": 1.2125, "theo": 58.0573, "change": 8.14, "open": 54.5, "high": 58.55, "low": 54.5, "tick": "up", "last_trade_price": 58.55, "last_trade_time": "2026-11-11T14:16:38", "percent_change": 16.1476, "prev_day_close": 57.9950008392334}, {"option": "SPY270129P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 556.0, "volume": 45.0, "delta": -0.2101, "gamma": 0.0044, "vega": 1.0263, "theta": -0.1216, "rho": -0.3164, "theo": 8.0246, "change": -3.16, "open": 9.29, "high": 9.29, "low": 7.99, "tick": "down", "last_trade_price": 8.02, "last_trade_time": "2026-11-11T16:13:01", "percent_change": -28.2648, "prev_day_close": 8.1100001335144}, {"option": "SPY270129C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 38.0, "volume": 0.0, "delta": 0.7919, "gamma": 0.0043, "vega": 1.0222, "theta": -0.1132, "rho": 1.2086, "theo": 57.1976, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.8, "last_trade_time": "2026-10-20T09:49:23", "percent_change": 0.0, "prev_day_close": 57.6500015258789}, {"option": "SPY270129P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1862, "open_interest": 20968.0, "volume": 16.0, "delta": -0.2137, "gamma": 0.0045, "vega": 1.0351, "theta": -0.1223, "rho": -0.3212, "theo": 8.1602, "change": -3.11, "open": 8.03, "high": 8.26, "low": 8.03, "tick": "down", "last_trade_price": 8.25, "last_trade_time": "2026-11-11T16:00:10", "percent_change": -27.3768, "prev_day_close": 8.24000024795532}, {"option": "SPY270129C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.185, "open_interest": 8.0, "volume": 0.0, "delta": 0.7884, "gamma": 0.0044, "vega": 1.0321, "theta": -0.1139, "rho": 1.2046, "theo": 56.3407, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.99, "last_trade_time": "2026-11-10T11:44:52", "percent_change": 0.0, "prev_day_close": 56.2799987792969}, {"option": "SPY270129P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1852, "open_interest": 61.0, "volume": 17.0, "delta": -0.2174, "gamma": 0.0046, "vega": 1.0439, "theta": -0.1229, "rho": -0.3255, "theo": 8.2984, "change": -2.78, "open": 9.2, "high": 9.2, "low": 8.76, "tick": "up", "last_trade_price": 8.77, "last_trade_time": "2026-11-11T10:57:57", "percent_change": -24.0693, "prev_day_close": 8.38499975204468}, {"option": "SPY270129C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 11.0, "volume": 0.0, "delta": 0.7848, "gamma": 0.0045, "vega": 1.0421, "theta": -0.1146, "rho": 1.2004, "theo": 55.4866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.6, "last_trade_time": "2026-11-10T11:03:49", "percent_change": 0.0, "prev_day_close": 55.4400005340576}, {"option": "SPY270129P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 206.0, "volume": 0.0, "delta": -0.2212, "gamma": 0.0046, "vega": 1.0542, "theta": -0.1235, "rho": -0.3308, "theo": 8.4391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.19, "last_trade_time": "2026-11-10T10:53:45", "percent_change": 0.0, "prev_day_close": 8.53000020980835}, {"option": "SPY270129C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 3.0, "volume": 0.0, "delta": 0.7812, "gamma": 0.0045, "vega": 1.0521, "theta": -0.1152, "rho": 1.1961, "theo": 54.6397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.71, "last_trade_time": "2026-10-13T10:27:30", "percent_change": 0.0, "prev_day_close": 55.0699996948242}, {"option": "SPY270129P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 285.0, "volume": 11.0, "delta": -0.2248, "gamma": 0.0047, "vega": 1.0648, "theta": -0.1241, "rho": -0.335, "theo": 8.578, "change": -2.98, "open": 9.09, "high": 9.09, "low": 8.96, "tick": "down", "last_trade_price": 8.96, "last_trade_time": "2026-11-11T12:00:12", "percent_change": -24.9581, "prev_day_close": 8.67000007629394}, {"option": "SPY270129C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1819, "open_interest": 63.0, "volume": 4.0, "delta": 0.7774, "gamma": 0.0046, "vega": 1.0622, "theta": -0.1158, "rho": 1.1916, "theo": 53.7871, "change": 10.085, "open": 51.44, "high": 55.63, "low": 51.44, "tick": "up", "last_trade_price": 55.63, "last_trade_time": "2026-11-11T13:35:18", "percent_change": 22.1429, "prev_day_close": 53.7449989318848}, {"option": "SPY270129P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 4266.0, "volume": 3838.0, "delta": -0.2289, "gamma": 0.0048, "vega": 1.0754, "theta": -0.1248, "rho": -0.3394, "theo": 8.7293, "change": -3.2, "open": 9.94, "high": 9.94, "low": 8.62, "tick": "up", "last_trade_price": 8.94, "last_trade_time": "2026-11-11T15:54:57", "percent_change": -26.3591, "prev_day_close": 8.82000017166138}, {"option": "SPY270129C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 73.0, "volume": 0.0, "delta": 0.7736, "gamma": 0.0047, "vega": 1.0722, "theta": -0.1164, "rho": 1.187, "theo": 52.9463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 45.02, "last_trade_time": "2026-11-10T11:03:24", "percent_change": 0.0, "prev_day_close": 52.8850002288818}, {"option": "SPY270129P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 122.0, "volume": 0.0, "delta": -0.2329, "gamma": 0.0049, "vega": 1.0851, "theta": -0.1254, "rho": -0.3453, "theo": 8.8797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.51, "last_trade_time": "2026-11-05T14:05:06", "percent_change": 0.0, "prev_day_close": 8.96999979019165}, {"option": "SPY270129C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 10.0, "volume": 0.0, "delta": 0.7698, "gamma": 0.0048, "vega": 1.0823, "theta": -0.117, "rho": 1.1822, "theo": 52.1043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.09, "last_trade_time": "2026-11-10T11:28:24", "percent_change": 0.0, "prev_day_close": 52.5550003051758}, {"option": "SPY270129P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 23.0, "volume": 0.0, "delta": -0.2368, "gamma": 0.0049, "vega": 1.094, "theta": -0.126, "rho": -0.3506, "theo": 9.0268, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.04, "last_trade_time": "2026-11-10T10:53:41", "percent_change": 0.0, "prev_day_close": 9.13000011444092}, {"option": "SPY270129C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1775, "open_interest": 24.0, "volume": 0.0, "delta": 0.7658, "gamma": 0.0048, "vega": 1.0922, "theta": -0.1177, "rho": 1.1773, "theo": 51.2655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.38, "last_trade_time": "2026-11-02T15:03:20", "percent_change": 0.0, "prev_day_close": 51.7550010681152}, {"option": "SPY270129P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 68.0, "volume": 2.0, "delta": -0.2409, "gamma": 0.005, "vega": 1.1043, "theta": -0.1266, "rho": -0.3566, "theo": 9.1835, "change": -2.205, "open": 10.58, "high": 10.58, "low": 10.56, "tick": "down", "last_trade_price": 10.56, "last_trade_time": "2026-11-11T10:20:50", "percent_change": -17.2738, "prev_day_close": 9.28000020980835}, {"option": "SPY270129C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1766, "open_interest": 95.0, "volume": 0.0, "delta": 0.7618, "gamma": 0.0049, "vega": 1.1022, "theta": -0.1182, "rho": 1.1724, "theo": 50.43, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.3, "last_trade_time": "2026-11-03T10:37:01", "percent_change": 0.0, "prev_day_close": 50.8700008392334}, {"option": "SPY270129P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1784, "open_interest": 51.0, "volume": 0.0, "delta": -0.2454, "gamma": 0.0051, "vega": 1.1157, "theta": -0.1272, "rho": -0.3619, "theo": 9.3504, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.5, "last_trade_time": "2026-11-10T10:53:41", "percent_change": 0.0, "prev_day_close": 9.44999980926514}, {"option": "SPY270129C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 38.0, "volume": 0.0, "delta": 0.7577, "gamma": 0.005, "vega": 1.112, "theta": -0.1188, "rho": 1.1674, "theo": 49.6064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.06, "last_trade_time": "2026-11-10T11:01:17", "percent_change": 0.0, "prev_day_close": 49.5450000762939}, {"option": "SPY270129P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1775, "open_interest": 517.0, "volume": 11.0, "delta": -0.2495, "gamma": 0.0052, "vega": 1.1268, "theta": -0.1277, "rho": -0.3672, "theo": 9.5066, "change": -3.68, "open": 10.81, "high": 10.81, "low": 9.44, "tick": "down", "last_trade_price": 9.52, "last_trade_time": "2026-11-11T16:10:18", "percent_change": -27.8788, "prev_day_close": 9.6100001335144}, {"option": "SPY270129C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1748, "open_interest": 18.0, "volume": 0.0, "delta": 0.7535, "gamma": 0.005, "vega": 1.1219, "theta": -0.1194, "rho": 1.1622, "theo": 48.769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.57, "last_trade_time": "2026-11-09T10:19:02", "percent_change": 0.0, "prev_day_close": 48.7299995422363}, {"option": "SPY270129P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 320.0, "volume": 16.0, "delta": -0.2539, "gamma": 0.0052, "vega": 1.1376, "theta": -0.1283, "rho": -0.3748, "theo": 9.6771, "change": -3.67, "open": 10.03, "high": 10.03, "low": 9.66, "tick": "up", "last_trade_price": 9.76, "last_trade_time": "2026-11-11T14:07:40", "percent_change": -27.3269, "prev_day_close": 9.78000020980835}, {"option": "SPY270129C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1739, "open_interest": 308.0, "volume": 0.0, "delta": 0.7492, "gamma": 0.0051, "vega": 1.1317, "theta": -0.12, "rho": 1.157, "theo": 47.9437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 37.19, "last_trade_time": "2026-11-06T10:55:57", "percent_change": 0.0, "prev_day_close": 47.8850002288818}, {"option": "SPY270129P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1756, "open_interest": 81.0, "volume": 3.0, "delta": -0.2584, "gamma": 0.0053, "vega": 1.1476, "theta": -0.1288, "rho": -0.3796, "theo": 9.8465, "change": -3.695, "open": 10.92, "high": 10.92, "low": 9.96, "tick": "down", "last_trade_price": 9.96, "last_trade_time": "2026-11-11T12:52:57", "percent_change": -27.0597, "prev_day_close": 9.94999980926514}, {"option": "SPY270129C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 30.0, "volume": 0.0, "delta": 0.7449, "gamma": 0.0052, "vega": 1.1416, "theta": -0.1205, "rho": 1.1516, "theo": 47.1219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 40.63, "last_trade_time": "2026-11-10T15:59:29", "percent_change": 0.0, "prev_day_close": 47.064998626709}, {"option": "SPY270129P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 36.0, "volume": 1.0, "delta": -0.2632, "gamma": 0.0054, "vega": 1.1568, "theta": -0.1294, "rho": -0.3878, "theo": 10.031, "change": -4.025, "open": 9.87, "high": 9.87, "low": 9.87, "tick": "down", "last_trade_price": 9.87, "last_trade_time": "2026-11-11T13:39:56", "percent_change": -28.9673, "prev_day_close": 10.1300001144409}, {"option": "SPY270129C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1721, "open_interest": 9.0, "volume": 0.0, "delta": 0.7405, "gamma": 0.0053, "vega": 1.1514, "theta": -0.121, "rho": 1.146, "theo": 46.3036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.29, "last_trade_time": "2026-11-03T11:27:30", "percent_change": 0.0, "prev_day_close": 46.2600002288818}, {"option": "SPY270129P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 62.0, "volume": 14.0, "delta": -0.2678, "gamma": 0.0055, "vega": 1.1658, "theta": -0.1299, "rho": -0.393, "theo": 10.2109, "change": -4.195, "open": 9.99, "high": 10.03, "low": 9.94, "tick": "no_change", "last_trade_price": 9.94, "last_trade_time": "2026-11-11T13:45:39", "percent_change": -29.6781, "prev_day_close": 10.3099999427795}, {"option": "SPY270129C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 365.0, "volume": 35.0, "delta": 0.736, "gamma": 0.0053, "vega": 1.1612, "theta": -0.1215, "rho": 1.1404, "theo": 45.4976, "change": 7.42, "open": 43.19, "high": 47.71, "low": 42.72, "tick": "no_change", "last_trade_price": 46.06, "last_trade_time": "2026-11-11T14:08:50", "percent_change": 19.2029, "prev_day_close": 45.4500007629394}, {"option": "SPY270129P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1726, "open_interest": 880.0, "volume": 15.0, "delta": -0.2726, "gamma": 0.0056, "vega": 1.1742, "theta": -0.1304, "rho": -0.3986, "theo": 10.3947, "change": -4.205, "open": 11.68, "high": 11.8, "low": 10.18, "tick": "down", "last_trade_price": 10.18, "last_trade_time": "2026-11-11T13:31:40", "percent_change": -29.2318, "prev_day_close": 10.4900002479553}, {"option": "SPY270129C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 6.0, "volume": 0.0, "delta": 0.7314, "gamma": 0.0054, "vega": 1.1712, "theta": -0.122, "rho": 1.1344, "theo": 44.6743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.66, "last_trade_time": "2026-10-22T12:52:03", "percent_change": 0.0, "prev_day_close": 45.2450008392334}, {"option": "SPY270129P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1716, "open_interest": 21.0, "volume": 1.0, "delta": -0.2774, "gamma": 0.0057, "vega": 1.1838, "theta": -0.1309, "rho": -0.4031, "theo": 10.5818, "change": -3.395, "open": 11.23, "high": 11.23, "low": 11.23, "tick": "down", "last_trade_price": 11.23, "last_trade_time": "2026-11-11T11:21:51", "percent_change": -23.2137, "prev_day_close": 10.6799998283386}, {"option": "SPY270129C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1697, "open_interest": 20.0, "volume": 0.0, "delta": 0.7267, "gamma": 0.0055, "vega": 1.181, "theta": -0.1225, "rho": 1.1283, "theo": 43.8718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.53, "last_trade_time": "2026-11-09T12:33:54", "percent_change": 0.0, "prev_day_close": 43.8199996948242}, {"option": "SPY270129P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 35.0, "volume": 0.0, "delta": -0.2824, "gamma": 0.0057, "vega": 1.1941, "theta": -0.1314, "rho": -0.4089, "theo": 10.7729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.36, "last_trade_time": "2026-11-10T10:56:52", "percent_change": 0.0, "prev_day_close": 10.8699998855591}, {"option": "SPY270129C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 148.0, "volume": 151.0, "delta": 0.722, "gamma": 0.0056, "vega": 1.1908, "theta": -0.123, "rho": 1.122, "theo": 43.0775, "change": 6.455, "open": 42.01, "high": 44.82, "low": 42.01, "tick": "down", "last_trade_price": 42.85, "last_trade_time": "2026-11-11T14:27:38", "percent_change": 17.736, "prev_day_close": 43.0349998474121}, {"option": "SPY270129P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1698, "open_interest": 70.0, "volume": 0.0, "delta": -0.2874, "gamma": 0.0058, "vega": 1.2038, "theta": -0.1318, "rho": -0.4146, "theo": 10.9688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.98, "last_trade_time": "2026-11-10T13:53:06", "percent_change": 0.0, "prev_day_close": 11.0700001716614}, {"option": "SPY270129C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1681, "open_interest": 18.0, "volume": 2.0, "delta": 0.7171, "gamma": 0.0056, "vega": 1.2007, "theta": -0.1234, "rho": 1.1154, "theo": 42.2665, "change": 4.685, "open": 40.33, "high": 40.33, "low": 40.33, "tick": "up", "last_trade_price": 40.33, "last_trade_time": "2026-11-11T09:32:03", "percent_change": 13.1435, "prev_day_close": 42.2299995422363}, {"option": "SPY270129P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1688, "open_interest": 105.0, "volume": 2.0, "delta": -0.2925, "gamma": 0.0059, "vega": 1.2131, "theta": -0.1323, "rho": -0.4219, "theo": 11.1691, "change": -4.48, "open": 11.84, "high": 11.84, "low": 10.93, "tick": "down", "last_trade_price": 10.93, "last_trade_time": "2026-11-11T13:32:23", "percent_change": -29.072, "prev_day_close": 11.2649998664856}, {"option": "SPY270129C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1673, "open_interest": 575.0, "volume": 3.0, "delta": 0.7122, "gamma": 0.0057, "vega": 1.2103, "theta": -0.1239, "rho": 1.1087, "theo": 41.4724, "change": 8.195, "open": 43.12, "high": 43.12, "low": 43.12, "tick": "no_change", "last_trade_price": 43.12, "last_trade_time": "2026-11-11T13:39:01", "percent_change": 23.4646, "prev_day_close": 42.0149993896484}, {"option": "SPY270129P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 728.0, "volume": 19.0, "delta": -0.2978, "gamma": 0.006, "vega": 1.222, "theta": -0.1327, "rho": -0.4288, "theo": 11.3739, "change": -4.125, "open": 13.04, "high": 13.35, "low": 11.45, "tick": "up", "last_trade_price": 11.56, "last_trade_time": "2026-11-11T15:58:16", "percent_change": -26.299, "prev_day_close": 11.4699997901916}, {"option": "SPY270129C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1685, "open_interest": 121.0, "volume": 1.0, "delta": 0.7072, "gamma": 0.0058, "vega": 1.2198, "theta": -0.1243, "rho": 1.1019, "theo": 40.6826, "change": 3.81, "open": 38.0, "high": 38.0, "low": 38.0, "tick": "up", "last_trade_price": 38.0, "last_trade_time": "2026-11-11T09:36:15", "percent_change": 11.1436, "prev_day_close": 40.6499996185303}, {"option": "SPY270129P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1669, "open_interest": 295.0, "volume": 24.0, "delta": -0.3031, "gamma": 0.0061, "vega": 1.2313, "theta": -0.1331, "rho": -0.4347, "theo": 11.5829, "change": -4.23, "open": 13.37, "high": 13.37, "low": 11.57, "tick": "up", "last_trade_price": 11.73, "last_trade_time": "2026-11-11T14:35:00", "percent_change": -26.5038, "prev_day_close": 11.6849999427795}, {"option": "SPY270129C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1657, "open_interest": 40.0, "volume": 0.0, "delta": 0.7021, "gamma": 0.0059, "vega": 1.2292, "theta": -0.1247, "rho": 1.095, "theo": 39.9013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.51, "last_trade_time": "2026-11-09T12:37:23", "percent_change": 0.0, "prev_day_close": 39.8649997711182}, {"option": "SPY270129P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.166, "open_interest": 98.0, "volume": 4.0, "delta": -0.3083, "gamma": 0.0062, "vega": 1.2412, "theta": -0.1335, "rho": -0.4406, "theo": 11.787, "change": -4.405, "open": 12.5, "high": 12.5, "low": 11.84, "tick": "down", "last_trade_price": 11.84, "last_trade_time": "2026-11-11T16:01:06", "percent_change": -27.116, "prev_day_close": 11.8949999809265}, {"option": "SPY270129C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1649, "open_interest": 97.0, "volume": 0.0, "delta": 0.6969, "gamma": 0.006, "vega": 1.2384, "theta": -0.125, "rho": 1.088, "theo": 39.1205, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.19, "last_trade_time": "2026-11-10T15:59:29", "percent_change": 0.0, "prev_day_close": 39.0799999237061}, {"option": "SPY270129P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 196.0, "volume": 3.0, "delta": -0.3141, "gamma": 0.0063, "vega": 1.252, "theta": -0.1339, "rho": -0.4496, "theo": 12.0157, "change": -4.44, "open": 13.41, "high": 13.41, "low": 12.0, "tick": "up", "last_trade_price": 12.09, "last_trade_time": "2026-11-11T15:21:17", "percent_change": -26.8603, "prev_day_close": 12.1149997711182}, {"option": "SPY270129C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 76.0, "volume": 1.0, "delta": 0.6916, "gamma": 0.006, "vega": 1.2475, "theta": -0.1254, "rho": 1.0808, "theo": 38.3402, "change": 5.315, "open": 37.36, "high": 37.36, "low": 37.36, "tick": "up", "last_trade_price": 37.36, "last_trade_time": "2026-11-11T11:18:39", "percent_change": 16.5861, "prev_day_close": 37.689998626709}, {"option": "SPY270129P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 88.0, "volume": 3.0, "delta": -0.3197, "gamma": 0.0063, "vega": 1.2613, "theta": -0.1342, "rho": -0.4569, "theo": 12.2406, "change": -2.755, "open": 13.66, "high": 14.07, "low": 13.66, "tick": "up", "last_trade_price": 14.07, "last_trade_time": "2026-11-11T09:51:06", "percent_change": -16.3744, "prev_day_close": 12.3450002670288}, {"option": "SPY270129C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 1211.0, "volume": 85.0, "delta": 0.6862, "gamma": 0.0061, "vega": 1.2564, "theta": -0.1257, "rho": 1.0736, "theo": 37.5727, "change": 7.43, "open": 35.43, "high": 38.77, "low": 34.7, "tick": "no_change", "last_trade_price": 38.77, "last_trade_time": "2026-11-11T13:10:37", "percent_change": 23.7077, "prev_day_close": 38.3649997711182}, {"option": "SPY270129P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1631, "open_interest": 1135.0, "volume": 97.0, "delta": -0.3254, "gamma": 0.0064, "vega": 1.2699, "theta": -0.1345, "rho": -0.4656, "theo": 12.4709, "change": -4.74, "open": 13.81, "high": 14.04, "low": 12.16, "tick": "down", "last_trade_price": 12.39, "last_trade_time": "2026-11-11T15:38:37", "percent_change": -27.6708, "prev_day_close": 12.5699996948242}, {"option": "SPY270129C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 170.0, "volume": 47.0, "delta": 0.6807, "gamma": 0.0062, "vega": 1.2652, "theta": -0.126, "rho": 1.0662, "theo": 36.806, "change": 6.79, "open": 34.63, "high": 38.06, "low": 34.63, "tick": "up", "last_trade_price": 37.42, "last_trade_time": "2026-11-11T14:09:01", "percent_change": 22.1678, "prev_day_close": 37.3799991607666}, {"option": "SPY270129P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 889.0, "volume": 1.0, "delta": -0.3309, "gamma": 0.0065, "vega": 1.2772, "theta": -0.1348, "rho": -0.4715, "theo": 12.6926, "change": -3.245, "open": 14.19, "high": 14.19, "low": 14.19, "tick": "down", "last_trade_price": 14.19, "last_trade_time": "2026-11-11T09:31:36", "percent_change": -18.612, "prev_day_close": 12.8050003051758}, {"option": "SPY270129C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 68.0, "volume": 0.0, "delta": 0.6751, "gamma": 0.0063, "vega": 1.274, "theta": -0.1263, "rho": 1.0586, "theo": 36.0442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.0, "last_trade_time": "2026-11-09T10:16:05", "percent_change": 0.0, "prev_day_close": 36.0050010681152}, {"option": "SPY270129P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1612, "open_interest": 252.0, "volume": 1.0, "delta": -0.3372, "gamma": 0.0066, "vega": 1.2848, "theta": -0.1351, "rho": -0.4764, "theo": 12.9472, "change": -4.73, "open": 13.02, "high": 13.02, "low": 13.02, "tick": "down", "last_trade_price": 13.02, "last_trade_time": "2026-11-11T12:40:32", "percent_change": -26.6479, "prev_day_close": 13.0450000762939}, {"option": "SPY270129C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 70.0, "volume": 2.0, "delta": 0.6694, "gamma": 0.0064, "vega": 1.2827, "theta": -0.1266, "rho": 1.0507, "theo": 35.2874, "change": 4.46, "open": 33.72, "high": 33.72, "low": 33.72, "tick": "up", "last_trade_price": 33.72, "last_trade_time": "2026-11-11T09:34:58", "percent_change": 15.2427, "prev_day_close": 35.2550010681152}, {"option": "SPY270129P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1603, "open_interest": 284.0, "volume": 1.0, "delta": -0.3433, "gamma": 0.0067, "vega": 1.2929, "theta": -0.1354, "rho": -0.4819, "theo": 13.1926, "change": -4.82, "open": 13.25, "high": 13.25, "low": 13.25, "tick": "down", "last_trade_price": 13.25, "last_trade_time": "2026-11-11T12:40:32", "percent_change": -26.674, "prev_day_close": 13.2950000762939}, {"option": "SPY270129C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1582, "open_interest": 606.0, "volume": 3.0, "delta": 0.6637, "gamma": 0.0064, "vega": 1.2912, "theta": -0.1268, "rho": 1.0426, "theo": 34.5359, "change": 7.705, "open": 34.27, "high": 36.27, "low": 34.27, "tick": "up", "last_trade_price": 36.27, "last_trade_time": "2026-11-11T13:33:17", "percent_change": 26.9736, "prev_day_close": 35.0900001525879}, {"option": "SPY270129P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1593, "open_interest": 558.0, "volume": 0.0, "delta": -0.3495, "gamma": 0.0068, "vega": 1.3008, "theta": -0.1356, "rho": -0.4892, "theo": 13.4439, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 17.8, "last_trade_time": "2026-11-09T13:00:18", "percent_change": 0.0, "prev_day_close": 13.539999961853}, {"option": "SPY270129C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1609, "open_interest": 265.0, "volume": 42.0, "delta": 0.6578, "gamma": 0.0065, "vega": 1.2996, "theta": -0.127, "rho": 1.0342, "theo": 33.7898, "change": 6.15, "open": 31.35, "high": 35.53, "low": 31.2, "tick": "down", "last_trade_price": 34.05, "last_trade_time": "2026-11-11T15:18:01", "percent_change": 22.043, "prev_day_close": 33.7549991607666}, {"option": "SPY270129P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 1558.0, "volume": 49.0, "delta": -0.3558, "gamma": 0.0069, "vega": 1.309, "theta": -0.1358, "rho": -0.4963, "theo": 13.7005, "change": -4.975, "open": 15.84, "high": 15.84, "low": 13.69, "tick": "no_change", "last_trade_price": 13.76, "last_trade_time": "2026-11-11T15:26:39", "percent_change": -26.5546, "prev_day_close": 13.8000001907349}, {"option": "SPY270129C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 26.0, "volume": 3.0, "delta": 0.6518, "gamma": 0.0066, "vega": 1.3078, "theta": -0.1272, "rho": 1.0255, "theo": 33.0455, "change": 7.55, "open": 29.78, "high": 34.77, "low": 29.78, "tick": "up", "last_trade_price": 34.77, "last_trade_time": "2026-11-11T13:33:17", "percent_change": 27.737, "prev_day_close": 33.0149993896484}, {"option": "SPY270129P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1575, "open_interest": 91.0, "volume": 3.0, "delta": -0.3622, "gamma": 0.007, "vega": 1.3161, "theta": -0.1359, "rho": -0.5047, "theo": 13.9634, "change": -4.995, "open": 15.82, "high": 15.82, "low": 14.06, "tick": "up", "last_trade_price": 14.09, "last_trade_time": "2026-11-11T14:35:00", "percent_change": -26.1724, "prev_day_close": 14.0600004196167}, {"option": "SPY270129C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1555, "open_interest": 112.0, "volume": 1.0, "delta": 0.6457, "gamma": 0.0067, "vega": 1.3158, "theta": -0.1273, "rho": 1.0168, "theo": 32.3106, "change": 4.72, "open": 31.28, "high": 31.28, "low": 31.28, "tick": "up", "last_trade_price": 31.28, "last_trade_time": "2026-11-11T10:55:47", "percent_change": 17.7711, "prev_day_close": 32.269998550415}, {"option": "SPY270129P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1566, "open_interest": 273.0, "volume": 0.0, "delta": -0.3687, "gamma": 0.0071, "vega": 1.3232, "theta": -0.1361, "rho": -0.5103, "theo": 14.2322, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.87, "last_trade_time": "2026-11-10T14:07:52", "percent_change": 0.0, "prev_day_close": 14.335000038147}, {"option": "SPY270129C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 80.0, "volume": 10.0, "delta": 0.6395, "gamma": 0.0068, "vega": 1.3235, "theta": -0.1274, "rho": 1.0079, "theo": 31.5816, "change": 6.135, "open": 29.73, "high": 32.05, "low": 29.1, "tick": "up", "last_trade_price": 32.05, "last_trade_time": "2026-11-11T12:00:00", "percent_change": 23.6735, "prev_day_close": 31.5549993515015}, {"option": "SPY270129P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 497.0, "volume": 2.0, "delta": -0.3753, "gamma": 0.0071, "vega": 1.3304, "theta": -0.1362, "rho": -0.519, "theo": 14.5068, "change": -4.915, "open": 15.34, "high": 15.34, "low": 14.87, "tick": "down", "last_trade_price": 14.87, "last_trade_time": "2026-11-11T12:04:23", "percent_change": -24.8421, "prev_day_close": 14.6099996566772}, {"option": "SPY270129C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 134.0, "volume": 3.0, "delta": 0.6333, "gamma": 0.0068, "vega": 1.3308, "theta": -0.1275, "rho": 0.9989, "theo": 30.8623, "change": 5.41, "open": 29.08, "high": 30.66, "low": 29.08, "tick": "up", "last_trade_price": 30.66, "last_trade_time": "2026-11-11T15:51:23", "percent_change": 21.4257, "prev_day_close": 30.8199996948242}, {"option": "SPY270129P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 703.0, "volume": 25.0, "delta": -0.382, "gamma": 0.0072, "vega": 1.3385, "theta": -0.1363, "rho": -0.5295, "theo": 14.7881, "change": -5.815, "open": 17.26, "high": 17.36, "low": 14.33, "tick": "down", "last_trade_price": 14.33, "last_trade_time": "2026-11-11T13:45:28", "percent_change": -28.8657, "prev_day_close": 14.8999996185303}, {"option": "SPY270129C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 4899.0, "volume": 230.0, "delta": 0.6268, "gamma": 0.0069, "vega": 1.338, "theta": -0.1276, "rho": 0.9896, "theo": 30.134, "change": 5.725, "open": 28.85, "high": 31.8, "low": 28.15, "tick": "down", "last_trade_price": 30.35, "last_trade_time": "2026-11-11T15:38:04", "percent_change": 23.2487, "prev_day_close": 30.1050004959106}, {"option": "SPY270129P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1539, "open_interest": 2520.0, "volume": 322.0, "delta": -0.3889, "gamma": 0.0073, "vega": 1.3454, "theta": -0.1363, "rho": -0.5364, "theo": 15.0769, "change": -5.42, "open": 16.68, "high": 17.86, "low": 14.62, "tick": "up", "last_trade_price": 15.1, "last_trade_time": "2026-11-11T16:09:23", "percent_change": -26.4133, "prev_day_close": 15.1849999427795}, {"option": "SPY270129C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 65.0, "volume": 14.0, "delta": 0.6204, "gamma": 0.007, "vega": 1.3448, "theta": -0.1276, "rho": 0.9805, "theo": 29.4305, "change": 3.59, "open": 28.19, "high": 28.6, "low": 27.58, "tick": "down", "last_trade_price": 27.58, "last_trade_time": "2026-11-11T10:31:03", "percent_change": 14.9646, "prev_day_close": 29.3999996185303}, {"option": "SPY270129P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.153, "open_interest": 341.0, "volume": 11.0, "delta": -0.3958, "gamma": 0.0074, "vega": 1.3517, "theta": -0.1363, "rho": -0.5453, "theo": 15.3728, "change": -5.98, "open": 18.01, "high": 18.01, "low": 14.92, "tick": "down", "last_trade_price": 14.92, "last_trade_time": "2026-11-11T13:43:06", "percent_change": -28.6124, "prev_day_close": 15.4800000190735}, {"option": "SPY270129C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 17.0, "volume": 11.0, "delta": 0.6138, "gamma": 0.0071, "vega": 1.3514, "theta": -0.1276, "rho": 0.9712, "theo": 28.7294, "change": 6.9, "open": 27.93, "high": 30.27, "low": 26.55, "tick": "up", "last_trade_price": 30.27, "last_trade_time": "2026-11-11T13:37:04", "percent_change": 29.525, "prev_day_close": 28.7000007629394}, {"option": "SPY270129P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1521, "open_interest": 304.0, "volume": 36.0, "delta": -0.4029, "gamma": 0.0075, "vega": 1.3565, "theta": -0.1363, "rho": -0.5512, "theo": 15.6764, "change": -5.99, "open": 17.24, "high": 17.24, "low": 15.25, "tick": "up", "last_trade_price": 15.3, "last_trade_time": "2026-11-11T13:33:50", "percent_change": -28.1353, "prev_day_close": 15.789999961853}, {"option": "SPY270129C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1502, "open_interest": 131.0, "volume": 13.0, "delta": 0.6071, "gamma": 0.0072, "vega": 1.3577, "theta": -0.1275, "rho": 0.9615, "theo": 28.0274, "change": 5.645, "open": 27.0, "high": 29.71, "low": 25.89, "tick": "down", "last_trade_price": 28.39, "last_trade_time": "2026-11-11T14:18:16", "percent_change": 24.8186, "prev_day_close": 28.0}, {"option": "SPY270129P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1512, "open_interest": 187.0, "volume": 0.0, "delta": -0.4101, "gamma": 0.0076, "vega": 1.361, "theta": -0.1362, "rho": -0.5567, "theo": 15.9862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.11, "last_trade_time": "2026-11-09T14:26:53", "percent_change": 0.0, "prev_day_close": 16.0999994277954}, {"option": "SPY270129C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 33.0, "volume": 7.0, "delta": 0.6004, "gamma": 0.0072, "vega": 1.3638, "theta": -0.1274, "rho": 0.9516, "theo": 27.3393, "change": 6.365, "open": 25.97, "high": 28.5, "low": 25.97, "tick": "up", "last_trade_price": 28.5, "last_trade_time": "2026-11-11T12:38:39", "percent_change": 28.7554, "prev_day_close": 27.2999992370605}, {"option": "SPY270129P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1503, "open_interest": 198.0, "volume": 3.0, "delta": -0.4174, "gamma": 0.0077, "vega": 1.3662, "theta": -0.1361, "rho": -0.5646, "theo": 16.3026, "change": -6.24, "open": 16.73, "high": 16.73, "low": 15.85, "tick": "down", "last_trade_price": 15.85, "last_trade_time": "2026-11-11T13:32:23", "percent_change": -28.2481, "prev_day_close": 16.4199991226196}, {"option": "SPY270129C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 900.0, "volume": 20.0, "delta": 0.5935, "gamma": 0.0073, "vega": 1.3695, "theta": -0.1273, "rho": 0.9414, "theo": 26.6544, "change": 5.5, "open": 25.53, "high": 28.5, "low": 24.57, "tick": "up", "last_trade_price": 27.03, "last_trade_time": "2026-11-11T15:00:52", "percent_change": 25.5458, "prev_day_close": 26.6150007247925}, {"option": "SPY270129P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1494, "open_interest": 284.0, "volume": 23.0, "delta": -0.4249, "gamma": 0.0078, "vega": 1.3706, "theta": -0.1359, "rho": -0.5722, "theo": 16.6262, "change": -5.85, "open": 18.27, "high": 19.37, "low": 16.16, "tick": "no_change", "last_trade_price": 16.65, "last_trade_time": "2026-11-11T14:59:14", "percent_change": -26.0, "prev_day_close": 16.7449998855591}, {"option": "SPY270129C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 125.0, "volume": 35.0, "delta": 0.5865, "gamma": 0.0074, "vega": 1.375, "theta": -0.1272, "rho": 0.931, "theo": 25.9765, "change": 5.89, "open": 24.15, "high": 27.56, "low": 23.53, "tick": "no_change", "last_trade_price": 26.82, "last_trade_time": "2026-11-11T14:08:04", "percent_change": 28.1414, "prev_day_close": 25.9450006484985}, {"option": "SPY270129P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1486, "open_interest": 67.0, "volume": 11.0, "delta": -0.4324, "gamma": 0.0078, "vega": 1.3751, "theta": -0.1357, "rho": -0.5791, "theo": 16.9572, "change": -5.96, "open": 19.45, "high": 19.6, "low": 16.96, "tick": "down", "last_trade_price": 16.96, "last_trade_time": "2026-11-11T14:55:23", "percent_change": -26.0035, "prev_day_close": 17.0800008773804}, {"option": "SPY270129C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 164.0, "volume": 5.0, "delta": 0.5794, "gamma": 0.0075, "vega": 1.3801, "theta": -0.127, "rho": 0.9203, "theo": 25.3059, "change": 5.77, "open": 23.68, "high": 26.11, "low": 23.59, "tick": "up", "last_trade_price": 26.11, "last_trade_time": "2026-11-11T12:29:36", "percent_change": 28.3677, "prev_day_close": 25.2750005722046}, {"option": "SPY270129P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 191.0, "volume": 55.0, "delta": -0.4401, "gamma": 0.0079, "vega": 1.3784, "theta": -0.1355, "rho": -0.5876, "theo": 17.2965, "change": -6.51, "open": 19.48, "high": 19.6, "low": 16.84, "tick": "down", "last_trade_price": 16.84, "last_trade_time": "2026-11-11T13:27:24", "percent_change": -27.8801, "prev_day_close": 17.4199991226196}, {"option": "SPY270129C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1459, "open_interest": 185.0, "volume": 14.0, "delta": 0.5721, "gamma": 0.0075, "vega": 1.3848, "theta": -0.1267, "rho": 0.9094, "theo": 24.6392, "change": 6.125, "open": 23.88, "high": 25.88, "low": 23.88, "tick": "no_change", "last_trade_price": 25.88, "last_trade_time": "2026-11-11T12:44:10", "percent_change": 31.0048, "prev_day_close": 24.6100006103516}, {"option": "SPY270129P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 164.0, "volume": 28.0, "delta": -0.4479, "gamma": 0.008, "vega": 1.382, "theta": -0.1352, "rho": -0.5961, "theo": 17.6426, "change": -6.39, "open": 19.86, "high": 20.16, "low": 17.4, "tick": "down", "last_trade_price": 17.4, "last_trade_time": "2026-11-11T13:16:59", "percent_change": -26.86, "prev_day_close": 17.7699995040894}, {"option": "SPY270129C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1451, "open_interest": 246.0, "volume": 4.0, "delta": 0.5649, "gamma": 0.0076, "vega": 1.3891, "theta": -0.1264, "rho": 0.8985, "theo": 23.987, "change": 5.025, "open": 24.21, "high": 24.21, "low": 24.21, "tick": "up", "last_trade_price": 24.21, "last_trade_time": "2026-11-11T11:52:24", "percent_change": 26.1923, "prev_day_close": 23.9649991989136}, {"option": "SPY270129P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1461, "open_interest": 187.0, "volume": 15.0, "delta": -0.4558, "gamma": 0.0081, "vega": 1.3854, "theta": -0.1349, "rho": -0.6067, "theo": 17.9976, "change": -5.88, "open": 18.94, "high": 18.94, "low": 17.49, "tick": "up", "last_trade_price": 18.35, "last_trade_time": "2026-11-11T15:59:52", "percent_change": -24.2674, "prev_day_close": 18.1300001144409}, {"option": "SPY270129C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 1899.0, "volume": 167.0, "delta": 0.5575, "gamma": 0.0077, "vega": 1.3929, "theta": -0.1261, "rho": 0.8875, "theo": 23.3389, "change": 4.735, "open": 22.5, "high": 25.0, "low": 21.35, "tick": "down", "last_trade_price": 23.35, "last_trade_time": "2026-11-11T16:00:25", "percent_change": 25.4365, "prev_day_close": 23.3149995803833}, {"option": "SPY270129P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 766.0, "volume": 255.0, "delta": -0.4637, "gamma": 0.0081, "vega": 1.3885, "theta": -0.1345, "rho": -0.6136, "theo": 18.3609, "change": -6.27, "open": 20.52, "high": 20.87, "low": 17.71, "tick": "down", "last_trade_price": 18.42, "last_trade_time": "2026-11-11T16:10:27", "percent_change": -25.3949, "prev_day_close": 18.5}, {"option": "SPY270129C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1434, "open_interest": 610.0, "volume": 44.0, "delta": 0.55, "gamma": 0.0077, "vega": 1.3963, "theta": -0.1258, "rho": 0.8764, "theo": 22.6986, "change": 4.87, "open": 21.63, "high": 24.43, "low": 21.63, "tick": "down", "last_trade_price": 22.93, "last_trade_time": "2026-11-11T15:10:26", "percent_change": 26.9657, "prev_day_close": 22.6700000762939}, {"option": "SPY270129P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 942.0, "volume": 36.0, "delta": -0.4719, "gamma": 0.0082, "vega": 1.3894, "theta": -0.1341, "rho": -0.6227, "theo": 18.7356, "change": -6.425, "open": 20.59, "high": 20.59, "low": 18.19, "tick": "down", "last_trade_price": 18.73, "last_trade_time": "2026-11-11T14:58:39", "percent_change": -25.5416, "prev_day_close": 18.8800001144409}, {"option": "SPY270129C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1436, "open_interest": 147.0, "volume": 3.0, "delta": 0.5424, "gamma": 0.0078, "vega": 1.3993, "theta": -0.1254, "rho": 0.8653, "theo": 22.0729, "change": 6.03, "open": 23.1, "high": 23.54, "low": 23.1, "tick": "up", "last_trade_price": 23.54, "last_trade_time": "2026-11-11T13:30:06", "percent_change": 34.4375, "prev_day_close": 22.0450000762939}, {"option": "SPY270129P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1435, "open_interest": 234.0, "volume": 17.0, "delta": -0.4801, "gamma": 0.0083, "vega": 1.3901, "theta": -0.1336, "rho": -0.628, "theo": 19.1188, "change": -7.17, "open": 20.33, "high": 20.33, "low": 18.45, "tick": "down", "last_trade_price": 18.45, "last_trade_time": "2026-11-11T13:50:13", "percent_change": -27.9859, "prev_day_close": 19.2599992752075}, {"option": "SPY270129C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 223.0, "volume": 0.0, "delta": 0.5348, "gamma": 0.0078, "vega": 1.4018, "theta": -0.1249, "rho": 0.8538, "theo": 21.4485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.87, "last_trade_time": "2026-11-10T13:01:57", "percent_change": 0.0, "prev_day_close": 21.414999961853}, {"option": "SPY270129P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1427, "open_interest": 323.0, "volume": 62.0, "delta": -0.4884, "gamma": 0.0084, "vega": 1.391, "theta": -0.1331, "rho": -0.6341, "theo": 19.5093, "change": -6.44, "open": 21.88, "high": 22.01, "low": 18.82, "tick": "up", "last_trade_price": 19.65, "last_trade_time": "2026-11-11T14:31:48", "percent_change": -24.6838, "prev_day_close": 19.6600008010864}, {"option": "SPY270129C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 842.0, "volume": 2.0, "delta": 0.527, "gamma": 0.0079, "vega": 1.4039, "theta": -0.1244, "rho": 0.842, "theo": 20.8326, "change": 5.78, "open": 20.34, "high": 22.22, "low": 20.34, "tick": "up", "last_trade_price": 22.22, "last_trade_time": "2026-11-11T13:37:15", "percent_change": 35.1582, "prev_day_close": 20.8050003051758}, {"option": "SPY270129P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 30.0, "volume": 1.0, "delta": -0.4969, "gamma": 0.0084, "vega": 1.3912, "theta": -0.1325, "rho": -0.643, "theo": 19.9088, "change": -6.675, "open": 19.9, "high": 19.9, "low": 19.9, "tick": "down", "last_trade_price": 19.9, "last_trade_time": "2026-11-11T15:00:16", "percent_change": -25.1176, "prev_day_close": 20.0600004196167}, {"option": "SPY270129C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 954.0, "volume": 37.0, "delta": 0.5191, "gamma": 0.008, "vega": 1.4054, "theta": -0.1239, "rho": 0.8299, "theo": 20.2252, "change": 4.19, "open": 19.75, "high": 21.7, "low": 19.08, "tick": "no_change", "last_trade_price": 20.1, "last_trade_time": "2026-11-11T16:08:57", "percent_change": 26.3356, "prev_day_close": 20.1949996948242}, {"option": "SPY270129P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 490.0, "volume": 77.0, "delta": -0.5054, "gamma": 0.0085, "vega": 1.3904, "theta": -0.1319, "rho": -0.6497, "theo": 20.3174, "change": -6.775, "open": 23.57, "high": 23.57, "low": 19.6, "tick": "down", "last_trade_price": 20.32, "last_trade_time": "2026-11-11T15:36:44", "percent_change": -25.0046, "prev_day_close": 20.4800004959106}, {"option": "SPY270129C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1403, "open_interest": 219.0, "volume": 2.0, "delta": 0.5111, "gamma": 0.008, "vega": 1.4065, "theta": -0.1234, "rho": 0.8176, "theo": 19.6267, "change": 3.39, "open": 18.79, "high": 18.79, "low": 18.79, "tick": "up", "last_trade_price": 18.79, "last_trade_time": "2026-11-11T10:54:29", "percent_change": 22.013, "prev_day_close": 19.6049995422363}, {"option": "SPY270129P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1404, "open_interest": 205.0, "volume": 16.0, "delta": -0.5136, "gamma": 0.0085, "vega": 1.3894, "theta": -0.1313, "rho": -0.6585, "theo": 20.7159, "change": -5.655, "open": 23.17, "high": 23.17, "low": 21.93, "tick": "down", "last_trade_price": 21.93, "last_trade_time": "2026-11-11T11:35:15", "percent_change": -20.5003, "prev_day_close": 20.8950004577637}, {"option": "SPY270129C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1395, "open_interest": 102.0, "volume": 4.0, "delta": 0.5031, "gamma": 0.0081, "vega": 1.407, "theta": -0.1227, "rho": 0.8051, "theo": 19.0372, "change": 5.15, "open": 19.77, "high": 20.05, "low": 19.77, "tick": "up", "last_trade_price": 20.05, "last_trade_time": "2026-11-11T12:25:00", "percent_change": 34.5638, "prev_day_close": 19.0149993896484}, {"option": "SPY270129P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 574.0, "volume": 10.0, "delta": -0.5224, "gamma": 0.0086, "vega": 1.3885, "theta": -0.1305, "rho": -0.6647, "theo": 21.1425, "change": -7.01, "open": 23.17, "high": 23.17, "low": 21.11, "tick": "down", "last_trade_price": 21.11, "last_trade_time": "2026-11-11T13:09:35", "percent_change": -24.9289, "prev_day_close": 21.3300008773804}, {"option": "SPY270129C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 239.0, "volume": 12.0, "delta": 0.495, "gamma": 0.0081, "vega": 1.407, "theta": -0.1221, "rho": 0.7926, "theo": 18.457, "change": 5.435, "open": 17.94, "high": 19.84, "low": 17.94, "tick": "no_change", "last_trade_price": 19.84, "last_trade_time": "2026-11-11T13:56:51", "percent_change": 37.73, "prev_day_close": 18.4349994659424}, {"option": "SPY270129P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1388, "open_interest": 295.0, "volume": 34.0, "delta": -0.5316, "gamma": 0.0086, "vega": 1.3855, "theta": -0.1297, "rho": -0.6788, "theo": 21.6001, "change": -4.73, "open": 24.06, "high": 24.06, "low": 23.95, "tick": "down", "last_trade_price": 23.95, "last_trade_time": "2026-11-11T09:30:56", "percent_change": -16.4923, "prev_day_close": 21.7699995040894}, {"option": "SPY270129C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 601.0, "volume": 3.0, "delta": 0.4868, "gamma": 0.0082, "vega": 1.4065, "theta": -0.1214, "rho": 0.7801, "theo": 17.886, "change": 4.64, "open": 18.56, "high": 18.56, "low": 18.56, "tick": "up", "last_trade_price": 18.56, "last_trade_time": "2026-11-11T12:01:51", "percent_change": 33.3333, "prev_day_close": 17.8649997711182}, {"option": "SPY270129P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1381, "open_interest": 387.0, "volume": 0.0, "delta": -0.5401, "gamma": 0.0087, "vega": 1.3834, "theta": -0.1289, "rho": -0.682, "theo": 22.027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.76, "last_trade_time": "2026-11-09T15:38:26", "percent_change": 0.0, "prev_day_close": 22.2300004959106}, {"option": "SPY270129C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 1635.0, "volume": 30.0, "delta": 0.4785, "gamma": 0.0082, "vega": 1.4053, "theta": -0.1206, "rho": 0.7675, "theo": 17.3244, "change": 4.355, "open": 16.19, "high": 18.77, "low": 15.78, "tick": "down", "last_trade_price": 17.8, "last_trade_time": "2026-11-11T14:16:01", "percent_change": 32.3912, "prev_day_close": 17.3050003051758}, {"option": "SPY270129P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 611.0, "volume": 52.0, "delta": -0.5491, "gamma": 0.0087, "vega": 1.3771, "theta": -0.128, "rho": -0.6905, "theo": 22.4883, "change": -7.285, "open": 25.0, "high": 25.0, "low": 21.93, "tick": "down", "last_trade_price": 22.48, "last_trade_time": "2026-11-11T15:48:04", "percent_change": -24.4751, "prev_day_close": 22.6899995803833}, {"option": "SPY270129C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1364, "open_interest": 474.0, "volume": 0.0, "delta": 0.4701, "gamma": 0.0082, "vega": 1.4036, "theta": -0.1198, "rho": 0.7548, "theo": 16.7724, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.97, "last_trade_time": "2026-11-10T10:20:53", "percent_change": 0.0, "prev_day_close": 16.7550001144409}, {"option": "SPY270129P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1365, "open_interest": 419.0, "volume": 0.0, "delta": -0.5586, "gamma": 0.0088, "vega": 1.3731, "theta": -0.127, "rho": -0.6972, "theo": 22.9813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.58, "last_trade_time": "2026-11-09T13:50:59", "percent_change": 0.0, "prev_day_close": 23.164999961853}, {"option": "SPY270129C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1356, "open_interest": 771.0, "volume": 21.0, "delta": 0.4617, "gamma": 0.0083, "vega": 1.4014, "theta": -0.119, "rho": 0.7419, "theo": 16.2301, "change": 4.09, "open": 17.68, "high": 17.68, "low": 16.61, "tick": "down", "last_trade_price": 16.61, "last_trade_time": "2026-11-11T14:25:22", "percent_change": 32.6677, "prev_day_close": 16.2150001525879}, {"option": "SPY270129P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 410.0, "volume": 1.0, "delta": -0.5673, "gamma": 0.0088, "vega": 1.3687, "theta": -0.126, "rho": -0.7041, "theo": 23.4388, "change": -6.16, "open": 24.75, "high": 24.75, "low": 24.75, "tick": "down", "last_trade_price": 24.75, "last_trade_time": "2026-11-11T11:35:15", "percent_change": -19.9288, "prev_day_close": 23.6500005722046}, {"option": "SPY270129C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 363.0, "volume": 14.0, "delta": 0.4532, "gamma": 0.0083, "vega": 1.3984, "theta": -0.1181, "rho": 0.7287, "theo": 15.6977, "change": 5.17, "open": 14.09, "high": 17.25, "low": 14.09, "tick": "up", "last_trade_price": 17.25, "last_trade_time": "2026-11-11T13:45:53", "percent_change": 42.798, "prev_day_close": 15.6799998283386}, {"option": "SPY270129P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 911.0, "volume": 6.0, "delta": -0.5766, "gamma": 0.0088, "vega": 1.3632, "theta": -0.125, "rho": -0.7092, "theo": 23.9361, "change": -6.625, "open": 25.25, "high": 25.25, "low": 24.88, "tick": "down", "last_trade_price": 24.88, "last_trade_time": "2026-11-11T11:42:58", "percent_change": -21.0284, "prev_day_close": 24.1450004577637}, {"option": "SPY270129C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 347.0, "volume": 12.0, "delta": 0.4447, "gamma": 0.0083, "vega": 1.3948, "theta": -0.1171, "rho": 0.7153, "theo": 15.1755, "change": 3.36, "open": 14.21, "high": 15.0, "low": 14.1, "tick": "no_change", "last_trade_price": 15.0, "last_trade_time": "2026-11-11T11:23:56", "percent_change": 28.866, "prev_day_close": 15.1599998474121}, {"option": "SPY270129P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.135, "open_interest": 475.0, "volume": 0.0, "delta": -0.5859, "gamma": 0.0088, "vega": 1.3556, "theta": -0.1238, "rho": -0.7194, "theo": 24.4379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.76, "last_trade_time": "2026-11-06T09:42:17", "percent_change": 0.0, "prev_day_close": 24.6299991607666}, {"option": "SPY270129C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1334, "open_interest": 958.0, "volume": 46.0, "delta": 0.4362, "gamma": 0.0083, "vega": 1.3905, "theta": -0.1162, "rho": 0.7017, "theo": 14.6637, "change": 3.19, "open": 14.31, "high": 16.02, "low": 13.0, "tick": "down", "last_trade_price": 14.41, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 28.4314, "prev_day_close": 14.6449999809265}, {"option": "SPY270129P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 932.0, "volume": 11.0, "delta": -0.5952, "gamma": 0.0089, "vega": 1.3493, "theta": -0.1227, "rho": -0.7245, "theo": 24.9503, "change": -7.13, "open": 26.28, "high": 26.28, "low": 24.39, "tick": "up", "last_trade_price": 24.78, "last_trade_time": "2026-11-11T14:49:03", "percent_change": -22.3441, "prev_day_close": 25.1349992752075}, {"option": "SPY270129C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1327, "open_interest": 972.0, "volume": 12.0, "delta": 0.4275, "gamma": 0.0083, "vega": 1.3856, "theta": -0.1151, "rho": 0.6881, "theo": 14.1624, "change": 3.045, "open": 12.97, "high": 13.85, "low": 12.97, "tick": "up", "last_trade_price": 13.85, "last_trade_time": "2026-11-11T15:59:58", "percent_change": 28.1814, "prev_day_close": 14.1449999809265}, {"option": "SPY270129P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 298.0, "volume": 0.0, "delta": -0.6045, "gamma": 0.0089, "vega": 1.3423, "theta": -0.1214, "rho": -0.7317, "theo": 25.4697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.33, "last_trade_time": "2026-11-06T09:43:21", "percent_change": 0.0, "prev_day_close": 25.6750001907349}, {"option": "SPY270129C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 493.0, "volume": 13.0, "delta": 0.4189, "gamma": 0.0084, "vega": 1.38, "theta": -0.1141, "rho": 0.6745, "theo": 13.6716, "change": 4.265, "open": 12.33, "high": 14.67, "low": 12.26, "tick": "up", "last_trade_price": 14.67, "last_trade_time": "2026-11-11T13:18:13", "percent_change": 40.9899, "prev_day_close": 13.6549997329712}, {"option": "SPY270129P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 719.0, "volume": 10.0, "delta": -0.614, "gamma": 0.0089, "vega": 1.3316, "theta": -0.1202, "rho": -0.7362, "theo": 26.0085, "change": -8.38, "open": 27.0, "high": 27.0, "low": 25.61, "tick": "down", "last_trade_price": 25.61, "last_trade_time": "2026-11-11T13:18:13", "percent_change": -24.6543, "prev_day_close": 25.6499996185303}, {"option": "SPY270129C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1312, "open_interest": 351.0, "volume": 2.0, "delta": 0.4102, "gamma": 0.0084, "vega": 1.3739, "theta": -0.113, "rho": 0.6611, "theo": 13.1915, "change": 3.325, "open": 12.5, "high": 13.33, "low": 12.5, "tick": "up", "last_trade_price": 13.33, "last_trade_time": "2026-11-11T15:21:27", "percent_change": 33.2334, "prev_day_close": 13.1799998283386}, {"option": "SPY270129P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 1018.0, "volume": 0.0, "delta": -0.6234, "gamma": 0.0089, "vega": 1.3184, "theta": -0.1188, "rho": -0.7474, "theo": 26.5586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.88, "last_trade_time": "2026-11-05T13:01:06", "percent_change": 0.0, "prev_day_close": 26.1900005340576}, {"option": "SPY270129C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 1181.0, "volume": 12.0, "delta": 0.4015, "gamma": 0.0084, "vega": 1.3672, "theta": -0.1118, "rho": 0.6476, "theo": 12.7219, "change": 4.035, "open": 11.88, "high": 13.66, "low": 11.88, "tick": "up", "last_trade_price": 13.66, "last_trade_time": "2026-11-11T12:47:55", "percent_change": 41.9221, "prev_day_close": 12.710000038147}, {"option": "SPY270129P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 1065.0, "volume": 0.0, "delta": -0.6328, "gamma": 0.0089, "vega": 1.3083, "theta": -0.1174, "rho": -0.7518, "theo": 27.1165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.81, "last_trade_time": "2026-11-09T14:33:20", "percent_change": 0.0, "prev_day_close": 27.3450002670288}, {"option": "SPY270129C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 1307.0, "volume": 92.0, "delta": 0.3928, "gamma": 0.0083, "vega": 1.3598, "theta": -0.1106, "rho": 0.634, "theo": 12.263, "change": 3.165, "open": 11.79, "high": 13.6, "low": 10.82, "tick": "up", "last_trade_price": 12.42, "last_trade_time": "2026-11-11T15:38:04", "percent_change": 34.1977, "prev_day_close": 12.25}, {"option": "SPY270129P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 1067.0, "volume": 19.0, "delta": -0.6424, "gamma": 0.0089, "vega": 1.2985, "theta": -0.116, "rho": -0.7555, "theo": 27.6907, "change": -8.44, "open": 31.5, "high": 31.5, "low": 27.11, "tick": "down", "last_trade_price": 27.52, "last_trade_time": "2026-11-11T14:49:24", "percent_change": -23.4705, "prev_day_close": 27.9099998474121}, {"option": "SPY270129C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1293, "open_interest": 142.0, "volume": 70.0, "delta": 0.384, "gamma": 0.0083, "vega": 1.3517, "theta": -0.1094, "rho": 0.6202, "theo": 11.815, "change": 3.005, "open": 11.4, "high": 11.89, "low": 11.4, "tick": "up", "last_trade_price": 11.89, "last_trade_time": "2026-11-11T11:39:36", "percent_change": 33.821, "prev_day_close": 11.8000001907349}, {"option": "SPY270129P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 124.0, "volume": 0.0, "delta": -0.6518, "gamma": 0.0088, "vega": 1.2872, "theta": -0.1146, "rho": -0.7632, "theo": 28.27, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.14, "last_trade_time": "2026-11-02T10:30:29", "percent_change": 0.0, "prev_day_close": 28.5150003433228}, {"option": "SPY270129C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 121.0, "volume": 0.0, "delta": 0.3753, "gamma": 0.0083, "vega": 1.3429, "theta": -0.1081, "rho": 0.6063, "theo": 11.3779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.63, "last_trade_time": "2026-11-10T15:22:32", "percent_change": 0.0, "prev_day_close": 11.3600001335144}, {"option": "SPY270129P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 0.0, "volume": 0.0, "delta": -0.6613, "gamma": 0.0088, "vega": 1.2737, "theta": -0.113, "rho": -0.7659, "theo": 28.8645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.1149997711182}, {"option": "SPY270129C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.128, "open_interest": 42.0, "volume": 0.0, "delta": 0.3666, "gamma": 0.0083, "vega": 1.3332, "theta": -0.1068, "rho": 0.5923, "theo": 10.9519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.81, "last_trade_time": "2026-11-10T10:50:04", "percent_change": 0.0, "prev_day_close": 10.9400000572205}, {"option": "SPY270129P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 1.0, "volume": 0.0, "delta": -0.6708, "gamma": 0.0088, "vega": 1.2616, "theta": -0.1115, "rho": -0.7704, "theo": 29.4693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.26, "last_trade_time": "2026-11-06T10:42:11", "percent_change": 0.0, "prev_day_close": 29.7300004959106}, {"option": "SPY270129C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 24.0, "volume": 0.0, "delta": 0.3578, "gamma": 0.0083, "vega": 1.323, "theta": -0.1054, "rho": 0.5783, "theo": 10.537, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.29, "last_trade_time": "2026-11-10T12:43:49", "percent_change": 0.0, "prev_day_close": 10.5199999809265}, {"option": "SPY270129P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1281, "open_interest": 0.0, "volume": 0.0, "delta": -0.6803, "gamma": 0.0088, "vega": 1.2478, "theta": -0.11, "rho": -0.7734, "theo": 30.0856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.8149995803833}, {"option": "SPY270129C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1268, "open_interest": 1170.0, "volume": 28.0, "delta": 0.3491, "gamma": 0.0082, "vega": 1.3121, "theta": -0.104, "rho": 0.5645, "theo": 10.1331, "change": 2.775, "open": 9.49, "high": 11.07, "low": 9.12, "tick": "down", "last_trade_price": 10.32, "last_trade_time": "2026-11-11T15:12:53", "percent_change": 36.7793, "prev_day_close": 10.1199998855591}, {"option": "SPY270129P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 545.0, "volume": 0.0, "delta": -0.6898, "gamma": 0.0088, "vega": 1.2295, "theta": -0.1084, "rho": -0.7797, "theo": 30.7206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.35, "last_trade_time": "2026-11-06T10:05:49", "percent_change": 0.0, "prev_day_close": 30.9850006103516}, {"option": "SPY270129C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 42.0, "volume": 6.0, "delta": 0.3405, "gamma": 0.0082, "vega": 1.3008, "theta": -0.1026, "rho": 0.5509, "theo": 9.7401, "change": 2.705, "open": 9.51, "high": 10.67, "low": 9.51, "tick": "down", "last_trade_price": 9.94, "last_trade_time": "2026-11-11T15:12:53", "percent_change": 37.3877, "prev_day_close": 9.72499990463257}, {"option": "SPY270129P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 15.0, "volume": 0.0, "delta": -0.6992, "gamma": 0.0087, "vega": 1.21, "theta": -0.1068, "rho": -0.7849, "theo": 31.3617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 27.97, "last_trade_time": "2026-10-27T14:10:35", "percent_change": 0.0, "prev_day_close": 31.6450004577637}, {"option": "SPY270129C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 146.0, "volume": 2.0, "delta": 0.3318, "gamma": 0.0081, "vega": 1.2889, "theta": -0.1011, "rho": 0.5373, "theo": 9.3579, "change": 3.265, "open": 9.47, "high": 10.2, "low": 9.47, "tick": "up", "last_trade_price": 10.2, "last_trade_time": "2026-11-11T12:50:16", "percent_change": 47.08, "prev_day_close": 9.34000015258789}, {"option": "SPY270129P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 1.0, "volume": 0.0, "delta": -0.7086, "gamma": 0.0087, "vega": 1.1938, "theta": -0.1052, "rho": -0.7848, "theo": 32.0166, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.91, "last_trade_time": "2026-11-06T10:06:18", "percent_change": 0.0, "prev_day_close": 32.3099994659424}, {"option": "SPY270129C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1251, "open_interest": 8.0, "volume": 0.0, "delta": 0.3233, "gamma": 0.0081, "vega": 1.2764, "theta": -0.0996, "rho": 0.5238, "theo": 8.9865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.26, "last_trade_time": "2026-11-10T12:28:45", "percent_change": 0.0, "prev_day_close": 8.96999979019165}, {"option": "SPY270129P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1259, "open_interest": 2.0, "volume": 0.0, "delta": -0.718, "gamma": 0.0086, "vega": 1.1778, "theta": -0.1036, "rho": -0.7914, "theo": 32.6858, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.99, "last_trade_time": "2026-11-06T10:42:11", "percent_change": 0.0, "prev_day_close": 32.9699993133545}, {"option": "SPY270129C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 204.0, "volume": 78.0, "delta": 0.3147, "gamma": 0.008, "vega": 1.2632, "theta": -0.0981, "rho": 0.5101, "theo": 8.6259, "change": 3.265, "open": 8.01, "high": 9.63, "low": 8.01, "tick": "up", "last_trade_price": 9.63, "last_trade_time": "2026-11-11T13:28:44", "percent_change": 51.2962, "prev_day_close": 8.61500024795532}, {"option": "SPY270129P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1254, "open_interest": 20.0, "volume": 0.0, "delta": -0.7273, "gamma": 0.0086, "vega": 1.1605, "theta": -0.102, "rho": -0.7846, "theo": 33.3594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.42, "last_trade_time": "2026-10-27T14:00:25", "percent_change": 0.0, "prev_day_close": 33.6599998474121}, {"option": "SPY270129C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 2488.0, "volume": 10.0, "delta": 0.3063, "gamma": 0.008, "vega": 1.2492, "theta": -0.0966, "rho": 0.4964, "theo": 8.2761, "change": 2.97, "open": 8.02, "high": 9.06, "low": 7.57, "tick": "up", "last_trade_price": 9.06, "last_trade_time": "2026-11-11T12:55:30", "percent_change": 48.7685, "prev_day_close": 8.2649998664856}, {"option": "SPY270129P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1249, "open_interest": 96.0, "volume": 0.0, "delta": -0.7366, "gamma": 0.0085, "vega": 1.1418, "theta": -0.1004, "rho": -0.7806, "theo": 34.0478, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.92, "last_trade_time": "2026-11-06T10:28:03", "percent_change": 0.0, "prev_day_close": 33.8299999237061}, {"option": "SPY270129C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 62.0, "volume": 7.0, "delta": 0.2979, "gamma": 0.0079, "vega": 1.2346, "theta": -0.095, "rho": 0.4828, "theo": 7.9371, "change": 3.025, "open": 8.89, "high": 8.89, "low": 8.85, "tick": "down", "last_trade_price": 8.85, "last_trade_time": "2026-11-11T13:40:54", "percent_change": 51.9313, "prev_day_close": 7.92499995231628}, {"option": "SPY270129P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 9.0, "volume": 0.0, "delta": -0.746, "gamma": 0.0085, "vega": 1.1233, "theta": -0.099, "rho": -0.7814, "theo": 34.7468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 52.0, "last_trade_time": "2026-11-06T10:27:45", "percent_change": 0.0, "prev_day_close": 35.064998626709}, {"option": "SPY270129C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1231, "open_interest": 26.0, "volume": 14.0, "delta": 0.2895, "gamma": 0.0078, "vega": 1.2195, "theta": -0.0934, "rho": 0.4693, "theo": 7.6088, "change": 1.395, "open": 6.97, "high": 6.97, "low": 6.97, "tick": "up", "last_trade_price": 6.97, "last_trade_time": "2026-11-11T09:46:28", "percent_change": 25.0224, "prev_day_close": 7.60000014305115}, {"option": "SPY270129P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 7.0, "volume": 0.0, "delta": -0.7552, "gamma": 0.0085, "vega": 1.1003, "theta": -0.0975, "rho": -0.789, "theo": 35.4604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.51, "last_trade_time": "2026-11-06T10:21:40", "percent_change": 0.0, "prev_day_close": 35.7849998474121}, {"option": "SPY270129C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 250.0, "volume": 3.0, "delta": 0.2813, "gamma": 0.0078, "vega": 1.204, "theta": -0.0917, "rho": 0.4562, "theo": 7.2908, "change": 2.255, "open": 8.0, "high": 8.0, "low": 7.58, "tick": "down", "last_trade_price": 7.58, "last_trade_time": "2026-11-11T14:18:12", "percent_change": 42.3474, "prev_day_close": 7.28500008583069}, {"option": "SPY270129P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1237, "open_interest": 1.0, "volume": 0.0, "delta": -0.7644, "gamma": 0.0084, "vega": 1.076, "theta": -0.096, "rho": -0.7836, "theo": 36.1886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.17, "last_trade_time": "2026-10-28T14:07:15", "percent_change": 0.0, "prev_day_close": 36.519998550415}, {"option": "SPY270129C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 20988.0, "volume": 18.0, "delta": 0.2732, "gamma": 0.0077, "vega": 1.1881, "theta": -0.0901, "rho": 0.4433, "theo": 6.9831, "change": 1.835, "open": 6.78, "high": 7.77, "low": 6.78, "tick": "up", "last_trade_price": 6.93, "last_trade_time": "2026-11-11T16:11:20", "percent_change": 36.0157, "prev_day_close": 6.9850001335144}, {"option": "SPY270129P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 0.0, "volume": 0.0, "delta": -0.7734, "gamma": 0.0084, "vega": 1.0519, "theta": -0.0946, "rho": -0.7801, "theo": 36.9215, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 36.7299995422363}, {"option": "SPY270129C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1218, "open_interest": 2570.0, "volume": 12.0, "delta": 0.2651, "gamma": 0.0076, "vega": 1.1718, "theta": -0.0884, "rho": 0.4305, "theo": 6.6854, "change": 2.26, "open": 6.56, "high": 7.13, "low": 6.05, "tick": "up", "last_trade_price": 7.13, "last_trade_time": "2026-11-11T11:58:08", "percent_change": 46.4066, "prev_day_close": 6.68499994277954}, {"option": "SPY270129P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 153.0, "volume": 0.0, "delta": -0.7825, "gamma": 0.0083, "vega": 1.0305, "theta": -0.0932, "rho": -0.7839, "theo": 37.6717, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 55.28, "last_trade_time": "2026-11-06T10:19:47", "percent_change": 0.0, "prev_day_close": 38.0049991607666}, {"option": "SPY270129C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 133.0, "volume": 93.0, "delta": 0.2571, "gamma": 0.0075, "vega": 1.1551, "theta": -0.0867, "rho": 0.4177, "theo": 6.3977, "change": 2.04, "open": 5.9, "high": 7.17, "low": 5.9, "tick": "down", "last_trade_price": 6.69, "last_trade_time": "2026-11-11T14:18:12", "percent_change": 43.871, "prev_day_close": 6.40499997138977}, {"option": "SPY270129P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 0.0, "volume": 0.0, "delta": -0.7914, "gamma": 0.0083, "vega": 1.0093, "theta": -0.0918, "rho": -0.753, "theo": 38.4241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.2600002288818}, {"option": "SPY270129C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 96.0, "volume": 0.0, "delta": 0.2492, "gamma": 0.0074, "vega": 1.1376, "theta": -0.085, "rho": 0.4048, "theo": 6.1169, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.26, "last_trade_time": "2026-11-10T14:12:46", "percent_change": 0.0, "prev_day_close": 6.125}, {"option": "SPY270129P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 0.0, "volume": 0.0, "delta": -0.8004, "gamma": 0.0082, "vega": 0.9838, "theta": -0.0906, "rho": -0.742, "theo": 39.1934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.5550003051758}, {"option": "SPY270129C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 11.0, "volume": 3.0, "delta": 0.2416, "gamma": 0.0073, "vega": 1.1199, "theta": -0.0833, "rho": 0.3923, "theo": 5.8519, "change": 2.485, "open": 6.63, "high": 6.72, "low": 6.63, "tick": "up", "last_trade_price": 6.72, "last_trade_time": "2026-11-11T13:42:11", "percent_change": 58.6777, "prev_day_close": 5.86500000953674}, {"option": "SPY270129P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 0.0, "volume": 0.0, "delta": -0.8096, "gamma": 0.0082, "vega": 0.9591, "theta": -0.0898, "rho": -0.7408, "theo": 39.9722, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.7549991607666}, {"option": "SPY270129C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 80.0, "volume": 3.0, "delta": 0.2339, "gamma": 0.0072, "vega": 1.1015, "theta": -0.0816, "rho": 0.3799, "theo": 5.5935, "change": 1.83, "open": 5.33, "high": 5.87, "low": 5.33, "tick": "up", "last_trade_price": 5.87, "last_trade_time": "2026-11-11T14:18:12", "percent_change": 45.297, "prev_day_close": 5.60500001907349}, {"option": "SPY270129P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 0.0, "volume": 0.0, "delta": -0.8185, "gamma": 0.0082, "vega": 0.9309, "theta": -0.0889, "rho": -0.7388, "theo": 40.7628, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 41.6350002288818}, {"option": "SPY270129C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 3623.0, "volume": 171.0, "delta": 0.2264, "gamma": 0.0071, "vega": 1.0829, "theta": -0.0799, "rho": 0.3678, "theo": 5.3444, "change": 1.305, "open": 5.28, "high": 6.12, "low": 4.68, "tick": "no_change", "last_trade_price": 5.16, "last_trade_time": "2026-11-11T15:55:32", "percent_change": 33.8521, "prev_day_close": 5.3600001335144}, {"option": "SPY270129P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 110.0, "volume": 10.0, "delta": -0.8272, "gamma": 0.0081, "vega": 0.9026, "theta": -0.0879, "rho": -0.7254, "theo": 41.5643, "change": -5.735, "open": 45.75, "high": 45.75, "low": 45.75, "tick": "no_change", "last_trade_price": 45.75, "last_trade_time": "2026-11-11T10:11:35", "percent_change": -11.1392, "prev_day_close": 41.9300003051758}, {"option": "SPY270129C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1195, "open_interest": 51.0, "volume": 7.0, "delta": 0.2191, "gamma": 0.007, "vega": 1.0641, "theta": -0.0781, "rho": 0.3561, "theo": 5.1045, "change": 2.095, "open": 4.68, "high": 5.77, "low": 4.68, "tick": "no_change", "last_trade_price": 5.77, "last_trade_time": "2026-11-11T13:38:53", "percent_change": 57.0068, "prev_day_close": 5.11999988555908}, {"option": "SPY270129P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 0.0, "volume": 0.0, "delta": -0.8359, "gamma": 0.008, "vega": 0.8731, "theta": -0.0868, "rho": -0.7179, "theo": 42.3771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.75}, {"option": "SPY270129C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 7.0, "volume": 1.0, "delta": 0.2118, "gamma": 0.0068, "vega": 1.0452, "theta": -0.0764, "rho": 0.3445, "theo": 4.8734, "change": 1.3, "open": 4.8, "high": 4.8, "low": 4.8, "tick": "up", "last_trade_price": 4.8, "last_trade_time": "2026-11-11T09:38:25", "percent_change": 37.1429, "prev_day_close": 4.89499998092651}, {"option": "SPY270129P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 0.0, "volume": 0.0, "delta": -0.8452, "gamma": 0.0082, "vega": 0.8467, "theta": -0.0857, "rho": -0.7003, "theo": 43.1979, "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": 43.5399990081787}, {"option": "SPY270129C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 235.0, "volume": 100.0, "delta": 0.2047, "gamma": 0.0067, "vega": 1.0262, "theta": -0.0747, "rho": 0.3331, "theo": 4.6511, "change": 1.36, "open": 4.7, "high": 4.7, "low": 4.7, "tick": "up", "last_trade_price": 4.7, "last_trade_time": "2026-11-11T09:31:04", "percent_change": 40.7186, "prev_day_close": 4.67499995231628}, {"option": "SPY270129P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 0.0, "volume": 0.0, "delta": -0.8544, "gamma": 0.0084, "vega": 0.8205, "theta": -0.0843, "rho": -0.64, "theo": 44.0282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.375}, {"option": "SPY270129C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 130.0, "volume": 0.0, "delta": 0.1977, "gamma": 0.0066, "vega": 1.0066, "theta": -0.0729, "rho": 0.3217, "theo": 4.435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.6, "last_trade_time": "2026-11-06T16:06:31", "percent_change": 0.0, "prev_day_close": 4.46499991416931}, {"option": "SPY270129P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 0.0, "volume": 0.0, "delta": -0.8636, "gamma": 0.0084, "vega": 0.7871, "theta": -0.0833, "rho": -0.6265, "theo": 44.8743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9599990844727}, {"option": "SPY270129C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1184, "open_interest": 3316.0, "volume": 9.0, "delta": 0.1909, "gamma": 0.0065, "vega": 0.9869, "theta": -0.0712, "rho": 0.3105, "theo": 4.2297, "change": 1.475, "open": 3.91, "high": 4.82, "low": 3.78, "tick": "down", "last_trade_price": 4.51, "last_trade_time": "2026-11-11T14:37:10", "percent_change": 48.5997, "prev_day_close": 4.25999999046326}, {"option": "SPY270129P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 5.0, "volume": 0.0, "delta": -0.8728, "gamma": 0.0085, "vega": 0.7552, "theta": -0.0825, "rho": -0.6248, "theo": 45.7281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.73, "last_trade_time": "2026-11-06T14:56:00", "percent_change": 0.0, "prev_day_close": 46.0299987792969}, {"option": "SPY270129C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.118, "open_interest": 9.0, "volume": 4.0, "delta": 0.1843, "gamma": 0.0064, "vega": 0.967, "theta": -0.0694, "rho": 0.2997, "theo": 4.0349, "change": 1.385, "open": 3.86, "high": 4.27, "low": 3.86, "tick": "up", "last_trade_price": 4.27, "last_trade_time": "2026-11-11T14:18:12", "percent_change": 48.0069, "prev_day_close": 4.06500005722046}, {"option": "SPY270129P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 0.0, "volume": 0.0, "delta": -0.8816, "gamma": 0.0085, "vega": 0.7227, "theta": -0.0816, "rho": -0.5987, "theo": 46.5901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.9449996948242}, {"option": "SPY270129C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1178, "open_interest": 3.0, "volume": 1.0, "delta": 0.1778, "gamma": 0.0062, "vega": 0.9468, "theta": -0.0677, "rho": 0.2891, "theo": 3.8458, "change": 1.545, "open": 4.29, "high": 4.29, "low": 4.29, "tick": "up", "last_trade_price": 4.29, "last_trade_time": "2026-11-11T13:09:22", "percent_change": 56.2842, "prev_day_close": 3.875}, {"option": "SPY270129P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1218, "open_interest": 1.0, "volume": 0.0, "delta": -0.89, "gamma": 0.0085, "vega": 0.6875, "theta": -0.0802, "rho": -0.5869, "theo": 47.463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.6, "last_trade_time": "2026-10-29T09:58:27", "percent_change": 0.0, "prev_day_close": 47.8099994659424}, {"option": "SPY270129C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 98.0, "volume": 2.0, "delta": 0.1715, "gamma": 0.0061, "vega": 0.9267, "theta": -0.066, "rho": 0.2789, "theo": 3.6645, "change": 1.235, "open": 3.61, "high": 3.85, "low": 3.61, "tick": "up", "last_trade_price": 3.85, "last_trade_time": "2026-11-11T11:32:10", "percent_change": 47.2275, "prev_day_close": 3.69500005245209}, {"option": "SPY270129P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 0.0, "volume": 0.0, "delta": -0.8984, "gamma": 0.0085, "vega": 0.6524, "theta": -0.0803, "rho": -0.4857, "theo": 48.347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.6399993896484}, {"option": "SPY270129C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1172, "open_interest": 40.0, "volume": 1.0, "delta": 0.1653, "gamma": 0.006, "vega": 0.9066, "theta": -0.0643, "rho": 0.269, "theo": 3.4907, "change": 0.89, "open": 3.38, "high": 3.38, "low": 3.38, "tick": "up", "last_trade_price": 3.38, "last_trade_time": "2026-11-11T09:35:47", "percent_change": 35.743, "prev_day_close": 3.51999998092651}, {"option": "SPY270129P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1218, "open_interest": 0.0, "volume": 0.0, "delta": -0.9082, "gamma": 0.0084, "vega": 0.611, "theta": -0.0899, "rho": -0.4567, "theo": 49.2482, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 49.5300006866455}, {"option": "SPY270129C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.117, "open_interest": 2188.0, "volume": 22.0, "delta": 0.1592, "gamma": 0.0058, "vega": 0.8866, "theta": -0.0626, "rho": 0.2592, "theo": 3.3241, "change": 1.22, "open": 3.23, "high": 3.59, "low": 3.14, "tick": "up", "last_trade_price": 3.59, "last_trade_time": "2026-11-11T11:50:10", "percent_change": 51.4768, "prev_day_close": 3.36000001430512}, {"option": "SPY270129P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1218, "open_interest": 2.0, "volume": 0.0, "delta": -0.9185, "gamma": 0.0087, "vega": 0.5697, "theta": -0.0977, "rho": -0.3926, "theo": 50.1578, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 72.58, "last_trade_time": "2026-11-06T14:56:00", "percent_change": 0.0, "prev_day_close": 50.3900012969971}, {"option": "SPY270129C00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 4.0, "volume": 0.0, "delta": 0.1533, "gamma": 0.0057, "vega": 0.8666, "theta": -0.061, "rho": 0.2496, "theo": 3.1646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.16, "last_trade_time": "2026-11-10T14:17:04", "percent_change": 0.0, "prev_day_close": 3.20000004768372}, {"option": "SPY270129P00811000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 0.0, "volume": 0.0, "delta": -0.9284, "gamma": 0.0088, "vega": 0.5215, "theta": -0.1006, "rho": -0.3896, "theo": 51.0804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.2649993896484}, {"option": "SPY270129C00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1166, "open_interest": 2.0, "volume": 0.0, "delta": 0.1476, "gamma": 0.0056, "vega": 0.8466, "theta": -0.0593, "rho": 0.2402, "theo": 3.0121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.04, "last_trade_time": "2026-11-09T14:41:19", "percent_change": 0.0, "prev_day_close": 3.04499995708466}, {"option": "SPY270129P00812000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 0.0, "volume": 0.0, "delta": -0.938, "gamma": 0.009, "vega": 0.4787, "theta": -0.1029, "rho": -0.3885, "theo": 52.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.2350006103516}, {"option": "SPY270129C00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 23.0, "volume": 0.0, "delta": 0.1419, "gamma": 0.0054, "vega": 0.8261, "theta": -0.0576, "rho": 0.2308, "theo": 2.864, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.91, "last_trade_time": "2026-11-09T15:39:22", "percent_change": 0.0, "prev_day_close": 2.90000009536743}, {"option": "SPY270129P00813000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1225, "open_interest": 0.0, "volume": 0.0, "delta": -0.947, "gamma": 0.0091, "vega": 0.438, "theta": -0.1049, "rho": -0.3621, "theo": 52.9378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.1499996185303}, {"option": "SPY270129C00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1163, "open_interest": 1.0, "volume": 0.0, "delta": 0.1366, "gamma": 0.0053, "vega": 0.8063, "theta": -0.056, "rho": 0.2222, "theo": 2.7272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.59, "last_trade_time": "2026-11-05T15:11:16", "percent_change": 0.0, "prev_day_close": 2.75999999046326}, {"option": "SPY270129P00814000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 0.0, "volume": 0.0, "delta": -0.9554, "gamma": 0.0091, "vega": 0.4079, "theta": -0.106, "rho": -0.3515, "theo": 53.8758, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.0799999237061}, {"option": "SPY270129C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1161, "open_interest": 2055.0, "volume": 10.0, "delta": 0.1314, "gamma": 0.0052, "vega": 0.7862, "theta": -0.0545, "rho": 0.2136, "theo": 2.5943, "change": 1.135, "open": 2.46, "high": 2.98, "low": 2.46, "tick": "no_change", "last_trade_price": 2.98, "last_trade_time": "2026-11-11T12:32:10", "percent_change": 61.5176, "prev_day_close": 2.62999999523163}, {"option": "SPY270129P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 12.0, "volume": 0.0, "delta": -0.9628, "gamma": 0.0089, "vega": 0.3722, "theta": -0.0999, "rho": -0.1637, "theo": 54.8272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.37, "last_trade_time": "2026-10-30T14:34:52", "percent_change": 0.0, "prev_day_close": 55.064998626709}, {"option": "SPY270129C00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1159, "open_interest": 6.0, "volume": 0.0, "delta": 0.1263, "gamma": 0.005, "vega": 0.7664, "theta": -0.0529, "rho": 0.2055, "theo": 2.4674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.59, "last_trade_time": "2026-11-10T12:42:49", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "SPY270129P00816000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 0.0, "volume": 0.0, "delta": -0.9693, "gamma": 0.0081, "vega": 0.3238, "theta": -0.0788, "rho": -0.0551, "theo": 55.8005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.0200004577637}, {"option": "SPY270129C00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1159, "open_interest": 18.0, "volume": 0.0, "delta": 0.1213, "gamma": 0.0049, "vega": 0.7468, "theta": -0.0513, "rho": 0.1974, "theo": 2.345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.32, "last_trade_time": "2026-11-06T15:31:00", "percent_change": 0.0, "prev_day_close": 2.37999999523163}, {"option": "SPY270129P00817000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 0.0, "volume": 0.0, "delta": -0.9752, "gamma": 0.0068, "vega": 0.2603, "theta": -0.0744, "rho": 0.0, "theo": 56.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.9899997711182}, {"option": "SPY270129C00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1157, "open_interest": 9.0, "volume": 0.0, "delta": 0.1166, "gamma": 0.0048, "vega": 0.7278, "theta": -0.0498, "rho": 0.1898, "theo": 2.2309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.63, "last_trade_time": "2026-11-05T09:30:18", "percent_change": 0.0, "prev_day_close": 2.25999999046326}, {"option": "SPY270129P00818000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1265, "open_interest": 0.0, "volume": 0.0, "delta": -0.9803, "gamma": 0.0054, "vega": 0.1958, "theta": -0.0744, "rho": 0.0, "theo": 57.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.9650001525879}, {"option": "SPY270129C00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1156, "open_interest": 4.0, "volume": 3.0, "delta": 0.1119, "gamma": 0.0046, "vega": 0.7087, "theta": -0.0483, "rho": 0.1822, "theo": 2.121, "change": 1.035, "open": 2.54, "high": 2.54, "low": 2.54, "tick": "up", "last_trade_price": 2.54, "last_trade_time": "2026-11-11T13:56:37", "percent_change": 68.7708, "prev_day_close": 2.15500009059906}, {"option": "SPY270129P00819000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1281, "open_interest": 0.0, "volume": 0.0, "delta": -0.9852, "gamma": 0.004, "vega": 0.1358, "theta": -0.0744, "rho": 0.0, "theo": 58.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.9600009918213}, {"option": "SPY270129C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 1224.0, "volume": 18.0, "delta": 0.1075, "gamma": 0.0045, "vega": 0.6898, "theta": -0.0469, "rho": 0.1748, "theo": 2.0163, "change": 0.755, "open": 1.97, "high": 2.42, "low": 1.91, "tick": "no_change", "last_trade_price": 2.19, "last_trade_time": "2026-11-11T14:55:14", "percent_change": 52.6132, "prev_day_close": 2.04499995708466}, {"option": "SPY270129P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 10.0, "volume": 0.0, "delta": -0.9898, "gamma": 0.0028, "vega": 0.0804, "theta": -0.0744, "rho": 0.0, "theo": 59.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 62.73, "last_trade_time": "2026-10-30T12:38:19", "percent_change": 0.0, "prev_day_close": 59.954999923706}, {"option": "SPY270129C00821000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 3.0, "volume": 3.0, "delta": 0.1032, "gamma": 0.0044, "vega": 0.6711, "theta": -0.0455, "rho": 0.1677, "theo": 1.9168, "change": 0.68, "open": 1.97, "high": 2.04, "low": 1.97, "tick": "up", "last_trade_price": 2.04, "last_trade_time": "2026-11-11T15:00:52", "percent_change": 50.0, "prev_day_close": 1.94499999284744}, {"option": "SPY270129P00821000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1295, "open_interest": 0.0, "volume": 0.0, "delta": -0.9939, "gamma": 0.0017, "vega": 0.0356, "theta": -0.0744, "rho": 0.0, "theo": 60.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.954999923706}, {"option": "SPY270129C00822000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1153, "open_interest": 211.0, "volume": 0.0, "delta": 0.0989, "gamma": 0.0043, "vega": 0.6522, "theta": -0.044, "rho": 0.1608, "theo": 1.8206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.16, "last_trade_time": "2026-11-05T14:41:08", "percent_change": 0.0, "prev_day_close": 1.85000002384186}, {"option": "SPY270129P00822000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 0.0, "volume": 0.0, "delta": -0.9975, "gamma": 0.0007, "vega": 0.0114, "theta": -0.0744, "rho": 0.0, "theo": 61.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 61.954999923706}, {"option": "SPY270129C00823000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 107.0, "volume": 18.0, "delta": 0.0949, "gamma": 0.0041, "vega": 0.634, "theta": -0.0427, "rho": 0.1543, "theo": 1.7307, "change": 0.785, "open": 1.98, "high": 2.02, "low": 1.98, "tick": "no_change", "last_trade_price": 2.02, "last_trade_time": "2026-11-11T13:10:16", "percent_change": 63.5628, "prev_day_close": 1.75999999046326}, {"option": "SPY270129P00823000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 0.0, "volume": 0.0, "delta": -0.9992, "gamma": 0.0002, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 62.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 62.9299983978272}, {"option": "SPY270129C00824000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 627.0, "volume": 7.0, "delta": 0.0911, "gamma": 0.004, "vega": 0.6165, "theta": -0.0414, "rho": 0.1482, "theo": 1.6466, "change": 0.75, "open": 1.92, "high": 1.92, "low": 1.92, "tick": "no_change", "last_trade_price": 1.92, "last_trade_time": "2026-11-11T12:21:07", "percent_change": 64.1026, "prev_day_close": 1.67500001192093}, {"option": "SPY270129P00824000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 63.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.9349994659424}, {"option": "SPY270129C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 1153.0, "volume": 21.0, "delta": 0.0873, "gamma": 0.0039, "vega": 0.5988, "theta": -0.0401, "rho": 0.1421, "theo": 1.5645, "change": 0.57, "open": 1.69, "high": 1.84, "low": 1.49, "tick": "down", "last_trade_price": 1.69, "last_trade_time": "2026-11-11T15:00:52", "percent_change": 50.8929, "prev_day_close": 1.59500002861023}, {"option": "SPY270129P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1354, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.27, "last_trade_time": "2026-09-30T13:24:27", "percent_change": 0.0, "prev_day_close": 64.9250011444092}, {"option": "SPY270129C00826000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 63.0, "volume": 31.0, "delta": 0.0837, "gamma": 0.0038, "vega": 0.5815, "theta": -0.0388, "rho": 0.1362, "theo": 1.4861, "change": 0.655, "open": 1.32, "high": 1.72, "low": 1.32, "tick": "up", "last_trade_price": 1.72, "last_trade_time": "2026-11-11T11:57:31", "percent_change": 61.5023, "prev_day_close": 1.50999999046326}, {"option": "SPY270129P00826000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 65.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.68, "last_trade_time": "2026-11-05T15:24:22", "percent_change": 0.0, "prev_day_close": 65.9200019836426}, {"option": "SPY270129C00827000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 10.0, "volume": 0.0, "delta": 0.0803, "gamma": 0.0036, "vega": 0.565, "theta": -0.0376, "rho": 0.1306, "theo": 1.4137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.37, "last_trade_time": "2026-11-09T12:28:54", "percent_change": 0.0, "prev_day_close": 1.43500000238419}, {"option": "SPY270129P00827000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 66.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 66.9250030517578}, {"option": "SPY270129C00828000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 39.0, "volume": 0.0, "delta": 0.077, "gamma": 0.0035, "vega": 0.5486, "theta": -0.0364, "rho": 0.1251, "theo": 1.3444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-11-05T14:41:08", "percent_change": 0.0, "prev_day_close": 1.36500000953674}, {"option": "SPY270129P00828000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1399, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 67.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 67.9200019836426}, {"option": "SPY270129C00829000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 14.0, "volume": 1.0, "delta": 0.0738, "gamma": 0.0034, "vega": 0.5324, "theta": -0.0352, "rho": 0.1199, "theo": 1.2787, "change": 0.63, "open": 1.55, "high": 1.55, "low": 1.55, "tick": "up", "last_trade_price": 1.55, "last_trade_time": "2026-11-11T12:35:17", "percent_change": 68.4783, "prev_day_close": 1.29499995708466}, {"option": "SPY270129P00829000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 68.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.9250030517578}, {"option": "SPY270129C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 1678.0, "volume": 13.0, "delta": 0.0708, "gamma": 0.0033, "vega": 0.5169, "theta": -0.0341, "rho": 0.115, "theo": 1.2174, "change": 0.325, "open": 1.32, "high": 1.34, "low": 1.1, "tick": "down", "last_trade_price": 1.2, "last_trade_time": "2026-11-11T16:14:54", "percent_change": 37.1429, "prev_day_close": 1.24000000953674}, {"option": "SPY270129P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 86.98, "last_trade_time": "2026-11-05T11:11:12", "percent_change": 0.0, "prev_day_close": 69.9200019836426}, {"option": "SPY270129C00831000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.115, "open_interest": 15.0, "volume": 0.0, "delta": 0.0679, "gamma": 0.0032, "vega": 0.5015, "theta": -0.033, "rho": 0.1103, "theo": 1.1583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-10T10:16:26", "percent_change": 0.0, "prev_day_close": 1.17500001192093}, {"option": "SPY270129P00831000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1444, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 70.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 70.9250030517578}, {"option": "SPY270129C00832000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 53.0, "volume": 53.0, "delta": 0.065, "gamma": 0.0031, "vega": 0.4862, "theta": -0.0319, "rho": 0.1057, "theo": 1.1014, "change": 0.535, "open": 1.2, "high": 1.33, "low": 1.2, "tick": "no_change", "last_trade_price": 1.33, "last_trade_time": "2026-11-11T13:37:52", "percent_change": 67.2956, "prev_day_close": 1.12000000476837}, {"option": "SPY270129P00832000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.146, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 71.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.9200019836426}, {"option": "SPY270129C00833000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1151, "open_interest": 135.0, "volume": 0.0, "delta": 0.0624, "gamma": 0.003, "vega": 0.4719, "theta": -0.0309, "rho": 0.1014, "theo": 1.0492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.66, "last_trade_time": "2026-11-06T12:31:34", "percent_change": 0.0, "prev_day_close": 1.06000000238419}, {"option": "SPY270129P00833000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 72.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 72.9200019836426}, {"option": "SPY270129C00834000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 11.0, "volume": 1.0, "delta": 0.0598, "gamma": 0.0029, "vega": 0.4578, "theta": -0.0299, "rho": 0.0972, "theo": 0.999, "change": 0.37, "open": 1.09, "high": 1.09, "low": 1.09, "tick": "up", "last_trade_price": 1.09, "last_trade_time": "2026-11-11T11:32:10", "percent_change": 51.3889, "prev_day_close": 1.00999999046326}, {"option": "SPY270129P00834000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.149, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 73.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 73.9300003051758}, {"option": "SPY270129C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1152, "open_interest": 1135.0, "volume": 1.0, "delta": 0.0574, "gamma": 0.0028, "vega": 0.444, "theta": -0.0289, "rho": 0.0932, "theo": 0.9514, "change": 0.23, "open": 0.92, "high": 0.92, "low": 0.92, "tick": "up", "last_trade_price": 0.92, "last_trade_time": "2026-11-11T10:45:08", "percent_change": 33.3333, "prev_day_close": 0.965000003576279}, {"option": "SPY270129P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 60.48, "last_trade_time": "2026-08-13T10:19:20", "percent_change": 0.0, "prev_day_close": 74.9250030517578}, {"option": "SPY270129C00836000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1154, "open_interest": 3.0, "volume": 1.0, "delta": 0.055, "gamma": 0.0027, "vega": 0.4306, "theta": -0.028, "rho": 0.0893, "theo": 0.9064, "change": 0.22, "open": 0.88, "high": 0.88, "low": 0.88, "tick": "down", "last_trade_price": 0.88, "last_trade_time": "2026-11-11T09:50:15", "percent_change": 33.3333, "prev_day_close": 0.9200000166893}, {"option": "SPY270129P00836000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1528, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 75.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 75.9200019836426}, {"option": "SPY270129C00837000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1156, "open_interest": 1.0, "volume": 0.0, "delta": 0.0528, "gamma": 0.0026, "vega": 0.4175, "theta": -0.0271, "rho": 0.0855, "theo": 0.8634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.81, "last_trade_time": "2026-11-09T11:59:31", "percent_change": 0.0, "prev_day_close": 0.870000004768372}, {"option": "SPY270129P00837000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1533, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 76.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.9200019836426}, {"option": "SPY270129C00838000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 4.0, "volume": 1.0, "delta": 0.0506, "gamma": 0.0025, "vega": 0.4048, "theta": -0.0262, "rho": 0.082, "theo": 0.8232, "change": 0.2, "open": 0.8, "high": 0.8, "low": 0.8, "tick": "up", "last_trade_price": 0.8, "last_trade_time": "2026-11-11T09:50:04", "percent_change": 33.3333, "prev_day_close": 0.8299999833107}, {"option": "SPY270129P00838000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 77.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.9300003051758}, {"option": "SPY270129C00839000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1158, "open_interest": 2.0, "volume": 0.0, "delta": 0.0486, "gamma": 0.0024, "vega": 0.3926, "theta": -0.0254, "rho": 0.0787, "theo": 0.7856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.55, "last_trade_time": "2026-11-06T10:07:20", "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "SPY270129P00839000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 78.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 78.9200019836426}, {"option": "SPY270129C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1159, "open_interest": 750.0, "volume": 34.0, "delta": 0.0466, "gamma": 0.0024, "vega": 0.3806, "theta": -0.0246, "rho": 0.0756, "theo": 0.7495, "change": 0.24, "open": 0.87, "high": 0.91, "low": 0.79, "tick": "no_change", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T15:18:59", "percent_change": 43.6364, "prev_day_close": 0.759999990463257}, {"option": "SPY270129P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.79, "last_trade_time": "2026-10-14T10:50:02", "percent_change": 0.0, "prev_day_close": 79.9200019836426}, {"option": "SPY270129C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 1428.0, "volume": 40.0, "delta": 0.038, "gamma": 0.002, "vega": 0.3266, "theta": -0.021, "rho": 0.0616, "theo": 0.5964, "change": 0.24, "open": 0.68, "high": 0.68, "low": 0.68, "tick": "no_change", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T13:05:55", "percent_change": 54.5455, "prev_day_close": 0.599999994039536}, {"option": "SPY270129P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.53, "last_trade_time": "2026-10-27T14:22:04", "percent_change": 0.0, "prev_day_close": 84.935001373291}, {"option": "SPY270129C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1182, "open_interest": 1139.0, "volume": 19.0, "delta": 0.0312, "gamma": 0.0017, "vega": 0.2803, "theta": -0.018, "rho": 0.0504, "theo": 0.4792, "change": 0.13, "open": 0.56, "high": 0.57, "low": 0.49, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T15:52:22", "percent_change": 36.1111, "prev_day_close": 0.480000004172325}, {"option": "SPY270129P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.97, "last_trade_time": "2026-08-17T15:29:21", "percent_change": 0.0, "prev_day_close": 89.935001373291}, {"option": "SPY270129C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1196, "open_interest": 972.0, "volume": 213.0, "delta": 0.0259, "gamma": 0.0014, "vega": 0.2421, "theta": -0.0155, "rho": 0.0418, "theo": 0.391, "change": 0.115, "open": 0.43, "high": 0.48, "low": 0.4, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T15:25:03", "percent_change": 38.9831, "prev_day_close": 0.390000000596046}, {"option": "SPY270129P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1787, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.935001373291}, {"option": "SPY270129C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 4624.0, "volume": 3.0, "delta": 0.0216, "gamma": 0.0012, "vega": 0.2102, "theta": -0.0135, "rho": 0.0349, "theo": 0.3233, "change": 0.13, "open": 0.33, "high": 0.38, "low": 0.29, "tick": "up", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T12:22:44", "percent_change": 52.0, "prev_day_close": 0.325000002980232}, {"option": "SPY270129P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 86.33, "last_trade_time": "2026-09-22T15:58:42", "percent_change": 0.0, "prev_day_close": 99.9250030517578}, {"option": "SPY270129C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 761.0, "volume": 3.0, "delta": 0.0183, "gamma": 0.001, "vega": 0.1835, "theta": -0.0118, "rho": 0.0295, "theo": 0.2709, "change": 0.095, "open": 0.27, "high": 0.31, "low": 0.24, "tick": "up", "last_trade_price": 0.31, "last_trade_time": "2026-11-11T14:05:55", "percent_change": 44.1861, "prev_day_close": 0.275000005960464}, {"option": "SPY270129P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1923, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.924999237061}, {"option": "SPY270129C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 530.0, "volume": 0.0, "delta": 0.0156, "gamma": 0.0009, "vega": 0.1616, "theta": -0.0105, "rho": 0.0251, "theo": 0.2306, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.24, "last_trade_time": "2026-11-09T09:30:53", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY270129P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2004, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.930000305176}, {"option": "SPY270129C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1275, "open_interest": 367.0, "volume": 1.0, "delta": 0.0135, "gamma": 0.0008, "vega": 0.143, "theta": -0.0094, "rho": 0.0216, "theo": 0.1983, "change": 0.035, "open": 0.2, "high": 0.2, "low": 0.2, "tick": "up", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T10:41:38", "percent_change": 21.2121, "prev_day_close": 0.199999995529652}, {"option": "SPY270129P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.930000305176}, {"option": "SPY270129C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 348.0, "volume": 0.0, "delta": 0.0117, "gamma": 0.0007, "vega": 0.1273, "theta": -0.0084, "rho": 0.0188, "theo": 0.1725, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-09T15:47:42", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY270129P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2138, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.944999694824}, {"option": "SPY270129C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 1691.0, "volume": 5.0, "delta": 0.0103, "gamma": 0.0006, "vega": 0.1142, "theta": -0.0077, "rho": 0.0165, "theo": 0.1519, "change": 0.04, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T12:36:14", "percent_change": 30.7692, "prev_day_close": 0.155000001192093}, {"option": "SPY270129P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2188, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.930000305176}, {"option": "SPY270129C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1353, "open_interest": 197.0, "volume": 25.0, "delta": 0.0091, "gamma": 0.0005, "vega": 0.1027, "theta": -0.007, "rho": 0.0145, "theo": 0.1345, "change": 0.015, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T10:33:50", "percent_change": 13.0435, "prev_day_close": 0.134999997913837}, {"option": "SPY270129P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.930000305176}, {"option": "SPY270129C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 97.0, "volume": 0.0, "delta": 0.0081, "gamma": 0.0004, "vega": 0.0932, "theta": -0.0064, "rho": 0.0129, "theo": 0.1208, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T15:45:39", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY270129P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2329, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.930000305176}, {"option": "SPY270129C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 447.0, "volume": 23.0, "delta": 0.0073, "gamma": 0.0004, "vega": 0.0851, "theta": -0.006, "rho": 0.0116, "theo": 0.1095, "change": 0.005, "open": 0.1, "high": 0.12, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T15:02:40", "percent_change": 5.26315, "prev_day_close": 0.109999999403954}, {"option": "SPY270129P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2394, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.930000305176}, {"option": "SPY270129C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1427, "open_interest": 150.0, "volume": 5.0, "delta": 0.0066, "gamma": 0.0004, "vega": 0.0781, "theta": -0.0056, "rho": 0.0105, "theo": 0.1, "change": 0.015, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T11:48:46", "percent_change": 17.6471, "prev_day_close": 0.100000001490116}, {"option": "SPY270129P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2456, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.930000305176}, {"option": "SPY270129C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 128.0, "volume": 0.0, "delta": 0.006, "gamma": 0.0003, "vega": 0.0721, "theta": -0.0052, "rho": 0.0096, "theo": 0.092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-09T09:30:01", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY270129P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2502, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.934997558594}, {"option": "SPY270129C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 358.0, "volume": 0.0, "delta": 0.0055, "gamma": 0.0003, "vega": 0.0668, "theta": -0.0049, "rho": 0.0088, "theo": 0.0852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-09T09:57:59", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270129P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.258, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.930000305176}, {"option": "SPY270129C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1503, "open_interest": 144.0, "volume": 1.0, "delta": 0.0051, "gamma": 0.0003, "vega": 0.0621, "theta": -0.0047, "rho": 0.0081, "theo": 0.0793, "change": 0.005, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T09:53:21", "percent_change": 7.69231, "prev_day_close": 0.0749999992549419}, {"option": "SPY270129P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.264, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.930000305176}, {"option": "SPY270129C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1531, "open_interest": 68.0, "volume": 0.0, "delta": 0.0047, "gamma": 0.0002, "vega": 0.058, "theta": -0.0044, "rho": 0.0075, "theo": 0.0741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T10:55:13", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY270129P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2684, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.919998168945}, {"option": "SPY270129C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1558, "open_interest": 1145.0, "volume": 0.0, "delta": 0.0044, "gamma": 0.0002, "vega": 0.0543, "theta": -0.0042, "rho": 0.007, "theo": 0.0696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-05T09:54:06", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY270129P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2752, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0744, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.934997558594}, {"option": "SPY270219C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4627, "open_interest": 0.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0001, "vega": 0.0713, "theta": 0.0, "rho": 1.0905, "theo": 363.5393, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 363.495010375977}, {"option": "SPY270219P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5257, "open_interest": 1509.0, "volume": 164.0, "delta": -0.0063, "gamma": 0.0001, "vega": 0.0718, "theta": -0.0175, "rho": -0.0135, "theo": 0.4384, "change": -0.145, "open": 0.48, "high": 0.48, "low": 0.43, "tick": "no_change", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T15:30:34", "percent_change": -25.2174, "prev_day_close": 0.435000002384186}, {"option": "SPY270219C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4607, "open_interest": 0.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0001, "vega": 0.0746, "theta": 0.0, "rho": 1.1035, "theo": 358.6241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 358.580001831055}, {"option": "SPY270219P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5195, "open_interest": 40.0, "volume": 2.0, "delta": -0.0066, "gamma": 0.0001, "vega": 0.0752, "theta": -0.0181, "rho": -0.0142, "theo": 0.4576, "change": -0.15, "open": 0.45, "high": 0.45, "low": 0.45, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-11-11T14:07:47", "percent_change": -25.0, "prev_day_close": 0.454999998211861}, {"option": "SPY270219C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.458, "open_interest": 0.0, "volume": 0.0, "delta": 0.9928, "gamma": 0.0001, "vega": 0.0781, "theta": 0.0, "rho": 1.1165, "theo": 353.7098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 353.664993286133}, {"option": "SPY270219P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5129, "open_interest": 32.0, "volume": 1.0, "delta": -0.0069, "gamma": 0.0001, "vega": 0.0786, "theta": -0.0188, "rho": -0.015, "theo": 0.4783, "change": -0.105, "open": 0.52, "high": 0.52, "low": 0.52, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-11-11T10:27:34", "percent_change": -16.8, "prev_day_close": 0.474999994039536}, {"option": "SPY270219C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4561, "open_interest": 0.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0001, "vega": 0.0817, "theta": 0.0, "rho": 1.1295, "theo": 348.7964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 348.75}, {"option": "SPY270219P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5072, "open_interest": 317.0, "volume": 0.0, "delta": -0.0073, "gamma": 0.0001, "vega": 0.082, "theta": -0.0194, "rho": -0.0157, "theo": 0.4993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.14, "last_trade_time": "2026-11-06T15:56:36", "percent_change": 0.0, "prev_day_close": 0.495000004768372}, {"option": "SPY270219C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4501, "open_interest": 25.0, "volume": 0.0, "delta": 0.992, "gamma": 0.0001, "vega": 0.0854, "theta": 0.0, "rho": 1.1424, "theo": 343.8838, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 355.29, "last_trade_time": "2026-10-28T12:07:18", "percent_change": 0.0, "prev_day_close": 343.884994506836}, {"option": "SPY270219P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5012, "open_interest": 2053.0, "volume": 10.0, "delta": -0.0077, "gamma": 0.0001, "vega": 0.0858, "theta": -0.02, "rho": -0.0165, "theo": 0.5217, "change": -0.175, "open": 0.56, "high": 0.56, "low": 0.51, "tick": "down", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T13:44:43", "percent_change": -25.5474, "prev_day_close": 0.514999985694885}, {"option": "SPY270219C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4452, "open_interest": 0.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0001, "vega": 0.0893, "theta": 0.0, "rho": 1.1553, "theo": 338.9722, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 338.925003051758}, {"option": "SPY270219P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4947, "open_interest": 32.0, "volume": 1.0, "delta": -0.0081, "gamma": 0.0001, "vega": 0.0896, "theta": -0.0207, "rho": -0.0173, "theo": 0.5443, "change": -0.175, "open": 0.54, "high": 0.54, "low": 0.54, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T13:15:39", "percent_change": -24.4755, "prev_day_close": 0.53999999165535}, {"option": "SPY270219C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4432, "open_interest": 1.0, "volume": 0.0, "delta": 0.9912, "gamma": 0.0001, "vega": 0.0933, "theta": 0.0, "rho": 1.1682, "theo": 334.0615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 329.71, "last_trade_time": "2026-10-30T15:52:16", "percent_change": 0.0, "prev_day_close": 334.009994506836}, {"option": "SPY270219P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4885, "open_interest": 13.0, "volume": 0.0, "delta": -0.0085, "gamma": 0.0001, "vega": 0.0938, "theta": -0.0214, "rho": -0.0182, "theo": 0.5685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.8, "last_trade_time": "2026-11-09T10:55:40", "percent_change": 0.0, "prev_day_close": 0.564999997615814}, {"option": "SPY270219C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4405, "open_interest": 0.0, "volume": 0.0, "delta": 0.9908, "gamma": 0.0001, "vega": 0.0975, "theta": 0.0, "rho": 1.181, "theo": 329.1517, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.100006103516}, {"option": "SPY270219P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4823, "open_interest": 10.0, "volume": 0.0, "delta": -0.0089, "gamma": 0.0001, "vega": 0.0977, "theta": -0.022, "rho": -0.019, "theo": 0.5907, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-11-04T16:01:25", "percent_change": 0.0, "prev_day_close": 0.584999978542328}, {"option": "SPY270219C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.434, "open_interest": 0.0, "volume": 0.0, "delta": 0.9903, "gamma": 0.0001, "vega": 0.1019, "theta": 0.0, "rho": 1.1938, "theo": 324.2429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 324.195007324219}, {"option": "SPY270219P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4763, "open_interest": 111.0, "volume": 24.0, "delta": -0.0094, "gamma": 0.0001, "vega": 0.1024, "theta": -0.0228, "rho": -0.0201, "theo": 0.6189, "change": -0.115, "open": 0.7, "high": 0.7, "low": 0.69, "tick": "no_change", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T10:08:12", "percent_change": -14.2857, "prev_day_close": 0.615000009536743}, {"option": "SPY270219C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4308, "open_interest": 1.0, "volume": 0.0, "delta": 0.9899, "gamma": 0.0001, "vega": 0.1065, "theta": 0.0, "rho": 1.2065, "theo": 319.3352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 334.63, "last_trade_time": "2026-10-28T16:01:01", "percent_change": 0.0, "prev_day_close": 319.285003662109}, {"option": "SPY270219P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.47, "open_interest": 0.0, "volume": 0.0, "delta": -0.0099, "gamma": 0.0001, "vega": 0.107, "theta": -0.0235, "rho": -0.0211, "theo": 0.6459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.639999985694885}, {"option": "SPY270219C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4257, "open_interest": 0.0, "volume": 0.0, "delta": 0.9894, "gamma": 0.0001, "vega": 0.1114, "theta": 0.0, "rho": 1.2191, "theo": 314.4284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 314.375}, {"option": "SPY270219P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.464, "open_interest": 303.0, "volume": 14.0, "delta": -0.0104, "gamma": 0.0001, "vega": 0.1119, "theta": -0.0242, "rho": -0.0221, "theo": 0.6712, "change": -0.195, "open": 0.73, "high": 0.73, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T14:16:17", "percent_change": -22.2857, "prev_day_close": 0.665000021457672}, {"option": "SPY270219C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4219, "open_interest": 0.0, "volume": 0.0, "delta": 0.9888, "gamma": 0.0002, "vega": 0.1164, "theta": 0.0, "rho": 1.2317, "theo": 309.5228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.470001220703}, {"option": "SPY270219P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4581, "open_interest": 20.0, "volume": 0.0, "delta": -0.0109, "gamma": 0.0002, "vega": 0.1174, "theta": -0.025, "rho": -0.0233, "theo": 0.7033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.02, "last_trade_time": "2026-11-10T10:51:09", "percent_change": 0.0, "prev_day_close": 0.694999992847443}, {"option": "SPY270219C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4178, "open_interest": 3.0, "volume": 0.0, "delta": 0.9883, "gamma": 0.0002, "vega": 0.1216, "theta": 0.0, "rho": 1.2443, "theo": 304.6184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 313.68, "last_trade_time": "2026-10-19T13:16:35", "percent_change": 0.0, "prev_day_close": 304.559997558594}, {"option": "SPY270219P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4522, "open_interest": 345.0, "volume": 29.0, "delta": -0.0115, "gamma": 0.0002, "vega": 0.1225, "theta": -0.0258, "rho": -0.0246, "theo": 0.7332, "change": -0.215, "open": 0.78, "high": 0.78, "low": 0.74, "tick": "down", "last_trade_price": 0.74, "last_trade_time": "2026-11-11T14:48:05", "percent_change": -22.5131, "prev_day_close": 0.725000023841858}, {"option": "SPY270219C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.414, "open_interest": 0.0, "volume": 0.0, "delta": 0.9877, "gamma": 0.0002, "vega": 0.1271, "theta": 0.0, "rho": 1.2567, "theo": 299.7151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.660003662109}, {"option": "SPY270219P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.446, "open_interest": 22.0, "volume": 2.0, "delta": -0.012, "gamma": 0.0002, "vega": 0.1276, "theta": -0.0266, "rho": -0.0257, "theo": 0.7631, "change": -0.245, "open": 0.75, "high": 0.75, "low": 0.75, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T15:57:14", "percent_change": -24.6231, "prev_day_close": 0.754999995231628}, {"option": "SPY270219C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4094, "open_interest": 0.0, "volume": 0.0, "delta": 0.9871, "gamma": 0.0002, "vega": 0.1327, "theta": 0.0, "rho": 1.2691, "theo": 294.8131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 294.80500793457}, {"option": "SPY270219P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4399, "open_interest": 347.0, "volume": 1.0, "delta": -0.0127, "gamma": 0.0002, "vega": 0.1334, "theta": -0.0274, "rho": -0.027, "theo": 0.7981, "change": -0.245, "open": 0.79, "high": 0.79, "low": 0.79, "tick": "down", "last_trade_price": 0.79, "last_trade_time": "2026-11-11T15:29:00", "percent_change": -23.6715, "prev_day_close": 0.78999999165535}, {"option": "SPY270219C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4078, "open_interest": 0.0, "volume": 0.0, "delta": 0.9864, "gamma": 0.0002, "vega": 0.1385, "theta": 0.0, "rho": 1.2815, "theo": 289.9123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 294.23, "last_trade_time": "2026-10-23T11:42:06", "percent_change": 0.0, "prev_day_close": 289.850006103516}, {"option": "SPY270219P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4341, "open_interest": 22.0, "volume": 1.0, "delta": -0.0133, "gamma": 0.0002, "vega": 0.1392, "theta": -0.0283, "rho": -0.0283, "theo": 0.832, "change": -0.2, "open": 0.88, "high": 0.88, "low": 0.88, "tick": "down", "last_trade_price": 0.88, "last_trade_time": "2026-11-11T10:52:06", "percent_change": -18.5185, "prev_day_close": 0.824999988079071}, {"option": "SPY270219C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4022, "open_interest": 0.0, "volume": 0.0, "delta": 0.9858, "gamma": 0.0002, "vega": 0.1445, "theta": 0.0, "rho": 1.2938, "theo": 285.013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 284.950012207031}, {"option": "SPY270219P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4282, "open_interest": 683.0, "volume": 303.0, "delta": -0.014, "gamma": 0.0002, "vega": 0.145, "theta": -0.029, "rho": -0.0296, "theo": 0.8639, "change": -0.185, "open": 0.93, "high": 0.97, "low": 0.93, "tick": "up", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T10:39:41", "percent_change": -16.4444, "prev_day_close": 0.855000019073486}, {"option": "SPY270219C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3956, "open_interest": 5.0, "volume": 0.0, "delta": 0.9851, "gamma": 0.0002, "vega": 0.1508, "theta": 0.0, "rho": 1.306, "theo": 280.1149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 300.05, "last_trade_time": "2026-10-13T15:31:08", "percent_change": 0.0, "prev_day_close": 280.044998168945}, {"option": "SPY270219P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4227, "open_interest": 136.0, "volume": 8.0, "delta": -0.0147, "gamma": 0.0002, "vega": 0.1516, "theta": -0.03, "rho": -0.0312, "theo": 0.904, "change": -0.23, "open": 0.98, "high": 0.98, "low": 0.94, "tick": "down", "last_trade_price": 0.94, "last_trade_time": "2026-11-11T14:10:16", "percent_change": -19.6581, "prev_day_close": 0.894999980926514}, {"option": "SPY270219C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3909, "open_interest": 0.0, "volume": 0.0, "delta": 0.9843, "gamma": 0.0002, "vega": 0.1573, "theta": 0.0, "rho": 1.3182, "theo": 275.2184, "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": 275.149993896484}, {"option": "SPY270219P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4166, "open_interest": 16.0, "volume": 6.0, "delta": -0.0155, "gamma": 0.0002, "vega": 0.1583, "theta": -0.0309, "rho": -0.0327, "theo": 0.9424, "change": -0.23, "open": 1.03, "high": 1.03, "low": 0.99, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T11:23:07", "percent_change": -18.8525, "prev_day_close": 0.935000002384186}, {"option": "SPY270219C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3868, "open_interest": 18.0, "volume": 0.0, "delta": 0.9836, "gamma": 0.0002, "vega": 0.1642, "theta": 0.0, "rho": 1.3302, "theo": 270.3233, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 256.51, "last_trade_time": "2026-11-10T13:21:25", "percent_change": 0.0, "prev_day_close": 270.25}, {"option": "SPY270219P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4108, "open_interest": 171.0, "volume": 0.0, "delta": -0.0162, "gamma": 0.0002, "vega": 0.1653, "theta": -0.0318, "rho": -0.0344, "theo": 0.9823, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.3, "last_trade_time": "2026-11-10T15:02:37", "percent_change": 0.0, "prev_day_close": 0.975000023841858}, {"option": "SPY270219C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3821, "open_interest": 31.0, "volume": 0.0, "delta": 0.9827, "gamma": 0.0003, "vega": 0.1714, "theta": 0.0, "rho": 1.3422, "theo": 265.4299, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 260.91, "last_trade_time": "2026-11-09T15:15:29", "percent_change": 0.0, "prev_day_close": 265.350006103516}, {"option": "SPY270219P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4054, "open_interest": 6877.0, "volume": 43.0, "delta": -0.0171, "gamma": 0.0003, "vega": 0.1729, "theta": -0.0328, "rho": -0.0361, "theo": 1.0235, "change": -0.305, "open": 1.11, "high": 1.18, "low": 1.01, "tick": "no_change", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T15:51:57", "percent_change": -23.0189, "prev_day_close": 1.01499998569489}, {"option": "SPY270219C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3772, "open_interest": 0.0, "volume": 0.0, "delta": 0.9819, "gamma": 0.0003, "vega": 0.1789, "theta": 0.0, "rho": 1.354, "theo": 260.5382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 260.464996337891}, {"option": "SPY270219P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3993, "open_interest": 440.0, "volume": 0.0, "delta": -0.0179, "gamma": 0.0003, "vega": 0.1803, "theta": -0.0336, "rho": -0.0379, "theo": 1.0631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.48, "last_trade_time": "2026-11-10T13:35:47", "percent_change": 0.0, "prev_day_close": 1.05499994754791}, {"option": "SPY270219C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3725, "open_interest": 0.0, "volume": 0.0, "delta": 0.981, "gamma": 0.0003, "vega": 0.1868, "theta": 0.0, "rho": 1.3658, "theo": 255.6484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 255.559997558594}, {"option": "SPY270219P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3937, "open_interest": 352.0, "volume": 42.0, "delta": -0.0189, "gamma": 0.0003, "vega": 0.1882, "theta": -0.0347, "rho": -0.0399, "theo": 1.112, "change": -0.265, "open": 1.17, "high": 1.17, "low": 1.17, "tick": "no_change", "last_trade_price": 1.17, "last_trade_time": "2026-11-11T11:20:40", "percent_change": -18.4669, "prev_day_close": 1.10500001907349}, {"option": "SPY270219C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3723, "open_interest": 0.0, "volume": 0.0, "delta": 0.98, "gamma": 0.0003, "vega": 0.1949, "theta": 0.0, "rho": 1.3774, "theo": 250.7605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 250.669998168945}, {"option": "SPY270219P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.388, "open_interest": 387.0, "volume": 2.0, "delta": -0.0198, "gamma": 0.0003, "vega": 0.1958, "theta": -0.0356, "rho": -0.0418, "theo": 1.1557, "change": -0.265, "open": 1.23, "high": 1.23, "low": 1.23, "tick": "down", "last_trade_price": 1.23, "last_trade_time": "2026-11-11T10:43:54", "percent_change": -17.7258, "prev_day_close": 1.14999997615814}, {"option": "SPY270219C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3631, "open_interest": 4.0, "volume": 0.0, "delta": 0.979, "gamma": 0.0003, "vega": 0.2034, "theta": 0.0, "rho": 1.3889, "theo": 245.8748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 257.04, "last_trade_time": "2026-10-21T10:29:45", "percent_change": 0.0, "prev_day_close": 245.779998779297}, {"option": "SPY270219P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3824, "open_interest": 1093.0, "volume": 2.0, "delta": -0.0209, "gamma": 0.0003, "vega": 0.2047, "theta": -0.0368, "rho": -0.044, "theo": 1.2094, "change": -0.28, "open": 1.28, "high": 1.28, "low": 1.28, "tick": "down", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T10:42:08", "percent_change": -17.9487, "prev_day_close": 1.20000004768372}, {"option": "SPY270219C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.361, "open_interest": 2.0, "volume": 0.0, "delta": 0.9779, "gamma": 0.0004, "vega": 0.2121, "theta": 0.0, "rho": 1.4003, "theo": 240.9913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 237.54, "last_trade_time": "2026-11-03T10:58:07", "percent_change": 0.0, "prev_day_close": 240.894996643066}, {"option": "SPY270219P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3767, "open_interest": 162.0, "volume": 15.0, "delta": -0.022, "gamma": 0.0004, "vega": 0.2137, "theta": -0.0378, "rho": -0.0462, "theo": 1.261, "change": -0.365, "open": 1.34, "high": 1.34, "low": 1.26, "tick": "down", "last_trade_price": 1.26, "last_trade_time": "2026-11-11T13:36:39", "percent_change": -22.4615, "prev_day_close": 1.25}, {"option": "SPY270219C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3536, "open_interest": 0.0, "volume": 0.0, "delta": 0.9768, "gamma": 0.0004, "vega": 0.2213, "theta": 0.0, "rho": 1.4116, "theo": 236.1101, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 236.01000213623}, {"option": "SPY270219P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3712, "open_interest": 257.0, "volume": 106.0, "delta": -0.0231, "gamma": 0.0004, "vega": 0.2228, "theta": -0.0389, "rho": -0.0485, "theo": 1.3145, "change": -0.3, "open": 1.45, "high": 1.45, "low": 1.39, "tick": "down", "last_trade_price": 1.39, "last_trade_time": "2026-11-11T10:51:26", "percent_change": -17.7515, "prev_day_close": 1.30499994754791}, {"option": "SPY270219C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3488, "open_interest": 1.0, "volume": 0.0, "delta": 0.9756, "gamma": 0.0004, "vega": 0.2308, "theta": 0.0, "rho": 1.4228, "theo": 231.2315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 212.59, "last_trade_time": "2026-11-05T11:07:38", "percent_change": 0.0, "prev_day_close": 231.130004882812}, {"option": "SPY270219P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3655, "open_interest": 190.0, "volume": 4.0, "delta": -0.0243, "gamma": 0.0004, "vega": 0.2326, "theta": -0.04, "rho": -0.0509, "theo": 1.3715, "change": -0.37, "open": 1.4, "high": 1.4, "low": 1.4, "tick": "down", "last_trade_price": 1.4, "last_trade_time": "2026-11-11T14:32:55", "percent_change": -20.904, "prev_day_close": 1.36000001430511}, {"option": "SPY270219C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3438, "open_interest": 2.0, "volume": 0.0, "delta": 0.9744, "gamma": 0.0004, "vega": 0.2409, "theta": 0.0, "rho": 1.4338, "theo": 226.3555, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 210.37, "last_trade_time": "2026-11-05T11:50:24", "percent_change": 0.0, "prev_day_close": 226.305000305176}, {"option": "SPY270219P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.36, "open_interest": 725.0, "volume": 8.0, "delta": -0.0256, "gamma": 0.0004, "vega": 0.2429, "theta": -0.0412, "rho": -0.0536, "theo": 1.4308, "change": -0.42, "open": 1.63, "high": 1.63, "low": 1.42, "tick": "down", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T15:50:34", "percent_change": -22.8261, "prev_day_close": 1.41999995708466}, {"option": "SPY270219C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3423, "open_interest": 1.0, "volume": 0.0, "delta": 0.973, "gamma": 0.0004, "vega": 0.2515, "theta": 0.0, "rho": 1.4447, "theo": 221.4825, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 201.82, "last_trade_time": "2026-11-06T12:36:14", "percent_change": 0.0, "prev_day_close": 221.380004882812}, {"option": "SPY270219P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3545, "open_interest": 392.0, "volume": 1.0, "delta": -0.0269, "gamma": 0.0004, "vega": 0.2541, "theta": -0.0423, "rho": -0.0563, "theo": 1.4925, "change": -0.37, "open": 1.55, "high": 1.55, "low": 1.55, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-11T14:18:08", "percent_change": -19.2708, "prev_day_close": 1.48500001430511}, {"option": "SPY270219C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3346, "open_interest": 3.0, "volume": 2.0, "delta": 0.9716, "gamma": 0.0005, "vega": 0.2627, "theta": 0.0, "rho": 1.4553, "theo": 216.6126, "change": 10.77, "open": 212.58, "high": 216.8, "low": 212.58, "tick": "up", "last_trade_price": 216.8, "last_trade_time": "2026-11-11T12:21:34", "percent_change": 5.22739, "prev_day_close": 216.519996643066}, {"option": "SPY270219P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3491, "open_interest": 661.0, "volume": 22.0, "delta": -0.0283, "gamma": 0.0005, "vega": 0.2652, "theta": -0.0434, "rho": -0.0591, "theo": 1.5535, "change": -0.44, "open": 1.71, "high": 1.71, "low": 1.56, "tick": "no_change", "last_trade_price": 1.57, "last_trade_time": "2026-11-11T15:59:51", "percent_change": -21.8905, "prev_day_close": 1.54999995231628}, {"option": "SPY270219C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3308, "open_interest": 6.0, "volume": 0.0, "delta": 0.9701, "gamma": 0.0005, "vega": 0.2744, "theta": 0.0, "rho": 1.4658, "theo": 211.7463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 207.01, "last_trade_time": "2026-11-03T15:39:17", "percent_change": 0.0, "prev_day_close": 211.639999389648}, {"option": "SPY270219P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3438, "open_interest": 369.0, "volume": 8.0, "delta": -0.0298, "gamma": 0.0005, "vega": 0.2766, "theta": -0.0448, "rho": -0.0625, "theo": 1.627, "change": -0.33, "open": 1.76, "high": 1.77, "low": 1.76, "tick": "no_change", "last_trade_price": 1.77, "last_trade_time": "2026-11-11T09:30:31", "percent_change": -15.7143, "prev_day_close": 1.62000000476837}, {"option": "SPY270219C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3271, "open_interest": 7.0, "volume": 0.0, "delta": 0.9686, "gamma": 0.0005, "vega": 0.2866, "theta": 0.0, "rho": 1.476, "theo": 206.8837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 196.0, "last_trade_time": "2026-11-09T10:02:40", "percent_change": 0.0, "prev_day_close": 206.819999694824}, {"option": "SPY270219P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3381, "open_interest": 126.0, "volume": 2.0, "delta": -0.0314, "gamma": 0.0005, "vega": 0.2885, "theta": -0.046, "rho": -0.0656, "theo": 1.6962, "change": -0.5, "open": 1.7, "high": 1.7, "low": 1.7, "tick": "down", "last_trade_price": 1.7, "last_trade_time": "2026-11-11T16:13:58", "percent_change": -22.7273, "prev_day_close": 1.68999999761581}, {"option": "SPY270219C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3218, "open_interest": 1.0, "volume": 0.0, "delta": 0.9669, "gamma": 0.0006, "vega": 0.2994, "theta": 0.0, "rho": 1.486, "theo": 202.0251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.53, "last_trade_time": "2026-10-13T13:02:33", "percent_change": 0.0, "prev_day_close": 201.910003662109}, {"option": "SPY270219P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3329, "open_interest": 303.0, "volume": 0.0, "delta": -0.0332, "gamma": 0.0006, "vega": 0.3018, "theta": -0.0474, "rho": -0.069, "theo": 1.7771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.36, "last_trade_time": "2026-11-10T10:20:49", "percent_change": 0.0, "prev_day_close": 1.76999998092651}, {"option": "SPY270219C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3169, "open_interest": 1.0, "volume": 0.0, "delta": 0.9651, "gamma": 0.0006, "vega": 0.3126, "theta": 0.0, "rho": 1.4958, "theo": 197.171, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 208.96, "last_trade_time": "2026-10-27T12:29:09", "percent_change": 0.0, "prev_day_close": 197.139999389648}, {"option": "SPY270219P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3274, "open_interest": 3030.0, "volume": 5.0, "delta": -0.035, "gamma": 0.0006, "vega": 0.315, "theta": -0.0487, "rho": -0.0727, "theo": 1.8585, "change": -0.545, "open": 2.03, "high": 2.12, "low": 1.86, "tick": "down", "last_trade_price": 1.86, "last_trade_time": "2026-11-11T15:59:37", "percent_change": -22.6611, "prev_day_close": 1.85000002384186}, {"option": "SPY270219C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3126, "open_interest": 0.0, "volume": 0.0, "delta": 0.9632, "gamma": 0.0006, "vega": 0.3265, "theta": 0.0, "rho": 1.5054, "theo": 192.3215, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 192.199996948242}, {"option": "SPY270219P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.322, "open_interest": 244.0, "volume": 5.0, "delta": -0.0369, "gamma": 0.0006, "vega": 0.3291, "theta": -0.0501, "rho": -0.0766, "theo": 1.9449, "change": -0.6, "open": 1.99, "high": 1.99, "low": 1.92, "tick": "down", "last_trade_price": 1.92, "last_trade_time": "2026-11-11T15:29:00", "percent_change": -23.8095, "prev_day_close": 1.93999999761581}, {"option": "SPY270219C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3078, "open_interest": 20.0, "volume": 0.0, "delta": 0.9611, "gamma": 0.0007, "vega": 0.3413, "theta": 0.0, "rho": 1.5147, "theo": 187.4772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.97, "last_trade_time": "2026-11-09T13:15:26", "percent_change": 0.0, "prev_day_close": 187.354995727539}, {"option": "SPY270219P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3168, "open_interest": 6272.0, "volume": 5.0, "delta": -0.039, "gamma": 0.0007, "vega": 0.3445, "theta": -0.0516, "rho": -0.0808, "theo": 2.0365, "change": -0.62, "open": 2.19, "high": 2.19, "low": 2.02, "tick": "down", "last_trade_price": 2.02, "last_trade_time": "2026-11-11T13:44:27", "percent_change": -23.4849, "prev_day_close": 2.02999997138977}, {"option": "SPY270219C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3031, "open_interest": 4.0, "volume": 1.0, "delta": 0.959, "gamma": 0.0007, "vega": 0.3569, "theta": 0.0, "rho": 1.5237, "theo": 182.6384, "change": 8.05, "open": 180.23, "high": 180.23, "low": 180.23, "tick": "up", "last_trade_price": 180.23, "last_trade_time": "2026-11-11T10:53:13", "percent_change": 4.67534, "prev_day_close": 182.620002746582}, {"option": "SPY270219P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3114, "open_interest": 274.0, "volume": 20.0, "delta": -0.0412, "gamma": 0.0007, "vega": 0.3609, "theta": -0.0531, "rho": -0.0852, "theo": 2.1317, "change": -0.645, "open": 2.37, "high": 2.37, "low": 2.13, "tick": "down", "last_trade_price": 2.13, "last_trade_time": "2026-11-11T15:26:57", "percent_change": -23.2432, "prev_day_close": 2.12999999523163}, {"option": "SPY270219C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2979, "open_interest": 2.0, "volume": 0.0, "delta": 0.9566, "gamma": 0.0008, "vega": 0.3735, "theta": 0.0, "rho": 1.5323, "theo": 177.8007, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 179.94, "last_trade_time": "2026-11-05T09:38:24", "percent_change": 0.0, "prev_day_close": 177.680000305176}, {"option": "SPY270219P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3062, "open_interest": 258.0, "volume": 104.0, "delta": -0.0436, "gamma": 0.0008, "vega": 0.3773, "theta": -0.0546, "rho": -0.0906, "theo": 2.2334, "change": -0.695, "open": 2.35, "high": 2.35, "low": 2.22, "tick": "no_change", "last_trade_price": 2.22, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -23.8422, "prev_day_close": 2.23500001430511}, {"option": "SPY270219C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2946, "open_interest": 1.0, "volume": 0.0, "delta": 0.9541, "gamma": 0.0008, "vega": 0.3909, "theta": -0.003, "rho": 1.5405, "theo": 172.9747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 152.05, "last_trade_time": "2026-11-05T15:52:30", "percent_change": 0.0, "prev_day_close": 172.860000610352}, {"option": "SPY270219P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.301, "open_interest": 2167.0, "volume": 66.0, "delta": -0.0461, "gamma": 0.0008, "vega": 0.3944, "theta": -0.0562, "rho": -0.0952, "theo": 2.3444, "change": -0.73, "open": 2.55, "high": 2.55, "low": 2.33, "tick": "down", "last_trade_price": 2.33, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -23.8562, "prev_day_close": 2.34999990463257}, {"option": "SPY270219C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2887, "open_interest": 25.0, "volume": 4.0, "delta": 0.9515, "gamma": 0.0008, "vega": 0.409, "theta": -0.0061, "rho": 1.5483, "theo": 168.156, "change": 11.925, "open": 169.81, "high": 169.81, "low": 169.81, "tick": "up", "last_trade_price": 169.81, "last_trade_time": "2026-11-11T13:27:10", "percent_change": 7.55296, "prev_day_close": 168.084999084473}, {"option": "SPY270219P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.296, "open_interest": 6720.0, "volume": 167.0, "delta": -0.0489, "gamma": 0.0009, "vega": 0.413, "theta": -0.058, "rho": -0.1005, "theo": 2.4668, "change": -0.72, "open": 2.72, "high": 2.75, "low": 2.45, "tick": "up", "last_trade_price": 2.5, "last_trade_time": "2026-11-11T15:55:42", "percent_change": -22.3602, "prev_day_close": 2.47000002861023}, {"option": "SPY270219C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2846, "open_interest": 0.0, "volume": 0.0, "delta": 0.9486, "gamma": 0.0009, "vega": 0.428, "theta": -0.0093, "rho": 1.5557, "theo": 163.3452, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 163.279998779297}, {"option": "SPY270219P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2908, "open_interest": 1420.0, "volume": 221.0, "delta": -0.0518, "gamma": 0.0009, "vega": 0.4318, "theta": -0.0597, "rho": -0.1062, "theo": 2.5918, "change": -0.81, "open": 2.85, "high": 2.85, "low": 2.58, "tick": "down", "last_trade_price": 2.58, "last_trade_time": "2026-11-11T15:52:10", "percent_change": -23.8938, "prev_day_close": 2.59999990463257}, {"option": "SPY270219C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2796, "open_interest": 0.0, "volume": 0.0, "delta": 0.9456, "gamma": 0.001, "vega": 0.4479, "theta": -0.0126, "rho": 1.5627, "theo": 158.5429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 158.415000915527}, {"option": "SPY270219P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2857, "open_interest": 2646.0, "volume": 43.0, "delta": -0.0549, "gamma": 0.001, "vega": 0.452, "theta": -0.0614, "rho": -0.1125, "theo": 2.723, "change": -0.86, "open": 2.94, "high": 2.94, "low": 2.71, "tick": "down", "last_trade_price": 2.71, "last_trade_time": "2026-11-11T15:48:06", "percent_change": -24.0896, "prev_day_close": 2.73000001907349}, {"option": "SPY270219C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2757, "open_interest": 2.0, "volume": 0.0, "delta": 0.9423, "gamma": 0.001, "vega": 0.469, "theta": -0.0159, "rho": 1.5693, "theo": 153.7497, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 131.75, "last_trade_time": "2026-11-05T15:58:56", "percent_change": 0.0, "prev_day_close": 153.590003967285}, {"option": "SPY270219P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2808, "open_interest": 179.0, "volume": 7.0, "delta": -0.0583, "gamma": 0.001, "vega": 0.4744, "theta": -0.0634, "rho": -0.1191, "theo": 2.8701, "change": -0.905, "open": 3.14, "high": 3.14, "low": 2.86, "tick": "down", "last_trade_price": 2.86, "last_trade_time": "2026-11-11T15:52:16", "percent_change": -24.0372, "prev_day_close": 2.87999999523163}, {"option": "SPY270219C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2705, "open_interest": 8.0, "volume": 0.0, "delta": 0.9387, "gamma": 0.0011, "vega": 0.4915, "theta": -0.0193, "rho": 1.5753, "theo": 148.9666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 129.89, "last_trade_time": "2026-11-05T13:22:17", "percent_change": 0.0, "prev_day_close": 148.799995422363}, {"option": "SPY270219P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2758, "open_interest": 467.0, "volume": 339.0, "delta": -0.0619, "gamma": 0.0011, "vega": 0.4981, "theta": -0.0653, "rho": -0.1264, "theo": 3.0257, "change": -0.965, "open": 3.24, "high": 3.4, "low": 3.01, "tick": "down", "last_trade_price": 3.01, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -24.2767, "prev_day_close": 3.0349999666214}, {"option": "SPY270219C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2664, "open_interest": 7.0, "volume": 0.0, "delta": 0.9349, "gamma": 0.0012, "vega": 0.5153, "theta": -0.0227, "rho": 1.5805, "theo": 144.1945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 126.57, "last_trade_time": "2026-11-06T12:25:58", "percent_change": 0.0, "prev_day_close": 144.089996337891}, {"option": "SPY270219P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2708, "open_interest": 196.0, "volume": 22.0, "delta": -0.0658, "gamma": 0.0012, "vega": 0.5211, "theta": -0.0673, "rho": -0.1343, "theo": 3.1914, "change": -1.015, "open": 3.44, "high": 3.44, "low": 3.19, "tick": "down", "last_trade_price": 3.19, "last_trade_time": "2026-11-11T15:50:56", "percent_change": -24.1379, "prev_day_close": 3.20000004768372}, {"option": "SPY270219C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2609, "open_interest": 49.0, "volume": 0.0, "delta": 0.9308, "gamma": 0.0012, "vega": 0.5402, "theta": -0.0262, "rho": 1.5851, "theo": 139.4345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 129.95, "last_trade_time": "2026-11-10T14:50:11", "percent_change": 0.0, "prev_day_close": 139.279998779297}, {"option": "SPY270219P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 715.0, "volume": 59.0, "delta": -0.07, "gamma": 0.0013, "vega": 0.546, "theta": -0.0694, "rho": -0.142, "theo": 3.3695, "change": -1.055, "open": 3.63, "high": 3.82, "low": 3.35, "tick": "down", "last_trade_price": 3.39, "last_trade_time": "2026-11-11T16:01:00", "percent_change": -23.7345, "prev_day_close": 3.38499999046326}, {"option": "SPY270219C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2565, "open_interest": 2.0, "volume": 0.0, "delta": 0.9264, "gamma": 0.0013, "vega": 0.5661, "theta": -0.0297, "rho": 1.589, "theo": 134.6876, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 131.5, "last_trade_time": "2026-11-03T11:32:19", "percent_change": 0.0, "prev_day_close": 134.540000915527}, {"option": "SPY270219P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 322.0, "volume": 3.0, "delta": -0.0745, "gamma": 0.0014, "vega": 0.572, "theta": -0.0715, "rho": -0.1507, "theo": 3.5613, "change": -1.145, "open": 3.67, "high": 3.67, "low": 3.56, "tick": "down", "last_trade_price": 3.56, "last_trade_time": "2026-11-11T15:52:17", "percent_change": -24.3358, "prev_day_close": 3.57999992370606}, {"option": "SPY270219C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2519, "open_interest": 15.0, "volume": 0.0, "delta": 0.9217, "gamma": 0.0014, "vega": 0.5932, "theta": -0.0334, "rho": 1.5923, "theo": 129.9547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 119.76, "last_trade_time": "2026-11-05T10:25:57", "percent_change": 0.0, "prev_day_close": 129.820003509521}, {"option": "SPY270219P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2562, "open_interest": 663.0, "volume": 23.0, "delta": -0.0794, "gamma": 0.0015, "vega": 0.5994, "theta": -0.0737, "rho": -0.1602, "theo": 3.7674, "change": -1.225, "open": 4.07, "high": 4.25, "low": 3.76, "tick": "down", "last_trade_price": 3.76, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -24.5737, "prev_day_close": 3.7849999666214}, {"option": "SPY270219C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 0.0, "volume": 0.0, "delta": 0.9165, "gamma": 0.0015, "vega": 0.622, "theta": -0.037, "rho": 1.5949, "theo": 125.237, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.104999542236}, {"option": "SPY270219P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2514, "open_interest": 347.0, "volume": 3.0, "delta": -0.0847, "gamma": 0.0016, "vega": 0.6306, "theta": -0.076, "rho": -0.1708, "theo": 3.991, "change": -1.3, "open": 4.29, "high": 4.29, "low": 3.99, "tick": "down", "last_trade_price": 3.99, "last_trade_time": "2026-11-11T15:52:46", "percent_change": -24.5747, "prev_day_close": 4.01500010490418}, {"option": "SPY270219C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2433, "open_interest": 30.0, "volume": 0.0, "delta": 0.911, "gamma": 0.0016, "vega": 0.6525, "theta": -0.0407, "rho": 1.5963, "theo": 120.5358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.2, "last_trade_time": "2026-11-06T15:40:37", "percent_change": 0.0, "prev_day_close": 120.409999847412}, {"option": "SPY270219P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2467, "open_interest": 3441.0, "volume": 164.0, "delta": -0.0904, "gamma": 0.0017, "vega": 0.6617, "theta": -0.0783, "rho": -0.1827, "theo": 4.2306, "change": -1.29, "open": 4.71, "high": 4.79, "low": 4.2, "tick": "up", "last_trade_price": 4.32, "last_trade_time": "2026-11-11T15:55:06", "percent_change": -22.9947, "prev_day_close": 4.25499987602234}, {"option": "SPY270219C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 3.0, "volume": 0.0, "delta": 0.9051, "gamma": 0.0018, "vega": 0.6846, "theta": -0.0445, "rho": 1.5967, "theo": 115.8529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 100.55, "last_trade_time": "2026-11-06T09:51:25", "percent_change": 0.0, "prev_day_close": 115.725002288818}, {"option": "SPY270219P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2419, "open_interest": 155.0, "volume": 7.0, "delta": -0.0965, "gamma": 0.0018, "vega": 0.6931, "theta": -0.0806, "rho": -0.1932, "theo": 4.4875, "change": -1.475, "open": 4.98, "high": 4.99, "low": 4.49, "tick": "down", "last_trade_price": 4.49, "last_trade_time": "2026-11-11T15:51:17", "percent_change": -24.7276, "prev_day_close": 4.51999998092651}, {"option": "SPY270219C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2347, "open_interest": 192.0, "volume": 2.0, "delta": 0.8986, "gamma": 0.0019, "vega": 0.7179, "theta": -0.0483, "rho": 1.596, "theo": 111.1901, "change": 6.48, "open": 108.16, "high": 108.16, "low": 107.6, "tick": "down", "last_trade_price": 107.6, "last_trade_time": "2026-11-11T10:05:38", "percent_change": 6.40823, "prev_day_close": 111.075000762939}, {"option": "SPY270219P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2372, "open_interest": 888.0, "volume": 46.0, "delta": -0.1032, "gamma": 0.0019, "vega": 0.7266, "theta": -0.0831, "rho": -0.2057, "theo": 4.7682, "change": -1.56, "open": 5.31, "high": 5.32, "low": 4.71, "tick": "up", "last_trade_price": 4.78, "last_trade_time": "2026-11-11T15:50:32", "percent_change": -24.6057, "prev_day_close": 4.80000019073486}, {"option": "SPY270219C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2306, "open_interest": 3.0, "volume": 2.0, "delta": 0.8916, "gamma": 0.002, "vega": 0.7524, "theta": -0.0522, "rho": 1.5944, "theo": 106.5488, "change": 11.335, "open": 103.14, "high": 107.93, "low": 103.14, "tick": "up", "last_trade_price": 107.93, "last_trade_time": "2026-11-11T13:43:22", "percent_change": 11.7346, "prev_day_close": 106.415000915527}, {"option": "SPY270219P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2325, "open_interest": 214.0, "volume": 14.0, "delta": -0.1104, "gamma": 0.0021, "vega": 0.7614, "theta": -0.0856, "rho": -0.2194, "theo": 5.0707, "change": -1.67, "open": 5.59, "high": 5.77, "low": 5.08, "tick": "down", "last_trade_price": 5.08, "last_trade_time": "2026-11-11T15:51:17", "percent_change": -24.7407, "prev_day_close": 5.10500001907349}, {"option": "SPY270219C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 34.0, "volume": 0.0, "delta": 0.8841, "gamma": 0.0021, "vega": 0.7887, "theta": -0.0561, "rho": 1.5916, "theo": 101.9309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.76, "last_trade_time": "2026-11-09T14:31:36", "percent_change": 0.0, "prev_day_close": 101.849998474121}, {"option": "SPY270219P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2278, "open_interest": 14388.0, "volume": 14033.0, "delta": -0.1181, "gamma": 0.0022, "vega": 0.8006, "theta": -0.0881, "rho": -0.2337, "theo": 5.3925, "change": -1.79, "open": 6.09, "high": 6.09, "low": 5.41, "tick": "down", "last_trade_price": 5.41, "last_trade_time": "2026-11-11T15:51:17", "percent_change": -24.8611, "prev_day_close": 5.44000005722046}, {"option": "SPY270219C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2222, "open_interest": 23.0, "volume": 0.0, "delta": 0.876, "gamma": 0.0023, "vega": 0.8272, "theta": -0.06, "rho": 1.5872, "theo": 97.3386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 89.34, "last_trade_time": "2026-11-09T10:49:14", "percent_change": 0.0, "prev_day_close": 97.2400016784668}, {"option": "SPY270219P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2232, "open_interest": 12874.0, "volume": 318.0, "delta": -0.1266, "gamma": 0.0024, "vega": 0.8395, "theta": -0.0907, "rho": -0.2506, "theo": 5.75, "change": -1.9, "open": 6.25, "high": 6.25, "low": 5.73, "tick": "up", "last_trade_price": 5.78, "last_trade_time": "2026-11-11T15:50:57", "percent_change": -24.7396, "prev_day_close": 5.80000019073486}, {"option": "SPY270219C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2179, "open_interest": 107.0, "volume": 0.0, "delta": 0.8672, "gamma": 0.0025, "vega": 0.8672, "theta": -0.0639, "rho": 1.581, "theo": 92.775, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.22, "last_trade_time": "2026-11-06T15:40:37", "percent_change": 0.0, "prev_day_close": 92.7150001525879}, {"option": "SPY270219P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2185, "open_interest": 13572.0, "volume": 195.0, "delta": -0.1358, "gamma": 0.0025, "vega": 0.8793, "theta": -0.0933, "rho": -0.2664, "theo": 6.134, "change": -2.045, "open": 6.79, "high": 6.95, "low": 6.06, "tick": "down", "last_trade_price": 6.15, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -24.9542, "prev_day_close": 6.19000005722046}, {"option": "SPY270219C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 7.0, "volume": 0.0, "delta": 0.8576, "gamma": 0.0026, "vega": 0.9082, "theta": -0.0678, "rho": 1.5734, "theo": 88.2477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.99, "last_trade_time": "2026-11-06T15:40:33", "percent_change": 0.0, "prev_day_close": 88.1700019836426}, {"option": "SPY270219P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.214, "open_interest": 1186.0, "volume": 101.0, "delta": -0.1457, "gamma": 0.0027, "vega": 0.92, "theta": -0.096, "rho": -0.2847, "theo": 6.5477, "change": -2.17, "open": 7.28, "high": 7.49, "low": 6.52, "tick": "up", "last_trade_price": 6.59, "last_trade_time": "2026-11-11T15:51:00", "percent_change": -24.7717, "prev_day_close": 6.60500001907349}, {"option": "SPY270219C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2087, "open_interest": 232.0, "volume": 1.0, "delta": 0.8473, "gamma": 0.0028, "vega": 0.9506, "theta": -0.0717, "rho": 1.5644, "theo": 83.7499, "change": 10.53, "open": 85.85, "high": 85.85, "low": 85.85, "tick": "up", "last_trade_price": 85.85, "last_trade_time": "2026-11-11T13:43:46", "percent_change": 13.9804, "prev_day_close": 83.6699981689453}, {"option": "SPY270219P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2093, "open_interest": 3048.0, "volume": 209.0, "delta": -0.1566, "gamma": 0.0029, "vega": 0.9654, "theta": -0.0986, "rho": -0.304, "theo": 7.0015, "change": -2.35, "open": 7.8, "high": 8.03, "low": 6.96, "tick": "down", "last_trade_price": 7.02, "last_trade_time": "2026-11-11T16:04:57", "percent_change": -25.08, "prev_day_close": 7.07000017166138}, {"option": "SPY270219C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2042, "open_interest": 4.0, "volume": 0.0, "delta": 0.836, "gamma": 0.003, "vega": 0.9952, "theta": -0.0756, "rho": 1.5532, "theo": 79.29, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.04, "last_trade_time": "2026-11-05T10:05:29", "percent_change": 0.0, "prev_day_close": 79.2299995422363}, {"option": "SPY270219P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2048, "open_interest": 3000.0, "volume": 1606.0, "delta": -0.1683, "gamma": 0.0031, "vega": 1.011, "theta": -0.1012, "rho": -0.3256, "theo": 7.4931, "change": -2.44, "open": 8.47, "high": 8.47, "low": 7.43, "tick": "down", "last_trade_price": 7.59, "last_trade_time": "2026-11-11T15:25:06", "percent_change": -24.327, "prev_day_close": 7.56500005722046}, {"option": "SPY270219C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 555.0, "volume": 25.0, "delta": 0.8238, "gamma": 0.0032, "vega": 1.0414, "theta": -0.0794, "rho": 1.5394, "theo": 74.8726, "change": 8.725, "open": 73.0, "high": 75.57, "low": 73.0, "tick": "down", "last_trade_price": 75.48, "last_trade_time": "2026-11-11T14:08:38", "percent_change": 13.0702, "prev_day_close": 74.8000030517578}, {"option": "SPY270219P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2002, "open_interest": 7914.0, "volume": 403.0, "delta": -0.1811, "gamma": 0.0034, "vega": 1.0562, "theta": -0.1038, "rho": -0.3468, "theo": 8.0347, "change": -2.59, "open": 8.9, "high": 9.26, "low": 8.0, "tick": "down", "last_trade_price": 8.16, "last_trade_time": "2026-11-11T15:57:29", "percent_change": -24.093, "prev_day_close": 8.1100001335144}, {"option": "SPY270219C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1951, "open_interest": 25.0, "volume": 1.0, "delta": 0.8106, "gamma": 0.0035, "vega": 1.0881, "theta": -0.0831, "rho": 1.5235, "theo": 70.5026, "change": 5.86, "open": 68.43, "high": 68.43, "low": 68.43, "tick": "up", "last_trade_price": 68.43, "last_trade_time": "2026-11-11T10:44:27", "percent_change": 9.36551, "prev_day_close": 70.9650001525879}, {"option": "SPY270219P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1957, "open_interest": 316.0, "volume": 8.0, "delta": -0.195, "gamma": 0.0036, "vega": 1.1031, "theta": -0.1064, "rho": -0.3707, "theo": 8.6219, "change": -2.835, "open": 9.65, "high": 9.65, "low": 8.7, "tick": "down", "last_trade_price": 8.7, "last_trade_time": "2026-11-11T15:04:51", "percent_change": -24.5774, "prev_day_close": 8.69999980926514}, {"option": "SPY270219C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1906, "open_interest": 411.0, "volume": 5.0, "delta": 0.7962, "gamma": 0.0037, "vega": 1.1357, "theta": -0.0868, "rho": 1.5055, "theo": 66.1843, "change": 8.1, "open": 64.0, "high": 66.57, "low": 63.45, "tick": "up", "last_trade_price": 66.57, "last_trade_time": "2026-11-11T15:04:31", "percent_change": 13.8533, "prev_day_close": 66.625}, {"option": "SPY270219P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1912, "open_interest": 854.0, "volume": 398.0, "delta": -0.2102, "gamma": 0.0039, "vega": 1.1556, "theta": -0.1089, "rho": -0.3958, "theo": 9.2636, "change": -3.045, "open": 10.37, "high": 10.43, "low": 9.11, "tick": "no_change", "last_trade_price": 9.34, "last_trade_time": "2026-11-11T15:51:35", "percent_change": -24.5862, "prev_day_close": 9.34999990463257}, {"option": "SPY270219C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 50.0, "volume": 9.0, "delta": 0.7806, "gamma": 0.004, "vega": 1.185, "theta": -0.0903, "rho": 1.4842, "theo": 61.9193, "change": 6.83, "open": 59.79, "high": 60.79, "low": 59.79, "tick": "down", "last_trade_price": 60.33, "last_trade_time": "2026-11-11T11:10:30", "percent_change": 12.7664, "prev_day_close": 61.8649997711182}, {"option": "SPY270219P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1867, "open_interest": 2909.0, "volume": 25.0, "delta": -0.2268, "gamma": 0.0042, "vega": 1.2029, "theta": -0.1113, "rho": -0.4235, "theo": 9.9727, "change": -3.295, "open": 11.12, "high": 11.12, "low": 10.02, "tick": "no_change", "last_trade_price": 10.02, "last_trade_time": "2026-11-11T15:19:09", "percent_change": -24.7465, "prev_day_close": 10.0650000572205}, {"option": "SPY270219C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 745.0, "volume": 0.0, "delta": 0.7637, "gamma": 0.0042, "vega": 1.2343, "theta": -0.0936, "rho": 1.4596, "theo": 57.7237, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.4, "last_trade_time": "2026-11-10T15:26:34", "percent_change": 0.0, "prev_day_close": 56.7899990081787}, {"option": "SPY270219P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 2860.0, "volume": 50.0, "delta": -0.2448, "gamma": 0.0044, "vega": 1.2509, "theta": -0.1136, "rho": -0.4527, "theo": 10.7476, "change": -3.69, "open": 12.08, "high": 12.41, "low": 10.64, "tick": "no_change", "last_trade_price": 10.64, "last_trade_time": "2026-11-11T13:24:15", "percent_change": -25.7502, "prev_day_close": 10.8400001525879}, {"option": "SPY270219C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 239.0, "volume": 2.0, "delta": 0.7453, "gamma": 0.0045, "vega": 1.2828, "theta": -0.0968, "rho": 1.4326, "theo": 53.6037, "change": 7.975, "open": 56.15, "high": 56.15, "low": 54.51, "tick": "down", "last_trade_price": 54.51, "last_trade_time": "2026-11-11T14:08:13", "percent_change": 17.1376, "prev_day_close": 53.5349998474121}, {"option": "SPY270219P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1779, "open_interest": 1467.0, "volume": 37.0, "delta": -0.2642, "gamma": 0.0048, "vega": 1.3014, "theta": -0.1157, "rho": -0.4829, "theo": 11.5933, "change": -3.65, "open": 13.2, "high": 13.24, "low": 11.65, "tick": "up", "last_trade_price": 11.79, "last_trade_time": "2026-11-11T15:58:22", "percent_change": -23.6399, "prev_day_close": 11.6900000572205}, {"option": "SPY270219C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 854.0, "volume": 22.0, "delta": 0.7254, "gamma": 0.0048, "vega": 1.3316, "theta": -0.0996, "rho": 1.4016, "theo": 49.5581, "change": 7.265, "open": 47.47, "high": 51.5, "low": 47.36, "tick": "up", "last_trade_price": 50.03, "last_trade_time": "2026-11-11T14:58:47", "percent_change": 16.9882, "prev_day_close": 49.5}, {"option": "SPY270219P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 1025.0, "volume": 184.0, "delta": -0.2856, "gamma": 0.0051, "vega": 1.3492, "theta": -0.1176, "rho": -0.5162, "theo": 12.5323, "change": -3.9, "open": 14.07, "high": 14.45, "low": 12.24, "tick": "up", "last_trade_price": 12.75, "last_trade_time": "2026-11-11T15:57:14", "percent_change": -23.4234, "prev_day_close": 12.6350002288818}, {"option": "SPY270219C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1684, "open_interest": 563.0, "volume": 20.0, "delta": 0.7038, "gamma": 0.0051, "vega": 1.3791, "theta": -0.1022, "rho": 1.3663, "theo": 45.6013, "change": 6.435, "open": 43.35, "high": 46.77, "low": 43.35, "tick": "down", "last_trade_price": 45.5, "last_trade_time": "2026-11-11T14:48:03", "percent_change": 16.4725, "prev_day_close": 46.1649990081787}, {"option": "SPY270219P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1691, "open_interest": 1646.0, "volume": 119.0, "delta": -0.3087, "gamma": 0.0054, "vega": 1.3936, "theta": -0.1191, "rho": -0.5509, "theo": 13.5637, "change": -4.33, "open": 15.26, "high": 15.45, "low": 13.28, "tick": "up", "last_trade_price": 13.65, "last_trade_time": "2026-11-11T15:32:41", "percent_change": -24.0823, "prev_day_close": 13.664999961853}, {"option": "SPY270219C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1649, "open_interest": 2946.0, "volume": 182.0, "delta": 0.6805, "gamma": 0.0054, "vega": 1.4236, "theta": -0.1044, "rho": 1.3281, "theo": 41.7422, "change": 5.825, "open": 39.51, "high": 43.78, "low": 39.16, "tick": "up", "last_trade_price": 41.33, "last_trade_time": "2026-11-11T15:59:48", "percent_change": 16.4061, "prev_day_close": 41.689998626709}, {"option": "SPY270219P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 2489.0, "volume": 160.0, "delta": -0.3344, "gamma": 0.0058, "vega": 1.4408, "theta": -0.1204, "rho": -0.5842, "theo": 14.7178, "change": -4.655, "open": 16.51, "high": 16.8, "low": 14.49, "tick": "up", "last_trade_price": 14.79, "last_trade_time": "2026-11-11T15:51:00", "percent_change": -23.9393, "prev_day_close": 14.8150000572205}, {"option": "SPY270219C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1606, "open_interest": 1844.0, "volume": 253.0, "delta": 0.6553, "gamma": 0.0057, "vega": 1.4659, "theta": -0.1061, "rho": 1.2848, "theo": 37.9908, "change": 5.855, "open": 37.0, "high": 39.97, "low": 35.48, "tick": "up", "last_trade_price": 37.9, "last_trade_time": "2026-11-11T16:00:36", "percent_change": 18.2712, "prev_day_close": 37.9400005340576}, {"option": "SPY270219P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1606, "open_interest": 1921.0, "volume": 84.0, "delta": -0.3618, "gamma": 0.0062, "vega": 1.477, "theta": -0.1212, "rho": -0.6235, "theo": 15.9851, "change": -5.005, "open": 17.86, "high": 17.86, "low": 15.77, "tick": "down", "last_trade_price": 16.05, "last_trade_time": "2026-11-11T15:51:00", "percent_change": -23.7711, "prev_day_close": 16.0800008773804}, {"option": "SPY270219C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 2787.0, "volume": 1110.0, "delta": 0.6282, "gamma": 0.006, "vega": 1.5036, "theta": -0.1073, "rho": 1.2371, "theo": 34.361, "change": 5.335, "open": 33.11, "high": 36.27, "low": 31.82, "tick": "no_change", "last_trade_price": 34.07, "last_trade_time": "2026-11-11T15:53:40", "percent_change": 18.5662, "prev_day_close": 34.3199996948242}, {"option": "SPY270219P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 8005.0, "volume": 228.0, "delta": -0.3911, "gamma": 0.0065, "vega": 1.5096, "theta": -0.1215, "rho": -0.6581, "theo": 17.3609, "change": -5.36, "open": 19.54, "high": 20.0, "low": 17.0, "tick": "down", "last_trade_price": 17.45, "last_trade_time": "2026-11-11T16:02:11", "percent_change": -23.4985, "prev_day_close": 17.4900007247925}, {"option": "SPY270219C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 1226.0, "volume": 68.0, "delta": 0.5991, "gamma": 0.0064, "vega": 1.5355, "theta": -0.1079, "rho": 1.1856, "theo": 30.8643, "change": 5.17, "open": 29.18, "high": 32.58, "low": 28.83, "tick": "up", "last_trade_price": 30.78, "last_trade_time": "2026-11-11T16:00:10", "percent_change": 20.1874, "prev_day_close": 30.8249998092651}, {"option": "SPY270219P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 1036.0, "volume": 195.0, "delta": -0.4237, "gamma": 0.0069, "vega": 1.5369, "theta": -0.1211, "rho": -0.7008, "theo": 18.9334, "change": -5.7, "open": 20.97, "high": 21.87, "low": 18.69, "tick": "up", "last_trade_price": 19.05, "last_trade_time": "2026-11-11T15:31:40", "percent_change": -23.0303, "prev_day_close": 19.0500001907349}, {"option": "SPY270219C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1484, "open_interest": 2759.0, "volume": 435.0, "delta": 0.568, "gamma": 0.0066, "vega": 1.5608, "theta": -0.1078, "rho": 1.1279, "theo": 27.5069, "change": 4.87, "open": 26.5, "high": 29.27, "low": 25.41, "tick": "no_change", "last_trade_price": 27.49, "last_trade_time": "2026-11-11T16:14:53", "percent_change": 21.5296, "prev_day_close": 27.4849996566772}, {"option": "SPY270219P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1484, "open_interest": 1760.0, "volume": 439.0, "delta": -0.4582, "gamma": 0.0072, "vega": 1.552, "theta": -0.12, "rho": -0.736, "theo": 20.6518, "change": -6.205, "open": 22.66, "high": 23.57, "low": 20.13, "tick": "up", "last_trade_price": 20.67, "last_trade_time": "2026-11-11T16:12:51", "percent_change": -23.0884, "prev_day_close": 20.7749996185303}, {"option": "SPY270219C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 1074.0, "volume": 261.0, "delta": 0.5352, "gamma": 0.0069, "vega": 1.577, "theta": -0.107, "rho": 1.0677, "theo": 24.3425, "change": 4.31, "open": 23.45, "high": 25.97, "low": 22.7, "tick": "up", "last_trade_price": 24.11, "last_trade_time": "2026-11-11T15:59:17", "percent_change": 21.7677, "prev_day_close": 24.3150005340576}, {"option": "SPY270219P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1446, "open_interest": 1535.0, "volume": 170.0, "delta": -0.4951, "gamma": 0.0075, "vega": 1.5583, "theta": -0.118, "rho": -0.7768, "theo": 22.5587, "change": -6.645, "open": 25.19, "high": 25.78, "low": 22.57, "tick": "down", "last_trade_price": 22.57, "last_trade_time": "2026-11-11T15:18:48", "percent_change": -22.7452, "prev_day_close": 22.710000038147}, {"option": "SPY270219C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.141, "open_interest": 2813.0, "volume": 135.0, "delta": 0.5004, "gamma": 0.0071, "vega": 1.5831, "theta": -0.1054, "rho": 1.0013, "theo": 21.3444, "change": 4.35, "open": 20.91, "high": 22.87, "low": 19.78, "tick": "down", "last_trade_price": 21.53, "last_trade_time": "2026-11-11T15:49:27", "percent_change": 25.3201, "prev_day_close": 21.3249998092651}, {"option": "SPY270219P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 2374.0, "volume": 49.0, "delta": -0.5338, "gamma": 0.0078, "vega": 1.5473, "theta": -0.1151, "rho": -0.8053, "theo": 24.6556, "change": -7.11, "open": 27.67, "high": 27.76, "low": 24.63, "tick": "down", "last_trade_price": 24.63, "last_trade_time": "2026-11-11T16:14:50", "percent_change": -22.4008, "prev_day_close": 24.8549995422363}, {"option": "SPY270219C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 1499.0, "volume": 45.0, "delta": 0.4641, "gamma": 0.0072, "vega": 1.5775, "theta": -0.103, "rho": 0.9325, "theo": 18.549, "change": 3.78, "open": 17.85, "high": 20.06, "low": 17.03, "tick": "down", "last_trade_price": 18.55, "last_trade_time": "2026-11-11T15:50:21", "percent_change": 25.5924, "prev_day_close": 18.539999961853}, {"option": "SPY270219P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 1661.0, "volume": 19.0, "delta": -0.5748, "gamma": 0.008, "vega": 1.5239, "theta": -0.1111, "rho": -0.8473, "theo": 26.9993, "change": -7.415, "open": 30.0, "high": 30.0, "low": 27.08, "tick": "up", "last_trade_price": 27.13, "last_trade_time": "2026-11-11T15:20:17", "percent_change": -21.4648, "prev_day_close": 27.2300004959106}, {"option": "SPY270219C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 1976.0, "volume": 306.0, "delta": 0.4266, "gamma": 0.0073, "vega": 1.5583, "theta": -0.0998, "rho": 0.8592, "theo": 15.9732, "change": 3.39, "open": 15.39, "high": 17.31, "low": 14.5, "tick": "down", "last_trade_price": 15.97, "last_trade_time": "2026-11-11T15:50:24", "percent_change": 26.9475, "prev_day_close": 15.9699997901916}, {"option": "SPY270219P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 888.0, "volume": 50.0, "delta": -0.6173, "gamma": 0.008, "vega": 1.4796, "theta": -0.1059, "rho": -0.8716, "theo": 29.6026, "change": -7.96, "open": 32.42, "high": 32.78, "low": 28.73, "tick": "no_change", "last_trade_price": 29.65, "last_trade_time": "2026-11-11T15:45:52", "percent_change": -21.1646, "prev_day_close": 29.8299999237061}, {"option": "SPY270219C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1311, "open_interest": 2307.0, "volume": 695.0, "delta": 0.3884, "gamma": 0.0073, "vega": 1.5256, "theta": -0.0958, "rho": 0.7852, "theo": 13.6313, "change": 3.01, "open": 13.17, "high": 14.79, "low": 12.73, "tick": "down", "last_trade_price": 13.63, "last_trade_time": "2026-11-11T15:50:21", "percent_change": 28.3427, "prev_day_close": 13.6300001144409}, {"option": "SPY270219P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 94.0, "volume": 18.0, "delta": -0.6605, "gamma": 0.008, "vega": 1.4195, "theta": -0.0997, "rho": -0.8928, "theo": 32.4622, "change": -8.43, "open": 34.18, "high": 34.18, "low": 31.72, "tick": "up", "last_trade_price": 32.48, "last_trade_time": "2026-11-11T14:43:32", "percent_change": -20.6062, "prev_day_close": 32.7200012207031}, {"option": "SPY270219C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 2757.0, "volume": 197.0, "delta": 0.3502, "gamma": 0.0072, "vega": 1.4778, "theta": -0.091, "rho": 0.7091, "theo": 11.531, "change": 2.61, "open": 11.31, "high": 12.76, "low": 10.37, "tick": "up", "last_trade_price": 11.49, "last_trade_time": "2026-11-11T16:13:26", "percent_change": 29.3919, "prev_day_close": 11.5300002098084}, {"option": "SPY270219P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 80.0, "volume": 10.0, "delta": -0.7038, "gamma": 0.008, "vega": 1.3428, "theta": -0.0926, "rho": -0.9016, "theo": 35.5977, "change": -8.695, "open": 39.5, "high": 39.5, "low": 35.3, "tick": "down", "last_trade_price": 35.79, "last_trade_time": "2026-11-11T16:13:26", "percent_change": -19.5459, "prev_day_close": 36.6349983215332}, {"option": "SPY270219C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 1997.0, "volume": 65.0, "delta": 0.3126, "gamma": 0.007, "vega": 1.4174, "theta": -0.0856, "rho": 0.6348, "theo": 9.6717, "change": 2.27, "open": 9.45, "high": 10.79, "low": 8.8, "tick": "down", "last_trade_price": 9.65, "last_trade_time": "2026-11-11T15:50:24", "percent_change": 30.7588, "prev_day_close": 9.66499996185303}, {"option": "SPY270219P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1266, "open_interest": 33.0, "volume": 1.0, "delta": -0.7465, "gamma": 0.0078, "vega": 1.2407, "theta": -0.0853, "rho": -0.8941, "theo": 39.0004, "change": -5.39, "open": 42.0, "high": 42.0, "low": 42.0, "tick": "down", "last_trade_price": 42.0, "last_trade_time": "2026-11-11T10:35:25", "percent_change": -11.3737, "prev_day_close": 39.3299999237061}, {"option": "SPY270219C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 3550.0, "volume": 730.0, "delta": 0.2763, "gamma": 0.0068, "vega": 1.3437, "theta": -0.0797, "rho": 0.5618, "theo": 8.0471, "change": 1.82, "open": 7.93, "high": 9.1, "low": 7.17, "tick": "down", "last_trade_price": 7.9, "last_trade_time": "2026-11-11T15:59:20", "percent_change": 29.9342, "prev_day_close": 8.04500007629394}, {"option": "SPY270219P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 126.0, "volume": 9.0, "delta": -0.7888, "gamma": 0.0077, "vega": 1.13, "theta": -0.0787, "rho": -0.8728, "theo": 42.6694, "change": -9.505, "open": 44.03, "high": 44.03, "low": 42.62, "tick": "up", "last_trade_price": 42.89, "last_trade_time": "2026-11-11T15:14:41", "percent_change": -18.141, "prev_day_close": 43.6949996948242}, {"option": "SPY270219C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 1673.0, "volume": 248.0, "delta": 0.2418, "gamma": 0.0064, "vega": 1.2605, "theta": -0.0734, "rho": 0.4922, "theo": 6.6426, "change": 1.71, "open": 6.67, "high": 7.51, "low": 5.87, "tick": "up", "last_trade_price": 6.69, "last_trade_time": "2026-11-11T15:50:00", "percent_change": 34.3373, "prev_day_close": 6.65499997138977}, {"option": "SPY270219P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 45.0, "volume": 0.0, "delta": -0.8302, "gamma": 0.0076, "vega": 0.9898, "theta": -0.0744, "rho": -0.8168, "theo": 46.5924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 64.84, "last_trade_time": "2026-11-06T10:57:05", "percent_change": 0.0, "prev_day_close": 46.9299983978272}, {"option": "SPY270219C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 1331.0, "volume": 90.0, "delta": 0.2095, "gamma": 0.006, "vega": 1.1688, "theta": -0.0669, "rho": 0.4273, "theo": 5.4406, "change": 1.385, "open": 5.5, "high": 6.22, "low": 4.91, "tick": "no_change", "last_trade_price": 5.44, "last_trade_time": "2026-11-11T15:50:36", "percent_change": 34.1554, "prev_day_close": 5.46499991416931}, {"option": "SPY270219P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 0.0, "volume": 0.0, "delta": -0.8719, "gamma": 0.0077, "vega": 0.8342, "theta": -0.0702, "rho": -0.7019, "theo": 50.759, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.41, "last_trade_time": "2026-11-05T15:53:15", "percent_change": 0.0, "prev_day_close": 50.9299983978272}, {"option": "SPY270219C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 519.0, "volume": 400.0, "delta": 0.1798, "gamma": 0.0055, "vega": 1.0722, "theta": -0.0604, "rho": 0.3667, "theo": 4.4275, "change": 1.16, "open": 4.52, "high": 5.16, "low": 4.05, "tick": "down", "last_trade_price": 4.44, "last_trade_time": "2026-11-11T15:50:29", "percent_change": 35.3659, "prev_day_close": 4.46000003814697}, {"option": "SPY270219P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 1.0, "volume": 0.0, "delta": -0.9178, "gamma": 0.0091, "vega": 0.6591, "theta": -0.0635, "rho": -0.5377, "theo": 55.161, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 79.39, "last_trade_time": "2026-11-05T15:53:15", "percent_change": 0.0, "prev_day_close": 55.4050006866455}, {"option": "SPY270219C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1182, "open_interest": 2144.0, "volume": 597.0, "delta": 0.1531, "gamma": 0.005, "vega": 0.974, "theta": -0.0539, "rho": 0.3126, "theo": 3.5817, "change": 0.94, "open": 3.67, "high": 4.17, "low": 3.24, "tick": "down", "last_trade_price": 3.59, "last_trade_time": "2026-11-11T15:51:07", "percent_change": 35.4717, "prev_day_close": 3.61500000953674}, {"option": "SPY270219P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1252, "open_interest": 0.0, "volume": 0.0, "delta": -0.9596, "gamma": 0.0081, "vega": 0.4008, "theta": -0.0927, "rho": -0.2667, "theo": 59.8464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 54.1, "last_trade_time": "2026-11-04T10:29:40", "percent_change": 0.0, "prev_day_close": 60.079999923706}, {"option": "SPY270219C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1174, "open_interest": 1124.0, "volume": 291.0, "delta": 0.1294, "gamma": 0.0045, "vega": 0.8757, "theta": -0.0478, "rho": 0.2641, "theo": 2.8859, "change": 0.755, "open": 2.77, "high": 3.42, "low": 2.64, "tick": "up", "last_trade_price": 2.88, "last_trade_time": "2026-11-11T16:00:51", "percent_change": 35.5294, "prev_day_close": 2.92000007629394}, {"option": "SPY270219P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 0.0, "volume": 0.0, "delta": -0.9884, "gamma": 0.0028, "vega": 0.1107, "theta": -0.1811, "rho": 0.0, "theo": 64.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 55.01, "last_trade_time": "2026-10-21T15:02:54", "percent_change": 0.0, "prev_day_close": 64.9700012207031}, {"option": "SPY270219C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 2251.0, "volume": 44.0, "delta": 0.1086, "gamma": 0.004, "vega": 0.7812, "theta": -0.042, "rho": 0.2216, "theo": 2.316, "change": 0.615, "open": 2.38, "high": 2.79, "low": 2.24, "tick": "down", "last_trade_price": 2.33, "last_trade_time": "2026-11-11T15:50:34", "percent_change": 35.8601, "prev_day_close": 2.34499990940094}, {"option": "SPY270219P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 0.0, "volume": 14.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2247, "rho": 0.0, "theo": 69.795, "change": -11.09, "open": 70.5, "high": 70.5, "low": 69.71, "tick": "no_change", "last_trade_price": 69.71, "last_trade_time": "2026-11-11T12:12:30", "percent_change": -13.7252, "prev_day_close": 69.939998626709}, {"option": "SPY270219C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1165, "open_interest": 1318.0, "volume": 246.0, "delta": 0.0908, "gamma": 0.0035, "vega": 0.6914, "theta": -0.0366, "rho": 0.1853, "theo": 1.8583, "change": 0.47, "open": 2.01, "high": 2.22, "low": 1.81, "tick": "down", "last_trade_price": 1.85, "last_trade_time": "2026-11-11T15:50:45", "percent_change": 34.058, "prev_day_close": 1.88499999046326}, {"option": "SPY270219P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.9149971008301}, {"option": "SPY270219C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1162, "open_interest": 618.0, "volume": 23.0, "delta": 0.0756, "gamma": 0.0031, "vega": 0.6092, "theta": -0.0319, "rho": 0.1542, "theo": 1.4926, "change": 0.4, "open": 1.39, "high": 1.8, "low": 1.39, "tick": "no_change", "last_trade_price": 1.51, "last_trade_time": "2026-11-11T16:13:15", "percent_change": 36.036, "prev_day_close": 1.50999999046326}, {"option": "SPY270219P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1497, "open_interest": 0.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 79.795, "change": -10.945, "open": 79.68, "high": 79.68, "low": 79.68, "tick": "down", "last_trade_price": 79.68, "last_trade_time": "2026-11-11T16:13:15", "percent_change": -12.0772, "prev_day_close": 79.9249992370606}, {"option": "SPY270219C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1164, "open_interest": 694.0, "volume": 102.0, "delta": 0.063, "gamma": 0.0027, "vega": 0.5344, "theta": -0.0277, "rho": 0.1286, "theo": 1.2039, "change": 0.32, "open": 1.43, "high": 1.43, "low": 1.22, "tick": "down", "last_trade_price": 1.22, "last_trade_time": "2026-11-11T16:13:26", "percent_change": 35.5556, "prev_day_close": 1.2150000333786}, {"option": "SPY270219P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 0.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 84.795, "change": -11.12, "open": 84.09, "high": 84.61, "low": 84.09, "tick": "up", "last_trade_price": 84.61, "last_trade_time": "2026-11-11T16:13:26", "percent_change": -11.616, "prev_day_close": 84.9199981689453}, {"option": "SPY270219C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 688.0, "volume": 107.0, "delta": 0.0526, "gamma": 0.0023, "vega": 0.4683, "theta": -0.0241, "rho": 0.1071, "theo": 0.9763, "change": 0.25, "open": 1.01, "high": 1.17, "low": 0.95, "tick": "up", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T16:12:47", "percent_change": 34.2466, "prev_day_close": 0.985000014305115}, {"option": "SPY270219P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.9150009155274}, {"option": "SPY270219C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1175, "open_interest": 56.0, "volume": 1.0, "delta": 0.044, "gamma": 0.002, "vega": 0.4101, "theta": -0.021, "rho": 0.0897, "theo": 0.798, "change": 0.205, "open": 0.81, "high": 0.81, "low": 0.81, "tick": "up", "last_trade_price": 0.81, "last_trade_time": "2026-11-11T09:49:59", "percent_change": 33.8843, "prev_day_close": 0.800000011920929}, {"option": "SPY270219P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1705, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.9150009155274}, {"option": "SPY270219C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1182, "open_interest": 228.0, "volume": 47.0, "delta": 0.037, "gamma": 0.0017, "vega": 0.3596, "theta": -0.0183, "rho": 0.0752, "theo": 0.657, "change": 0.18, "open": 0.6, "high": 0.77, "low": 0.6, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:05:14", "percent_change": 36.0, "prev_day_close": 0.659999996423721}, {"option": "SPY270219P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1767, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9199981689453}, {"option": "SPY270219C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1196, "open_interest": 1243.0, "volume": 46.0, "delta": 0.0313, "gamma": 0.0015, "vega": 0.3156, "theta": -0.0161, "rho": 0.0635, "theo": 0.5457, "change": 0.14, "open": 0.65, "high": 0.65, "low": 0.56, "tick": "down", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T15:14:21", "percent_change": 33.3333, "prev_day_close": 0.550000011920929}, {"option": "SPY270219P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.924999237061}, {"option": "SPY270219C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1209, "open_interest": 947.0, "volume": 69.0, "delta": 0.0266, "gamma": 0.0013, "vega": 0.2783, "theta": -0.0142, "rho": 0.054, "theo": 0.4582, "change": 0.11, "open": 0.52, "high": 0.55, "low": 0.42, "tick": "down", "last_trade_price": 0.47, "last_trade_time": "2026-11-11T15:13:12", "percent_change": 30.5556, "prev_day_close": 0.459999993443489}, {"option": "SPY270219P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.930000305176}, {"option": "SPY270219C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 241.0, "volume": 57.0, "delta": 0.0228, "gamma": 0.0011, "vega": 0.2464, "theta": -0.0126, "rho": 0.0462, "theo": 0.3886, "change": 0.095, "open": 0.39, "high": 0.46, "low": 0.39, "tick": "no_change", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T15:25:06", "percent_change": 31.1475, "prev_day_close": 0.390000000596046}, {"option": "SPY270219P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1943, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.930000305176}, {"option": "SPY270219C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 768.0, "volume": 3.0, "delta": 0.0197, "gamma": 0.001, "vega": 0.2193, "theta": -0.0112, "rho": 0.04, "theo": 0.3335, "change": 0.065, "open": 0.39, "high": 0.39, "low": 0.33, "tick": "down", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T15:51:07", "percent_change": 24.5283, "prev_day_close": 0.33500000834465}, {"option": "SPY270219P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2019, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.930000305176}, {"option": "SPY270219C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 235.0, "volume": 35.0, "delta": 0.0172, "gamma": 0.0008, "vega": 0.1958, "theta": -0.0101, "rho": 0.0347, "theo": 0.2883, "change": 0.055, "open": 0.34, "high": 0.34, "low": 0.29, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-11T15:25:46", "percent_change": 23.4043, "prev_day_close": 0.290000006556511}, {"option": "SPY270219P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2063, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.930000305176}, {"option": "SPY270219C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 879.0, "volume": 5.0, "delta": 0.015, "gamma": 0.0007, "vega": 0.1756, "theta": -0.0091, "rho": 0.0303, "theo": 0.2515, "change": 0.04, "open": 0.27, "high": 0.27, "low": 0.25, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:41:11", "percent_change": 19.0476, "prev_day_close": 0.254999995231628}, {"option": "SPY270219P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.935005187988}, {"option": "SPY270219C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 68.0, "volume": 1.0, "delta": 0.0132, "gamma": 0.0007, "vega": 0.1583, "theta": -0.0083, "rho": 0.0267, "theo": 0.2215, "change": 0.065, "open": 0.25, "high": 0.25, "low": 0.25, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T11:59:31", "percent_change": 35.1351, "prev_day_close": 0.225000001490116}, {"option": "SPY270219P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2196, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.930000305176}, {"option": "SPY270219C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 973.0, "volume": 50.0, "delta": 0.0118, "gamma": 0.0006, "vega": 0.1434, "theta": -0.0076, "rho": 0.0237, "theo": 0.1968, "change": 0.045, "open": 0.21, "high": 0.21, "low": 0.21, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T15:14:09", "percent_change": 27.2727, "prev_day_close": 0.199999995529652}, {"option": "SPY270219P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2252, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.930000305176}, {"option": "SPY270219C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 536.0, "volume": 0.0, "delta": 0.0105, "gamma": 0.0005, "vega": 0.1306, "theta": -0.007, "rho": 0.0211, "theo": 0.1764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.21, "last_trade_time": "2026-11-09T15:27:07", "percent_change": 0.0, "prev_day_close": 0.179999999701977}, {"option": "SPY270219P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2309, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.924995422363}, {"option": "SPY270219C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 1.0, "volume": 3.0, "delta": 0.0094, "gamma": 0.0005, "vega": 0.1191, "theta": -0.0064, "rho": 0.0189, "theo": 0.1587, "change": 0.04, "open": 0.17, "high": 0.18, "low": 0.17, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T12:47:36", "percent_change": 28.5714, "prev_day_close": 0.160000003874302}, {"option": "SPY270219P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.237, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.940002441406}, {"option": "SPY270219C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 80.0, "volume": 0.0, "delta": 0.0086, "gamma": 0.0004, "vega": 0.1095, "theta": -0.006, "rho": 0.0171, "theo": 0.1446, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-10-27T15:08:57", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY270219P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2406, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.919998168945}, {"option": "SPY270219C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 12.0, "volume": 3.0, "delta": 0.0078, "gamma": 0.0004, "vega": 0.1011, "theta": -0.0056, "rho": 0.0156, "theo": 0.1325, "change": 0.025, "open": 0.14, "high": 0.14, "low": 0.14, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-11T12:47:36", "percent_change": 21.7391, "prev_day_close": 0.134999997913837}, {"option": "SPY270219P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.904998779297}, {"option": "SPY270219C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1423, "open_interest": 7.0, "volume": 0.0, "delta": 0.0072, "gamma": 0.0004, "vega": 0.0938, "theta": -0.0053, "rho": 0.0143, "theo": 0.1223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T10:23:00", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY270219P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2517, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.919998168945}, {"option": "SPY270219C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1445, "open_interest": 8.0, "volume": 0.0, "delta": 0.0066, "gamma": 0.0003, "vega": 0.0873, "theta": -0.005, "rho": 0.0132, "theo": 0.1134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-03T14:12:50", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY270219P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2586, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.925003051758}, {"option": "SPY270219C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1473, "open_interest": 10.0, "volume": 0.0, "delta": 0.0061, "gamma": 0.0003, "vega": 0.0816, "theta": -0.0047, "rho": 0.0122, "theo": 0.1058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-09T11:03:01", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY270219P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2648, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.934997558594}, {"option": "SPY270219C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 179.0, "volume": 0.0, "delta": 0.0057, "gamma": 0.0003, "vega": 0.0767, "theta": -0.0045, "rho": 0.0113, "theo": 0.0993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-10-19T09:30:17", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY270219P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2682, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.930000305176}, {"option": "SPY270219C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1517, "open_interest": 8.0, "volume": 4.0, "delta": 0.0053, "gamma": 0.0002, "vega": 0.072, "theta": -0.0043, "rho": 0.0105, "theo": 0.0932, "change": 0.0, "open": 0.09, "high": 0.09, "low": 0.08, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T10:46:56", "percent_change": -2.42144e-06, "prev_day_close": 0.0899999998509884}, {"option": "SPY270219P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2727, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.930000305176}, {"option": "SPY270219C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 45.0, "volume": 1.0, "delta": 0.0049, "gamma": 0.0002, "vega": 0.0678, "theta": -0.0041, "rho": 0.0098, "theo": 0.0879, "change": 0.015, "open": 0.09, "high": 0.09, "low": 0.09, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T09:52:41", "percent_change": 20.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270219P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2788, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2396, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.930000305176}, {"option": "SPY270226C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3337, "open_interest": 21.0, "volume": 0.0, "delta": 0.9726, "gamma": 0.0004, "vega": 0.2644, "theta": 0.0, "rho": 1.526, "theo": 227.0232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 227.17, "last_trade_time": "2026-11-02T09:30:24", "percent_change": 0.0, "prev_day_close": 226.894996643066}, {"option": "SPY270226P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3554, "open_interest": 6911.0, "volume": 16.0, "delta": -0.0274, "gamma": 0.0004, "vega": 0.2677, "theta": -0.0417, "rho": -0.0617, "theo": 1.5856, "change": -0.36, "open": 1.77, "high": 1.77, "low": 1.66, "tick": "down", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T11:17:43", "percent_change": -17.8218, "prev_day_close": 1.58000004291534}, {"option": "SPY270226C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3257, "open_interest": 26.0, "volume": 14.0, "delta": 0.9697, "gamma": 0.0005, "vega": 0.2877, "theta": 0.0, "rho": 1.5485, "theo": 217.3006, "change": 10.37, "open": 216.0, "high": 217.0, "low": 216.0, "tick": "no_change", "last_trade_price": 217.0, "last_trade_time": "2026-11-11T12:10:43", "percent_change": 5.01863, "prev_day_close": 217.169998168945}, {"option": "SPY270226P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3445, "open_interest": 689.0, "volume": 0.0, "delta": -0.0304, "gamma": 0.0005, "vega": 0.2902, "theta": -0.044, "rho": -0.0679, "theo": 1.7256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.11, "last_trade_time": "2026-11-10T15:51:33", "percent_change": 0.0, "prev_day_close": 1.72000002861023}, {"option": "SPY270226C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3169, "open_interest": 14.0, "volume": 0.0, "delta": 0.9664, "gamma": 0.0005, "vega": 0.313, "theta": 0.0, "rho": 1.5702, "theo": 207.5932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 186.44, "last_trade_time": "2026-11-05T14:13:08", "percent_change": 0.0, "prev_day_close": 207.5}, {"option": "SPY270226P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.334, "open_interest": 758.0, "volume": 43.0, "delta": -0.0337, "gamma": 0.0006, "vega": 0.3153, "theta": -0.0465, "rho": -0.075, "theo": 1.8806, "change": -0.445, "open": 2.09, "high": 2.11, "low": 1.95, "tick": "down", "last_trade_price": 1.95, "last_trade_time": "2026-11-11T12:02:49", "percent_change": -18.5804, "prev_day_close": 1.87999999523163}, {"option": "SPY270226C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3071, "open_interest": 33.0, "volume": 0.0, "delta": 0.9628, "gamma": 0.0006, "vega": 0.3407, "theta": 0.0, "rho": 1.591, "theo": 197.9035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 189.91, "last_trade_time": "2026-11-10T10:02:19", "percent_change": 0.0, "prev_day_close": 197.845001220703}, {"option": "SPY270226P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3234, "open_interest": 1044.0, "volume": 29.0, "delta": -0.0374, "gamma": 0.0006, "vega": 0.3435, "theta": -0.0492, "rho": -0.0831, "theo": 2.053, "change": -0.555, "open": 2.28, "high": 2.28, "low": 2.07, "tick": "no_change", "last_trade_price": 2.07, "last_trade_time": "2026-11-11T15:56:44", "percent_change": -21.1429, "prev_day_close": 2.04999995231628}, {"option": "SPY270226C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3, "open_interest": 14.0, "volume": 0.0, "delta": 0.9586, "gamma": 0.0007, "vega": 0.3716, "theta": 0.0, "rho": 1.6107, "theo": 188.2343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.71, "last_trade_time": "2026-11-09T15:01:29", "percent_change": 0.0, "prev_day_close": 188.110000610352}, {"option": "SPY270226P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.313, "open_interest": 714.0, "volume": 47.0, "delta": -0.0416, "gamma": 0.0007, "vega": 0.3769, "theta": -0.052, "rho": -0.0924, "theo": 2.2467, "change": -0.615, "open": 2.25, "high": 2.3, "low": 2.25, "tick": "down", "last_trade_price": 2.27, "last_trade_time": "2026-11-11T14:57:10", "percent_change": -21.3172, "prev_day_close": 2.25}, {"option": "SPY270226C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2912, "open_interest": 12.0, "volume": 0.0, "delta": 0.9539, "gamma": 0.0008, "vega": 0.4058, "theta": -0.0035, "rho": 1.6288, "theo": 178.5897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 185.76, "last_trade_time": "2026-11-04T10:43:51", "percent_change": 0.0, "prev_day_close": 178.5}, {"option": "SPY270226P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.303, "open_interest": 536.0, "volume": 10.0, "delta": -0.0464, "gamma": 0.0008, "vega": 0.4096, "theta": -0.055, "rho": -0.1024, "theo": 2.4661, "change": -0.675, "open": 2.65, "high": 2.65, "low": 2.5, "tick": "no_change", "last_trade_price": 2.5, "last_trade_time": "2026-11-11T14:56:56", "percent_change": -21.2598, "prev_day_close": 2.47000002861023}, {"option": "SPY270226C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2851, "open_interest": 8.0, "volume": 0.0, "delta": 0.9485, "gamma": 0.0009, "vega": 0.4432, "theta": -0.0095, "rho": 1.6453, "theo": 168.9696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.8, "last_trade_time": "2026-10-28T10:53:07", "percent_change": 0.0, "prev_day_close": 168.805000305176}, {"option": "SPY270226P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.293, "open_interest": 5302.0, "volume": 28.0, "delta": -0.0519, "gamma": 0.0009, "vega": 0.4467, "theta": -0.0583, "rho": -0.114, "theo": 2.7149, "change": -0.735, "open": 3.0, "high": 3.0, "low": 2.76, "tick": "up", "last_trade_price": 2.77, "last_trade_time": "2026-11-11T14:31:43", "percent_change": -20.97, "prev_day_close": 2.72500002384186}, {"option": "SPY270226C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2763, "open_interest": 14.0, "volume": 0.0, "delta": 0.9423, "gamma": 0.001, "vega": 0.4845, "theta": -0.0157, "rho": 1.6602, "theo": 159.3883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 158.87, "last_trade_time": "2026-11-02T13:42:04", "percent_change": 0.0, "prev_day_close": 159.230003356934}, {"option": "SPY270226P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2832, "open_interest": 1861.0, "volume": 0.0, "delta": -0.0582, "gamma": 0.001, "vega": 0.4911, "theta": -0.0617, "rho": -0.1275, "theo": 2.998, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.4, "last_trade_time": "2026-11-10T12:45:22", "percent_change": 0.0, "prev_day_close": 3.00999999046326}, {"option": "SPY270226C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2672, "open_interest": 10.0, "volume": 0.0, "delta": 0.9352, "gamma": 0.0011, "vega": 0.5309, "theta": -0.0221, "rho": 1.6727, "theo": 149.8468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 138.93, "last_trade_time": "2026-11-05T10:28:11", "percent_change": 0.0, "prev_day_close": 149.669998168945}, {"option": "SPY270226P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2735, "open_interest": 799.0, "volume": 100.0, "delta": -0.0655, "gamma": 0.0011, "vega": 0.5371, "theta": -0.0655, "rho": -0.1431, "theo": 3.3248, "change": -0.975, "open": 3.43, "high": 3.43, "low": 3.33, "tick": "up", "last_trade_price": 3.35, "last_trade_time": "2026-11-11T15:22:02", "percent_change": -22.5434, "prev_day_close": 3.33999991416931}, {"option": "SPY270226C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2588, "open_interest": 14.0, "volume": 0.0, "delta": 0.927, "gamma": 0.0013, "vega": 0.5817, "theta": -0.0288, "rho": 1.6824, "theo": 140.3529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 153.32, "last_trade_time": "2026-10-02T14:01:16", "percent_change": 0.0, "prev_day_close": 140.174995422363}, {"option": "SPY270226P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2641, "open_interest": 950.0, "volume": 1.0, "delta": -0.0739, "gamma": 0.0013, "vega": 0.587, "theta": -0.0695, "rho": -0.1603, "theo": 3.6982, "change": -0.965, "open": 3.86, "high": 3.86, "low": 3.86, "tick": "down", "last_trade_price": 3.86, "last_trade_time": "2026-11-11T11:43:42", "percent_change": -20.0, "prev_day_close": 3.72000002861023}, {"option": "SPY270226C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2494, "open_interest": 43.0, "volume": 0.0, "delta": 0.9176, "gamma": 0.0014, "vega": 0.6372, "theta": -0.0356, "rho": 1.6895, "theo": 130.914, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 136.73, "last_trade_time": "2026-09-18T10:50:28", "percent_change": 0.0, "prev_day_close": 130.73999786377}, {"option": "SPY270226P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2547, "open_interest": 5758.0, "volume": 0.0, "delta": -0.0837, "gamma": 0.0015, "vega": 0.6477, "theta": -0.0737, "rho": -0.1803, "theo": 4.1302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.84, "last_trade_time": "2026-11-10T11:35:52", "percent_change": 0.0, "prev_day_close": 4.15499997138977}, {"option": "SPY270226C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2422, "open_interest": 412.0, "volume": 0.0, "delta": 0.9066, "gamma": 0.0016, "vega": 0.6994, "theta": -0.0427, "rho": 1.6927, "theo": 121.5391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 112.0, "last_trade_time": "2026-11-10T15:14:07", "percent_change": 0.0, "prev_day_close": 121.349998474121}, {"option": "SPY270226P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2453, "open_interest": 392.0, "volume": 8.0, "delta": -0.095, "gamma": 0.0017, "vega": 0.7079, "theta": -0.0782, "rho": -0.2036, "theo": 4.6293, "change": -0.945, "open": 4.99, "high": 5.12, "low": 4.99, "tick": "up", "last_trade_price": 5.12, "last_trade_time": "2026-11-11T10:07:14", "percent_change": -15.5812, "prev_day_close": 4.65999984741211}, {"option": "SPY270226C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2334, "open_interest": 29.0, "volume": 0.0, "delta": 0.894, "gamma": 0.0019, "vega": 0.7664, "theta": -0.0499, "rho": 1.6918, "theo": 112.2403, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.12, "last_trade_time": "2026-11-06T14:36:47", "percent_change": 0.0, "prev_day_close": 112.044998168945}, {"option": "SPY270226P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2362, "open_interest": 226.0, "volume": 3.0, "delta": -0.1081, "gamma": 0.0019, "vega": 0.7755, "theta": -0.0828, "rho": -0.2299, "theo": 5.2069, "change": -0.985, "open": 5.85, "high": 5.85, "low": 5.85, "tick": "down", "last_trade_price": 5.85, "last_trade_time": "2026-11-11T09:41:38", "percent_change": -14.4111, "prev_day_close": 5.2350001335144}, {"option": "SPY270226C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2253, "open_interest": 110.0, "volume": 1.0, "delta": 0.8792, "gamma": 0.0021, "vega": 0.8397, "theta": -0.0572, "rho": 1.6864, "theo": 103.0343, "change": 11.535, "open": 104.76, "high": 104.76, "low": 104.76, "tick": "up", "last_trade_price": 104.76, "last_trade_time": "2026-11-11T13:39:56", "percent_change": 12.3733, "prev_day_close": 102.900001525879}, {"option": "SPY270226P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2271, "open_interest": 5664.0, "volume": 0.0, "delta": -0.1234, "gamma": 0.0022, "vega": 0.8538, "theta": -0.0877, "rho": -0.2622, "theo": 5.8771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 8.57, "last_trade_time": "2026-11-10T13:08:47", "percent_change": 0.0, "prev_day_close": 5.92000007629394}, {"option": "SPY270226C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2172, "open_interest": 635.0, "volume": 0.0, "delta": 0.8621, "gamma": 0.0024, "vega": 0.9195, "theta": -0.0646, "rho": 1.6745, "theo": 93.9289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.51, "last_trade_time": "2026-11-10T10:54:29", "percent_change": 0.0, "prev_day_close": 93.7949981689453}, {"option": "SPY270226P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2181, "open_interest": 758.0, "volume": 3.0, "delta": -0.1412, "gamma": 0.0025, "vega": 0.9312, "theta": -0.0926, "rho": -0.2954, "theo": 6.6583, "change": -2.065, "open": 6.76, "high": 6.77, "low": 6.71, "tick": "down", "last_trade_price": 6.71, "last_trade_time": "2026-11-11T15:20:51", "percent_change": -23.5328, "prev_day_close": 6.70499992370606}, {"option": "SPY270226C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2128, "open_interest": 5.0, "volume": 1.0, "delta": 0.8525, "gamma": 0.0026, "vega": 0.961, "theta": -0.0682, "rho": 1.6664, "theo": 89.4221, "change": 10.65, "open": 91.39, "high": 91.39, "low": 91.39, "tick": "up", "last_trade_price": 91.39, "last_trade_time": "2026-11-11T13:41:38", "percent_change": 13.1905, "prev_day_close": 89.3250007629394}, {"option": "SPY270226P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 323.0, "volume": 2.0, "delta": -0.1512, "gamma": 0.0027, "vega": 0.9757, "theta": -0.0951, "rho": -0.3145, "theo": 7.0923, "change": -1.495, "open": 7.86, "high": 7.86, "low": 7.86, "tick": "down", "last_trade_price": 7.86, "last_trade_time": "2026-11-11T10:18:39", "percent_change": -15.9808, "prev_day_close": 7.14999985694885}, {"option": "SPY270226C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 160.0, "volume": 3.0, "delta": 0.8422, "gamma": 0.0028, "vega": 1.0043, "theta": -0.0718, "rho": 1.6566, "theo": 84.9446, "change": 8.92, "open": 86.07, "high": 86.07, "low": 85.35, "tick": "up", "last_trade_price": 85.45, "last_trade_time": "2026-11-11T14:37:01", "percent_change": 11.6556, "prev_day_close": 84.8150024414062}, {"option": "SPY270226P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2092, "open_interest": 608.0, "volume": 0.0, "delta": -0.162, "gamma": 0.0029, "vega": 1.023, "theta": -0.0976, "rho": -0.3358, "theo": 7.5674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.85, "last_trade_time": "2026-11-10T10:58:30", "percent_change": 0.0, "prev_day_close": 7.62999987602234}, {"option": "SPY270226C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2058, "open_interest": 56.0, "volume": 0.0, "delta": 0.8356, "gamma": 0.0029, "vega": 1.0312, "theta": -0.074, "rho": 1.6496, "theo": 82.2833, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.22, "last_trade_time": "2026-10-21T09:56:12", "percent_change": 0.0, "prev_day_close": 82.1749992370606}, {"option": "SPY270226P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 61.0, "volume": 0.0, "delta": -0.169, "gamma": 0.003, "vega": 1.0476, "theta": -0.0991, "rho": -0.3499, "theo": 7.8768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.51, "last_trade_time": "2026-11-05T15:50:19", "percent_change": 0.0, "prev_day_close": 7.93999981880188}, {"option": "SPY270226C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2049, "open_interest": 6.0, "volume": 0.0, "delta": 0.8333, "gamma": 0.0029, "vega": 1.0403, "theta": -0.0747, "rho": 1.647, "theo": 81.3979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.39, "last_trade_time": "2026-11-02T14:51:58", "percent_change": 0.0, "prev_day_close": 81.2999992370606}, {"option": "SPY270226P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2056, "open_interest": 7.0, "volume": 0.0, "delta": -0.1714, "gamma": 0.0031, "vega": 1.0563, "theta": -0.0996, "rho": -0.3534, "theo": 7.9819, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.03, "last_trade_time": "2026-11-05T15:33:37", "percent_change": 0.0, "prev_day_close": 8.05000019073486}, {"option": "SPY270226C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.204, "open_interest": 132.0, "volume": 0.0, "delta": 0.831, "gamma": 0.003, "vega": 1.0495, "theta": -0.0754, "rho": 1.6444, "theo": 80.5141, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 67.25, "last_trade_time": "2026-11-05T14:51:54", "percent_change": 0.0, "prev_day_close": 80.4199981689453}, {"option": "SPY270226P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2047, "open_interest": 487.0, "volume": 0.0, "delta": -0.1739, "gamma": 0.0031, "vega": 1.0648, "theta": -0.1001, "rho": -0.3571, "theo": 8.0886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.92, "last_trade_time": "2026-11-05T14:21:10", "percent_change": 0.0, "prev_day_close": 8.15000009536743}, {"option": "SPY270226C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2032, "open_interest": 1.0, "volume": 1.0, "delta": 0.8286, "gamma": 0.003, "vega": 1.0587, "theta": -0.0762, "rho": 1.6416, "theo": 79.6321, "change": 9.605, "open": 81.0, "high": 81.0, "low": 81.0, "tick": "up", "last_trade_price": 81.0, "last_trade_time": "2026-11-11T13:38:40", "percent_change": 13.4533, "prev_day_close": 79.5450019836426}, {"option": "SPY270226P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2039, "open_interest": 10.0, "volume": 0.0, "delta": -0.1762, "gamma": 0.0031, "vega": 1.0733, "theta": -0.1005, "rho": -0.3616, "theo": 8.1924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.17, "last_trade_time": "2026-11-05T13:37:59", "percent_change": 0.0, "prev_day_close": 8.2649998664856}, {"option": "SPY270226C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2023, "open_interest": 3.0, "volume": 0.0, "delta": 0.8263, "gamma": 0.0031, "vega": 1.0679, "theta": -0.0769, "rho": 1.6388, "theo": 78.7517, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.85, "last_trade_time": "2026-11-06T14:35:56", "percent_change": 0.0, "prev_day_close": 78.6549987792969}, {"option": "SPY270226P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 5.0, "volume": 0.0, "delta": -0.1787, "gamma": 0.0032, "vega": 1.0824, "theta": -0.101, "rho": -0.3665, "theo": 8.3021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.91, "last_trade_time": "2026-11-05T13:29:40", "percent_change": 0.0, "prev_day_close": 8.38000011444092}, {"option": "SPY270226C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2014, "open_interest": 1.0, "volume": 0.0, "delta": 0.8238, "gamma": 0.0031, "vega": 1.0771, "theta": -0.0776, "rho": 1.6359, "theo": 77.8731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 77.55, "last_trade_time": "2026-10-30T13:14:54", "percent_change": 0.0, "prev_day_close": 77.7900009155274}, {"option": "SPY270226P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2021, "open_interest": 6.0, "volume": 0.0, "delta": -0.1814, "gamma": 0.0032, "vega": 1.0917, "theta": -0.1015, "rho": -0.3716, "theo": 8.4184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.12, "last_trade_time": "2026-11-05T13:29:40", "percent_change": 0.0, "prev_day_close": 8.49000024795532}, {"option": "SPY270226C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2006, "open_interest": 2.0, "volume": 0.0, "delta": 0.8214, "gamma": 0.0031, "vega": 1.0864, "theta": -0.0783, "rho": 1.6328, "theo": 76.9918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.42, "last_trade_time": "2026-11-05T15:05:43", "percent_change": 0.0, "prev_day_close": 76.9150009155274}, {"option": "SPY270226P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2013, "open_interest": 27.0, "volume": 0.0, "delta": -0.184, "gamma": 0.0033, "vega": 1.1011, "theta": -0.102, "rho": -0.3759, "theo": 8.5318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.43, "last_trade_time": "2026-11-05T10:58:00", "percent_change": 0.0, "prev_day_close": 8.60500001907349}, {"option": "SPY270226C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 98.0, "volume": 1.0, "delta": 0.8189, "gamma": 0.0032, "vega": 1.0956, "theta": -0.079, "rho": 1.6298, "theo": 76.1214, "change": 8.545, "open": 76.6, "high": 76.6, "low": 76.6, "tick": "up", "last_trade_price": 76.6, "last_trade_time": "2026-11-11T12:47:52", "percent_change": 12.556, "prev_day_close": 76.0249977111816}, {"option": "SPY270226P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2003, "open_interest": 4478.0, "volume": 59.0, "delta": -0.1866, "gamma": 0.0033, "vega": 1.1104, "theta": -0.1025, "rho": -0.3804, "theo": 8.6473, "change": -2.72, "open": 9.9, "high": 9.98, "low": 8.6, "tick": "no_change", "last_trade_price": 8.7, "last_trade_time": "2026-11-11T16:04:01", "percent_change": -23.8179, "prev_day_close": 8.71999979019165}, {"option": "SPY270226C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 3.0, "volume": 0.0, "delta": 0.8163, "gamma": 0.0032, "vega": 1.1049, "theta": -0.0797, "rho": 1.6266, "theo": 75.2437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.47, "last_trade_time": "2026-10-30T14:15:57", "percent_change": 0.0, "prev_day_close": 75.125}, {"option": "SPY270226P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1995, "open_interest": 3.0, "volume": 0.0, "delta": -0.1893, "gamma": 0.0034, "vega": 1.1199, "theta": -0.103, "rho": -0.3852, "theo": 8.7646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.03, "last_trade_time": "2026-11-10T10:24:03", "percent_change": 0.0, "prev_day_close": 8.84000015258789}, {"option": "SPY270226C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1979, "open_interest": 1.0, "volume": 0.0, "delta": 0.8138, "gamma": 0.0033, "vega": 1.1141, "theta": -0.0804, "rho": 1.6234, "theo": 74.377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.57, "last_trade_time": "2026-11-05T14:51:54", "percent_change": 0.0, "prev_day_close": 74.2849998474121}, {"option": "SPY270226P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 28.0, "volume": 0.0, "delta": -0.192, "gamma": 0.0034, "vega": 1.1299, "theta": -0.1034, "rho": -0.3901, "theo": 8.8837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.19, "last_trade_time": "2026-11-10T10:24:03", "percent_change": 0.0, "prev_day_close": 8.96000003814697}, {"option": "SPY270226C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 31.0, "volume": 0.0, "delta": 0.8112, "gamma": 0.0033, "vega": 1.1234, "theta": -0.0811, "rho": 1.6202, "theo": 73.5077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 59.74, "last_trade_time": "2026-11-06T14:15:16", "percent_change": 0.0, "prev_day_close": 73.4099998474121}, {"option": "SPY270226P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1978, "open_interest": 3.0, "volume": 0.0, "delta": -0.1946, "gamma": 0.0035, "vega": 1.1392, "theta": -0.1039, "rho": -0.3954, "theo": 9.0016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.15, "last_trade_time": "2026-11-10T10:51:45", "percent_change": 0.0, "prev_day_close": 9.08500003814697}, {"option": "SPY270226C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1962, "open_interest": 4.0, "volume": 0.0, "delta": 0.8085, "gamma": 0.0034, "vega": 1.1328, "theta": -0.0818, "rho": 1.6168, "theo": 72.6358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.17, "last_trade_time": "2026-10-19T15:39:23", "percent_change": 0.0, "prev_day_close": 73.0750007629394}, {"option": "SPY270226P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 4.0, "volume": 2.0, "delta": -0.1974, "gamma": 0.0035, "vega": 1.1502, "theta": -0.1044, "rho": -0.4001, "theo": 9.1249, "change": -1.905, "open": 10.15, "high": 10.15, "low": 10.15, "tick": "down", "last_trade_price": 10.15, "last_trade_time": "2026-11-11T10:18:39", "percent_change": -15.8026, "prev_day_close": 9.21000003814697}, {"option": "SPY270226C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1953, "open_interest": 1270.0, "volume": 1.0, "delta": 0.8058, "gamma": 0.0034, "vega": 1.1421, "theta": -0.0824, "rho": 1.6134, "theo": 71.775, "change": 5.635, "open": 68.77, "high": 68.77, "low": 68.77, "tick": "up", "last_trade_price": 68.77, "last_trade_time": "2026-11-11T10:00:40", "percent_change": 8.92532, "prev_day_close": 72.1699981689453}, {"option": "SPY270226P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 450.0, "volume": 4.0, "delta": -0.2004, "gamma": 0.0036, "vega": 1.1607, "theta": -0.1049, "rho": -0.4056, "theo": 9.2546, "change": -2.75, "open": 10.57, "high": 10.57, "low": 9.47, "tick": "down", "last_trade_price": 9.47, "last_trade_time": "2026-11-11T12:30:19", "percent_change": -22.5041, "prev_day_close": 9.34000015258789}, {"option": "SPY270226C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1944, "open_interest": 6.0, "volume": 0.0, "delta": 0.8031, "gamma": 0.0034, "vega": 1.1516, "theta": -0.0831, "rho": 1.6098, "theo": 70.9116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 54.62, "last_trade_time": "2026-11-05T16:00:12", "percent_change": 0.0, "prev_day_close": 71.3299980163574}, {"option": "SPY270226P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1952, "open_interest": 36.0, "volume": 1.0, "delta": -0.2032, "gamma": 0.0036, "vega": 1.1713, "theta": -0.1054, "rho": -0.4102, "theo": 9.3789, "change": -2.115, "open": 10.27, "high": 10.27, "low": 10.27, "tick": "down", "last_trade_price": 10.27, "last_trade_time": "2026-11-11T10:38:45", "percent_change": -17.0771, "prev_day_close": 9.46999979019165}, {"option": "SPY270226C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1935, "open_interest": 5.0, "volume": 0.0, "delta": 0.8003, "gamma": 0.0035, "vega": 1.1611, "theta": -0.0838, "rho": 1.6062, "theo": 70.0503, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 53.85, "last_trade_time": "2026-11-05T16:00:12", "percent_change": 0.0, "prev_day_close": 70.439998626709}, {"option": "SPY270226P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1943, "open_interest": 164.0, "volume": 0.0, "delta": -0.2062, "gamma": 0.0036, "vega": 1.1826, "theta": -0.1058, "rho": -0.4156, "theo": 9.5091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.07, "last_trade_time": "2026-11-05T16:05:45", "percent_change": 0.0, "prev_day_close": 9.59999990463257}, {"option": "SPY270226C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 4.0, "volume": 0.0, "delta": 0.7974, "gamma": 0.0035, "vega": 1.1706, "theta": -0.0845, "rho": 1.6024, "theo": 69.191, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.32, "last_trade_time": "2026-11-05T10:57:39", "percent_change": 0.0, "prev_day_close": 69.6149978637695}, {"option": "SPY270226P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1934, "open_interest": 25.0, "volume": 0.0, "delta": -0.2092, "gamma": 0.0037, "vega": 1.1922, "theta": -0.1063, "rho": -0.4233, "theo": 9.6427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.44, "last_trade_time": "2026-11-05T13:54:23", "percent_change": 0.0, "prev_day_close": 9.7350001335144}, {"option": "SPY270226C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1918, "open_interest": 2.0, "volume": 0.0, "delta": 0.7946, "gamma": 0.0036, "vega": 1.1803, "theta": -0.0851, "rho": 1.5985, "theo": 68.334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 58.51, "last_trade_time": "2026-11-05T10:57:39", "percent_change": 0.0, "prev_day_close": 68.75}, {"option": "SPY270226P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 10.0, "volume": 0.0, "delta": -0.2122, "gamma": 0.0038, "vega": 1.2021, "theta": -0.1067, "rho": -0.4284, "theo": 9.7781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.84, "last_trade_time": "2026-11-06T12:45:08", "percent_change": 0.0, "prev_day_close": 9.875}, {"option": "SPY270226C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1929, "open_interest": 112.0, "volume": 0.0, "delta": 0.7916, "gamma": 0.0036, "vega": 1.19, "theta": -0.0858, "rho": 1.5944, "theo": 67.4747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.43, "last_trade_time": "2026-11-10T10:17:12", "percent_change": 0.0, "prev_day_close": 67.3800010681152}, {"option": "SPY270226P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 173.0, "volume": 4.0, "delta": -0.2153, "gamma": 0.0038, "vega": 1.2107, "theta": -0.1072, "rho": -0.4364, "theo": 9.9164, "change": -2.26, "open": 10.8, "high": 10.98, "low": 10.79, "tick": "up", "last_trade_price": 10.83, "last_trade_time": "2026-11-11T09:33:26", "percent_change": -17.2651, "prev_day_close": 10.0050001144409}, {"option": "SPY270226C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1901, "open_interest": 30.0, "volume": 0.0, "delta": 0.7887, "gamma": 0.0037, "vega": 1.1998, "theta": -0.0864, "rho": 1.5902, "theo": 66.6266, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 56.84, "last_trade_time": "2026-11-05T10:58:34", "percent_change": 0.0, "prev_day_close": 67.0400009155274}, {"option": "SPY270226P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1908, "open_interest": 86.0, "volume": 0.0, "delta": -0.2186, "gamma": 0.0038, "vega": 1.2195, "theta": -0.1076, "rho": -0.4394, "theo": 10.0622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.77, "last_trade_time": "2026-11-06T09:46:36", "percent_change": 0.0, "prev_day_close": 10.1549997329712}, {"option": "SPY270226C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1892, "open_interest": 4.0, "volume": 0.0, "delta": 0.7857, "gamma": 0.0037, "vega": 1.2096, "theta": -0.0871, "rho": 1.5859, "theo": 65.7763, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.11, "last_trade_time": "2026-11-05T11:37:06", "percent_change": 0.0, "prev_day_close": 65.6849975585938}, {"option": "SPY270226P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1899, "open_interest": 22.0, "volume": 0.0, "delta": -0.2218, "gamma": 0.0039, "vega": 1.228, "theta": -0.1081, "rho": -0.4448, "theo": 10.2057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.36, "last_trade_time": "2026-11-09T13:15:50", "percent_change": 0.0, "prev_day_close": 10.2950000762939}, {"option": "SPY270226C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1863, "open_interest": 1.0, "volume": 0.0, "delta": 0.7826, "gamma": 0.0038, "vega": 1.2194, "theta": -0.0877, "rho": 1.5814, "theo": 64.9284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.44, "last_trade_time": "2026-11-05T13:25:40", "percent_change": 0.0, "prev_day_close": 65.3549995422363}, {"option": "SPY270226P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.189, "open_interest": 8.0, "volume": 0.0, "delta": -0.2251, "gamma": 0.004, "vega": 1.2371, "theta": -0.1085, "rho": -0.4498, "theo": 10.351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.17, "last_trade_time": "2026-10-19T15:38:27", "percent_change": 0.0, "prev_day_close": 10.4449996948242}, {"option": "SPY270226C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1854, "open_interest": 11.0, "volume": 0.0, "delta": 0.7795, "gamma": 0.0038, "vega": 1.2292, "theta": -0.0884, "rho": 1.5768, "theo": 64.083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 52.08, "last_trade_time": "2026-11-06T11:09:17", "percent_change": 0.0, "prev_day_close": 64.4950008392334}, {"option": "SPY270226P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 40.0, "volume": 0.0, "delta": -0.2284, "gamma": 0.004, "vega": 1.2467, "theta": -0.109, "rho": -0.4557, "theo": 10.4985, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.12, "last_trade_time": "2026-11-05T15:30:07", "percent_change": 0.0, "prev_day_close": 10.5900001525879}, {"option": "SPY270226C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1846, "open_interest": 28.0, "volume": 0.0, "delta": 0.7763, "gamma": 0.0039, "vega": 1.2391, "theta": -0.089, "rho": 1.572, "theo": 63.2401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.81, "last_trade_time": "2026-11-06T10:15:18", "percent_change": 0.0, "prev_day_close": 63.1399993896484}, {"option": "SPY270226P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 550.0, "volume": 2.0, "delta": -0.2317, "gamma": 0.0041, "vega": 1.2565, "theta": -0.1094, "rho": -0.4619, "theo": 10.6485, "change": -3.145, "open": 11.85, "high": 11.85, "low": 10.89, "tick": "down", "last_trade_price": 10.89, "last_trade_time": "2026-11-11T14:13:55", "percent_change": -22.4083, "prev_day_close": 10.7399997711182}, {"option": "SPY270226C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1838, "open_interest": 1.0, "volume": 0.0, "delta": 0.7731, "gamma": 0.0039, "vega": 1.2489, "theta": -0.0896, "rho": 1.5672, "theo": 62.3998, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 69.7, "last_trade_time": "2026-10-16T14:47:39", "percent_change": 0.0, "prev_day_close": 62.8000011444092}, {"option": "SPY270226P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1864, "open_interest": 26.0, "volume": 1.0, "delta": -0.2352, "gamma": 0.0041, "vega": 1.2659, "theta": -0.1098, "rho": -0.4667, "theo": 10.8012, "change": -2.215, "open": 12.02, "high": 12.02, "low": 12.02, "tick": "down", "last_trade_price": 12.02, "last_trade_time": "2026-11-11T10:24:15", "percent_change": -15.5602, "prev_day_close": 10.8949999809265}, {"option": "SPY270226C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.183, "open_interest": 150.0, "volume": 0.0, "delta": 0.7699, "gamma": 0.004, "vega": 1.2587, "theta": -0.0902, "rho": 1.5622, "theo": 61.562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 48.9, "last_trade_time": "2026-11-06T15:11:17", "percent_change": 0.0, "prev_day_close": 62.0950012207031}, {"option": "SPY270226P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 20.0, "volume": 0.0, "delta": -0.2386, "gamma": 0.0042, "vega": 1.2756, "theta": -0.1103, "rho": -0.4726, "theo": 10.9569, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 21.9, "last_trade_time": "2026-11-05T13:19:02", "percent_change": 0.0, "prev_day_close": 11.0550003051758}, {"option": "SPY270226C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1822, "open_interest": 1.0, "volume": 0.0, "delta": 0.7665, "gamma": 0.004, "vega": 1.2684, "theta": -0.0909, "rho": 1.5571, "theo": 60.7269, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 69.09, "last_trade_time": "2026-09-18T11:30:57", "percent_change": 0.0, "prev_day_close": 61.2250003814697}, {"option": "SPY270226P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1847, "open_interest": 56.0, "volume": 0.0, "delta": -0.2422, "gamma": 0.0042, "vega": 1.2853, "theta": -0.1107, "rho": -0.4781, "theo": 11.1151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.82, "last_trade_time": "2026-11-05T16:05:26", "percent_change": 0.0, "prev_day_close": 11.2150001525879}, {"option": "SPY270226C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1814, "open_interest": 5.0, "volume": 0.0, "delta": 0.7632, "gamma": 0.0041, "vega": 1.2781, "theta": -0.0915, "rho": 1.552, "theo": 59.8945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.1, "last_trade_time": "2026-11-03T09:30:01", "percent_change": 0.0, "prev_day_close": 59.8050003051758}, {"option": "SPY270226P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1838, "open_interest": 66.0, "volume": 0.0, "delta": -0.2458, "gamma": 0.0043, "vega": 1.2957, "theta": -0.1111, "rho": -0.4833, "theo": 11.2761, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.9, "last_trade_time": "2026-11-09T12:19:40", "percent_change": 0.0, "prev_day_close": 11.375}, {"option": "SPY270226C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1814, "open_interest": 1214.0, "volume": 5.0, "delta": 0.7598, "gamma": 0.0041, "vega": 1.2878, "theta": -0.0921, "rho": 1.5467, "theo": 59.0605, "change": 4.705, "open": 56.5, "high": 56.8, "low": 56.0, "tick": "up", "last_trade_price": 56.5, "last_trade_time": "2026-11-11T10:26:34", "percent_change": 9.08389, "prev_day_close": 58.9749984741211}, {"option": "SPY270226P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 5553.0, "volume": 83.0, "delta": -0.2494, "gamma": 0.0043, "vega": 1.3059, "theta": -0.1115, "rho": -0.4909, "theo": 11.4403, "change": -3.615, "open": 12.84, "high": 12.84, "low": 11.45, "tick": "down", "last_trade_price": 11.45, "last_trade_time": "2026-11-11T15:48:09", "percent_change": -23.996, "prev_day_close": 11.5450000762939}, {"option": "SPY270226C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 1256.0, "volume": 0.0, "delta": 0.7563, "gamma": 0.0042, "vega": 1.2974, "theta": -0.0926, "rho": 1.5414, "theo": 58.2379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 45.23, "last_trade_time": "2026-11-05T14:32:00", "percent_change": 0.0, "prev_day_close": 58.1599998474121}, {"option": "SPY270226P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1821, "open_interest": 29.0, "volume": 0.0, "delta": -0.2531, "gamma": 0.0044, "vega": 1.3159, "theta": -0.1119, "rho": -0.4966, "theo": 11.6077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.92, "last_trade_time": "2026-11-09T16:00:05", "percent_change": 0.0, "prev_day_close": 11.710000038147}, {"option": "SPY270226C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 45.0, "volume": 0.0, "delta": 0.7527, "gamma": 0.0042, "vega": 1.3071, "theta": -0.0932, "rho": 1.5359, "theo": 57.4095, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.58, "last_trade_time": "2026-11-10T11:56:23", "percent_change": 0.0, "prev_day_close": 57.8549995422363}, {"option": "SPY270226P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 51.0, "volume": 0.0, "delta": -0.2569, "gamma": 0.0045, "vega": 1.3265, "theta": -0.1123, "rho": -0.5031, "theo": 11.7784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.22, "last_trade_time": "2026-11-05T10:26:47", "percent_change": 0.0, "prev_day_close": 11.8850002288818}, {"option": "SPY270226C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1784, "open_interest": 2.0, "volume": 2.0, "delta": 0.7492, "gamma": 0.0043, "vega": 1.3167, "theta": -0.0938, "rho": 1.5304, "theo": 56.5925, "change": 6.96, "open": 54.42, "high": 56.4, "low": 54.42, "tick": "up", "last_trade_price": 56.4, "last_trade_time": "2026-11-11T12:05:33", "percent_change": 14.0777, "prev_day_close": 57.0499992370606}, {"option": "SPY270226P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 16.0, "volume": 0.0, "delta": -0.2606, "gamma": 0.0045, "vega": 1.3368, "theta": -0.1127, "rho": -0.5093, "theo": 11.9469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.45, "last_trade_time": "2026-11-05T10:26:47", "percent_change": 0.0, "prev_day_close": 12.0600004196167}, {"option": "SPY270226C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1776, "open_interest": 1.0, "volume": 0.0, "delta": 0.7455, "gamma": 0.0043, "vega": 1.3264, "theta": -0.0944, "rho": 1.5247, "theo": 55.7742, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.36, "last_trade_time": "2026-10-30T12:44:13", "percent_change": 0.0, "prev_day_close": 55.7100009918213}, {"option": "SPY270226P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1795, "open_interest": 19.0, "volume": 0.0, "delta": -0.2646, "gamma": 0.0046, "vega": 1.3482, "theta": -0.1131, "rho": -0.5194, "theo": 12.124, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.99, "last_trade_time": "2026-11-06T13:18:13", "percent_change": 0.0, "prev_day_close": 12.2350001335144}, {"option": "SPY270226C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 201.0, "volume": 3.0, "delta": 0.7418, "gamma": 0.0044, "vega": 1.336, "theta": -0.0949, "rho": 1.5189, "theo": 54.9589, "change": 6.88, "open": 54.78, "high": 54.78, "low": 54.78, "tick": "no_change", "last_trade_price": 54.78, "last_trade_time": "2026-11-11T11:34:35", "percent_change": 14.3633, "prev_day_close": 55.3950004577637}, {"option": "SPY270226P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1787, "open_interest": 621.0, "volume": 2.0, "delta": -0.2685, "gamma": 0.0046, "vega": 1.3588, "theta": -0.1134, "rho": -0.5254, "theo": 12.3049, "change": -2.46, "open": 13.44, "high": 13.73, "low": 13.44, "tick": "up", "last_trade_price": 13.73, "last_trade_time": "2026-11-11T10:23:52", "percent_change": -15.1946, "prev_day_close": 12.4200000762939}, {"option": "SPY270226C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 20.0, "volume": 0.0, "delta": 0.7381, "gamma": 0.0044, "vega": 1.3457, "theta": -0.0954, "rho": 1.5128, "theo": 54.1467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.42, "last_trade_time": "2026-11-05T10:21:18", "percent_change": 0.0, "prev_day_close": 54.5650005340576}, {"option": "SPY270226P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 43.0, "volume": 0.0, "delta": -0.2727, "gamma": 0.0047, "vega": 1.368, "theta": -0.1138, "rho": -0.5338, "theo": 12.4957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.88, "last_trade_time": "2026-11-10T15:50:15", "percent_change": 0.0, "prev_day_close": 12.6000003814697}, {"option": "SPY270226C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1752, "open_interest": 2.0, "volume": 0.0, "delta": 0.7343, "gamma": 0.0045, "vega": 1.3554, "theta": -0.096, "rho": 1.5066, "theo": 53.3334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.65, "last_trade_time": "2026-11-05T10:21:18", "percent_change": 0.0, "prev_day_close": 53.2599983215332}, {"option": "SPY270226P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1769, "open_interest": 13.0, "volume": 0.0, "delta": -0.2768, "gamma": 0.0048, "vega": 1.3756, "theta": -0.1142, "rho": -0.5383, "theo": 12.685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.6, "last_trade_time": "2026-11-06T10:14:07", "percent_change": 0.0, "prev_day_close": 12.789999961853}, {"option": "SPY270226C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 4.0, "volume": 0.0, "delta": 0.7304, "gamma": 0.0046, "vega": 1.3651, "theta": -0.0965, "rho": 1.5002, "theo": 52.5318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.61, "last_trade_time": "2026-11-02T14:51:58", "percent_change": 0.0, "prev_day_close": 52.4750003814697}, {"option": "SPY270226P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 97.0, "volume": 0.0, "delta": -0.281, "gamma": 0.0048, "vega": 1.3835, "theta": -0.1145, "rho": -0.5446, "theo": 12.877, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.83, "last_trade_time": "2026-11-09T15:18:00", "percent_change": 0.0, "prev_day_close": 12.9800000190735}, {"option": "SPY270226C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 4.0, "volume": 0.0, "delta": 0.7265, "gamma": 0.0046, "vega": 1.3748, "theta": -0.097, "rho": 1.4936, "theo": 51.7293, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.7, "last_trade_time": "2026-11-10T13:46:46", "percent_change": 0.0, "prev_day_close": 51.6499996185303}, {"option": "SPY270226P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1752, "open_interest": 25.0, "volume": 0.0, "delta": -0.2853, "gamma": 0.0049, "vega": 1.3926, "theta": -0.1148, "rho": -0.5503, "theo": 13.0714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.78, "last_trade_time": "2026-11-10T11:57:26", "percent_change": 0.0, "prev_day_close": 13.1800003051758}, {"option": "SPY270226C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1738, "open_interest": 1414.0, "volume": 14.0, "delta": 0.7225, "gamma": 0.0047, "vega": 1.3844, "theta": -0.0975, "rho": 1.4868, "theo": 50.9302, "change": 7.895, "open": 48.06, "high": 52.04, "low": 48.06, "tick": "up", "last_trade_price": 52.04, "last_trade_time": "2026-11-11T12:37:04", "percent_change": 17.8842, "prev_day_close": 51.4650001525879}, {"option": "SPY270226P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1743, "open_interest": 1907.0, "volume": 103.0, "delta": -0.2896, "gamma": 0.005, "vega": 1.4022, "theta": -0.1152, "rho": -0.5561, "theo": 13.2693, "change": -4.005, "open": 13.54, "high": 13.54, "low": 13.39, "tick": "up", "last_trade_price": 13.41, "last_trade_time": "2026-11-11T15:22:02", "percent_change": -22.9974, "prev_day_close": 13.375}, {"option": "SPY270226C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1721, "open_interest": 3.0, "volume": 0.0, "delta": 0.7184, "gamma": 0.0047, "vega": 1.394, "theta": -0.098, "rho": 1.4798, "theo": 50.1346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.96, "last_trade_time": "2026-10-30T15:53:59", "percent_change": 0.0, "prev_day_close": 50.0799999237061}, {"option": "SPY270226P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 3.0, "volume": 0.0, "delta": -0.294, "gamma": 0.005, "vega": 1.4112, "theta": -0.1155, "rho": -0.5639, "theo": 13.4711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.96, "last_trade_time": "2026-10-22T10:22:46", "percent_change": 0.0, "prev_day_close": 13.5799999237061}, {"option": "SPY270226C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1713, "open_interest": 13.0, "volume": 0.0, "delta": 0.7143, "gamma": 0.0048, "vega": 1.4035, "theta": -0.0985, "rho": 1.4727, "theo": 49.3425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.91, "last_trade_time": "2026-11-05T09:43:26", "percent_change": 0.0, "prev_day_close": 49.2849998474121}, {"option": "SPY270226P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1727, "open_interest": 10.0, "volume": 0.0, "delta": -0.2984, "gamma": 0.0051, "vega": 1.4198, "theta": -0.1158, "rho": -0.5692, "theo": 13.6771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.27, "last_trade_time": "2026-11-06T11:59:47", "percent_change": 0.0, "prev_day_close": 13.7849998474121}, {"option": "SPY270226C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.171, "open_interest": 3.0, "volume": 0.0, "delta": 0.7101, "gamma": 0.0048, "vega": 1.4128, "theta": -0.0989, "rho": 1.4655, "theo": 48.5541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.25, "last_trade_time": "2026-11-09T09:38:24", "percent_change": 0.0, "prev_day_close": 48.4850006103516}, {"option": "SPY270226P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 15.0, "volume": 0.0, "delta": -0.303, "gamma": 0.0051, "vega": 1.4286, "theta": -0.1161, "rho": -0.5755, "theo": 13.8867, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 24.19, "last_trade_time": "2026-11-06T11:08:42", "percent_change": 0.0, "prev_day_close": 14.0}, {"option": "SPY270226C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1702, "open_interest": 3.0, "volume": 0.0, "delta": 0.7059, "gamma": 0.0049, "vega": 1.4221, "theta": -0.0994, "rho": 1.4581, "theo": 47.7693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.34, "last_trade_time": "2026-11-06T09:41:24", "percent_change": 0.0, "prev_day_close": 47.7000007629394}, {"option": "SPY270226P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1709, "open_interest": 91.0, "volume": 0.0, "delta": -0.3076, "gamma": 0.0052, "vega": 1.4382, "theta": -0.1164, "rho": -0.5829, "theo": 14.0999, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.47, "last_trade_time": "2026-11-10T15:27:02", "percent_change": 0.0, "prev_day_close": 14.210000038147}, {"option": "SPY270226C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 1191.0, "volume": 15.0, "delta": 0.7016, "gamma": 0.0049, "vega": 1.4312, "theta": -0.0998, "rho": 1.4507, "theo": 46.9883, "change": 6.22, "open": 46.7, "high": 46.7, "low": 46.7, "tick": "up", "last_trade_price": 46.7, "last_trade_time": "2026-11-11T11:29:50", "percent_change": 15.3656, "prev_day_close": 46.9300003051758}, {"option": "SPY270226P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 3129.0, "volume": 47.0, "delta": -0.3122, "gamma": 0.0053, "vega": 1.4477, "theta": -0.1167, "rho": -0.5907, "theo": 14.3174, "change": -4.305, "open": 15.64, "high": 16.24, "low": 14.45, "tick": "down", "last_trade_price": 14.45, "last_trade_time": "2026-11-11T12:53:46", "percent_change": -22.9539, "prev_day_close": 14.4300003051758}, {"option": "SPY270226C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 44.0, "volume": 0.0, "delta": 0.6972, "gamma": 0.005, "vega": 1.4402, "theta": -0.1003, "rho": 1.4432, "theo": 46.2111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.49, "last_trade_time": "2026-11-10T13:40:39", "percent_change": 0.0, "prev_day_close": 46.6649990081787}, {"option": "SPY270226P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1693, "open_interest": 67.0, "volume": 49.0, "delta": -0.317, "gamma": 0.0053, "vega": 1.4562, "theta": -0.1169, "rho": -0.598, "theo": 14.5398, "change": -4.28, "open": 16.63, "high": 16.63, "low": 14.52, "tick": "up", "last_trade_price": 14.75, "last_trade_time": "2026-11-11T15:53:47", "percent_change": -22.4908, "prev_day_close": 14.6499996185303}, {"option": "SPY270226C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 7.0, "volume": 1.0, "delta": 0.6928, "gamma": 0.0051, "vega": 1.4491, "theta": -0.1007, "rho": 1.4355, "theo": 45.4378, "change": 7.245, "open": 46.25, "high": 46.25, "low": 46.25, "tick": "up", "last_trade_price": 46.25, "last_trade_time": "2026-11-11T12:04:17", "percent_change": 18.5745, "prev_day_close": 45.375}, {"option": "SPY270226P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1684, "open_interest": 40.0, "volume": 0.0, "delta": -0.3219, "gamma": 0.0054, "vega": 1.4651, "theta": -0.1172, "rho": -0.6062, "theo": 14.7664, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.58, "last_trade_time": "2026-11-06T09:36:12", "percent_change": 0.0, "prev_day_close": 14.875}, {"option": "SPY270226C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1669, "open_interest": 12.0, "volume": 0.0, "delta": 0.6882, "gamma": 0.0051, "vega": 1.4579, "theta": -0.101, "rho": 1.4277, "theo": 44.6684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.38, "last_trade_time": "2026-11-06T16:12:30", "percent_change": 0.0, "prev_day_close": 44.6150016784668}, {"option": "SPY270226P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1676, "open_interest": 29.0, "volume": 0.0, "delta": -0.3268, "gamma": 0.0055, "vega": 1.4751, "theta": -0.1174, "rho": -0.6133, "theo": 14.9966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.92, "last_trade_time": "2026-11-10T14:33:02", "percent_change": 0.0, "prev_day_close": 15.1149997711182}, {"option": "SPY270226C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1664, "open_interest": 4.0, "volume": 0.0, "delta": 0.6837, "gamma": 0.0052, "vega": 1.4667, "theta": -0.1014, "rho": 1.4198, "theo": 43.9029, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.25, "last_trade_time": "2026-11-06T13:48:30", "percent_change": 0.0, "prev_day_close": 43.8500003814697}, {"option": "SPY270226P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 24.0, "volume": 0.0, "delta": -0.3318, "gamma": 0.0055, "vega": 1.4851, "theta": -0.1176, "rho": -0.6234, "theo": 15.2326, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.05, "last_trade_time": "2026-11-10T14:59:05", "percent_change": 0.0, "prev_day_close": 15.3450002670288}, {"option": "SPY270226C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.166, "open_interest": 167.0, "volume": 17.0, "delta": 0.679, "gamma": 0.0052, "vega": 1.4753, "theta": -0.1018, "rho": 1.4116, "theo": 43.1416, "change": 5.89, "open": 41.7, "high": 44.81, "low": 41.07, "tick": "down", "last_trade_price": 42.79, "last_trade_time": "2026-11-11T15:59:38", "percent_change": 15.9621, "prev_day_close": 43.0699996948242}, {"option": "SPY270226P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1659, "open_interest": 1735.0, "volume": 47.0, "delta": -0.3368, "gamma": 0.0056, "vega": 1.4941, "theta": -0.1178, "rho": -0.6284, "theo": 15.4739, "change": -4.745, "open": 17.6, "high": 17.6, "low": 15.15, "tick": "up", "last_trade_price": 15.47, "last_trade_time": "2026-11-11T15:38:50", "percent_change": -23.4727, "prev_day_close": 15.585000038147}, {"option": "SPY270226C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 51.0, "volume": 1.0, "delta": 0.6743, "gamma": 0.0053, "vega": 1.4839, "theta": -0.1021, "rho": 1.4032, "theo": 42.3844, "change": 4.13, "open": 40.3, "high": 40.3, "low": 40.3, "tick": "up", "last_trade_price": 40.3, "last_trade_time": "2026-11-11T09:58:57", "percent_change": 11.4183, "prev_day_close": 42.3350009918213}, {"option": "SPY270226P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 104.0, "volume": 0.0, "delta": -0.3417, "gamma": 0.0057, "vega": 1.4999, "theta": -0.118, "rho": -0.6395, "theo": 15.7071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.08, "last_trade_time": "2026-11-09T09:38:26", "percent_change": 0.0, "prev_day_close": 15.835000038147}, {"option": "SPY270226C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 110.0, "volume": 4.0, "delta": 0.6695, "gamma": 0.0054, "vega": 1.4924, "theta": -0.1025, "rho": 1.3946, "theo": 41.6316, "change": 6.755, "open": 42.49, "high": 42.49, "low": 42.24, "tick": "down", "last_trade_price": 42.24, "last_trade_time": "2026-11-11T14:10:20", "percent_change": 19.0362, "prev_day_close": 41.5599994659424}, {"option": "SPY270226P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1642, "open_interest": 16.0, "volume": 0.0, "delta": -0.3472, "gamma": 0.0057, "vega": 1.5067, "theta": -0.1182, "rho": -0.6446, "theo": 15.9721, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.86, "last_trade_time": "2026-11-09T09:40:54", "percent_change": 0.0, "prev_day_close": 16.085000038147}, {"option": "SPY270226C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1633, "open_interest": 8.0, "volume": 0.0, "delta": 0.6647, "gamma": 0.0054, "vega": 1.5008, "theta": -0.1028, "rho": 1.3857, "theo": 40.8832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.68, "last_trade_time": "2026-11-09T15:40:50", "percent_change": 0.0, "prev_day_close": 40.8350009918213}, {"option": "SPY270226P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1634, "open_interest": 55.0, "volume": 0.0, "delta": -0.3526, "gamma": 0.0058, "vega": 1.5139, "theta": -0.1183, "rho": -0.6514, "theo": 16.2268, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.94, "last_trade_time": "2026-11-09T10:43:16", "percent_change": 0.0, "prev_day_close": 16.335000038147}, {"option": "SPY270226C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 4.0, "volume": 0.0, "delta": 0.6597, "gamma": 0.0055, "vega": 1.5091, "theta": -0.1031, "rho": 1.3766, "theo": 40.1354, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.69, "last_trade_time": "2026-11-10T14:42:40", "percent_change": 0.0, "prev_day_close": 40.0750007629394}, {"option": "SPY270226P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 52.0, "volume": 0.0, "delta": -0.358, "gamma": 0.0059, "vega": 1.5218, "theta": -0.1185, "rho": -0.6562, "theo": 16.4861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.0, "last_trade_time": "2026-11-10T10:38:58", "percent_change": 0.0, "prev_day_close": 16.5949993133545}, {"option": "SPY270226C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1607, "open_interest": 35.0, "volume": 0.0, "delta": 0.6548, "gamma": 0.0055, "vega": 1.5172, "theta": -0.1034, "rho": 1.3674, "theo": 39.4001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.22, "last_trade_time": "2026-11-10T10:25:22", "percent_change": 0.0, "prev_day_close": 39.3349990844727}, {"option": "SPY270226P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 615.0, "volume": 55.0, "delta": -0.3635, "gamma": 0.0059, "vega": 1.5283, "theta": -0.1186, "rho": -0.6634, "theo": 16.7516, "change": -5.16, "open": 18.64, "high": 18.64, "low": 16.39, "tick": "up", "last_trade_price": 16.66, "last_trade_time": "2026-11-11T15:38:50", "percent_change": -23.648, "prev_day_close": 16.8599996566772}, {"option": "SPY270226C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1599, "open_interest": 91.0, "volume": 1.0, "delta": 0.6497, "gamma": 0.0056, "vega": 1.5252, "theta": -0.1036, "rho": 1.3578, "theo": 38.6618, "change": 6.395, "open": 39.15, "high": 39.15, "low": 39.15, "tick": "up", "last_trade_price": 39.15, "last_trade_time": "2026-11-11T12:07:00", "percent_change": 19.5237, "prev_day_close": 38.6099987030029}, {"option": "SPY270226P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1609, "open_interest": 49.0, "volume": 0.0, "delta": -0.3687, "gamma": 0.006, "vega": 1.5346, "theta": -0.1187, "rho": -0.6706, "theo": 17.0058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 22.68, "last_trade_time": "2026-11-10T10:38:58", "percent_change": 0.0, "prev_day_close": 17.1300001144409}, {"option": "SPY270226C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1591, "open_interest": 6.0, "volume": 0.0, "delta": 0.6445, "gamma": 0.0056, "vega": 1.5329, "theta": -0.1039, "rho": 1.3482, "theo": 37.9322, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 34.0, "last_trade_time": "2026-11-09T11:44:54", "percent_change": 0.0, "prev_day_close": 37.8799991607666}, {"option": "SPY270226P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 11.0, "volume": 2.0, "delta": -0.3744, "gamma": 0.0061, "vega": 1.5412, "theta": -0.1188, "rho": -0.6784, "theo": 17.2803, "change": -4.12, "open": 19.29, "high": 19.29, "low": 18.39, "tick": "down", "last_trade_price": 18.39, "last_trade_time": "2026-11-11T11:18:29", "percent_change": -18.303, "prev_day_close": 17.4099998474121}, {"option": "SPY270226C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 6.0, "volume": 0.0, "delta": 0.6393, "gamma": 0.0057, "vega": 1.5404, "theta": -0.1041, "rho": 1.3385, "theo": 37.2075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.0, "last_trade_time": "2026-11-09T10:58:58", "percent_change": 0.0, "prev_day_close": 37.1599998474121}, {"option": "SPY270226P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1594, "open_interest": 20.0, "volume": 0.0, "delta": -0.3802, "gamma": 0.0062, "vega": 1.5487, "theta": -0.1189, "rho": -0.6864, "theo": 17.564, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.06, "last_trade_time": "2026-11-09T10:36:13", "percent_change": 0.0, "prev_day_close": 17.6899995803833}, {"option": "SPY270226C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 20.0, "volume": 9.0, "delta": 0.634, "gamma": 0.0058, "vega": 1.5476, "theta": -0.1043, "rho": 1.3287, "theo": 36.4878, "change": 4.6, "open": 34.93, "high": 35.37, "low": 34.93, "tick": "up", "last_trade_price": 35.37, "last_trade_time": "2026-11-11T10:52:58", "percent_change": 14.9496, "prev_day_close": 36.4500007629394}, {"option": "SPY270226P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 59.0, "volume": 15.0, "delta": -0.3863, "gamma": 0.0062, "vega": 1.5554, "theta": -0.1189, "rho": -0.6961, "theo": 17.8634, "change": -4.195, "open": 19.02, "high": 19.02, "low": 19.02, "tick": "down", "last_trade_price": 19.02, "last_trade_time": "2026-11-11T10:56:25", "percent_change": -18.0702, "prev_day_close": 17.9800004959106}, {"option": "SPY270226C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1567, "open_interest": 520.0, "volume": 42.0, "delta": 0.6287, "gamma": 0.0058, "vega": 1.5546, "theta": -0.1044, "rho": 1.3188, "theo": 35.7768, "change": 7.47, "open": 34.5, "high": 37.6, "low": 33.85, "tick": "up", "last_trade_price": 37.6, "last_trade_time": "2026-11-11T13:41:44", "percent_change": 24.7926, "prev_day_close": 35.7250003814697}, {"option": "SPY270226P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 1504.0, "volume": 32.0, "delta": -0.3923, "gamma": 0.0063, "vega": 1.5609, "theta": -0.119, "rho": -0.7045, "theo": 18.1554, "change": -5.26, "open": 19.95, "high": 20.22, "low": 17.72, "tick": "up", "last_trade_price": 18.32, "last_trade_time": "2026-11-11T15:10:14", "percent_change": -22.307, "prev_day_close": 18.2699995040894}, {"option": "SPY270226C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 11.0, "volume": 0.0, "delta": 0.6233, "gamma": 0.0059, "vega": 1.5615, "theta": -0.1046, "rho": 1.3087, "theo": 35.0635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.46, "last_trade_time": "2026-11-10T13:48:10", "percent_change": 0.0, "prev_day_close": 35.019998550415}, {"option": "SPY270226P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 37.0, "volume": 0.0, "delta": -0.3983, "gamma": 0.0064, "vega": 1.568, "theta": -0.119, "rho": -0.7097, "theo": 18.4528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.5, "last_trade_time": "2026-11-10T12:41:00", "percent_change": 0.0, "prev_day_close": 18.5700006484985}, {"option": "SPY270226C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1552, "open_interest": 225.0, "volume": 0.0, "delta": 0.6178, "gamma": 0.0059, "vega": 1.5681, "theta": -0.1048, "rho": 1.2985, "theo": 34.3592, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.04, "last_trade_time": "2026-11-05T14:49:04", "percent_change": 0.0, "prev_day_close": 34.3099994659424}, {"option": "SPY270226P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 18.0, "volume": 0.0, "delta": -0.404, "gamma": 0.0064, "vega": 1.5734, "theta": -0.1189, "rho": -0.7218, "theo": 18.7412, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.0, "last_trade_time": "2026-11-10T12:41:43", "percent_change": 0.0, "prev_day_close": 18.875}, {"option": "SPY270226C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 11.0, "volume": 2.0, "delta": 0.6122, "gamma": 0.006, "vega": 1.5744, "theta": -0.1049, "rho": 1.2881, "theo": 33.6602, "change": 5.81, "open": 34.0, "high": 34.04, "low": 34.0, "tick": "up", "last_trade_price": 34.04, "last_trade_time": "2026-11-11T14:16:22", "percent_change": 20.5809, "prev_day_close": 33.6200008392334}, {"option": "SPY270226P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1554, "open_interest": 57.0, "volume": 1.0, "delta": -0.4104, "gamma": 0.0065, "vega": 1.58, "theta": -0.1189, "rho": -0.731, "theo": 19.0599, "change": -5.57, "open": 19.14, "high": 19.14, "low": 19.14, "tick": "down", "last_trade_price": 19.14, "last_trade_time": "2026-11-11T14:40:33", "percent_change": -22.5415, "prev_day_close": 19.1849994659424}, {"option": "SPY270226C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 27.0, "volume": 4.0, "delta": 0.6066, "gamma": 0.006, "vega": 1.5806, "theta": -0.105, "rho": 1.2774, "theo": 32.9703, "change": 5.22, "open": 32.82, "high": 32.82, "low": 32.82, "tick": "no_change", "last_trade_price": 32.82, "last_trade_time": "2026-11-11T15:51:06", "percent_change": 18.913, "prev_day_close": 32.9250011444092}, {"option": "SPY270226P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 28.0, "volume": 5.0, "delta": -0.4169, "gamma": 0.0066, "vega": 1.5836, "theta": -0.1188, "rho": -0.7392, "theo": 19.3887, "change": -3.665, "open": 21.29, "high": 21.48, "low": 21.29, "tick": "down", "last_trade_price": 21.44, "last_trade_time": "2026-11-11T10:33:55", "percent_change": -14.5987, "prev_day_close": 19.5050001144409}, {"option": "SPY270226C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 80.0, "volume": 31.0, "delta": 0.6008, "gamma": 0.0061, "vega": 1.5866, "theta": -0.105, "rho": 1.2665, "theo": 32.2824, "change": 4.995, "open": 30.22, "high": 32.9, "low": 30.22, "tick": "no_change", "last_trade_price": 31.97, "last_trade_time": "2026-11-11T15:56:41", "percent_change": 18.5171, "prev_day_close": 32.2399997711182}, {"option": "SPY270226P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1537, "open_interest": 165.0, "volume": 13.0, "delta": -0.4233, "gamma": 0.0066, "vega": 1.5875, "theta": -0.1187, "rho": -0.7411, "theo": 19.7123, "change": -5.86, "open": 21.97, "high": 22.02, "low": 19.65, "tick": "down", "last_trade_price": 19.65, "last_trade_time": "2026-11-11T15:35:42", "percent_change": -22.9714, "prev_day_close": 19.8299999237061}, {"option": "SPY270226C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1521, "open_interest": 108.0, "volume": 15.0, "delta": 0.5951, "gamma": 0.0061, "vega": 1.5923, "theta": -0.1051, "rho": 1.2553, "theo": 31.6002, "change": 4.95, "open": 30.47, "high": 32.63, "low": 29.8, "tick": "down", "last_trade_price": 31.31, "last_trade_time": "2026-11-11T15:57:16", "percent_change": 18.7785, "prev_day_close": 31.5599994659424}, {"option": "SPY270226P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.153, "open_interest": 44.0, "volume": 20.0, "delta": -0.4297, "gamma": 0.0067, "vega": 1.591, "theta": -0.1186, "rho": -0.7484, "theo": 20.0422, "change": -4.6, "open": 22.59, "high": 22.59, "low": 21.31, "tick": "no_change", "last_trade_price": 21.31, "last_trade_time": "2026-11-11T11:11:45", "percent_change": -17.7538, "prev_day_close": 20.164999961853}, {"option": "SPY270226C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1513, "open_interest": 226.0, "volume": 2.0, "delta": 0.5892, "gamma": 0.0062, "vega": 1.5978, "theta": -0.1051, "rho": 1.2437, "theo": 30.9204, "change": 4.47, "open": 29.34, "high": 30.22, "low": 29.34, "tick": "up", "last_trade_price": 30.22, "last_trade_time": "2026-11-11T11:18:29", "percent_change": 17.3592, "prev_day_close": 30.875}, {"option": "SPY270226P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 74.0, "volume": 7.0, "delta": -0.4363, "gamma": 0.0068, "vega": 1.5945, "theta": -0.1184, "rho": -0.7549, "theo": 20.3792, "change": -5.32, "open": 22.36, "high": 22.56, "low": 21.0, "tick": "down", "last_trade_price": 21.0, "last_trade_time": "2026-11-11T11:58:12", "percent_change": -20.2128, "prev_day_close": 20.5050001144409}, {"option": "SPY270226C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1506, "open_interest": 217.0, "volume": 29.0, "delta": 0.5833, "gamma": 0.0062, "vega": 1.6029, "theta": -0.1051, "rho": 1.2321, "theo": 30.2537, "change": 5.06, "open": 29.6, "high": 30.21, "low": 28.06, "tick": "up", "last_trade_price": 30.21, "last_trade_time": "2026-11-11T15:42:29", "percent_change": 20.1193, "prev_day_close": 30.1999998092651}, {"option": "SPY270226P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 13.0, "volume": 7.0, "delta": -0.443, "gamma": 0.0068, "vega": 1.5976, "theta": -0.1182, "rho": -0.763, "theo": 20.7224, "change": -5.815, "open": 22.96, "high": 23.12, "low": 20.93, "tick": "down", "last_trade_price": 20.93, "last_trade_time": "2026-11-11T12:32:41", "percent_change": -21.7424, "prev_day_close": 20.8549995422363}, {"option": "SPY270226C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 220.0, "volume": 0.0, "delta": 0.5772, "gamma": 0.0063, "vega": 1.6078, "theta": -0.1051, "rho": 1.2202, "theo": 29.5861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.27, "last_trade_time": "2026-11-10T13:28:02", "percent_change": 0.0, "prev_day_close": 29.539999961853}, {"option": "SPY270226P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 58.0, "volume": 11.0, "delta": -0.4494, "gamma": 0.0069, "vega": 1.6001, "theta": -0.1181, "rho": -0.7693, "theo": 21.0557, "change": -5.885, "open": 23.05, "high": 23.05, "low": 21.29, "tick": "down", "last_trade_price": 21.29, "last_trade_time": "2026-11-11T12:32:41", "percent_change": -21.6559, "prev_day_close": 21.2049999237061}, {"option": "SPY270226C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1488, "open_interest": 183.0, "volume": 40.0, "delta": 0.5712, "gamma": 0.0063, "vega": 1.6123, "theta": -0.105, "rho": 1.2083, "theo": 28.9318, "change": 5.0, "open": 29.3, "high": 30.56, "low": 27.08, "tick": "up", "last_trade_price": 28.96, "last_trade_time": "2026-11-11T16:13:22", "percent_change": 20.8681, "prev_day_close": 28.8899993896484}, {"option": "SPY270226P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 611.0, "volume": 18.0, "delta": -0.4562, "gamma": 0.0069, "vega": 1.6034, "theta": -0.1179, "rho": -0.7805, "theo": 21.4112, "change": -6.115, "open": 24.18, "high": 24.18, "low": 21.0, "tick": "up", "last_trade_price": 21.5, "last_trade_time": "2026-11-11T14:08:20", "percent_change": -22.1438, "prev_day_close": 21.5550003051758}, {"option": "SPY270226C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1497, "open_interest": 263.0, "volume": 4.0, "delta": 0.565, "gamma": 0.0064, "vega": 1.6165, "theta": -0.1049, "rho": 1.1962, "theo": 28.2803, "change": 6.46, "open": 29.74, "high": 29.84, "low": 29.74, "tick": "up", "last_trade_price": 29.84, "last_trade_time": "2026-11-11T13:38:52", "percent_change": 27.6305, "prev_day_close": 28.2299995422363}, {"option": "SPY270226P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 32.0, "volume": 6.0, "delta": -0.4635, "gamma": 0.007, "vega": 1.6059, "theta": -0.1176, "rho": -0.7893, "theo": 21.792, "change": -6.15, "open": 22.89, "high": 22.9, "low": 21.9, "tick": "no_change", "last_trade_price": 21.9, "last_trade_time": "2026-11-11T12:39:32", "percent_change": -21.9251, "prev_day_close": 21.9250001907349}, {"option": "SPY270226C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 588.0, "volume": 12.0, "delta": 0.5588, "gamma": 0.0064, "vega": 1.6203, "theta": -0.1048, "rho": 1.1841, "theo": 27.6318, "change": 5.255, "open": 27.04, "high": 29.39, "low": 27.04, "tick": "down", "last_trade_price": 28.06, "last_trade_time": "2026-11-11T14:56:25", "percent_change": 23.0432, "prev_day_close": 27.585000038147}, {"option": "SPY270226P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1484, "open_interest": 45.0, "volume": 9.0, "delta": -0.4705, "gamma": 0.0071, "vega": 1.6068, "theta": -0.1173, "rho": -0.7927, "theo": 22.1635, "change": -6.905, "open": 23.12, "high": 23.12, "low": 21.59, "tick": "down", "last_trade_price": 21.6, "last_trade_time": "2026-11-11T13:45:22", "percent_change": -24.2238, "prev_day_close": 22.3050003051758}, {"option": "SPY270226C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 637.0, "volume": 9.0, "delta": 0.5525, "gamma": 0.0065, "vega": 1.6237, "theta": -0.1047, "rho": 1.1718, "theo": 26.9933, "change": 6.46, "open": 26.95, "high": 28.7, "low": 26.95, "tick": "up", "last_trade_price": 28.7, "last_trade_time": "2026-11-11T13:52:26", "percent_change": 29.0468, "prev_day_close": 26.9550008773804}, {"option": "SPY270226P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 30.0, "volume": 5.0, "delta": -0.4773, "gamma": 0.0071, "vega": 1.6083, "theta": -0.117, "rho": -0.8002, "theo": 22.5299, "change": -6.005, "open": 25.1, "high": 25.2, "low": 22.97, "tick": "down", "last_trade_price": 22.97, "last_trade_time": "2026-11-11T12:03:11", "percent_change": -20.7248, "prev_day_close": 22.6849994659424}, {"option": "SPY270226C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 17.0, "volume": 0.0, "delta": 0.5462, "gamma": 0.0065, "vega": 1.6268, "theta": -0.1045, "rho": 1.1597, "theo": 26.3714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.1, "last_trade_time": "2026-11-09T15:33:36", "percent_change": 0.0, "prev_day_close": 26.3300008773804}, {"option": "SPY270226P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 30.0, "volume": 3.0, "delta": -0.4848, "gamma": 0.0072, "vega": 1.6088, "theta": -0.1166, "rho": -0.8131, "theo": 22.9311, "change": -6.415, "open": 23.06, "high": 23.06, "low": 23.03, "tick": "no_change", "last_trade_price": 23.03, "last_trade_time": "2026-11-11T12:39:32", "percent_change": -21.7864, "prev_day_close": 23.0749998092651}, {"option": "SPY270226C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 1024.0, "volume": 16.0, "delta": 0.5398, "gamma": 0.0066, "vega": 1.6296, "theta": -0.1043, "rho": 1.1471, "theo": 25.7461, "change": 4.5, "open": 24.43, "high": 27.17, "low": 24.43, "tick": "no_change", "last_trade_price": 25.62, "last_trade_time": "2026-11-11T15:51:06", "percent_change": 21.3068, "prev_day_close": 25.710000038147}, {"option": "SPY270226P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 191.0, "volume": 3.0, "delta": -0.4916, "gamma": 0.0072, "vega": 1.6098, "theta": -0.1162, "rho": -0.8202, "theo": 23.3033, "change": -7.205, "open": 22.72, "high": 22.75, "low": 22.71, "tick": "down", "last_trade_price": 22.71, "last_trade_time": "2026-11-11T13:45:22", "percent_change": -24.0849, "prev_day_close": 23.4750003814697}, {"option": "SPY270226C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1455, "open_interest": 152.0, "volume": 2.0, "delta": 0.5333, "gamma": 0.0066, "vega": 1.6319, "theta": -0.1041, "rho": 1.1342, "theo": 25.1277, "change": 3.72, "open": 23.85, "high": 24.29, "low": 23.85, "tick": "up", "last_trade_price": 24.29, "last_trade_time": "2026-11-11T10:53:36", "percent_change": 18.0846, "prev_day_close": 25.0899991989136}, {"option": "SPY270226P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1454, "open_interest": 112.0, "volume": 2.0, "delta": -0.4994, "gamma": 0.0073, "vega": 1.6082, "theta": -0.1157, "rho": -0.8265, "theo": 23.7324, "change": -6.275, "open": 24.97, "high": 24.97, "low": 24.13, "tick": "down", "last_trade_price": 24.13, "last_trade_time": "2026-11-11T12:27:30", "percent_change": -20.6381, "prev_day_close": 23.875}, {"option": "SPY270226C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 225.0, "volume": 0.0, "delta": 0.5267, "gamma": 0.0067, "vega": 1.6339, "theta": -0.1039, "rho": 1.1211, "theo": 24.5164, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.97, "last_trade_time": "2026-11-09T15:52:30", "percent_change": 0.0, "prev_day_close": 24.4800004959106}, {"option": "SPY270226P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 79.0, "volume": 2.0, "delta": -0.5068, "gamma": 0.0073, "vega": 1.607, "theta": -0.1153, "rho": -0.8272, "theo": 24.1442, "change": -7.72, "open": 24.45, "high": 24.45, "low": 23.18, "tick": "down", "last_trade_price": 23.18, "last_trade_time": "2026-11-11T14:13:47", "percent_change": -24.9838, "prev_day_close": 24.2950000762939}, {"option": "SPY270226C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.144, "open_interest": 348.0, "volume": 2.0, "delta": 0.5201, "gamma": 0.0067, "vega": 1.6355, "theta": -0.1036, "rho": 1.1076, "theo": 23.9124, "change": 4.97, "open": 24.05, "high": 24.47, "low": 24.05, "tick": "up", "last_trade_price": 24.47, "last_trade_time": "2026-11-11T11:59:31", "percent_change": 25.4872, "prev_day_close": 23.8800001144409}, {"option": "SPY270226P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.144, "open_interest": 58.0, "volume": 2.0, "delta": -0.5139, "gamma": 0.0074, "vega": 1.6052, "theta": -0.1148, "rho": -0.8356, "theo": 24.539, "change": -6.525, "open": 24.67, "high": 24.85, "low": 24.67, "tick": "up", "last_trade_price": 24.85, "last_trade_time": "2026-11-11T14:11:55", "percent_change": -20.7968, "prev_day_close": 24.7150001525879}, {"option": "SPY270226C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 66.0, "volume": 1.0, "delta": 0.5134, "gamma": 0.0067, "vega": 1.6366, "theta": -0.1033, "rho": 1.094, "theo": 23.3158, "change": 4.94, "open": 23.92, "high": 23.92, "low": 23.92, "tick": "up", "last_trade_price": 23.92, "last_trade_time": "2026-11-11T14:14:03", "percent_change": 26.0274, "prev_day_close": 23.2799997329712}, {"option": "SPY270226P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 45.0, "volume": 0.0, "delta": -0.522, "gamma": 0.0074, "vega": 1.6032, "theta": -0.1142, "rho": -0.841, "theo": 24.9927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 42.82, "last_trade_time": "2026-11-05T13:19:05", "percent_change": 0.0, "prev_day_close": 25.1499996185303}, {"option": "SPY270226C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1426, "open_interest": 447.0, "volume": 299.0, "delta": 0.5066, "gamma": 0.0068, "vega": 1.6374, "theta": -0.103, "rho": 1.0802, "theo": 22.7267, "change": 3.95, "open": 21.24, "high": 24.41, "low": 21.24, "tick": "down", "last_trade_price": 22.41, "last_trade_time": "2026-11-11T15:55:00", "percent_change": 21.3976, "prev_day_close": 22.6999998092651}, {"option": "SPY270226P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1427, "open_interest": 324.0, "volume": 0.0, "delta": -0.5293, "gamma": 0.0075, "vega": 1.601, "theta": -0.1137, "rho": -0.8509, "theo": 25.4077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.29, "last_trade_time": "2026-11-06T09:54:17", "percent_change": 0.0, "prev_day_close": 25.5950002670288}, {"option": "SPY270226C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 802.0, "volume": 0.0, "delta": 0.4998, "gamma": 0.0068, "vega": 1.6376, "theta": -0.1026, "rho": 1.0663, "theo": 22.1453, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.26, "last_trade_time": "2026-11-06T13:55:23", "percent_change": 0.0, "prev_day_close": 22.1199998855591}, {"option": "SPY270226P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 213.0, "volume": 0.0, "delta": -0.5374, "gamma": 0.0075, "vega": 1.5985, "theta": -0.113, "rho": -0.8588, "theo": 25.8718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.51, "last_trade_time": "2026-11-10T10:43:48", "percent_change": 0.0, "prev_day_close": 26.0450000762939}, {"option": "SPY270226C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 103.0, "volume": 0.0, "delta": 0.493, "gamma": 0.0068, "vega": 1.6374, "theta": -0.1022, "rho": 1.0524, "theo": 21.5717, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.11, "last_trade_time": "2026-11-05T12:09:29", "percent_change": 0.0, "prev_day_close": 21.539999961853}, {"option": "SPY270226P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 76.0, "volume": 0.0, "delta": -0.5448, "gamma": 0.0076, "vega": 1.5943, "theta": -0.1124, "rho": -0.8626, "theo": 26.3047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.49, "last_trade_time": "2026-11-04T10:27:52", "percent_change": 0.0, "prev_day_close": 26.5}, {"option": "SPY270226C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 95.0, "volume": 0.0, "delta": 0.486, "gamma": 0.0069, "vega": 1.6368, "theta": -0.1018, "rho": 1.0385, "theo": 21.0058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.28, "last_trade_time": "2026-11-09T14:38:26", "percent_change": 0.0, "prev_day_close": 20.9800004959106}, {"option": "SPY270226P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 86.0, "volume": 0.0, "delta": -0.5527, "gamma": 0.0076, "vega": 1.589, "theta": -0.1117, "rho": -0.8684, "theo": 26.7676, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 45.52, "last_trade_time": "2026-11-05T15:31:13", "percent_change": 0.0, "prev_day_close": 26.960000038147}, {"option": "SPY270226C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1398, "open_interest": 12565.0, "volume": 5.0, "delta": 0.4791, "gamma": 0.0069, "vega": 1.6357, "theta": -0.1013, "rho": 1.0245, "theo": 20.4479, "change": 5.09, "open": 20.97, "high": 21.56, "low": 20.97, "tick": "no_change", "last_trade_price": 21.56, "last_trade_time": "2026-11-11T12:44:57", "percent_change": 30.9047, "prev_day_close": 20.4199991226196}, {"option": "SPY270226P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.14, "open_interest": 57.0, "volume": 0.0, "delta": -0.5607, "gamma": 0.0076, "vega": 1.5836, "theta": -0.111, "rho": -0.8813, "theo": 27.2394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.56, "last_trade_time": "2026-11-05T10:20:46", "percent_change": 0.0, "prev_day_close": 27.4449996948242}, {"option": "SPY270226C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 4635.0, "volume": 6.0, "delta": 0.472, "gamma": 0.0069, "vega": 1.6342, "theta": -0.1008, "rho": 1.0104, "theo": 19.8979, "change": 5.51, "open": 21.5, "high": 21.5, "low": 21.5, "tick": "up", "last_trade_price": 21.5, "last_trade_time": "2026-11-11T13:45:33", "percent_change": 34.459, "prev_day_close": 19.8699998855591}, {"option": "SPY270226P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 175.0, "volume": 0.0, "delta": -0.5688, "gamma": 0.0077, "vega": 1.5776, "theta": -0.1102, "rho": -0.8862, "theo": 27.7292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.6, "last_trade_time": "2026-11-10T15:10:56", "percent_change": 0.0, "prev_day_close": 27.9300003051758}, {"option": "SPY270226C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 12305.0, "volume": 60.0, "delta": 0.465, "gamma": 0.007, "vega": 1.6321, "theta": -0.1003, "rho": 0.9961, "theo": 19.356, "change": 4.87, "open": 20.4, "high": 20.4, "low": 20.4, "tick": "no_change", "last_trade_price": 20.4, "last_trade_time": "2026-11-11T13:11:08", "percent_change": 31.3587, "prev_day_close": 19.3300008773804}, {"option": "SPY270226P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 173.0, "volume": 0.0, "delta": -0.5768, "gamma": 0.0077, "vega": 1.5706, "theta": -0.1093, "rho": -0.889, "theo": 28.2151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.0, "last_trade_time": "2026-11-05T09:34:59", "percent_change": 0.0, "prev_day_close": 28.4250001907349}, {"option": "SPY270226C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 1866.0, "volume": 6.0, "delta": 0.4579, "gamma": 0.007, "vega": 1.6295, "theta": -0.0998, "rho": 0.9815, "theo": 18.8225, "change": 4.13, "open": 17.6, "high": 19.35, "low": 17.6, "tick": "down", "last_trade_price": 19.2, "last_trade_time": "2026-11-11T15:04:37", "percent_change": 27.4054, "prev_day_close": 18.8000001907349}, {"option": "SPY270226P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 54.0, "volume": 0.0, "delta": -0.5849, "gamma": 0.0077, "vega": 1.5629, "theta": -0.1085, "rho": -0.8923, "theo": 28.7177, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 36.64, "last_trade_time": "2026-11-10T14:55:43", "percent_change": 0.0, "prev_day_close": 28.9300003051758}, {"option": "SPY270226C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 686.0, "volume": 0.0, "delta": 0.4507, "gamma": 0.007, "vega": 1.6263, "theta": -0.0992, "rho": 0.9667, "theo": 18.2974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.45, "last_trade_time": "2026-11-09T10:02:21", "percent_change": 0.0, "prev_day_close": 18.2699995040894}, {"option": "SPY270226P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 26.0, "volume": 0.0, "delta": -0.5932, "gamma": 0.0078, "vega": 1.5544, "theta": -0.1075, "rho": -0.898, "theo": 29.2339, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.23, "last_trade_time": "2026-10-22T09:31:46", "percent_change": 0.0, "prev_day_close": 28.9000005722046}, {"option": "SPY270226C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1364, "open_interest": 231.0, "volume": 2.0, "delta": 0.4435, "gamma": 0.007, "vega": 1.6226, "theta": -0.0986, "rho": 0.9516, "theo": 17.781, "change": 3.28, "open": 17.01, "high": 17.45, "low": 17.01, "tick": "up", "last_trade_price": 17.45, "last_trade_time": "2026-11-11T11:02:51", "percent_change": 23.1475, "prev_day_close": 17.7599992752075}, {"option": "SPY270226P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 219.0, "volume": 0.0, "delta": -0.6014, "gamma": 0.0078, "vega": 1.5466, "theta": -0.1066, "rho": -0.9041, "theo": 29.7544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.26, "last_trade_time": "2026-10-16T14:55:34", "percent_change": 0.0, "prev_day_close": 29.4200000762939}, {"option": "SPY270226C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 830.0, "volume": 141.0, "delta": 0.4363, "gamma": 0.007, "vega": 1.6184, "theta": -0.098, "rho": 0.9365, "theo": 17.2733, "change": 3.5, "open": 16.26, "high": 18.53, "low": 16.26, "tick": "down", "last_trade_price": 17.24, "last_trade_time": "2026-11-11T16:14:44", "percent_change": 25.4731, "prev_day_close": 17.2550001144409}, {"option": "SPY270226P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1364, "open_interest": 342.0, "volume": 217.0, "delta": -0.6097, "gamma": 0.0078, "vega": 1.54, "theta": -0.1056, "rho": -0.9087, "theo": 30.282, "change": -7.815, "open": 32.02, "high": 32.02, "low": 30.0, "tick": "up", "last_trade_price": 30.36, "last_trade_time": "2026-11-11T14:35:16", "percent_change": -20.4715, "prev_day_close": 30.4749994277954}, {"option": "SPY270226C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1352, "open_interest": 75.0, "volume": 0.0, "delta": 0.429, "gamma": 0.007, "vega": 1.6136, "theta": -0.0974, "rho": 0.9213, "theo": 16.7745, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.49, "last_trade_time": "2026-11-10T10:42:45", "percent_change": 0.0, "prev_day_close": 16.75}, {"option": "SPY270226P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 392.0, "volume": 0.0, "delta": -0.618, "gamma": 0.0078, "vega": 1.5301, "theta": -0.1046, "rho": -0.9122, "theo": 30.8217, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.38, "last_trade_time": "2026-10-30T13:55:55", "percent_change": 0.0, "prev_day_close": 31.0249996185303}, {"option": "SPY270226C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1346, "open_interest": 99.0, "volume": 0.0, "delta": 0.4218, "gamma": 0.007, "vega": 1.6084, "theta": -0.0967, "rho": 0.9062, "theo": 16.2845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.88, "last_trade_time": "2026-11-09T09:30:40", "percent_change": 0.0, "prev_day_close": 16.2599992752075}, {"option": "SPY270226P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1355, "open_interest": 344.0, "volume": 0.0, "delta": -0.6263, "gamma": 0.0078, "vega": 1.5166, "theta": -0.1034, "rho": -0.9179, "theo": 31.3731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.0, "last_trade_time": "2026-10-19T13:48:52", "percent_change": 0.0, "prev_day_close": 31.585000038147}, {"option": "SPY270226C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.134, "open_interest": 85.0, "volume": 0.0, "delta": 0.4144, "gamma": 0.007, "vega": 1.6026, "theta": -0.0959, "rho": 0.8912, "theo": 15.8034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 18.23, "last_trade_time": "2026-10-30T10:34:57", "percent_change": 0.0, "prev_day_close": 15.7799997329712}, {"option": "SPY270226P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1343, "open_interest": 18.0, "volume": 0.0, "delta": -0.6347, "gamma": 0.0078, "vega": 1.5065, "theta": -0.1023, "rho": -0.9222, "theo": 31.9321, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.29, "last_trade_time": "2026-10-14T15:59:09", "percent_change": 0.0, "prev_day_close": 32.1499996185303}, {"option": "SPY270226C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 225.0, "volume": 0.0, "delta": 0.4071, "gamma": 0.007, "vega": 1.5964, "theta": -0.0952, "rho": 0.8761, "theo": 15.3312, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.95, "last_trade_time": "2026-11-09T13:32:13", "percent_change": 0.0, "prev_day_close": 15.3100004196167}, {"option": "SPY270226P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 17.0, "volume": 0.0, "delta": -0.6431, "gamma": 0.0078, "vega": 1.493, "theta": -0.1011, "rho": -0.9288, "theo": 32.5043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.17, "last_trade_time": "2026-10-26T13:18:09", "percent_change": 0.0, "prev_day_close": 32.7350006103516}, {"option": "SPY270226C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1327, "open_interest": 335.0, "volume": 342.0, "delta": 0.3998, "gamma": 0.007, "vega": 1.5897, "theta": -0.0944, "rho": 0.8611, "theo": 14.868, "change": 4.525, "open": 14.68, "high": 16.23, "low": 14.68, "tick": "no_change", "last_trade_price": 16.23, "last_trade_time": "2026-11-11T13:47:15", "percent_change": 38.6587, "prev_day_close": 14.8400001525879}, {"option": "SPY270226P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 359.0, "volume": 0.0, "delta": -0.6515, "gamma": 0.0078, "vega": 1.4784, "theta": -0.0999, "rho": -0.9295, "theo": 33.0901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.04, "last_trade_time": "2026-11-09T15:30:35", "percent_change": 0.0, "prev_day_close": 33.3250007629394}, {"option": "SPY270226C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 279.0, "volume": 0.0, "delta": 0.3924, "gamma": 0.007, "vega": 1.5823, "theta": -0.0936, "rho": 0.8458, "theo": 14.4138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.09, "last_trade_time": "2026-11-09T16:01:16", "percent_change": 0.0, "prev_day_close": 14.3900003433228}, {"option": "SPY270226P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1326, "open_interest": 25.0, "volume": 0.0, "delta": -0.6599, "gamma": 0.0078, "vega": 1.4625, "theta": -0.0987, "rho": -0.9317, "theo": 33.6822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.55, "last_trade_time": "2026-10-02T09:57:44", "percent_change": 0.0, "prev_day_close": 33.9250011444092}, {"option": "SPY270226C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 107.0, "volume": 0.0, "delta": 0.3851, "gamma": 0.007, "vega": 1.5744, "theta": -0.0928, "rho": 0.8304, "theo": 13.9689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 17.11, "last_trade_time": "2026-10-30T09:58:36", "percent_change": 0.0, "prev_day_close": 13.9449996948242}, {"option": "SPY270226P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1321, "open_interest": 29.0, "volume": 0.0, "delta": -0.6683, "gamma": 0.0078, "vega": 1.4489, "theta": -0.0974, "rho": -0.9335, "theo": 34.2858, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.62, "last_trade_time": "2026-11-05T15:09:09", "percent_change": 0.0, "prev_day_close": 33.9500007629394}, {"option": "SPY270226C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 278.0, "volume": 2.0, "delta": 0.3777, "gamma": 0.007, "vega": 1.5658, "theta": -0.092, "rho": 0.8148, "theo": 13.5331, "change": 2.695, "open": 13.28, "high": 13.28, "low": 13.28, "tick": "up", "last_trade_price": 13.28, "last_trade_time": "2026-11-11T11:16:34", "percent_change": 25.4606, "prev_day_close": 13.5100002288818}, {"option": "SPY270226P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 31.0, "volume": 0.0, "delta": -0.6768, "gamma": 0.0078, "vega": 1.4346, "theta": -0.096, "rho": -0.9406, "theo": 34.9021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.34, "last_trade_time": "2026-10-23T15:39:15", "percent_change": 0.0, "prev_day_close": 34.5599994659424}, {"option": "SPY270226C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1305, "open_interest": 110.0, "volume": 0.0, "delta": 0.3704, "gamma": 0.007, "vega": 1.5566, "theta": -0.0911, "rho": 0.7991, "theo": 13.1068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.75, "last_trade_time": "2026-11-09T12:05:37", "percent_change": 0.0, "prev_day_close": 13.085000038147}, {"option": "SPY270226P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1312, "open_interest": 2.0, "volume": 0.0, "delta": -0.6852, "gamma": 0.0078, "vega": 1.4223, "theta": -0.0947, "rho": -0.9427, "theo": 35.5202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.15, "last_trade_time": "2026-09-25T12:28:17", "percent_change": 0.0, "prev_day_close": 35.7800006866455}, {"option": "SPY270226C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 795.0, "volume": 389.0, "delta": 0.363, "gamma": 0.007, "vega": 1.5469, "theta": -0.0902, "rho": 0.7834, "theo": 12.6898, "change": 4.05, "open": 11.81, "high": 13.94, "low": 11.81, "tick": "up", "last_trade_price": 13.94, "last_trade_time": "2026-11-11T13:54:32", "percent_change": 40.9505, "prev_day_close": 12.6700000762939}, {"option": "SPY270226P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 427.0, "volume": 10.0, "delta": -0.6936, "gamma": 0.0078, "vega": 1.4065, "theta": -0.0934, "rho": -0.9426, "theo": 36.154, "change": -7.95, "open": 35.12, "high": 36.7, "low": 35.12, "tick": "down", "last_trade_price": 36.24, "last_trade_time": "2026-11-11T14:43:32", "percent_change": -17.9905, "prev_day_close": 36.4149990081787}, {"option": "SPY270226C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1294, "open_interest": 428.0, "volume": 0.0, "delta": 0.3557, "gamma": 0.007, "vega": 1.5366, "theta": -0.0892, "rho": 0.7679, "theo": 12.2822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.15, "last_trade_time": "2026-11-05T10:46:00", "percent_change": 0.0, "prev_day_close": 12.2600002288818}, {"option": "SPY270226P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 14.0, "volume": 0.0, "delta": -0.702, "gamma": 0.0077, "vega": 1.3872, "theta": -0.092, "rho": -0.9464, "theo": 36.7991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.62, "last_trade_time": "2026-10-14T11:36:20", "percent_change": 0.0, "prev_day_close": 37.0699996948242}, {"option": "SPY270226C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1289, "open_interest": 238.0, "volume": 0.0, "delta": 0.3484, "gamma": 0.007, "vega": 1.526, "theta": -0.0883, "rho": 0.7526, "theo": 11.8839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.5, "last_trade_time": "2026-11-10T13:23:08", "percent_change": 0.0, "prev_day_close": 11.8649997711182}, {"option": "SPY270226P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1295, "open_interest": 180.0, "volume": 0.0, "delta": -0.7105, "gamma": 0.0077, "vega": 1.369, "theta": -0.0906, "rho": -0.9414, "theo": 37.4528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 44.7, "last_trade_time": "2026-11-09T12:14:52", "percent_change": 0.0, "prev_day_close": 37.2150001525879}, {"option": "SPY270226C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 178.0, "volume": 80.0, "delta": 0.3411, "gamma": 0.0069, "vega": 1.5149, "theta": -0.0873, "rho": 0.7374, "theo": 11.4948, "change": 2.845, "open": 11.22, "high": 11.75, "low": 11.22, "tick": "up", "last_trade_price": 11.75, "last_trade_time": "2026-11-11T14:21:13", "percent_change": 31.9483, "prev_day_close": 11.4749999046326}, {"option": "SPY270226P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1291, "open_interest": 0.0, "volume": 0.0, "delta": -0.7188, "gamma": 0.0077, "vega": 1.3499, "theta": -0.0892, "rho": -0.9461, "theo": 38.1193, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.9099998474121}, {"option": "SPY270226C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1279, "open_interest": 38.0, "volume": 0.0, "delta": 0.3338, "gamma": 0.0069, "vega": 1.5033, "theta": -0.0863, "rho": 0.7222, "theo": 11.1148, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.24, "last_trade_time": "2026-11-06T12:04:26", "percent_change": 0.0, "prev_day_close": 11.0950002670288}, {"option": "SPY270226P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 0.0, "volume": 0.0, "delta": -0.7272, "gamma": 0.0077, "vega": 1.3272, "theta": -0.0878, "rho": -0.9447, "theo": 38.7981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.0950012207031}, {"option": "SPY270226C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 265.0, "volume": 6.0, "delta": 0.3266, "gamma": 0.0068, "vega": 1.4913, "theta": -0.0853, "rho": 0.7071, "theo": 10.744, "change": 2.965, "open": 9.96, "high": 11.26, "low": 9.96, "tick": "up", "last_trade_price": 11.26, "last_trade_time": "2026-11-11T12:09:01", "percent_change": 35.7444, "prev_day_close": 10.7249999046326}, {"option": "SPY270226P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 13.0, "volume": 0.0, "delta": -0.7355, "gamma": 0.0076, "vega": 1.3043, "theta": -0.0863, "rho": -0.9384, "theo": 39.4873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.13, "last_trade_time": "2026-10-29T15:41:57", "percent_change": 0.0, "prev_day_close": 39.2049999237061}, {"option": "SPY270226C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 99.0, "volume": 3.0, "delta": 0.3194, "gamma": 0.0068, "vega": 1.4787, "theta": -0.0843, "rho": 0.6918, "theo": 10.3823, "change": 2.91, "open": 10.22, "high": 10.91, "low": 10.22, "tick": "up", "last_trade_price": 10.91, "last_trade_time": "2026-11-11T12:09:01", "percent_change": 36.375, "prev_day_close": 10.3649997711182}, {"option": "SPY270226P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1278, "open_interest": 0.0, "volume": 0.0, "delta": -0.7438, "gamma": 0.0076, "vega": 1.2842, "theta": -0.0848, "rho": -0.9364, "theo": 40.1856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.9650001525879}, {"option": "SPY270226C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1265, "open_interest": 185.0, "volume": 0.0, "delta": 0.3123, "gamma": 0.0068, "vega": 1.4655, "theta": -0.0832, "rho": 0.6764, "theo": 10.0297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.18, "last_trade_time": "2026-11-09T12:30:58", "percent_change": 0.0, "prev_day_close": 10.0149998664856}, {"option": "SPY270226P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 1.0, "volume": 0.0, "delta": -0.7522, "gamma": 0.0076, "vega": 1.265, "theta": -0.0836, "rho": -0.9346, "theo": 40.8924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.1, "last_trade_time": "2026-09-21T12:51:12", "percent_change": 0.0, "prev_day_close": 40.5900001525879}, {"option": "SPY270226C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1261, "open_interest": 341.0, "volume": 0.0, "delta": 0.3052, "gamma": 0.0067, "vega": 1.4517, "theta": -0.0821, "rho": 0.6611, "theo": 9.6864, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.12, "last_trade_time": "2026-11-06T12:46:21", "percent_change": 0.0, "prev_day_close": 9.67000007629394}, {"option": "SPY270226P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 1.0, "volume": 0.0, "delta": -0.7606, "gamma": 0.0076, "vega": 1.2456, "theta": -0.0824, "rho": -0.9263, "theo": 41.6088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.08, "last_trade_time": "2026-10-09T15:54:12", "percent_change": 0.0, "prev_day_close": 41.9299983978272}, {"option": "SPY270226C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 203.0, "volume": 0.0, "delta": 0.2981, "gamma": 0.0067, "vega": 1.4373, "theta": -0.081, "rho": 0.6459, "theo": 9.3521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 8.59, "last_trade_time": "2026-11-05T10:28:28", "percent_change": 0.0, "prev_day_close": 9.33500003814697}, {"option": "SPY270226P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1266, "open_interest": 2.0, "volume": 0.0, "delta": -0.7688, "gamma": 0.0076, "vega": 1.2228, "theta": -0.0812, "rho": -0.9247, "theo": 42.3375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.63, "last_trade_time": "2026-10-09T15:55:19", "percent_change": 0.0, "prev_day_close": 42.6800003051758}, {"option": "SPY270226C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1252, "open_interest": 936.0, "volume": 134.0, "delta": 0.2911, "gamma": 0.0066, "vega": 1.4226, "theta": -0.0799, "rho": 0.6308, "theo": 9.0267, "change": 2.37, "open": 8.8, "high": 10.05, "low": 8.11, "tick": "down", "last_trade_price": 9.28, "last_trade_time": "2026-11-11T14:21:13", "percent_change": 34.2981, "prev_day_close": 9.0149998664856}, {"option": "SPY270226P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1263, "open_interest": 183.0, "volume": 0.0, "delta": -0.777, "gamma": 0.0075, "vega": 1.1987, "theta": -0.0799, "rho": -0.9149, "theo": 43.0754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.54, "last_trade_time": "2026-11-05T14:12:32", "percent_change": 0.0, "prev_day_close": 42.6100006103516}, {"option": "SPY270226C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1248, "open_interest": 199.0, "volume": 0.0, "delta": 0.2842, "gamma": 0.0066, "vega": 1.4075, "theta": -0.0788, "rho": 0.6161, "theo": 8.7102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.35, "last_trade_time": "2026-11-06T12:38:39", "percent_change": 0.0, "prev_day_close": 8.69999980926514}, {"option": "SPY270226P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 172.0, "volume": 0.0, "delta": -0.7853, "gamma": 0.0075, "vega": 1.1722, "theta": -0.0789, "rho": -0.9092, "theo": 43.8236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.7, "last_trade_time": "2026-10-09T15:59:52", "percent_change": 0.0, "prev_day_close": 43.6499996185303}, {"option": "SPY270226C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 355.0, "volume": 10.0, "delta": 0.2773, "gamma": 0.0065, "vega": 1.3922, "theta": -0.0777, "rho": 0.6016, "theo": 8.4023, "change": 1.99, "open": 8.4, "high": 8.4, "low": 8.4, "tick": "no_change", "last_trade_price": 8.4, "last_trade_time": "2026-11-11T09:32:27", "percent_change": 31.0452, "prev_day_close": 8.39499998092651}, {"option": "SPY270226P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 1.0, "volume": 0.0, "delta": -0.7935, "gamma": 0.0075, "vega": 1.146, "theta": -0.078, "rho": -0.9001, "theo": 44.5839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.47, "last_trade_time": "2026-10-14T15:07:42", "percent_change": 0.0, "prev_day_close": 44.2049999237061}, {"option": "SPY270226C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.124, "open_interest": 121.0, "volume": 0.0, "delta": 0.2705, "gamma": 0.0065, "vega": 1.3766, "theta": -0.0765, "rho": 0.5873, "theo": 8.103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.82, "last_trade_time": "2026-11-10T12:56:35", "percent_change": 0.0, "prev_day_close": 8.09500026702881}, {"option": "SPY270226P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1253, "open_interest": 0.0, "volume": 0.0, "delta": -0.8016, "gamma": 0.0075, "vega": 1.1177, "theta": -0.0769, "rho": -0.8904, "theo": 45.3545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 45.1599998474121}, {"option": "SPY270226C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1237, "open_interest": 26.0, "volume": 0.0, "delta": 0.2638, "gamma": 0.0064, "vega": 1.3606, "theta": -0.0753, "rho": 0.573, "theo": 7.812, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.97, "last_trade_time": "2026-11-10T14:48:03", "percent_change": 0.0, "prev_day_close": 7.81000018119812}, {"option": "SPY270226P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 0.0, "volume": 0.0, "delta": -0.8096, "gamma": 0.0074, "vega": 1.0881, "theta": -0.0761, "rho": -0.8602, "theo": 46.1346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.5049991607666}, {"option": "SPY270226C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 280.0, "volume": 2.0, "delta": 0.257, "gamma": 0.0063, "vega": 1.3437, "theta": -0.0741, "rho": 0.5582, "theo": 7.5218, "change": 2.18, "open": 8.2, "high": 8.2, "low": 7.89, "tick": "down", "last_trade_price": 7.89, "last_trade_time": "2026-11-11T14:50:59", "percent_change": 38.1786, "prev_day_close": 7.52999997138977}, {"option": "SPY270226P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 0.0, "volume": 0.0, "delta": -0.818, "gamma": 0.0074, "vega": 1.0602, "theta": -0.0757, "rho": -0.8545, "theo": 46.9247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.1900005340576}, {"option": "SPY270226C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 306.0, "volume": 0.0, "delta": 0.2506, "gamma": 0.0063, "vega": 1.3273, "theta": -0.073, "rho": 0.5444, "theo": 7.2551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.29, "last_trade_time": "2026-11-03T14:30:09", "percent_change": 0.0, "prev_day_close": 7.25499987602234}, {"option": "SPY270226P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1246, "open_interest": 0.0, "volume": 0.0, "delta": -0.8263, "gamma": 0.0074, "vega": 1.0342, "theta": -0.0753, "rho": -0.8376, "theo": 47.7225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.7600002288818}, {"option": "SPY270226C00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1227, "open_interest": 158.0, "volume": 0.0, "delta": 0.2441, "gamma": 0.0062, "vega": 1.31, "theta": -0.0718, "rho": 0.5302, "theo": 6.989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.53, "last_trade_time": "2026-11-05T10:28:31", "percent_change": 0.0, "prev_day_close": 6.99000000953674}, {"option": "SPY270226P00807000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 0.0, "volume": 0.0, "delta": -0.8343, "gamma": 0.0074, "vega": 1.0061, "theta": -0.0747, "rho": -0.8252, "theo": 48.5308, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.8549995422363}, {"option": "SPY270226C00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1224, "open_interest": 98.0, "volume": 21.0, "delta": 0.2376, "gamma": 0.0061, "vega": 1.2923, "theta": -0.0706, "rho": 0.5162, "theo": 6.731, "change": 2.0, "open": 6.97, "high": 7.08, "low": 6.97, "tick": "up", "last_trade_price": 7.08, "last_trade_time": "2026-11-11T14:16:47", "percent_change": 39.3701, "prev_day_close": 6.74000000953674}, {"option": "SPY270226P00808000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 1.0, "volume": 0.0, "delta": -0.8422, "gamma": 0.0074, "vega": 0.9764, "theta": -0.074, "rho": -0.7986, "theo": 49.3484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.85, "last_trade_time": "2026-10-06T12:18:54", "percent_change": 0.0, "prev_day_close": 49.4549999237061}, {"option": "SPY270226C00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1221, "open_interest": 331.0, "volume": 0.0, "delta": 0.2313, "gamma": 0.006, "vega": 1.2743, "theta": -0.0694, "rho": 0.5025, "theo": 6.4808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.56, "last_trade_time": "2026-11-09T11:31:39", "percent_change": 0.0, "prev_day_close": 6.49000000953674}, {"option": "SPY270226P00809000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 0.0, "volume": 0.0, "delta": -0.8503, "gamma": 0.0074, "vega": 0.9448, "theta": -0.0734, "rho": -0.7802, "theo": 50.1763, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 50.2899990081787}, {"option": "SPY270226C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1217, "open_interest": 2019.0, "volume": 7.0, "delta": 0.2251, "gamma": 0.006, "vega": 1.2561, "theta": -0.0682, "rho": 0.4892, "theo": 6.2384, "change": 1.455, "open": 6.6, "high": 7.0, "low": 6.16, "tick": "down", "last_trade_price": 6.16, "last_trade_time": "2026-11-11T15:53:25", "percent_change": 30.9246, "prev_day_close": 6.24499988555908}, {"option": "SPY270226P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 5.0, "volume": 0.0, "delta": -0.8582, "gamma": 0.0073, "vega": 0.9121, "theta": -0.0726, "rho": -0.7661, "theo": 51.0137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 45.5, "last_trade_time": "2026-11-04T10:42:18", "percent_change": 0.0, "prev_day_close": 51.1450004577637}, {"option": "SPY270226C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 213.0, "volume": 3.0, "delta": 0.1953, "gamma": 0.0056, "vega": 1.163, "theta": -0.062, "rho": 0.425, "theo": 5.1338, "change": 1.655, "open": 5.76, "high": 5.82, "low": 5.5, "tick": "down", "last_trade_price": 5.5, "last_trade_time": "2026-11-11T14:12:44", "percent_change": 43.0429, "prev_day_close": 5.15499997138977}, {"option": "SPY270226P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1235, "open_interest": 1.0, "volume": 0.0, "delta": -0.9016, "gamma": 0.0081, "vega": 0.7339, "theta": -0.0672, "rho": -0.6258, "theo": 55.3469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.95, "last_trade_time": "2026-11-04T12:42:57", "percent_change": 0.0, "prev_day_close": 55.5349998474121}, {"option": "SPY270226C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 2091.0, "volume": 29.0, "delta": 0.1681, "gamma": 0.0051, "vega": 1.0654, "theta": -0.056, "rho": 0.3661, "theo": 4.2034, "change": 1.045, "open": 4.27, "high": 4.86, "low": 3.8, "tick": "down", "last_trade_price": 4.18, "last_trade_time": "2026-11-11T16:04:41", "percent_change": 33.3333, "prev_day_close": 4.2350001335144}, {"option": "SPY270226P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 0.0, "volume": 0.0, "delta": -0.9466, "gamma": 0.0086, "vega": 0.5135, "theta": -0.0812, "rho": -0.2821, "theo": 59.9301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 56.85, "last_trade_time": "2026-11-05T09:34:26", "percent_change": 0.0, "prev_day_close": 60.1049995422363}, {"option": "SPY270226C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1177, "open_interest": 5653.0, "volume": 103.0, "delta": 0.1219, "gamma": 0.0042, "vega": 0.8716, "theta": -0.0444, "rho": 0.2659, "theo": 2.7808, "change": 0.925, "open": 2.89, "high": 3.27, "low": 2.89, "tick": "down", "last_trade_price": 2.99, "last_trade_time": "2026-11-11T14:31:18", "percent_change": 44.7942, "prev_day_close": 2.80999994277954}, {"option": "SPY270226P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1318, "open_interest": 0.0, "volume": 0.0, "delta": -0.9965, "gamma": 0.0008, "vega": 0.0, "theta": -0.2007, "rho": 0.0, "theo": 69.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 83.6, "last_trade_time": "2026-11-05T10:40:59", "percent_change": 0.0, "prev_day_close": 69.870002746582}, {"option": "SPY270226C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1169, "open_interest": 1288.0, "volume": 13.0, "delta": 0.0866, "gamma": 0.0033, "vega": 0.6921, "theta": -0.0344, "rho": 0.1887, "theo": 1.8228, "change": 0.745, "open": 1.96, "high": 2.14, "low": 1.96, "tick": "down", "last_trade_price": 2.1, "last_trade_time": "2026-11-11T12:25:56", "percent_change": 54.9815, "prev_day_close": 1.8400000333786}, {"option": "SPY270226P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1466, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.8699989318848}, {"option": "SPY270226C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1168, "open_interest": 3703.0, "volume": 4.0, "delta": 0.061, "gamma": 0.0025, "vega": 0.5397, "theta": -0.0262, "rho": 0.1329, "theo": 1.203, "change": 0.525, "open": 1.13, "high": 1.43, "low": 1.13, "tick": "up", "last_trade_price": 1.43, "last_trade_time": "2026-11-11T12:25:56", "percent_change": 58.0111, "prev_day_close": 1.21000003814697}, {"option": "SPY270226P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.879997253418}, {"option": "SPY270226C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.118, "open_interest": 1027.0, "volume": 6.0, "delta": 0.0432, "gamma": 0.0019, "vega": 0.4178, "theta": -0.02, "rho": 0.0939, "theo": 0.8093, "change": 0.235, "open": 0.83, "high": 0.85, "low": 0.83, "tick": "up", "last_trade_price": 0.85, "last_trade_time": "2026-11-11T15:15:07", "percent_change": 38.2114, "prev_day_close": 0.810000002384186}, {"option": "SPY270226P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1728, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.8850021362305}, {"option": "SPY270226C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1199, "open_interest": 846.0, "volume": 353.0, "delta": 0.031, "gamma": 0.0014, "vega": 0.3241, "theta": -0.0155, "rho": 0.0672, "theo": 0.5597, "change": 0.14, "open": 0.61, "high": 0.65, "low": 0.57, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T15:39:58", "percent_change": 32.5581, "prev_day_close": 0.560000002384186}, {"option": "SPY270226P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1849, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.08, "last_trade_time": "2026-11-10T15:21:20", "percent_change": 0.0, "prev_day_close": 109.899997711182}, {"option": "SPY270226C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 1603.0, "volume": 5.0, "delta": 0.0228, "gamma": 0.0011, "vega": 0.2551, "theta": -0.0122, "rho": 0.0494, "theo": 0.4028, "change": 0.07, "open": 0.39, "high": 0.39, "low": 0.39, "tick": "up", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T10:28:54", "percent_change": 21.875, "prev_day_close": 0.405000001192093}, {"option": "SPY270226P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1959, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 130.94, "last_trade_time": "2026-11-10T14:48:59", "percent_change": 0.0, "prev_day_close": 119.909999847412}, {"option": "SPY270226C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 355.0, "volume": 4.0, "delta": 0.0173, "gamma": 0.0008, "vega": 0.2041, "theta": -0.0098, "rho": 0.0374, "theo": 0.3013, "change": 0.035, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T10:37:45", "percent_change": 14.2857, "prev_day_close": 0.305000007152557}, {"option": "SPY270226P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2077, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 118.06, "last_trade_time": "2026-10-28T15:56:04", "percent_change": 0.0, "prev_day_close": 129.915000915527}, {"option": "SPY270226C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 106.0, "volume": 0.0, "delta": 0.0135, "gamma": 0.0006, "vega": 0.1667, "theta": -0.0082, "rho": 0.0291, "theo": 0.2345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-11-10T13:39:47", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY270226P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2188, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.38, "last_trade_time": "2026-11-09T15:54:55", "percent_change": 0.0, "prev_day_close": 139.915000915527}, {"option": "SPY270226C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1334, "open_interest": 110.0, "volume": 2.0, "delta": 0.0109, "gamma": 0.0005, "vega": 0.1388, "theta": -0.007, "rho": 0.0234, "theo": 0.189, "change": 0.01, "open": 0.17, "high": 0.17, "low": 0.17, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T10:37:55", "percent_change": 6.25, "prev_day_close": 0.190000005066395}, {"option": "SPY270226P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2319, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 156.4, "last_trade_time": "2026-11-09T15:54:55", "percent_change": 0.0, "prev_day_close": 149.915000915527}, {"option": "SPY270226C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 127.0, "volume": 3.0, "delta": 0.0091, "gamma": 0.0004, "vega": 0.1188, "theta": -0.0061, "rho": 0.0194, "theo": 0.159, "change": 0.04, "open": 0.15, "high": 0.17, "low": 0.15, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-11T11:42:16", "percent_change": 30.7692, "prev_day_close": 0.155000001192093}, {"option": "SPY270226P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2457, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.2252, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.860000610352}, {"option": "SPY270319C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0244, "theta": 0.0, "rho": 0.8457, "theo": 512.2331, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 505.42, "last_trade_time": "2026-10-30T15:03:09", "percent_change": 0.0, "prev_day_close": 512.15998840332}, {"option": "SPY270319P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6908, "open_interest": 10381.0, "volume": 22.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0248, "theta": -0.0062, "rho": -0.0049, "theo": 0.1613, "change": -0.035, "open": 0.17, "high": 0.17, "low": 0.15, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T16:09:42", "percent_change": -18.9189, "prev_day_close": 0.155000001192093}, {"option": "SPY270319C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0, "vega": 0.0256, "theta": 0.0, "rho": 0.8624, "theo": 507.3228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 510.57, "last_trade_time": "2026-10-23T11:56:36", "percent_change": 0.0, "prev_day_close": 507.254989624023}, {"option": "SPY270319P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6834, "open_interest": 850.0, "volume": 0.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.026, "theta": -0.0065, "rho": -0.0052, "theo": 0.1687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-11-10T13:47:02", "percent_change": 0.0, "prev_day_close": 0.16499999910593}, {"option": "SPY270319C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 8.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.0269, "theta": 0.0, "rho": 0.879, "theo": 502.4129, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 508.5, "last_trade_time": "2026-10-26T11:59:19", "percent_change": 0.0, "prev_day_close": 502.34001159668}, {"option": "SPY270319P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6759, "open_interest": 1520.0, "volume": 0.0, "delta": -0.0019, "gamma": 0.0, "vega": 0.0275, "theta": -0.0067, "rho": -0.0055, "theo": 0.1773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-10T15:35:58", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY270319C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.0281, "theta": 0.0, "rho": 0.8957, "theo": 497.5035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 490.78, "last_trade_time": "2026-10-30T15:03:09", "percent_change": 0.0, "prev_day_close": 497.43000793457}, {"option": "SPY270319P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6684, "open_interest": 156.0, "volume": 0.0, "delta": -0.002, "gamma": 0.0, "vega": 0.029, "theta": -0.007, "rho": -0.0058, "theo": 0.1864, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-10T15:36:39", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY270319C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9979, "gamma": 0.0, "vega": 0.0293, "theta": 0.0, "rho": 0.9124, "theo": 492.5946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 487.3, "last_trade_time": "2026-06-05T09:30:16", "percent_change": 0.0, "prev_day_close": 492.520004272461}, {"option": "SPY270319P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6626, "open_interest": 52.0, "volume": 50.0, "delta": -0.0021, "gamma": 0.0, "vega": 0.0306, "theta": -0.0074, "rho": -0.0062, "theo": 0.197, "change": -0.025, "open": 0.2, "high": 0.21, "low": 0.2, "tick": "up", "last_trade_price": 0.21, "last_trade_time": "2026-11-11T10:30:35", "percent_change": -10.6383, "prev_day_close": 0.195000000298023}, {"option": "SPY270319C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0304, "theta": 0.0, "rho": 0.9291, "theo": 487.686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 482.06, "last_trade_time": "2026-07-13T10:16:45", "percent_change": 0.0, "prev_day_close": 487.610000610352}, {"option": "SPY270319P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6548, "open_interest": 736.0, "volume": 101.0, "delta": -0.0023, "gamma": 0.0, "vega": 0.0323, "theta": -0.0077, "rho": -0.0066, "theo": 0.2073, "change": -0.055, "open": 0.22, "high": 0.22, "low": 0.2, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T16:02:07", "percent_change": -21.5686, "prev_day_close": 0.204999998211861}, {"option": "SPY270319C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9976, "gamma": 0.0, "vega": 0.0315, "theta": 0.0, "rho": 0.9458, "theo": 482.7779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 474.92, "last_trade_time": "2026-10-30T14:45:15", "percent_change": 0.0, "prev_day_close": 482.705001831055}, {"option": "SPY270319P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6471, "open_interest": 670.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0, "vega": 0.034, "theta": -0.008, "rho": -0.007, "theo": 0.2181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-09T09:37:20", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY270319C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.0324, "theta": 0.0, "rho": 0.9625, "theo": 477.8701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 463.88, "last_trade_time": "2026-06-08T09:30:00", "percent_change": 0.0, "prev_day_close": 477.800003051758}, {"option": "SPY270319P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6394, "open_interest": 111.0, "volume": 0.0, "delta": -0.0025, "gamma": 0.0, "vega": 0.0358, "theta": -0.0083, "rho": -0.0074, "theo": 0.2294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.48, "last_trade_time": "2026-11-05T15:53:11", "percent_change": 0.0, "prev_day_close": 0.225000001490116}, {"option": "SPY270319C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0, "vega": 0.0333, "theta": 0.0, "rho": 0.9792, "theo": 472.9626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 459.08, "last_trade_time": "2026-06-08T09:30:00", "percent_change": 0.0, "prev_day_close": 472.895004272461}, {"option": "SPY270319P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.633, "open_interest": 45.0, "volume": 0.0, "delta": -0.0027, "gamma": 0.0, "vega": 0.0376, "theta": -0.0086, "rho": -0.0078, "theo": 0.2402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-02T10:21:47", "percent_change": 0.0, "prev_day_close": 0.240000002086163}, {"option": "SPY270319C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0, "vega": 0.0362, "theta": 0.0, "rho": 0.9959, "theo": 468.0553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 454.29, "last_trade_time": "2026-06-08T09:30:00", "percent_change": 0.0, "prev_day_close": 467.985000610352}, {"option": "SPY270319P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6266, "open_interest": 278.0, "volume": 20.0, "delta": -0.0028, "gamma": 0.0, "vega": 0.0398, "theta": -0.009, "rho": -0.0082, "theo": 0.2538, "change": -0.065, "open": 0.25, "high": 0.25, "low": 0.25, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:32:16", "percent_change": -20.6349, "prev_day_close": 0.254999995231628}, {"option": "SPY270319C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.04, "theta": 0.0, "rho": 1.0127, "theo": 463.1483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 472.94, "last_trade_time": "2026-10-29T11:01:28", "percent_change": 0.0, "prev_day_close": 463.080001831055}, {"option": "SPY270319P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6187, "open_interest": 7930.0, "volume": 160.0, "delta": -0.003, "gamma": 0.0, "vega": 0.0419, "theta": -0.0094, "rho": -0.0087, "theo": 0.2671, "change": -0.075, "open": 0.3, "high": 0.3, "low": 0.26, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-11T15:15:11", "percent_change": -22.3881, "prev_day_close": 0.265000000596046}, {"option": "SPY270319C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0, "vega": 0.0436, "theta": 0.0, "rho": 1.0281, "theo": 458.2421, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 453.22, "last_trade_time": "2026-07-13T10:16:45", "percent_change": 0.0, "prev_day_close": 458.169998168945}, {"option": "SPY270319P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6132, "open_interest": 90.0, "volume": 5.0, "delta": -0.0032, "gamma": 0.0, "vega": 0.044, "theta": -0.0098, "rho": -0.0092, "theo": 0.2796, "change": -0.075, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T13:29:24", "percent_change": -21.1268, "prev_day_close": 0.284999996423721}, {"option": "SPY270319C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9967, "gamma": 0.0, "vega": 0.0457, "theta": 0.0, "rho": 1.0446, "theo": 453.3381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 448.55, "last_trade_time": "2026-06-05T09:31:12", "percent_change": 0.0, "prev_day_close": 453.269989013672}, {"option": "SPY270319P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6054, "open_interest": 208.0, "volume": 0.0, "delta": -0.0034, "gamma": 0.0, "vega": 0.0465, "theta": -0.0102, "rho": -0.0098, "theo": 0.2953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-09T11:20:18", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY270319C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0, "vega": 0.0478, "theta": 0.0, "rho": 1.061, "theo": 448.4347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 444.48, "last_trade_time": "2026-06-05T09:31:35", "percent_change": 0.0, "prev_day_close": 448.360000610352}, {"option": "SPY270319P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5997, "open_interest": 237.0, "volume": 0.0, "delta": -0.0036, "gamma": 0.0, "vega": 0.0489, "theta": -0.0106, "rho": -0.0104, "theo": 0.3105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.63, "last_trade_time": "2026-11-06T12:37:21", "percent_change": 0.0, "prev_day_close": 0.314999997615814}, {"option": "SPY270319C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.9963, "gamma": 0.0, "vega": 0.0499, "theta": 0.0, "rho": 1.0775, "theo": 443.5318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 446.0, "last_trade_time": "2026-09-09T11:11:13", "percent_change": 0.0, "prev_day_close": 443.459991455078}, {"option": "SPY270319P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5928, "open_interest": 249.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0, "vega": 0.0513, "theta": -0.011, "rho": -0.0109, "theo": 0.3248, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.45, "last_trade_time": "2026-11-10T11:40:34", "percent_change": 0.0, "prev_day_close": 0.325000002980232}, {"option": "SPY270319C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9961, "gamma": 0.0, "vega": 0.0519, "theta": 0.0, "rho": 1.0939, "theo": 438.6296, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 438.554992675781}, {"option": "SPY270319P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.586, "open_interest": 1721.0, "volume": 0.0, "delta": -0.004, "gamma": 0.0, "vega": 0.0541, "theta": -0.0115, "rho": -0.0116, "theo": 0.3427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.46, "last_trade_time": "2026-11-10T12:57:31", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY270319C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0, "vega": 0.0537, "theta": 0.0, "rho": 1.1104, "theo": 433.7278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 453.71, "last_trade_time": "2026-10-12T11:57:28", "percent_change": 0.0, "prev_day_close": 433.654998779297}, {"option": "SPY270319P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.58, "open_interest": 5141.0, "volume": 0.0, "delta": -0.0042, "gamma": 0.0, "vega": 0.0569, "theta": -0.012, "rho": -0.0122, "theo": 0.36, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-11-10T09:46:10", "percent_change": 0.0, "prev_day_close": 0.365000009536743}, {"option": "SPY270319C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0, "vega": 0.0554, "theta": 0.0, "rho": 1.1269, "theo": 428.8265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 427.22, "last_trade_time": "2026-09-15T13:04:42", "percent_change": 0.0, "prev_day_close": 428.75}, {"option": "SPY270319P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.573, "open_interest": 3521.0, "volume": 0.0, "delta": -0.0045, "gamma": 0.0, "vega": 0.0597, "theta": -0.0124, "rho": -0.0129, "theo": 0.3779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.73, "last_trade_time": "2026-11-06T14:35:02", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "SPY270319C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 0.9954, "gamma": 0.0, "vega": 0.0569, "theta": 0.0, "rho": 1.1434, "theo": 423.9255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 411.25, "last_trade_time": "2026-06-08T09:30:00", "percent_change": 0.0, "prev_day_close": 423.850006103516}, {"option": "SPY270319P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5668, "open_interest": 2025.0, "volume": 0.0, "delta": -0.0047, "gamma": 0.0, "vega": 0.0627, "theta": -0.0129, "rho": -0.0136, "theo": 0.3967, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-09T11:31:15", "percent_change": 0.0, "prev_day_close": 0.394999995827675}, {"option": "SPY270319C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0, "vega": 0.0594, "theta": 0.0, "rho": 1.16, "theo": 419.0249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 415.23, "last_trade_time": "2026-06-05T09:30:29", "percent_change": 0.0, "prev_day_close": 418.949996948242}, {"option": "SPY270319P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5606, "open_interest": 1944.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0001, "vega": 0.0656, "theta": -0.0134, "rho": -0.0143, "theo": 0.4143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.86, "last_trade_time": "2026-11-05T10:50:22", "percent_change": 0.0, "prev_day_close": 0.41499999165535}, {"option": "SPY270319C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 24.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0001, "vega": 0.0648, "theta": 0.0, "rho": 1.1766, "theo": 414.1244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 434.0, "last_trade_time": "2026-10-09T15:42:56", "percent_change": 0.0, "prev_day_close": 414.044998168945}, {"option": "SPY270319P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5543, "open_interest": 4374.0, "volume": 40.0, "delta": -0.0052, "gamma": 0.0001, "vega": 0.0688, "theta": -0.0139, "rho": -0.0151, "theo": 0.4344, "change": -0.11, "open": 0.44, "high": 0.44, "low": 0.44, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T12:56:25", "percent_change": -20.0, "prev_day_close": 0.435000002384186}, {"option": "SPY270319C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.363, "open_interest": 9.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0001, "vega": 0.071, "theta": 0.0, "rho": 1.1932, "theo": 409.224, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 414.0, "last_trade_time": "2026-10-26T09:55:23", "percent_change": 0.0, "prev_day_close": 409.145004272461}, {"option": "SPY270319P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5479, "open_interest": 218.0, "volume": 1.0, "delta": -0.0055, "gamma": 0.0001, "vega": 0.0722, "theta": -0.0144, "rho": -0.0159, "theo": 0.4553, "change": -0.095, "open": 0.48, "high": 0.48, "low": 0.48, "tick": "down", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T11:19:16", "percent_change": -16.5217, "prev_day_close": 0.454999998211861}, {"option": "SPY270319C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4178, "open_interest": 12.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0001, "vega": 0.075, "theta": 0.0, "rho": 1.2075, "theo": 404.3265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 380.83, "last_trade_time": "2026-06-26T15:59:59", "percent_change": 0.0, "prev_day_close": 404.245010375977}, {"option": "SPY270319P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5417, "open_interest": 244.0, "volume": 11.0, "delta": -0.0058, "gamma": 0.0001, "vega": 0.0759, "theta": -0.015, "rho": -0.0168, "theo": 0.4788, "change": -0.115, "open": 0.54, "high": 0.54, "low": 0.49, "tick": "no_change", "last_trade_price": 0.49, "last_trade_time": "2026-11-11T11:47:08", "percent_change": -19.0083, "prev_day_close": 0.474999994039536}, {"option": "SPY270319C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4297, "open_interest": 2.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0001, "vega": 0.0783, "theta": 0.0, "rho": 1.2236, "theo": 399.4305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 396.48, "last_trade_time": "2026-06-05T09:30:16", "percent_change": 0.0, "prev_day_close": 399.349990844727}, {"option": "SPY270319P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5358, "open_interest": 484.0, "volume": 3.0, "delta": -0.0061, "gamma": 0.0001, "vega": 0.0794, "theta": -0.0154, "rho": -0.0177, "theo": 0.4994, "change": -0.13, "open": 0.52, "high": 0.52, "low": 0.5, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T14:58:29", "percent_change": -20.6349, "prev_day_close": 0.5}, {"option": "SPY270319C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.438, "open_interest": 29.0, "volume": 1.0, "delta": 0.9937, "gamma": 0.0001, "vega": 0.0815, "theta": 0.0, "rho": 1.2397, "theo": 394.5353, "change": 10.89, "open": 394.68, "high": 394.68, "low": 394.68, "tick": "up", "last_trade_price": 394.68, "last_trade_time": "2026-11-11T15:05:45", "percent_change": 2.83749, "prev_day_close": 394.449996948242}, {"option": "SPY270319P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5294, "open_interest": 342.0, "volume": 2.0, "delta": -0.0065, "gamma": 0.0001, "vega": 0.0834, "theta": -0.016, "rho": -0.0187, "theo": 0.5248, "change": -0.145, "open": 0.57, "high": 0.57, "low": 0.51, "tick": "down", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T13:42:19", "percent_change": -22.1374, "prev_day_close": 0.524999976158142}, {"option": "SPY270319C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.432, "open_interest": 1.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0001, "vega": 0.0846, "theta": 0.0, "rho": 1.2558, "theo": 389.6408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 384.5, "last_trade_time": "2026-06-18T09:30:00", "percent_change": 0.0, "prev_day_close": 389.55500793457}, {"option": "SPY270319P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5234, "open_interest": 648.0, "volume": 26.0, "delta": -0.0068, "gamma": 0.0001, "vega": 0.0871, "theta": -0.0166, "rho": -0.0196, "theo": 0.5469, "change": -0.115, "open": 0.57, "high": 0.57, "low": 0.57, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-11-11T11:58:02", "percent_change": -16.7883, "prev_day_close": 0.545000016689301}, {"option": "SPY270319C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4384, "open_interest": 7.0, "volume": 0.0, "delta": 0.993, "gamma": 0.0001, "vega": 0.0876, "theta": 0.0, "rho": 1.2719, "theo": 384.7469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 393.14, "last_trade_time": "2026-09-08T10:40:25", "percent_change": 0.0, "prev_day_close": 384.65998840332}, {"option": "SPY270319P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5175, "open_interest": 4046.0, "volume": 280.0, "delta": -0.0072, "gamma": 0.0001, "vega": 0.0913, "theta": -0.0172, "rho": -0.0207, "theo": 0.5741, "change": -0.135, "open": 0.57, "high": 0.58, "low": 0.56, "tick": "up", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T13:58:39", "percent_change": -18.8811, "prev_day_close": 0.569999992847443}, {"option": "SPY270319C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4395, "open_interest": 5.0, "volume": 0.0, "delta": 0.9927, "gamma": 0.0001, "vega": 0.0903, "theta": 0.0, "rho": 1.2881, "theo": 379.8536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 391.0, "last_trade_time": "2026-10-20T10:18:00", "percent_change": 0.0, "prev_day_close": 379.764999389648}, {"option": "SPY270319P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5114, "open_interest": 5945.0, "volume": 203.0, "delta": -0.0075, "gamma": 0.0001, "vega": 0.0953, "theta": -0.0177, "rho": -0.0217, "theo": 0.5979, "change": -0.16, "open": 0.66, "high": 0.66, "low": 0.57, "tick": "up", "last_trade_price": 0.59, "last_trade_time": "2026-11-11T15:06:37", "percent_change": -21.3333, "prev_day_close": 0.594999998807907}, {"option": "SPY270319C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4342, "open_interest": 10.0, "volume": 0.0, "delta": 0.9923, "gamma": 0.0001, "vega": 0.0927, "theta": 0.0, "rho": 1.3043, "theo": 374.9608, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 361.12, "last_trade_time": "2026-11-10T13:14:02", "percent_change": 0.0, "prev_day_close": 374.870010375977}, {"option": "SPY270319P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5054, "open_interest": 1336.0, "volume": 57.0, "delta": -0.0079, "gamma": 0.0001, "vega": 0.0998, "theta": -0.0184, "rho": -0.0229, "theo": 0.6268, "change": -0.165, "open": 0.63, "high": 0.63, "low": 0.62, "tick": "down", "last_trade_price": 0.62, "last_trade_time": "2026-11-11T15:06:40", "percent_change": -21.0191, "prev_day_close": 0.625}, {"option": "SPY270319C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4329, "open_interest": 4.0, "volume": 0.0, "delta": 0.9919, "gamma": 0.0001, "vega": 0.0949, "theta": 0.0, "rho": 1.3205, "theo": 370.0683, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 379.78, "last_trade_time": "2026-09-03T10:11:42", "percent_change": 0.0, "prev_day_close": 369.974990844727}, {"option": "SPY270319P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4997, "open_interest": 219.0, "volume": 0.0, "delta": -0.0083, "gamma": 0.0001, "vega": 0.104, "theta": -0.019, "rho": -0.024, "theo": 0.6524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-11-10T11:21:36", "percent_change": 0.0, "prev_day_close": 0.644999980926514}, {"option": "SPY270319C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4335, "open_interest": 43.0, "volume": 0.0, "delta": 0.9915, "gamma": 0.0001, "vega": 0.101, "theta": 0.0, "rho": 1.3369, "theo": 365.1762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 351.49, "last_trade_time": "2026-11-10T13:01:30", "percent_change": 0.0, "prev_day_close": 365.080001831055}, {"option": "SPY270319P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4936, "open_interest": 19103.0, "volume": 21.0, "delta": -0.0088, "gamma": 0.0001, "vega": 0.1089, "theta": -0.0196, "rho": -0.0252, "theo": 0.6834, "change": -0.17, "open": 0.73, "high": 0.73, "low": 0.68, "tick": "down", "last_trade_price": 0.68, "last_trade_time": "2026-11-11T15:31:57", "percent_change": -20.0, "prev_day_close": 0.675000011920929}, {"option": "SPY270319C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4324, "open_interest": 15.0, "volume": 0.0, "delta": 0.9911, "gamma": 0.0001, "vega": 0.109, "theta": 0.0, "rho": 1.3533, "theo": 360.2841, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 373.13, "last_trade_time": "2026-10-16T09:40:01", "percent_change": 0.0, "prev_day_close": 360.190002441406}, {"option": "SPY270319P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4878, "open_interest": 232.0, "volume": 0.0, "delta": -0.0092, "gamma": 0.0001, "vega": 0.1133, "theta": -0.0202, "rho": -0.0264, "theo": 0.709, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.86, "last_trade_time": "2026-10-29T16:05:34", "percent_change": 0.0, "prev_day_close": 0.7049999833107}, {"option": "SPY270319C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4298, "open_interest": 27.0, "volume": 0.0, "delta": 0.9907, "gamma": 0.0001, "vega": 0.1178, "theta": 0.0, "rho": 1.3673, "theo": 355.3924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 355.96, "last_trade_time": "2026-09-16T10:30:58", "percent_change": 0.0, "prev_day_close": 355.300003051758}, {"option": "SPY270319P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.482, "open_interest": 1081.0, "volume": 4.0, "delta": -0.0097, "gamma": 0.0001, "vega": 0.1188, "theta": -0.0209, "rho": -0.0278, "theo": 0.7438, "change": -0.175, "open": 0.75, "high": 0.75, "low": 0.75, "tick": "no_change", "last_trade_price": 0.75, "last_trade_time": "2026-11-11T12:49:14", "percent_change": -18.9189, "prev_day_close": 0.735000014305115}, {"option": "SPY270319C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4252, "open_interest": 189.0, "volume": 0.0, "delta": 0.9902, "gamma": 0.0001, "vega": 0.1226, "theta": 0.0, "rho": 1.3822, "theo": 350.5056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 358.6, "last_trade_time": "2026-10-19T13:52:42", "percent_change": 0.0, "prev_day_close": 350.415008544922}, {"option": "SPY270319P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4766, "open_interest": 213.0, "volume": 44.0, "delta": -0.0102, "gamma": 0.0001, "vega": 0.1241, "theta": -0.0216, "rho": -0.0292, "theo": 0.7755, "change": -0.195, "open": 0.78, "high": 0.78, "low": 0.77, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T13:20:00", "percent_change": -20.2073, "prev_day_close": 0.764999985694885}, {"option": "SPY270319C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4246, "open_interest": 141.0, "volume": 0.0, "delta": 0.9897, "gamma": 0.0001, "vega": 0.1275, "theta": 0.0, "rho": 1.3978, "theo": 345.6199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 324.0, "last_trade_time": "2026-11-06T13:31:41", "percent_change": 0.0, "prev_day_close": 345.524993896484}, {"option": "SPY270319P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4706, "open_interest": 1343.0, "volume": 2.0, "delta": -0.0106, "gamma": 0.0001, "vega": 0.1292, "theta": -0.0222, "rho": -0.0306, "theo": 0.8057, "change": -0.105, "open": 0.9, "high": 0.9, "low": 0.9, "tick": "down", "last_trade_price": 0.9, "last_trade_time": "2026-11-11T09:50:20", "percent_change": -10.4478, "prev_day_close": 0.7950000166893}, {"option": "SPY270319C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4227, "open_interest": 15.0, "volume": 0.0, "delta": 0.9892, "gamma": 0.0001, "vega": 0.1322, "theta": 0.0, "rho": 1.4134, "theo": 340.7351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 342.29, "last_trade_time": "2026-10-30T09:41:45", "percent_change": 0.0, "prev_day_close": 340.635009765625}, {"option": "SPY270319P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4651, "open_interest": 1017.0, "volume": 57.0, "delta": -0.0112, "gamma": 0.0001, "vega": 0.1351, "theta": -0.0229, "rho": -0.0322, "theo": 0.8422, "change": -0.155, "open": 0.92, "high": 0.92, "low": 0.89, "tick": "down", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T10:41:17", "percent_change": -14.8325, "prev_day_close": 0.834999978542328}, {"option": "SPY270319C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4179, "open_interest": 8.0, "volume": 0.0, "delta": 0.9886, "gamma": 0.0001, "vega": 0.1367, "theta": 0.0, "rho": 1.429, "theo": 335.8513, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 351.49, "last_trade_time": "2026-08-10T12:32:02", "percent_change": 0.0, "prev_day_close": 335.75}, {"option": "SPY270319P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4595, "open_interest": 7708.0, "volume": 0.0, "delta": -0.0117, "gamma": 0.0001, "vega": 0.1408, "theta": -0.0236, "rho": -0.0337, "theo": 0.8771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.18, "last_trade_time": "2026-11-10T11:47:34", "percent_change": 0.0, "prev_day_close": 0.865000009536743}, {"option": "SPY270319C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4148, "open_interest": 6.0, "volume": 0.0, "delta": 0.9881, "gamma": 0.0001, "vega": 0.1409, "theta": 0.0, "rho": 1.4446, "theo": 330.9683, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 329.49, "last_trade_time": "2026-06-05T09:30:48", "percent_change": 0.0, "prev_day_close": 330.864990234375}, {"option": "SPY270319P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4537, "open_interest": 935.0, "volume": 0.0, "delta": -0.0123, "gamma": 0.0002, "vega": 0.1466, "theta": -0.0243, "rho": -0.0353, "theo": 0.9109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-10T11:51:55", "percent_change": 0.0, "prev_day_close": 0.905000001192093}, {"option": "SPY270319C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4109, "open_interest": 11.0, "volume": 0.0, "delta": 0.9875, "gamma": 0.0002, "vega": 0.1448, "theta": 0.0, "rho": 1.4603, "theo": 326.0862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 305.5, "last_trade_time": "2026-11-06T13:57:16", "percent_change": 0.0, "prev_day_close": 325.979995727539}, {"option": "SPY270319P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4481, "open_interest": 701.0, "volume": 3.0, "delta": -0.0129, "gamma": 0.0002, "vega": 0.1529, "theta": -0.0251, "rho": -0.037, "theo": 0.9509, "change": -0.185, "open": 0.99, "high": 0.99, "low": 0.99, "tick": "no_change", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T11:20:23", "percent_change": -15.7447, "prev_day_close": 0.939999997615814}, {"option": "SPY270319C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4064, "open_interest": 253.0, "volume": 0.0, "delta": 0.9869, "gamma": 0.0002, "vega": 0.1483, "theta": 0.0, "rho": 1.4761, "theo": 321.2047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 312.38, "last_trade_time": "2026-07-31T14:10:10", "percent_change": 0.0, "prev_day_close": 321.100006103516}, {"option": "SPY270319P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4425, "open_interest": 858.0, "volume": 0.0, "delta": -0.0135, "gamma": 0.0002, "vega": 0.159, "theta": -0.0257, "rho": -0.0387, "theo": 0.9872, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.76, "last_trade_time": "2026-11-06T12:25:03", "percent_change": 0.0, "prev_day_close": 0.975000023841858}, {"option": "SPY270319C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4038, "open_interest": 306.0, "volume": 1.0, "delta": 0.9863, "gamma": 0.0002, "vega": 0.1524, "theta": 0.0, "rho": 1.492, "theo": 316.3238, "change": 10.78, "open": 316.36, "high": 316.36, "low": 316.36, "tick": "down", "last_trade_price": 316.36, "last_trade_time": "2026-11-11T15:46:40", "percent_change": 3.52772, "prev_day_close": 316.220001220703}, {"option": "SPY270319P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.437, "open_interest": 3929.0, "volume": 18.0, "delta": -0.0142, "gamma": 0.0002, "vega": 0.1658, "theta": -0.0265, "rho": -0.0406, "theo": 1.0301, "change": -0.255, "open": 1.1, "high": 1.1, "low": 1.02, "tick": "no_change", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T15:44:06", "percent_change": -20.0, "prev_day_close": 1.01499998569489}, {"option": "SPY270319C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.401, "open_interest": 181.0, "volume": 0.0, "delta": 0.9856, "gamma": 0.0002, "vega": 0.1629, "theta": 0.0, "rho": 1.5079, "theo": 311.4433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 285.22, "last_trade_time": "2026-11-05T16:01:28", "percent_change": 0.0, "prev_day_close": 311.335006713867}, {"option": "SPY270319P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4318, "open_interest": 1811.0, "volume": 22.0, "delta": -0.0149, "gamma": 0.0002, "vega": 0.1727, "theta": -0.0273, "rho": -0.0425, "theo": 1.0715, "change": -0.235, "open": 1.15, "high": 1.15, "low": 1.09, "tick": "down", "last_trade_price": 1.09, "last_trade_time": "2026-11-11T14:50:00", "percent_change": -17.7359, "prev_day_close": 1.06000000238419}, {"option": "SPY270319C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3964, "open_interest": 110.0, "volume": 0.0, "delta": 0.985, "gamma": 0.0002, "vega": 0.1747, "theta": 0.0, "rho": 1.524, "theo": 306.563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 314.53, "last_trade_time": "2026-10-26T10:55:06", "percent_change": 0.0, "prev_day_close": 306.460006713867}, {"option": "SPY270319P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4261, "open_interest": 1781.0, "volume": 4.0, "delta": -0.0156, "gamma": 0.0002, "vega": 0.1798, "theta": -0.0281, "rho": -0.0445, "theo": 1.1146, "change": -0.245, "open": 1.23, "high": 1.23, "low": 1.13, "tick": "no_change", "last_trade_price": 1.13, "last_trade_time": "2026-11-11T12:40:21", "percent_change": -17.8182, "prev_day_close": 1.10500001907349}, {"option": "SPY270319C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3927, "open_interest": 12.0, "volume": 0.0, "delta": 0.9843, "gamma": 0.0002, "vega": 0.1857, "theta": 0.0, "rho": 1.5349, "theo": 301.6852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 315.97, "last_trade_time": "2026-08-19T12:39:23", "percent_change": 0.0, "prev_day_close": 301.59001159668}, {"option": "SPY270319P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4208, "open_interest": 852.0, "volume": 0.0, "delta": -0.0163, "gamma": 0.0002, "vega": 0.1872, "theta": -0.0289, "rho": -0.0466, "theo": 1.1589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.55, "last_trade_time": "2026-11-10T09:48:52", "percent_change": 0.0, "prev_day_close": 1.14499998092651}, {"option": "SPY270319C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.387, "open_interest": 17.0, "volume": 0.0, "delta": 0.9835, "gamma": 0.0002, "vega": 0.1928, "theta": 0.0, "rho": 1.5497, "theo": 296.8129, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 305.22, "last_trade_time": "2026-09-28T11:50:44", "percent_change": 0.0, "prev_day_close": 296.710006713867}, {"option": "SPY270319P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4156, "open_interest": 1397.0, "volume": 0.0, "delta": -0.0171, "gamma": 0.0002, "vega": 0.195, "theta": -0.0297, "rho": -0.0488, "theo": 1.2051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.63, "last_trade_time": "2026-11-10T11:51:55", "percent_change": 0.0, "prev_day_close": 1.19500005245209}, {"option": "SPY270319C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3844, "open_interest": 18.0, "volume": 0.0, "delta": 0.9827, "gamma": 0.0002, "vega": 0.1998, "theta": 0.0, "rho": 1.5645, "theo": 291.9423, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 286.25, "last_trade_time": "2026-11-09T15:07:08", "percent_change": 0.0, "prev_day_close": 291.835006713867}, {"option": "SPY270319P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.41, "open_interest": 1824.0, "volume": 0.0, "delta": -0.0179, "gamma": 0.0002, "vega": 0.203, "theta": -0.0305, "rho": -0.0512, "theo": 1.2531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.7, "last_trade_time": "2026-11-10T11:52:00", "percent_change": 0.0, "prev_day_close": 1.24500000476837}, {"option": "SPY270319C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3799, "open_interest": 24.0, "volume": 0.0, "delta": 0.9819, "gamma": 0.0002, "vega": 0.2065, "theta": 0.0, "rho": 1.5793, "theo": 287.0732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 268.6, "last_trade_time": "2026-11-05T11:04:12", "percent_change": 0.0, "prev_day_close": 286.964996337891}, {"option": "SPY270319P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4048, "open_interest": 3442.0, "volume": 1.0, "delta": -0.0188, "gamma": 0.0002, "vega": 0.2114, "theta": -0.0313, "rho": -0.0536, "theo": 1.3032, "change": -0.18, "open": 1.43, "high": 1.43, "low": 1.43, "tick": "down", "last_trade_price": 1.43, "last_trade_time": "2026-11-11T10:15:12", "percent_change": -11.1801, "prev_day_close": 1.29499995708466}, {"option": "SPY270319C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.376, "open_interest": 62.0, "volume": 0.0, "delta": 0.981, "gamma": 0.0003, "vega": 0.213, "theta": 0.0, "rho": 1.5941, "theo": 282.2058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 281.0, "last_trade_time": "2026-10-30T12:00:12", "percent_change": 0.0, "prev_day_close": 282.095001220703}, {"option": "SPY270319P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3994, "open_interest": 1499.0, "volume": 0.0, "delta": -0.0197, "gamma": 0.0003, "vega": 0.22, "theta": -0.0322, "rho": -0.0562, "theo": 1.3551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.73, "last_trade_time": "2026-11-05T15:30:06", "percent_change": 0.0, "prev_day_close": 1.34500002861023}, {"option": "SPY270319C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.372, "open_interest": 31.0, "volume": 0.0, "delta": 0.9801, "gamma": 0.0003, "vega": 0.2189, "theta": 0.0, "rho": 1.609, "theo": 277.3399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 252.88, "last_trade_time": "2026-11-05T15:59:02", "percent_change": 0.0, "prev_day_close": 277.229995727539}, {"option": "SPY270319P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3942, "open_interest": 1185.0, "volume": 6.0, "delta": -0.0206, "gamma": 0.0003, "vega": 0.2287, "theta": -0.033, "rho": -0.0588, "theo": 1.4086, "change": -0.31, "open": 1.45, "high": 1.45, "low": 1.43, "tick": "down", "last_trade_price": 1.43, "last_trade_time": "2026-11-11T14:42:06", "percent_change": -17.8161, "prev_day_close": 1.40499997138977}, {"option": "SPY270319C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3683, "open_interest": 85.0, "volume": 0.0, "delta": 0.9791, "gamma": 0.0003, "vega": 0.2243, "theta": 0.0, "rho": 1.624, "theo": 272.4754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 280.0, "last_trade_time": "2026-10-22T10:14:39", "percent_change": 0.0, "prev_day_close": 272.360000610352}, {"option": "SPY270319P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3889, "open_interest": 1591.0, "volume": 13.0, "delta": -0.0216, "gamma": 0.0003, "vega": 0.2379, "theta": -0.0339, "rho": -0.0615, "theo": 1.4648, "change": -0.31, "open": 1.5, "high": 1.5, "low": 1.5, "tick": "no_change", "last_trade_price": 1.5, "last_trade_time": "2026-11-11T12:37:51", "percent_change": -17.1271, "prev_day_close": 1.46000003814697}, {"option": "SPY270319C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3637, "open_interest": 189.0, "volume": 0.0, "delta": 0.9781, "gamma": 0.0003, "vega": 0.229, "theta": 0.0, "rho": 1.6391, "theo": 267.6121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 256.0, "last_trade_time": "2026-11-10T11:10:22", "percent_change": 0.0, "prev_day_close": 267.5}, {"option": "SPY270319P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3837, "open_interest": 112075.0, "volume": 404.0, "delta": -0.0226, "gamma": 0.0003, "vega": 0.2474, "theta": -0.0348, "rho": -0.0644, "theo": 1.5233, "change": -0.35, "open": 1.63, "high": 1.65, "low": 1.51, "tick": "up", "last_trade_price": 1.53, "last_trade_time": "2026-11-11T15:56:46", "percent_change": -18.617, "prev_day_close": 1.51499998569489}, {"option": "SPY270319C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3593, "open_interest": 61.0, "volume": 0.0, "delta": 0.9771, "gamma": 0.0003, "vega": 0.2431, "theta": 0.0, "rho": 1.6544, "theo": 262.7499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 280.74, "last_trade_time": "2026-10-08T12:26:47", "percent_change": 0.0, "prev_day_close": 262.644989013672}, {"option": "SPY270319P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3787, "open_interest": 1625.0, "volume": 0.0, "delta": -0.0237, "gamma": 0.0003, "vega": 0.2574, "theta": -0.0358, "rho": -0.0674, "theo": 1.5841, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.94, "last_trade_time": "2026-11-09T14:42:30", "percent_change": 0.0, "prev_day_close": 1.58000004291534}, {"option": "SPY270319C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.355, "open_interest": 47.0, "volume": 1.0, "delta": 0.976, "gamma": 0.0003, "vega": 0.2599, "theta": 0.0, "rho": 1.67, "theo": 257.8884, "change": 11.46, "open": 258.78, "high": 258.78, "low": 258.78, "tick": "up", "last_trade_price": 258.78, "last_trade_time": "2026-11-11T14:42:11", "percent_change": 4.63367, "prev_day_close": 257.785003662109}, {"option": "SPY270319P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3734, "open_interest": 3644.0, "volume": 4.0, "delta": -0.0249, "gamma": 0.0004, "vega": 0.2678, "theta": -0.0367, "rho": -0.0705, "theo": 1.6476, "change": -0.325, "open": 1.75, "high": 1.75, "low": 1.71, "tick": "no_change", "last_trade_price": 1.71, "last_trade_time": "2026-11-11T12:28:26", "percent_change": -15.9705, "prev_day_close": 1.64499998092651}, {"option": "SPY270319C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3505, "open_interest": 7.0, "volume": 0.0, "delta": 0.9749, "gamma": 0.0004, "vega": 0.2767, "theta": 0.0, "rho": 1.6778, "theo": 253.0299, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 245.68, "last_trade_time": "2026-11-09T14:23:58", "percent_change": 0.0, "prev_day_close": 252.930000305176}, {"option": "SPY270319P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3682, "open_interest": 3748.0, "volume": 2.0, "delta": -0.0261, "gamma": 0.0004, "vega": 0.2786, "theta": -0.0377, "rho": -0.0738, "theo": 1.7118, "change": -0.34, "open": 1.78, "high": 1.78, "low": 1.78, "tick": "no_change", "last_trade_price": 1.78, "last_trade_time": "2026-11-11T11:58:02", "percent_change": -16.0377, "prev_day_close": 1.7150000333786}, {"option": "SPY270319C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3462, "open_interest": 213.0, "volume": 0.0, "delta": 0.9736, "gamma": 0.0004, "vega": 0.287, "theta": 0.0, "rho": 1.6913, "theo": 248.1808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 227.92, "last_trade_time": "2026-11-06T13:37:09", "percent_change": 0.0, "prev_day_close": 248.080001831055}, {"option": "SPY270319P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3631, "open_interest": 1838.0, "volume": 4.0, "delta": -0.0274, "gamma": 0.0004, "vega": 0.2901, "theta": -0.0387, "rho": -0.0774, "theo": 1.7813, "change": -0.43, "open": 1.79, "high": 1.79, "low": 1.77, "tick": "down", "last_trade_price": 1.77, "last_trade_time": "2026-11-11T15:28:55", "percent_change": -19.5455, "prev_day_close": 1.7849999666214}, {"option": "SPY270319C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3417, "open_interest": 363.0, "volume": 0.0, "delta": 0.9723, "gamma": 0.0004, "vega": 0.2973, "theta": 0.0, "rho": 1.7048, "theo": 243.3348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 255.97, "last_trade_time": "2026-10-21T11:08:20", "percent_change": 0.0, "prev_day_close": 243.224998474121}, {"option": "SPY270319P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.358, "open_interest": 2869.0, "volume": 7.0, "delta": -0.0287, "gamma": 0.0004, "vega": 0.3021, "theta": -0.0397, "rho": -0.0812, "theo": 1.8562, "change": -0.38, "open": 2.0, "high": 2.0, "low": 1.91, "tick": "down", "last_trade_price": 1.91, "last_trade_time": "2026-11-11T13:03:05", "percent_change": -16.5939, "prev_day_close": 1.85500001907349}, {"option": "SPY270319C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3379, "open_interest": 327.0, "volume": 0.0, "delta": 0.9709, "gamma": 0.0004, "vega": 0.3071, "theta": 0.0, "rho": 1.7182, "theo": 238.4918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 235.76, "last_trade_time": "2026-11-03T14:01:11", "percent_change": 0.0, "prev_day_close": 238.38500213623}, {"option": "SPY270319P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3528, "open_interest": 3409.0, "volume": 5.0, "delta": -0.0301, "gamma": 0.0004, "vega": 0.3143, "theta": -0.0407, "rho": -0.0852, "theo": 1.9305, "change": -0.44, "open": 2.11, "high": 2.11, "low": 1.95, "tick": "no_change", "last_trade_price": 1.95, "last_trade_time": "2026-11-11T15:01:33", "percent_change": -18.41, "prev_day_close": 1.93500000238419}, {"option": "SPY270319C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3336, "open_interest": 1311.0, "volume": 0.0, "delta": 0.9695, "gamma": 0.0004, "vega": 0.3163, "theta": 0.0, "rho": 1.7316, "theo": 233.652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 247.88, "last_trade_time": "2026-10-21T12:05:20", "percent_change": 0.0, "prev_day_close": 233.540000915527}, {"option": "SPY270319P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3478, "open_interest": 8299.0, "volume": 53.0, "delta": -0.0316, "gamma": 0.0004, "vega": 0.3271, "theta": -0.0418, "rho": -0.0893, "theo": 2.0108, "change": -0.46, "open": 2.09, "high": 2.09, "low": 2.03, "tick": "down", "last_trade_price": 2.03, "last_trade_time": "2026-11-11T15:23:08", "percent_change": -18.4739, "prev_day_close": 2.01499998569489}, {"option": "SPY270319C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3292, "open_interest": 55.0, "volume": 0.0, "delta": 0.9679, "gamma": 0.0005, "vega": 0.3246, "theta": 0.0, "rho": 1.7453, "theo": 228.8151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 233.35, "last_trade_time": "2026-10-23T11:37:28", "percent_change": 0.0, "prev_day_close": 228.699996948242}, {"option": "SPY270319P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3428, "open_interest": 5372.0, "volume": 17.0, "delta": -0.0332, "gamma": 0.0005, "vega": 0.3404, "theta": -0.0429, "rho": -0.0937, "theo": 2.0951, "change": -0.425, "open": 2.23, "high": 2.25, "low": 2.15, "tick": "up", "last_trade_price": 2.17, "last_trade_time": "2026-11-11T14:10:31", "percent_change": -16.3776, "prev_day_close": 2.09499990940094}, {"option": "SPY270319C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3249, "open_interest": 459.0, "volume": 0.0, "delta": 0.9663, "gamma": 0.0005, "vega": 0.3318, "theta": 0.0, "rho": 1.7592, "theo": 223.981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 202.8, "last_trade_time": "2026-11-06T13:19:43", "percent_change": 0.0, "prev_day_close": 223.869995117188}, {"option": "SPY270319P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3379, "open_interest": 1581.0, "volume": 0.0, "delta": -0.0349, "gamma": 0.0005, "vega": 0.3542, "theta": -0.0441, "rho": -0.0983, "theo": 2.1853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.93, "last_trade_time": "2026-11-10T11:06:02", "percent_change": 0.0, "prev_day_close": 2.18500006198883}, {"option": "SPY270319C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3203, "open_interest": 512.0, "volume": 0.0, "delta": 0.9646, "gamma": 0.0005, "vega": 0.3489, "theta": 0.0, "rho": 1.7735, "theo": 219.1492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 207.3, "last_trade_time": "2026-11-10T11:36:11", "percent_change": 0.0, "prev_day_close": 219.040000915527}, {"option": "SPY270319P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3329, "open_interest": 5951.0, "volume": 29.0, "delta": -0.0366, "gamma": 0.0005, "vega": 0.3688, "theta": -0.0453, "rho": -0.103, "theo": 2.2769, "change": -0.54, "open": 2.44, "high": 2.44, "low": 2.27, "tick": "up", "last_trade_price": 2.28, "last_trade_time": "2026-11-11T15:49:34", "percent_change": -19.1489, "prev_day_close": 2.27999997138977}, {"option": "SPY270319C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3165, "open_interest": 3155.0, "volume": 1.0, "delta": 0.9629, "gamma": 0.0006, "vega": 0.3731, "theta": 0.0, "rho": 1.7881, "theo": 214.3193, "change": 12.08, "open": 215.88, "high": 215.88, "low": 215.88, "tick": "up", "last_trade_price": 215.88, "last_trade_time": "2026-11-11T13:30:33", "percent_change": 5.92738, "prev_day_close": 214.214996337891}, {"option": "SPY270319P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3281, "open_interest": 4131.0, "volume": 4.0, "delta": -0.0385, "gamma": 0.0006, "vega": 0.384, "theta": -0.0465, "rho": -0.1081, "theo": 2.375, "change": -0.525, "open": 2.51, "high": 2.51, "low": 2.42, "tick": "down", "last_trade_price": 2.42, "last_trade_time": "2026-11-11T15:54:50", "percent_change": -17.8268, "prev_day_close": 2.37999999523163}, {"option": "SPY270319C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3117, "open_interest": 456.0, "volume": 1.0, "delta": 0.961, "gamma": 0.0006, "vega": 0.3971, "theta": 0.0, "rho": 1.7913, "theo": 209.4953, "change": 10.7, "open": 209.71, "high": 209.71, "low": 209.71, "tick": "down", "last_trade_price": 209.71, "last_trade_time": "2026-11-11T15:40:52", "percent_change": 5.37662, "prev_day_close": 209.415000915527}, {"option": "SPY270319P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3233, "open_interest": 8994.0, "volume": 4.0, "delta": -0.0405, "gamma": 0.0006, "vega": 0.4001, "theta": -0.0477, "rho": -0.1136, "theo": 2.4797, "change": -0.555, "open": 2.52, "high": 2.52, "low": 2.52, "tick": "down", "last_trade_price": 2.52, "last_trade_time": "2026-11-11T14:42:06", "percent_change": -18.0488, "prev_day_close": 2.48000001907349}, {"option": "SPY270319C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3076, "open_interest": 63.0, "volume": 0.0, "delta": 0.959, "gamma": 0.0006, "vega": 0.4122, "theta": 0.0, "rho": 1.8026, "theo": 204.6856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.9, "last_trade_time": "2026-09-22T12:43:44", "percent_change": 0.0, "prev_day_close": 204.57999420166}, {"option": "SPY270319P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3185, "open_interest": 2161.0, "volume": 3.0, "delta": -0.0426, "gamma": 0.0006, "vega": 0.417, "theta": -0.049, "rho": -0.1193, "theo": 2.5888, "change": -0.625, "open": 2.76, "high": 2.76, "low": 2.59, "tick": "down", "last_trade_price": 2.59, "last_trade_time": "2026-11-11T13:50:12", "percent_change": -19.4401, "prev_day_close": 2.58999991416931}, {"option": "SPY270319C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3034, "open_interest": 343.0, "volume": 0.0, "delta": 0.9568, "gamma": 0.0006, "vega": 0.4268, "theta": -0.0014, "rho": 1.8138, "theo": 199.8817, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.62, "last_trade_time": "2026-11-05T12:51:53", "percent_change": 0.0, "prev_day_close": 199.769996643066}, {"option": "SPY270319P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3136, "open_interest": 1973.0, "volume": 0.0, "delta": -0.0448, "gamma": 0.0007, "vega": 0.4346, "theta": -0.0503, "rho": -0.1254, "theo": 2.7036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.66, "last_trade_time": "2026-11-10T13:01:59", "percent_change": 0.0, "prev_day_close": 2.71000003814697}, {"option": "SPY270319C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2992, "open_interest": 174.0, "volume": 0.0, "delta": 0.9545, "gamma": 0.0007, "vega": 0.4405, "theta": -0.0039, "rho": 1.825, "theo": 195.0836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 184.25, "last_trade_time": "2026-11-10T14:11:36", "percent_change": 0.0, "prev_day_close": 194.969993591309}, {"option": "SPY270319P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3088, "open_interest": 6395.0, "volume": 3.0, "delta": -0.0472, "gamma": 0.0007, "vega": 0.4528, "theta": -0.0517, "rho": -0.1321, "theo": 2.826, "change": -0.645, "open": 2.97, "high": 2.97, "low": 2.87, "tick": "down", "last_trade_price": 2.87, "last_trade_time": "2026-11-11T15:56:46", "percent_change": -18.3499, "prev_day_close": 2.82999992370606}, {"option": "SPY270319C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2948, "open_interest": 74.0, "volume": 0.0, "delta": 0.952, "gamma": 0.0007, "vega": 0.4528, "theta": -0.0065, "rho": 1.8365, "theo": 190.2911, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 177.08, "last_trade_time": "2026-11-10T13:22:39", "percent_change": 0.0, "prev_day_close": 190.130004882812}, {"option": "SPY270319P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3041, "open_interest": 3749.0, "volume": 8.0, "delta": -0.0497, "gamma": 0.0008, "vega": 0.4718, "theta": -0.0531, "rho": -0.139, "theo": 2.9557, "change": -0.72, "open": 3.22, "high": 3.22, "low": 2.96, "tick": "down", "last_trade_price": 2.96, "last_trade_time": "2026-11-11T15:01:59", "percent_change": -19.5652, "prev_day_close": 2.96000003814697}, {"option": "SPY270319C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2906, "open_interest": 2375.0, "volume": 0.0, "delta": 0.9494, "gamma": 0.0008, "vega": 0.4632, "theta": -0.0091, "rho": 1.8485, "theo": 185.5037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 195.84, "last_trade_time": "2026-10-20T15:36:04", "percent_change": 0.0, "prev_day_close": 185.339996337891}, {"option": "SPY270319P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2997, "open_interest": 7313.0, "volume": 10.0, "delta": -0.0524, "gamma": 0.0008, "vega": 0.4915, "theta": -0.0546, "rho": -0.146, "theo": 3.0941, "change": -0.735, "open": 3.13, "high": 3.13, "low": 3.12, "tick": "down", "last_trade_price": 3.12, "last_trade_time": "2026-11-11T15:59:50", "percent_change": -19.0661, "prev_day_close": 3.09999990463257}, {"option": "SPY270319C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2864, "open_interest": 577.0, "volume": 0.0, "delta": 0.9467, "gamma": 0.0008, "vega": 0.4878, "theta": -0.0117, "rho": 1.8612, "theo": 180.7208, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 160.32, "last_trade_time": "2026-11-05T14:00:10", "percent_change": 0.0, "prev_day_close": 180.555000305176}, {"option": "SPY270319P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2949, "open_interest": 19443.0, "volume": 1.0, "delta": -0.0552, "gamma": 0.0008, "vega": 0.5121, "theta": -0.056, "rho": -0.1536, "theo": 3.2383, "change": -0.8, "open": 3.24, "high": 3.24, "low": 3.24, "tick": "down", "last_trade_price": 3.24, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -19.802, "prev_day_close": 3.24000000953674}, {"option": "SPY270319C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2818, "open_interest": 112.0, "volume": 0.0, "delta": 0.9439, "gamma": 0.0009, "vega": 0.5236, "theta": -0.0143, "rho": 1.8747, "theo": 175.956, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 165.12, "last_trade_time": "2026-11-10T14:12:27", "percent_change": 0.0, "prev_day_close": 175.790000915527}, {"option": "SPY270319P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2905, "open_interest": 1991.0, "volume": 1.0, "delta": -0.0582, "gamma": 0.0009, "vega": 0.5341, "theta": -0.0576, "rho": -0.1616, "theo": 3.3931, "change": -0.52, "open": 3.72, "high": 3.72, "low": 3.72, "tick": "down", "last_trade_price": 3.72, "last_trade_time": "2026-11-11T09:54:47", "percent_change": -12.2642, "prev_day_close": 3.40000009536743}, {"option": "SPY270319C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2782, "open_interest": 661.0, "volume": 0.0, "delta": 0.9408, "gamma": 0.0009, "vega": 0.5521, "theta": -0.017, "rho": 1.8698, "theo": 171.1787, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 160.14, "last_trade_time": "2026-11-10T11:12:17", "percent_change": 0.0, "prev_day_close": 171.020004272461}, {"option": "SPY270319P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2857, "open_interest": 7178.0, "volume": 595.0, "delta": -0.0614, "gamma": 0.001, "vega": 0.5571, "theta": -0.0591, "rho": -0.1704, "theo": 3.5559, "change": -0.88, "open": 3.84, "high": 3.84, "low": 3.56, "tick": "down", "last_trade_price": 3.57, "last_trade_time": "2026-11-11T16:09:35", "percent_change": -19.7753, "prev_day_close": 3.55999994277954}, {"option": "SPY270319C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2742, "open_interest": 108.0, "volume": 0.0, "delta": 0.9374, "gamma": 0.001, "vega": 0.5728, "theta": -0.0198, "rho": 1.8777, "theo": 166.433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 153.42, "last_trade_time": "2026-11-10T12:05:34", "percent_change": 0.0, "prev_day_close": 166.354995727539}, {"option": "SPY270319P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2812, "open_interest": 5078.0, "volume": 232.0, "delta": -0.0648, "gamma": 0.001, "vega": 0.5812, "theta": -0.0608, "rho": -0.1797, "theo": 3.7299, "change": -0.74, "open": 4.07, "high": 4.07, "low": 3.93, "tick": "down", "last_trade_price": 3.93, "last_trade_time": "2026-11-11T10:48:12", "percent_change": -15.8458, "prev_day_close": 3.73500001430512}, {"option": "SPY270319C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2699, "open_interest": 435.0, "volume": 0.0, "delta": 0.9339, "gamma": 0.001, "vega": 0.5922, "theta": -0.0226, "rho": 1.8856, "theo": 161.697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.03, "last_trade_time": "2026-11-06T11:29:34", "percent_change": 0.0, "prev_day_close": 161.520004272461}, {"option": "SPY270319P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2768, "open_interest": 3803.0, "volume": 11.0, "delta": -0.0685, "gamma": 0.0011, "vega": 0.6063, "theta": -0.0624, "rho": -0.1896, "theo": 3.915, "change": -1.005, "open": 4.19, "high": 4.19, "low": 3.89, "tick": "no_change", "last_trade_price": 3.91, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -20.4476, "prev_day_close": 3.92000007629394}, {"option": "SPY270319C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2657, "open_interest": 68.0, "volume": 0.0, "delta": 0.9301, "gamma": 0.0011, "vega": 0.6091, "theta": -0.0255, "rho": 1.8941, "theo": 156.9704, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 140.01, "last_trade_time": "2026-11-06T10:17:55", "percent_change": 0.0, "prev_day_close": 156.819999694824}, {"option": "SPY270319P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2724, "open_interest": 5640.0, "volume": 5.0, "delta": -0.0724, "gamma": 0.0011, "vega": 0.6322, "theta": -0.0641, "rho": -0.2, "theo": 4.1131, "change": -0.785, "open": 4.45, "high": 4.52, "low": 4.38, "tick": "down", "last_trade_price": 4.38, "last_trade_time": "2026-11-11T10:38:26", "percent_change": -15.1985, "prev_day_close": 4.12000012397766}, {"option": "SPY270319C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2615, "open_interest": 144.0, "volume": 0.0, "delta": 0.926, "gamma": 0.0012, "vega": 0.623, "theta": -0.0283, "rho": 1.9035, "theo": 152.2521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 134.0, "last_trade_time": "2026-11-05T15:07:54", "percent_change": 0.0, "prev_day_close": 152.064994812012}, {"option": "SPY270319P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2679, "open_interest": 6454.0, "volume": 14.0, "delta": -0.0766, "gamma": 0.0012, "vega": 0.6591, "theta": -0.0659, "rho": -0.2106, "theo": 4.3217, "change": -1.145, "open": 4.75, "high": 4.75, "low": 4.29, "tick": "down", "last_trade_price": 4.29, "last_trade_time": "2026-11-11T15:39:10", "percent_change": -21.0672, "prev_day_close": 4.33000016212463}, {"option": "SPY270319C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 611.0, "volume": 0.0, "delta": 0.9218, "gamma": 0.0012, "vega": 0.6614, "theta": -0.0312, "rho": 1.9143, "theo": 147.5552, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 125.32, "last_trade_time": "2026-11-05T16:00:17", "percent_change": 0.0, "prev_day_close": 147.360000610352}, {"option": "SPY270319P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2636, "open_interest": 6867.0, "volume": 22.0, "delta": -0.0811, "gamma": 0.0013, "vega": 0.6876, "theta": -0.0677, "rho": -0.2225, "theo": 4.5468, "change": -1.115, "open": 4.95, "high": 4.97, "low": 4.61, "tick": "no_change", "last_trade_price": 4.61, "last_trade_time": "2026-11-11T15:54:09", "percent_change": -19.476, "prev_day_close": 4.5550000667572}, {"option": "SPY270319C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2535, "open_interest": 431.0, "volume": 0.0, "delta": 0.9174, "gamma": 0.0013, "vega": 0.7119, "theta": -0.0342, "rho": 1.9051, "theo": 142.8363, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 132.45, "last_trade_time": "2026-11-10T15:01:46", "percent_change": 0.0, "prev_day_close": 142.669998168945}, {"option": "SPY270319P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2592, "open_interest": 5838.0, "volume": 476.0, "delta": -0.0858, "gamma": 0.0014, "vega": 0.7172, "theta": -0.0695, "rho": -0.2348, "theo": 4.7823, "change": -1.225, "open": 5.15, "high": 5.2, "low": 4.8, "tick": "no_change", "last_trade_price": 4.8, "last_trade_time": "2026-11-11T14:54:09", "percent_change": -20.332, "prev_day_close": 4.79500007629394}, {"option": "SPY270319C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2496, "open_interest": 449.0, "volume": 0.0, "delta": 0.9124, "gamma": 0.0014, "vega": 0.7396, "theta": -0.0372, "rho": 1.9086, "theo": 138.1691, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 127.98, "last_trade_time": "2026-11-10T15:15:39", "percent_change": 0.0, "prev_day_close": 138.035003662109}, {"option": "SPY270319P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2548, "open_interest": 4660.0, "volume": 1.0, "delta": -0.0909, "gamma": 0.0014, "vega": 0.7488, "theta": -0.0714, "rho": -0.2486, "theo": 5.0379, "change": -1.345, "open": 5.01, "high": 5.01, "low": 5.01, "tick": "down", "last_trade_price": 5.01, "last_trade_time": "2026-11-11T15:36:07", "percent_change": -21.1644, "prev_day_close": 5.04999995231628}, {"option": "SPY270319C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2455, "open_interest": 521.0, "volume": 13.0, "delta": 0.9071, "gamma": 0.0015, "vega": 0.7655, "theta": -0.0402, "rho": 1.9119, "theo": 133.517, "change": 10.15, "open": 132.09, "high": 133.4, "low": 132.09, "tick": "up", "last_trade_price": 133.4, "last_trade_time": "2026-11-11T16:01:28", "percent_change": 8.23529, "prev_day_close": 133.330001831055}, {"option": "SPY270319P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2506, "open_interest": 7210.0, "volume": 246.0, "delta": -0.0963, "gamma": 0.0015, "vega": 0.7811, "theta": -0.0733, "rho": -0.2623, "theo": 5.3074, "change": -1.385, "open": 5.82, "high": 5.88, "low": 5.28, "tick": "no_change", "last_trade_price": 5.32, "last_trade_time": "2026-11-11T15:02:31", "percent_change": -20.6562, "prev_day_close": 5.32500004768372}, {"option": "SPY270319C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2414, "open_interest": 346.0, "volume": 1.0, "delta": 0.9015, "gamma": 0.0016, "vega": 0.7878, "theta": -0.0432, "rho": 1.9161, "theo": 128.8795, "change": 10.375, "open": 129.6, "high": 129.6, "low": 129.6, "tick": "up", "last_trade_price": 129.6, "last_trade_time": "2026-11-11T12:51:14", "percent_change": 8.70203, "prev_day_close": 128.680004119873}, {"option": "SPY270319P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 5234.0, "volume": 104.0, "delta": -0.1021, "gamma": 0.0016, "vega": 0.8145, "theta": -0.0752, "rho": -0.2769, "theo": 5.5972, "change": -1.445, "open": 5.89, "high": 5.89, "low": 5.62, "tick": "up", "last_trade_price": 5.64, "last_trade_time": "2026-11-11T15:07:35", "percent_change": -20.3952, "prev_day_close": 5.61500000953674}, {"option": "SPY270319C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2374, "open_interest": 5603.0, "volume": 8.0, "delta": 0.8955, "gamma": 0.0017, "vega": 0.8054, "theta": -0.0463, "rho": 1.922, "theo": 124.2546, "change": 5.97, "open": 120.7, "high": 120.7, "low": 120.7, "tick": "up", "last_trade_price": 120.7, "last_trade_time": "2026-11-11T09:36:27", "percent_change": 5.20352, "prev_day_close": 124.064998626709}, {"option": "SPY270319P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.242, "open_interest": 11303.0, "volume": 286.0, "delta": -0.1083, "gamma": 0.0017, "vega": 0.8488, "theta": -0.0772, "rho": -0.2934, "theo": 5.9043, "change": -1.58, "open": 6.44, "high": 6.54, "low": 5.88, "tick": "no_change", "last_trade_price": 5.9, "last_trade_time": "2026-11-11T15:28:59", "percent_change": -21.123, "prev_day_close": 5.92499995231628}, {"option": "SPY270319C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2338, "open_interest": 2494.0, "volume": 2.0, "delta": 0.8893, "gamma": 0.0018, "vega": 0.8587, "theta": -0.0494, "rho": 1.9304, "theo": 119.6395, "change": 10.67, "open": 120.73, "high": 120.85, "low": 120.73, "tick": "up", "last_trade_price": 120.85, "last_trade_time": "2026-11-11T13:41:14", "percent_change": 9.68415, "prev_day_close": 119.470001220703}, {"option": "SPY270319P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2377, "open_interest": 104244.0, "volume": 291.0, "delta": -0.115, "gamma": 0.0018, "vega": 0.885, "theta": -0.0792, "rho": -0.3101, "theo": 6.2344, "change": -1.62, "open": 6.66, "high": 6.83, "low": 6.28, "tick": "up", "last_trade_price": 6.29, "last_trade_time": "2026-11-11T15:10:11", "percent_change": -20.4804, "prev_day_close": 6.25499987602234}, {"option": "SPY270319C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2297, "open_interest": 889.0, "volume": 0.0, "delta": 0.8825, "gamma": 0.0019, "vega": 0.9142, "theta": -0.0525, "rho": 1.9085, "theo": 115.0485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.0, "last_trade_time": "2026-11-09T13:20:06", "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY270319P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2335, "open_interest": 5589.0, "volume": 32.0, "delta": -0.1221, "gamma": 0.0019, "vega": 0.9231, "theta": -0.0812, "rho": -0.328, "theo": 6.5858, "change": -1.76, "open": 7.26, "high": 7.26, "low": 6.6, "tick": "down", "last_trade_price": 6.61, "last_trade_time": "2026-11-11T15:50:40", "percent_change": -21.0275, "prev_day_close": 6.61500000953674}, {"option": "SPY270319C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2265, "open_interest": 399.0, "volume": 0.0, "delta": 0.8751, "gamma": 0.002, "vega": 0.9476, "theta": -0.0556, "rho": 1.9057, "theo": 110.5006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.07, "last_trade_time": "2026-11-09T09:37:22", "percent_change": 0.0, "prev_day_close": 110.469997406006}, {"option": "SPY270319P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2294, "open_interest": 5233.0, "volume": 35.0, "delta": -0.1297, "gamma": 0.0021, "vega": 0.9624, "theta": -0.0833, "rho": -0.347, "theo": 6.9622, "change": -1.815, "open": 7.6, "high": 7.61, "low": 6.89, "tick": "up", "last_trade_price": 7.04, "last_trade_time": "2026-11-11T15:23:43", "percent_change": -20.4969, "prev_day_close": 6.99500012397766}, {"option": "SPY270319C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2248, "open_interest": 274.0, "volume": 12.0, "delta": 0.8673, "gamma": 0.0021, "vega": 0.9765, "theta": -0.0587, "rho": 1.9039, "theo": 105.9892, "change": 9.54, "open": 107.03, "high": 107.94, "low": 106.4, "tick": "down", "last_trade_price": 106.4, "last_trade_time": "2026-11-11T14:14:19", "percent_change": 9.84927, "prev_day_close": 105.845001220703}, {"option": "SPY270319P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2252, "open_interest": 11793.0, "volume": 29.0, "delta": -0.1378, "gamma": 0.0022, "vega": 1.0023, "theta": -0.0853, "rho": -0.3676, "theo": 7.3641, "change": -2.03, "open": 8.04, "high": 8.2, "low": 7.29, "tick": "down", "last_trade_price": 7.35, "last_trade_time": "2026-11-11T15:39:10", "percent_change": -21.6418, "prev_day_close": 7.40999984741211}, {"option": "SPY270319C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2204, "open_interest": 1162.0, "volume": 0.0, "delta": 0.8589, "gamma": 0.0022, "vega": 0.9991, "theta": -0.0618, "rho": 1.9046, "theo": 101.4836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.03, "last_trade_time": "2026-11-09T11:54:59", "percent_change": 0.0, "prev_day_close": 101.309997558594}, {"option": "SPY270319P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.221, "open_interest": 3452.0, "volume": 234.0, "delta": -0.1466, "gamma": 0.0023, "vega": 1.0435, "theta": -0.0874, "rho": -0.3885, "theo": 7.7979, "change": -2.145, "open": 8.87, "high": 8.87, "low": 7.78, "tick": "no_change", "last_trade_price": 7.8, "last_trade_time": "2026-11-11T15:35:08", "percent_change": -21.5686, "prev_day_close": 7.84999990463257}, {"option": "SPY270319C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2169, "open_interest": 2115.0, "volume": 0.0, "delta": 0.85, "gamma": 0.0024, "vega": 1.0543, "theta": -0.0649, "rho": 1.9094, "theo": 96.9792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 86.59, "last_trade_time": "2026-11-10T10:53:42", "percent_change": 0.0, "prev_day_close": 96.8549995422363}, {"option": "SPY270319P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2169, "open_interest": 6044.0, "volume": 2255.0, "delta": -0.156, "gamma": 0.0025, "vega": 1.0863, "theta": -0.0894, "rho": -0.4115, "theo": 8.2613, "change": -2.175, "open": 9.02, "high": 9.45, "low": 8.17, "tick": "up", "last_trade_price": 8.37, "last_trade_time": "2026-11-11T15:59:30", "percent_change": -20.6259, "prev_day_close": 8.32000017166138}, {"option": "SPY270319C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 1488.0, "volume": 0.0, "delta": 0.8405, "gamma": 0.0025, "vega": 1.119, "theta": -0.068, "rho": 1.8745, "theo": 92.5407, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.62, "last_trade_time": "2026-11-10T12:49:37", "percent_change": 0.0, "prev_day_close": 92.4749984741211}, {"option": "SPY270319P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 5129.0, "volume": 7.0, "delta": -0.166, "gamma": 0.0026, "vega": 1.1308, "theta": -0.0915, "rho": -0.4349, "theo": 8.7571, "change": -2.46, "open": 9.27, "high": 9.3, "low": 8.73, "tick": "down", "last_trade_price": 8.73, "last_trade_time": "2026-11-11T13:59:42", "percent_change": -21.9839, "prev_day_close": 8.8250002861023}, {"option": "SPY270319C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2085, "open_interest": 4816.0, "volume": 6.0, "delta": 0.8301, "gamma": 0.0027, "vega": 1.1568, "theta": -0.071, "rho": 1.8641, "theo": 88.1323, "change": 7.78, "open": 85.0, "high": 87.59, "low": 85.0, "tick": "no_change", "last_trade_price": 87.59, "last_trade_time": "2026-11-11T11:59:38", "percent_change": 9.74816, "prev_day_close": 88.0299987792969}, {"option": "SPY270319P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2087, "open_interest": 69882.0, "volume": 1211.0, "delta": -0.1769, "gamma": 0.0028, "vega": 1.1763, "theta": -0.0935, "rho": -0.4616, "theo": 9.2954, "change": -2.505, "open": 10.31, "high": 10.4, "low": 9.26, "tick": "no_change", "last_trade_price": 9.38, "last_trade_time": "2026-11-11T15:52:41", "percent_change": -21.077, "prev_day_close": 9.37000036239624}, {"option": "SPY270319C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2044, "open_interest": 2772.0, "volume": 0.0, "delta": 0.819, "gamma": 0.0029, "vega": 1.1874, "theta": -0.074, "rho": 1.8564, "theo": 83.784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.59, "last_trade_time": "2026-11-10T11:56:42", "percent_change": 0.0, "prev_day_close": 83.6699981689453}, {"option": "SPY270319P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2046, "open_interest": 4336.0, "volume": 30.0, "delta": -0.1886, "gamma": 0.003, "vega": 1.2221, "theta": -0.0956, "rho": -0.4883, "theo": 9.8731, "change": -2.705, "open": 10.82, "high": 11.03, "low": 9.81, "tick": "down", "last_trade_price": 9.92, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -21.4257, "prev_day_close": 9.95999956130981}, {"option": "SPY270319C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2004, "open_interest": 2371.0, "volume": 254.0, "delta": 0.8071, "gamma": 0.003, "vega": 1.216, "theta": -0.0769, "rho": 1.8541, "theo": 79.4353, "change": 9.15, "open": 77.0, "high": 80.62, "low": 76.76, "tick": "up", "last_trade_price": 80.62, "last_trade_time": "2026-11-11T12:53:09", "percent_change": 12.8026, "prev_day_close": 79.875}, {"option": "SPY270319P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2005, "open_interest": 135647.0, "volume": 2470.0, "delta": -0.2011, "gamma": 0.0032, "vega": 1.269, "theta": -0.0975, "rho": -0.518, "theo": 10.4956, "change": -2.91, "open": 11.61, "high": 12.0, "low": 10.39, "tick": "down", "last_trade_price": 10.51, "last_trade_time": "2026-11-11T16:00:45", "percent_change": -21.6841, "prev_day_close": 10.585000038147}, {"option": "SPY270319C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1965, "open_interest": 1347.0, "volume": 1.0, "delta": 0.7946, "gamma": 0.0032, "vega": 1.3044, "theta": -0.0798, "rho": 1.812, "theo": 75.1311, "change": 7.245, "open": 74.61, "high": 74.61, "low": 74.61, "tick": "up", "last_trade_price": 74.61, "last_trade_time": "2026-11-11T15:59:17", "percent_change": 10.7548, "prev_day_close": 75.064998626709}, {"option": "SPY270319P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1965, "open_interest": 5810.0, "volume": 141.0, "delta": -0.2146, "gamma": 0.0034, "vega": 1.3172, "theta": -0.0994, "rho": -0.5467, "theo": 11.1678, "change": -3.01, "open": 12.55, "high": 12.55, "low": 11.23, "tick": "up", "last_trade_price": 11.26, "last_trade_time": "2026-11-11T15:47:21", "percent_change": -21.0932, "prev_day_close": 11.2649998664856}, {"option": "SPY270319C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 1110.0, "volume": 5.0, "delta": 0.7808, "gamma": 0.0034, "vega": 1.3461, "theta": -0.0825, "rho": 1.7923, "theo": 70.9191, "change": 8.7, "open": 72.02, "high": 72.02, "low": 72.02, "tick": "up", "last_trade_price": 72.02, "last_trade_time": "2026-11-11T12:50:43", "percent_change": 13.7397, "prev_day_close": 71.3400001525879}, {"option": "SPY270319P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 11777.0, "volume": 70.0, "delta": -0.2291, "gamma": 0.0036, "vega": 1.3659, "theta": -0.1013, "rho": -0.5778, "theo": 11.895, "change": -3.135, "open": 13.19, "high": 13.19, "low": 11.84, "tick": "up", "last_trade_price": 12.07, "last_trade_time": "2026-11-11T15:57:33", "percent_change": -20.6182, "prev_day_close": 11.9950003623962}, {"option": "SPY270319C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1874, "open_interest": 1392.0, "volume": 0.0, "delta": 0.766, "gamma": 0.0036, "vega": 1.3792, "theta": -0.085, "rho": 1.7764, "theo": 66.7545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 58.92, "last_trade_time": "2026-11-10T11:01:40", "percent_change": 0.0, "prev_day_close": 66.6699981689453}, {"option": "SPY270319P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1884, "open_interest": 11211.0, "volume": 78.0, "delta": -0.2448, "gamma": 0.0038, "vega": 1.4135, "theta": -0.1031, "rho": -0.6118, "theo": 12.6827, "change": -3.395, "open": 14.13, "high": 14.5, "low": 12.63, "tick": "up", "last_trade_price": 12.8, "last_trade_time": "2026-11-11T15:11:51", "percent_change": -20.9633, "prev_day_close": 12.7850003242493}, {"option": "SPY270319C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1837, "open_interest": 1500.0, "volume": 5.0, "delta": 0.7504, "gamma": 0.0038, "vega": 1.41, "theta": -0.0876, "rho": 1.7691, "theo": 62.6279, "change": 9.065, "open": 64.5, "high": 64.5, "low": 64.5, "tick": "up", "last_trade_price": 64.5, "last_trade_time": "2026-11-11T14:00:03", "percent_change": 16.3525, "prev_day_close": 62.5699996948242}, {"option": "SPY270319P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1844, "open_interest": 7568.0, "volume": 98.0, "delta": -0.2616, "gamma": 0.004, "vega": 1.4613, "theta": -0.1048, "rho": -0.6456, "theo": 13.5358, "change": -3.665, "open": 14.97, "high": 15.05, "low": 13.37, "tick": "down", "last_trade_price": 13.6, "last_trade_time": "2026-11-11T15:18:43", "percent_change": -21.2279, "prev_day_close": 13.6399998664856}, {"option": "SPY270319C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1797, "open_interest": 934.0, "volume": 0.0, "delta": 0.7336, "gamma": 0.0041, "vega": 1.4942, "theta": -0.0899, "rho": 1.7076, "theo": 58.5651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.58, "last_trade_time": "2026-11-10T15:24:39", "percent_change": 0.0, "prev_day_close": 58.5400009155274}, {"option": "SPY270319P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1803, "open_interest": 6982.0, "volume": 278.0, "delta": -0.2798, "gamma": 0.0043, "vega": 1.5088, "theta": -0.1063, "rho": -0.6822, "theo": 14.4614, "change": -3.955, "open": 16.05, "high": 16.49, "low": 14.33, "tick": "down", "last_trade_price": 14.47, "last_trade_time": "2026-11-11T16:00:45", "percent_change": -21.4654, "prev_day_close": 14.5700001716614}, {"option": "SPY270319C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1758, "open_interest": 1451.0, "volume": 2.0, "delta": 0.7154, "gamma": 0.0043, "vega": 1.5323, "theta": -0.0919, "rho": 1.6786, "theo": 54.6097, "change": 7.135, "open": 52.9, "high": 55.0, "low": 52.9, "tick": "up", "last_trade_price": 55.0, "last_trade_time": "2026-11-11T14:59:00", "percent_change": 14.9065, "prev_day_close": 54.5499992370606}, {"option": "SPY270319P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 10948.0, "volume": 67.0, "delta": -0.2993, "gamma": 0.0046, "vega": 1.5546, "theta": -0.1077, "rho": -0.7199, "theo": 15.4672, "change": -4.205, "open": 17.04, "high": 17.24, "low": 15.27, "tick": "down", "last_trade_price": 15.45, "last_trade_time": "2026-11-11T16:13:47", "percent_change": -21.394, "prev_day_close": 15.5700001716614}, {"option": "SPY270319C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1726, "open_interest": 3077.0, "volume": 9.0, "delta": 0.696, "gamma": 0.0045, "vega": 1.5587, "theta": -0.0937, "rho": 1.6592, "theo": 50.7144, "change": 6.54, "open": 49.12, "high": 52.05, "low": 49.12, "tick": "down", "last_trade_price": 50.75, "last_trade_time": "2026-11-11T15:27:23", "percent_change": 14.793, "prev_day_close": 51.2449989318848}, {"option": "SPY270319P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1724, "open_interest": 5464.0, "volume": 67.0, "delta": -0.3203, "gamma": 0.0048, "vega": 1.5979, "theta": -0.1089, "rho": -0.7576, "theo": 16.5608, "change": -4.51, "open": 18.02, "high": 18.83, "low": 16.5, "tick": "down", "last_trade_price": 16.5, "last_trade_time": "2026-11-11T15:48:15", "percent_change": -21.466, "prev_day_close": 16.6599998474121}, {"option": "SPY270319C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1688, "open_interest": 1269.0, "volume": 28.0, "delta": 0.6755, "gamma": 0.0048, "vega": 1.6284, "theta": -0.0954, "rho": 1.5932, "theo": 46.8721, "change": 6.95, "open": 45.42, "high": 47.94, "low": 44.6, "tick": "down", "last_trade_price": 47.6, "last_trade_time": "2026-11-11T15:47:00", "percent_change": 17.0972, "prev_day_close": 47.4850006103516}, {"option": "SPY270319P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1685, "open_interest": 9379.0, "volume": 431.0, "delta": -0.3429, "gamma": 0.0051, "vega": 1.6384, "theta": -0.1098, "rho": -0.7974, "theo": 17.7509, "change": -4.775, "open": 19.32, "high": 20.04, "low": 17.4, "tick": "no_change", "last_trade_price": 17.71, "last_trade_time": "2026-11-11T16:11:21", "percent_change": -21.2364, "prev_day_close": 17.8449993133545}, {"option": "SPY270319C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1629, "open_interest": 3415.0, "volume": 25.0, "delta": 0.6533, "gamma": 0.005, "vega": 1.6627, "theta": -0.0965, "rho": 1.5523, "theo": 43.1835, "change": 6.24, "open": 41.97, "high": 45.0, "low": 41.25, "tick": "down", "last_trade_price": 43.44, "last_trade_time": "2026-11-11T15:16:58", "percent_change": 16.7742, "prev_day_close": 43.1450004577637}, {"option": "SPY270319P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 5324.0, "volume": 147.0, "delta": -0.3673, "gamma": 0.0054, "vega": 1.6751, "theta": -0.1105, "rho": -0.8401, "theo": 19.048, "change": -5.035, "open": 20.94, "high": 21.45, "low": 18.72, "tick": "down", "last_trade_price": 19.03, "last_trade_time": "2026-11-11T16:10:31", "percent_change": -20.9225, "prev_day_close": 19.1400003433228}, {"option": "SPY270319C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1591, "open_interest": 4992.0, "volume": 182.0, "delta": 0.6297, "gamma": 0.0052, "vega": 1.6855, "theta": -0.0973, "rho": 1.5238, "theo": 39.577, "change": 5.58, "open": 38.1, "high": 41.3, "low": 37.31, "tick": "no_change", "last_trade_price": 39.45, "last_trade_time": "2026-11-11T16:02:33", "percent_change": 16.4748, "prev_day_close": 39.5300006866455}, {"option": "SPY270319P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1608, "open_interest": 16736.0, "volume": 614.0, "delta": -0.3931, "gamma": 0.0057, "vega": 1.706, "theta": -0.1109, "rho": -0.8786, "theo": 20.4506, "change": -5.375, "open": 22.3, "high": 23.05, "low": 20.1, "tick": "down", "last_trade_price": 20.42, "last_trade_time": "2026-11-11T16:10:31", "percent_change": -20.8374, "prev_day_close": 20.5550003051758}, {"option": "SPY270319C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 4266.0, "volume": 268.0, "delta": 0.6047, "gamma": 0.0055, "vega": 1.7333, "theta": -0.0979, "rho": 1.4434, "theo": 36.0435, "change": 5.125, "open": 34.8, "high": 37.74, "low": 34.0, "tick": "no_change", "last_trade_price": 35.79, "last_trade_time": "2026-11-11T15:56:41", "percent_change": 16.7129, "prev_day_close": 36.0450000762939}, {"option": "SPY270319P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 6759.0, "volume": 172.0, "delta": -0.421, "gamma": 0.006, "vega": 1.7313, "theta": -0.1109, "rho": -0.9175, "theo": 21.9914, "change": -5.545, "open": 24.49, "high": 24.89, "low": 21.59, "tick": "up", "last_trade_price": 22.13, "last_trade_time": "2026-11-11T15:44:03", "percent_change": -20.0361, "prev_day_close": 22.1049995422363}, {"option": "SPY270319C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.152, "open_interest": 8525.0, "volume": 289.0, "delta": 0.5782, "gamma": 0.0057, "vega": 1.7545, "theta": -0.0978, "rho": 1.3934, "theo": 32.709, "change": 5.145, "open": 31.4, "high": 34.61, "low": 30.49, "tick": "down", "last_trade_price": 32.75, "last_trade_time": "2026-11-11T16:01:20", "percent_change": 18.6379, "prev_day_close": 32.6849994659424}, {"option": "SPY270319P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1533, "open_interest": 11609.0, "volume": 289.0, "delta": -0.4513, "gamma": 0.0062, "vega": 1.7479, "theta": -0.1105, "rho": -0.9568, "theo": 23.7027, "change": -6.095, "open": 26.01, "high": 26.69, "low": 23.15, "tick": "down", "last_trade_price": 23.65, "last_trade_time": "2026-11-11T16:07:35", "percent_change": -20.4908, "prev_day_close": 23.8050003051758}, {"option": "SPY270319C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 3863.0, "volume": 465.0, "delta": 0.5504, "gamma": 0.0059, "vega": 1.7663, "theta": -0.0974, "rho": 1.3641, "theo": 29.4896, "change": 4.96, "open": 28.56, "high": 30.87, "low": 27.4, "tick": "down", "last_trade_price": 29.65, "last_trade_time": "2026-11-11T15:49:17", "percent_change": 20.0891, "prev_day_close": 29.4349994659424}, {"option": "SPY270319P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 6265.0, "volume": 93.0, "delta": -0.4832, "gamma": 0.0065, "vega": 1.7546, "theta": -0.1095, "rho": -0.9882, "theo": 25.5587, "change": -6.23, "open": 28.68, "high": 28.68, "low": 25.02, "tick": "up", "last_trade_price": 25.74, "last_trade_time": "2026-11-11T16:03:33", "percent_change": -19.487, "prev_day_close": 25.6799993515015}, {"option": "SPY270319C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1466, "open_interest": 5312.0, "volume": 1439.0, "delta": 0.521, "gamma": 0.0061, "vega": 1.7841, "theta": -0.0964, "rho": 1.2575, "theo": 26.397, "change": 4.26, "open": 25.62, "high": 28.13, "low": 24.68, "tick": "up", "last_trade_price": 26.2, "last_trade_time": "2026-11-11T15:57:19", "percent_change": 19.4166, "prev_day_close": 26.375}, {"option": "SPY270319P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 7036.0, "volume": 201.0, "delta": -0.5166, "gamma": 0.0068, "vega": 1.7504, "theta": -0.108, "rho": -1.0272, "theo": 27.5667, "change": -6.725, "open": 30.64, "high": 30.64, "low": 27.54, "tick": "down", "last_trade_price": 27.64, "last_trade_time": "2026-11-11T15:27:12", "percent_change": -19.5693, "prev_day_close": 27.7300004959106}, {"option": "SPY270319C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1432, "open_interest": 15792.0, "volume": 1501.0, "delta": 0.49, "gamma": 0.0062, "vega": 1.7854, "theta": -0.0948, "rho": 1.2085, "theo": 23.4729, "change": 3.95, "open": 22.65, "high": 24.75, "low": 22.06, "tick": "down", "last_trade_price": 23.31, "last_trade_time": "2026-11-11T15:57:18", "percent_change": 20.4029, "prev_day_close": 23.4750003814697}, {"option": "SPY270319P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1432, "open_interest": 4697.0, "volume": 26.0, "delta": -0.5526, "gamma": 0.007, "vega": 1.7315, "theta": -0.1057, "rho": -1.0456, "theo": 29.8253, "change": -7.14, "open": 32.56, "high": 32.56, "low": 29.84, "tick": "up", "last_trade_price": 29.87, "last_trade_time": "2026-11-11T14:58:46", "percent_change": -19.2921, "prev_day_close": 29.9750003814697}, {"option": "SPY270319C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 9303.0, "volume": 267.0, "delta": 0.4585, "gamma": 0.0063, "vega": 1.7728, "theta": -0.0928, "rho": 1.1108, "theo": 20.7494, "change": 3.725, "open": 20.17, "high": 22.3, "low": 19.39, "tick": "no_change", "last_trade_price": 20.7, "last_trade_time": "2026-11-11T16:02:33", "percent_change": 21.944, "prev_day_close": 20.7449998855591}, {"option": "SPY270319P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1399, "open_interest": 4593.0, "volume": 29.0, "delta": -0.5894, "gamma": 0.0071, "vega": 1.698, "theta": -0.1026, "rho": -1.0783, "theo": 32.2559, "change": -7.695, "open": 35.25, "high": 35.65, "low": 31.61, "tick": "up", "last_trade_price": 32.16, "last_trade_time": "2026-11-11T15:38:17", "percent_change": -19.3075, "prev_day_close": 32.4250011444092}, {"option": "SPY270319C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 6168.0, "volume": 140.0, "delta": 0.426, "gamma": 0.0064, "vega": 1.7554, "theta": -0.0901, "rho": 1.0495, "theo": 18.2451, "change": 3.475, "open": 17.67, "high": 19.7, "low": 16.95, "tick": "down", "last_trade_price": 18.25, "last_trade_time": "2026-11-11T16:01:25", "percent_change": 23.5195, "prev_day_close": 18.2150001525879}, {"option": "SPY270319P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 2984.0, "volume": 31.0, "delta": -0.6275, "gamma": 0.0072, "vega": 1.6474, "theta": -0.0988, "rho": -1.0857, "theo": 34.9317, "change": -8.05, "open": 35.96, "high": 35.96, "low": 34.0, "tick": "up", "last_trade_price": 34.91, "last_trade_time": "2026-11-11T15:38:17", "percent_change": -18.7384, "prev_day_close": 34.5499992370606}, {"option": "SPY270319C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 13936.0, "volume": 666.0, "delta": 0.3928, "gamma": 0.0064, "vega": 1.7352, "theta": -0.0871, "rho": 0.9551, "theo": 15.8854, "change": 2.92, "open": 15.12, "high": 16.99, "low": 14.71, "tick": "down", "last_trade_price": 15.7, "last_trade_time": "2026-11-11T15:59:48", "percent_change": 22.8482, "prev_day_close": 15.8850002288818}, {"option": "SPY270319P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 2559.0, "volume": 1.0, "delta": -0.6664, "gamma": 0.0072, "vega": 1.5814, "theta": -0.094, "rho": -1.1057, "theo": 37.8477, "change": -4.695, "open": 41.0, "high": 41.0, "low": 41.0, "tick": "down", "last_trade_price": 41.0, "last_trade_time": "2026-11-11T10:02:14", "percent_change": -10.2746, "prev_day_close": 37.5549983978272}, {"option": "SPY270319C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1318, "open_interest": 9282.0, "volume": 736.0, "delta": 0.36, "gamma": 0.0063, "vega": 1.6761, "theta": -0.0834, "rho": 0.8882, "theo": 13.7984, "change": 2.81, "open": 13.1, "high": 14.83, "low": 12.8, "tick": "up", "last_trade_price": 13.79, "last_trade_time": "2026-11-11T16:14:18", "percent_change": 25.592, "prev_day_close": 13.7649998664856}, {"option": "SPY270319P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 983.0, "volume": 0.0, "delta": -0.7054, "gamma": 0.0072, "vega": 1.4933, "theta": -0.0886, "rho": -1.0917, "theo": 41.0101, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.34, "last_trade_time": "2026-11-06T15:26:12", "percent_change": 0.0, "prev_day_close": 40.5450000762939}, {"option": "SPY270319C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1298, "open_interest": 27279.0, "volume": 1616.0, "delta": 0.327, "gamma": 0.0062, "vega": 1.6484, "theta": -0.0794, "rho": 0.8331, "theo": 11.8523, "change": 2.47, "open": 11.48, "high": 13.1, "low": 10.75, "tick": "up", "last_trade_price": 11.86, "last_trade_time": "2026-11-11T16:14:18", "percent_change": 26.3046, "prev_day_close": 11.8499999046326}, {"option": "SPY270319P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 2342.0, "volume": 13.0, "delta": -0.7443, "gamma": 0.0071, "vega": 1.398, "theta": -0.0829, "rho": -1.0855, "theo": 44.4118, "change": -8.82, "open": 48.0, "high": 48.0, "low": 44.74, "tick": "no_change", "last_trade_price": 44.74, "last_trade_time": "2026-11-11T15:24:40", "percent_change": -16.4675, "prev_day_close": 43.7800006866455}, {"option": "SPY270319C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 10611.0, "volume": 2134.0, "delta": 0.2955, "gamma": 0.006, "vega": 1.5511, "theta": -0.075, "rho": 0.7312, "theo": 10.1816, "change": 1.945, "open": 9.66, "high": 11.02, "low": 9.45, "tick": "down", "last_trade_price": 9.91, "last_trade_time": "2026-11-11T15:55:43", "percent_change": 24.4193, "prev_day_close": 10.1500000953674}, {"option": "SPY270319P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 647.0, "volume": 0.0, "delta": -0.7832, "gamma": 0.0071, "vega": 1.2693, "theta": -0.078, "rho": -1.0407, "theo": 48.0617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 56.73, "last_trade_time": "2026-11-10T16:01:55", "percent_change": 0.0, "prev_day_close": 47.8850002288818}, {"option": "SPY270319C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 13371.0, "volume": 600.0, "delta": 0.2643, "gamma": 0.0058, "vega": 1.5083, "theta": -0.0703, "rho": 0.6563, "theo": 8.6387, "change": 1.91, "open": 8.52, "high": 9.45, "low": 8.0, "tick": "up", "last_trade_price": 8.65, "last_trade_time": "2026-11-11T16:00:50", "percent_change": 28.3383, "prev_day_close": 8.65000009536743}, {"option": "SPY270319P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 303.0, "volume": 0.0, "delta": -0.8215, "gamma": 0.007, "vega": 1.1429, "theta": -0.0747, "rho": -0.9379, "theo": 51.9335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.68, "last_trade_time": "2026-11-10T12:42:14", "percent_change": 0.0, "prev_day_close": 51.6600017547607}, {"option": "SPY270319C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 6258.0, "volume": 90.0, "delta": 0.2356, "gamma": 0.0055, "vega": 1.3897, "theta": -0.0653, "rho": 0.5851, "theo": 7.3401, "change": 1.74, "open": 7.62, "high": 7.99, "low": 7.41, "tick": "down", "last_trade_price": 7.41, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 30.6878, "prev_day_close": 7.33500003814697}, {"option": "SPY270319P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1259, "open_interest": 535.0, "volume": 1.0, "delta": -0.8608, "gamma": 0.0072, "vega": 0.9694, "theta": -0.0733, "rho": -0.856, "theo": 56.0496, "change": -9.775, "open": 56.38, "high": 56.38, "low": 56.38, "tick": "down", "last_trade_price": 56.38, "last_trade_time": "2026-11-11T15:52:36", "percent_change": -14.7759, "prev_day_close": 56.1450004577637}, {"option": "SPY270319C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 23071.0, "volume": 146.0, "delta": 0.2077, "gamma": 0.0052, "vega": 1.3328, "theta": -0.0602, "rho": 0.5073, "theo": 6.1605, "change": 1.35, "open": 6.14, "high": 7.02, "low": 5.55, "tick": "down", "last_trade_price": 6.11, "last_trade_time": "2026-11-11T15:58:06", "percent_change": 28.3613, "prev_day_close": 6.1949999332428}, {"option": "SPY270319P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 952.0, "volume": 43.0, "delta": -0.9022, "gamma": 0.008, "vega": 0.8049, "theta": -0.0689, "rho": -0.6661, "theo": 60.3713, "change": -10.9, "open": 60.48, "high": 60.48, "low": 59.93, "tick": "down", "last_trade_price": 59.93, "last_trade_time": "2026-11-11T14:32:02", "percent_change": -15.389, "prev_day_close": 60.5750007629394}, {"option": "SPY270319C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 9064.0, "volume": 156.0, "delta": 0.1826, "gamma": 0.0048, "vega": 1.2056, "theta": -0.0551, "rho": 0.4554, "theo": 5.1796, "change": 1.305, "open": 5.2, "high": 5.77, "low": 4.82, "tick": "no_change", "last_trade_price": 5.26, "last_trade_time": "2026-11-11T15:35:11", "percent_change": 32.9962, "prev_day_close": 5.19999980926514}, {"option": "SPY270319P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 34.0, "volume": 0.0, "delta": -0.9442, "gamma": 0.0079, "vega": 0.5491, "theta": -0.082, "rho": -0.3512, "theo": 64.9642, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 78.21, "last_trade_time": "2026-11-10T12:35:30", "percent_change": 0.0, "prev_day_close": 65.170000076294}, {"option": "SPY270319C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 12507.0, "volume": 58.0, "delta": 0.1588, "gamma": 0.0044, "vega": 1.1392, "theta": -0.05, "rho": 0.3876, "theo": 4.3026, "change": 0.98, "open": 4.37, "high": 4.9, "low": 3.96, "tick": "down", "last_trade_price": 4.27, "last_trade_time": "2026-11-11T15:58:06", "percent_change": 29.7872, "prev_day_close": 4.34999990463257}, {"option": "SPY270319P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 3.0, "volume": 1.0, "delta": -0.9758, "gamma": 0.005, "vega": 0.2598, "theta": -0.1262, "rho": 0.0, "theo": 69.8, "change": -11.21, "open": 69.44, "high": 69.44, "low": 69.44, "tick": "up", "last_trade_price": 69.44, "last_trade_time": "2026-11-11T14:56:20", "percent_change": -13.8996, "prev_day_close": 69.9900016784668}, {"option": "SPY270319C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 6668.0, "volume": 70.0, "delta": 0.138, "gamma": 0.0041, "vega": 1.0143, "theta": -0.0452, "rho": 0.3455, "theo": 3.5916, "change": 1.095, "open": 3.72, "high": 4.12, "low": 3.72, "tick": "down", "last_trade_price": 3.82, "last_trade_time": "2026-11-11T15:02:20", "percent_change": 40.1835, "prev_day_close": 3.62000000476837}, {"option": "SPY270319P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1356, "open_interest": 0.0, "volume": 0.0, "delta": -0.9938, "gamma": 0.0013, "vega": 0.0257, "theta": -0.1739, "rho": 0.0, "theo": 74.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.4, "last_trade_time": "2026-09-28T12:27:13", "percent_change": 0.0, "prev_day_close": 74.9899978637695}, {"option": "SPY270319C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 10991.0, "volume": 122.0, "delta": 0.1187, "gamma": 0.0037, "vega": 0.9469, "theta": -0.0405, "rho": 0.2895, "theo": 2.9651, "change": 0.865, "open": 2.89, "high": 3.5, "low": 2.71, "tick": "down", "last_trade_price": 3.12, "last_trade_time": "2026-11-11T15:06:52", "percent_change": 38.3592, "prev_day_close": 3.00499999523163}, {"option": "SPY270319P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 20.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 79.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.76, "last_trade_time": "2026-11-05T15:24:13", "percent_change": 0.0, "prev_day_close": 79.9799995422363}, {"option": "SPY270319C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1191, "open_interest": 2948.0, "volume": 88.0, "delta": 0.1022, "gamma": 0.0033, "vega": 0.8307, "theta": -0.0362, "rho": 0.256, "theo": 2.4639, "change": 0.74, "open": 2.37, "high": 2.61, "low": 2.37, "tick": "no_change", "last_trade_price": 2.61, "last_trade_time": "2026-11-11T15:04:39", "percent_change": 39.5722, "prev_day_close": 2.48500001430511}, {"option": "SPY270319P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 84.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.73, "last_trade_time": "2026-10-06T09:55:00", "percent_change": 0.0, "prev_day_close": 84.9799995422363}, {"option": "SPY270319C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1188, "open_interest": 4536.0, "volume": 848.0, "delta": 0.0872, "gamma": 0.003, "vega": 0.7687, "theta": -0.0321, "rho": 0.2125, "theo": 2.0286, "change": 0.455, "open": 2.13, "high": 2.4, "low": 1.86, "tick": "down", "last_trade_price": 2.0, "last_trade_time": "2026-11-11T15:54:01", "percent_change": 29.4498, "prev_day_close": 2.05999994277954}, {"option": "SPY270319P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1534, "open_interest": 0.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 89.8, "change": -10.875, "open": 89.9, "high": 89.9, "low": 89.9, "tick": "down", "last_trade_price": 89.9, "last_trade_time": "2026-11-11T15:20:59", "percent_change": -10.7914, "prev_day_close": 89.9599990844726}, {"option": "SPY270319C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1186, "open_interest": 2255.0, "volume": 214.0, "delta": 0.0748, "gamma": 0.0026, "vega": 0.6723, "theta": -0.0285, "rho": 0.1864, "theo": 1.6877, "change": 0.66, "open": 1.7, "high": 1.94, "low": 1.53, "tick": "up", "last_trade_price": 1.94, "last_trade_time": "2026-11-11T12:54:21", "percent_change": 51.5625, "prev_day_close": 1.70000004768372}, {"option": "SPY270319P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1591, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 94.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 105.73, "last_trade_time": "2026-11-10T15:23:58", "percent_change": 0.0, "prev_day_close": 94.9599990844726}, {"option": "SPY270319C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1188, "open_interest": 10090.0, "volume": 29.0, "delta": 0.0636, "gamma": 0.0023, "vega": 0.6136, "theta": -0.0252, "rho": 0.156, "theo": 1.3912, "change": 0.545, "open": 1.5, "high": 1.65, "low": 1.35, "tick": "down", "last_trade_price": 1.61, "last_trade_time": "2026-11-11T13:02:01", "percent_change": 51.1737, "prev_day_close": 1.4099999666214}, {"option": "SPY270319P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1651, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 99.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 110.69, "last_trade_time": "2026-11-10T15:22:44", "percent_change": 0.0, "prev_day_close": 99.9599990844726}, {"option": "SPY270319C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1188, "open_interest": 4894.0, "volume": 71.0, "delta": 0.0546, "gamma": 0.0021, "vega": 0.5416, "theta": -0.0223, "rho": 0.1344, "theo": 1.166, "change": 0.25, "open": 1.15, "high": 1.38, "low": 1.14, "tick": "down", "last_trade_price": 1.14, "last_trade_time": "2026-11-11T15:54:51", "percent_change": 28.0899, "prev_day_close": 1.16999995708466}, {"option": "SPY270319P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 104.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 116.01, "last_trade_time": "2026-11-10T15:22:01", "percent_change": 0.0, "prev_day_close": 104.950000762939}, {"option": "SPY270319C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 4120.0, "volume": 51.0, "delta": 0.0466, "gamma": 0.0018, "vega": 0.4802, "theta": -0.0197, "rho": 0.1239, "theo": 0.9709, "change": 0.4, "open": 1.03, "high": 1.15, "low": 0.88, "tick": "up", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T13:42:35", "percent_change": 53.3333, "prev_day_close": 0.980000019073486}, {"option": "SPY270319P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1771, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 109.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 98.98, "last_trade_time": "2026-08-05T11:59:12", "percent_change": 0.0, "prev_day_close": 109.950000762939}, {"option": "SPY270319C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.12, "open_interest": 5669.0, "volume": 99.0, "delta": 0.0401, "gamma": 0.0016, "vega": 0.4327, "theta": -0.0175, "rho": 0.0974, "theo": 0.8193, "change": 0.2, "open": 0.87, "high": 0.93, "low": 0.78, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T15:50:45", "percent_change": 31.746, "prev_day_close": 0.834999978542328}, {"option": "SPY270319P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1831, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 114.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 103.9, "last_trade_time": "2026-09-25T14:08:25", "percent_change": 0.0, "prev_day_close": 114.950000762939}, {"option": "SPY270319C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1207, "open_interest": 5170.0, "volume": 4.0, "delta": 0.0346, "gamma": 0.0014, "vega": 0.3808, "theta": -0.0156, "rho": 0.0874, "theo": 0.6958, "change": 0.29, "open": 0.65, "high": 0.83, "low": 0.65, "tick": "up", "last_trade_price": 0.83, "last_trade_time": "2026-11-11T12:36:14", "percent_change": 53.7037, "prev_day_close": 0.694999992847443}, {"option": "SPY270319P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1883, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 119.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 141.01, "last_trade_time": "2026-05-18T09:38:29", "percent_change": 0.0, "prev_day_close": 119.959999084473}, {"option": "SPY270319C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 2701.0, "volume": 2.0, "delta": 0.0297, "gamma": 0.0012, "vega": 0.3444, "theta": -0.0139, "rho": 0.072, "theo": 0.5882, "change": 0.18, "open": 0.56, "high": 0.64, "low": 0.56, "tick": "up", "last_trade_price": 0.64, "last_trade_time": "2026-11-11T11:36:13", "percent_change": 39.1304, "prev_day_close": 0.590000003576279}, {"option": "SPY270319P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1934, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 124.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 132.76, "last_trade_time": "2026-07-14T15:29:39", "percent_change": 0.0, "prev_day_close": 124.959999084473}, {"option": "SPY270319C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1229, "open_interest": 3216.0, "volume": 4.0, "delta": 0.026, "gamma": 0.0011, "vega": 0.3084, "theta": -0.0125, "rho": 0.0632, "theo": 0.508, "change": 0.08, "open": 0.47, "high": 0.48, "low": 0.47, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T10:40:16", "percent_change": 20.0, "prev_day_close": 0.509999990463257}, {"option": "SPY270319P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1991, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 129.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.955001831055}, {"option": "SPY270319C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.124, "open_interest": 1126.0, "volume": 0.0, "delta": 0.0227, "gamma": 0.001, "vega": 0.2744, "theta": -0.0112, "rho": 0.0576, "theo": 0.4402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-11-05T12:05:33", "percent_change": 0.0, "prev_day_close": 0.439999997615814}, {"option": "SPY270319P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2039, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 134.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 140.72, "last_trade_time": "2026-07-10T13:13:30", "percent_change": 0.0, "prev_day_close": 134.955001831055}, {"option": "SPY270319C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 7356.0, "volume": 4137.0, "delta": 0.0198, "gamma": 0.0008, "vega": 0.2494, "theta": -0.0101, "rho": 0.0479, "theo": 0.3808, "change": 0.075, "open": 0.41, "high": 0.45, "low": 0.34, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T16:11:37", "percent_change": 24.5902, "prev_day_close": 0.384999990463257}, {"option": "SPY270319P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2098, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 139.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 121.97, "last_trade_time": "2026-10-13T15:52:55", "percent_change": 0.0, "prev_day_close": 139.955001831055}, {"option": "SPY270319C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 3713.0, "volume": 232.0, "delta": 0.0176, "gamma": 0.0008, "vega": 0.2259, "theta": -0.0092, "rho": 0.0426, "theo": 0.3359, "change": 0.075, "open": 0.35, "high": 0.35, "low": 0.35, "tick": "up", "last_trade_price": 0.35, "last_trade_time": "2026-11-11T09:34:22", "percent_change": 27.2727, "prev_day_close": 0.340000003576279}, {"option": "SPY270319P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2144, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 149.48, "last_trade_time": "2026-11-03T11:31:02", "percent_change": 0.0, "prev_day_close": 144.950004577637}, {"option": "SPY270319C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 2746.0, "volume": 1.0, "delta": 0.0156, "gamma": 0.0007, "vega": 0.2045, "theta": -0.0084, "rho": 0.0386, "theo": 0.2978, "change": 0.095, "open": 0.34, "high": 0.34, "low": 0.34, "tick": "up", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T13:42:59", "percent_change": 38.7755, "prev_day_close": 0.299999997019768}, {"option": "SPY270319P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2206, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 138.02, "last_trade_time": "2026-10-28T15:54:37", "percent_change": 0.0, "prev_day_close": 149.950004577637}, {"option": "SPY270319C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 1326.0, "volume": 0.0, "delta": 0.0139, "gamma": 0.0006, "vega": 0.1844, "theta": -0.0077, "rho": 0.0363, "theo": 0.2644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-10T14:36:02", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY270319P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 185.0, "last_trade_time": "2026-06-26T15:59:56", "percent_change": 0.0, "prev_day_close": 154.950004577637}, {"option": "SPY270319C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 5012.0, "volume": 0.0, "delta": 0.0125, "gamma": 0.0005, "vega": 0.1703, "theta": -0.0071, "rho": 0.03, "theo": 0.2357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-10T13:54:07", "percent_change": 0.0, "prev_day_close": 0.240000002086163}, {"option": "SPY270319P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2299, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.940002441406}, {"option": "SPY270319C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 2053.0, "volume": 0.0, "delta": 0.0113, "gamma": 0.0005, "vega": 0.1565, "theta": -0.0065, "rho": 0.0272, "theo": 0.2133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-10T09:30:01", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY270319P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2354, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.950004577637}, {"option": "SPY270319C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 758.0, "volume": 0.0, "delta": 0.0102, "gamma": 0.0004, "vega": 0.1439, "theta": -0.0061, "rho": 0.025, "theo": 0.1939, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-10T10:02:02", "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY270319P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2404, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.950004577637}, {"option": "SPY270319C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 4428.0, "volume": 0.0, "delta": 0.0093, "gamma": 0.0004, "vega": 0.1323, "theta": -0.0057, "rho": 0.0235, "theo": 0.1767, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-11-03T16:08:42", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY270319P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2464, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.950004577637}, {"option": "SPY270319C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1383, "open_interest": 2665.0, "volume": 0.0, "delta": 0.0085, "gamma": 0.0004, "vega": 0.1219, "theta": -0.0053, "rho": 0.0225, "theo": 0.1611, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-10-30T13:47:45", "percent_change": 0.0, "prev_day_close": 0.16499999910593}, {"option": "SPY270319P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2508, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 179.3, "last_trade_time": "2026-09-14T11:44:55", "percent_change": 0.0, "prev_day_close": 179.950004577637}, {"option": "SPY270319C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1404, "open_interest": 369.0, "volume": 0.0, "delta": 0.0078, "gamma": 0.0003, "vega": 0.1142, "theta": -0.005, "rho": 0.0187, "theo": 0.1481, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-10-30T10:32:59", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY270319P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2552, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 184.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.950004577637}, {"option": "SPY270319C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1424, "open_interest": 6130.0, "volume": 0.0, "delta": 0.0072, "gamma": 0.0003, "vega": 0.1066, "theta": -0.0047, "rho": 0.0173, "theo": 0.1374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-10T12:30:04", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY270319P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2603, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.950004577637}, {"option": "SPY270319C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 209.0, "volume": 0.0, "delta": 0.0066, "gamma": 0.0003, "vega": 0.0997, "theta": -0.0044, "rho": 0.0161, "theo": 0.1279, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-09T11:52:07", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY270319P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 194.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.950004577637}, {"option": "SPY270319C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.146, "open_interest": 464.0, "volume": 0.0, "delta": 0.0062, "gamma": 0.0003, "vega": 0.0933, "theta": -0.0042, "rho": 0.0151, "theo": 0.1194, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-10T14:23:48", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY270319P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2703, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 199.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.950004577637}, {"option": "SPY270319C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 280.0, "volume": 5.0, "delta": 0.0058, "gamma": 0.0002, "vega": 0.0873, "theta": -0.004, "rho": 0.0144, "theo": 0.1117, "change": 0.015, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T12:41:42", "percent_change": 15.7895, "prev_day_close": 0.109999999403954}, {"option": "SPY270319P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2746, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 204.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.950004577637}, {"option": "SPY270319C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 867.0, "volume": 0.0, "delta": 0.0054, "gamma": 0.0002, "vega": 0.0816, "theta": -0.0038, "rho": 0.0139, "theo": 0.1045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-10T10:25:53", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY270319P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.28, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 209.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.950004577637}, {"option": "SPY270319C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 158.0, "volume": 0.0, "delta": 0.005, "gamma": 0.0002, "vega": 0.0778, "theta": -0.0036, "rho": 0.012, "theo": 0.098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-10T10:58:05", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY270319P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2842, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 214.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.950004577637}, {"option": "SPY270319C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1534, "open_interest": 539.0, "volume": 0.0, "delta": 0.0047, "gamma": 0.0002, "vega": 0.0736, "theta": -0.0034, "rho": 0.0113, "theo": 0.0927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-10T09:34:06", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY270319P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2888, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 219.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 219.24, "last_trade_time": "2026-09-14T11:45:25", "percent_change": 0.0, "prev_day_close": 219.950004577637}, {"option": "SPY270319C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 1093.0, "volume": 0.0, "delta": 0.0044, "gamma": 0.0002, "vega": 0.0698, "theta": -0.0033, "rho": 0.0106, "theo": 0.0879, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-11-09T13:35:58", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270319P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2944, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 224.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.950004577637}, {"option": "SPY270319C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1572, "open_interest": 738.0, "volume": 0.0, "delta": 0.0042, "gamma": 0.0002, "vega": 0.0663, "theta": -0.0032, "rho": 0.01, "theo": 0.0836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-10-26T10:19:29", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270319P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2989, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 229.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 250.12, "last_trade_time": "2026-11-06T09:45:31", "percent_change": 0.0, "prev_day_close": 229.950004577637}, {"option": "SPY270319C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 489.0, "volume": 0.0, "delta": 0.004, "gamma": 0.0002, "vega": 0.0629, "theta": -0.0031, "rho": 0.0095, "theo": 0.0795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-09T09:51:45", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY270319P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3035, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 234.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.950004577637}, {"option": "SPY270319C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 3789.0, "volume": 3.0, "delta": 0.0037, "gamma": 0.0001, "vega": 0.0598, "theta": -0.003, "rho": 0.0091, "theo": 0.0758, "change": 0.005, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T09:58:00", "percent_change": 7.69231, "prev_day_close": 0.0749999992549419}, {"option": "SPY270319P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3073, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 239.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 245.8, "last_trade_time": "2026-07-16T11:00:04", "percent_change": 0.0, "prev_day_close": 239.950004577637}, {"option": "SPY270319C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1661, "open_interest": 964.0, "volume": 0.0, "delta": 0.0034, "gamma": 0.0001, "vega": 0.0538, "theta": -0.0027, "rho": 0.0085, "theo": 0.0689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-10-12T10:27:13", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY270319P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3169, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 249.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 249.950004577637}, {"option": "SPY270319C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 53.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0001, "vega": 0.0496, "theta": -0.0025, "rho": 0.0072, "theo": 0.0627, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-15T10:30:22", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY270319P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3245, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 259.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.949996948242}, {"option": "SPY270319C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1742, "open_interest": 140.0, "volume": 0.0, "delta": 0.0028, "gamma": 0.0001, "vega": 0.0455, "theta": -0.0024, "rho": 0.0066, "theo": 0.0579, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-10-29T11:01:03", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY270319P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3329, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 269.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.949996948242}, {"option": "SPY270319C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 540.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.0419, "theta": -0.0022, "rho": 0.006, "theo": 0.0536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T12:17:17", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY270319P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3419, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 279.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 279.949996948242}, {"option": "SPY270319C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1814, "open_interest": 1045.0, "volume": 0.0, "delta": 0.0023, "gamma": 0.0001, "vega": 0.0386, "theta": -0.0021, "rho": 0.0056, "theo": 0.0497, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-05T14:14:01", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270319P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3514, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 289.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.949996948242}, {"option": "SPY270319C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1846, "open_interest": 132.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0354, "theta": -0.002, "rho": 0.0052, "theo": 0.0462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-10-29T11:08:44", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY270319P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3587, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 299.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.949996948242}, {"option": "SPY270319C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1877, "open_interest": 522.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0001, "vega": 0.0328, "theta": -0.0019, "rho": 0.0049, "theo": 0.0429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T12:17:17", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270319P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3672, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 309.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.949996948242}, {"option": "SPY270319C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 1251.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0001, "vega": 0.0307, "theta": -0.0018, "rho": 0.0043, "theo": 0.0399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-10-06T09:58:12", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270319P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3754, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 319.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.949996948242}, {"option": "SPY270319C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1949, "open_interest": 767.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0001, "vega": 0.0286, "theta": -0.0017, "rho": 0.004, "theo": 0.0374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-10-16T14:37:23", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270319P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3832, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 329.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.949996948242}, {"option": "SPY270319C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 11425.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0, "vega": 0.0263, "theta": -0.0016, "rho": 0.0036, "theo": 0.0344, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-05T10:26:32", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270319P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3914, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 339.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.949996948242}, {"option": "SPY270319C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2015, "open_interest": 26.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0, "vega": 0.0249, "theta": -0.0015, "rho": 0.0034, "theo": 0.0329, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-02T09:30:01", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270319P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3997, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 349.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.949996948242}, {"option": "SPY270319C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2059, "open_interest": 443.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0, "vega": 0.0232, "theta": -0.0014, "rho": 0.0032, "theo": 0.031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-05T15:57:54", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270319P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4065, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 359.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.949996948242}, {"option": "SPY270319C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 7597.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0, "vega": 0.0212, "theta": -0.0014, "rho": 0.003, "theo": 0.0286, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-16T12:53:03", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270319P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4144, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 369.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.949996948242}, {"option": "SPY270319C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2117, "open_interest": 1999.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0, "vega": 0.0203, "theta": -0.0013, "rho": 0.0029, "theo": 0.0274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T10:10:11", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270319P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4223, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 379.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.949996948242}, {"option": "SPY270319C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2122, "open_interest": 3275.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0192, "theta": -0.0012, "rho": 0.0028, "theo": 0.0258, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-10-20T14:34:39", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270319P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4298, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 389.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.949996948242}, {"option": "SPY270319C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2164, "open_interest": 2750.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.0181, "theta": -0.0012, "rho": 0.0024, "theo": 0.0244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-16T12:44:58", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270319P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4368, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 399.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.949996948242}, {"option": "SPY270319C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2205, "open_interest": 120.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.017, "theta": -0.0011, "rho": 0.0022, "theo": 0.0231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-10-20T14:08:39", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270319P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4444, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 409.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 409.18, "last_trade_time": "2026-09-14T11:45:21", "percent_change": 0.0, "prev_day_close": 409.949996948242}, {"option": "SPY270319C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2245, "open_interest": 53.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.016, "theta": -0.0011, "rho": 0.0021, "theo": 0.0219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T10:00:04", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270319P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4517, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 419.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.949996948242}, {"option": "SPY270319C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2285, "open_interest": 66.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0151, "theta": -0.001, "rho": 0.002, "theo": 0.0207, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-09-14T09:45:44", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270319P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4586, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 429.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.949996948242}, {"option": "SPY270319C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2277, "open_interest": 1206.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0142, "theta": -0.001, "rho": 0.0019, "theo": 0.0197, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-20T15:03:32", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270319P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4658, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 439.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 439.949996948242}, {"option": "SPY270319C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2317, "open_interest": 539.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0134, "theta": -0.001, "rho": 0.0018, "theo": 0.0187, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-19T12:31:32", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270319P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4728, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 449.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.949996948242}, {"option": "SPY270319C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2355, "open_interest": 119.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0126, "theta": -0.0009, "rho": 0.0017, "theo": 0.0177, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T14:27:34", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270319P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4815, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 459.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.949996948242}, {"option": "SPY270319C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 236.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0118, "theta": -0.0009, "rho": 0.0016, "theo": 0.0165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-16T12:57:55", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270319P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4873, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 469.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.949996948242}, {"option": "SPY270319C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2362, "open_interest": 391.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0115, "theta": -0.0008, "rho": 0.0016, "theo": 0.016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-15T15:47:04", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4937, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 479.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.949996948242}, {"option": "SPY270319C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2399, "open_interest": 64.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0109, "theta": -0.0008, "rho": 0.0014, "theo": 0.0152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-10-06T13:31:45", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.501, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 489.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.949996948242}, {"option": "SPY270319C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2435, "open_interest": 2.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0104, "theta": -0.0008, "rho": 0.0013, "theo": 0.0145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-08-05T14:23:03", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5078, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 499.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.949996948242}, {"option": "SPY270319C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2471, "open_interest": 210.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0098, "theta": -0.0008, "rho": 0.0012, "theo": 0.0138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-29T09:54:54", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5145, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 509.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 509.949996948242}, {"option": "SPY270319C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2506, "open_interest": 1541.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0094, "theta": -0.0007, "rho": 0.0012, "theo": 0.0132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T15:34:53", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5214, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 519.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.949981689453}, {"option": "SPY270319C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2541, "open_interest": 2562.0, "volume": 0.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0089, "theta": -0.0007, "rho": 0.0011, "theo": 0.0126, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-04T16:13:59", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.527, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 529.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.949981689453}, {"option": "SPY270319C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2649, "open_interest": 6697.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0085, "theta": -0.0007, "rho": 0.0011, "theo": 0.0121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T15:35:25", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270319P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5335, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 539.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 539.949981689453}, {"option": "SPY270319C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.261, "open_interest": 7455.0, "volume": 5.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.008, "theta": -0.0006, "rho": 0.001, "theo": 0.0116, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:48:16", "percent_change": 100.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270319P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5406, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 549.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.949981689453}, {"option": "SPY270319C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2645, "open_interest": 603.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0076, "theta": -0.0006, "rho": 0.001, "theo": 0.0111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:41:17", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5482, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 559.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.949981689453}, {"option": "SPY270319C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2678, "open_interest": 1380.0, "volume": 10.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0073, "theta": -0.0006, "rho": 0.0009, "theo": 0.0106, "change": 0.005, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T09:32:14", "percent_change": 100.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5527, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 569.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 569.949981689453}, {"option": "SPY270319C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2713, "open_interest": 2697.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0069, "theta": -0.0006, "rho": 0.0009, "theo": 0.0099, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T12:46:47", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5608, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 579.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 579.949981689453}, {"option": "SPY270319C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2626, "open_interest": 2964.0, "volume": 0.0, "delta": 0.0004, "gamma": 0.0, "vega": 0.0067, "theta": -0.0006, "rho": 0.0009, "theo": 0.0097, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:34:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5658, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 589.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.949981689453}, {"option": "SPY270319C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2658, "open_interest": 1601.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0064, "theta": -0.0005, "rho": 0.0008, "theo": 0.0093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-09T10:45:02", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5713, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 599.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.949981689453}, {"option": "SPY270319C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.269, "open_interest": 996.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0062, "theta": -0.0005, "rho": 0.0008, "theo": 0.0089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-28T15:00:52", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.579, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 609.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.949981689453}, {"option": "SPY270319C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2721, "open_interest": 1035.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0059, "theta": -0.0005, "rho": 0.0007, "theo": 0.0086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-02T14:28:13", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5838, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 619.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.949981689453}, {"option": "SPY270319C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2752, "open_interest": 1827.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0057, "theta": -0.0005, "rho": 0.0007, "theo": 0.0082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T10:04:40", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5902, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 629.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.949981689453}, {"option": "SPY270319C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2783, "open_interest": 368.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0054, "theta": -0.0005, "rho": 0.0007, "theo": 0.0079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T10:04:19", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5955, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 639.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.949981689453}, {"option": "SPY270319C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2814, "open_interest": 75.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.0052, "theta": -0.0004, "rho": 0.0006, "theo": 0.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-27T12:44:53", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6018, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 649.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.949981689453}, {"option": "SPY270319C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2845, "open_interest": 76.0, "volume": 0.0, "delta": 0.0003, "gamma": 0.0, "vega": 0.005, "theta": -0.0004, "rho": 0.0006, "theo": 0.0073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:16:12", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6073, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 659.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.949981689453}, {"option": "SPY270319C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2875, "open_interest": 118.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0048, "theta": -0.0004, "rho": 0.0006, "theo": 0.0071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T14:42:23", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6141, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 669.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.949981689453}, {"option": "SPY270319C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2904, "open_interest": 105.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0046, "theta": -0.0004, "rho": 0.0006, "theo": 0.0068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T14:32:51", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6209, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 679.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 711.12, "last_trade_time": "2026-06-11T13:28:57", "percent_change": 0.0, "prev_day_close": 679.949981689453}, {"option": "SPY270319C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2934, "open_interest": 108.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0044, "theta": -0.0004, "rho": 0.0005, "theo": 0.0066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-09-03T10:09:30", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6266, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 689.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.949981689453}, {"option": "SPY270319C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2963, "open_interest": 26.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0042, "theta": -0.0004, "rho": 0.0005, "theo": 0.0063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-09-03T09:57:16", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6323, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 699.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.949981689453}, {"option": "SPY270319C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2992, "open_interest": 53.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0041, "theta": -0.0004, "rho": 0.0005, "theo": 0.0061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-09-04T15:16:10", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6367, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 709.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 709.949981689453}, {"option": "SPY270319C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3021, "open_interest": 782.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0, "vega": 0.0039, "theta": -0.0004, "rho": 0.0005, "theo": 0.0059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:16:16", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270319P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6436, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1922, "rho": 0.0, "theo": 719.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 719.949981689453}, {"option": "SPY270331C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0, "vega": 0.0237, "theta": 0.0, "rho": 0.8464, "theo": 512.2204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 516.32, "last_trade_time": "2026-08-25T10:30:29", "percent_change": 0.0, "prev_day_close": 512.115005493164}, {"option": "SPY270331P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6714, "open_interest": 179.0, "volume": 0.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0281, "theta": -0.0062, "rho": -0.0057, "theo": 0.1792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.21, "last_trade_time": "2026-11-09T15:40:25", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY270331C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0, "vega": 0.0416, "theta": 0.0, "rho": 1.0128, "theo": 463.146, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 462.964996337891}, {"option": "SPY270331P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6025, "open_interest": 1262.0, "volume": 5.0, "delta": -0.0033, "gamma": 0.0, "vega": 0.0479, "theta": -0.0095, "rho": -0.0102, "theo": 0.3009, "change": -0.08, "open": 0.3, "high": 0.3, "low": 0.3, "tick": "no_change", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T13:29:24", "percent_change": -21.0526, "prev_day_close": 0.305000007152557}, {"option": "SPY270331C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 34.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0001, "vega": 0.0708, "theta": 0.0, "rho": 1.1768, "theo": 414.1394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 426.46, "last_trade_time": "2026-10-21T15:44:05", "percent_change": 0.0, "prev_day_close": 414.0}, {"option": "SPY270331P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.539, "open_interest": 2206.0, "volume": 1.0, "delta": -0.0058, "gamma": 0.0001, "vega": 0.0788, "theta": -0.0141, "rho": -0.0176, "theo": 0.494, "change": -0.07, "open": 0.55, "high": 0.55, "low": 0.55, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T09:44:31", "percent_change": -11.2903, "prev_day_close": 0.495000004768372}, {"option": "SPY270331C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4268, "open_interest": 53.0, "volume": 0.0, "delta": 0.9909, "gamma": 0.0001, "vega": 0.1135, "theta": 0.0, "rho": 1.3376, "theo": 365.2167, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 374.95, "last_trade_time": "2026-10-27T12:10:14", "percent_change": 0.0, "prev_day_close": 365.084991455078}, {"option": "SPY270331P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.481, "open_interest": 6595.0, "volume": 57.0, "delta": -0.0096, "gamma": 0.0001, "vega": 0.124, "theta": -0.0199, "rho": -0.0293, "theo": 0.7741, "change": -0.18, "open": 0.82, "high": 0.83, "low": 0.77, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -18.9474, "prev_day_close": 0.769999980926514}, {"option": "SPY270331C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3934, "open_interest": 25.0, "volume": 0.0, "delta": 0.9853, "gamma": 0.0002, "vega": 0.1739, "theta": 0.0, "rho": 1.4935, "theo": 316.4049, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 316.19, "last_trade_time": "2026-10-30T10:15:30", "percent_change": 0.0, "prev_day_close": 316.240005493164}, {"option": "SPY270331P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4263, "open_interest": 822.0, "volume": 5.0, "delta": -0.0155, "gamma": 0.0002, "vega": 0.1871, "theta": -0.0267, "rho": -0.0467, "theo": 1.1598, "change": -0.255, "open": 1.16, "high": 1.16, "low": 1.16, "tick": "down", "last_trade_price": 1.16, "last_trade_time": "2026-11-11T13:34:10", "percent_change": -18.0212, "prev_day_close": 1.15499997138977}, {"option": "SPY270331C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3972, "open_interest": 11.0, "volume": 0.0, "delta": 0.9846, "gamma": 0.0002, "vega": 0.1839, "theta": 0.0, "rho": 1.5087, "theo": 311.5294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 297.04, "last_trade_time": "2026-06-08T15:14:47", "percent_change": 0.0, "prev_day_close": 311.490005493164}, {"option": "SPY270331P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.421, "open_interest": 830.0, "volume": 0.0, "delta": -0.0162, "gamma": 0.0002, "vega": 0.1952, "theta": -0.0275, "rho": -0.049, "theo": 1.2092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.23, "last_trade_time": "2026-11-06T15:52:46", "percent_change": 0.0, "prev_day_close": 1.19500005245209}, {"option": "SPY270331C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3878, "open_interest": 10.0, "volume": 0.0, "delta": 0.9838, "gamma": 0.0002, "vega": 0.1943, "theta": 0.0, "rho": 1.5239, "theo": 306.6551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 318.69, "last_trade_time": "2026-10-27T11:53:48", "percent_change": 0.0, "prev_day_close": 306.460006713867}, {"option": "SPY270331P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4156, "open_interest": 1729.0, "volume": 0.0, "delta": -0.017, "gamma": 0.0002, "vega": 0.2027, "theta": -0.0282, "rho": -0.0512, "theo": 1.254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.59, "last_trade_time": "2026-11-10T10:40:23", "percent_change": 0.0, "prev_day_close": 1.24500000476837}, {"option": "SPY270331C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3822, "open_interest": 17.0, "volume": 0.0, "delta": 0.9831, "gamma": 0.0002, "vega": 0.2039, "theta": 0.0, "rho": 1.54, "theo": 301.7832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 306.4, "last_trade_time": "2026-10-16T15:23:59", "percent_change": 0.0, "prev_day_close": 301.69499206543}, {"option": "SPY270331P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4104, "open_interest": 764.0, "volume": 2.0, "delta": -0.0178, "gamma": 0.0002, "vega": 0.211, "theta": -0.029, "rho": -0.0536, "theo": 1.304, "change": -0.23, "open": 1.36, "high": 1.36, "low": 1.36, "tick": "down", "last_trade_price": 1.36, "last_trade_time": "2026-11-11T11:02:10", "percent_change": -14.4654, "prev_day_close": 1.29499995708466}, {"option": "SPY270331C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3805, "open_interest": 3.0, "volume": 0.0, "delta": 0.9822, "gamma": 0.0002, "vega": 0.2114, "theta": 0.0, "rho": 1.5547, "theo": 296.9102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 300.4, "last_trade_time": "2026-10-16T15:18:21", "percent_change": 0.0, "prev_day_close": 296.834991455078}, {"option": "SPY270331P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4056, "open_interest": 405.0, "volume": 0.0, "delta": -0.0186, "gamma": 0.0002, "vega": 0.2197, "theta": -0.0298, "rho": -0.0562, "theo": 1.3588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.79, "last_trade_time": "2026-10-30T09:58:43", "percent_change": 0.0, "prev_day_close": 1.35000002384186}, {"option": "SPY270331C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.375, "open_interest": 0.0, "volume": 0.0, "delta": 0.9814, "gamma": 0.0002, "vega": 0.2191, "theta": 0.0, "rho": 1.5693, "theo": 292.0437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 291.959991455078}, {"option": "SPY270331P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4001, "open_interest": 348.0, "volume": 1.0, "delta": -0.0195, "gamma": 0.0002, "vega": 0.228, "theta": -0.0306, "rho": -0.0588, "theo": 1.4095, "change": -0.22, "open": 1.5, "high": 1.5, "low": 1.5, "tick": "down", "last_trade_price": 1.5, "last_trade_time": "2026-11-11T10:26:13", "percent_change": -12.7907, "prev_day_close": 1.39999997615814}, {"option": "SPY270331C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.374, "open_interest": 0.0, "volume": 0.0, "delta": 0.9805, "gamma": 0.0003, "vega": 0.2269, "theta": 0.0, "rho": 1.5839, "theo": 287.184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 286.995010375977}, {"option": "SPY270331P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3951, "open_interest": 521.0, "volume": 1.0, "delta": -0.0204, "gamma": 0.0003, "vega": 0.2371, "theta": -0.0315, "rho": -0.0615, "theo": 1.4675, "change": -0.295, "open": 1.49, "high": 1.49, "low": 1.49, "tick": "down", "last_trade_price": 1.49, "last_trade_time": "2026-11-11T14:13:56", "percent_change": -16.5266, "prev_day_close": 1.46000003814697}, {"option": "SPY270331C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.367, "open_interest": 2.0, "volume": 0.0, "delta": 0.9796, "gamma": 0.0003, "vega": 0.2348, "theta": 0.0, "rho": 1.5984, "theo": 282.321, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 286.88, "last_trade_time": "2026-09-14T11:44:16", "percent_change": 0.0, "prev_day_close": 282.134994506836}, {"option": "SPY270331P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3898, "open_interest": 362.0, "volume": 2.0, "delta": -0.0214, "gamma": 0.0003, "vega": 0.2463, "theta": -0.0323, "rho": -0.0643, "theo": 1.525, "change": -0.265, "open": 1.63, "high": 1.63, "low": 1.59, "tick": "down", "last_trade_price": 1.59, "last_trade_time": "2026-11-11T10:55:54", "percent_change": -14.2857, "prev_day_close": 1.51499998569489}, {"option": "SPY270331C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3636, "open_interest": 2.0, "volume": 0.0, "delta": 0.9786, "gamma": 0.0003, "vega": 0.2429, "theta": 0.0, "rho": 1.6129, "theo": 277.4598, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 174.0, "last_trade_time": "2026-03-30T10:20:19", "percent_change": 0.0, "prev_day_close": 277.380004882812}, {"option": "SPY270331P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3848, "open_interest": 872.0, "volume": 0.0, "delta": -0.0224, "gamma": 0.0003, "vega": 0.256, "theta": -0.0332, "rho": -0.0672, "theo": 1.5845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.98, "last_trade_time": "2026-11-10T09:59:17", "percent_change": 0.0, "prev_day_close": 1.57500004768372}, {"option": "SPY270331C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3625, "open_interest": 0.0, "volume": 0.0, "delta": 0.9776, "gamma": 0.0003, "vega": 0.2512, "theta": 0.0, "rho": 1.6273, "theo": 272.5955, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 274.34, "last_trade_time": "2026-07-10T13:10:29", "percent_change": 0.0, "prev_day_close": 272.529998779297}, {"option": "SPY270331P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.38, "open_interest": 215.0, "volume": 1.0, "delta": -0.0235, "gamma": 0.0003, "vega": 0.2665, "theta": -0.034, "rho": -0.0703, "theo": 1.6466, "change": -0.295, "open": 1.71, "high": 1.71, "low": 1.71, "tick": "down", "last_trade_price": 1.71, "last_trade_time": "2026-11-11T11:13:44", "percent_change": -14.7132, "prev_day_close": 1.63999998569489}, {"option": "SPY270331C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3556, "open_interest": 23.0, "volume": 0.0, "delta": 0.9765, "gamma": 0.0003, "vega": 0.2613, "theta": 0.0, "rho": 1.6416, "theo": 267.7381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 250.0, "last_trade_time": "2026-11-05T12:01:19", "percent_change": 0.0, "prev_day_close": 267.684997558594}, {"option": "SPY270331P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3748, "open_interest": 1201.0, "volume": 0.0, "delta": -0.0246, "gamma": 0.0003, "vega": 0.2774, "theta": -0.0349, "rho": -0.0736, "theo": 1.7112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.08, "last_trade_time": "2026-11-10T15:37:29", "percent_change": 0.0, "prev_day_close": 1.70500004291534}, {"option": "SPY270331C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.354, "open_interest": 0.0, "volume": 0.0, "delta": 0.9754, "gamma": 0.0003, "vega": 0.2752, "theta": 0.0, "rho": 1.6558, "theo": 262.8827, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 278.38, "last_trade_time": "2026-09-21T12:16:07", "percent_change": 0.0, "prev_day_close": 262.740005493164}, {"option": "SPY270331P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3698, "open_interest": 595.0, "volume": 0.0, "delta": -0.0257, "gamma": 0.0003, "vega": 0.2886, "theta": -0.0358, "rho": -0.0771, "theo": 1.7786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.18, "last_trade_time": "2026-11-10T15:25:22", "percent_change": 0.0, "prev_day_close": 1.76999998092651}, {"option": "SPY270331C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3478, "open_interest": 5.0, "volume": 0.0, "delta": 0.9742, "gamma": 0.0004, "vega": 0.2898, "theta": 0.0, "rho": 1.6698, "theo": 258.0296, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 157.0, "last_trade_time": "2026-03-30T12:34:56", "percent_change": 0.0, "prev_day_close": 257.865005493164}, {"option": "SPY270331P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3647, "open_interest": 565.0, "volume": 0.0, "delta": -0.027, "gamma": 0.0004, "vega": 0.2999, "theta": -0.0367, "rho": -0.0806, "theo": 1.8476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.42, "last_trade_time": "2026-11-10T13:28:53", "percent_change": 0.0, "prev_day_close": 1.8400000333786}, {"option": "SPY270331C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3457, "open_interest": 1.0, "volume": 0.0, "delta": 0.973, "gamma": 0.0004, "vega": 0.3026, "theta": 0.0, "rho": 1.6852, "theo": 253.1815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 261.28, "last_trade_time": "2026-10-16T12:53:13", "percent_change": 0.0, "prev_day_close": 253.055000305176}, {"option": "SPY270331P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3599, "open_interest": 108.0, "volume": 0.0, "delta": -0.0282, "gamma": 0.0004, "vega": 0.3119, "theta": -0.0377, "rho": -0.0845, "theo": 1.9228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.17, "last_trade_time": "2026-10-28T11:35:05", "percent_change": 0.0, "prev_day_close": 1.91999995708466}, {"option": "SPY270331C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3395, "open_interest": 3.0, "volume": 0.0, "delta": 0.9716, "gamma": 0.0004, "vega": 0.3137, "theta": 0.0, "rho": 1.6985, "theo": 248.3433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 257.24, "last_trade_time": "2026-06-02T15:14:54", "percent_change": 0.0, "prev_day_close": 248.290000915527}, {"option": "SPY270331P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3549, "open_interest": 111.0, "volume": 15.0, "delta": -0.0296, "gamma": 0.0004, "vega": 0.3241, "theta": -0.0387, "rho": -0.0884, "theo": 1.9996, "change": -0.375, "open": 2.06, "high": 2.06, "low": 2.06, "tick": "down", "last_trade_price": 2.06, "last_trade_time": "2026-11-11T13:06:20", "percent_change": -15.4004, "prev_day_close": 2.0}, {"option": "SPY270331C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.337, "open_interest": 2.0, "volume": 0.0, "delta": 0.9703, "gamma": 0.0004, "vega": 0.325, "theta": 0.0, "rho": 1.7116, "theo": 243.5032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 249.07, "last_trade_time": "2026-09-01T09:42:25", "percent_change": 0.0, "prev_day_close": 243.444999694824}, {"option": "SPY270331P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.35, "open_interest": 728.0, "volume": 2.0, "delta": -0.031, "gamma": 0.0004, "vega": 0.3366, "theta": -0.0397, "rho": -0.0927, "theo": 2.0802, "change": -0.275, "open": 2.26, "high": 2.26, "low": 2.26, "tick": "down", "last_trade_price": 2.26, "last_trade_time": "2026-11-11T10:12:56", "percent_change": -10.8481, "prev_day_close": 2.07999992370605}, {"option": "SPY270331C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3313, "open_interest": 5.0, "volume": 0.0, "delta": 0.9688, "gamma": 0.0004, "vega": 0.3366, "theta": 0.0, "rho": 1.7247, "theo": 238.6665, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 255.85, "last_trade_time": "2026-09-03T14:38:38", "percent_change": 0.0, "prev_day_close": 238.514999389648}, {"option": "SPY270331P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3452, "open_interest": 235.0, "volume": 0.0, "delta": -0.0325, "gamma": 0.0004, "vega": 0.3497, "theta": -0.0407, "rho": -0.097, "theo": 2.1647, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.32, "last_trade_time": "2026-11-05T13:22:03", "percent_change": 0.0, "prev_day_close": 2.16000008583069}, {"option": "SPY270331C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3288, "open_interest": 2.0, "volume": 0.0, "delta": 0.9673, "gamma": 0.0005, "vega": 0.3483, "theta": 0.0, "rho": 1.7376, "theo": 233.8333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 221.68, "last_trade_time": "2026-07-27T10:51:55", "percent_change": 0.0, "prev_day_close": 233.684997558594}, {"option": "SPY270331P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3404, "open_interest": 63.0, "volume": 0.0, "delta": -0.0341, "gamma": 0.0005, "vega": 0.3634, "theta": -0.0418, "rho": -0.1016, "theo": 2.2529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.96, "last_trade_time": "2026-11-06T11:14:56", "percent_change": 0.0, "prev_day_close": 2.25}, {"option": "SPY270331C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3244, "open_interest": 1.0, "volume": 0.0, "delta": 0.9656, "gamma": 0.0005, "vega": 0.3604, "theta": 0.0, "rho": 1.7503, "theo": 229.0037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 194.75, "last_trade_time": "2026-04-22T11:03:27", "percent_change": 0.0, "prev_day_close": 228.835006713867}, {"option": "SPY270331P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3356, "open_interest": 190.0, "volume": 25.0, "delta": -0.0358, "gamma": 0.0005, "vega": 0.3784, "theta": -0.0429, "rho": -0.1064, "theo": 2.3452, "change": -0.285, "open": 2.58, "high": 2.58, "low": 2.58, "tick": "no_change", "last_trade_price": 2.58, "last_trade_time": "2026-11-11T09:48:13", "percent_change": -9.94764, "prev_day_close": 2.34499990940094}, {"option": "SPY270331C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3207, "open_interest": 2.0, "volume": 0.0, "delta": 0.9639, "gamma": 0.0005, "vega": 0.3747, "theta": 0.0, "rho": 1.763, "theo": 224.1779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 235.49, "last_trade_time": "2026-10-29T11:34:14", "percent_change": 0.0, "prev_day_close": 224.040000915527}, {"option": "SPY270331P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3307, "open_interest": 59.0, "volume": 0.0, "delta": -0.0376, "gamma": 0.0005, "vega": 0.3942, "theta": -0.044, "rho": -0.1115, "theo": 2.4425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.24, "last_trade_time": "2026-11-10T09:53:33", "percent_change": 0.0, "prev_day_close": 2.44000005722046}, {"option": "SPY270331C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3157, "open_interest": 14.0, "volume": 0.0, "delta": 0.9621, "gamma": 0.0005, "vega": 0.3943, "theta": 0.0, "rho": 1.7754, "theo": 219.3562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 230.05, "last_trade_time": "2026-09-08T14:40:33", "percent_change": 0.0, "prev_day_close": 219.224998474121}, {"option": "SPY270331P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3261, "open_interest": 925.0, "volume": 27.0, "delta": -0.0394, "gamma": 0.0006, "vega": 0.41, "theta": -0.0451, "rho": -0.1172, "theo": 2.5454, "change": -0.525, "open": 2.75, "high": 2.75, "low": 2.56, "tick": "up", "last_trade_price": 2.59, "last_trade_time": "2026-11-11T14:39:20", "percent_change": -16.8539, "prev_day_close": 2.54999995231628}, {"option": "SPY270331C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3121, "open_interest": 2.0, "volume": 0.0, "delta": 0.9602, "gamma": 0.0006, "vega": 0.4152, "theta": 0.0, "rho": 1.7876, "theo": 214.5338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 220.02, "last_trade_time": "2026-05-28T11:17:46", "percent_change": 0.0, "prev_day_close": 214.514999389648}, {"option": "SPY270331P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3213, "open_interest": 163.0, "volume": 0.0, "delta": -0.0414, "gamma": 0.0006, "vega": 0.4268, "theta": -0.0463, "rho": -0.1228, "theo": 2.6539, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.33, "last_trade_time": "2026-11-05T13:24:14", "percent_change": 0.0, "prev_day_close": 2.66000008583069}, {"option": "SPY270331C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3058, "open_interest": 14.0, "volume": 0.0, "delta": 0.9582, "gamma": 0.0006, "vega": 0.4322, "theta": -0.0007, "rho": 1.8014, "theo": 209.731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 192.76, "last_trade_time": "2026-11-06T10:52:37", "percent_change": 0.0, "prev_day_close": 209.699996948242}, {"option": "SPY270331P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3168, "open_interest": 676.0, "volume": 0.0, "delta": -0.0435, "gamma": 0.0006, "vega": 0.4438, "theta": -0.0475, "rho": -0.1288, "theo": 2.7673, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.26, "last_trade_time": "2026-11-05T14:24:03", "percent_change": 0.0, "prev_day_close": 2.76999998092651}, {"option": "SPY270331C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3038, "open_interest": 200.0, "volume": 0.0, "delta": 0.956, "gamma": 0.0006, "vega": 0.4485, "theta": -0.003, "rho": 1.8123, "theo": 204.9302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 208.09, "last_trade_time": "2026-09-16T14:30:15", "percent_change": 0.0, "prev_day_close": 204.82999420166}, {"option": "SPY270331P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.312, "open_interest": 1539.0, "volume": 0.0, "delta": -0.0457, "gamma": 0.0007, "vega": 0.4617, "theta": -0.0487, "rho": -0.1355, "theo": 2.889, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.07, "last_trade_time": "2026-11-06T10:33:08", "percent_change": 0.0, "prev_day_close": 2.8950001001358}, {"option": "SPY270331C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2989, "open_interest": 109.0, "volume": 0.0, "delta": 0.9537, "gamma": 0.0007, "vega": 0.4651, "theta": -0.0053, "rho": 1.8229, "theo": 200.1355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 219.12, "last_trade_time": "2026-09-21T15:42:34", "percent_change": 0.0, "prev_day_close": 200.035003662109}, {"option": "SPY270331P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3076, "open_interest": 93.0, "volume": 1.0, "delta": -0.048, "gamma": 0.0007, "vega": 0.4797, "theta": -0.05, "rho": -0.142, "theo": 3.0148, "change": -0.595, "open": 3.11, "high": 3.11, "low": 3.11, "tick": "down", "last_trade_price": 3.11, "last_trade_time": "2026-11-11T12:26:55", "percent_change": -16.0594, "prev_day_close": 3.01999998092651}, {"option": "SPY270331C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2983, "open_interest": 107.0, "volume": 0.0, "delta": 0.9513, "gamma": 0.0007, "vega": 0.482, "theta": -0.0077, "rho": 1.8334, "theo": 195.3422, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 204.82, "last_trade_time": "2026-09-28T11:22:26", "percent_change": 0.0, "prev_day_close": 195.23999786377}, {"option": "SPY270331P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3031, "open_interest": 400.0, "volume": 0.0, "delta": -0.0505, "gamma": 0.0007, "vega": 0.4989, "theta": -0.0513, "rho": -0.1491, "theo": 3.1488, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.2, "last_trade_time": "2026-11-10T13:27:38", "percent_change": 0.0, "prev_day_close": 3.15500009059906}, {"option": "SPY270331C00576000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2973, "open_interest": 0.0, "volume": 0.0, "delta": 0.9508, "gamma": 0.0007, "vega": 0.4854, "theta": -0.0082, "rho": 1.8354, "theo": 194.3853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 205.67, "last_trade_time": "2026-10-29T11:33:04", "percent_change": 0.0, "prev_day_close": 194.259994506836}, {"option": "SPY270331P00576000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3021, "open_interest": 486.0, "volume": 0.0, "delta": -0.051, "gamma": 0.0007, "vega": 0.503, "theta": -0.0516, "rho": -0.1506, "theo": 3.1771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.9, "last_trade_time": "2026-10-20T09:39:41", "percent_change": 0.0, "prev_day_close": 3.1800000667572}, {"option": "SPY270331C00577000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2963, "open_interest": 0.0, "volume": 0.0, "delta": 0.9503, "gamma": 0.0007, "vega": 0.4889, "theta": -0.0087, "rho": 1.8375, "theo": 193.4287, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 193.319999694824}, {"option": "SPY270331P00577000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3012, "open_interest": 55.0, "volume": 0.0, "delta": -0.0516, "gamma": 0.0008, "vega": 0.5073, "theta": -0.0519, "rho": -0.1522, "theo": 3.2051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.65, "last_trade_time": "2026-08-21T09:59:46", "percent_change": 0.0, "prev_day_close": 3.21000003814697}, {"option": "SPY270331C00578000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2944, "open_interest": 1.0, "volume": 0.0, "delta": 0.9498, "gamma": 0.0007, "vega": 0.4924, "theta": -0.0092, "rho": 1.8395, "theo": 192.4724, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 206.09, "last_trade_time": "2026-09-25T11:34:41", "percent_change": 0.0, "prev_day_close": 192.345001220703}, {"option": "SPY270331P00578000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3003, "open_interest": 23.0, "volume": 0.0, "delta": -0.0521, "gamma": 0.0008, "vega": 0.5116, "theta": -0.0521, "rho": -0.1537, "theo": 3.2334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.29, "last_trade_time": "2026-10-16T13:06:09", "percent_change": 0.0, "prev_day_close": 3.24000000953674}, {"option": "SPY270331C00579000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.294, "open_interest": 0.0, "volume": 0.0, "delta": 0.9493, "gamma": 0.0007, "vega": 0.4958, "theta": -0.0096, "rho": 1.8415, "theo": 191.5163, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 191.389999389648}, {"option": "SPY270331P00579000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2994, "open_interest": 25.0, "volume": 0.0, "delta": -0.0526, "gamma": 0.0008, "vega": 0.516, "theta": -0.0524, "rho": -0.1552, "theo": 3.262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.46, "last_trade_time": "2026-10-16T13:11:00", "percent_change": 0.0, "prev_day_close": 3.26499998569488}, {"option": "SPY270331C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.293, "open_interest": 115.0, "volume": 0.0, "delta": 0.9487, "gamma": 0.0008, "vega": 0.4994, "theta": -0.0101, "rho": 1.8436, "theo": 190.5605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 170.22, "last_trade_time": "2026-11-06T12:36:44", "percent_change": 0.0, "prev_day_close": 190.430000305176}, {"option": "SPY270331P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2984, "open_interest": 301.0, "volume": 0.0, "delta": -0.0532, "gamma": 0.0008, "vega": 0.5206, "theta": -0.0527, "rho": -0.1569, "theo": 3.2927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.23, "last_trade_time": "2026-11-10T13:54:00", "percent_change": 0.0, "prev_day_close": 3.29999995231628}, {"option": "SPY270331C00581000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2928, "open_interest": 100.0, "volume": 0.0, "delta": 0.9482, "gamma": 0.0008, "vega": 0.5029, "theta": -0.0106, "rho": 1.8456, "theo": 189.605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 201.56, "last_trade_time": "2026-08-25T09:30:05", "percent_change": 0.0, "prev_day_close": 189.480003356934}, {"option": "SPY270331P00581000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2975, "open_interest": 17.0, "volume": 0.0, "delta": -0.0538, "gamma": 0.0008, "vega": 0.525, "theta": -0.053, "rho": -0.1585, "theo": 3.3221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.12, "last_trade_time": "2026-10-01T09:30:01", "percent_change": 0.0, "prev_day_close": 3.32499992847443}, {"option": "SPY270331C00582000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.291, "open_interest": 101.0, "volume": 0.0, "delta": 0.9477, "gamma": 0.0008, "vega": 0.5064, "theta": -0.0111, "rho": 1.8476, "theo": 188.6497, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 210.89, "last_trade_time": "2026-10-06T13:35:35", "percent_change": 0.0, "prev_day_close": 188.520004272461}, {"option": "SPY270331P00582000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2966, "open_interest": 41.0, "volume": 0.0, "delta": -0.0543, "gamma": 0.0008, "vega": 0.5293, "theta": -0.0532, "rho": -0.16, "theo": 3.3518, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.05, "last_trade_time": "2026-11-05T11:31:52", "percent_change": 0.0, "prev_day_close": 3.3549998998642}, {"option": "SPY270331C00583000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2919, "open_interest": 0.0, "volume": 0.0, "delta": 0.9471, "gamma": 0.0008, "vega": 0.51, "theta": -0.0116, "rho": 1.8495, "theo": 187.6948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 187.569999694824}, {"option": "SPY270331P00583000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2957, "open_interest": 63.0, "volume": 0.0, "delta": -0.0549, "gamma": 0.0008, "vega": 0.5337, "theta": -0.0535, "rho": -0.1616, "theo": 3.3818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.95, "last_trade_time": "2026-10-15T10:09:45", "percent_change": 0.0, "prev_day_close": 3.38499999046326}, {"option": "SPY270331C00584000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2911, "open_interest": 1.0, "volume": 0.0, "delta": 0.9466, "gamma": 0.0008, "vega": 0.5151, "theta": -0.0121, "rho": 1.8515, "theo": 186.7401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 200.42, "last_trade_time": "2026-09-25T11:34:41", "percent_change": 0.0, "prev_day_close": 186.610000610352}, {"option": "SPY270331P00584000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2948, "open_interest": 7267.0, "volume": 2.0, "delta": -0.0554, "gamma": 0.0008, "vega": 0.5382, "theta": -0.0538, "rho": -0.1632, "theo": 3.4122, "change": -0.74, "open": 3.48, "high": 3.48, "low": 3.47, "tick": "down", "last_trade_price": 3.47, "last_trade_time": "2026-11-11T14:47:11", "percent_change": -17.5772, "prev_day_close": 3.41500008106232}, {"option": "SPY270331C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2896, "open_interest": 2.0, "volume": 0.0, "delta": 0.946, "gamma": 0.0008, "vega": 0.5203, "theta": -0.0126, "rho": 1.8535, "theo": 185.7857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 201.5, "last_trade_time": "2026-08-06T12:18:02", "percent_change": 0.0, "prev_day_close": 185.654998779297}, {"option": "SPY270331P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2941, "open_interest": 189.0, "volume": 0.0, "delta": -0.056, "gamma": 0.0008, "vega": 0.5424, "theta": -0.0541, "rho": -0.1647, "theo": 3.4409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.45, "last_trade_time": "2026-11-10T13:54:00", "percent_change": 0.0, "prev_day_close": 3.45500004291534}, {"option": "SPY270331C00586000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2888, "open_interest": 0.0, "volume": 0.0, "delta": 0.9455, "gamma": 0.0008, "vega": 0.5256, "theta": -0.0131, "rho": 1.8554, "theo": 184.8316, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.705001831055}, {"option": "SPY270331P00586000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2932, "open_interest": 11.0, "volume": 0.0, "delta": -0.0566, "gamma": 0.0008, "vega": 0.5469, "theta": -0.0543, "rho": -0.1665, "theo": 3.4721, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.08, "last_trade_time": "2026-11-06T11:23:45", "percent_change": 0.0, "prev_day_close": 3.48000001907349}, {"option": "SPY270331C00587000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2872, "open_interest": 0.0, "volume": 0.0, "delta": 0.9449, "gamma": 0.0008, "vega": 0.531, "theta": -0.0136, "rho": 1.8574, "theo": 183.8778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 183.779998779297}, {"option": "SPY270331P00587000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2923, "open_interest": 27.0, "volume": 0.0, "delta": -0.0571, "gamma": 0.0008, "vega": 0.5512, "theta": -0.0546, "rho": -0.1685, "theo": 3.5037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.56, "last_trade_time": "2026-09-10T13:57:10", "percent_change": 0.0, "prev_day_close": 3.50999999046326}, {"option": "SPY270331C00588000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2868, "open_interest": 1.0, "volume": 0.0, "delta": 0.9443, "gamma": 0.0008, "vega": 0.5365, "theta": -0.0141, "rho": 1.8593, "theo": 182.9292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 178.68, "last_trade_time": "2026-11-02T14:49:57", "percent_change": 0.0, "prev_day_close": 182.809997558594}, {"option": "SPY270331P00588000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2914, "open_interest": 27.0, "volume": 0.0, "delta": -0.0577, "gamma": 0.0008, "vega": 0.5557, "theta": -0.0549, "rho": -0.1702, "theo": 3.5357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.28, "last_trade_time": "2026-11-09T14:41:29", "percent_change": 0.0, "prev_day_close": 3.54499995708466}, {"option": "SPY270331C00589000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2863, "open_interest": 0.0, "volume": 0.0, "delta": 0.9437, "gamma": 0.0008, "vega": 0.542, "theta": -0.0146, "rho": 1.8612, "theo": 181.976, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 181.845001220703}, {"option": "SPY270331P00589000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2905, "open_interest": 37.0, "volume": 0.0, "delta": -0.0583, "gamma": 0.0008, "vega": 0.5602, "theta": -0.0552, "rho": -0.1718, "theo": 3.5677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.52, "last_trade_time": "2026-08-05T11:21:09", "percent_change": 0.0, "prev_day_close": 3.57499992847443}, {"option": "SPY270331C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2853, "open_interest": 5.0, "volume": 0.0, "delta": 0.9432, "gamma": 0.0008, "vega": 0.5477, "theta": -0.0151, "rho": 1.8631, "theo": 181.0231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 192.6, "last_trade_time": "2026-10-28T10:55:28", "percent_change": 0.0, "prev_day_close": 180.925003051758}, {"option": "SPY270331P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2896, "open_interest": 237.0, "volume": 0.0, "delta": -0.059, "gamma": 0.0009, "vega": 0.5648, "theta": -0.0555, "rho": -0.1735, "theo": 3.6007, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.37, "last_trade_time": "2026-11-09T15:44:49", "percent_change": 0.0, "prev_day_close": 3.61500000953674}, {"option": "SPY270331C00591000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.285, "open_interest": 0.0, "volume": 0.0, "delta": 0.9426, "gamma": 0.0008, "vega": 0.5534, "theta": -0.0156, "rho": 1.8649, "theo": 180.0706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.950004577637}, {"option": "SPY270331P00591000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2887, "open_interest": 28.0, "volume": 0.0, "delta": -0.0596, "gamma": 0.0009, "vega": 0.5693, "theta": -0.0558, "rho": -0.175, "theo": 3.6332, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.44, "last_trade_time": "2026-11-06T11:05:48", "percent_change": 0.0, "prev_day_close": 3.63999998569488}, {"option": "SPY270331C00592000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2844, "open_interest": 1.0, "volume": 0.0, "delta": 0.942, "gamma": 0.0009, "vega": 0.5592, "theta": -0.0161, "rho": 1.8668, "theo": 179.1183, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 142.73, "last_trade_time": "2026-04-16T13:01:30", "percent_change": 0.0, "prev_day_close": 178.98999786377}, {"option": "SPY270331P00592000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2879, "open_interest": 156.0, "volume": 0.0, "delta": -0.0602, "gamma": 0.0009, "vega": 0.5742, "theta": -0.0561, "rho": -0.1768, "theo": 3.6685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.23, "last_trade_time": "2026-11-09T09:45:05", "percent_change": 0.0, "prev_day_close": 3.67000007629394}, {"option": "SPY270331C00593000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2836, "open_interest": 1.0, "volume": 0.0, "delta": 0.9413, "gamma": 0.0009, "vega": 0.5651, "theta": -0.0166, "rho": 1.8686, "theo": 178.1663, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 197.31, "last_trade_time": "2026-08-07T12:32:16", "percent_change": 0.0, "prev_day_close": 178.040000915527}, {"option": "SPY270331P00593000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2869, "open_interest": 1292.0, "volume": 0.0, "delta": -0.0608, "gamma": 0.0009, "vega": 0.5788, "theta": -0.0564, "rho": -0.1786, "theo": 3.7009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.67, "last_trade_time": "2026-10-12T10:06:45", "percent_change": 0.0, "prev_day_close": 3.71000003814697}, {"option": "SPY270331C00594000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2821, "open_interest": 1.0, "volume": 0.0, "delta": 0.9407, "gamma": 0.0009, "vega": 0.5709, "theta": -0.0171, "rho": 1.8737, "theo": 177.2148, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 141.75, "last_trade_time": "2026-04-16T11:31:42", "percent_change": 0.0, "prev_day_close": 177.090003967285}, {"option": "SPY270331P00594000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.286, "open_interest": 315.0, "volume": 0.0, "delta": -0.0615, "gamma": 0.0009, "vega": 0.5839, "theta": -0.0567, "rho": -0.1809, "theo": 3.7378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.56, "last_trade_time": "2026-11-10T15:46:56", "percent_change": 0.0, "prev_day_close": 3.74000000953674}, {"option": "SPY270331C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2821, "open_interest": 2.0, "volume": 0.0, "delta": 0.9401, "gamma": 0.0009, "vega": 0.5754, "theta": -0.0176, "rho": 1.8753, "theo": 176.2651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 191.85, "last_trade_time": "2026-10-02T10:27:11", "percent_change": 0.0, "prev_day_close": 176.139999389648}, {"option": "SPY270331P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2852, "open_interest": 115.0, "volume": 0.0, "delta": -0.0621, "gamma": 0.0009, "vega": 0.5882, "theta": -0.057, "rho": -0.1824, "theo": 3.7692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.64, "last_trade_time": "2026-11-10T15:46:56", "percent_change": 0.0, "prev_day_close": 3.7849999666214}, {"option": "SPY270331C00596000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.281, "open_interest": 1.0, "volume": 0.0, "delta": 0.9394, "gamma": 0.0009, "vega": 0.5798, "theta": -0.0181, "rho": 1.8768, "theo": 175.3158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 188.18, "last_trade_time": "2026-08-20T12:35:59", "percent_change": 0.0, "prev_day_close": 175.190002441406}, {"option": "SPY270331P00596000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2842, "open_interest": 25.0, "volume": 0.0, "delta": -0.0628, "gamma": 0.0009, "vega": 0.5933, "theta": -0.0573, "rho": -0.1844, "theo": 3.8078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.07, "last_trade_time": "2026-10-16T15:46:06", "percent_change": 0.0, "prev_day_close": 3.80999994277954}, {"option": "SPY270331C00597000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2812, "open_interest": 3.0, "volume": 0.0, "delta": 0.9388, "gamma": 0.0009, "vega": 0.5843, "theta": -0.0186, "rho": 1.8784, "theo": 174.362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 179.3, "last_trade_time": "2026-10-22T10:38:30", "percent_change": 0.0, "prev_day_close": 174.244995117188}, {"option": "SPY270331P00597000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2834, "open_interest": 74.0, "volume": 0.0, "delta": -0.0634, "gamma": 0.0009, "vega": 0.5976, "theta": -0.0576, "rho": -0.1861, "theo": 3.8399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.75, "last_trade_time": "2026-11-10T15:45:56", "percent_change": 0.0, "prev_day_close": 3.84999990463257}, {"option": "SPY270331C00598000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2792, "open_interest": 0.0, "volume": 0.0, "delta": 0.9381, "gamma": 0.0009, "vega": 0.5888, "theta": -0.0192, "rho": 1.8799, "theo": 173.4134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 176.35, "last_trade_time": "2026-05-22T14:30:56", "percent_change": 0.0, "prev_day_close": 173.290000915527}, {"option": "SPY270331P00598000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2827, "open_interest": 92.0, "volume": 0.0, "delta": -0.0641, "gamma": 0.001, "vega": 0.6023, "theta": -0.0579, "rho": -0.188, "theo": 3.8756, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.76, "last_trade_time": "2026-11-10T15:45:56", "percent_change": 0.0, "prev_day_close": 3.87999999523163}, {"option": "SPY270331C00599000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2789, "open_interest": 3.0, "volume": 0.0, "delta": 0.9375, "gamma": 0.0009, "vega": 0.5933, "theta": -0.0197, "rho": 1.8814, "theo": 172.4653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 186.31, "last_trade_time": "2026-09-25T11:34:41", "percent_change": 0.0, "prev_day_close": 172.355003356934}, {"option": "SPY270331P00599000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2816, "open_interest": 2.0, "volume": 0.0, "delta": -0.0648, "gamma": 0.001, "vega": 0.6073, "theta": -0.0582, "rho": -0.19, "theo": 3.9128, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.98, "last_trade_time": "2026-10-30T09:32:18", "percent_change": 0.0, "prev_day_close": 3.92000007629394}, {"option": "SPY270331C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 29.0, "volume": 0.0, "delta": 0.9368, "gamma": 0.0009, "vega": 0.5979, "theta": -0.0202, "rho": 1.8829, "theo": 171.5175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.36, "last_trade_time": "2026-10-26T10:57:39", "percent_change": 0.0, "prev_day_close": 171.404998779297}, {"option": "SPY270331P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2808, "open_interest": 656.0, "volume": 166.0, "delta": -0.0655, "gamma": 0.001, "vega": 0.6122, "theta": -0.0585, "rho": -0.1919, "theo": 3.9495, "change": -0.95, "open": 4.3, "high": 4.3, "low": 3.94, "tick": "down", "last_trade_price": 3.94, "last_trade_time": "2026-11-11T13:46:53", "percent_change": -19.4274, "prev_day_close": 3.9650000333786}, {"option": "SPY270331C00601000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2774, "open_interest": 11.0, "volume": 0.0, "delta": 0.9361, "gamma": 0.001, "vega": 0.6024, "theta": -0.0207, "rho": 1.8843, "theo": 170.5702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 187.5, "last_trade_time": "2026-08-27T13:56:53", "percent_change": 0.0, "prev_day_close": 170.465003967285}, {"option": "SPY270331P00601000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2801, "open_interest": 82.0, "volume": 0.0, "delta": -0.0662, "gamma": 0.001, "vega": 0.617, "theta": -0.0588, "rho": -0.1942, "theo": 3.9858, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.37, "last_trade_time": "2026-11-10T12:54:27", "percent_change": 0.0, "prev_day_close": 3.99500000476837}, {"option": "SPY270331C00602000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2756, "open_interest": 7.0, "volume": 0.0, "delta": 0.9354, "gamma": 0.001, "vega": 0.607, "theta": -0.0212, "rho": 1.8858, "theo": 169.6233, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 162.93, "last_trade_time": "2026-05-06T15:54:55", "percent_change": 0.0, "prev_day_close": 169.514999389648}, {"option": "SPY270331P00602000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.279, "open_interest": 251.0, "volume": 0.0, "delta": -0.0669, "gamma": 0.001, "vega": 0.622, "theta": -0.0591, "rho": -0.1963, "theo": 4.0244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 12.59, "last_trade_time": "2026-06-23T11:22:08", "percent_change": 0.0, "prev_day_close": 4.03000020980835}, {"option": "SPY270331C00603000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2748, "open_interest": 1.0, "volume": 0.0, "delta": 0.9347, "gamma": 0.001, "vega": 0.6116, "theta": -0.0218, "rho": 1.8872, "theo": 168.6767, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 140.77, "last_trade_time": "2026-04-23T15:40:43", "percent_change": 0.0, "prev_day_close": 168.564994812012}, {"option": "SPY270331P00603000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2782, "open_interest": 5.0, "volume": 0.0, "delta": -0.0676, "gamma": 0.001, "vega": 0.6269, "theta": -0.0594, "rho": -0.1983, "theo": 4.0626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.35, "last_trade_time": "2026-11-03T15:59:00", "percent_change": 0.0, "prev_day_close": 4.07000017166138}, {"option": "SPY270331C00604000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 2.0, "volume": 0.0, "delta": 0.934, "gamma": 0.001, "vega": 0.6162, "theta": -0.0223, "rho": 1.8886, "theo": 167.7306, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 174.0, "last_trade_time": "2026-09-14T15:28:39", "percent_change": 0.0, "prev_day_close": 167.625}, {"option": "SPY270331P00604000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2774, "open_interest": 1237.0, "volume": 0.0, "delta": -0.0683, "gamma": 0.001, "vega": 0.6317, "theta": -0.0597, "rho": -0.2003, "theo": 4.1005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.98, "last_trade_time": "2026-10-30T15:15:04", "percent_change": 0.0, "prev_day_close": 4.1100001335144}, {"option": "SPY270331C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2742, "open_interest": 7.0, "volume": 0.0, "delta": 0.9333, "gamma": 0.001, "vega": 0.6208, "theta": -0.0228, "rho": 1.89, "theo": 166.785, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 162.54, "last_trade_time": "2026-05-08T10:25:11", "percent_change": 0.0, "prev_day_close": 166.699996948242}, {"option": "SPY270331P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2765, "open_interest": 214.0, "volume": 0.0, "delta": -0.0691, "gamma": 0.001, "vega": 0.6368, "theta": -0.06, "rho": -0.2023, "theo": 4.1394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.37, "last_trade_time": "2026-11-10T10:31:06", "percent_change": 0.0, "prev_day_close": 4.15499997138977}, {"option": "SPY270331C00606000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2725, "open_interest": 1.0, "volume": 0.0, "delta": 0.9326, "gamma": 0.001, "vega": 0.6254, "theta": -0.0233, "rho": 1.8914, "theo": 165.8397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.0, "last_trade_time": "2026-08-27T14:02:19", "percent_change": 0.0, "prev_day_close": 165.729995727539}, {"option": "SPY270331P00606000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2757, "open_interest": 43.0, "volume": 0.0, "delta": -0.0698, "gamma": 0.001, "vega": 0.6419, "theta": -0.0604, "rho": -0.2044, "theo": 4.1789, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.6, "last_trade_time": "2026-11-10T10:45:13", "percent_change": 0.0, "prev_day_close": 4.19000005722046}, {"option": "SPY270331C00607000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2724, "open_interest": 2.0, "volume": 0.0, "delta": 0.9318, "gamma": 0.001, "vega": 0.6301, "theta": -0.0239, "rho": 1.8928, "theo": 164.8949, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 183.2, "last_trade_time": "2026-08-28T11:47:39", "percent_change": 0.0, "prev_day_close": 164.784996032715}, {"option": "SPY270331P00607000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2748, "open_interest": 20.0, "volume": 0.0, "delta": -0.0706, "gamma": 0.001, "vega": 0.6471, "theta": -0.0607, "rho": -0.2066, "theo": 4.2188, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.18, "last_trade_time": "2026-10-06T13:40:03", "percent_change": 0.0, "prev_day_close": 4.23000001907349}, {"option": "SPY270331C00608000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2715, "open_interest": 18.0, "volume": 0.0, "delta": 0.9311, "gamma": 0.001, "vega": 0.6347, "theta": -0.0244, "rho": 1.8941, "theo": 163.9505, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 145.04, "last_trade_time": "2026-11-06T10:33:26", "percent_change": 0.0, "prev_day_close": 163.839996337891}, {"option": "SPY270331P00608000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 984.0, "volume": 0.0, "delta": -0.0713, "gamma": 0.0011, "vega": 0.6523, "theta": -0.061, "rho": -0.2087, "theo": 4.2592, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.25, "last_trade_time": "2026-10-12T14:50:13", "percent_change": 0.0, "prev_day_close": 4.26999998092651}, {"option": "SPY270331C00609000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2708, "open_interest": 2.0, "volume": 0.0, "delta": 0.9303, "gamma": 0.001, "vega": 0.6394, "theta": -0.0249, "rho": 1.8954, "theo": 163.0065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 169.0, "last_trade_time": "2026-09-18T09:50:17", "percent_change": 0.0, "prev_day_close": 162.904998779297}, {"option": "SPY270331P00609000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2731, "open_interest": 24.0, "volume": 0.0, "delta": -0.0721, "gamma": 0.0011, "vega": 0.6575, "theta": -0.0613, "rho": -0.2109, "theo": 4.3001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.96, "last_trade_time": "2026-09-22T11:05:27", "percent_change": 0.0, "prev_day_close": 4.30999994277954}, {"option": "SPY270331C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2701, "open_interest": 7.0, "volume": 0.0, "delta": 0.9296, "gamma": 0.0011, "vega": 0.6441, "theta": -0.0255, "rho": 1.8968, "theo": 162.063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 162.83, "last_trade_time": "2026-11-02T09:40:33", "percent_change": 0.0, "prev_day_close": 161.964996337891}, {"option": "SPY270331P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2723, "open_interest": 718.0, "volume": 10.0, "delta": -0.0729, "gamma": 0.0011, "vega": 0.663, "theta": -0.0616, "rho": -0.2132, "theo": 4.3421, "change": -1.025, "open": 4.37, "high": 4.37, "low": 4.37, "tick": "no_change", "last_trade_price": 4.37, "last_trade_time": "2026-11-11T15:11:15", "percent_change": -18.9991, "prev_day_close": 4.35500001907349}, {"option": "SPY270331C00611000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2685, "open_interest": 3.0, "volume": 0.0, "delta": 0.9288, "gamma": 0.0011, "vega": 0.6488, "theta": -0.026, "rho": 1.8981, "theo": 161.1199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 173.07, "last_trade_time": "2026-10-19T11:51:21", "percent_change": 0.0, "prev_day_close": 161.009994506836}, {"option": "SPY270331P00611000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2713, "open_interest": 476.0, "volume": 0.0, "delta": -0.0737, "gamma": 0.0011, "vega": 0.6686, "theta": -0.062, "rho": -0.2154, "theo": 4.3839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.4, "last_trade_time": "2026-11-05T10:14:29", "percent_change": 0.0, "prev_day_close": 4.39499998092651}, {"option": "SPY270331C00612000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2683, "open_interest": 3.0, "volume": 0.0, "delta": 0.928, "gamma": 0.0011, "vega": 0.6535, "theta": -0.0265, "rho": 1.8994, "theo": 160.1772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 183.37, "last_trade_time": "2026-08-14T14:30:09", "percent_change": 0.0, "prev_day_close": 160.069999694824}, {"option": "SPY270331P00612000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2705, "open_interest": 414.0, "volume": 0.0, "delta": -0.0745, "gamma": 0.0011, "vega": 0.6744, "theta": -0.0623, "rho": -0.2176, "theo": 4.4262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.14, "last_trade_time": "2026-10-26T10:46:17", "percent_change": 0.0, "prev_day_close": 4.44000005722046}, {"option": "SPY270331C00613000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2679, "open_interest": 0.0, "volume": 0.0, "delta": 0.9272, "gamma": 0.0011, "vega": 0.6582, "theta": -0.0271, "rho": 1.9006, "theo": 159.235, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.125}, {"option": "SPY270331P00613000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2697, "open_interest": 36.0, "volume": 0.0, "delta": -0.0753, "gamma": 0.0011, "vega": 0.6803, "theta": -0.0626, "rho": -0.2198, "theo": 4.469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.17, "last_trade_time": "2026-10-30T14:32:38", "percent_change": 0.0, "prev_day_close": 4.48000001907349}, {"option": "SPY270331C00614000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2671, "open_interest": 1.0, "volume": 0.0, "delta": 0.9264, "gamma": 0.0011, "vega": 0.663, "theta": -0.0276, "rho": 1.9019, "theo": 158.2932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 172.3, "last_trade_time": "2026-09-25T11:34:42", "percent_change": 0.0, "prev_day_close": 158.184997558594}, {"option": "SPY270331P00614000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2688, "open_interest": 230.0, "volume": 0.0, "delta": -0.0761, "gamma": 0.0011, "vega": 0.6861, "theta": -0.0629, "rho": -0.2222, "theo": 4.5124, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.41, "last_trade_time": "2026-11-04T15:59:00", "percent_change": 0.0, "prev_day_close": 4.52500009536743}, {"option": "SPY270331C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2663, "open_interest": 19.0, "volume": 0.0, "delta": 0.9256, "gamma": 0.0011, "vega": 0.6678, "theta": -0.0282, "rho": 1.9032, "theo": 157.3519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 172.0, "last_trade_time": "2026-10-02T10:55:21", "percent_change": 0.0, "prev_day_close": 157.245002746582}, {"option": "SPY270331P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.268, "open_interest": 146.0, "volume": 10.0, "delta": -0.077, "gamma": 0.0012, "vega": 0.6919, "theta": -0.0632, "rho": -0.2244, "theo": 4.5563, "change": -1.055, "open": 4.61, "high": 4.61, "low": 4.61, "tick": "no_change", "last_trade_price": 4.61, "last_trade_time": "2026-11-11T15:11:15", "percent_change": -18.6231, "prev_day_close": 4.57500004768372}, {"option": "SPY270331C00616000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2653, "open_interest": 3.0, "volume": 0.0, "delta": 0.9248, "gamma": 0.0011, "vega": 0.6726, "theta": -0.0287, "rho": 1.9044, "theo": 156.411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 168.02, "last_trade_time": "2026-08-04T09:42:13", "percent_change": 0.0, "prev_day_close": 156.330001831055}, {"option": "SPY270331P00616000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2671, "open_interest": 320.0, "volume": 0.0, "delta": -0.0778, "gamma": 0.0012, "vega": 0.6978, "theta": -0.0636, "rho": -0.2267, "theo": 4.6008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.06, "last_trade_time": "2026-11-05T15:31:21", "percent_change": 0.0, "prev_day_close": 4.61500000953674}, {"option": "SPY270331C00617000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2636, "open_interest": 3.0, "volume": 0.0, "delta": 0.924, "gamma": 0.0012, "vega": 0.6774, "theta": -0.0292, "rho": 1.9056, "theo": 155.4706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.97, "last_trade_time": "2026-05-06T09:31:59", "percent_change": 0.0, "prev_day_close": 155.389999389648}, {"option": "SPY270331P00617000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2663, "open_interest": 493.0, "volume": 0.0, "delta": -0.0786, "gamma": 0.0012, "vega": 0.7037, "theta": -0.0639, "rho": -0.2291, "theo": 4.6457, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.79, "last_trade_time": "2026-10-21T15:47:36", "percent_change": 0.0, "prev_day_close": 4.65999984741211}, {"option": "SPY270331C00618000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2634, "open_interest": 0.0, "volume": 0.0, "delta": 0.9231, "gamma": 0.0012, "vega": 0.6835, "theta": -0.0298, "rho": 1.9068, "theo": 154.5307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 157.82, "last_trade_time": "2026-06-05T12:02:14", "percent_change": 0.0, "prev_day_close": 154.449996948242}, {"option": "SPY270331P00618000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2654, "open_interest": 22.0, "volume": 0.0, "delta": -0.0795, "gamma": 0.0012, "vega": 0.7097, "theta": -0.0642, "rho": -0.2318, "theo": 4.6912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.88, "last_trade_time": "2026-10-07T11:18:00", "percent_change": 0.0, "prev_day_close": 4.70499992370606}, {"option": "SPY270331C00619000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.262, "open_interest": 17.0, "volume": 0.0, "delta": 0.9223, "gamma": 0.0012, "vega": 0.6905, "theta": -0.0303, "rho": 1.908, "theo": 153.5912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 132.01, "last_trade_time": "2026-11-05T15:58:56", "percent_change": 0.0, "prev_day_close": 153.509994506836}, {"option": "SPY270331P00619000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2646, "open_interest": 35.0, "volume": 2.0, "delta": -0.0804, "gamma": 0.0012, "vega": 0.7156, "theta": -0.0646, "rho": -0.234, "theo": 4.7375, "change": -0.765, "open": 5.13, "high": 5.13, "low": 5.13, "tick": "up", "last_trade_price": 5.13, "last_trade_time": "2026-11-11T10:24:40", "percent_change": -12.9771, "prev_day_close": 4.75}, {"option": "SPY270331C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 14.0, "volume": 0.0, "delta": 0.9214, "gamma": 0.0012, "vega": 0.6975, "theta": -0.0309, "rho": 1.9091, "theo": 152.6522, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 167.69, "last_trade_time": "2026-10-02T09:43:26", "percent_change": 0.0, "prev_day_close": 152.574996948242}, {"option": "SPY270331P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2639, "open_interest": 504.0, "volume": 35.0, "delta": -0.0813, "gamma": 0.0012, "vega": 0.7216, "theta": -0.0649, "rho": -0.237, "theo": 4.7857, "change": -0.965, "open": 4.99, "high": 4.99, "low": 4.99, "tick": "no_change", "last_trade_price": 4.99, "last_trade_time": "2026-11-11T11:48:36", "percent_change": -16.2049, "prev_day_close": 4.8050000667572}, {"option": "SPY270331C00621000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2606, "open_interest": 8.0, "volume": 0.0, "delta": 0.9205, "gamma": 0.0012, "vega": 0.7047, "theta": -0.0314, "rho": 1.9102, "theo": 151.7137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 174.0, "last_trade_time": "2026-08-10T09:54:40", "percent_change": 0.0, "prev_day_close": 151.63500213623}, {"option": "SPY270331P00621000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.263, "open_interest": 30.0, "volume": 1.0, "delta": -0.0822, "gamma": 0.0012, "vega": 0.7276, "theta": -0.0653, "rho": -0.2394, "theo": 4.8342, "change": -1.105, "open": 4.91, "high": 4.91, "low": 4.91, "tick": "down", "last_trade_price": 4.91, "last_trade_time": "2026-11-11T12:42:39", "percent_change": -18.3707, "prev_day_close": 4.84999990463257}, {"option": "SPY270331C00622000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.26, "open_interest": 1.0, "volume": 0.0, "delta": 0.9196, "gamma": 0.0012, "vega": 0.7119, "theta": -0.032, "rho": 1.9113, "theo": 150.7756, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.08, "last_trade_time": "2026-05-12T10:46:52", "percent_change": 0.0, "prev_day_close": 150.694999694824}, {"option": "SPY270331P00622000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2622, "open_interest": 127.0, "volume": 0.0, "delta": -0.0831, "gamma": 0.0012, "vega": 0.7334, "theta": -0.0656, "rho": -0.2417, "theo": 4.8815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.25, "last_trade_time": "2026-11-06T12:53:00", "percent_change": 0.0, "prev_day_close": 4.89499998092651}, {"option": "SPY270331C00623000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2591, "open_interest": 1.0, "volume": 0.0, "delta": 0.9188, "gamma": 0.0012, "vega": 0.7193, "theta": -0.0325, "rho": 1.9124, "theo": 149.8381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 162.52, "last_trade_time": "2026-06-03T14:49:07", "percent_change": 0.0, "prev_day_close": 149.76000213623}, {"option": "SPY270331P00623000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2613, "open_interest": 3.0, "volume": 0.0, "delta": -0.084, "gamma": 0.0013, "vega": 0.7392, "theta": -0.066, "rho": -0.2441, "theo": 4.929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.28, "last_trade_time": "2026-10-30T15:19:00", "percent_change": 0.0, "prev_day_close": 4.9449999332428}, {"option": "SPY270331C00624000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2581, "open_interest": 2.0, "volume": 0.0, "delta": 0.9179, "gamma": 0.0012, "vega": 0.7268, "theta": -0.0331, "rho": 1.9135, "theo": 148.901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 100.94, "last_trade_time": "2026-04-09T14:03:18", "percent_change": 0.0, "prev_day_close": 148.824996948242}, {"option": "SPY270331P00624000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2604, "open_interest": 250.0, "volume": 0.0, "delta": -0.085, "gamma": 0.0013, "vega": 0.7455, "theta": -0.0663, "rho": -0.2468, "theo": 4.9803, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.48, "last_trade_time": "2026-10-08T13:10:45", "percent_change": 0.0, "prev_day_close": 4.99499988555908}, {"option": "SPY270331C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2568, "open_interest": 316.0, "volume": 0.0, "delta": 0.917, "gamma": 0.0013, "vega": 0.7344, "theta": -0.0336, "rho": 1.9145, "theo": 147.9644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 158.68, "last_trade_time": "2026-10-19T15:26:38", "percent_change": 0.0, "prev_day_close": 147.900001525879}, {"option": "SPY270331P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2596, "open_interest": 392.0, "volume": 36.0, "delta": -0.0859, "gamma": 0.0013, "vega": 0.7514, "theta": -0.0666, "rho": -0.2494, "theo": 5.0279, "change": -1.275, "open": 5.27, "high": 5.27, "low": 4.99, "tick": "down", "last_trade_price": 4.99, "last_trade_time": "2026-11-11T13:22:23", "percent_change": -20.3512, "prev_day_close": 5.05000019073486}, {"option": "SPY270331C00626000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 0.0, "volume": 0.0, "delta": 0.916, "gamma": 0.0013, "vega": 0.7421, "theta": -0.0342, "rho": 1.9155, "theo": 147.0283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 147.14, "last_trade_time": "2026-06-08T10:11:35", "percent_change": 0.0, "prev_day_close": 146.974998474121}, {"option": "SPY270331P00626000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2588, "open_interest": 13.0, "volume": 0.0, "delta": -0.0869, "gamma": 0.0013, "vega": 0.7579, "theta": -0.067, "rho": -0.2528, "theo": 5.0806, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.04, "last_trade_time": "2026-10-09T14:51:54", "percent_change": 0.0, "prev_day_close": 5.09500002861023}, {"option": "SPY270331C00627000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 1.0, "volume": 0.0, "delta": 0.9151, "gamma": 0.0013, "vega": 0.7492, "theta": -0.0348, "rho": 1.9205, "theo": 146.0934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 153.94, "last_trade_time": "2026-10-16T13:06:05", "percent_change": 0.0, "prev_day_close": 146.019996643066}, {"option": "SPY270331P00627000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.258, "open_interest": 24.0, "volume": 0.0, "delta": -0.0878, "gamma": 0.0013, "vega": 0.7637, "theta": -0.0673, "rho": -0.2554, "theo": 5.1297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.04, "last_trade_time": "2026-11-06T15:18:01", "percent_change": 0.0, "prev_day_close": 5.14499998092651}, {"option": "SPY270331C00628000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2549, "open_interest": 1.0, "volume": 0.0, "delta": 0.9141, "gamma": 0.0013, "vega": 0.7551, "theta": -0.0353, "rho": 1.9212, "theo": 145.1604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 150.0, "last_trade_time": "2026-10-26T09:33:40", "percent_change": 0.0, "prev_day_close": 145.105003356934}, {"option": "SPY270331P00628000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2571, "open_interest": 38.0, "volume": 0.0, "delta": -0.0888, "gamma": 0.0013, "vega": 0.7698, "theta": -0.0677, "rho": -0.258, "theo": 5.1815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.04, "last_trade_time": "2026-10-22T10:15:31", "percent_change": 0.0, "prev_day_close": 5.1949999332428}, {"option": "SPY270331C00629000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2548, "open_interest": 12.0, "volume": 0.0, "delta": 0.9132, "gamma": 0.0013, "vega": 0.761, "theta": -0.0359, "rho": 1.9218, "theo": 144.228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 165.2, "last_trade_time": "2026-08-07T12:53:08", "percent_change": 0.0, "prev_day_close": 144.169998168945}, {"option": "SPY270331P00629000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2563, "open_interest": 46.0, "volume": 0.0, "delta": -0.0898, "gamma": 0.0014, "vega": 0.7759, "theta": -0.068, "rho": -0.2607, "theo": 5.2338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.68, "last_trade_time": "2026-11-09T14:22:55", "percent_change": 0.0, "prev_day_close": 5.25500011444092}, {"option": "SPY270331C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2534, "open_interest": 79.0, "volume": 0.0, "delta": 0.9122, "gamma": 0.0013, "vega": 0.7669, "theta": -0.0364, "rho": 1.9223, "theo": 143.2962, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.95, "last_trade_time": "2026-11-02T13:33:42", "percent_change": 0.0, "prev_day_close": 143.23999786377}, {"option": "SPY270331P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2554, "open_interest": 373.0, "volume": 93.0, "delta": -0.0908, "gamma": 0.0014, "vega": 0.7822, "theta": -0.0684, "rho": -0.2634, "theo": 5.287, "change": -1.235, "open": 5.56, "high": 5.56, "low": 5.36, "tick": "down", "last_trade_price": 5.36, "last_trade_time": "2026-11-11T12:55:05", "percent_change": -18.7263, "prev_day_close": 5.30999994277954}, {"option": "SPY270331C00631000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 2.0, "volume": 0.0, "delta": 0.9112, "gamma": 0.0014, "vega": 0.7729, "theta": -0.037, "rho": 1.9229, "theo": 142.3651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 158.07, "last_trade_time": "2026-10-14T10:20:51", "percent_change": 0.0, "prev_day_close": 142.380004882812}, {"option": "SPY270331P00631000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2546, "open_interest": 30.0, "volume": 0.0, "delta": -0.0918, "gamma": 0.0014, "vega": 0.7886, "theta": -0.0687, "rho": -0.2662, "theo": 5.3407, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.35, "last_trade_time": "2026-11-05T10:40:38", "percent_change": 0.0, "prev_day_close": 5.35500001907349}, {"option": "SPY270331C00632000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.252, "open_interest": 2.0, "volume": 0.0, "delta": 0.9102, "gamma": 0.0014, "vega": 0.7788, "theta": -0.0376, "rho": 1.9234, "theo": 141.4345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 163.64, "last_trade_time": "2026-08-07T12:20:18", "percent_change": 0.0, "prev_day_close": 141.434997558594}, {"option": "SPY270331P00632000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2539, "open_interest": 233.0, "volume": 0.0, "delta": -0.0929, "gamma": 0.0014, "vega": 0.795, "theta": -0.0691, "rho": -0.2691, "theo": 5.3957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.67, "last_trade_time": "2026-10-28T15:39:01", "percent_change": 0.0, "prev_day_close": 5.41499996185303}, {"option": "SPY270331C00633000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2515, "open_interest": 5.0, "volume": 0.0, "delta": 0.9091, "gamma": 0.0014, "vega": 0.7848, "theta": -0.0381, "rho": 1.9238, "theo": 140.5046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 162.68, "last_trade_time": "2026-08-07T12:20:59", "percent_change": 0.0, "prev_day_close": 140.444999694824}, {"option": "SPY270331P00633000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.253, "open_interest": 35.0, "volume": 0.0, "delta": -0.0939, "gamma": 0.0014, "vega": 0.8012, "theta": -0.0694, "rho": -0.2726, "theo": 5.4501, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.45, "last_trade_time": "2026-11-09T10:15:12", "percent_change": 0.0, "prev_day_close": 5.46499991416931}, {"option": "SPY270331C00634000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2509, "open_interest": 2.0, "volume": 0.0, "delta": 0.9081, "gamma": 0.0014, "vega": 0.7908, "theta": -0.0387, "rho": 1.9243, "theo": 139.5753, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 156.44, "last_trade_time": "2026-08-27T12:16:26", "percent_change": 0.0, "prev_day_close": 139.519996643066}, {"option": "SPY270331P00634000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 7.0, "volume": 0.0, "delta": -0.095, "gamma": 0.0014, "vega": 0.8076, "theta": -0.0698, "rho": -0.2755, "theo": 5.5066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.0, "last_trade_time": "2026-11-05T15:57:59", "percent_change": 0.0, "prev_day_close": 5.52500009536743}, {"option": "SPY270331C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2503, "open_interest": 29.0, "volume": 3.0, "delta": 0.907, "gamma": 0.0014, "vega": 0.7968, "theta": -0.0393, "rho": 1.9247, "theo": 138.6466, "change": 9.51, "open": 137.9, "high": 137.9, "low": 137.9, "tick": "up", "last_trade_price": 137.9, "last_trade_time": "2026-11-11T15:56:14", "percent_change": 7.40712, "prev_day_close": 138.584999084473}, {"option": "SPY270331P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2512, "open_interest": 157.0, "volume": 20.0, "delta": -0.096, "gamma": 0.0014, "vega": 0.8139, "theta": -0.0702, "rho": -0.2783, "theo": 5.5621, "change": -0.855, "open": 6.09, "high": 6.09, "low": 6.09, "tick": "no_change", "last_trade_price": 6.09, "last_trade_time": "2026-11-11T10:21:50", "percent_change": -12.311, "prev_day_close": 5.59000015258789}, {"option": "SPY270331C00636000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2489, "open_interest": 1.0, "volume": 0.0, "delta": 0.906, "gamma": 0.0014, "vega": 0.8028, "theta": -0.0398, "rho": 1.9251, "theo": 137.7186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 135.96, "last_trade_time": "2026-06-05T15:35:10", "percent_change": 0.0, "prev_day_close": 137.659996032715}, {"option": "SPY270331P00636000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2505, "open_interest": 77.0, "volume": 0.0, "delta": -0.0972, "gamma": 0.0015, "vega": 0.8206, "theta": -0.0705, "rho": -0.2814, "theo": 5.6203, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.0, "last_trade_time": "2026-11-06T10:32:21", "percent_change": 0.0, "prev_day_close": 5.63499999046326}, {"option": "SPY270331C00637000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2481, "open_interest": 1.0, "volume": 0.0, "delta": 0.9049, "gamma": 0.0014, "vega": 0.8088, "theta": -0.0404, "rho": 1.9254, "theo": 136.7913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 135.29, "last_trade_time": "2026-06-05T15:35:14", "percent_change": 0.0, "prev_day_close": 136.745002746582}, {"option": "SPY270331P00637000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2497, "open_interest": 129.0, "volume": 0.0, "delta": -0.0982, "gamma": 0.0015, "vega": 0.8272, "theta": -0.0709, "rho": -0.2844, "theo": 5.6782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.51, "last_trade_time": "2026-11-05T15:17:10", "percent_change": 0.0, "prev_day_close": 5.6949999332428}, {"option": "SPY270331C00638000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2472, "open_interest": 6.0, "volume": 0.0, "delta": 0.9038, "gamma": 0.0015, "vega": 0.8149, "theta": -0.041, "rho": 1.9258, "theo": 135.8646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 148.15, "last_trade_time": "2026-08-31T13:06:10", "percent_change": 0.0, "prev_day_close": 135.819999694824}, {"option": "SPY270331P00638000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2489, "open_interest": 129.0, "volume": 1.0, "delta": -0.0994, "gamma": 0.0015, "vega": 0.8338, "theta": -0.0712, "rho": -0.2872, "theo": 5.7365, "change": -0.92, "open": 6.24, "high": 6.24, "low": 6.24, "tick": "down", "last_trade_price": 6.24, "last_trade_time": "2026-11-11T09:30:00", "percent_change": -12.8492, "prev_day_close": 5.75500011444092}, {"option": "SPY270331C00639000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2467, "open_interest": 21.0, "volume": 1.0, "delta": 0.9027, "gamma": 0.0015, "vega": 0.8209, "theta": -0.0415, "rho": 1.9261, "theo": 134.9385, "change": 6.8, "open": 131.54, "high": 131.54, "low": 131.54, "tick": "down", "last_trade_price": 131.54, "last_trade_time": "2026-11-11T10:40:33", "percent_change": 5.45134, "prev_day_close": 134.889999389648}, {"option": "SPY270331P00639000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.248, "open_interest": 109.0, "volume": 0.0, "delta": -0.1005, "gamma": 0.0015, "vega": 0.8405, "theta": -0.0716, "rho": -0.2903, "theo": 5.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.58, "last_trade_time": "2026-11-04T14:43:07", "percent_change": 0.0, "prev_day_close": 5.81500005722046}, {"option": "SPY270331C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2459, "open_interest": 76.0, "volume": 1.0, "delta": 0.9016, "gamma": 0.0015, "vega": 0.827, "theta": -0.0421, "rho": 1.9264, "theo": 134.0132, "change": 11.93, "open": 135.76, "high": 135.76, "low": 135.76, "tick": "up", "last_trade_price": 135.76, "last_trade_time": "2026-11-11T13:42:33", "percent_change": 9.63417, "prev_day_close": 133.965003967285}, {"option": "SPY270331P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2472, "open_interest": 617.0, "volume": 5.0, "delta": -0.1016, "gamma": 0.0015, "vega": 0.8473, "theta": -0.072, "rho": -0.2932, "theo": 5.8552, "change": -1.475, "open": 5.84, "high": 5.84, "low": 5.84, "tick": "down", "last_trade_price": 5.84, "last_trade_time": "2026-11-11T15:38:00", "percent_change": -20.164, "prev_day_close": 5.88499999046326}, {"option": "SPY270331C00641000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2451, "open_interest": 2.0, "volume": 0.0, "delta": 0.9005, "gamma": 0.0015, "vega": 0.833, "theta": -0.0427, "rho": 1.9267, "theo": 133.0885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 146.72, "last_trade_time": "2026-08-04T09:54:37", "percent_change": 0.0, "prev_day_close": 133.04500579834}, {"option": "SPY270331P00641000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2464, "open_interest": 20.0, "volume": 0.0, "delta": -0.1028, "gamma": 0.0016, "vega": 0.8546, "theta": -0.0723, "rho": -0.2964, "theo": 5.9165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.46, "last_trade_time": "2026-11-06T15:37:13", "percent_change": 0.0, "prev_day_close": 5.93999981880188}, {"option": "SPY270331C00642000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2443, "open_interest": 3.0, "volume": 0.0, "delta": 0.8993, "gamma": 0.0015, "vega": 0.8391, "theta": -0.0432, "rho": 1.927, "theo": 132.1644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 145.76, "last_trade_time": "2026-08-31T09:33:33", "percent_change": 0.0, "prev_day_close": 132.120002746582}, {"option": "SPY270331P00642000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2456, "open_interest": 207.0, "volume": 0.0, "delta": -0.104, "gamma": 0.0016, "vega": 0.8622, "theta": -0.0727, "rho": -0.2998, "theo": 5.9795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.26, "last_trade_time": "2026-11-05T10:36:36", "percent_change": 0.0, "prev_day_close": 6.0}, {"option": "SPY270331C00643000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2435, "open_interest": 3.0, "volume": 0.0, "delta": 0.8982, "gamma": 0.0016, "vega": 0.8452, "theta": -0.0438, "rho": 1.9272, "theo": 131.2411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 142.46, "last_trade_time": "2026-09-02T13:04:08", "percent_change": 0.0, "prev_day_close": 131.194999694824}, {"option": "SPY270331P00643000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2447, "open_interest": 76.0, "volume": 0.0, "delta": -0.1052, "gamma": 0.0016, "vega": 0.8695, "theta": -0.073, "rho": -0.3032, "theo": 6.0402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.0, "last_trade_time": "2026-11-09T09:39:43", "percent_change": 0.0, "prev_day_close": 6.06500005722046}, {"option": "SPY270331C00644000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2427, "open_interest": 15.0, "volume": 0.0, "delta": 0.897, "gamma": 0.0016, "vega": 0.8513, "theta": -0.0444, "rho": 1.9274, "theo": 130.3184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 134.17, "last_trade_time": "2026-08-03T09:50:40", "percent_change": 0.0, "prev_day_close": 130.279998779297}, {"option": "SPY270331P00644000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2439, "open_interest": 24.0, "volume": 0.0, "delta": -0.1063, "gamma": 0.0016, "vega": 0.8768, "theta": -0.0734, "rho": -0.3059, "theo": 6.1022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.42, "last_trade_time": "2026-10-15T14:04:22", "percent_change": 0.0, "prev_day_close": 6.125}, {"option": "SPY270331C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.242, "open_interest": 18.0, "volume": 0.0, "delta": 0.8958, "gamma": 0.0016, "vega": 0.8575, "theta": -0.045, "rho": 1.9277, "theo": 129.3964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 137.28, "last_trade_time": "2026-11-04T13:46:23", "percent_change": 0.0, "prev_day_close": 129.354995727539}, {"option": "SPY270331P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2431, "open_interest": 101.0, "volume": 0.0, "delta": -0.1076, "gamma": 0.0016, "vega": 0.8844, "theta": -0.0738, "rho": -0.3093, "theo": 6.1688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.74, "last_trade_time": "2026-11-10T15:31:46", "percent_change": 0.0, "prev_day_close": 6.19999980926514}, {"option": "SPY270331C00646000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2411, "open_interest": 1.0, "volume": 0.0, "delta": 0.8946, "gamma": 0.0016, "vega": 0.8636, "theta": -0.0456, "rho": 1.9278, "theo": 128.4751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 126.77, "last_trade_time": "2026-06-05T15:34:53", "percent_change": 0.0, "prev_day_close": 128.430000305176}, {"option": "SPY270331P00646000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2423, "open_interest": 11.0, "volume": 0.0, "delta": -0.1088, "gamma": 0.0016, "vega": 0.8916, "theta": -0.0742, "rho": -0.3125, "theo": 6.2318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.57, "last_trade_time": "2026-10-23T10:24:41", "percent_change": 0.0, "prev_day_close": 6.25500011444092}, {"option": "SPY270331C00647000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.24, "open_interest": 7.0, "volume": 0.0, "delta": 0.8934, "gamma": 0.0016, "vega": 0.8698, "theta": -0.0461, "rho": 1.928, "theo": 127.5545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 115.01, "last_trade_time": "2026-11-05T11:34:09", "percent_change": 0.0, "prev_day_close": 127.509998321533}, {"option": "SPY270331P00647000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2415, "open_interest": 7.0, "volume": 0.0, "delta": -0.1101, "gamma": 0.0017, "vega": 0.8989, "theta": -0.0745, "rho": -0.3164, "theo": 6.2979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.2, "last_trade_time": "2026-09-18T15:28:26", "percent_change": 0.0, "prev_day_close": 6.32500004768372}, {"option": "SPY270331C00648000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 5.0, "volume": 0.0, "delta": 0.8922, "gamma": 0.0016, "vega": 0.8776, "theta": -0.0467, "rho": 1.9281, "theo": 126.6346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.62, "last_trade_time": "2026-09-03T12:09:09", "percent_change": 0.0, "prev_day_close": 126.595001220703}, {"option": "SPY270331P00648000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2406, "open_interest": 401.0, "volume": 0.0, "delta": -0.1113, "gamma": 0.0017, "vega": 0.906, "theta": -0.0749, "rho": -0.3197, "theo": 6.3629, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.49, "last_trade_time": "2026-11-09T09:39:43", "percent_change": 0.0, "prev_day_close": 6.39000010490418}, {"option": "SPY270331C00649000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2386, "open_interest": 12.0, "volume": 0.0, "delta": 0.8909, "gamma": 0.0017, "vega": 0.8863, "theta": -0.0473, "rho": 1.9282, "theo": 125.7154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 132.64, "last_trade_time": "2026-06-18T13:23:32", "percent_change": 0.0, "prev_day_close": 125.675003051758}, {"option": "SPY270331P00649000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2398, "open_interest": 21.0, "volume": 0.0, "delta": -0.1126, "gamma": 0.0017, "vega": 0.9136, "theta": -0.0753, "rho": -0.3241, "theo": 6.4317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.61, "last_trade_time": "2026-10-21T15:15:51", "percent_change": 0.0, "prev_day_close": 6.45999979972839}, {"option": "SPY270331C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2384, "open_interest": 253.0, "volume": 0.0, "delta": 0.8896, "gamma": 0.0017, "vega": 0.8952, "theta": -0.0479, "rho": 1.9283, "theo": 124.7969, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 105.51, "last_trade_time": "2026-11-05T15:42:09", "percent_change": 0.0, "prev_day_close": 124.759998321533}, {"option": "SPY270331P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.239, "open_interest": 712.0, "volume": 8.0, "delta": -0.114, "gamma": 0.0017, "vega": 0.9209, "theta": -0.0757, "rho": -0.3276, "theo": 6.5007, "change": -1.63, "open": 7.06, "high": 7.3, "low": 6.5, "tick": "up", "last_trade_price": 6.51, "last_trade_time": "2026-11-11T14:02:57", "percent_change": -20.0246, "prev_day_close": 6.53500008583069}, {"option": "SPY270331C00651000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 1.0, "volume": 0.0, "delta": 0.8884, "gamma": 0.0017, "vega": 0.9042, "theta": -0.0484, "rho": 1.9283, "theo": 123.8791, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 117.03, "last_trade_time": "2026-06-09T11:38:22", "percent_change": 0.0, "prev_day_close": 123.834999084473}, {"option": "SPY270331P00651000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2382, "open_interest": 5.0, "volume": 0.0, "delta": -0.1153, "gamma": 0.0018, "vega": 0.9284, "theta": -0.076, "rho": -0.3313, "theo": 6.5712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.1, "last_trade_time": "2026-11-05T10:11:05", "percent_change": 0.0, "prev_day_close": 6.60000014305115}, {"option": "SPY270331C00652000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2365, "open_interest": 3.0, "volume": 0.0, "delta": 0.8871, "gamma": 0.0017, "vega": 0.9133, "theta": -0.049, "rho": 1.9283, "theo": 122.9621, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 120.57, "last_trade_time": "2026-05-06T15:06:06", "percent_change": 0.0, "prev_day_close": 122.930000305176}, {"option": "SPY270331P00652000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2374, "open_interest": 2.0, "volume": 0.0, "delta": -0.1166, "gamma": 0.0018, "vega": 0.9358, "theta": -0.0764, "rho": -0.3346, "theo": 6.64, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.92, "last_trade_time": "2026-10-05T12:36:30", "percent_change": 0.0, "prev_day_close": 6.66999983787537}, {"option": "SPY270331C00653000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2358, "open_interest": 2.0, "volume": 0.0, "delta": 0.8858, "gamma": 0.0018, "vega": 0.9226, "theta": -0.0496, "rho": 1.9282, "theo": 122.0458, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 136.86, "last_trade_time": "2026-09-04T12:03:31", "percent_change": 0.0, "prev_day_close": 122.005001068115}, {"option": "SPY270331P00653000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2366, "open_interest": 18.0, "volume": 0.0, "delta": -0.118, "gamma": 0.0018, "vega": 0.9433, "theta": -0.0768, "rho": -0.3381, "theo": 6.7109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.34, "last_trade_time": "2026-11-05T15:17:21", "percent_change": 0.0, "prev_day_close": 6.74000000953674}, {"option": "SPY270331C00654000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.235, "open_interest": 6.0, "volume": 0.0, "delta": 0.8844, "gamma": 0.0018, "vega": 0.932, "theta": -0.0502, "rho": 1.9281, "theo": 121.1303, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 122.04, "last_trade_time": "2026-06-12T12:48:01", "percent_change": 0.0, "prev_day_close": 121.034999847412}, {"option": "SPY270331P00654000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2358, "open_interest": 11.0, "volume": 0.0, "delta": -0.1194, "gamma": 0.0018, "vega": 0.9509, "theta": -0.0772, "rho": -0.3419, "theo": 6.7822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.12, "last_trade_time": "2026-10-05T11:34:52", "percent_change": 0.0, "prev_day_close": 6.81000018119812}, {"option": "SPY270331C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2344, "open_interest": 63.0, "volume": 0.0, "delta": 0.8831, "gamma": 0.0018, "vega": 0.9416, "theta": -0.0508, "rho": 1.9287, "theo": 120.2155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 103.6, "last_trade_time": "2026-11-06T11:20:10", "percent_change": 0.0, "prev_day_close": 120.150001525879}, {"option": "SPY270331P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.235, "open_interest": 243.0, "volume": 0.0, "delta": -0.1208, "gamma": 0.0018, "vega": 0.9583, "theta": -0.0775, "rho": -0.346, "theo": 6.8558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.56, "last_trade_time": "2026-11-10T15:37:29", "percent_change": 0.0, "prev_day_close": 6.8899998664856}, {"option": "SPY270331C00656000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2333, "open_interest": 16.0, "volume": 0.0, "delta": 0.8817, "gamma": 0.0018, "vega": 0.9493, "theta": -0.0514, "rho": 1.9325, "theo": 119.3083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 141.0, "last_trade_time": "2026-08-07T13:33:04", "percent_change": 0.0, "prev_day_close": 119.254997253418}, {"option": "SPY270331P00656000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2342, "open_interest": 15.0, "volume": 0.0, "delta": -0.1222, "gamma": 0.0018, "vega": 0.9657, "theta": -0.0779, "rho": -0.3497, "theo": 6.9298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.75, "last_trade_time": "2026-09-04T15:11:51", "percent_change": 0.0, "prev_day_close": 6.95999979972839}, {"option": "SPY270331C00657000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 5.0, "volume": 0.0, "delta": 0.8803, "gamma": 0.0018, "vega": 0.9566, "theta": -0.0519, "rho": 1.9319, "theo": 118.3929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 99.0, "last_trade_time": "2026-11-05T15:56:42", "percent_change": 0.0, "prev_day_close": 118.290000915527}, {"option": "SPY270331P00657000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2333, "open_interest": 51.0, "volume": 0.0, "delta": -0.1236, "gamma": 0.0019, "vega": 0.9732, "theta": -0.0783, "rho": -0.3535, "theo": 7.004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.96, "last_trade_time": "2026-11-09T09:48:53", "percent_change": 0.0, "prev_day_close": 7.03500008583069}, {"option": "SPY270331C00658000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.232, "open_interest": 4.0, "volume": 0.0, "delta": 0.8789, "gamma": 0.0018, "vega": 0.964, "theta": -0.0525, "rho": 1.9312, "theo": 117.4831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 125.59, "last_trade_time": "2026-09-09T11:39:53", "percent_change": 0.0, "prev_day_close": 117.404998779297}, {"option": "SPY270331P00658000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2325, "open_interest": 305.0, "volume": 121.0, "delta": -0.1251, "gamma": 0.0019, "vega": 0.9812, "theta": -0.0787, "rho": -0.3576, "theo": 7.0817, "change": -1.45, "open": 7.62, "high": 7.62, "low": 7.43, "tick": "down", "last_trade_price": 7.43, "last_trade_time": "2026-11-11T11:21:20", "percent_change": -16.3288, "prev_day_close": 7.11500000953674}, {"option": "SPY270331C00659000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2312, "open_interest": 11.0, "volume": 0.0, "delta": 0.8775, "gamma": 0.0019, "vega": 0.9713, "theta": -0.0531, "rho": 1.9304, "theo": 116.579, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 126.11, "last_trade_time": "2026-06-22T09:36:21", "percent_change": 0.0, "prev_day_close": 116.445003509521}, {"option": "SPY270331P00659000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2318, "open_interest": 5.0, "volume": 0.0, "delta": -0.1266, "gamma": 0.0019, "vega": 0.9891, "theta": -0.079, "rho": -0.3616, "theo": 7.1583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.94, "last_trade_time": "2026-09-16T15:08:33", "percent_change": 0.0, "prev_day_close": 7.18999981880188}, {"option": "SPY270331C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2304, "open_interest": 69.0, "volume": 0.0, "delta": 0.876, "gamma": 0.0019, "vega": 0.9787, "theta": -0.0537, "rho": 1.9296, "theo": 115.6664, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 96.18, "last_trade_time": "2026-11-05T15:31:00", "percent_change": 0.0, "prev_day_close": 115.479999542236}, {"option": "SPY270331P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.231, "open_interest": 725.0, "volume": 4.0, "delta": -0.128, "gamma": 0.0019, "vega": 0.9967, "theta": -0.0794, "rho": -0.3663, "theo": 7.2335, "change": -1.635, "open": 7.58, "high": 7.58, "low": 7.44, "tick": "no_change", "last_trade_price": 7.44, "last_trade_time": "2026-11-11T14:11:38", "percent_change": -18.0165, "prev_day_close": 7.27500009536743}, {"option": "SPY270331C00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2296, "open_interest": 3.0, "volume": 0.0, "delta": 0.8746, "gamma": 0.0019, "vega": 0.9861, "theta": -0.0542, "rho": 1.9288, "theo": 114.7594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.28, "last_trade_time": "2026-04-21T10:52:38", "percent_change": 0.0, "prev_day_close": 114.645000457764}, {"option": "SPY270331P00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2301, "open_interest": 20.0, "volume": 0.0, "delta": -0.1295, "gamma": 0.002, "vega": 1.0044, "theta": -0.0798, "rho": -0.3701, "theo": 7.3125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.76, "last_trade_time": "2026-11-05T11:50:47", "percent_change": 0.0, "prev_day_close": 7.35000014305115}, {"option": "SPY270331C00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2288, "open_interest": 1.0, "volume": 0.0, "delta": 0.8731, "gamma": 0.0019, "vega": 0.9934, "theta": -0.0548, "rho": 1.9279, "theo": 113.8581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 80.08, "last_trade_time": "2026-04-14T10:41:01", "percent_change": 0.0, "prev_day_close": 113.830001831055}, {"option": "SPY270331P00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2293, "open_interest": 7.0, "volume": 0.0, "delta": -0.131, "gamma": 0.002, "vega": 1.0121, "theta": -0.0802, "rho": -0.3738, "theo": 7.3922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.95, "last_trade_time": "2026-11-05T12:38:13", "percent_change": 0.0, "prev_day_close": 7.4300000667572}, {"option": "SPY270331C00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.228, "open_interest": 8.0, "volume": 0.0, "delta": 0.8716, "gamma": 0.002, "vega": 1.0008, "theta": -0.0554, "rho": 1.927, "theo": 112.9531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.6, "last_trade_time": "2026-09-09T11:53:52", "percent_change": 0.0, "prev_day_close": 112.810001373291}, {"option": "SPY270331P00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2285, "open_interest": 131.0, "volume": 0.0, "delta": -0.1326, "gamma": 0.002, "vega": 1.0202, "theta": -0.0806, "rho": -0.3779, "theo": 7.4752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.73, "last_trade_time": "2026-11-05T14:23:43", "percent_change": 0.0, "prev_day_close": 7.50999999046326}, {"option": "SPY270331C00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2272, "open_interest": 8.0, "volume": 0.0, "delta": 0.8701, "gamma": 0.002, "vega": 1.0082, "theta": -0.056, "rho": 1.926, "theo": 112.0443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 133.21, "last_trade_time": "2026-10-12T09:42:03", "percent_change": 0.0, "prev_day_close": 111.919998168945}, {"option": "SPY270331P00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2277, "open_interest": 30.0, "volume": 0.0, "delta": -0.1341, "gamma": 0.002, "vega": 1.028, "theta": -0.0809, "rho": -0.3818, "theo": 7.5549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.17, "last_trade_time": "2026-09-24T10:55:21", "percent_change": 0.0, "prev_day_close": 7.58999991416931}, {"option": "SPY270331C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2263, "open_interest": 25.0, "volume": 0.0, "delta": 0.8685, "gamma": 0.002, "vega": 1.0156, "theta": -0.0566, "rho": 1.9251, "theo": 111.1412, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 121.58, "last_trade_time": "2026-10-20T16:00:51", "percent_change": 0.0, "prev_day_close": 111.115001678467}, {"option": "SPY270331P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2269, "open_interest": 113.0, "volume": 5.0, "delta": -0.1358, "gamma": 0.0021, "vega": 1.0363, "theta": -0.0813, "rho": -0.3861, "theo": 7.6399, "change": -1.79, "open": 7.8, "high": 7.8, "low": 7.8, "tick": "down", "last_trade_price": 7.8, "last_trade_time": "2026-11-11T12:32:19", "percent_change": -18.6653, "prev_day_close": 7.68499994277954}, {"option": "SPY270331C00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 20.0, "volume": 0.0, "delta": 0.867, "gamma": 0.002, "vega": 1.0229, "theta": -0.0571, "rho": 1.9241, "theo": 110.2438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 114.94, "last_trade_time": "2026-05-20T15:43:39", "percent_change": 0.0, "prev_day_close": 110.11499786377}, {"option": "SPY270331P00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2261, "open_interest": 48.0, "volume": 0.0, "delta": -0.1374, "gamma": 0.0021, "vega": 1.0445, "theta": -0.0817, "rho": -0.3905, "theo": 7.7238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.28, "last_trade_time": "2026-11-06T09:40:33", "percent_change": 0.0, "prev_day_close": 7.75999999046326}, {"option": "SPY270331C00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2248, "open_interest": 27.0, "volume": 0.0, "delta": 0.8654, "gamma": 0.0021, "vega": 1.0303, "theta": -0.0577, "rho": 1.923, "theo": 109.3379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 122.54, "last_trade_time": "2026-09-21T10:06:55", "percent_change": 0.0, "prev_day_close": 109.309997558594}, {"option": "SPY270331P00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2253, "open_interest": 2.0, "volume": 0.0, "delta": -0.1389, "gamma": 0.0021, "vega": 1.0529, "theta": -0.0821, "rho": -0.3936, "theo": 7.8054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.0, "last_trade_time": "2026-11-05T15:20:18", "percent_change": 0.0, "prev_day_close": 7.85000014305115}, {"option": "SPY270331C00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2238, "open_interest": 53.0, "volume": 0.0, "delta": 0.8638, "gamma": 0.0021, "vega": 1.0377, "theta": -0.0583, "rho": 1.9219, "theo": 108.4378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.97, "last_trade_time": "2026-09-10T12:03:33", "percent_change": 0.0, "prev_day_close": 108.309997558594}, {"option": "SPY270331P00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2246, "open_interest": 19.0, "volume": 0.0, "delta": -0.1406, "gamma": 0.0021, "vega": 1.0616, "theta": -0.0825, "rho": -0.3985, "theo": 7.8925, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.65, "last_trade_time": "2026-11-04T10:08:20", "percent_change": 0.0, "prev_day_close": 7.93999981880188}, {"option": "SPY270331C00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2232, "open_interest": 179.0, "volume": 0.0, "delta": 0.8621, "gamma": 0.0021, "vega": 1.045, "theta": -0.0589, "rho": 1.9208, "theo": 107.5387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 127.81, "last_trade_time": "2026-10-13T15:48:45", "percent_change": 0.0, "prev_day_close": 107.344997406006}, {"option": "SPY270331P00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2237, "open_interest": 162.0, "volume": 3.0, "delta": -0.1423, "gamma": 0.0022, "vega": 1.0705, "theta": -0.0829, "rho": -0.4028, "theo": 7.9823, "change": -2.05, "open": 7.98, "high": 7.98, "low": 7.98, "tick": "down", "last_trade_price": 7.98, "last_trade_time": "2026-11-11T15:51:40", "percent_change": -20.4387, "prev_day_close": 8.03000020980835}, {"option": "SPY270331C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2223, "open_interest": 44.0, "volume": 0.0, "delta": 0.8605, "gamma": 0.0021, "vega": 1.0524, "theta": -0.0595, "rho": 1.9197, "theo": 106.6406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 106.0, "last_trade_time": "2026-10-30T16:01:42", "percent_change": 0.0, "prev_day_close": 106.484996795654}, {"option": "SPY270331P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 271.0, "volume": 12.0, "delta": -0.144, "gamma": 0.0022, "vega": 1.0791, "theta": -0.0832, "rho": -0.407, "theo": 8.0682, "change": -1.865, "open": 8.46, "high": 8.47, "low": 8.24, "tick": "up", "last_trade_price": 8.28, "last_trade_time": "2026-11-11T14:18:10", "percent_change": -18.3834, "prev_day_close": 8.11500024795532}, {"option": "SPY270331C00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2215, "open_interest": 196.0, "volume": 1.0, "delta": 0.8588, "gamma": 0.0022, "vega": 1.0598, "theta": -0.06, "rho": 1.9186, "theo": 105.7481, "change": 9.865, "open": 106.82, "high": 106.82, "low": 106.82, "tick": "up", "last_trade_price": 106.82, "last_trade_time": "2026-11-11T13:40:22", "percent_change": 10.1748, "prev_day_close": 105.579998016357}, {"option": "SPY270331P00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2222, "open_interest": 106.0, "volume": 0.0, "delta": -0.1458, "gamma": 0.0022, "vega": 1.0881, "theta": -0.0836, "rho": -0.4119, "theo": 8.1606, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.95, "last_trade_time": "2026-11-09T11:38:09", "percent_change": 0.0, "prev_day_close": 8.21000003814697}, {"option": "SPY270331C00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2208, "open_interest": 185.0, "volume": 1.0, "delta": 0.8571, "gamma": 0.0022, "vega": 1.0672, "theta": -0.0606, "rho": 1.9174, "theo": 104.8521, "change": 10.385, "open": 105.91, "high": 105.91, "low": 105.91, "tick": "up", "last_trade_price": 105.91, "last_trade_time": "2026-11-11T13:39:11", "percent_change": 10.8715, "prev_day_close": 104.869998931885}, {"option": "SPY270331P00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2213, "open_interest": 178.0, "volume": 0.0, "delta": -0.1475, "gamma": 0.0022, "vega": 1.0968, "theta": -0.084, "rho": -0.4175, "theo": 8.2516, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.2, "last_trade_time": "2026-11-02T13:56:04", "percent_change": 0.0, "prev_day_close": 8.30000019073486}, {"option": "SPY270331C00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2199, "open_interest": 111.0, "volume": 0.0, "delta": 0.8554, "gamma": 0.0022, "vega": 1.0746, "theta": -0.0612, "rho": 1.9162, "theo": 103.9571, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 121.95, "last_trade_time": "2026-09-21T14:18:36", "percent_change": 0.0, "prev_day_close": 103.91499710083}, {"option": "SPY270331P00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2206, "open_interest": 143.0, "volume": 0.0, "delta": -0.1492, "gamma": 0.0023, "vega": 1.1048, "theta": -0.0844, "rho": -0.4216, "theo": 8.3416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.11, "last_trade_time": "2026-10-30T10:51:03", "percent_change": 0.0, "prev_day_close": 8.3899998664856}, {"option": "SPY270331C00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 4.0, "volume": 0.0, "delta": 0.8537, "gamma": 0.0022, "vega": 1.0827, "theta": -0.0618, "rho": 1.9149, "theo": 103.0584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 108.15, "last_trade_time": "2026-05-15T11:53:33", "percent_change": 0.0, "prev_day_close": 102.869998931885}, {"option": "SPY270331P00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2197, "open_interest": 104.0, "volume": 0.0, "delta": -0.1511, "gamma": 0.0023, "vega": 1.114, "theta": -0.0848, "rho": -0.4264, "theo": 8.4377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.0, "last_trade_time": "2026-11-04T10:15:27", "percent_change": 0.0, "prev_day_close": 8.49000024795532}, {"option": "SPY270331C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2183, "open_interest": 68.0, "volume": 0.0, "delta": 0.852, "gamma": 0.0023, "vega": 1.093, "theta": -0.0624, "rho": 1.9136, "theo": 102.1702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 85.39, "last_trade_time": "2026-11-05T15:53:11", "percent_change": 0.0, "prev_day_close": 102.005001068115}, {"option": "SPY270331P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.219, "open_interest": 510.0, "volume": 20.0, "delta": -0.1529, "gamma": 0.0023, "vega": 1.1224, "theta": -0.0852, "rho": -0.4316, "theo": 8.5311, "change": -1.735, "open": 9.54, "high": 9.54, "low": 9.0, "tick": "down", "last_trade_price": 9.0, "last_trade_time": "2026-11-11T10:54:57", "percent_change": -16.1621, "prev_day_close": 8.58500003814697}, {"option": "SPY270331C00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2176, "open_interest": 14.0, "volume": 0.0, "delta": 0.8502, "gamma": 0.0023, "vega": 1.1035, "theta": -0.0629, "rho": 1.9123, "theo": 101.2737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.92, "last_trade_time": "2026-10-30T15:32:11", "percent_change": 0.0, "prev_day_close": 101.284999847412}, {"option": "SPY270331P00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2182, "open_interest": 23.0, "volume": 0.0, "delta": -0.1547, "gamma": 0.0024, "vega": 1.1312, "theta": -0.0855, "rho": -0.4363, "theo": 8.6293, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.85, "last_trade_time": "2026-11-10T10:50:05", "percent_change": 0.0, "prev_day_close": 8.67999982833862}, {"option": "SPY270331C00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 5.0, "volume": 0.0, "delta": 0.8484, "gamma": 0.0023, "vega": 1.1142, "theta": -0.0635, "rho": 1.9109, "theo": 100.3876, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 118.69, "last_trade_time": "2026-09-22T12:00:06", "percent_change": 0.0, "prev_day_close": 100.225002288818}, {"option": "SPY270331P00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2174, "open_interest": 43.0, "volume": 0.0, "delta": -0.1565, "gamma": 0.0024, "vega": 1.1396, "theta": -0.0859, "rho": -0.4408, "theo": 8.723, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.69, "last_trade_time": "2026-11-05T10:50:07", "percent_change": 0.0, "prev_day_close": 8.78000020980835}, {"option": "SPY270331C00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.216, "open_interest": 5.0, "volume": 0.0, "delta": 0.8466, "gamma": 0.0023, "vega": 1.125, "theta": -0.0641, "rho": 1.9094, "theo": 99.4979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.2, "last_trade_time": "2026-09-24T09:34:15", "percent_change": 0.0, "prev_day_close": 99.314998626709}, {"option": "SPY270331P00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2166, "open_interest": 36.0, "volume": 0.0, "delta": -0.1585, "gamma": 0.0024, "vega": 1.1485, "theta": -0.0863, "rho": -0.4461, "theo": 8.8256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.61, "last_trade_time": "2026-11-05T11:16:24", "percent_change": 0.0, "prev_day_close": 8.88000011444092}, {"option": "SPY270331C00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2152, "open_interest": 13.0, "volume": 0.0, "delta": 0.8447, "gamma": 0.0024, "vega": 1.136, "theta": -0.0647, "rho": 1.9079, "theo": 98.6094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 113.17, "last_trade_time": "2026-09-25T09:34:58", "percent_change": 0.0, "prev_day_close": 98.4349975585938}, {"option": "SPY270331P00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2158, "open_interest": 39.0, "volume": 1.0, "delta": -0.1604, "gamma": 0.0024, "vega": 1.1567, "theta": -0.0867, "rho": -0.4523, "theo": 8.9232, "change": -1.325, "open": 9.91, "high": 9.91, "low": 9.91, "tick": "down", "last_trade_price": 9.91, "last_trade_time": "2026-11-11T09:45:02", "percent_change": -11.7935, "prev_day_close": 8.98000001907349}, {"option": "SPY270331C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2144, "open_interest": 2041.0, "volume": 0.0, "delta": 0.8428, "gamma": 0.0024, "vega": 1.1472, "theta": -0.0652, "rho": 1.9064, "theo": 97.722, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.5, "last_trade_time": "2026-11-09T16:08:58", "percent_change": 0.0, "prev_day_close": 97.5400009155274}, {"option": "SPY270331P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 675.0, "volume": 9.0, "delta": -0.1624, "gamma": 0.0025, "vega": 1.1655, "theta": -0.0871, "rho": -0.4574, "theo": 9.0278, "change": -2.08, "open": 9.56, "high": 9.56, "low": 9.09, "tick": "up", "last_trade_price": 9.28, "last_trade_time": "2026-11-11T14:18:10", "percent_change": -18.3099, "prev_day_close": 9.08500003814697}, {"option": "SPY270331C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 110.0, "volume": 0.0, "delta": 0.833, "gamma": 0.0025, "vega": 1.1904, "theta": -0.068, "rho": 1.9006, "theo": 93.3181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 100.14, "last_trade_time": "2026-11-04T09:42:43", "percent_change": 0.0, "prev_day_close": 93.1750030517578}, {"option": "SPY270331P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2111, "open_interest": 770.0, "volume": 0.0, "delta": -0.1724, "gamma": 0.0026, "vega": 1.21, "theta": -0.0889, "rho": -0.4822, "theo": 9.5514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.48, "last_trade_time": "2026-11-09T15:17:36", "percent_change": 0.0, "prev_day_close": 9.61999988555908}, {"option": "SPY270331C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 251.0, "volume": 0.0, "delta": 0.8226, "gamma": 0.0027, "vega": 1.2327, "theta": -0.0708, "rho": 1.8875, "theo": 88.9497, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 80.08, "last_trade_time": "2026-11-10T15:09:07", "percent_change": 0.0, "prev_day_close": 88.810001373291}, {"option": "SPY270331P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2071, "open_interest": 1209.0, "volume": 2.0, "delta": -0.1833, "gamma": 0.0028, "vega": 1.2561, "theta": -0.0908, "rho": -0.508, "theo": 10.1245, "change": -2.125, "open": 10.64, "high": 10.64, "low": 10.64, "tick": "down", "last_trade_price": 10.64, "last_trade_time": "2026-11-11T11:22:58", "percent_change": -16.6471, "prev_day_close": 10.1900000572205}, {"option": "SPY270331C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2027, "open_interest": 79.0, "volume": 0.0, "delta": 0.8114, "gamma": 0.0028, "vega": 1.2745, "theta": -0.0736, "rho": 1.8733, "theo": 84.6136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.25, "last_trade_time": "2026-11-04T14:46:12", "percent_change": 0.0, "prev_day_close": 84.4500007629394}, {"option": "SPY270331P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2032, "open_interest": 517.0, "volume": 0.0, "delta": -0.195, "gamma": 0.0029, "vega": 1.3043, "theta": -0.0926, "rho": -0.5389, "theo": 10.7335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.25, "last_trade_time": "2026-11-09T15:00:08", "percent_change": 0.0, "prev_day_close": 10.8099999427795}, {"option": "SPY270331C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1976, "open_interest": 1039.0, "volume": 1.0, "delta": 0.7995, "gamma": 0.003, "vega": 1.3262, "theta": -0.0762, "rho": 1.858, "theo": 80.3203, "change": 10.225, "open": 82.0, "high": 82.0, "low": 82.0, "tick": "up", "last_trade_price": 82.0, "last_trade_time": "2026-11-11T13:22:07", "percent_change": 14.2459, "prev_day_close": 80.1699981689453}, {"option": "SPY270331P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1993, "open_interest": 7403.0, "volume": 31.0, "delta": -0.2074, "gamma": 0.0031, "vega": 1.3517, "theta": -0.0944, "rho": -0.5712, "theo": 11.3891, "change": -2.9, "open": 12.68, "high": 12.71, "low": 11.25, "tick": "up", "last_trade_price": 11.45, "last_trade_time": "2026-11-11T14:06:57", "percent_change": -20.2091, "prev_day_close": 11.4699997901916}, {"option": "SPY270331C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.195, "open_interest": 322.0, "volume": 0.0, "delta": 0.7867, "gamma": 0.0032, "vega": 1.3789, "theta": -0.0788, "rho": 1.8452, "theo": 76.0823, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 66.87, "last_trade_time": "2026-11-10T10:52:16", "percent_change": 0.0, "prev_day_close": 75.9499969482422}, {"option": "SPY270331P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1954, "open_interest": 164.0, "volume": 3.0, "delta": -0.2208, "gamma": 0.0033, "vega": 1.3998, "theta": -0.0962, "rho": -0.6013, "theo": 12.0938, "change": -3.045, "open": 12.19, "high": 12.19, "low": 12.19, "tick": "down", "last_trade_price": 12.19, "last_trade_time": "2026-11-11T13:12:44", "percent_change": -19.9869, "prev_day_close": 12.1750001907349}, {"option": "SPY270331C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1911, "open_interest": 145.0, "volume": 0.0, "delta": 0.7731, "gamma": 0.0034, "vega": 1.4244, "theta": -0.0813, "rho": 1.8222, "theo": 71.8957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.78, "last_trade_time": "2026-11-06T10:01:35", "percent_change": 0.0, "prev_day_close": 71.7849998474121}, {"option": "SPY270331P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 1391.0, "volume": 12.0, "delta": -0.235, "gamma": 0.0035, "vega": 1.4466, "theta": -0.0979, "rho": -0.6328, "theo": 12.8485, "change": -3.105, "open": 14.13, "high": 14.13, "low": 13.07, "tick": "no_change", "last_trade_price": 13.08, "last_trade_time": "2026-11-11T13:04:41", "percent_change": -19.1844, "prev_day_close": 12.9449996948242}, {"option": "SPY270331C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1861, "open_interest": 2272.0, "volume": 0.0, "delta": 0.7585, "gamma": 0.0036, "vega": 1.4683, "theta": -0.0836, "rho": 1.798, "theo": 67.7612, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.4, "last_trade_time": "2026-11-10T13:43:47", "percent_change": 0.0, "prev_day_close": 68.2050018310547}, {"option": "SPY270331P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 643.0, "volume": 5.0, "delta": -0.2503, "gamma": 0.0037, "vega": 1.4959, "theta": -0.0994, "rho": -0.6716, "theo": 13.6652, "change": -3.295, "open": 13.9, "high": 13.91, "low": 13.9, "tick": "up", "last_trade_price": 13.91, "last_trade_time": "2026-11-11T12:46:09", "percent_change": -19.1514, "prev_day_close": 13.7649998664856}, {"option": "SPY270331C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 370.0, "volume": 0.0, "delta": 0.7429, "gamma": 0.0038, "vega": 1.5197, "theta": -0.0858, "rho": 1.7722, "theo": 63.681, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 54.45, "last_trade_time": "2026-11-10T13:26:24", "percent_change": 0.0, "prev_day_close": 64.1099987030029}, {"option": "SPY270331P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1838, "open_interest": 1682.0, "volume": 23.0, "delta": -0.2669, "gamma": 0.0039, "vega": 1.5439, "theta": -0.1009, "rho": -0.7086, "theo": 14.5531, "change": -3.63, "open": 15.7, "high": 16.4, "low": 14.67, "tick": "down", "last_trade_price": 14.67, "last_trade_time": "2026-11-11T14:47:27", "percent_change": -19.8361, "prev_day_close": 14.6499996185303}, {"option": "SPY270331C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 266.0, "volume": 1.0, "delta": 0.7263, "gamma": 0.004, "vega": 1.5707, "theta": -0.0878, "rho": 1.7477, "theo": 59.6681, "change": 8.235, "open": 60.93, "high": 60.93, "low": 60.93, "tick": "up", "last_trade_price": 60.93, "last_trade_time": "2026-11-11T13:14:03", "percent_change": 15.6277, "prev_day_close": 60.0699996948242}, {"option": "SPY270331P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1801, "open_interest": 881.0, "volume": 5.0, "delta": -0.2844, "gamma": 0.0041, "vega": 1.59, "theta": -0.1023, "rho": -0.7423, "theo": 15.4965, "change": -3.175, "open": 17.19, "high": 17.19, "low": 16.3, "tick": "no_change", "last_trade_price": 16.3, "last_trade_time": "2026-11-11T10:58:23", "percent_change": -16.303, "prev_day_close": 15.6000003814697}, {"option": "SPY270331C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 696.0, "volume": 6.0, "delta": 0.7086, "gamma": 0.0042, "vega": 1.6142, "theta": -0.0896, "rho": 1.7127, "theo": 55.7336, "change": 6.815, "open": 55.6, "high": 56.0, "low": 55.6, "tick": "down", "last_trade_price": 55.8, "last_trade_time": "2026-11-11T15:30:04", "percent_change": 13.9124, "prev_day_close": 55.6350002288818}, {"option": "SPY270331P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 2124.0, "volume": 22.0, "delta": -0.3035, "gamma": 0.0044, "vega": 1.6352, "theta": -0.1035, "rho": -0.7849, "theo": 16.5366, "change": -4.06, "open": 18.44, "high": 18.49, "low": 16.23, "tick": "up", "last_trade_price": 16.68, "last_trade_time": "2026-11-11T15:05:12", "percent_change": -19.5757, "prev_day_close": 16.6350002288818}, {"option": "SPY270331C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.172, "open_interest": 1045.0, "volume": 8.0, "delta": 0.6896, "gamma": 0.0044, "vega": 1.6547, "theta": -0.0912, "rho": 1.6764, "theo": 51.8753, "change": 6.965, "open": 49.43, "high": 52.32, "low": 49.0, "tick": "up", "last_trade_price": 52.32, "last_trade_time": "2026-11-11T11:58:56", "percent_change": 15.3566, "prev_day_close": 51.7799987792969}, {"option": "SPY270331P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 795.0, "volume": 10.0, "delta": -0.3235, "gamma": 0.0046, "vega": 1.6788, "theta": -0.1046, "rho": -0.8259, "theo": 17.6349, "change": -4.34, "open": 19.0, "high": 19.63, "low": 17.76, "tick": "down", "last_trade_price": 17.76, "last_trade_time": "2026-11-11T15:11:35", "percent_change": -19.638, "prev_day_close": 17.7450008392334}, {"option": "SPY270331C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1686, "open_interest": 893.0, "volume": 1.0, "delta": 0.6695, "gamma": 0.0046, "vega": 1.7046, "theta": -0.0926, "rho": 1.6432, "theo": 48.0902, "change": 7.33, "open": 49.15, "high": 49.15, "low": 49.15, "tick": "up", "last_trade_price": 49.15, "last_trade_time": "2026-11-11T12:51:01", "percent_change": 17.5275, "prev_day_close": 48.605001449585}, {"option": "SPY270331P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1688, "open_interest": 7989.0, "volume": 40.0, "delta": -0.3454, "gamma": 0.0049, "vega": 1.719, "theta": -0.1055, "rho": -0.8624, "theo": 18.85, "change": -4.66, "open": 20.6, "high": 20.6, "low": 18.5, "tick": "down", "last_trade_price": 18.92, "last_trade_time": "2026-11-11T15:14:00", "percent_change": -19.7625, "prev_day_close": 18.9499998092651}, {"option": "SPY270331C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 217.0, "volume": 7.0, "delta": 0.6481, "gamma": 0.0048, "vega": 1.7423, "theta": -0.0936, "rho": 1.5964, "theo": 44.4146, "change": 7.275, "open": 43.0, "high": 45.68, "low": 43.0, "tick": "up", "last_trade_price": 45.68, "last_trade_time": "2026-11-11T12:44:05", "percent_change": 18.9428, "prev_day_close": 44.9249992370606}, {"option": "SPY270331P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 493.0, "volume": 1.0, "delta": -0.369, "gamma": 0.0051, "vega": 1.7539, "theta": -0.1061, "rho": -0.91, "theo": 20.17, "change": -2.855, "open": 22.32, "high": 22.32, "low": 22.32, "tick": "down", "last_trade_price": 22.32, "last_trade_time": "2026-11-11T09:51:55", "percent_change": -11.3406, "prev_day_close": 20.2599992752075}, {"option": "SPY270331C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1605, "open_interest": 635.0, "volume": 76.0, "delta": 0.6254, "gamma": 0.005, "vega": 1.7751, "theta": -0.0942, "rho": 1.5482, "theo": 40.8305, "change": 6.71, "open": 38.9, "high": 41.8, "low": 38.47, "tick": "up", "last_trade_price": 41.8, "last_trade_time": "2026-11-11T12:31:41", "percent_change": 19.1223, "prev_day_close": 41.3249988555908}, {"option": "SPY270331P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1613, "open_interest": 3670.0, "volume": 341.0, "delta": -0.3936, "gamma": 0.0054, "vega": 1.786, "theta": -0.1065, "rho": -0.9496, "theo": 21.5748, "change": -5.18, "open": 23.6, "high": 24.0, "low": 21.13, "tick": "down", "last_trade_price": 21.72, "last_trade_time": "2026-11-11T14:43:33", "percent_change": -19.2565, "prev_day_close": 21.6799993515015}, {"option": "SPY270331C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 381.0, "volume": 1.0, "delta": 0.6013, "gamma": 0.0052, "vega": 1.8106, "theta": -0.0946, "rho": 1.503, "theo": 37.348, "change": 6.715, "open": 38.62, "high": 38.62, "low": 38.62, "tick": "up", "last_trade_price": 38.62, "last_trade_time": "2026-11-11T12:55:05", "percent_change": 21.0469, "prev_day_close": 37.8850002288818}, {"option": "SPY270331P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 8090.0, "volume": 468.0, "delta": -0.4204, "gamma": 0.0057, "vega": 1.8108, "theta": -0.1065, "rho": -0.9883, "theo": 23.1277, "change": -5.36, "open": 25.02, "high": 25.03, "low": 23.2, "tick": "no_change", "last_trade_price": 23.41, "last_trade_time": "2026-11-11T14:27:34", "percent_change": -18.6305, "prev_day_close": 23.2400007247925}, {"option": "SPY270331C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 482.0, "volume": 49.0, "delta": 0.5759, "gamma": 0.0054, "vega": 1.8349, "theta": -0.0945, "rho": 1.4436, "theo": 34.0034, "change": 5.075, "open": 33.2, "high": 35.13, "low": 31.77, "tick": "down", "last_trade_price": 33.93, "last_trade_time": "2026-11-11T16:02:42", "percent_change": 17.5879, "prev_day_close": 33.9549999237061}, {"option": "SPY270331P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 1873.0, "volume": 529.0, "delta": -0.4492, "gamma": 0.0059, "vega": 1.8276, "theta": -0.1063, "rho": -1.03, "theo": 24.8242, "change": -5.705, "open": 27.33, "high": 27.33, "low": 24.27, "tick": "up", "last_trade_price": 25.1, "last_trade_time": "2026-11-11T15:53:49", "percent_change": -18.5197, "prev_day_close": 24.9349994659424}, {"option": "SPY270331C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1508, "open_interest": 2177.0, "volume": 21.0, "delta": 0.5492, "gamma": 0.0056, "vega": 1.8522, "theta": -0.094, "rho": 1.3834, "theo": 30.7881, "change": 5.085, "open": 29.73, "high": 32.59, "low": 28.86, "tick": "down", "last_trade_price": 31.03, "last_trade_time": "2026-11-11T14:20:09", "percent_change": 19.5992, "prev_day_close": 30.7250003814697}, {"option": "SPY270331P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1508, "open_interest": 1904.0, "volume": 80.0, "delta": -0.4793, "gamma": 0.0062, "vega": 1.8345, "theta": -0.1056, "rho": -1.0638, "theo": 26.6486, "change": -6.345, "open": 27.66, "high": 27.68, "low": 26.18, "tick": "no_change", "last_trade_price": 26.65, "last_trade_time": "2026-11-11T16:13:52", "percent_change": -19.2302, "prev_day_close": 26.789999961853}, {"option": "SPY270331C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1475, "open_interest": 601.0, "volume": 84.0, "delta": 0.5212, "gamma": 0.0058, "vega": 1.8654, "theta": -0.093, "rho": 1.3239, "theo": 27.711, "change": 4.41, "open": 26.75, "high": 29.22, "low": 26.75, "tick": "up", "last_trade_price": 27.6, "last_trade_time": "2026-11-11T16:09:55", "percent_change": 19.0168, "prev_day_close": 27.6749992370605}, {"option": "SPY270331P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1474, "open_interest": 1726.0, "volume": 24.0, "delta": -0.5117, "gamma": 0.0064, "vega": 1.8322, "theta": -0.1044, "rho": -1.1017, "theo": 28.6743, "change": -6.245, "open": 31.9, "high": 31.9, "low": 28.16, "tick": "up", "last_trade_price": 29.14, "last_trade_time": "2026-11-11T15:59:55", "percent_change": -17.6487, "prev_day_close": 28.8150005340576}, {"option": "SPY270331C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 405.0, "volume": 12.0, "delta": 0.492, "gamma": 0.0059, "vega": 1.8672, "theta": -0.0916, "rho": 1.2531, "theo": 24.7972, "change": 4.56, "open": 23.35, "high": 26.3, "low": 23.35, "tick": "down", "last_trade_price": 25.16, "last_trade_time": "2026-11-11T14:23:33", "percent_change": 22.1359, "prev_day_close": 24.7749996185303}, {"option": "SPY270331P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 4643.0, "volume": 2.0, "delta": -0.5456, "gamma": 0.0066, "vega": 1.8143, "theta": -0.1026, "rho": -1.1288, "theo": 30.8662, "change": -6.97, "open": 30.75, "high": 30.96, "low": 30.75, "tick": "up", "last_trade_price": 30.96, "last_trade_time": "2026-11-11T13:09:15", "percent_change": -18.376, "prev_day_close": 31.0249996185303}, {"option": "SPY270331C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 1252.0, "volume": 16.0, "delta": 0.4617, "gamma": 0.006, "vega": 1.8599, "theta": -0.0897, "rho": 1.1878, "theo": 22.0471, "change": 4.35, "open": 21.29, "high": 23.69, "low": 20.6, "tick": "down", "last_trade_price": 22.53, "last_trade_time": "2026-11-11T14:16:24", "percent_change": 23.9274, "prev_day_close": 22.0450000762939}, {"option": "SPY270331P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 1834.0, "volume": 244.0, "delta": -0.5809, "gamma": 0.0068, "vega": 1.7834, "theta": -0.1001, "rho": -1.1483, "theo": 33.2671, "change": -7.41, "open": 36.67, "high": 36.67, "low": 33.05, "tick": "down", "last_trade_price": 33.3, "last_trade_time": "2026-11-11T15:29:08", "percent_change": -18.2019, "prev_day_close": 33.4349994659424}, {"option": "SPY270331C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 4221.0, "volume": 12.0, "delta": 0.4308, "gamma": 0.0061, "vega": 1.8415, "theta": -0.0873, "rho": 1.1094, "theo": 19.4911, "change": 4.88, "open": 18.84, "high": 20.83, "low": 18.57, "tick": "up", "last_trade_price": 20.83, "last_trade_time": "2026-11-11T13:37:47", "percent_change": 30.5956, "prev_day_close": 19.4900007247925}, {"option": "SPY270331P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 377.0, "volume": 10.0, "delta": -0.6172, "gamma": 0.0069, "vega": 1.7372, "theta": -0.0969, "rho": -1.1696, "theo": 35.8588, "change": -7.855, "open": 35.89, "high": 35.89, "low": 35.89, "tick": "down", "last_trade_price": 35.89, "last_trade_time": "2026-11-11T15:35:09", "percent_change": -17.9563, "prev_day_close": 35.5249996185303}, {"option": "SPY270331C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1356, "open_interest": 891.0, "volume": 9.0, "delta": 0.3993, "gamma": 0.0061, "vega": 1.8136, "theta": -0.0844, "rho": 1.0328, "theo": 17.122, "change": 3.28, "open": 16.16, "high": 18.0, "low": 15.85, "tick": "down", "last_trade_price": 17.18, "last_trade_time": "2026-11-11T15:45:19", "percent_change": 23.5971, "prev_day_close": 17.1199998855591}, {"option": "SPY270331P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 1369.0, "volume": 3.0, "delta": -0.6545, "gamma": 0.007, "vega": 1.6715, "theta": -0.0929, "rho": -1.1728, "theo": 38.7062, "change": -7.365, "open": 39.38, "high": 39.38, "low": 38.0, "tick": "up", "last_trade_price": 38.72, "last_trade_time": "2026-11-11T14:47:27", "percent_change": -15.9813, "prev_day_close": 38.935001373291}, {"option": "SPY270331C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 1411.0, "volume": 11.0, "delta": 0.3678, "gamma": 0.006, "vega": 1.7707, "theta": -0.0811, "rho": 0.9569, "theo": 14.9569, "change": 3.57, "open": 14.28, "high": 15.61, "low": 14.28, "tick": "up", "last_trade_price": 15.61, "last_trade_time": "2026-11-11T12:06:11", "percent_change": 29.6512, "prev_day_close": 14.960000038147}, {"option": "SPY270331P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 299.0, "volume": 0.0, "delta": -0.6923, "gamma": 0.007, "vega": 1.5942, "theta": -0.0882, "rho": -1.1762, "theo": 41.7831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.96, "last_trade_time": "2026-11-10T16:00:43", "percent_change": 0.0, "prev_day_close": 41.4249992370606}, {"option": "SPY270331C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 2596.0, "volume": 41.0, "delta": 0.3365, "gamma": 0.0059, "vega": 1.7206, "theta": -0.0775, "rho": 0.8781, "theo": 12.9905, "change": 2.935, "open": 12.66, "high": 14.1, "low": 12.04, "tick": "down", "last_trade_price": 13.32, "last_trade_time": "2026-11-11T14:28:08", "percent_change": 28.2619, "prev_day_close": 12.9850001335144}, {"option": "SPY270331P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1312, "open_interest": 308.0, "volume": 2.0, "delta": -0.73, "gamma": 0.0069, "vega": 1.4917, "theta": -0.0828, "rho": -1.1572, "theo": 45.1082, "change": -8.89, "open": 44.77, "high": 45.12, "low": 44.77, "tick": "up", "last_trade_price": 45.12, "last_trade_time": "2026-11-11T13:09:15", "percent_change": -16.4599, "prev_day_close": 45.3950004577637}, {"option": "SPY270331C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1288, "open_interest": 1210.0, "volume": 9.0, "delta": 0.3058, "gamma": 0.0058, "vega": 1.6557, "theta": -0.0735, "rho": 0.8028, "theo": 11.2222, "change": 3.145, "open": 11.18, "high": 12.05, "low": 11.18, "tick": "up", "last_trade_price": 12.05, "last_trade_time": "2026-11-11T12:51:54", "percent_change": 35.3172, "prev_day_close": 11.2150001525879}, {"option": "SPY270331P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1294, "open_interest": 211.0, "volume": 0.0, "delta": -0.7674, "gamma": 0.0068, "vega": 1.3839, "theta": -0.0777, "rho": -1.1334, "theo": 48.6543, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 57.97, "last_trade_time": "2026-11-10T15:46:26", "percent_change": 0.0, "prev_day_close": 48.2999992370606}, {"option": "SPY270331C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 3566.0, "volume": 4.0, "delta": 0.2761, "gamma": 0.0056, "vega": 1.5855, "theta": -0.0692, "rho": 0.7261, "theo": 9.6439, "change": 2.97, "open": 9.13, "high": 10.57, "low": 9.01, "tick": "up", "last_trade_price": 10.57, "last_trade_time": "2026-11-11T13:23:02", "percent_change": 39.0789, "prev_day_close": 9.63000011444092}, {"option": "SPY270331P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1279, "open_interest": 124.0, "volume": 2.0, "delta": -0.8046, "gamma": 0.0068, "vega": 1.2468, "theta": -0.0732, "rho": -1.0471, "theo": 52.4383, "change": -10.715, "open": 56.2, "high": 56.2, "low": 51.4, "tick": "down", "last_trade_price": 51.4, "last_trade_time": "2026-11-11T13:58:56", "percent_change": -17.2503, "prev_day_close": 52.7250003814697}, {"option": "SPY270331C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1254, "open_interest": 655.0, "volume": 9.0, "delta": 0.2476, "gamma": 0.0054, "vega": 1.5033, "theta": -0.0647, "rho": 0.6551, "theo": 8.2452, "change": 1.87, "open": 8.03, "high": 8.4, "low": 7.91, "tick": "down", "last_trade_price": 8.33, "last_trade_time": "2026-11-11T15:24:54", "percent_change": 28.9474, "prev_day_close": 8.24499988555908}, {"option": "SPY270331P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 15.0, "volume": 0.0, "delta": -0.8418, "gamma": 0.0068, "vega": 1.1044, "theta": -0.0708, "rho": -0.9676, "theo": 56.4378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.48, "last_trade_time": "2026-11-10T15:42:49", "percent_change": 0.0, "prev_day_close": 56.5}, {"option": "SPY270331C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 1127.0, "volume": 17.0, "delta": 0.2207, "gamma": 0.0051, "vega": 1.4182, "theta": -0.0601, "rho": 0.5844, "theo": 7.0154, "change": 1.84, "open": 7.02, "high": 7.7, "low": 6.84, "tick": "down", "last_trade_price": 7.3, "last_trade_time": "2026-11-11T14:35:15", "percent_change": 33.6996, "prev_day_close": 7.01999998092651}, {"option": "SPY270331P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1267, "open_interest": 6.0, "volume": 0.0, "delta": -0.8828, "gamma": 0.0076, "vega": 0.921, "theta": -0.0703, "rho": -0.7705, "theo": 60.6677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 71.03, "last_trade_time": "2026-11-10T15:38:41", "percent_change": 0.0, "prev_day_close": 60.7800006866455}, {"option": "SPY270331C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 728.0, "volume": 1.0, "delta": 0.1954, "gamma": 0.0048, "vega": 1.3251, "theta": -0.0554, "rho": 0.5202, "theo": 5.9386, "change": 1.31, "open": 5.91, "high": 5.91, "low": 5.91, "tick": "up", "last_trade_price": 5.91, "last_trade_time": "2026-11-11T09:30:00", "percent_change": 28.4783, "prev_day_close": 5.95999979972839}, {"option": "SPY270331P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1263, "open_interest": 2.0, "volume": 0.0, "delta": -0.9254, "gamma": 0.0085, "vega": 0.7264, "theta": -0.0716, "rho": -0.4194, "theo": 65.1062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.66, "last_trade_time": "2026-11-10T15:37:01", "percent_change": 0.0, "prev_day_close": 65.3050003051758}, {"option": "SPY270331C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.122, "open_interest": 802.0, "volume": 22.0, "delta": 0.172, "gamma": 0.0044, "vega": 1.2319, "theta": -0.0507, "rho": 0.4581, "theo": 5.008, "change": 1.245, "open": 4.84, "high": 5.69, "low": 4.61, "tick": "down", "last_trade_price": 5.11, "last_trade_time": "2026-11-11T15:35:28", "percent_change": 32.2122, "prev_day_close": 5.03500008583069}, {"option": "SPY270331P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1294, "open_interest": 2.0, "volume": 0.0, "delta": -0.9607, "gamma": 0.0068, "vega": 0.4195, "theta": -0.0994, "rho": -0.3107, "theo": 69.8406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 80.72, "last_trade_time": "2026-11-10T15:31:04", "percent_change": 0.0, "prev_day_close": 70.0449981689453}, {"option": "SPY270331C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.121, "open_interest": 675.0, "volume": 3.0, "delta": 0.1506, "gamma": 0.0041, "vega": 1.1365, "theta": -0.0462, "rho": 0.4033, "theo": 4.2086, "change": 1.475, "open": 4.2, "high": 4.71, "low": 4.2, "tick": "up", "last_trade_price": 4.71, "last_trade_time": "2026-11-11T12:22:09", "percent_change": 45.5951, "prev_day_close": 4.24000000953674}, {"option": "SPY270331P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1321, "open_interest": 0.0, "volume": 0.0, "delta": -0.9862, "gamma": 0.0027, "vega": 0.1398, "theta": -0.1535, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 85.69, "last_trade_time": "2026-11-10T15:27:48", "percent_change": 0.0, "prev_day_close": 74.9649963378906}, {"option": "SPY270331C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1203, "open_interest": 1092.0, "volume": 12.0, "delta": 0.1312, "gamma": 0.0038, "vega": 1.0418, "theta": -0.0418, "rho": 0.351, "theo": 3.5247, "change": 1.305, "open": 3.92, "high": 4.01, "low": 3.92, "tick": "up", "last_trade_price": 4.01, "last_trade_time": "2026-11-11T12:24:47", "percent_change": 48.244, "prev_day_close": 3.55499994754791}, {"option": "SPY270331P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 0.0, "volume": 0.0, "delta": -0.9986, "gamma": 0.0003, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 90.77, "last_trade_time": "2026-11-10T15:27:18", "percent_change": 0.0, "prev_day_close": 79.9299964904785}, {"option": "SPY270331C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1197, "open_interest": 2153.0, "volume": 10.0, "delta": 0.1137, "gamma": 0.0034, "vega": 0.9496, "theta": -0.0376, "rho": 0.3059, "theo": 2.9435, "change": 0.935, "open": 2.83, "high": 3.2, "low": 2.83, "tick": "no_change", "last_trade_price": 3.19, "last_trade_time": "2026-11-11T14:11:38", "percent_change": 41.4634, "prev_day_close": 2.97000002861023}, {"option": "SPY270331P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1439, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 88.13, "last_trade_time": "2026-09-15T10:14:26", "percent_change": 0.0, "prev_day_close": 84.9300003051758}, {"option": "SPY270331C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1192, "open_interest": 3739.0, "volume": 265.0, "delta": 0.0982, "gamma": 0.0031, "vega": 0.8604, "theta": -0.0336, "rho": 0.2638, "theo": 2.4554, "change": 0.53, "open": 2.45, "high": 2.85, "low": 2.28, "tick": "down", "last_trade_price": 2.41, "last_trade_time": "2026-11-11T15:59:56", "percent_change": 28.1915, "prev_day_close": 2.48000001907349}, {"option": "SPY270331P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1496, "open_interest": 0.0, "volume": 4.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 89.795, "change": -10.775, "open": 89.0, "high": 90.0, "low": 89.0, "tick": "up", "last_trade_price": 90.0, "last_trade_time": "2026-11-11T16:01:49", "percent_change": -10.6921, "prev_day_close": 89.9199981689453}, {"option": "SPY270331C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 1101.0, "volume": 0.0, "delta": 0.0846, "gamma": 0.0028, "vega": 0.7771, "theta": -0.03, "rho": 0.2286, "theo": 2.0475, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.93, "last_trade_time": "2026-11-09T11:08:17", "percent_change": 0.0, "prev_day_close": 2.06499993801117}, {"option": "SPY270331P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 118.6, "last_trade_time": "2026-11-06T12:51:19", "percent_change": 0.0, "prev_day_close": 94.9149971008301}, {"option": "SPY270331C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 2050.0, "volume": 15.0, "delta": 0.0728, "gamma": 0.0025, "vega": 0.6984, "theta": -0.0267, "rho": 0.1961, "theo": 1.7089, "change": 0.695, "open": 1.56, "high": 2.0, "low": 1.56, "tick": "up", "last_trade_price": 2.0, "last_trade_time": "2026-11-11T12:42:46", "percent_change": 53.2567, "prev_day_close": 1.72500002384186}, {"option": "SPY270331P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 96.39, "last_trade_time": "2026-08-20T14:37:17", "percent_change": 0.0, "prev_day_close": 99.9149971008301}, {"option": "SPY270331C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1187, "open_interest": 1996.0, "volume": 15.0, "delta": 0.0626, "gamma": 0.0022, "vega": 0.6271, "theta": -0.0238, "rho": 0.1696, "theo": 1.4293, "change": 0.52, "open": 1.46, "high": 1.68, "low": 1.46, "tick": "down", "last_trade_price": 1.61, "last_trade_time": "2026-11-11T13:05:27", "percent_change": 47.7064, "prev_day_close": 1.43500000238419}, {"option": "SPY270331P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.0, "last_trade_time": "2026-09-11T09:30:18", "percent_change": 0.0, "prev_day_close": 104.909999847412}, {"option": "SPY270331C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 2625.0, "volume": 0.0, "delta": 0.0538, "gamma": 0.002, "vega": 0.5611, "theta": -0.0211, "rho": 0.1453, "theo": 1.1984, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.07, "last_trade_time": "2026-11-09T09:51:50", "percent_change": 0.0, "prev_day_close": 1.20500004291534}, {"option": "SPY270331P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1733, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 96.64, "last_trade_time": "2026-08-17T15:39:55", "percent_change": 0.0, "prev_day_close": 109.905002593994}, {"option": "SPY270331C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1193, "open_interest": 1444.0, "volume": 25.0, "delta": 0.0463, "gamma": 0.0017, "vega": 0.5023, "theta": -0.0187, "rho": 0.1258, "theo": 1.0084, "change": 0.285, "open": 1.02, "high": 1.14, "low": 1.02, "tick": "no_change", "last_trade_price": 1.06, "last_trade_time": "2026-11-11T15:11:15", "percent_change": 36.7742, "prev_day_close": 1.01499998569489}, {"option": "SPY270331P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 138.5, "last_trade_time": "2026-11-06T12:51:19", "percent_change": 0.0, "prev_day_close": 114.909999847412}, {"option": "SPY270331C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1198, "open_interest": 2345.0, "volume": 10.0, "delta": 0.04, "gamma": 0.0015, "vega": 0.4491, "theta": -0.0167, "rho": 0.1082, "theo": 0.8523, "change": 0.23, "open": 0.89, "high": 0.89, "low": 0.89, "tick": "no_change", "last_trade_price": 0.89, "last_trade_time": "2026-11-11T15:11:15", "percent_change": 34.8485, "prev_day_close": 0.854999989271164}, {"option": "SPY270331P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.915000915527}, {"option": "SPY270331C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1205, "open_interest": 2151.0, "volume": 36.0, "delta": 0.0346, "gamma": 0.0014, "vega": 0.4021, "theta": -0.0149, "rho": 0.0934, "theo": 0.7245, "change": 0.28, "open": 0.81, "high": 0.84, "low": 0.81, "tick": "up", "last_trade_price": 0.84, "last_trade_time": "2026-11-11T13:02:48", "percent_change": 50.0, "prev_day_close": 0.730000019073486}, {"option": "SPY270331P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1895, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.919998168945}, {"option": "SPY270331C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 490.0, "volume": 35.0, "delta": 0.03, "gamma": 0.0012, "vega": 0.3601, "theta": -0.0133, "rho": 0.0814, "theo": 0.6187, "change": 0.205, "open": 0.69, "high": 0.69, "low": 0.69, "tick": "no_change", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T11:48:36", "percent_change": 42.268, "prev_day_close": 0.620000004768372}, {"option": "SPY270331P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1934, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 150.23, "last_trade_time": "2026-11-06T10:12:33", "percent_change": 0.0, "prev_day_close": 129.919998168945}, {"option": "SPY270331C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 1312.0, "volume": 0.0, "delta": 0.0262, "gamma": 0.001, "vega": 0.3238, "theta": -0.0119, "rho": 0.0708, "theo": 0.5333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.46, "last_trade_time": "2026-11-10T09:44:50", "percent_change": 0.0, "prev_day_close": 0.534999996423721}, {"option": "SPY270331P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 156.4, "last_trade_time": "2026-11-05T12:35:45", "percent_change": 0.0, "prev_day_close": 134.919998168945}, {"option": "SPY270331C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1235, "open_interest": 15413.0, "volume": 30.0, "delta": 0.0229, "gamma": 0.0009, "vega": 0.2917, "theta": -0.0107, "rho": 0.062, "theo": 0.462, "change": 0.095, "open": 0.38, "high": 0.54, "low": 0.38, "tick": "no_change", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T15:58:03", "percent_change": 26.0274, "prev_day_close": 0.465000003576279}, {"option": "SPY270331P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2037, "open_interest": 0.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 139.795, "change": -12.125, "open": 138.6, "high": 138.6, "low": 138.6, "tick": "down", "last_trade_price": 138.6, "last_trade_time": "2026-11-11T14:05:34", "percent_change": -8.04445, "prev_day_close": 139.919998168945}, {"option": "SPY270331C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 1102.0, "volume": 1.0, "delta": 0.0202, "gamma": 0.0008, "vega": 0.2631, "theta": -0.0097, "rho": 0.0547, "theo": 0.4025, "change": 0.08, "open": 0.4, "high": 0.4, "low": 0.4, "tick": "down", "last_trade_price": 0.4, "last_trade_time": "2026-11-11T09:58:56", "percent_change": 25.0, "prev_day_close": 0.405000001192093}, {"option": "SPY270331P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 170.13, "last_trade_time": "2026-11-05T15:51:37", "percent_change": 0.0, "prev_day_close": 144.915000915527}, {"option": "SPY270331C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 1453.0, "volume": 0.0, "delta": 0.0179, "gamma": 0.0007, "vega": 0.2388, "theta": -0.0088, "rho": 0.0484, "theo": 0.3544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-11-06T15:45:21", "percent_change": 0.0, "prev_day_close": 0.355000004172325}, {"option": "SPY270331P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2133, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.915000915527}, {"option": "SPY270331C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 835.0, "volume": 0.0, "delta": 0.0158, "gamma": 0.0007, "vega": 0.2166, "theta": -0.008, "rho": 0.0428, "theo": 0.3125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-05T10:57:13", "percent_change": 0.0, "prev_day_close": 0.314999997615814}, {"option": "SPY270331P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2189, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.915000915527}, {"option": "SPY270331C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1283, "open_interest": 618.0, "volume": 0.0, "delta": 0.0142, "gamma": 0.0006, "vega": 0.1976, "theta": -0.0074, "rho": 0.0383, "theo": 0.2781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-06T15:45:21", "percent_change": 0.0, "prev_day_close": 0.284999996423721}, {"option": "SPY270331P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2236, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.925003051758}, {"option": "SPY270331C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 1155.0, "volume": 0.0, "delta": 0.0127, "gamma": 0.0005, "vega": 0.181, "theta": -0.0068, "rho": 0.0345, "theo": 0.2496, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.28, "last_trade_time": "2026-11-09T15:41:35", "percent_change": 0.0, "prev_day_close": 0.254999995231628}, {"option": "SPY270331P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2283, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.919998168945}, {"option": "SPY270331C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 1217.0, "volume": 0.0, "delta": 0.0115, "gamma": 0.0005, "vega": 0.166, "theta": -0.0062, "rho": 0.031, "theo": 0.2245, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-11-03T12:36:47", "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "SPY270331P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2352, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.919998168945}, {"option": "SPY270331C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1329, "open_interest": 330.0, "volume": 0.0, "delta": 0.0104, "gamma": 0.0004, "vega": 0.1529, "theta": -0.0058, "rho": 0.028, "theo": 0.2036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.52, "last_trade_time": "2026-10-12T10:08:09", "percent_change": 0.0, "prev_day_close": 0.21000000089407}, {"option": "SPY270331P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2402, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.919998168945}, {"option": "SPY270331C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 262.0, "volume": 0.0, "delta": 0.0095, "gamma": 0.0004, "vega": 0.1414, "theta": -0.0054, "rho": 0.0256, "theo": 0.1856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.17, "last_trade_time": "2026-11-10T09:50:24", "percent_change": 0.0, "prev_day_close": 0.190000005066395}, {"option": "SPY270331P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2427, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.919998168945}, {"option": "SPY270331C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 77.0, "volume": 0.0, "delta": 0.0087, "gamma": 0.0004, "vega": 0.1312, "theta": -0.0051, "rho": 0.0234, "theo": 0.1702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-10T15:03:52", "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "SPY270331P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2481, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.919998168945}, {"option": "SPY270331C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 3118.0, "volume": 3.0, "delta": 0.008, "gamma": 0.0003, "vega": 0.1221, "theta": -0.0048, "rho": 0.0215, "theo": 0.1569, "change": 0.03, "open": 0.18, "high": 0.18, "low": 0.16, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T15:44:01", "percent_change": 23.0769, "prev_day_close": 0.155000001192093}, {"option": "SPY270331P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2519, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.925003051758}, {"option": "SPY270331C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 119.0, "volume": 0.0, "delta": 0.0074, "gamma": 0.0003, "vega": 0.114, "theta": -0.0045, "rho": 0.0198, "theo": 0.1452, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-11-05T12:11:16", "percent_change": 0.0, "prev_day_close": 0.145000003278255}, {"option": "SPY270331P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2566, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.919998168945}, {"option": "SPY270331C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 95.0, "volume": 1.0, "delta": 0.0068, "gamma": 0.0003, "vega": 0.1068, "theta": -0.0042, "rho": 0.0184, "theo": 0.1352, "change": 0.015, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T09:44:31", "percent_change": 13.0435, "prev_day_close": 0.134999997913837}, {"option": "SPY270331P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2621, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.919998168945}, {"option": "SPY270331C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1431, "open_interest": 40.0, "volume": 0.0, "delta": 0.0063, "gamma": 0.0003, "vega": 0.1002, "theta": -0.004, "rho": 0.0171, "theo": 0.1262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.31, "last_trade_time": "2026-10-05T13:02:23", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY270331P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2666, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.919998168945}, {"option": "SPY270331C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 3.0, "volume": 0.0, "delta": 0.0059, "gamma": 0.0002, "vega": 0.0943, "theta": -0.0038, "rho": 0.0159, "theo": 0.1183, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-09T09:34:31", "percent_change": 0.0, "prev_day_close": 0.119999997317791}, {"option": "SPY270331P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2705, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.919998168945}, {"option": "SPY270331C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 1449.0, "volume": 20.0, "delta": 0.0055, "gamma": 0.0002, "vega": 0.089, "theta": -0.0036, "rho": 0.0149, "theo": 0.1113, "change": 0.025, "open": 0.12, "high": 0.12, "low": 0.12, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T13:10:32", "percent_change": 26.3158, "prev_day_close": 0.109999999403954}, {"option": "SPY270331P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.275, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1755, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 229.78, "last_trade_time": "2026-06-18T10:00:19", "percent_change": 0.0, "prev_day_close": 214.919998168945}, {"option": "SPY270416C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.031, "theta": 0.0, "rho": 0.8494, "theo": 512.4352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 512.054992675781}, {"option": "SPY270416P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6521, "open_interest": 14.0, "volume": 6.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0352, "theta": -0.0069, "rho": -0.0077, "theo": 0.2284, "change": -0.05, "open": 0.24, "high": 0.24, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T12:24:19", "percent_change": -18.5185, "prev_day_close": 0.225000001490116}, {"option": "SPY270416C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.0325, "theta": 0.0, "rho": 0.8661, "theo": 507.5283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 507.210006713867}, {"option": "SPY270416P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6457, "open_interest": 0.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0, "vega": 0.0371, "theta": -0.0072, "rho": -0.0082, "theo": 0.2406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY270416C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0341, "theta": 0.0, "rho": 0.8827, "theo": 502.6218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 502.300003051758}, {"option": "SPY270416P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6389, "open_interest": 0.0, "volume": 0.0, "delta": -0.0025, "gamma": 0.0, "vega": 0.0392, "theta": -0.0075, "rho": -0.0087, "theo": 0.2537, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.249999992549419}, {"option": "SPY270416C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0, "vega": 0.0366, "theta": 0.0, "rho": 0.8994, "theo": 497.7158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 472.67, "last_trade_time": "2026-11-06T15:53:56", "percent_change": 0.0, "prev_day_close": 497.395004272461}, {"option": "SPY270416P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6323, "open_interest": 0.0, "volume": 0.0, "delta": -0.0027, "gamma": 0.0, "vega": 0.0414, "theta": -0.0078, "rho": -0.0092, "theo": 0.2672, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY270416C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9976, "gamma": 0.0, "vega": 0.04, "theta": 0.0, "rho": 0.916, "theo": 492.8103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 492.495010375977}, {"option": "SPY270416P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6253, "open_interest": 1.0, "volume": 0.0, "delta": -0.0028, "gamma": 0.0, "vega": 0.0437, "theta": -0.0081, "rho": -0.0098, "theo": 0.2816, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-09T09:47:22", "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "SPY270416C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9974, "gamma": 0.0, "vega": 0.0426, "theta": 0.0, "rho": 0.9354, "theo": 487.9111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 487.505004882812}, {"option": "SPY270416P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6184, "open_interest": 0.0, "volume": 0.0, "delta": -0.003, "gamma": 0.0, "vega": 0.0461, "theta": -0.0085, "rho": -0.0104, "theo": 0.2966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY270416C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0, "vega": 0.0448, "theta": 0.0, "rho": 0.952, "theo": 483.0081, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 482.690002441406}, {"option": "SPY270416P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6115, "open_interest": 0.0, "volume": 0.0, "delta": -0.0032, "gamma": 0.0, "vega": 0.0487, "theta": -0.0089, "rho": -0.011, "theo": 0.3123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.310000002384186}, {"option": "SPY270416C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.047, "theta": 0.0, "rho": 0.9685, "theo": 478.1007, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 477.785003662109}, {"option": "SPY270416P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6056, "open_interest": 10.0, "volume": 0.0, "delta": -0.0034, "gamma": 0.0, "vega": 0.0513, "theta": -0.0092, "rho": -0.0116, "theo": 0.3288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.42, "last_trade_time": "2026-11-09T12:58:14", "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "SPY270416C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9968, "gamma": 0.0, "vega": 0.0492, "theta": 0.0, "rho": 0.985, "theo": 473.1989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 472.885009765625}, {"option": "SPY270416P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5985, "open_interest": 246.0, "volume": 0.0, "delta": -0.0036, "gamma": 0.0, "vega": 0.054, "theta": -0.0096, "rho": -0.0123, "theo": 0.3459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.44, "last_trade_time": "2026-11-09T12:54:05", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY270416C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0, "vega": 0.0515, "theta": 0.0, "rho": 1.0015, "theo": 468.3027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 467.985000610352}, {"option": "SPY270416P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5925, "open_interest": 253.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0, "vega": 0.0566, "theta": -0.01, "rho": -0.013, "theo": 0.3637, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.47, "last_trade_time": "2026-11-10T11:32:46", "percent_change": 0.0, "prev_day_close": 0.365000009536743}, {"option": "SPY270416C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9964, "gamma": 0.0, "vega": 0.0539, "theta": 0.0, "rho": 1.018, "theo": 463.3971, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 463.079986572266}, {"option": "SPY270416P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5863, "open_interest": 503.0, "volume": 100.0, "delta": -0.004, "gamma": 0.0, "vega": 0.0595, "theta": -0.0104, "rho": -0.0137, "theo": 0.3823, "change": -0.09, "open": 0.38, "high": 0.38, "low": 0.38, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T15:15:29", "percent_change": -19.1489, "prev_day_close": 0.384999990463257}, {"option": "SPY270416C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4091, "open_interest": 0.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0, "vega": 0.0574, "theta": 0.0, "rho": 1.0344, "theo": 458.502, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 458.179992675781}, {"option": "SPY270416P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.58, "open_interest": 243.0, "volume": 2.0, "delta": -0.0042, "gamma": 0.0, "vega": 0.0625, "theta": -0.0108, "rho": -0.0145, "theo": 0.4017, "change": -0.085, "open": 0.41, "high": 0.41, "low": 0.41, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-11-11T12:08:10", "percent_change": -17.1717, "prev_day_close": 0.405000001192093}, {"option": "SPY270416C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4152, "open_interest": 0.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0, "vega": 0.0619, "theta": 0.0, "rho": 1.0508, "theo": 453.6025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 453.285003662109}, {"option": "SPY270416P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5737, "open_interest": 0.0, "volume": 0.0, "delta": -0.0044, "gamma": 0.0, "vega": 0.0657, "theta": -0.0113, "rho": -0.0153, "theo": 0.4218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.424999997019768}, {"option": "SPY270416C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4423, "open_interest": 0.0, "volume": 0.0, "delta": 0.9957, "gamma": 0.0, "vega": 0.0655, "theta": 0.0, "rho": 1.0719, "theo": 448.7047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 448.385009765625}, {"option": "SPY270416P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5672, "open_interest": 243.0, "volume": 1.0, "delta": -0.0047, "gamma": 0.0, "vega": 0.0691, "theta": -0.0117, "rho": -0.0161, "theo": 0.4429, "change": -0.105, "open": 0.44, "high": 0.44, "low": 0.44, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-11-11T13:19:28", "percent_change": -19.2661, "prev_day_close": 0.444999992847443}, {"option": "SPY270416C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4525, "open_interest": 0.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0, "vega": 0.0685, "theta": 0.0, "rho": 1.0883, "theo": 443.8082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 443.485000610352}, {"option": "SPY270416P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5609, "open_interest": 242.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0, "vega": 0.0726, "theta": -0.0122, "rho": -0.017, "theo": 0.4646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.59, "last_trade_time": "2026-11-09T14:00:23", "percent_change": 0.0, "prev_day_close": 0.465000003576279}, {"option": "SPY270416C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4512, "open_interest": 0.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0, "vega": 0.0716, "theta": 0.0, "rho": 1.1046, "theo": 438.9124, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 438.585006713867}, {"option": "SPY270416P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5551, "open_interest": 1.0, "volume": 0.0, "delta": -0.0052, "gamma": 0.0, "vega": 0.0762, "theta": -0.0126, "rho": -0.0179, "theo": 0.4873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.63, "last_trade_time": "2026-11-10T09:51:44", "percent_change": 0.0, "prev_day_close": 0.489999994635582}, {"option": "SPY270416C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4516, "open_interest": 0.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0001, "vega": 0.0749, "theta": 0.0, "rho": 1.1209, "theo": 434.0173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 433.699996948242}, {"option": "SPY270416P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5492, "open_interest": 0.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0001, "vega": 0.08, "theta": -0.0131, "rho": -0.0189, "theo": 0.5108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.514999985694885}, {"option": "SPY270416C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4661, "open_interest": 0.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0001, "vega": 0.0782, "theta": 0.0, "rho": 1.1371, "theo": 429.1229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 428.800003051758}, {"option": "SPY270416P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5433, "open_interest": 1.0, "volume": 0.0, "delta": -0.0058, "gamma": 0.0001, "vega": 0.084, "theta": -0.0136, "rho": -0.0199, "theo": 0.5351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.69, "last_trade_time": "2026-11-10T09:52:42", "percent_change": 0.0, "prev_day_close": 0.534999996423721}, {"option": "SPY270416C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4611, "open_interest": 0.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0001, "vega": 0.0816, "theta": 0.0, "rho": 1.1533, "theo": 424.2292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 423.910003662109}, {"option": "SPY270416P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5374, "open_interest": 1.0, "volume": 1.0, "delta": -0.0061, "gamma": 0.0001, "vega": 0.0879, "theta": -0.0141, "rho": -0.021, "theo": 0.5604, "change": -0.125, "open": 0.56, "high": 0.56, "low": 0.56, "tick": "down", "last_trade_price": 0.56, "last_trade_time": "2026-11-11T13:45:51", "percent_change": -18.2482, "prev_day_close": 0.560000002384186}, {"option": "SPY270416C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4624, "open_interest": 0.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0001, "vega": 0.0868, "theta": 0.0, "rho": 1.1695, "theo": 419.3362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.014999389648}, {"option": "SPY270416P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5315, "open_interest": 6.0, "volume": 1.0, "delta": -0.0065, "gamma": 0.0001, "vega": 0.0919, "theta": -0.0146, "rho": -0.0221, "theo": 0.5869, "change": -0.135, "open": 0.58, "high": 0.58, "low": 0.58, "tick": "down", "last_trade_price": 0.58, "last_trade_time": "2026-11-11T14:03:32", "percent_change": -18.8811, "prev_day_close": 0.584999978542328}, {"option": "SPY270416C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4648, "open_interest": 0.0, "volume": 0.0, "delta": 0.9936, "gamma": 0.0001, "vega": 0.0926, "theta": 0.0, "rho": 1.19, "theo": 414.444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 414.125}, {"option": "SPY270416P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5254, "open_interest": 0.0, "volume": 0.0, "delta": -0.0068, "gamma": 0.0001, "vega": 0.096, "theta": -0.0151, "rho": -0.0232, "theo": 0.6134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.615000009536743}, {"option": "SPY270416C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4634, "open_interest": 0.0, "volume": 0.0, "delta": 0.9933, "gamma": 0.0001, "vega": 0.0969, "theta": 0.0, "rho": 1.2091, "theo": 409.5541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.229995727539}, {"option": "SPY270416P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5199, "open_interest": 0.0, "volume": 0.0, "delta": -0.0072, "gamma": 0.0001, "vega": 0.1003, "theta": -0.0156, "rho": -0.0244, "theo": 0.6414, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.639999985694885}, {"option": "SPY270416C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4614, "open_interest": 0.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0001, "vega": 0.101, "theta": 0.0, "rho": 1.2251, "theo": 404.6653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 404.339996337891}, {"option": "SPY270416P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5137, "open_interest": 0.0, "volume": 0.0, "delta": -0.0075, "gamma": 0.0001, "vega": 0.1049, "theta": -0.0162, "rho": -0.0256, "theo": 0.6703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.6700000166893}, {"option": "SPY270416C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4633, "open_interest": 0.0, "volume": 0.0, "delta": 0.9925, "gamma": 0.0001, "vega": 0.1053, "theta": 0.0, "rho": 1.2412, "theo": 399.7773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.455001831055}, {"option": "SPY270416P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5081, "open_interest": 6.0, "volume": 1.0, "delta": -0.0079, "gamma": 0.0001, "vega": 0.1097, "theta": -0.0167, "rho": -0.0269, "theo": 0.6999, "change": -0.12, "open": 0.73, "high": 0.73, "low": 0.73, "tick": "down", "last_trade_price": 0.73, "last_trade_time": "2026-11-11T10:27:34", "percent_change": -14.1176, "prev_day_close": 0.694999992847443}, {"option": "SPY270416C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4567, "open_interest": 0.0, "volume": 0.0, "delta": 0.9921, "gamma": 0.0001, "vega": 0.1097, "theta": 0.0, "rho": 1.2571, "theo": 394.8901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 394.559997558594}, {"option": "SPY270416P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5024, "open_interest": 0.0, "volume": 0.0, "delta": -0.0083, "gamma": 0.0001, "vega": 0.1147, "theta": -0.0173, "rho": -0.0283, "theo": 0.7313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.725000023841858}, {"option": "SPY270416C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4517, "open_interest": 0.0, "volume": 0.0, "delta": 0.9917, "gamma": 0.0001, "vega": 0.1142, "theta": 0.0, "rho": 1.2731, "theo": 390.0038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.675003051758}, {"option": "SPY270416P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.497, "open_interest": 10.0, "volume": 0.0, "delta": -0.0087, "gamma": 0.0001, "vega": 0.1198, "theta": -0.0179, "rho": -0.0296, "theo": 0.7633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.01, "last_trade_time": "2026-11-10T12:49:17", "percent_change": 0.0, "prev_day_close": 0.759999990463257}, {"option": "SPY270416C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.448, "open_interest": 0.0, "volume": 0.0, "delta": 0.9913, "gamma": 0.0001, "vega": 0.1198, "theta": 0.0, "rho": 1.289, "theo": 385.1184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 384.789993286133}, {"option": "SPY270416P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4911, "open_interest": 12.0, "volume": 0.0, "delta": -0.0092, "gamma": 0.0001, "vega": 0.1251, "theta": -0.0184, "rho": -0.0311, "theo": 0.7958, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.03, "last_trade_time": "2026-11-10T09:34:59", "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "SPY270416C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4476, "open_interest": 0.0, "volume": 0.0, "delta": 0.9908, "gamma": 0.0001, "vega": 0.1268, "theta": 0.0, "rho": 1.3079, "theo": 380.2338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.914993286133}, {"option": "SPY270416P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4858, "open_interest": 1.0, "volume": 0.0, "delta": -0.0096, "gamma": 0.0001, "vega": 0.1308, "theta": -0.019, "rho": -0.0326, "theo": 0.8301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.05, "last_trade_time": "2026-11-10T13:46:35", "percent_change": 0.0, "prev_day_close": 0.824999988079071}, {"option": "SPY270416C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4463, "open_interest": 0.0, "volume": 0.0, "delta": 0.9903, "gamma": 0.0001, "vega": 0.1329, "theta": 0.0, "rho": 1.3314, "theo": 375.3512, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 375.029998779297}, {"option": "SPY270416P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4803, "open_interest": 1.0, "volume": 1.0, "delta": -0.0101, "gamma": 0.0001, "vega": 0.1364, "theta": -0.0196, "rho": -0.0342, "theo": 0.8651, "change": -0.11, "open": 0.93, "high": 0.93, "low": 0.93, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T10:25:55", "percent_change": -10.5769, "prev_day_close": 0.860000014305115}, {"option": "SPY270416C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.44, "open_interest": 0.0, "volume": 0.0, "delta": 0.9898, "gamma": 0.0001, "vega": 0.1384, "theta": 0.0, "rho": 1.3471, "theo": 370.4705, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 370.154998779297}, {"option": "SPY270416P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4746, "open_interest": 0.0, "volume": 0.0, "delta": -0.0106, "gamma": 0.0001, "vega": 0.1421, "theta": -0.0202, "rho": -0.0359, "theo": 0.9011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.894999980926514}, {"option": "SPY270416C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4348, "open_interest": 0.0, "volume": 0.0, "delta": 0.9893, "gamma": 0.0001, "vega": 0.144, "theta": 0.0, "rho": 1.3627, "theo": 365.5908, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 365.260009765625}, {"option": "SPY270416P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4694, "open_interest": 10.0, "volume": 0.0, "delta": -0.0111, "gamma": 0.0001, "vega": 0.1479, "theta": -0.0209, "rho": -0.0376, "theo": 0.9391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.6, "last_trade_time": "2026-11-06T10:32:16", "percent_change": 0.0, "prev_day_close": 0.930000007152557}, {"option": "SPY270416C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.435, "open_interest": 0.0, "volume": 0.0, "delta": 0.9888, "gamma": 0.0001, "vega": 0.1498, "theta": 0.0, "rho": 1.3783, "theo": 360.7123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 360.380004882812}, {"option": "SPY270416P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4638, "open_interest": 0.0, "volume": 0.0, "delta": -0.0116, "gamma": 0.0001, "vega": 0.1538, "theta": -0.0215, "rho": -0.0393, "theo": 0.9768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.969999998807907}, {"option": "SPY270416C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.429, "open_interest": 0.0, "volume": 0.0, "delta": 0.9882, "gamma": 0.0001, "vega": 0.1556, "theta": 0.0, "rho": 1.3939, "theo": 355.8348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 355.505004882812}, {"option": "SPY270416P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4585, "open_interest": 0.0, "volume": 0.0, "delta": -0.0122, "gamma": 0.0001, "vega": 0.16, "theta": -0.0221, "rho": -0.0411, "theo": 1.0165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.00999999046326}, {"option": "SPY270416C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4265, "open_interest": 0.0, "volume": 0.0, "delta": 0.9876, "gamma": 0.0001, "vega": 0.1635, "theta": 0.0, "rho": 1.4131, "theo": 350.9584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 350.630004882812}, {"option": "SPY270416P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4534, "open_interest": 2.0, "volume": 0.0, "delta": -0.0128, "gamma": 0.0001, "vega": 0.1668, "theta": -0.0228, "rho": -0.043, "theo": 1.0584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.79, "last_trade_time": "2026-11-06T14:41:15", "percent_change": 0.0, "prev_day_close": 1.04999995231628}, {"option": "SPY270416C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4236, "open_interest": 0.0, "volume": 0.0, "delta": 0.987, "gamma": 0.0001, "vega": 0.1711, "theta": 0.0, "rho": 1.4398, "theo": 346.0839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 345.755004882812}, {"option": "SPY270416P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4479, "open_interest": 5.0, "volume": 2.0, "delta": -0.0134, "gamma": 0.0001, "vega": 0.1738, "theta": -0.0234, "rho": -0.045, "theo": 1.1003, "change": -0.18, "open": 1.14, "high": 1.14, "low": 1.14, "tick": "down", "last_trade_price": 1.14, "last_trade_time": "2026-11-11T11:25:59", "percent_change": -13.6364, "prev_day_close": 1.0900000333786}, {"option": "SPY270416C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4159, "open_interest": 0.0, "volume": 0.0, "delta": 0.9864, "gamma": 0.0002, "vega": 0.1778, "theta": 0.0, "rho": 1.4552, "theo": 341.2117, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 340.885009765625}, {"option": "SPY270416P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4425, "open_interest": 1.0, "volume": 0.0, "delta": -0.014, "gamma": 0.0002, "vega": 0.1808, "theta": -0.0241, "rho": -0.0471, "theo": 1.1434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.89, "last_trade_time": "2026-11-06T15:36:01", "percent_change": 0.0, "prev_day_close": 1.13499999046326}, {"option": "SPY270416C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4142, "open_interest": 0.0, "volume": 0.0, "delta": 0.9857, "gamma": 0.0002, "vega": 0.1848, "theta": 0.0, "rho": 1.4706, "theo": 336.3409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 336.059997558594}, {"option": "SPY270416P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4374, "open_interest": 112.0, "volume": 112.0, "delta": -0.0147, "gamma": 0.0002, "vega": 0.1882, "theta": -0.0248, "rho": -0.0493, "theo": 1.1891, "change": -0.215, "open": 1.21, "high": 1.21, "low": 1.21, "tick": "no_change", "last_trade_price": 1.21, "last_trade_time": "2026-11-11T12:37:51", "percent_change": -15.0877, "prev_day_close": 1.18000000715256}, {"option": "SPY270416C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.412, "open_interest": 0.0, "volume": 0.0, "delta": 0.985, "gamma": 0.0002, "vega": 0.1921, "theta": 0.0, "rho": 1.4858, "theo": 331.4714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 331.154998779297}, {"option": "SPY270416P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4322, "open_interest": 5.0, "volume": 2.0, "delta": -0.0153, "gamma": 0.0002, "vega": 0.1959, "theta": -0.0255, "rho": -0.0515, "theo": 1.2362, "change": -0.14, "open": 1.34, "high": 1.34, "low": 1.34, "tick": "down", "last_trade_price": 1.34, "last_trade_time": "2026-11-11T10:14:17", "percent_change": -9.45946, "prev_day_close": 1.22500002384186}, {"option": "SPY270416C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4063, "open_interest": 0.0, "volume": 0.0, "delta": 0.9843, "gamma": 0.0002, "vega": 0.201, "theta": 0.0, "rho": 1.5162, "theo": 326.6034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 326.309997558594}, {"option": "SPY270416P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4268, "open_interest": 6.0, "volume": 0.0, "delta": -0.016, "gamma": 0.0002, "vega": 0.204, "theta": -0.0262, "rho": -0.0538, "theo": 1.284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-09T14:48:22", "percent_change": 0.0, "prev_day_close": 1.27499997615814}, {"option": "SPY270416C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4039, "open_interest": 1.0, "volume": 0.0, "delta": 0.9835, "gamma": 0.0002, "vega": 0.2094, "theta": 0.0, "rho": 1.5355, "theo": 321.7381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 298.2, "last_trade_time": "2026-11-06T15:53:34", "percent_change": 0.0, "prev_day_close": 321.440002441406}, {"option": "SPY270416P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4217, "open_interest": 17.0, "volume": 0.0, "delta": -0.0168, "gamma": 0.0002, "vega": 0.212, "theta": -0.0269, "rho": -0.0563, "theo": 1.3337, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.72, "last_trade_time": "2026-11-10T11:44:05", "percent_change": 0.0, "prev_day_close": 1.32500004768372}, {"option": "SPY270416C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3975, "open_interest": 0.0, "volume": 0.0, "delta": 0.9827, "gamma": 0.0002, "vega": 0.2176, "theta": 0.0, "rho": 1.5602, "theo": 316.8749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 316.584991455078}, {"option": "SPY270416P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4168, "open_interest": 18.0, "volume": 0.0, "delta": -0.0176, "gamma": 0.0002, "vega": 0.2201, "theta": -0.0276, "rho": -0.059, "theo": 1.3862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.67, "last_trade_time": "2026-11-10T15:41:24", "percent_change": 0.0, "prev_day_close": 1.37999999523163}, {"option": "SPY270416C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4099, "open_interest": 0.0, "volume": 0.0, "delta": 0.9819, "gamma": 0.0002, "vega": 0.2269, "theta": 0.0, "rho": 1.6038, "theo": 312.0136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 312.004989624023}, {"option": "SPY270416P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4117, "open_interest": 12.0, "volume": 2.0, "delta": -0.0184, "gamma": 0.0002, "vega": 0.2283, "theta": -0.0284, "rho": -0.0615, "theo": 1.4392, "change": -0.19, "open": 1.53, "high": 1.53, "low": 1.53, "tick": "down", "last_trade_price": 1.53, "last_trade_time": "2026-11-11T10:27:06", "percent_change": -11.0465, "prev_day_close": 1.43000000715256}, {"option": "SPY270416C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3915, "open_interest": 0.0, "volume": 0.0, "delta": 0.981, "gamma": 0.0002, "vega": 0.2358, "theta": 0.0, "rho": 1.6792, "theo": 307.1555, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 306.830001831055}, {"option": "SPY270416P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4066, "open_interest": 10.0, "volume": 0.0, "delta": -0.0192, "gamma": 0.0002, "vega": 0.2369, "theta": -0.0291, "rho": -0.0642, "theo": 1.4948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.9, "last_trade_time": "2026-11-10T11:31:13", "percent_change": 0.0, "prev_day_close": 1.49000000953674}, {"option": "SPY270416C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3807, "open_interest": 0.0, "volume": 0.0, "delta": 0.9801, "gamma": 0.0002, "vega": 0.2451, "theta": 0.0, "rho": 1.7739, "theo": 302.3017, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 301.990005493164}, {"option": "SPY270416P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4015, "open_interest": 3.0, "volume": 2.0, "delta": -0.0201, "gamma": 0.0002, "vega": 0.2462, "theta": -0.0299, "rho": -0.0671, "theo": 1.5521, "change": -0.24, "open": 1.62, "high": 1.62, "low": 1.62, "tick": "down", "last_trade_price": 1.62, "last_trade_time": "2026-11-11T11:46:47", "percent_change": -12.9032, "prev_day_close": 1.54499995708466}, {"option": "SPY270416C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3827, "open_interest": 0.0, "volume": 0.0, "delta": 0.9792, "gamma": 0.0002, "vega": 0.2545, "theta": 0.0, "rho": 1.8508, "theo": 297.4545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 297.225006103516}, {"option": "SPY270416P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3966, "open_interest": 8.0, "volume": 8.0, "delta": -0.021, "gamma": 0.0003, "vega": 0.2561, "theta": -0.0307, "rho": -0.0701, "theo": 1.612, "change": -0.32, "open": 1.62, "high": 1.62, "low": 1.61, "tick": "down", "last_trade_price": 1.61, "last_trade_time": "2026-11-11T15:47:24", "percent_change": -16.5803, "prev_day_close": 1.60500001907349}, {"option": "SPY270416C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3735, "open_interest": 0.0, "volume": 0.0, "delta": 0.9782, "gamma": 0.0003, "vega": 0.2641, "theta": 0.0, "rho": 1.9031, "theo": 292.6133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 292.314987182617}, {"option": "SPY270416P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3918, "open_interest": 5.0, "volume": 0.0, "delta": -0.022, "gamma": 0.0003, "vega": 0.2662, "theta": -0.0315, "rho": -0.0732, "theo": 1.6734, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.88, "last_trade_time": "2026-11-06T13:17:57", "percent_change": 0.0, "prev_day_close": 1.66999995708466}, {"option": "SPY270416C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3694, "open_interest": 0.0, "volume": 0.0, "delta": 0.9772, "gamma": 0.0003, "vega": 0.2741, "theta": 0.0, "rho": 1.9377, "theo": 287.7769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 287.479995727539}, {"option": "SPY270416P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3867, "open_interest": 0.0, "volume": 0.0, "delta": -0.023, "gamma": 0.0003, "vega": 0.2765, "theta": -0.0323, "rho": -0.0766, "theo": 1.7378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.73000001907349}, {"option": "SPY270416C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.365, "open_interest": 0.0, "volume": 0.0, "delta": 0.9761, "gamma": 0.0003, "vega": 0.2846, "theta": 0.0, "rho": 1.9624, "theo": 282.9441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 282.714996337891}, {"option": "SPY270416P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3817, "open_interest": 2.0, "volume": 1.0, "delta": -0.024, "gamma": 0.0003, "vega": 0.2872, "theta": -0.0331, "rho": -0.0799, "theo": 1.8042, "change": -0.24, "open": 1.92, "high": 1.92, "low": 1.92, "tick": "down", "last_trade_price": 1.92, "last_trade_time": "2026-11-11T10:03:42", "percent_change": -11.1111, "prev_day_close": 1.79999995231628}, {"option": "SPY270416C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3656, "open_interest": 0.0, "volume": 0.0, "delta": 0.975, "gamma": 0.0003, "vega": 0.2955, "theta": 0.0, "rho": 1.9824, "theo": 278.1144, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 277.884994506836}, {"option": "SPY270416P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.377, "open_interest": 0.0, "volume": 0.0, "delta": -0.0252, "gamma": 0.0003, "vega": 0.2988, "theta": -0.034, "rho": -0.0835, "theo": 1.8741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.87000000476837}, {"option": "SPY270416C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.363, "open_interest": 0.0, "volume": 0.0, "delta": 0.9739, "gamma": 0.0003, "vega": 0.307, "theta": 0.0, "rho": 2.0004, "theo": 273.2878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 273.0}, {"option": "SPY270416P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3721, "open_interest": 0.0, "volume": 0.0, "delta": -0.0263, "gamma": 0.0003, "vega": 0.3103, "theta": -0.0349, "rho": -0.0873, "theo": 1.9459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.93999999761581}, {"option": "SPY270416C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3574, "open_interest": 0.0, "volume": 0.0, "delta": 0.9727, "gamma": 0.0003, "vega": 0.3189, "theta": 0.0, "rho": 2.0176, "theo": 268.4643, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 268.239990234375}, {"option": "SPY270416P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3673, "open_interest": 4020.0, "volume": 4006.0, "delta": -0.0276, "gamma": 0.0004, "vega": 0.322, "theta": -0.0358, "rho": -0.0916, "theo": 2.0229, "change": -0.35, "open": 2.19, "high": 2.19, "low": 2.07, "tick": "down", "last_trade_price": 2.07, "last_trade_time": "2026-11-11T13:10:00", "percent_change": -14.4628, "prev_day_close": 2.01999998092651}, {"option": "SPY270416C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3484, "open_interest": 0.0, "volume": 0.0, "delta": 0.9714, "gamma": 0.0004, "vega": 0.3312, "theta": 0.0, "rho": 2.0342, "theo": 263.644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 263.415008544922}, {"option": "SPY270416P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3624, "open_interest": 0.0, "volume": 0.0, "delta": -0.0288, "gamma": 0.0004, "vega": 0.3338, "theta": -0.0367, "rho": -0.0956, "theo": 2.1019, "change": 0.0, "open": 0.0, "high": 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": "SPY270416C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3496, "open_interest": 0.0, "volume": 0.0, "delta": 0.9701, "gamma": 0.0004, "vega": 0.3439, "theta": 0.0, "rho": 2.0507, "theo": 258.8272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 258.600006103516}, {"option": "SPY270416P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3576, "open_interest": 4.0, "volume": 0.0, "delta": -0.0302, "gamma": 0.0004, "vega": 0.3463, "theta": -0.0376, "rho": -0.0998, "theo": 2.1837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.86, "last_trade_time": "2026-11-10T11:48:13", "percent_change": 0.0, "prev_day_close": 2.1800000667572}, {"option": "SPY270416C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3404, "open_interest": 0.0, "volume": 0.0, "delta": 0.9687, "gamma": 0.0004, "vega": 0.357, "theta": 0.0, "rho": 2.0669, "theo": 254.009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 253.790000915527}, {"option": "SPY270416P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.353, "open_interest": 0.0, "volume": 0.0, "delta": -0.0316, "gamma": 0.0004, "vega": 0.36, "theta": -0.0386, "rho": -0.1044, "theo": 2.2697, "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": 2.26999998092651}, {"option": "SPY270416C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3411, "open_interest": 0.0, "volume": 0.0, "delta": 0.9672, "gamma": 0.0004, "vega": 0.3706, "theta": 0.0, "rho": 2.0829, "theo": 249.1996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 248.974998474121}, {"option": "SPY270416P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3483, "open_interest": 4.0, "volume": 0.0, "delta": -0.0331, "gamma": 0.0004, "vega": 0.3744, "theta": -0.0395, "rho": -0.1091, "theo": 2.3591, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.09, "last_trade_time": "2026-11-10T11:51:59", "percent_change": 0.0, "prev_day_close": 2.35999989509583}, {"option": "SPY270416C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.337, "open_interest": 0.0, "volume": 0.0, "delta": 0.9657, "gamma": 0.0004, "vega": 0.3847, "theta": 0.0, "rho": 2.0987, "theo": 244.3943, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 244.175003051758}, {"option": "SPY270416P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3437, "open_interest": 0.0, "volume": 0.0, "delta": -0.0346, "gamma": 0.0004, "vega": 0.3887, "theta": -0.0405, "rho": -0.1142, "theo": 2.4512, "change": 0.0, "open": 0.0, "high": 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": "SPY270416C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3311, "open_interest": 0.0, "volume": 0.0, "delta": 0.9641, "gamma": 0.0005, "vega": 0.3994, "theta": 0.0, "rho": 2.1142, "theo": 239.5932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 239.370002746582}, {"option": "SPY270416P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3391, "open_interest": 3.0, "volume": 0.0, "delta": -0.0363, "gamma": 0.0005, "vega": 0.4039, "theta": -0.0415, "rho": -0.1195, "theo": 2.5499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.3, "last_trade_time": "2026-11-10T12:24:56", "percent_change": 0.0, "prev_day_close": 2.54999995231628}, {"option": "SPY270416C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.328, "open_interest": 0.0, "volume": 0.0, "delta": 0.9624, "gamma": 0.0005, "vega": 0.4149, "theta": 0.0, "rho": 2.1294, "theo": 234.7968, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.575004577637}, {"option": "SPY270416P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3343, "open_interest": 0.0, "volume": 0.0, "delta": -0.038, "gamma": 0.0005, "vega": 0.42, "theta": -0.0426, "rho": -0.1249, "theo": 2.655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.65500009059906}, {"option": "SPY270416C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3227, "open_interest": 0.0, "volume": 0.0, "delta": 0.9606, "gamma": 0.0005, "vega": 0.4311, "theta": 0.0, "rho": 2.1442, "theo": 230.0054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.784996032715}, {"option": "SPY270416P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3299, "open_interest": 44.0, "volume": 0.0, "delta": -0.0398, "gamma": 0.0005, "vega": 0.4363, "theta": -0.0437, "rho": -0.1308, "theo": 2.7614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.57, "last_trade_time": "2026-11-10T11:03:32", "percent_change": 0.0, "prev_day_close": 2.76499998569489}, {"option": "SPY270416C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3193, "open_interest": 0.0, "volume": 0.0, "delta": 0.9587, "gamma": 0.0006, "vega": 0.448, "theta": -0.0003, "rho": 2.1586, "theo": 225.2193, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 225.01000213623}, {"option": "SPY270416P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3255, "open_interest": 7.0, "volume": 2.0, "delta": -0.0418, "gamma": 0.0006, "vega": 0.4528, "theta": -0.0448, "rho": -0.1374, "theo": 2.8748, "change": -0.43, "open": 3.1, "high": 3.1, "low": 3.03, "tick": "down", "last_trade_price": 3.03, "last_trade_time": "2026-11-11T10:37:21", "percent_change": -12.4277, "prev_day_close": 2.87999999523163}, {"option": "SPY270416C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3152, "open_interest": 6.0, "volume": 0.0, "delta": 0.9567, "gamma": 0.0006, "vega": 0.4655, "theta": -0.0024, "rho": 2.1726, "theo": 220.4389, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 200.99, "last_trade_time": "2026-11-06T13:57:46", "percent_change": 0.0, "prev_day_close": 220.220001220703}, {"option": "SPY270416P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3208, "open_interest": 23.0, "volume": 1.0, "delta": -0.0438, "gamma": 0.0006, "vega": 0.4698, "theta": -0.0459, "rho": -0.1437, "theo": 2.9978, "change": -0.485, "open": 3.12, "high": 3.12, "low": 3.12, "tick": "down", "last_trade_price": 3.12, "last_trade_time": "2026-11-11T11:42:46", "percent_change": -13.4535, "prev_day_close": 3.0}, {"option": "SPY270416C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.311, "open_interest": 0.0, "volume": 0.0, "delta": 0.9546, "gamma": 0.0006, "vega": 0.4837, "theta": -0.0044, "rho": 2.1863, "theo": 215.6648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 215.444999694824}, {"option": "SPY270416P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3164, "open_interest": 0.0, "volume": 0.0, "delta": -0.0459, "gamma": 0.0006, "vega": 0.4877, "theta": -0.0471, "rho": -0.1502, "theo": 3.1214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.125}, {"option": "SPY270416C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3068, "open_interest": 0.0, "volume": 0.0, "delta": 0.9524, "gamma": 0.0006, "vega": 0.5024, "theta": -0.0066, "rho": 2.1996, "theo": 210.8972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 210.684997558594}, {"option": "SPY270416P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.312, "open_interest": 18.0, "volume": 0.0, "delta": -0.0482, "gamma": 0.0006, "vega": 0.5073, "theta": -0.0483, "rho": -0.1574, "theo": 3.2535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.12, "last_trade_time": "2026-11-10T13:45:48", "percent_change": 0.0, "prev_day_close": 3.25499999523163}, {"option": "SPY270416C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3018, "open_interest": 0.0, "volume": 0.0, "delta": 0.95, "gamma": 0.0007, "vega": 0.5218, "theta": -0.0087, "rho": 2.2125, "theo": 206.1365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 205.92000579834}, {"option": "SPY270416P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3076, "open_interest": 20.0, "volume": 20.0, "delta": -0.0506, "gamma": 0.0007, "vega": 0.5281, "theta": -0.0495, "rho": -0.165, "theo": 3.3918, "change": -0.675, "open": 3.49, "high": 3.49, "low": 3.42, "tick": "down", "last_trade_price": 3.42, "last_trade_time": "2026-11-11T15:21:36", "percent_change": -16.4835, "prev_day_close": 3.3950001001358}, {"option": "SPY270416C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2982, "open_interest": 0.0, "volume": 0.0, "delta": 0.9476, "gamma": 0.0007, "vega": 0.5421, "theta": -0.0109, "rho": 2.225, "theo": 201.3831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 201.169998168945}, {"option": "SPY270416P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3034, "open_interest": 4.0, "volume": 1.0, "delta": -0.0531, "gamma": 0.0007, "vega": 0.5488, "theta": -0.0508, "rho": -0.173, "theo": 3.54, "change": -0.63, "open": 3.65, "high": 3.65, "low": 3.65, "tick": "down", "last_trade_price": 3.65, "last_trade_time": "2026-11-11T12:04:14", "percent_change": -14.7196, "prev_day_close": 3.54499995708466}, {"option": "SPY270416C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2944, "open_interest": 0.0, "volume": 0.0, "delta": 0.9449, "gamma": 0.0008, "vega": 0.5634, "theta": -0.0132, "rho": 2.237, "theo": 196.6375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 196.419998168945}, {"option": "SPY270416P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.299, "open_interest": 16.0, "volume": 10.0, "delta": -0.0558, "gamma": 0.0008, "vega": 0.5705, "theta": -0.0521, "rho": -0.1813, "theo": 3.6958, "change": -0.76, "open": 3.81, "high": 3.81, "low": 3.71, "tick": "down", "last_trade_price": 3.71, "last_trade_time": "2026-11-11T15:21:36", "percent_change": -17.0022, "prev_day_close": 3.70500004291534}, {"option": "SPY270416C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2902, "open_interest": 0.0, "volume": 0.0, "delta": 0.9422, "gamma": 0.0008, "vega": 0.5857, "theta": -0.0154, "rho": 2.2484, "theo": 191.9002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 191.690002441406}, {"option": "SPY270416P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2947, "open_interest": 4.0, "volume": 1.0, "delta": -0.0587, "gamma": 0.0008, "vega": 0.5935, "theta": -0.0534, "rho": -0.1906, "theo": 3.8599, "change": -0.51, "open": 4.16, "high": 4.16, "low": 4.16, "tick": "down", "last_trade_price": 4.16, "last_trade_time": "2026-11-11T10:16:22", "percent_change": -10.9208, "prev_day_close": 3.86500000953674}, {"option": "SPY270416C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2868, "open_interest": 0.0, "volume": 0.0, "delta": 0.9392, "gamma": 0.0008, "vega": 0.609, "theta": -0.0177, "rho": 2.2592, "theo": 187.1768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 187.024993896484}, {"option": "SPY270416P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2904, "open_interest": 23.0, "volume": 0.0, "delta": -0.0617, "gamma": 0.0008, "vega": 0.6161, "theta": -0.0548, "rho": -0.2007, "theo": 4.0331, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.24, "last_trade_time": "2026-11-10T11:03:32", "percent_change": 0.0, "prev_day_close": 4.03500008583069}, {"option": "SPY270416C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2822, "open_interest": 0.0, "volume": 0.0, "delta": 0.9361, "gamma": 0.0009, "vega": 0.6333, "theta": -0.02, "rho": 2.2693, "theo": 182.4534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 182.245002746582}, {"option": "SPY270416P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2863, "open_interest": 0.0, "volume": 0.0, "delta": -0.0649, "gamma": 0.0009, "vega": 0.6393, "theta": -0.0562, "rho": -0.2101, "theo": 4.2157, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.21999979019165}, {"option": "SPY270416C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2787, "open_interest": 0.0, "volume": 0.0, "delta": 0.9328, "gamma": 0.0009, "vega": 0.6584, "theta": -0.0223, "rho": 2.2787, "theo": 177.7451, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 177.524993896484}, {"option": "SPY270416P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2821, "open_interest": 18.0, "volume": 0.0, "delta": -0.0682, "gamma": 0.0009, "vega": 0.6651, "theta": -0.0576, "rho": -0.2205, "theo": 4.4079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.18, "last_trade_time": "2026-11-09T09:42:47", "percent_change": 0.0, "prev_day_close": 4.41499996185303}, {"option": "SPY270416C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2739, "open_interest": 5.0, "volume": 0.0, "delta": 0.9293, "gamma": 0.001, "vega": 0.6842, "theta": -0.0247, "rho": 2.2876, "theo": 173.0478, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 153.27, "last_trade_time": "2026-11-06T13:11:21", "percent_change": 0.0, "prev_day_close": 172.834999084473}, {"option": "SPY270416P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 1720.0, "volume": 1607.0, "delta": -0.0718, "gamma": 0.001, "vega": 0.693, "theta": -0.0591, "rho": -0.2319, "theo": 4.6141, "change": -0.92, "open": 4.95, "high": 4.95, "low": 4.69, "tick": "down", "last_trade_price": 4.69, "last_trade_time": "2026-11-11T14:07:42", "percent_change": -16.3993, "prev_day_close": 4.61999988555908}, {"option": "SPY270416C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2702, "open_interest": 0.0, "volume": 0.0, "delta": 0.9256, "gamma": 0.001, "vega": 0.711, "theta": -0.0271, "rho": 2.2958, "theo": 168.362, "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": 168.144996643066}, {"option": "SPY270416P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2738, "open_interest": 0.0, "volume": 0.0, "delta": -0.0756, "gamma": 0.001, "vega": 0.7206, "theta": -0.0606, "rho": -0.2434, "theo": 4.8297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.84000015258789}, {"option": "SPY270416C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2664, "open_interest": 0.0, "volume": 0.0, "delta": 0.9217, "gamma": 0.0011, "vega": 0.7389, "theta": -0.0296, "rho": 2.3034, "theo": 163.6883, "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": 163.479995727539}, {"option": "SPY270416P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2698, "open_interest": 10.0, "volume": 4.0, "delta": -0.0797, "gamma": 0.0011, "vega": 0.7485, "theta": -0.0621, "rho": -0.2557, "theo": 5.0599, "change": -1.085, "open": 5.08, "high": 5.08, "low": 5.08, "tick": "down", "last_trade_price": 5.08, "last_trade_time": "2026-11-11T15:51:11", "percent_change": -17.5993, "prev_day_close": 5.07000017166138}, {"option": "SPY270416C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2623, "open_interest": 0.0, "volume": 0.0, "delta": 0.9175, "gamma": 0.0012, "vega": 0.7682, "theta": -0.032, "rho": 2.31, "theo": 159.0276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 158.839996337891}, {"option": "SPY270416P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2658, "open_interest": 10.0, "volume": 0.0, "delta": -0.0839, "gamma": 0.0012, "vega": 0.7788, "theta": -0.0636, "rho": -0.2695, "theo": 5.302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.45, "last_trade_time": "2026-11-09T09:41:24", "percent_change": 0.0, "prev_day_close": 5.30999994277954}, {"option": "SPY270416C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2586, "open_interest": 0.0, "volume": 0.0, "delta": 0.9131, "gamma": 0.0012, "vega": 0.7988, "theta": -0.0345, "rho": 2.3156, "theo": 154.3808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.190002441406}, {"option": "SPY270416P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2617, "open_interest": 14.0, "volume": 0.0, "delta": -0.0884, "gamma": 0.0012, "vega": 0.8084, "theta": -0.0652, "rho": -0.2842, "theo": 5.5586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.0, "last_trade_time": "2026-11-10T10:25:41", "percent_change": 0.0, "prev_day_close": 5.57000017166138}, {"option": "SPY270416C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2552, "open_interest": 0.0, "volume": 0.0, "delta": 0.9084, "gamma": 0.0013, "vega": 0.8306, "theta": -0.037, "rho": 2.3201, "theo": 149.7491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.755004882812}, {"option": "SPY270416P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2578, "open_interest": 213.0, "volume": 5.0, "delta": -0.0933, "gamma": 0.0013, "vega": 0.8395, "theta": -0.0669, "rho": -0.298, "theo": 5.8326, "change": -1.185, "open": 5.95, "high": 5.95, "low": 5.95, "tick": "down", "last_trade_price": 5.95, "last_trade_time": "2026-11-11T13:03:30", "percent_change": -16.6083, "prev_day_close": 5.84999990463257}, {"option": "SPY270416C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2514, "open_interest": 22.0, "volume": 0.0, "delta": 0.9034, "gamma": 0.0014, "vega": 0.8632, "theta": -0.0396, "rho": 2.3237, "theo": 145.1334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 135.98, "last_trade_time": "2026-11-10T10:28:08", "percent_change": 0.0, "prev_day_close": 144.940002441406}, {"option": "SPY270416P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2538, "open_interest": 8.0, "volume": 2.0, "delta": -0.0983, "gamma": 0.0014, "vega": 0.8742, "theta": -0.0685, "rho": -0.3132, "theo": 6.1196, "change": -1.31, "open": 6.19, "high": 6.19, "low": 6.19, "tick": "no_change", "last_trade_price": 6.19, "last_trade_time": "2026-11-11T12:54:46", "percent_change": -17.4667, "prev_day_close": 6.1399998664856}, {"option": "SPY270416C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2473, "open_interest": 0.0, "volume": 0.0, "delta": 0.8982, "gamma": 0.0014, "vega": 0.8966, "theta": -0.0421, "rho": 2.3264, "theo": 140.5346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 140.504997253418}, {"option": "SPY270416P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2499, "open_interest": 39.0, "volume": 37.0, "delta": -0.1038, "gamma": 0.0015, "vega": 0.9097, "theta": -0.0702, "rho": -0.3301, "theo": 6.427, "change": -1.385, "open": 6.98, "high": 6.99, "low": 6.5, "tick": "down", "last_trade_price": 6.5, "last_trade_time": "2026-11-11T14:05:47", "percent_change": -17.565, "prev_day_close": 6.44999980926514}, {"option": "SPY270416C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2435, "open_interest": 0.0, "volume": 0.0, "delta": 0.8926, "gamma": 0.0015, "vega": 0.9312, "theta": -0.0447, "rho": 2.3281, "theo": 135.9537, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.955001831055}, {"option": "SPY270416P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2459, "open_interest": 20.0, "volume": 20.0, "delta": -0.1096, "gamma": 0.0016, "vega": 0.9438, "theta": -0.0719, "rho": -0.3473, "theo": 6.7556, "change": -1.455, "open": 6.8, "high": 6.84, "low": 6.8, "tick": "up", "last_trade_price": 6.84, "last_trade_time": "2026-11-11T15:06:07", "percent_change": -17.5407, "prev_day_close": 6.77500009536743}, {"option": "SPY270416C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2403, "open_interest": 0.0, "volume": 0.0, "delta": 0.8866, "gamma": 0.0016, "vega": 0.9672, "theta": -0.0473, "rho": 2.3286, "theo": 131.3917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 131.224998474121}, {"option": "SPY270416P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.242, "open_interest": 4.0, "volume": 0.0, "delta": -0.1157, "gamma": 0.0016, "vega": 0.9813, "theta": -0.0736, "rho": -0.3661, "theo": 7.0992, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.71, "last_trade_time": "2026-11-09T10:00:01", "percent_change": 0.0, "prev_day_close": 7.125}, {"option": "SPY270416C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2336, "open_interest": 0.0, "volume": 2.0, "delta": 0.8803, "gamma": 0.0017, "vega": 1.0049, "theta": -0.0499, "rho": 2.3276, "theo": 126.8502, "change": 6.505, "open": 123.55, "high": 123.55, "low": 123.4, "tick": "down", "last_trade_price": 123.4, "last_trade_time": "2026-11-11T09:59:05", "percent_change": 5.56482, "prev_day_close": 126.669998168945}, {"option": "SPY270416P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2382, "open_interest": 23.0, "volume": 10.0, "delta": -0.1222, "gamma": 0.0017, "vega": 1.018, "theta": -0.0753, "rho": -0.3866, "theo": 7.4693, "change": -1.1, "open": 8.1, "high": 8.1, "low": 8.04, "tick": "up", "last_trade_price": 8.09, "last_trade_time": "2026-11-11T10:24:00", "percent_change": -11.9695, "prev_day_close": 7.5}, {"option": "SPY270416C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.23, "open_interest": 0.0, "volume": 0.0, "delta": 0.8736, "gamma": 0.0018, "vega": 1.0438, "theta": -0.0525, "rho": 2.325, "theo": 122.3309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 122.159999847412}, {"option": "SPY270416P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2343, "open_interest": 6.0, "volume": 0.0, "delta": -0.1292, "gamma": 0.0018, "vega": 1.0569, "theta": -0.0771, "rho": -0.4057, "theo": 7.8582, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.82, "last_trade_time": "2026-11-10T14:37:20", "percent_change": 0.0, "prev_day_close": 7.89499998092651}, {"option": "SPY270416C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2264, "open_interest": 0.0, "volume": 0.0, "delta": 0.8665, "gamma": 0.0019, "vega": 1.0834, "theta": -0.055, "rho": 2.321, "theo": 117.8356, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 117.765003204346}, {"option": "SPY270416P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2306, "open_interest": 9.0, "volume": 0.0, "delta": -0.1365, "gamma": 0.0019, "vega": 1.0994, "theta": -0.0788, "rho": -0.4272, "theo": 8.2701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.15, "last_trade_time": "2026-11-10T14:49:50", "percent_change": 0.0, "prev_day_close": 8.30999994277954}, {"option": "SPY270416C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2225, "open_interest": 427.0, "volume": 0.0, "delta": 0.8589, "gamma": 0.002, "vega": 1.1237, "theta": -0.0576, "rho": 2.3157, "theo": 113.3656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 103.0, "last_trade_time": "2026-11-10T12:32:30", "percent_change": 0.0, "prev_day_close": 113.350002288818}, {"option": "SPY270416P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2267, "open_interest": 7.0, "volume": 1.0, "delta": -0.1444, "gamma": 0.002, "vega": 1.1405, "theta": -0.0806, "rho": -0.45, "theo": 8.7149, "change": -1.985, "open": 8.78, "high": 8.78, "low": 8.78, "tick": "down", "last_trade_price": 8.78, "last_trade_time": "2026-11-11T13:00:15", "percent_change": -18.4394, "prev_day_close": 8.75999975204468}, {"option": "SPY270416C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.219, "open_interest": 0.0, "volume": 0.0, "delta": 0.8509, "gamma": 0.0021, "vega": 1.1653, "theta": -0.0602, "rho": 2.309, "theo": 108.9226, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 108.775001525879}, {"option": "SPY270416P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2229, "open_interest": 11.0, "volume": 8.0, "delta": -0.1528, "gamma": 0.0022, "vega": 1.1818, "theta": -0.0823, "rho": -0.4746, "theo": 9.186, "change": -2.14, "open": 9.7, "high": 9.7, "low": 9.09, "tick": "up", "last_trade_price": 9.22, "last_trade_time": "2026-11-11T15:32:10", "percent_change": -18.838, "prev_day_close": 9.23000001907349}, {"option": "SPY270416C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 0.0, "volume": 0.0, "delta": 0.8423, "gamma": 0.0022, "vega": 1.2085, "theta": -0.0628, "rho": 2.3003, "theo": 104.5085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.390003204346}, {"option": "SPY270416P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2193, "open_interest": 13.0, "volume": 6.0, "delta": -0.1616, "gamma": 0.0023, "vega": 1.2262, "theta": -0.0841, "rho": -0.5027, "theo": 9.6829, "change": -2.21, "open": 10.72, "high": 10.72, "low": 9.78, "tick": "down", "last_trade_price": 9.78, "last_trade_time": "2026-11-11T13:00:15", "percent_change": -18.432, "prev_day_close": 9.74500036239624}, {"option": "SPY270416C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2121, "open_interest": 0.0, "volume": 0.0, "delta": 0.8332, "gamma": 0.0023, "vega": 1.253, "theta": -0.0653, "rho": 2.2892, "theo": 100.1262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 100.024997711182}, {"option": "SPY270416P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2154, "open_interest": 15.0, "volume": 28.0, "delta": -0.1712, "gamma": 0.0024, "vega": 1.27, "theta": -0.0858, "rho": -0.5274, "theo": 10.2207, "change": -2.265, "open": 11.45, "high": 11.45, "low": 10.2, "tick": "up", "last_trade_price": 10.4, "last_trade_time": "2026-11-11T15:56:08", "percent_change": -17.8839, "prev_day_close": 10.2849998474121}, {"option": "SPY270416C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2085, "open_interest": 0.0, "volume": 0.0, "delta": 0.8236, "gamma": 0.0025, "vega": 1.298, "theta": -0.0678, "rho": 2.276, "theo": 95.7785, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 95.6800003051758}, {"option": "SPY270416P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 1337.0, "volume": 3.0, "delta": -0.1813, "gamma": 0.0026, "vega": 1.3179, "theta": -0.0875, "rho": -0.5549, "theo": 10.7884, "change": -2.325, "open": 11.02, "high": 11.05, "low": 11.02, "tick": "no_change", "last_trade_price": 11.05, "last_trade_time": "2026-11-11T14:16:25", "percent_change": -17.3832, "prev_day_close": 10.8649997711182}, {"option": "SPY270416C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2049, "open_interest": 1.0, "volume": 0.0, "delta": 0.8133, "gamma": 0.0026, "vega": 1.3433, "theta": -0.0702, "rho": 2.2612, "theo": 91.4676, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.58, "last_trade_time": "2026-11-09T10:18:26", "percent_change": 0.0, "prev_day_close": 91.3600006103516}, {"option": "SPY270416P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.208, "open_interest": 52.0, "volume": 52.0, "delta": -0.192, "gamma": 0.0027, "vega": 1.3623, "theta": -0.0892, "rho": -0.5869, "theo": 11.4019, "change": -2.49, "open": 11.98, "high": 11.98, "low": 11.35, "tick": "up", "last_trade_price": 11.65, "last_trade_time": "2026-11-11T14:15:32", "percent_change": -17.6096, "prev_day_close": 11.4850001335144}, {"option": "SPY270416C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2014, "open_interest": 9.0, "volume": 9.0, "delta": 0.8023, "gamma": 0.0027, "vega": 1.3894, "theta": -0.0726, "rho": 2.2444, "theo": 87.1959, "change": 9.505, "open": 87.94, "high": 87.94, "low": 87.86, "tick": "down", "last_trade_price": 87.86, "last_trade_time": "2026-11-11T13:13:25", "percent_change": 12.1307, "prev_day_close": 87.1000022888184}, {"option": "SPY270416P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2043, "open_interest": 705.0, "volume": 0.0, "delta": -0.2036, "gamma": 0.0028, "vega": 1.4107, "theta": -0.0909, "rho": -0.6158, "theo": 12.0532, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 15.26, "last_trade_time": "2026-11-10T14:18:25", "percent_change": 0.0, "prev_day_close": 12.1449999809265}, {"option": "SPY270416C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1979, "open_interest": 282.0, "volume": 2.0, "delta": 0.7907, "gamma": 0.0029, "vega": 1.4367, "theta": -0.0749, "rho": 2.2247, "theo": 82.9711, "change": 8.225, "open": 82.5, "high": 82.5, "low": 82.5, "tick": "up", "last_trade_price": 82.5, "last_trade_time": "2026-11-11T11:21:43", "percent_change": 11.0737, "prev_day_close": 83.3899993896484}, {"option": "SPY270416P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2007, "open_interest": 722.0, "volume": 153.0, "delta": -0.2158, "gamma": 0.003, "vega": 1.456, "theta": -0.0925, "rho": -0.6504, "theo": 12.7467, "change": -3.11, "open": 14.12, "high": 14.16, "low": 12.71, "tick": "no_change", "last_trade_price": 12.71, "last_trade_time": "2026-11-11T13:26:46", "percent_change": -19.6587, "prev_day_close": 12.8450002670288}, {"option": "SPY270416C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1944, "open_interest": 4.0, "volume": 0.0, "delta": 0.7783, "gamma": 0.003, "vega": 1.4846, "theta": -0.0772, "rho": 2.2018, "theo": 78.7883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 64.47, "last_trade_time": "2026-11-06T15:36:34", "percent_change": 0.0, "prev_day_close": 79.2400016784668}, {"option": "SPY270416P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 89.0, "volume": 15.0, "delta": -0.229, "gamma": 0.0032, "vega": 1.5062, "theta": -0.094, "rho": -0.6837, "theo": 13.498, "change": -3.19, "open": 14.77, "high": 14.77, "low": 13.39, "tick": "no_change", "last_trade_price": 13.56, "last_trade_time": "2026-11-11T16:10:38", "percent_change": -19.0448, "prev_day_close": 13.6050000190735}, {"option": "SPY270416C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.191, "open_interest": 8.0, "volume": 22.0, "delta": 0.7652, "gamma": 0.0032, "vega": 1.532, "theta": -0.0793, "rho": 2.1765, "theo": 74.6647, "change": 7.845, "open": 72.55, "high": 75.0, "low": 72.42, "tick": "down", "last_trade_price": 74.45, "last_trade_time": "2026-11-11T11:46:37", "percent_change": 11.7784, "prev_day_close": 75.1149978637695}, {"option": "SPY270416P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1933, "open_interest": 1845.0, "volume": 1847.0, "delta": -0.2429, "gamma": 0.0034, "vega": 1.5538, "theta": -0.0956, "rho": -0.7198, "theo": 14.2996, "change": -3.17, "open": 15.06, "high": 15.15, "low": 14.19, "tick": "up", "last_trade_price": 14.56, "last_trade_time": "2026-11-11T15:54:47", "percent_change": -17.8793, "prev_day_close": 14.4099998474121}, {"option": "SPY270416C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1875, "open_interest": 389.0, "volume": 0.0, "delta": 0.7512, "gamma": 0.0034, "vega": 1.579, "theta": -0.0813, "rho": 2.1488, "theo": 70.577, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.25, "last_trade_time": "2026-11-10T11:37:15", "percent_change": 0.0, "prev_day_close": 71.0999984741211}, {"option": "SPY270416P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1896, "open_interest": 5.0, "volume": 0.0, "delta": -0.2579, "gamma": 0.0035, "vega": 1.6001, "theta": -0.097, "rho": -0.7569, "theo": 15.1597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.44, "last_trade_time": "2026-11-10T12:38:24", "percent_change": 0.0, "prev_day_close": 15.2699999809265}, {"option": "SPY270416C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 1.0, "volume": 0.0, "delta": 0.7363, "gamma": 0.0035, "vega": 1.6261, "theta": -0.0832, "rho": 2.1178, "theo": 66.5512, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 58.39, "last_trade_time": "2026-11-10T11:39:20", "percent_change": 0.0, "prev_day_close": 66.4650001525879}, {"option": "SPY270416P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.186, "open_interest": 422.0, "volume": 1214.0, "delta": -0.2738, "gamma": 0.0037, "vega": 1.6472, "theta": -0.0983, "rho": -0.7969, "theo": 16.0818, "change": -2.555, "open": 17.42, "high": 17.87, "low": 17.35, "tick": "down", "last_trade_price": 17.35, "last_trade_time": "2026-11-11T10:35:13", "percent_change": -12.836, "prev_day_close": 16.1999998092651}, {"option": "SPY270416C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1808, "open_interest": 1310.0, "volume": 0.0, "delta": 0.7205, "gamma": 0.0037, "vega": 1.6729, "theta": -0.0849, "rho": 2.0827, "theo": 62.5924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.31, "last_trade_time": "2026-11-10T11:47:57", "percent_change": 0.0, "prev_day_close": 63.0249996185303}, {"option": "SPY270416P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1824, "open_interest": 230.0, "volume": 0.0, "delta": -0.2908, "gamma": 0.0039, "vega": 1.6943, "theta": -0.0995, "rho": -0.8348, "theo": 17.0736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.3, "last_trade_time": "2026-11-10T15:12:34", "percent_change": 0.0, "prev_day_close": 17.1849994659424}, {"option": "SPY270416C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 206.0, "volume": 5.0, "delta": 0.7038, "gamma": 0.0039, "vega": 1.718, "theta": -0.0865, "rho": 2.0445, "theo": 58.7059, "change": 6.0, "open": 56.41, "high": 58.0, "low": 56.41, "tick": "up", "last_trade_price": 58.0, "last_trade_time": "2026-11-11T10:59:47", "percent_change": 11.5385, "prev_day_close": 59.2150001525879}, {"option": "SPY270416P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 1647.0, "volume": 1205.0, "delta": -0.3089, "gamma": 0.0042, "vega": 1.7376, "theta": -0.1006, "rho": -0.8804, "theo": 18.1345, "change": -3.94, "open": 19.99, "high": 20.13, "low": 18.02, "tick": "up", "last_trade_price": 18.45, "last_trade_time": "2026-11-11T15:54:47", "percent_change": -17.5971, "prev_day_close": 18.2549991607666}, {"option": "SPY270416C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1748, "open_interest": 16.0, "volume": 1.0, "delta": 0.6859, "gamma": 0.0041, "vega": 1.761, "theta": -0.0878, "rho": 2.0035, "theo": 54.8834, "change": 4.485, "open": 52.88, "high": 52.88, "low": 52.88, "tick": "up", "last_trade_price": 52.88, "last_trade_time": "2026-11-11T10:29:19", "percent_change": 9.26749, "prev_day_close": 54.8099994659424}, {"option": "SPY270416P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1752, "open_interest": 372.0, "volume": 3.0, "delta": -0.328, "gamma": 0.0044, "vega": 1.779, "theta": -0.1016, "rho": -0.9203, "theo": 19.2781, "change": -4.46, "open": 19.44, "high": 19.44, "low": 19.31, "tick": "down", "last_trade_price": 19.31, "last_trade_time": "2026-11-11T16:10:19", "percent_change": -18.7631, "prev_day_close": 19.3950004577637}, {"option": "SPY270416C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1713, "open_interest": 61.0, "volume": 1.0, "delta": 0.6672, "gamma": 0.0043, "vega": 1.8025, "theta": -0.089, "rho": 1.9581, "theo": 51.1469, "change": 4.9, "open": 49.78, "high": 49.78, "low": 49.78, "tick": "up", "last_trade_price": 49.78, "last_trade_time": "2026-11-11T15:04:04", "percent_change": 10.918, "prev_day_close": 51.7049999237061}, {"option": "SPY270416P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1715, "open_interest": 1235.0, "volume": 83.0, "delta": -0.349, "gamma": 0.0046, "vega": 1.8178, "theta": -0.1024, "rho": -0.9599, "theo": 20.5215, "change": -4.94, "open": 21.68, "high": 21.68, "low": 20.31, "tick": "down", "last_trade_price": 20.31, "last_trade_time": "2026-11-11T13:39:20", "percent_change": -19.5644, "prev_day_close": 20.6199998855591}, {"option": "SPY270416C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1671, "open_interest": 24.0, "volume": 0.0, "delta": 0.6472, "gamma": 0.0044, "vega": 1.8415, "theta": -0.0898, "rho": 1.9079, "theo": 47.4883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.82, "last_trade_time": "2026-11-09T14:56:00", "percent_change": 0.0, "prev_day_close": 47.9899997711182}, {"option": "SPY270416P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1679, "open_interest": 843.0, "volume": 140.0, "delta": -0.3711, "gamma": 0.0048, "vega": 1.8534, "theta": -0.103, "rho": -1.0076, "theo": 21.8545, "change": -4.835, "open": 22.79, "high": 22.79, "low": 21.46, "tick": "up", "last_trade_price": 22.01, "last_trade_time": "2026-11-11T15:23:40", "percent_change": -18.0108, "prev_day_close": 21.9499998092651}, {"option": "SPY270416C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 62.0, "volume": 6.0, "delta": 0.6262, "gamma": 0.0046, "vega": 1.8763, "theta": -0.0904, "rho": 1.8549, "theo": 43.9297, "change": 7.3, "open": 41.5, "high": 45.44, "low": 41.42, "tick": "up", "last_trade_price": 45.44, "last_trade_time": "2026-11-11T13:22:58", "percent_change": 19.14, "prev_day_close": 44.4149990081787}, {"option": "SPY270416P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1644, "open_interest": 1123.0, "volume": 112.0, "delta": -0.3943, "gamma": 0.0051, "vega": 1.8826, "theta": -0.1034, "rho": -1.0425, "theo": 23.275, "change": -5.295, "open": 25.6, "high": 25.6, "low": 23.27, "tick": "down", "last_trade_price": 23.27, "last_trade_time": "2026-11-11T16:08:41", "percent_change": -18.5367, "prev_day_close": 23.3800001144409}, {"option": "SPY270416C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 742.0, "volume": 9.0, "delta": 0.604, "gamma": 0.0048, "vega": 1.9072, "theta": -0.0907, "rho": 1.7977, "theo": 40.4624, "change": 6.07, "open": 38.33, "high": 41.65, "low": 38.33, "tick": "down", "last_trade_price": 41.0, "last_trade_time": "2026-11-11T14:31:24", "percent_change": 17.3776, "prev_day_close": 40.9750003814697}, {"option": "SPY270416P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1609, "open_interest": 528.0, "volume": 90.0, "delta": -0.4196, "gamma": 0.0053, "vega": 1.9072, "theta": -0.1036, "rho": -1.0909, "theo": 24.8427, "change": -5.05, "open": 27.0, "high": 27.54, "low": 24.47, "tick": "up", "last_trade_price": 25.36, "last_trade_time": "2026-11-11T14:19:21", "percent_change": -16.6064, "prev_day_close": 24.9349994659424}, {"option": "SPY270416C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 213.0, "volume": 13.0, "delta": 0.5806, "gamma": 0.005, "vega": 1.9335, "theta": -0.0907, "rho": 1.7348, "theo": 37.108, "change": 6.83, "open": 35.5, "high": 38.68, "low": 35.25, "tick": "up", "last_trade_price": 38.68, "last_trade_time": "2026-11-11T13:35:29", "percent_change": 21.4443, "prev_day_close": 37.6200008392334}, {"option": "SPY270416P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1575, "open_interest": 445.0, "volume": 29.0, "delta": -0.4459, "gamma": 0.0055, "vega": 1.9261, "theta": -0.1035, "rho": -1.1325, "theo": 26.5059, "change": -5.81, "open": 27.66, "high": 27.66, "low": 26.49, "tick": "up", "last_trade_price": 26.59, "last_trade_time": "2026-11-11T15:51:50", "percent_change": -17.9321, "prev_day_close": 26.6199998855591}, {"option": "SPY270416C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1537, "open_interest": 510.0, "volume": 41.0, "delta": 0.5561, "gamma": 0.0052, "vega": 1.9536, "theta": -0.0903, "rho": 1.669, "theo": 33.8757, "change": 4.875, "open": 32.81, "high": 33.77, "low": 31.94, "tick": "up", "last_trade_price": 33.77, "last_trade_time": "2026-11-11T11:25:40", "percent_change": 16.8714, "prev_day_close": 34.3799991607666}, {"option": "SPY270416P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 374.0, "volume": 38.0, "delta": -0.4745, "gamma": 0.0058, "vega": 1.9316, "theta": -0.103, "rho": -1.1544, "theo": 28.3395, "change": -6.085, "open": 30.29, "high": 30.29, "low": 27.83, "tick": "up", "last_trade_price": 28.47, "last_trade_time": "2026-11-11T15:51:55", "percent_change": -17.6096, "prev_day_close": 28.4449996948242}, {"option": "SPY270416C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1511, "open_interest": 620.0, "volume": 2.0, "delta": 0.5306, "gamma": 0.0053, "vega": 1.9669, "theta": -0.0895, "rho": 1.5992, "theo": 30.774, "change": 4.205, "open": 29.65, "high": 30.29, "low": 29.65, "tick": "up", "last_trade_price": 30.29, "last_trade_time": "2026-11-11T11:18:28", "percent_change": 16.1204, "prev_day_close": 30.7350006103516}, {"option": "SPY270416P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 110.0, "volume": 57.0, "delta": -0.5041, "gamma": 0.006, "vega": 1.9323, "theta": -0.1022, "rho": -1.2009, "theo": 30.2945, "change": -7.12, "open": 31.52, "high": 31.52, "low": 29.75, "tick": "down", "last_trade_price": 29.75, "last_trade_time": "2026-11-11T14:03:08", "percent_change": -19.3111, "prev_day_close": 30.4299993515015}, {"option": "SPY270416C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.148, "open_interest": 1217.0, "volume": 58.0, "delta": 0.5039, "gamma": 0.0054, "vega": 1.9726, "theta": -0.0884, "rho": 1.5237, "theo": 27.806, "change": 4.795, "open": 26.94, "high": 29.31, "low": 26.35, "tick": "down", "last_trade_price": 28.21, "last_trade_time": "2026-11-11T14:18:35", "percent_change": 20.4783, "prev_day_close": 27.7849998474121}, {"option": "SPY270416P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.148, "open_interest": 56.0, "volume": 44.0, "delta": -0.5356, "gamma": 0.0062, "vega": 1.92, "theta": -0.1009, "rho": -1.2248, "theo": 32.4348, "change": -6.865, "open": 34.49, "high": 34.49, "low": 32.48, "tick": "down", "last_trade_price": 32.48, "last_trade_time": "2026-11-11T15:41:48", "percent_change": -17.4482, "prev_day_close": 32.5850009918213}, {"option": "SPY270416C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 1096.0, "volume": 37.0, "delta": 0.4763, "gamma": 0.0055, "vega": 1.9698, "theta": -0.0868, "rho": 1.4462, "theo": 24.9899, "change": 4.37, "open": 24.52, "high": 26.49, "low": 24.52, "tick": "down", "last_trade_price": 25.28, "last_trade_time": "2026-11-11T14:19:21", "percent_change": 20.8991, "prev_day_close": 24.9900007247925}, {"option": "SPY270416P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 13.0, "volume": 7.0, "delta": -0.569, "gamma": 0.0064, "vega": 1.8899, "theta": -0.099, "rho": -1.252, "theo": 34.7801, "change": -5.59, "open": 37.8, "high": 37.8, "low": 36.27, "tick": "down", "last_trade_price": 36.27, "last_trade_time": "2026-11-11T10:51:38", "percent_change": -13.354, "prev_day_close": 34.9349994659424}, {"option": "SPY270416C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1421, "open_interest": 1069.0, "volume": 82.0, "delta": 0.4479, "gamma": 0.0056, "vega": 1.9574, "theta": -0.0849, "rho": 1.3644, "theo": 22.3361, "change": 5.14, "open": 22.07, "high": 23.73, "low": 22.02, "tick": "down", "last_trade_price": 23.7, "last_trade_time": "2026-11-11T13:56:30", "percent_change": 27.694, "prev_day_close": 22.3449993133545}, {"option": "SPY270416P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 7.0, "volume": 0.0, "delta": -0.6029, "gamma": 0.0065, "vega": 1.8524, "theta": -0.0966, "rho": -1.265, "theo": 37.2819, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 46.35, "last_trade_time": "2026-11-10T12:14:51", "percent_change": 0.0, "prev_day_close": 37.4449996948242}, {"option": "SPY270416C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 563.0, "volume": 517.0, "delta": 0.4189, "gamma": 0.0056, "vega": 1.9349, "theta": -0.0825, "rho": 1.2797, "theo": 19.8577, "change": 3.74, "open": 19.07, "high": 21.4, "low": 19.07, "tick": "down", "last_trade_price": 20.13, "last_trade_time": "2026-11-11T15:09:09", "percent_change": 22.8188, "prev_day_close": 19.8800001144409}, {"option": "SPY270416P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 2.0, "volume": 0.0, "delta": -0.6383, "gamma": 0.0066, "vega": 1.7831, "theta": -0.0933, "rho": -1.2687, "theo": 40.0244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.9, "last_trade_time": "2026-11-10T15:24:43", "percent_change": 0.0, "prev_day_close": 40.2100009918213}, {"option": "SPY270416C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 47.0, "volume": 39.0, "delta": 0.3896, "gamma": 0.0056, "vega": 1.9024, "theta": -0.0798, "rho": 1.1944, "theo": 17.5613, "change": 4.385, "open": 16.91, "high": 18.94, "low": 16.9, "tick": "no_change", "last_trade_price": 18.78, "last_trade_time": "2026-11-11T13:56:43", "percent_change": 30.462, "prev_day_close": 17.585000038147}, {"option": "SPY270416P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 711.0, "volume": 0.0, "delta": -0.6742, "gamma": 0.0066, "vega": 1.7226, "theta": -0.0896, "rho": -1.2713, "theo": 42.9744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.54, "last_trade_time": "2026-11-10T11:04:41", "percent_change": 0.0, "prev_day_close": 43.1949996948242}, {"option": "SPY270416C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 179.0, "volume": 121.0, "delta": 0.3602, "gamma": 0.0056, "vega": 1.8586, "theta": -0.0768, "rho": 1.1065, "theo": 15.4536, "change": 4.04, "open": 15.06, "high": 16.62, "low": 14.59, "tick": "no_change", "last_trade_price": 16.62, "last_trade_time": "2026-11-11T13:56:43", "percent_change": 32.1145, "prev_day_close": 15.4700002670288}, {"option": "SPY270416P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 5.0, "volume": 0.0, "delta": -0.7103, "gamma": 0.0066, "vega": 1.6182, "theta": -0.0848, "rho": -1.2498, "theo": 46.1713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.72, "last_trade_time": "2026-11-10T13:26:28", "percent_change": 0.0, "prev_day_close": 45.5300006866455}, {"option": "SPY270416C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 1364.0, "volume": 9.0, "delta": 0.3312, "gamma": 0.0055, "vega": 1.8056, "theta": -0.0734, "rho": 1.0206, "theo": 13.5354, "change": 3.795, "open": 13.15, "high": 14.74, "low": 13.15, "tick": "up", "last_trade_price": 14.74, "last_trade_time": "2026-11-11T13:47:37", "percent_change": 34.6734, "prev_day_close": 13.5500001907349}, {"option": "SPY270416P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1327, "open_interest": 2.0, "volume": 0.0, "delta": -0.7466, "gamma": 0.0066, "vega": 1.5264, "theta": -0.0801, "rho": -1.239, "theo": 49.5803, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 68.35, "last_trade_time": "2026-11-06T13:59:20", "percent_change": 0.0, "prev_day_close": 49.8600006103516}, {"option": "SPY270416C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 1274.0, "volume": 18.0, "delta": 0.3028, "gamma": 0.0054, "vega": 1.7424, "theta": -0.0698, "rho": 0.9343, "theo": 11.8026, "change": 3.395, "open": 11.78, "high": 12.88, "low": 11.78, "tick": "up", "last_trade_price": 12.88, "last_trade_time": "2026-11-11T13:58:03", "percent_change": 35.7934, "prev_day_close": 11.8099999427795}, {"option": "SPY270416P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 0.0, "volume": 0.0, "delta": -0.7825, "gamma": 0.0066, "vega": 1.389, "theta": -0.0756, "rho": -1.1556, "theo": 53.2321, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.0150012969971}, {"option": "SPY270416C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 1788.0, "volume": 1791.0, "delta": 0.2752, "gamma": 0.0052, "vega": 1.671, "theta": -0.066, "rho": 0.8514, "theo": 10.2491, "change": 3.06, "open": 9.68, "high": 11.24, "low": 9.68, "tick": "up", "last_trade_price": 11.24, "last_trade_time": "2026-11-11T13:48:31", "percent_change": 37.4083, "prev_day_close": 10.2599997520447}, {"option": "SPY270416P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 0.0, "volume": 0.0, "delta": -0.8192, "gamma": 0.0066, "vega": 1.2599, "theta": -0.0732, "rho": -1.1169, "theo": 57.0917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 56.5749988555908}, {"option": "SPY270416C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 20.0, "volume": 16.0, "delta": 0.2488, "gamma": 0.005, "vega": 1.5926, "theta": -0.062, "rho": 0.7706, "theo": 8.8602, "change": 2.215, "open": 9.79, "high": 9.79, "low": 9.25, "tick": "no_change", "last_trade_price": 9.25, "last_trade_time": "2026-11-11T14:37:32", "percent_change": 31.4854, "prev_day_close": 8.875}, {"option": "SPY270416P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 0.0, "volume": 0.0, "delta": -0.857, "gamma": 0.007, "vega": 1.0882, "theta": -0.0728, "rho": -0.9241, "theo": 61.181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 60.6900005340576}, {"option": "SPY270416C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1258, "open_interest": 53.0, "volume": 10.0, "delta": 0.2238, "gamma": 0.0048, "vega": 1.5077, "theta": -0.058, "rho": 0.694, "theo": 7.6352, "change": 1.985, "open": 8.43, "high": 8.54, "low": 8.01, "tick": "no_change", "last_trade_price": 8.01, "last_trade_time": "2026-11-11T14:37:32", "percent_change": 32.9461, "prev_day_close": 7.64999985694885}, {"option": "SPY270416P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1277, "open_interest": 0.0, "volume": 0.0, "delta": -0.8961, "gamma": 0.0075, "vega": 0.8999, "theta": -0.0736, "rho": -0.8394, "theo": 65.4802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 65.5750007629394}, {"option": "SPY270416C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1247, "open_interest": 12.0, "volume": 14.0, "delta": 0.2001, "gamma": 0.0045, "vega": 1.4196, "theta": -0.0538, "rho": 0.6218, "theo": 6.5513, "change": 1.255, "open": 7.28, "high": 7.35, "low": 6.4, "tick": "down", "last_trade_price": 6.4, "last_trade_time": "2026-11-11T15:54:02", "percent_change": 24.3926, "prev_day_close": 6.5699999332428}, {"option": "SPY270416P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1277, "open_interest": 0.0, "volume": 0.0, "delta": -0.9364, "gamma": 0.0076, "vega": 0.6571, "theta": -0.0874, "rho": -0.3939, "theo": 70.0313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 70.1400032043457}, {"option": "SPY270416C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 3.0, "volume": 2.0, "delta": 0.178, "gamma": 0.0042, "vega": 1.3268, "theta": -0.0497, "rho": 0.5531, "theo": 5.5981, "change": 1.94, "open": 6.25, "high": 6.31, "low": 6.25, "tick": "up", "last_trade_price": 6.31, "last_trade_time": "2026-11-11T13:53:53", "percent_change": 44.3936, "prev_day_close": 5.625}, {"option": "SPY270416P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1293, "open_interest": 0.0, "volume": 0.0, "delta": -0.9678, "gamma": 0.0058, "vega": 0.3638, "theta": -0.0976, "rho": 0.0, "theo": 74.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 74.8899993896484}, {"option": "SPY270416C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1228, "open_interest": 15.0, "volume": 0.0, "delta": 0.1577, "gamma": 0.004, "vega": 1.2345, "theta": -0.0457, "rho": 0.491, "theo": 4.7718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.68, "last_trade_time": "2026-11-10T11:14:40", "percent_change": 0.0, "prev_day_close": 4.8050000667572}, {"option": "SPY270416P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1325, "open_interest": 0.0, "volume": 0.0, "delta": -0.9886, "gamma": 0.0021, "vega": 0.1048, "theta": -0.1512, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 79.745002746582}, {"option": "SPY270416C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1221, "open_interest": 1.0, "volume": 0.0, "delta": 0.139, "gamma": 0.0036, "vega": 1.1411, "theta": -0.0417, "rho": 0.4324, "theo": 4.0528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.29, "last_trade_time": "2026-11-10T09:42:01", "percent_change": 0.0, "prev_day_close": 4.08500003814697}, {"option": "SPY270416P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1395, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0001, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.6949996948242}, {"option": "SPY270416C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1214, "open_interest": 2165.0, "volume": 1511.0, "delta": 0.122, "gamma": 0.0034, "vega": 1.0493, "theta": -0.0379, "rho": 0.3802, "theo": 3.4328, "change": 0.73, "open": 3.59, "high": 3.59, "low": 3.35, "tick": "no_change", "last_trade_price": 3.39, "last_trade_time": "2026-11-11T15:59:05", "percent_change": 27.4436, "prev_day_close": 3.46000003814697}, {"option": "SPY270416P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.685001373291}, {"option": "SPY270416C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1209, "open_interest": 17.0, "volume": 0.0, "delta": 0.1067, "gamma": 0.0031, "vega": 0.9604, "theta": -0.0343, "rho": 0.3322, "theo": 2.9014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.19, "last_trade_time": "2026-11-10T12:12:40", "percent_change": 0.0, "prev_day_close": 2.9300000667572}, {"option": "SPY270416P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1513, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.685001373291}, {"option": "SPY270416C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1206, "open_interest": 23.0, "volume": 20.0, "delta": 0.093, "gamma": 0.0028, "vega": 0.8743, "theta": -0.0308, "rho": 0.2897, "theo": 2.4479, "change": 0.61, "open": 2.5, "high": 2.5, "low": 2.5, "tick": "up", "last_trade_price": 2.5, "last_trade_time": "2026-11-11T15:28:31", "percent_change": 32.2751, "prev_day_close": 2.47000002861023}, {"option": "SPY270416P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.6749992370606}, {"option": "SPY270416C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1202, "open_interest": 48.0, "volume": 2.0, "delta": 0.0808, "gamma": 0.0025, "vega": 0.7937, "theta": -0.0277, "rho": 0.2517, "theo": 2.0638, "change": 0.435, "open": 2.11, "high": 2.11, "low": 2.03, "tick": "down", "last_trade_price": 2.03, "last_trade_time": "2026-11-11T09:57:51", "percent_change": 27.2727, "prev_day_close": 2.08999991416931}, {"option": "SPY270416P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.669998168945}, {"option": "SPY270416C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1201, "open_interest": 22.0, "volume": 0.0, "delta": 0.0701, "gamma": 0.0022, "vega": 0.7173, "theta": -0.0248, "rho": 0.2183, "theo": 1.7402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.75, "last_trade_time": "2026-11-09T14:38:33", "percent_change": 0.0, "prev_day_close": 1.75999999046326}, {"option": "SPY270416P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 109.669998168945}, {"option": "SPY270416C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.12, "open_interest": 18.0, "volume": 13.0, "delta": 0.0608, "gamma": 0.002, "vega": 0.6476, "theta": -0.0222, "rho": 0.1895, "theo": 1.4705, "change": 0.225, "open": 1.55, "high": 1.55, "low": 1.36, "tick": "down", "last_trade_price": 1.36, "last_trade_time": "2026-11-11T10:19:40", "percent_change": 19.8238, "prev_day_close": 1.48500001430511}, {"option": "SPY270416P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1693, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.685001373291}, {"option": "SPY270416C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1201, "open_interest": 0.0, "volume": 0.0, "delta": 0.0527, "gamma": 0.0018, "vega": 0.5831, "theta": -0.0198, "rho": 0.1639, "theo": 1.2432, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.25499999523163}, {"option": "SPY270416P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1769, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 140.89, "last_trade_time": "2026-11-06T12:08:47", "percent_change": 0.0, "prev_day_close": 119.685001373291}, {"option": "SPY270416C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1204, "open_interest": 0.0, "volume": 0.0, "delta": 0.0457, "gamma": 0.0016, "vega": 0.5242, "theta": -0.0177, "rho": 0.1422, "theo": 1.0545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.06999999284744}, {"option": "SPY270416P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 136.25, "last_trade_time": "2026-11-10T14:47:29", "percent_change": 0.0, "prev_day_close": 124.675003051758}, {"option": "SPY270416C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1207, "open_interest": 0.0, "volume": 0.0, "delta": 0.0397, "gamma": 0.0014, "vega": 0.4713, "theta": -0.0158, "rho": 0.1233, "theo": 0.897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.909999996423721}, {"option": "SPY270416P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 152.2, "last_trade_time": "2026-11-06T14:50:37", "percent_change": 0.0, "prev_day_close": 129.675003051758}, {"option": "SPY270416C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1213, "open_interest": 3.0, "volume": 1.0, "delta": 0.0346, "gamma": 0.0013, "vega": 0.4242, "theta": -0.0141, "rho": 0.1072, "theo": 0.7674, "change": 0.26, "open": 0.86, "high": 0.86, "low": 0.86, "tick": "up", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T11:54:30", "percent_change": 43.3333, "prev_day_close": 0.775000005960464}, {"option": "SPY270416P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1928, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.680000305176}, {"option": "SPY270416C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1219, "open_interest": 510.0, "volume": 0.0, "delta": 0.0302, "gamma": 0.0011, "vega": 0.3818, "theta": -0.0127, "rho": 0.0937, "theo": 0.6594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.64, "last_trade_time": "2026-11-09T10:21:33", "percent_change": 0.0, "prev_day_close": 0.6700000166893}, {"option": "SPY270416P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.669998168945}, {"option": "SPY270416C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1226, "open_interest": 25.0, "volume": 10.0, "delta": 0.0264, "gamma": 0.001, "vega": 0.3445, "theta": -0.0114, "rho": 0.082, "theo": 0.5701, "change": 0.15, "open": 0.61, "high": 0.61, "low": 0.59, "tick": "up", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T11:18:09", "percent_change": 33.3333, "prev_day_close": 0.5799999833107}, {"option": "SPY270416P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1982, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.669998168945}, {"option": "SPY270416C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 3.0, "volume": 2.0, "delta": 0.0232, "gamma": 0.0009, "vega": 0.3115, "theta": -0.0103, "rho": 0.072, "theo": 0.4958, "change": 0.105, "open": 0.47, "high": 0.5, "low": 0.47, "tick": "up", "last_trade_price": 0.5, "last_trade_time": "2026-11-11T11:10:12", "percent_change": 26.5823, "prev_day_close": 0.5}, {"option": "SPY270416P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.669998168945}, {"option": "SPY270416C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 2.0, "volume": 0.0, "delta": 0.0206, "gamma": 0.0008, "vega": 0.2824, "theta": -0.0093, "rho": 0.0637, "theo": 0.4342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.32, "last_trade_time": "2026-11-06T15:45:21", "percent_change": 0.0, "prev_day_close": 0.439999997615814}, {"option": "SPY270416P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.685005187988}, {"option": "SPY270416C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1256, "open_interest": 0.0, "volume": 0.0, "delta": 0.0183, "gamma": 0.0007, "vega": 0.2568, "theta": -0.0085, "rho": 0.0566, "theo": 0.3829, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.390000000596046}, {"option": "SPY270416P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2171, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.690002441406}, {"option": "SPY270416C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 2.0, "volume": 0.0, "delta": 0.0163, "gamma": 0.0006, "vega": 0.2345, "theta": -0.0078, "rho": 0.0504, "theo": 0.3399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-11-06T15:45:21", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY270416P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2172, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.690002441406}, {"option": "SPY270416C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.128, "open_interest": 3.0, "volume": 0.0, "delta": 0.0146, "gamma": 0.0006, "vega": 0.2148, "theta": -0.0072, "rho": 0.0452, "theo": 0.304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-09T09:30:01", "percent_change": 0.0, "prev_day_close": 0.310000002384186}, {"option": "SPY270416P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2288, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.680000305176}, {"option": "SPY270416C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1294, "open_interest": 0.0, "volume": 0.0, "delta": 0.0132, "gamma": 0.0005, "vega": 0.1974, "theta": -0.0066, "rho": 0.0408, "theo": 0.2737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "SPY270416P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2304, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.680000305176}, {"option": "SPY270416C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 0.0, "volume": 0.0, "delta": 0.012, "gamma": 0.0005, "vega": 0.1824, "theta": -0.0061, "rho": 0.0371, "theo": 0.2485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.249999992549419}, {"option": "SPY270416P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2313, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.680000305176}, {"option": "SPY270416C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 0.0, "volume": 0.0, "delta": 0.011, "gamma": 0.0004, "vega": 0.1688, "theta": -0.0057, "rho": 0.0338, "theo": 0.2264, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "SPY270416P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.241, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.620002746582}, {"option": "SPY270416C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 25.0, "volume": 3.0, "delta": 0.01, "gamma": 0.0004, "vega": 0.157, "theta": -0.0054, "rho": 0.0309, "theo": 0.2078, "change": 0.055, "open": 0.21, "high": 0.23, "low": 0.21, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T14:06:09", "percent_change": 31.4286, "prev_day_close": 0.21000000089407}, {"option": "SPY270416P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2435, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1597, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.620002746582}, {"option": "SPY270430C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3151, "open_interest": 6.0, "volume": 0.0, "delta": 0.9615, "gamma": 0.0005, "vega": 0.4425, "theta": 0.0, "rho": 2.2863, "theo": 240.9746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 223.03, "last_trade_time": "2026-11-06T10:01:36", "percent_change": 0.0, "prev_day_close": 240.774993896484}, {"option": "SPY270430P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3339, "open_interest": 382.0, "volume": 9.0, "delta": -0.0391, "gamma": 0.0005, "vega": 0.449, "theta": -0.0417, "rho": -0.14, "theo": 2.8653, "change": -0.5, "open": 3.0, "high": 3.0, "low": 2.89, "tick": "up", "last_trade_price": 2.9, "last_trade_time": "2026-11-11T15:56:26", "percent_change": -14.7059, "prev_day_close": 2.875}, {"option": "SPY270430C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3085, "open_interest": 0.0, "volume": 0.0, "delta": 0.9577, "gamma": 0.0005, "vega": 0.4775, "theta": -0.0018, "rho": 2.3176, "theo": 231.4404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 239.39, "last_trade_time": "2026-10-29T14:38:40", "percent_change": 0.0, "prev_day_close": 231.215003967285}, {"option": "SPY270430P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3251, "open_interest": 29.0, "volume": 0.0, "delta": -0.0429, "gamma": 0.0005, "vega": 0.4832, "theta": -0.0439, "rho": -0.153, "theo": 3.1078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.61, "last_trade_time": "2026-11-09T15:39:49", "percent_change": 0.0, "prev_day_close": 3.11000001430512}, {"option": "SPY270430C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3045, "open_interest": 0.0, "volume": 0.0, "delta": 0.9536, "gamma": 0.0006, "vega": 0.5145, "theta": -0.0058, "rho": 2.3475, "theo": 221.917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 221.694999694824}, {"option": "SPY270430P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3164, "open_interest": 97.0, "volume": 0.0, "delta": -0.0472, "gamma": 0.0006, "vega": 0.5195, "theta": -0.0461, "rho": -0.1671, "theo": 3.3711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.49, "last_trade_time": "2026-11-06T14:17:33", "percent_change": 0.0, "prev_day_close": 3.37000000476837}, {"option": "SPY270430C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2966, "open_interest": 1.0, "volume": 0.0, "delta": 0.949, "gamma": 0.0007, "vega": 0.5539, "theta": -0.0098, "rho": 2.3761, "theo": 212.4222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 193.77, "last_trade_time": "2026-11-05T14:42:47", "percent_change": 0.0, "prev_day_close": 212.224998474121}, {"option": "SPY270430P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.308, "open_interest": 48.0, "volume": 10.0, "delta": -0.0518, "gamma": 0.0007, "vega": 0.5604, "theta": -0.0485, "rho": -0.1832, "theo": 3.6577, "change": -0.685, "open": 3.65, "high": 3.66, "low": 3.65, "tick": "up", "last_trade_price": 3.66, "last_trade_time": "2026-11-11T15:46:18", "percent_change": -15.7652, "prev_day_close": 3.66000008583069}, {"option": "SPY270430C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2892, "open_interest": 0.0, "volume": 0.0, "delta": 0.944, "gamma": 0.0007, "vega": 0.5966, "theta": -0.0139, "rho": 2.4028, "theo": 202.9545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 206.26, "last_trade_time": "2026-11-02T10:49:58", "percent_change": 0.0, "prev_day_close": 202.754997253418}, {"option": "SPY270430P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2996, "open_interest": 823.0, "volume": 2.0, "delta": -0.057, "gamma": 0.0007, "vega": 0.6062, "theta": -0.0509, "rho": -0.2019, "theo": 3.9729, "change": -0.715, "open": 4.05, "high": 4.05, "low": 4.02, "tick": "down", "last_trade_price": 4.02, "last_trade_time": "2026-11-11T14:59:38", "percent_change": -15.1003, "prev_day_close": 3.98000001907349}, {"option": "SPY270430C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2821, "open_interest": 0.0, "volume": 0.0, "delta": 0.9384, "gamma": 0.0008, "vega": 0.6432, "theta": -0.0181, "rho": 2.4271, "theo": 193.5186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 193.345001220703}, {"option": "SPY270430P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2913, "open_interest": 106.0, "volume": 14.0, "delta": -0.0628, "gamma": 0.0008, "vega": 0.6522, "theta": -0.0535, "rho": -0.2212, "theo": 4.3269, "change": -0.855, "open": 4.37, "high": 4.37, "low": 4.3, "tick": "up", "last_trade_price": 4.31, "last_trade_time": "2026-11-11T15:46:18", "percent_change": -16.5537, "prev_day_close": 4.32999992370606}, {"option": "SPY270430C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2752, "open_interest": 1.0, "volume": 0.0, "delta": 0.9321, "gamma": 0.0009, "vega": 0.693, "theta": -0.0224, "rho": 2.4488, "theo": 184.1202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 169.01, "last_trade_time": "2026-11-05T11:51:34", "percent_change": 0.0, "prev_day_close": 183.915000915527}, {"option": "SPY270430P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2832, "open_interest": 160.0, "volume": 0.0, "delta": -0.0692, "gamma": 0.0009, "vega": 0.7007, "theta": -0.0561, "rho": -0.2418, "theo": 4.7113, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.77, "last_trade_time": "2026-11-10T10:16:06", "percent_change": 0.0, "prev_day_close": 4.71999979019165}, {"option": "SPY270430C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2679, "open_interest": 23.0, "volume": 0.0, "delta": 0.9251, "gamma": 0.001, "vega": 0.7461, "theta": -0.0268, "rho": 2.4682, "theo": 174.7647, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 155.06, "last_trade_time": "2026-11-06T12:36:46", "percent_change": 0.0, "prev_day_close": 174.569999694824}, {"option": "SPY270430P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2753, "open_interest": 289.0, "volume": 7.0, "delta": -0.0764, "gamma": 0.001, "vega": 0.757, "theta": -0.0589, "rho": -0.2666, "theo": 5.1445, "change": -0.995, "open": 5.39, "high": 5.39, "low": 5.19, "tick": "down", "last_trade_price": 5.19, "last_trade_time": "2026-11-11T14:05:01", "percent_change": -16.0873, "prev_day_close": 5.15999984741211}, {"option": "SPY270430C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2603, "open_interest": 1.0, "volume": 0.0, "delta": 0.9173, "gamma": 0.0011, "vega": 0.8039, "theta": -0.0313, "rho": 2.4844, "theo": 165.4582, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 172.12, "last_trade_time": "2026-11-04T10:30:15", "percent_change": 0.0, "prev_day_close": 165.259994506836}, {"option": "SPY270430P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2675, "open_interest": 98.0, "volume": 1.0, "delta": -0.0845, "gamma": 0.0011, "vega": 0.8182, "theta": -0.0618, "rho": -0.2942, "theo": 5.6271, "change": -0.825, "open": 5.96, "high": 5.96, "low": 5.96, "tick": "down", "last_trade_price": 5.96, "last_trade_time": "2026-11-11T09:30:01", "percent_change": -12.1592, "prev_day_close": 5.65499997138977}, {"option": "SPY270430C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2533, "open_interest": 1.0, "volume": 0.0, "delta": 0.9085, "gamma": 0.0012, "vega": 0.8667, "theta": -0.036, "rho": 2.4963, "theo": 156.2088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 164.26, "last_trade_time": "2026-11-04T12:09:18", "percent_change": 0.0, "prev_day_close": 156.0}, {"option": "SPY270430P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2598, "open_interest": 162.0, "volume": 103.0, "delta": -0.0936, "gamma": 0.0012, "vega": 0.8783, "theta": -0.0648, "rho": -0.3232, "theo": 6.1724, "change": -1.29, "open": 6.35, "high": 6.35, "low": 6.17, "tick": "down", "last_trade_price": 6.17, "last_trade_time": "2026-11-11T13:49:26", "percent_change": -17.2922, "prev_day_close": 6.20499992370606}, {"option": "SPY270430C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.246, "open_interest": 1.0, "volume": 0.0, "delta": 0.8986, "gamma": 0.0014, "vega": 0.9331, "theta": -0.0407, "rho": 2.5044, "theo": 147.025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 155.23, "last_trade_time": "2026-10-29T14:38:33", "percent_change": 0.0, "prev_day_close": 146.86499786377}, {"option": "SPY270430P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2522, "open_interest": 34.0, "volume": 7.0, "delta": -0.1038, "gamma": 0.0014, "vega": 0.9457, "theta": -0.0679, "rho": -0.357, "theo": 6.7791, "change": -1.285, "open": 7.32, "high": 7.32, "low": 6.93, "tick": "down", "last_trade_price": 6.93, "last_trade_time": "2026-11-11T14:14:32", "percent_change": -15.6421, "prev_day_close": 6.8199999332428}, {"option": "SPY270430C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 0.0, "volume": 0.0, "delta": 0.8876, "gamma": 0.0015, "vega": 1.0041, "theta": -0.0455, "rho": 2.5083, "theo": 137.9145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 137.705001831055}, {"option": "SPY270430P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2446, "open_interest": 64.0, "volume": 0.0, "delta": -0.1153, "gamma": 0.0016, "vega": 1.0234, "theta": -0.0712, "rho": -0.3958, "theo": 7.4701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 9.29, "last_trade_time": "2026-11-09T13:26:50", "percent_change": 0.0, "prev_day_close": 7.50499987602234}, {"option": "SPY270430C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2323, "open_interest": 2.0, "volume": 0.0, "delta": 0.8751, "gamma": 0.0017, "vega": 1.081, "theta": -0.0504, "rho": 2.5062, "theo": 128.8875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 136.0, "last_trade_time": "2026-11-04T14:05:05", "percent_change": 0.0, "prev_day_close": 128.674995422363}, {"option": "SPY270430P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2373, "open_interest": 329.0, "volume": 414.0, "delta": -0.1283, "gamma": 0.0017, "vega": 1.0967, "theta": -0.0745, "rho": -0.4359, "theo": 8.248, "change": -1.665, "open": 8.67, "high": 8.67, "low": 8.28, "tick": "up", "last_trade_price": 8.36, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -16.6085, "prev_day_close": 8.28999996185303}, {"option": "SPY270430C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 4.0, "volume": 2.0, "delta": 0.8611, "gamma": 0.0019, "vega": 1.1612, "theta": -0.0552, "rho": 2.4983, "theo": 119.9558, "change": 9.08, "open": 116.85, "high": 121.01, "low": 116.85, "tick": "up", "last_trade_price": 121.01, "last_trade_time": "2026-11-11T13:40:44", "percent_change": 8.11221, "prev_day_close": 119.775001525879}, {"option": "SPY270430P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.23, "open_interest": 235.0, "volume": 3.0, "delta": -0.1429, "gamma": 0.0019, "vega": 1.1793, "theta": -0.0779, "rho": -0.4827, "theo": 9.1229, "change": -1.875, "open": 9.53, "high": 9.53, "low": 9.05, "tick": "up", "last_trade_price": 9.23, "last_trade_time": "2026-11-11T14:32:35", "percent_change": -16.8843, "prev_day_close": 9.16499996185303}, {"option": "SPY270430C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2188, "open_interest": 139.0, "volume": 1.0, "delta": 0.8454, "gamma": 0.0021, "vega": 1.2456, "theta": -0.0601, "rho": 2.4846, "theo": 111.1297, "change": 6.66, "open": 108.25, "high": 108.25, "low": 108.25, "tick": "up", "last_trade_price": 108.25, "last_trade_time": "2026-11-11T09:30:03", "percent_change": 6.55576, "prev_day_close": 110.950000762939}, {"option": "SPY270430P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2227, "open_interest": 85.0, "volume": 11.0, "delta": -0.1594, "gamma": 0.0021, "vega": 1.27, "theta": -0.0813, "rho": -0.5351, "theo": 10.1125, "change": -2.13, "open": 10.73, "high": 10.73, "low": 10.2, "tick": "down", "last_trade_price": 10.2, "last_trade_time": "2026-11-11T12:57:51", "percent_change": -17.2749, "prev_day_close": 10.1549997329712}, {"option": "SPY270430C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 2.0, "volume": 0.0, "delta": 0.8368, "gamma": 0.0022, "vega": 1.29, "theta": -0.0624, "rho": 2.4744, "theo": 106.7605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.88, "last_trade_time": "2026-11-04T14:09:38", "percent_change": 0.0, "prev_day_close": 106.584999084473}, {"option": "SPY270430P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 44.0, "volume": 0.0, "delta": -0.1684, "gamma": 0.0022, "vega": 1.3114, "theta": -0.083, "rho": -0.5617, "theo": 10.6568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.95, "last_trade_time": "2026-11-10T10:55:07", "percent_change": 0.0, "prev_day_close": 10.6949996948242}, {"option": "SPY270430C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2123, "open_interest": 146.0, "volume": 0.0, "delta": 0.8278, "gamma": 0.0023, "vega": 1.335, "theta": -0.0648, "rho": 2.4622, "theo": 102.4281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 86.15, "last_trade_time": "2026-11-05T13:57:07", "percent_change": 0.0, "prev_day_close": 102.219997406006}, {"option": "SPY270430P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2156, "open_interest": 271.0, "volume": 1.0, "delta": -0.1779, "gamma": 0.0024, "vega": 1.3537, "theta": -0.0846, "rho": -0.5888, "theo": 11.2318, "change": -2.425, "open": 11.28, "high": 11.28, "low": 11.28, "tick": "down", "last_trade_price": 11.28, "last_trade_time": "2026-11-11T12:55:07", "percent_change": -17.6943, "prev_day_close": 11.2750000953674}, {"option": "SPY270430C00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 1.0, "volume": 0.0, "delta": 0.8201, "gamma": 0.0024, "vega": 1.3711, "theta": -0.0667, "rho": 2.4511, "theo": 98.9784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 106.48, "last_trade_time": "2026-11-04T10:42:12", "percent_change": 0.0, "prev_day_close": 98.8250007629394}, {"option": "SPY270430P00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 2.0, "volume": 0.0, "delta": -0.1859, "gamma": 0.0025, "vega": 1.392, "theta": -0.0859, "rho": -0.6137, "theo": 11.7107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.1, "last_trade_time": "2026-11-09T11:29:00", "percent_change": 0.0, "prev_day_close": 11.7650003433228}, {"option": "SPY270430C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2088, "open_interest": 1.0, "volume": 0.0, "delta": 0.8182, "gamma": 0.0024, "vega": 1.3802, "theta": -0.0671, "rho": 2.4482, "theo": 98.1206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.91, "last_trade_time": "2026-10-30T15:46:22", "percent_change": 0.0, "prev_day_close": 97.9349975585938}, {"option": "SPY270430P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.212, "open_interest": 128.0, "volume": 3.0, "delta": -0.188, "gamma": 0.0025, "vega": 1.4019, "theta": -0.0863, "rho": -0.6209, "theo": 11.8394, "change": -2.6, "open": 11.7, "high": 12.09, "low": 11.7, "tick": "down", "last_trade_price": 11.85, "last_trade_time": "2026-11-11T15:45:52", "percent_change": -17.9931, "prev_day_close": 11.8900003433228}, {"option": "SPY270430C00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 0.0, "volume": 0.0, "delta": 0.8162, "gamma": 0.0024, "vega": 1.3892, "theta": -0.0676, "rho": 2.4452, "theo": 97.2688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 97.0800018310547}, {"option": "SPY270430P00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2113, "open_interest": 0.0, "volume": 0.0, "delta": -0.1901, "gamma": 0.0025, "vega": 1.412, "theta": -0.0866, "rho": -0.6267, "theo": 11.9656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.0199999809265}, {"option": "SPY270430C00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 2.0, "volume": 0.0, "delta": 0.8142, "gamma": 0.0024, "vega": 1.3983, "theta": -0.068, "rho": 2.4422, "theo": 96.4139, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 94.2, "last_trade_time": "2026-11-03T12:04:23", "percent_change": 0.0, "prev_day_close": 96.2049980163574}, {"option": "SPY270430P00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2106, "open_interest": 0.0, "volume": 0.0, "delta": -0.1922, "gamma": 0.0026, "vega": 1.4227, "theta": -0.0869, "rho": -0.633, "theo": 12.0935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.1499996185303}, {"option": "SPY270430C00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 2.0, "volume": 0.0, "delta": 0.8121, "gamma": 0.0025, "vega": 1.4074, "theta": -0.0685, "rho": 2.439, "theo": 95.5559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 82.64, "last_trade_time": "2026-11-05T10:54:41", "percent_change": 0.0, "prev_day_close": 95.4049987792969}, {"option": "SPY270430P00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2101, "open_interest": 1.0, "volume": 0.0, "delta": -0.1943, "gamma": 0.0026, "vega": 1.433, "theta": -0.0872, "rho": -0.6407, "theo": 12.219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.94, "last_trade_time": "2026-11-05T10:11:46", "percent_change": 0.0, "prev_day_close": 12.2799997329712}, {"option": "SPY270430C00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2064, "open_interest": 2.0, "volume": 0.0, "delta": 0.8101, "gamma": 0.0025, "vega": 1.4166, "theta": -0.0689, "rho": 2.4358, "theo": 94.7084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.7, "last_trade_time": "2026-11-05T10:54:41", "percent_change": 0.0, "prev_day_close": 94.5949974060059}, {"option": "SPY270430P00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2093, "open_interest": 36.0, "volume": 0.0, "delta": -0.1966, "gamma": 0.0026, "vega": 1.4434, "theta": -0.0876, "rho": -0.6471, "theo": 12.3547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.94, "last_trade_time": "2026-11-06T10:57:15", "percent_change": 0.0, "prev_day_close": 12.4099998474121}, {"option": "SPY270430C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2055, "open_interest": 170.0, "volume": 0.0, "delta": 0.808, "gamma": 0.0025, "vega": 1.4258, "theta": -0.0694, "rho": 2.4325, "theo": 93.8534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 78.99, "last_trade_time": "2026-11-06T13:46:56", "percent_change": 0.0, "prev_day_close": 93.6749992370606}, {"option": "SPY270430P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2086, "open_interest": 728.0, "volume": 12.0, "delta": -0.1988, "gamma": 0.0026, "vega": 1.453, "theta": -0.0879, "rho": -0.6543, "theo": 12.4879, "change": -2.805, "open": 13.54, "high": 13.6, "low": 12.45, "tick": "down", "last_trade_price": 12.45, "last_trade_time": "2026-11-11T15:38:59", "percent_change": -18.3874, "prev_day_close": 12.5450000762939}, {"option": "SPY270430C00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 1.0, "volume": 0.0, "delta": 0.8059, "gamma": 0.0026, "vega": 1.435, "theta": -0.0698, "rho": 2.4291, "theo": 93.0089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 80.26, "last_trade_time": "2026-11-05T10:54:41", "percent_change": 0.0, "prev_day_close": 92.8400001525879}, {"option": "SPY270430P00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 0.0, "volume": 0.0, "delta": -0.201, "gamma": 0.0027, "vega": 1.4628, "theta": -0.0882, "rho": -0.6636, "theo": 12.6232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.6800003051758}, {"option": "SPY270430C00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2042, "open_interest": 22.0, "volume": 0.0, "delta": 0.8038, "gamma": 0.0026, "vega": 1.4443, "theta": -0.0703, "rho": 2.4256, "theo": 92.1614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.97, "last_trade_time": "2026-11-06T15:32:37", "percent_change": 0.0, "prev_day_close": 91.9799995422363}, {"option": "SPY270430P00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 1.0, "volume": 0.0, "delta": -0.2032, "gamma": 0.0027, "vega": 1.4724, "theta": -0.0885, "rho": -0.6689, "theo": 12.757, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.49, "last_trade_time": "2026-10-30T14:55:29", "percent_change": 0.0, "prev_day_close": 12.8199996948242}, {"option": "SPY270430C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2036, "open_interest": 2.0, "volume": 0.0, "delta": 0.8016, "gamma": 0.0026, "vega": 1.4536, "theta": -0.0707, "rho": 2.422, "theo": 91.3155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 78.77, "last_trade_time": "2026-11-05T10:54:41", "percent_change": 0.0, "prev_day_close": 91.1150016784668}, {"option": "SPY270430P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 1.0, "volume": 0.0, "delta": -0.2055, "gamma": 0.0027, "vega": 1.4819, "theta": -0.0888, "rho": -0.6745, "theo": 12.896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.04, "last_trade_time": "2026-10-30T12:53:53", "percent_change": 0.0, "prev_day_close": 12.960000038147}, {"option": "SPY270430C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2028, "open_interest": 1.0, "volume": 0.0, "delta": 0.7994, "gamma": 0.0026, "vega": 1.4629, "theta": -0.0711, "rho": 2.4184, "theo": 90.4801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.23, "last_trade_time": "2026-11-04T15:45:08", "percent_change": 0.0, "prev_day_close": 90.310001373291}, {"option": "SPY270430P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2058, "open_interest": 143.0, "volume": 0.0, "delta": -0.2078, "gamma": 0.0028, "vega": 1.4911, "theta": -0.0891, "rho": -0.6794, "theo": 13.0368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.43, "last_trade_time": "2026-11-06T11:02:09", "percent_change": 0.0, "prev_day_close": 13.1000003814697}, {"option": "SPY270430C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.202, "open_interest": 20.0, "volume": 0.0, "delta": 0.7972, "gamma": 0.0027, "vega": 1.4724, "theta": -0.0716, "rho": 2.4144, "theo": 89.6284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.0, "last_trade_time": "2026-11-05T14:24:02", "percent_change": 0.0, "prev_day_close": 88.9200019836426}, {"option": "SPY270430P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 44.0, "volume": 0.0, "delta": -0.2101, "gamma": 0.0028, "vega": 1.5002, "theta": -0.0894, "rho": -0.685, "theo": 13.1746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.01, "last_trade_time": "2026-11-05T16:04:22", "percent_change": 0.0, "prev_day_close": 13.2399997711182}, {"option": "SPY270430C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2016, "open_interest": 1.0, "volume": 0.0, "delta": 0.795, "gamma": 0.0027, "vega": 1.4819, "theta": -0.072, "rho": 2.4105, "theo": 88.7873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.95, "last_trade_time": "2026-11-04T11:47:26", "percent_change": 0.0, "prev_day_close": 88.6150016784668}, {"option": "SPY270430P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2043, "open_interest": 12.0, "volume": 0.0, "delta": -0.2126, "gamma": 0.0028, "vega": 1.5092, "theta": -0.0897, "rho": -0.6956, "theo": 13.3278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.81, "last_trade_time": "2026-11-05T11:40:40", "percent_change": 0.0, "prev_day_close": 13.3850002288818}, {"option": "SPY270430C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2009, "open_interest": 1.0, "volume": 0.0, "delta": 0.7927, "gamma": 0.0027, "vega": 1.4914, "theta": -0.0724, "rho": 2.4063, "theo": 87.9434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 78.59, "last_trade_time": "2026-11-05T10:45:26", "percent_change": 0.0, "prev_day_close": 87.8050003051758}, {"option": "SPY270430P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2036, "open_interest": 3.0, "volume": 0.0, "delta": -0.215, "gamma": 0.0028, "vega": 1.5179, "theta": -0.09, "rho": -0.7008, "theo": 13.474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.63, "last_trade_time": "2026-10-30T12:48:57", "percent_change": 0.0, "prev_day_close": 13.5349998474121}, {"option": "SPY270430C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2002, "open_interest": 5.0, "volume": 0.0, "delta": 0.7905, "gamma": 0.0027, "vega": 1.5009, "theta": -0.0729, "rho": 2.4021, "theo": 87.1101, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.06, "last_trade_time": "2026-11-05T12:46:17", "percent_change": 0.0, "prev_day_close": 86.9650001525879}, {"option": "SPY270430P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2029, "open_interest": 40.0, "volume": 0.0, "delta": -0.2174, "gamma": 0.0029, "vega": 1.5266, "theta": -0.0903, "rho": -0.7079, "theo": 13.6218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.25, "last_trade_time": "2026-11-09T11:06:56", "percent_change": 0.0, "prev_day_close": 13.6800003051758}, {"option": "SPY270430C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 6.0, "volume": 0.0, "delta": 0.7882, "gamma": 0.0028, "vega": 1.5104, "theta": -0.0733, "rho": 2.3978, "theo": 86.2741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 72.6, "last_trade_time": "2026-11-05T13:15:55", "percent_change": 0.0, "prev_day_close": 86.620002746582}, {"option": "SPY270430P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2022, "open_interest": 190.0, "volume": 12.0, "delta": -0.2199, "gamma": 0.0029, "vega": 1.5353, "theta": -0.0906, "rho": -0.7137, "theo": 13.7712, "change": -2.415, "open": 14.4, "high": 14.4, "low": 14.4, "tick": "down", "last_trade_price": 14.4, "last_trade_time": "2026-11-11T11:36:55", "percent_change": -14.3622, "prev_day_close": 13.835000038147}, {"option": "SPY270430C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2007, "open_interest": 2250.0, "volume": 0.0, "delta": 0.7858, "gamma": 0.0028, "vega": 1.52, "theta": -0.0737, "rho": 2.3933, "theo": 85.4398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.64, "last_trade_time": "2026-11-10T12:20:51", "percent_change": 0.0, "prev_day_close": 84.7749977111816}, {"option": "SPY270430P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2015, "open_interest": 528.0, "volume": 3.0, "delta": -0.2224, "gamma": 0.0029, "vega": 1.5437, "theta": -0.0909, "rho": -0.7191, "theo": 13.9224, "change": -2.9, "open": 14.28, "high": 14.28, "low": 14.1, "tick": "no_change", "last_trade_price": 14.1, "last_trade_time": "2026-11-11T12:53:44", "percent_change": -17.0588, "prev_day_close": 13.9849996566772}, {"option": "SPY270430C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1982, "open_interest": 3.0, "volume": 0.0, "delta": 0.7835, "gamma": 0.0028, "vega": 1.5295, "theta": -0.0741, "rho": 2.3886, "theo": 84.6073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.87, "last_trade_time": "2026-11-06T10:11:17", "percent_change": 0.0, "prev_day_close": 83.9300003051758}, {"option": "SPY270430P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2008, "open_interest": 7.0, "volume": 0.0, "delta": -0.2249, "gamma": 0.003, "vega": 1.5522, "theta": -0.0912, "rho": -0.7258, "theo": 14.0753, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.66, "last_trade_time": "2026-11-05T13:00:42", "percent_change": 0.0, "prev_day_close": 14.1350002288818}, {"option": "SPY270430C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1977, "open_interest": 6.0, "volume": 0.0, "delta": 0.7811, "gamma": 0.0028, "vega": 1.539, "theta": -0.0745, "rho": 2.384, "theo": 83.7766, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.76, "last_trade_time": "2026-11-05T09:57:59", "percent_change": 0.0, "prev_day_close": 83.0849990844726}, {"option": "SPY270430P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 7.0, "volume": 0.0, "delta": -0.2274, "gamma": 0.003, "vega": 1.5608, "theta": -0.0915, "rho": -0.7327, "theo": 14.2297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.88, "last_trade_time": "2026-11-05T13:00:42", "percent_change": 0.0, "prev_day_close": 14.2950000762939}, {"option": "SPY270430C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 1.0, "volume": 0.0, "delta": 0.7787, "gamma": 0.0029, "vega": 1.5485, "theta": -0.0749, "rho": 2.3792, "theo": 82.9477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.28, "last_trade_time": "2026-10-28T12:45:09", "percent_change": 0.0, "prev_day_close": 83.3199996948242}, {"option": "SPY270430P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1994, "open_interest": 2.0, "volume": 0.0, "delta": -0.23, "gamma": 0.003, "vega": 1.5696, "theta": -0.0918, "rho": -0.7393, "theo": 14.3858, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.29, "last_trade_time": "2026-11-05T15:30:25", "percent_change": 0.0, "prev_day_close": 14.4549999237061}, {"option": "SPY270430C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1963, "open_interest": 2.0, "volume": 0.0, "delta": 0.7762, "gamma": 0.0029, "vega": 1.558, "theta": -0.0753, "rho": 2.3742, "theo": 82.1206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.74, "last_trade_time": "2026-11-04T10:04:06", "percent_change": 0.0, "prev_day_close": 81.9699974060059}, {"option": "SPY270430P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1987, "open_interest": 2.0, "volume": 0.0, "delta": -0.2326, "gamma": 0.0031, "vega": 1.5792, "theta": -0.0921, "rho": -0.7467, "theo": 14.5435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.52, "last_trade_time": "2026-11-05T15:30:25", "percent_change": 0.0, "prev_day_close": 14.6149997711182}, {"option": "SPY270430C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1956, "open_interest": 3.0, "volume": 0.0, "delta": 0.7738, "gamma": 0.0029, "vega": 1.5675, "theta": -0.0757, "rho": 2.3693, "theo": 81.2954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 65.98, "last_trade_time": "2026-11-05T14:04:29", "percent_change": 0.0, "prev_day_close": 81.6499977111816}, {"option": "SPY270430P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.198, "open_interest": 102.0, "volume": 0.0, "delta": -0.2352, "gamma": 0.0031, "vega": 1.5893, "theta": -0.0924, "rho": -0.754, "theo": 14.703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 19.14, "last_trade_time": "2026-11-10T10:55:04", "percent_change": 0.0, "prev_day_close": 14.7749996185303}, {"option": "SPY270430C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.195, "open_interest": 3.0, "volume": 0.0, "delta": 0.7712, "gamma": 0.003, "vega": 1.5769, "theta": -0.0761, "rho": 2.3642, "theo": 80.4721, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 78.61, "last_trade_time": "2026-11-02T14:42:24", "percent_change": 0.0, "prev_day_close": 80.8299980163574}, {"option": "SPY270430P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1974, "open_interest": 21.0, "volume": 0.0, "delta": -0.2378, "gamma": 0.0031, "vega": 1.5995, "theta": -0.0927, "rho": -0.7616, "theo": 14.8595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.11, "last_trade_time": "2026-11-03T15:51:35", "percent_change": 0.0, "prev_day_close": 14.9400000572205}, {"option": "SPY270430C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1943, "open_interest": 1.0, "volume": 0.0, "delta": 0.7687, "gamma": 0.003, "vega": 1.5863, "theta": -0.0765, "rho": 2.3591, "theo": 79.6507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 78.34, "last_trade_time": "2026-11-02T14:30:04", "percent_change": 0.0, "prev_day_close": 79.504997253418}, {"option": "SPY270430P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1966, "open_interest": 113.0, "volume": 0.0, "delta": -0.2406, "gamma": 0.0032, "vega": 1.6102, "theta": -0.093, "rho": -0.772, "theo": 15.0277, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.05, "last_trade_time": "2026-11-10T15:57:39", "percent_change": 0.0, "prev_day_close": 15.1050000190735}, {"option": "SPY270430C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1952, "open_interest": 1.0, "volume": 0.0, "delta": 0.7662, "gamma": 0.003, "vega": 1.5956, "theta": -0.0769, "rho": 2.3539, "theo": 78.8313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 87.44, "last_trade_time": "2026-10-29T09:50:03", "percent_change": 0.0, "prev_day_close": 78.6849975585938}, {"option": "SPY270430P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1959, "open_interest": 0.0, "volume": 0.0, "delta": -0.2433, "gamma": 0.0032, "vega": 1.62, "theta": -0.0932, "rho": -0.7794, "theo": 15.1941, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.2749996185303}, {"option": "SPY270430C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.193, "open_interest": 0.0, "volume": 0.0, "delta": 0.7636, "gamma": 0.0031, "vega": 1.605, "theta": -0.0773, "rho": 2.3486, "theo": 78.0094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.875}, {"option": "SPY270430P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1952, "open_interest": 0.0, "volume": 0.0, "delta": -0.2461, "gamma": 0.0032, "vega": 1.63, "theta": -0.0935, "rho": -0.787, "theo": 15.3626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.4449996948242}, {"option": "SPY270430C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1923, "open_interest": 153.0, "volume": 0.0, "delta": 0.761, "gamma": 0.0031, "vega": 1.6143, "theta": -0.0777, "rho": 2.3432, "theo": 77.1981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.02, "last_trade_time": "2026-11-05T13:35:23", "percent_change": 0.0, "prev_day_close": 77.5550003051758}, {"option": "SPY270430P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1945, "open_interest": 129.0, "volume": 1.0, "delta": -0.2489, "gamma": 0.0032, "vega": 1.6412, "theta": -0.0938, "rho": -0.7945, "theo": 15.5331, "change": -3.315, "open": 15.66, "high": 15.66, "low": 15.66, "tick": "down", "last_trade_price": 15.66, "last_trade_time": "2026-11-11T15:22:13", "percent_change": -17.4704, "prev_day_close": 15.6149997711182}, {"option": "SPY270430C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1931, "open_interest": 0.0, "volume": 0.0, "delta": 0.7583, "gamma": 0.0031, "vega": 1.6236, "theta": -0.078, "rho": 2.3378, "theo": 76.3845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 76.75}, {"option": "SPY270430P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1939, "open_interest": 2.0, "volume": 0.0, "delta": -0.2516, "gamma": 0.0033, "vega": 1.6517, "theta": -0.094, "rho": -0.804, "theo": 15.699, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.05, "last_trade_time": "2026-11-04T12:05:19", "percent_change": 0.0, "prev_day_close": 15.789999961853}, {"option": "SPY270430C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 1.0, "volume": 0.0, "delta": 0.7557, "gamma": 0.0031, "vega": 1.6329, "theta": -0.0784, "rho": 2.3322, "theo": 75.5729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.15, "last_trade_time": "2026-10-30T13:08:46", "percent_change": 0.0, "prev_day_close": 75.939998626709}, {"option": "SPY270430P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 0.0, "volume": 0.0, "delta": -0.2545, "gamma": 0.0033, "vega": 1.6621, "theta": -0.0943, "rho": -0.8115, "theo": 15.8748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.9700002670288}, {"option": "SPY270430C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 1.0, "volume": 0.0, "delta": 0.753, "gamma": 0.0032, "vega": 1.6422, "theta": -0.0788, "rho": 2.3265, "theo": 74.7634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 86.75, "last_trade_time": "2026-10-28T12:02:29", "percent_change": 0.0, "prev_day_close": 74.625}, {"option": "SPY270430P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 0.0, "volume": 0.0, "delta": -0.2574, "gamma": 0.0034, "vega": 1.672, "theta": -0.0946, "rho": -0.8228, "theo": 16.0532, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.1500005722046}, {"option": "SPY270430C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1897, "open_interest": 0.0, "volume": 0.0, "delta": 0.7502, "gamma": 0.0032, "vega": 1.6515, "theta": -0.0791, "rho": 2.3207, "theo": 73.9559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 73.8250007629394}, {"option": "SPY270430P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 0.0, "volume": 0.0, "delta": -0.2605, "gamma": 0.0034, "vega": 1.6808, "theta": -0.0948, "rho": -0.828, "theo": 16.2428, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.3299999237061}, {"option": "SPY270430C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.189, "open_interest": 7.0, "volume": 0.0, "delta": 0.7474, "gamma": 0.0032, "vega": 1.6609, "theta": -0.0795, "rho": 2.3148, "theo": 73.1505, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.1, "last_trade_time": "2026-11-06T10:01:35", "percent_change": 0.0, "prev_day_close": 73.6499977111816}, {"option": "SPY270430P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1911, "open_interest": 24.0, "volume": 0.0, "delta": -0.2634, "gamma": 0.0034, "vega": 1.6897, "theta": -0.0951, "rho": -0.8337, "theo": 16.4232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.69, "last_trade_time": "2026-11-10T15:50:00", "percent_change": 0.0, "prev_day_close": 16.5149993896484}, {"option": "SPY270430C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1897, "open_interest": 0.0, "volume": 0.0, "delta": 0.7447, "gamma": 0.0033, "vega": 1.6702, "theta": -0.0798, "rho": 2.3087, "theo": 72.3472, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 72.2200012207031}, {"option": "SPY270430P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1903, "open_interest": 5.0, "volume": 0.0, "delta": -0.2665, "gamma": 0.0034, "vega": 1.6989, "theta": -0.0953, "rho": -0.8406, "theo": 16.6131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 20.32, "last_trade_time": "2026-11-09T13:26:50", "percent_change": 0.0, "prev_day_close": 16.6999998092651}, {"option": "SPY270430C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.189, "open_interest": 0.0, "volume": 0.0, "delta": 0.7418, "gamma": 0.0033, "vega": 1.6796, "theta": -0.0802, "rho": 2.3024, "theo": 71.5462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 71.3999977111816}, {"option": "SPY270430P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 77.0, "volume": 0.0, "delta": -0.2695, "gamma": 0.0035, "vega": 1.7081, "theta": -0.0956, "rho": -0.8488, "theo": 16.7956, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.08, "last_trade_time": "2026-11-03T12:24:47", "percent_change": 0.0, "prev_day_close": 16.8900003433228}, {"option": "SPY270430C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1883, "open_interest": 0.0, "volume": 0.0, "delta": 0.739, "gamma": 0.0033, "vega": 1.6889, "theta": -0.0805, "rho": 2.296, "theo": 70.7473, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 70.6199989318848}, {"option": "SPY270430P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.189, "open_interest": 0.0, "volume": 0.0, "delta": -0.2727, "gamma": 0.0035, "vega": 1.717, "theta": -0.0958, "rho": -0.8587, "theo": 16.9921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.0799999237061}, {"option": "SPY270430C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.186, "open_interest": 1.0, "volume": 0.0, "delta": 0.7361, "gamma": 0.0034, "vega": 1.6983, "theta": -0.0808, "rho": 2.2893, "theo": 69.9465, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.31, "last_trade_time": "2026-11-09T14:55:20", "percent_change": 0.0, "prev_day_close": 69.8300018310547}, {"option": "SPY270430P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 0.0, "volume": 0.0, "delta": -0.2756, "gamma": 0.0036, "vega": 1.7249, "theta": -0.096, "rho": -0.8657, "theo": 17.175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.2799997329712}, {"option": "SPY270430C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1869, "open_interest": 34.0, "volume": 0.0, "delta": 0.7332, "gamma": 0.0034, "vega": 1.7076, "theta": -0.0812, "rho": 2.2826, "theo": 69.1565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.86, "last_trade_time": "2026-11-10T10:55:37", "percent_change": 0.0, "prev_day_close": 69.0200004577637}, {"option": "SPY270430P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1875, "open_interest": 1117.0, "volume": 8.0, "delta": -0.279, "gamma": 0.0036, "vega": 1.733, "theta": -0.0963, "rho": -0.8729, "theo": 17.3816, "change": -3.81, "open": 19.01, "high": 19.01, "low": 17.39, "tick": "down", "last_trade_price": 17.39, "last_trade_time": "2026-11-11T13:00:18", "percent_change": -17.9717, "prev_day_close": 17.4700002670288}, {"option": "SPY270430C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1845, "open_interest": 0.0, "volume": 0.0, "delta": 0.7302, "gamma": 0.0034, "vega": 1.717, "theta": -0.0815, "rho": 2.2756, "theo": 68.3604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.7750015258789}, {"option": "SPY270430P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1868, "open_interest": 86.0, "volume": 56.0, "delta": -0.2822, "gamma": 0.0036, "vega": 1.741, "theta": -0.0965, "rho": -0.8799, "theo": 17.5796, "change": -3.75, "open": 17.98, "high": 17.98, "low": 17.69, "tick": "down", "last_trade_price": 17.69, "last_trade_time": "2026-11-11T15:52:51", "percent_change": -17.4907, "prev_day_close": 17.6700000762939}, {"option": "SPY270430C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1855, "open_interest": 0.0, "volume": 0.0, "delta": 0.7272, "gamma": 0.0034, "vega": 1.7262, "theta": -0.0818, "rho": 2.2686, "theo": 67.5751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 67.4550018310547}, {"option": "SPY270430P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1861, "open_interest": 119.0, "volume": 0.0, "delta": -0.2854, "gamma": 0.0037, "vega": 1.749, "theta": -0.0967, "rho": -0.8873, "theo": 17.7797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.61, "last_trade_time": "2026-10-30T14:07:56", "percent_change": 0.0, "prev_day_close": 17.8699998855591}, {"option": "SPY270430C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1849, "open_interest": 2.0, "volume": 2.0, "delta": 0.7242, "gamma": 0.0035, "vega": 1.7355, "theta": -0.0821, "rho": 2.2613, "theo": 66.7838, "change": 8.1, "open": 67.23, "high": 67.23, "low": 67.23, "tick": "up", "last_trade_price": 67.23, "last_trade_time": "2026-11-11T13:13:06", "percent_change": 13.6986, "prev_day_close": 67.2250022888184}, {"option": "SPY270430P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1854, "open_interest": 5.0, "volume": 0.0, "delta": -0.2887, "gamma": 0.0037, "vega": 1.7569, "theta": -0.097, "rho": -0.8948, "theo": 17.9821, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.29, "last_trade_time": "2026-11-05T15:58:42", "percent_change": 0.0, "prev_day_close": 18.0799999237061}, {"option": "SPY270430C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.183, "open_interest": 0.0, "volume": 0.0, "delta": 0.7211, "gamma": 0.0035, "vega": 1.7447, "theta": -0.0824, "rho": 2.254, "theo": 66.0034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 66.4249992370606}, {"option": "SPY270430P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1847, "open_interest": 1.0, "volume": 0.0, "delta": -0.2921, "gamma": 0.0037, "vega": 1.7647, "theta": -0.0972, "rho": -0.904, "theo": 18.1866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.33, "last_trade_time": "2026-11-10T11:00:40", "percent_change": 0.0, "prev_day_close": 18.2799997329712}, {"option": "SPY270430C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1835, "open_interest": 32.0, "volume": 0.0, "delta": 0.718, "gamma": 0.0035, "vega": 1.7538, "theta": -0.0827, "rho": 2.2465, "theo": 65.2172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 56.99, "last_trade_time": "2026-11-10T10:50:11", "percent_change": 0.0, "prev_day_close": 65.0949974060059}, {"option": "SPY270430P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1841, "open_interest": 406.0, "volume": 36.0, "delta": -0.2954, "gamma": 0.0038, "vega": 1.7744, "theta": -0.0974, "rho": -0.9119, "theo": 18.3933, "change": -3.985, "open": 19.18, "high": 19.18, "low": 18.44, "tick": "down", "last_trade_price": 18.44, "last_trade_time": "2026-11-11T12:56:30", "percent_change": -17.7703, "prev_day_close": 18.4900007247925}, {"option": "SPY270430C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 0.0, "volume": 0.0, "delta": 0.7149, "gamma": 0.0036, "vega": 1.7628, "theta": -0.083, "rho": 2.239, "theo": 64.4418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.09, "last_trade_time": "2026-10-28T12:32:28", "percent_change": 0.0, "prev_day_close": 64.3299980163574}, {"option": "SPY270430P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 22.0, "volume": 0.0, "delta": -0.2988, "gamma": 0.0038, "vega": 1.7847, "theta": -0.0976, "rho": -0.9216, "theo": 18.6023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.85, "last_trade_time": "2026-11-10T11:00:40", "percent_change": 0.0, "prev_day_close": 18.7049999237061}, {"option": "SPY270430C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1822, "open_interest": 0.0, "volume": 0.0, "delta": 0.7117, "gamma": 0.0036, "vega": 1.7717, "theta": -0.0833, "rho": 2.2313, "theo": 63.6649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.560001373291}, {"option": "SPY270430P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 0.0, "volume": 0.0, "delta": -0.3021, "gamma": 0.0038, "vega": 1.7939, "theta": -0.0978, "rho": -0.933, "theo": 18.8058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.9200000762939}, {"option": "SPY270430C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1815, "open_interest": 2.0, "volume": 0.0, "delta": 0.7085, "gamma": 0.0036, "vega": 1.7806, "theta": -0.0836, "rho": 2.2236, "theo": 62.8905, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.04, "last_trade_time": "2026-11-06T09:52:00", "percent_change": 0.0, "prev_day_close": 62.7800006866455}, {"option": "SPY270430P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.182, "open_interest": 3.0, "volume": 0.0, "delta": -0.3055, "gamma": 0.0039, "vega": 1.8023, "theta": -0.098, "rho": -0.9406, "theo": 19.02, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 17.96, "last_trade_time": "2026-10-28T15:48:46", "percent_change": 0.0, "prev_day_close": 19.1400003433228}, {"option": "SPY270430C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1808, "open_interest": 110.0, "volume": 1.0, "delta": 0.7053, "gamma": 0.0037, "vega": 1.7893, "theta": -0.0838, "rho": 2.2157, "theo": 62.1147, "change": 5.725, "open": 61.0, "high": 61.0, "low": 61.0, "tick": "up", "last_trade_price": 61.0, "last_trade_time": "2026-11-11T10:55:50", "percent_change": 10.3573, "prev_day_close": 62.0100002288818}, {"option": "SPY270430P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 0.0, "volume": 0.0, "delta": -0.3093, "gamma": 0.0039, "vega": 1.8119, "theta": -0.0982, "rho": -0.9481, "theo": 19.2507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.3599996566772}, {"option": "SPY270430C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1802, "open_interest": 21.0, "volume": 0.0, "delta": 0.702, "gamma": 0.0037, "vega": 1.798, "theta": -0.0841, "rho": 2.2078, "theo": 61.3498, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.73, "last_trade_time": "2026-11-09T15:55:04", "percent_change": 0.0, "prev_day_close": 61.8050003051758}, {"option": "SPY270430P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1806, "open_interest": 200.0, "volume": 9.0, "delta": -0.3129, "gamma": 0.004, "vega": 1.8218, "theta": -0.0984, "rho": -0.9562, "theo": 19.4726, "change": -4.305, "open": 21.36, "high": 21.36, "low": 19.34, "tick": "up", "last_trade_price": 19.42, "last_trade_time": "2026-11-11T15:38:31", "percent_change": -18.1454, "prev_day_close": 19.585000038147}, {"option": "SPY270430C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 3.0, "volume": 1.0, "delta": 0.6987, "gamma": 0.0037, "vega": 1.8066, "theta": -0.0844, "rho": 2.1998, "theo": 60.5834, "change": 6.34, "open": 59.6, "high": 59.6, "low": 59.6, "tick": "up", "last_trade_price": 59.6, "last_trade_time": "2026-11-11T11:16:29", "percent_change": 11.9039, "prev_day_close": 60.4750003814697}, {"option": "SPY270430P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1799, "open_interest": 3.0, "volume": 0.0, "delta": -0.3165, "gamma": 0.004, "vega": 1.8322, "theta": -0.0986, "rho": -0.9682, "theo": 19.6991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.86, "last_trade_time": "2026-11-05T15:29:46", "percent_change": 0.0, "prev_day_close": 19.8100004196167}, {"option": "SPY270430C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 3.0, "volume": 0.0, "delta": 0.6954, "gamma": 0.0038, "vega": 1.8152, "theta": -0.0846, "rho": 2.1915, "theo": 59.8157, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 44.8, "last_trade_time": "2026-11-05T16:06:54", "percent_change": 0.0, "prev_day_close": 60.2199993133545}, {"option": "SPY270430P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 76.0, "volume": 0.0, "delta": -0.3201, "gamma": 0.004, "vega": 1.8414, "theta": -0.0988, "rho": -0.9734, "theo": 19.9225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.63, "last_trade_time": "2026-10-26T15:18:53", "percent_change": 0.0, "prev_day_close": 20.039999961853}, {"option": "SPY270430C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1781, "open_interest": 3.0, "volume": 0.0, "delta": 0.692, "gamma": 0.0038, "vega": 1.8236, "theta": -0.0848, "rho": 2.1833, "theo": 59.0589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.17, "last_trade_time": "2026-11-09T11:09:19", "percent_change": 0.0, "prev_day_close": 58.9650001525879}, {"option": "SPY270430P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1786, "open_interest": 1.0, "volume": 0.0, "delta": -0.3239, "gamma": 0.0041, "vega": 1.8488, "theta": -0.099, "rho": -0.9851, "theo": 20.1645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.63, "last_trade_time": "2026-11-09T10:41:55", "percent_change": 0.0, "prev_day_close": 20.2749996185303}, {"option": "SPY270430C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 0.0, "volume": 0.0, "delta": 0.6886, "gamma": 0.0038, "vega": 1.8321, "theta": -0.0851, "rho": 2.1749, "theo": 58.3009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.704999923706}, {"option": "SPY270430P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1779, "open_interest": 1.0, "volume": 0.0, "delta": -0.3277, "gamma": 0.0041, "vega": 1.8552, "theta": -0.0991, "rho": -0.9925, "theo": 20.4024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.14, "last_trade_time": "2026-11-05T15:58:15", "percent_change": 0.0, "prev_day_close": 20.5149993896484}, {"option": "SPY270430C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 96.0, "volume": 1.0, "delta": 0.6851, "gamma": 0.0039, "vega": 1.8405, "theta": -0.0853, "rho": 2.1662, "theo": 57.5457, "change": 8.165, "open": 59.15, "high": 59.15, "low": 59.15, "tick": "up", "last_trade_price": 59.15, "last_trade_time": "2026-11-11T13:22:19", "percent_change": 16.0145, "prev_day_close": 57.4650001525879}, {"option": "SPY270430P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1771, "open_interest": 272.0, "volume": 3.0, "delta": -0.3315, "gamma": 0.0042, "vega": 1.8634, "theta": -0.0993, "rho": -1.0004, "theo": 20.6425, "change": -4.395, "open": 21.46, "high": 21.46, "low": 20.73, "tick": "down", "last_trade_price": 20.73, "last_trade_time": "2026-11-11T12:57:17", "percent_change": -17.4925, "prev_day_close": 20.75}, {"option": "SPY270430C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1761, "open_interest": 10.0, "volume": 0.0, "delta": 0.6816, "gamma": 0.0039, "vega": 1.8488, "theta": -0.0855, "rho": 2.1574, "theo": 56.7935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.34, "last_trade_time": "2026-11-09T13:58:21", "percent_change": 0.0, "prev_day_close": 56.7100009918213}, {"option": "SPY270430P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 15.0, "volume": 1.0, "delta": -0.3354, "gamma": 0.0042, "vega": 1.8723, "theta": -0.0994, "rho": -1.0068, "theo": 20.885, "change": -4.465, "open": 20.95, "high": 20.95, "low": 20.95, "tick": "down", "last_trade_price": 20.95, "last_trade_time": "2026-11-11T12:57:17", "percent_change": -17.5684, "prev_day_close": 20.9949998855591}, {"option": "SPY270430C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 2.0, "volume": 1.0, "delta": 0.6781, "gamma": 0.0039, "vega": 1.8571, "theta": -0.0857, "rho": 2.1484, "theo": 56.0443, "change": 5.01, "open": 54.0, "high": 54.0, "low": 54.0, "tick": "up", "last_trade_price": 54.0, "last_trade_time": "2026-11-11T09:30:43", "percent_change": 10.2266, "prev_day_close": 55.9500007629394}, {"option": "SPY270430P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 168.0, "volume": 0.0, "delta": -0.3393, "gamma": 0.0042, "vega": 1.8798, "theta": -0.0996, "rho": -1.0199, "theo": 21.1339, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.22, "last_trade_time": "2026-11-10T14:12:46", "percent_change": 0.0, "prev_day_close": 21.2399997711182}, {"option": "SPY270430C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1747, "open_interest": 40.0, "volume": 0.0, "delta": 0.6745, "gamma": 0.004, "vega": 1.8653, "theta": -0.0859, "rho": 2.1392, "theo": 55.2981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.0, "last_trade_time": "2026-11-09T12:43:49", "percent_change": 0.0, "prev_day_close": 55.2099990844727}, {"option": "SPY270430P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 131.0, "volume": 0.0, "delta": -0.343, "gamma": 0.0043, "vega": 1.8858, "theta": -0.0997, "rho": -1.0262, "theo": 21.3709, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.11, "last_trade_time": "2026-11-06T10:51:19", "percent_change": 0.0, "prev_day_close": 21.4899997711182}, {"option": "SPY270430C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 84.0, "volume": 0.0, "delta": 0.6709, "gamma": 0.004, "vega": 1.8735, "theta": -0.0861, "rho": 2.1297, "theo": 54.5551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 48.92, "last_trade_time": "2026-11-10T10:25:00", "percent_change": 0.0, "prev_day_close": 54.9750003814697}, {"option": "SPY270430P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1744, "open_interest": 136.0, "volume": 0.0, "delta": -0.3472, "gamma": 0.0043, "vega": 1.8922, "theta": -0.0999, "rho": -1.0335, "theo": 21.6316, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.39, "last_trade_time": "2026-11-10T10:20:42", "percent_change": 0.0, "prev_day_close": 21.7449998855591}, {"option": "SPY270430C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1734, "open_interest": 33.0, "volume": 4.0, "delta": 0.6672, "gamma": 0.004, "vega": 1.8816, "theta": -0.0863, "rho": 2.12, "theo": 53.8113, "change": 6.46, "open": 51.8, "high": 53.93, "low": 51.8, "tick": "up", "last_trade_price": 53.93, "last_trade_time": "2026-11-11T15:39:39", "percent_change": 13.6086, "prev_day_close": 53.7299995422363}, {"option": "SPY270430P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1737, "open_interest": 557.0, "volume": 8.0, "delta": -0.3514, "gamma": 0.0044, "vega": 1.8987, "theta": -0.1, "rho": -1.0421, "theo": 21.8939, "change": -4.585, "open": 23.66, "high": 23.66, "low": 21.89, "tick": "up", "last_trade_price": 22.03, "last_trade_time": "2026-11-11T15:42:44", "percent_change": -17.2271, "prev_day_close": 22.0}, {"option": "SPY270430C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1727, "open_interest": 31.0, "volume": 1.0, "delta": 0.6636, "gamma": 0.0041, "vega": 1.8896, "theta": -0.0865, "rho": 2.1102, "theo": 53.0787, "change": 6.405, "open": 52.62, "high": 52.62, "low": 52.62, "tick": "up", "last_trade_price": 52.62, "last_trade_time": "2026-11-11T14:22:26", "percent_change": 13.8591, "prev_day_close": 53.0050010681152}, {"option": "SPY270430P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 51.0, "volume": 0.0, "delta": -0.3555, "gamma": 0.0044, "vega": 1.905, "theta": -0.1001, "rho": -1.0495, "theo": 22.1533, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.98, "last_trade_time": "2026-11-10T10:46:15", "percent_change": 0.0, "prev_day_close": 22.2649993896484}, {"option": "SPY270430C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.172, "open_interest": 13.0, "volume": 0.0, "delta": 0.6599, "gamma": 0.0041, "vega": 1.8974, "theta": -0.0866, "rho": 2.1002, "theo": 52.3454, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.2, "last_trade_time": "2026-11-05T15:09:39", "percent_change": 0.0, "prev_day_close": 52.2600002288818}, {"option": "SPY270430P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1723, "open_interest": 22.0, "volume": 0.0, "delta": -0.3596, "gamma": 0.0045, "vega": 1.9113, "theta": -0.1003, "rho": -1.0598, "theo": 22.4157, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.37, "last_trade_time": "2026-11-10T10:44:58", "percent_change": 0.0, "prev_day_close": 22.5249996185303}, {"option": "SPY270430C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 309.0, "volume": 0.0, "delta": 0.6561, "gamma": 0.0041, "vega": 1.9051, "theta": -0.0868, "rho": 2.09, "theo": 51.6155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 44.47, "last_trade_time": "2026-11-10T10:54:28", "percent_change": 0.0, "prev_day_close": 51.5450000762939}, {"option": "SPY270430P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1716, "open_interest": 22.0, "volume": 0.0, "delta": -0.3638, "gamma": 0.0045, "vega": 1.918, "theta": -0.1004, "rho": -1.0693, "theo": 22.6807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.69, "last_trade_time": "2026-11-10T10:33:04", "percent_change": 0.0, "prev_day_close": 22.789999961853}, {"option": "SPY270430C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 4.0, "volume": 0.0, "delta": 0.6523, "gamma": 0.0042, "vega": 1.9127, "theta": -0.087, "rho": 2.0797, "theo": 50.889, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.45, "last_trade_time": "2026-11-05T16:08:32", "percent_change": 0.0, "prev_day_close": 50.8250007629394}, {"option": "SPY270430P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1709, "open_interest": 129.0, "volume": 0.0, "delta": -0.3678, "gamma": 0.0045, "vega": 1.926, "theta": -0.1005, "rho": -1.0748, "theo": 22.9366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.34, "last_trade_time": "2026-11-09T13:46:15", "percent_change": 0.0, "prev_day_close": 23.0699996948242}, {"option": "SPY270430C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 49.0, "volume": 0.0, "delta": 0.6484, "gamma": 0.0042, "vega": 1.9202, "theta": -0.0871, "rho": 2.0693, "theo": 50.166, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 47.05, "last_trade_time": "2026-11-09T13:55:48", "percent_change": 0.0, "prev_day_close": 50.1000003814697}, {"option": "SPY270430P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 67.0, "volume": 0.0, "delta": -0.3722, "gamma": 0.0046, "vega": 1.9333, "theta": -0.1006, "rho": -1.0846, "theo": 23.212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.77, "last_trade_time": "2026-11-10T09:32:49", "percent_change": 0.0, "prev_day_close": 23.3400001525879}, {"option": "SPY270430C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 27.0, "volume": 0.0, "delta": 0.6445, "gamma": 0.0042, "vega": 1.9275, "theta": -0.0872, "rho": 2.0587, "theo": 49.4426, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.93, "last_trade_time": "2026-11-06T15:57:28", "percent_change": 0.0, "prev_day_close": 50.0650005340576}, {"option": "SPY270430P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 29.0, "volume": 0.0, "delta": -0.3767, "gamma": 0.0046, "vega": 1.9391, "theta": -0.1007, "rho": -1.0951, "theo": 23.5035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.53, "last_trade_time": "2026-11-05T15:04:06", "percent_change": 0.0, "prev_day_close": 23.6199998855591}, {"option": "SPY270430C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 5.0, "volume": 0.0, "delta": 0.6406, "gamma": 0.0043, "vega": 1.9346, "theta": -0.0873, "rho": 2.0482, "theo": 48.7305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.17, "last_trade_time": "2026-11-05T15:49:12", "percent_change": 0.0, "prev_day_close": 48.6700000762939}, {"option": "SPY270430P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1689, "open_interest": 154.0, "volume": 10.0, "delta": -0.3812, "gamma": 0.0047, "vega": 1.946, "theta": -0.1008, "rho": -1.1023, "theo": 23.7863, "change": -3.395, "open": 25.48, "high": 25.48, "low": 25.48, "tick": "down", "last_trade_price": 25.48, "last_trade_time": "2026-11-11T10:31:14", "percent_change": -11.7576, "prev_day_close": 23.9099998474121}, {"option": "SPY270430C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 15.0, "volume": 0.0, "delta": 0.6366, "gamma": 0.0043, "vega": 1.9415, "theta": -0.0874, "rho": 2.0375, "theo": 48.0181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.41, "last_trade_time": "2026-11-10T11:26:24", "percent_change": 0.0, "prev_day_close": 48.6400012969971}, {"option": "SPY270430P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 97.0, "volume": 10.0, "delta": -0.3854, "gamma": 0.0047, "vega": 1.953, "theta": -0.1009, "rho": -1.1107, "theo": 24.0612, "change": -3.405, "open": 25.81, "high": 25.81, "low": 25.81, "tick": "down", "last_trade_price": 25.81, "last_trade_time": "2026-11-11T10:31:14", "percent_change": -11.655, "prev_day_close": 24.1999998092651}, {"option": "SPY270430C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1667, "open_interest": 6.0, "volume": 9.0, "delta": 0.6326, "gamma": 0.0043, "vega": 1.9483, "theta": -0.0875, "rho": 2.0267, "theo": 47.3094, "change": 7.01, "open": 46.31, "high": 48.43, "low": 46.31, "tick": "no_change", "last_trade_price": 48.1, "last_trade_time": "2026-11-11T13:06:42", "percent_change": 17.0601, "prev_day_close": 47.9300003051758}, {"option": "SPY270430P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1676, "open_interest": 122.0, "volume": 0.0, "delta": -0.3902, "gamma": 0.0048, "vega": 1.9595, "theta": -0.101, "rho": -1.1223, "theo": 24.3687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.35, "last_trade_time": "2026-11-09T12:13:30", "percent_change": 0.0, "prev_day_close": 24.4899997711182}, {"option": "SPY270430C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1651, "open_interest": 59.0, "volume": 12.0, "delta": 0.6286, "gamma": 0.0044, "vega": 1.955, "theta": -0.0876, "rho": 2.0158, "theo": 46.6043, "change": 6.31, "open": 45.01, "high": 47.91, "low": 45.01, "tick": "down", "last_trade_price": 47.04, "last_trade_time": "2026-11-11T14:57:36", "percent_change": 15.4923, "prev_day_close": 47.2399997711182}, {"option": "SPY270430P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1669, "open_interest": 91.0, "volume": 19.0, "delta": -0.3946, "gamma": 0.0048, "vega": 1.9656, "theta": -0.101, "rho": -1.1312, "theo": 24.6581, "change": -5.235, "open": 26.57, "high": 26.8, "low": 24.35, "tick": "up", "last_trade_price": 24.68, "last_trade_time": "2026-11-11T15:01:59", "percent_change": -17.4996, "prev_day_close": 24.7849998474121}, {"option": "SPY270430C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 52.0, "volume": 0.0, "delta": 0.6245, "gamma": 0.0044, "vega": 1.9615, "theta": -0.0877, "rho": 2.0047, "theo": 45.903, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.71, "last_trade_time": "2026-11-10T11:20:34", "percent_change": 0.0, "prev_day_close": 46.5300006866455}, {"option": "SPY270430P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 215.0, "volume": 1.0, "delta": -0.3995, "gamma": 0.0048, "vega": 1.9701, "theta": -0.1011, "rho": -1.1402, "theo": 24.9709, "change": -4.98, "open": 25.29, "high": 25.29, "low": 25.29, "tick": "down", "last_trade_price": 25.29, "last_trade_time": "2026-11-11T12:36:02", "percent_change": -16.4519, "prev_day_close": 25.085000038147}, {"option": "SPY270430C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1647, "open_interest": 2.0, "volume": 0.0, "delta": 0.6204, "gamma": 0.0044, "vega": 1.9679, "theta": -0.0878, "rho": 1.9934, "theo": 45.2055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.0, "last_trade_time": "2026-11-09T10:02:41", "percent_change": 0.0, "prev_day_close": 45.8349990844727}, {"option": "SPY270430P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 34.0, "volume": 0.0, "delta": -0.4038, "gamma": 0.0049, "vega": 1.974, "theta": -0.1011, "rho": -1.1462, "theo": 25.2633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.22, "last_trade_time": "2026-11-10T14:12:46", "percent_change": 0.0, "prev_day_close": 25.3949995040894}, {"option": "SPY270430C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 1.0, "volume": 2.0, "delta": 0.6162, "gamma": 0.0045, "vega": 1.9741, "theta": -0.0878, "rho": 1.982, "theo": 44.5119, "change": 5.18, "open": 43.95, "high": 43.95, "low": 43.95, "tick": "up", "last_trade_price": 43.95, "last_trade_time": "2026-11-11T11:20:01", "percent_change": 13.3608, "prev_day_close": 45.1399993896484}, {"option": "SPY270430P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 232.0, "volume": 1.0, "delta": -0.4088, "gamma": 0.0049, "vega": 1.9798, "theta": -0.1012, "rho": -1.1518, "theo": 25.5787, "change": -3.48, "open": 27.52, "high": 27.52, "low": 27.52, "tick": "down", "last_trade_price": 27.52, "last_trade_time": "2026-11-11T10:32:28", "percent_change": -11.2258, "prev_day_close": 25.6999998092651}, {"option": "SPY270430C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1634, "open_interest": 116.0, "volume": 0.0, "delta": 0.6119, "gamma": 0.0045, "vega": 1.9802, "theta": -0.0879, "rho": 1.9702, "theo": 43.8186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.0, "last_trade_time": "2026-11-09T11:52:08", "percent_change": 0.0, "prev_day_close": 44.4500007629394}, {"option": "SPY270430P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 70.0, "volume": 0.0, "delta": -0.4138, "gamma": 0.005, "vega": 1.9843, "theta": -0.1012, "rho": -1.166, "theo": 25.909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.67, "last_trade_time": "2026-11-09T15:22:37", "percent_change": 0.0, "prev_day_close": 26.0150003433228}, {"option": "SPY270430C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 35.0, "volume": 11.0, "delta": 0.6077, "gamma": 0.0045, "vega": 1.9862, "theta": -0.0879, "rho": 1.9582, "theo": 43.133, "change": 5.855, "open": 43.68, "high": 43.68, "low": 43.37, "tick": "down", "last_trade_price": 43.37, "last_trade_time": "2026-11-11T15:17:05", "percent_change": 15.6071, "prev_day_close": 43.0900001525879}, {"option": "SPY270430P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1635, "open_interest": 129.0, "volume": 6.0, "delta": -0.4185, "gamma": 0.005, "vega": 1.9879, "theta": -0.1012, "rho": -1.1733, "theo": 26.2199, "change": -5.495, "open": 26.51, "high": 26.51, "low": 25.95, "tick": "no_change", "last_trade_price": 26.25, "last_trade_time": "2026-11-11T16:13:02", "percent_change": -17.3098, "prev_day_close": 26.335000038147}, {"option": "SPY270430C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 31.0, "volume": 1.0, "delta": 0.6034, "gamma": 0.0046, "vega": 1.9919, "theta": -0.0879, "rho": 1.9461, "theo": 42.4552, "change": 4.605, "open": 41.49, "high": 41.49, "low": 41.49, "tick": "up", "last_trade_price": 41.49, "last_trade_time": "2026-11-11T11:09:11", "percent_change": 12.4847, "prev_day_close": 43.0850009918213}, {"option": "SPY270430P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 17.0, "volume": 0.0, "delta": -0.4236, "gamma": 0.0051, "vega": 1.9916, "theta": -0.1012, "rho": -1.1804, "theo": 26.5523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 32.87, "last_trade_time": "2026-11-09T11:41:40", "percent_change": 0.0, "prev_day_close": 26.664999961853}, {"option": "SPY270430C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 27.0, "volume": 5.0, "delta": 0.599, "gamma": 0.0046, "vega": 1.9975, "theta": -0.088, "rho": 1.9336, "theo": 41.7744, "change": 3.69, "open": 39.96, "high": 39.96, "low": 39.96, "tick": "up", "last_trade_price": 39.96, "last_trade_time": "2026-11-11T10:03:46", "percent_change": 10.1737, "prev_day_close": 42.4099998474121}, {"option": "SPY270430P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 21.0, "volume": 2.0, "delta": -0.4286, "gamma": 0.0051, "vega": 1.9954, "theta": -0.1013, "rho": -1.1897, "theo": 26.8808, "change": -5.52, "open": 28.19, "high": 28.19, "low": 27.0, "tick": "down", "last_trade_price": 27.0, "last_trade_time": "2026-11-11T12:44:11", "percent_change": -16.9742, "prev_day_close": 26.9949998855591}, {"option": "SPY270430C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1609, "open_interest": 61.0, "volume": 85.0, "delta": 0.5946, "gamma": 0.0046, "vega": 2.003, "theta": -0.088, "rho": 1.9209, "theo": 41.1015, "change": 4.59, "open": 39.98, "high": 40.35, "low": 39.93, "tick": "no_change", "last_trade_price": 40.24, "last_trade_time": "2026-11-11T11:08:53", "percent_change": 12.8752, "prev_day_close": 41.7349987030029}, {"option": "SPY270430P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 18.0, "volume": 0.0, "delta": -0.4332, "gamma": 0.0052, "vega": 1.9992, "theta": -0.1013, "rho": -1.1944, "theo": 27.1973, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.88, "last_trade_time": "2026-11-05T09:43:21", "percent_change": 0.0, "prev_day_close": 27.335000038147}, {"option": "SPY270430C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1602, "open_interest": 7.0, "volume": 0.0, "delta": 0.5902, "gamma": 0.0047, "vega": 2.0082, "theta": -0.0879, "rho": 1.908, "theo": 40.433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.82, "last_trade_time": "2026-11-09T11:57:22", "percent_change": 0.0, "prev_day_close": 41.0699996948242}, {"option": "SPY270430P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1609, "open_interest": 129.0, "volume": 0.0, "delta": -0.4384, "gamma": 0.0052, "vega": 2.0017, "theta": -0.1013, "rho": -1.1983, "theo": 27.5347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 33.61, "last_trade_time": "2026-11-10T14:32:54", "percent_change": 0.0, "prev_day_close": 27.6700000762939}, {"option": "SPY270430C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 146.0, "volume": 3.0, "delta": 0.5858, "gamma": 0.0047, "vega": 2.0132, "theta": -0.0879, "rho": 1.8951, "theo": 39.7725, "change": 6.545, "open": 38.07, "high": 40.96, "low": 38.07, "tick": "up", "last_trade_price": 40.96, "last_trade_time": "2026-11-11T12:34:37", "percent_change": 19.0179, "prev_day_close": 40.4200000762939}, {"option": "SPY270430P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 68.0, "volume": 8.0, "delta": -0.4439, "gamma": 0.0052, "vega": 2.0035, "theta": -0.1013, "rho": -1.207, "theo": 27.8933, "change": -6.25, "open": 30.26, "high": 30.26, "low": 27.47, "tick": "no_change", "last_trade_price": 27.47, "last_trade_time": "2026-11-11T14:00:25", "percent_change": -18.535, "prev_day_close": 28.0200004577637}, {"option": "SPY270430C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 15.0, "volume": 3.0, "delta": 0.5813, "gamma": 0.0047, "vega": 2.0179, "theta": -0.0879, "rho": 1.8819, "theo": 39.113, "change": 6.19, "open": 40.46, "high": 40.46, "low": 40.0, "tick": "down", "last_trade_price": 40.0, "last_trade_time": "2026-11-11T13:07:03", "percent_change": 18.3082, "prev_day_close": 39.7449989318848}, {"option": "SPY270430P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1596, "open_interest": 15.0, "volume": 0.0, "delta": -0.4488, "gamma": 0.0053, "vega": 2.0069, "theta": -0.1012, "rho": -1.2152, "theo": 28.2265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.94, "last_trade_time": "2026-11-05T09:39:15", "percent_change": 0.0, "prev_day_close": 28.3699998855591}, {"option": "SPY270430C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 70.0, "volume": 0.0, "delta": 0.5767, "gamma": 0.0048, "vega": 2.0225, "theta": -0.0878, "rho": 1.8686, "theo": 38.4545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 35.61, "last_trade_time": "2026-11-09T12:14:44", "percent_change": 0.0, "prev_day_close": 39.0900001525879}, {"option": "SPY270430P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 146.0, "volume": 1.0, "delta": -0.4544, "gamma": 0.0053, "vega": 2.0091, "theta": -0.1012, "rho": -1.2235, "theo": 28.5976, "change": -6.335, "open": 28.21, "high": 28.21, "low": 28.21, "tick": "down", "last_trade_price": 28.21, "last_trade_time": "2026-11-11T13:36:09", "percent_change": -18.3384, "prev_day_close": 28.7299995422363}, {"option": "SPY270430C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 11.0, "volume": 0.0, "delta": 0.5721, "gamma": 0.0048, "vega": 2.0267, "theta": -0.0878, "rho": 1.8554, "theo": 37.8078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.2, "last_trade_time": "2026-11-09T15:34:03", "percent_change": 0.0, "prev_day_close": 38.4400005340576}, {"option": "SPY270430P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 68.0, "volume": 0.0, "delta": -0.4598, "gamma": 0.0054, "vega": 2.0102, "theta": -0.1011, "rho": -1.2324, "theo": 28.9587, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.04, "last_trade_time": "2026-11-05T10:36:38", "percent_change": 0.0, "prev_day_close": 29.0900001525879}, {"option": "SPY270430C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 16.0, "volume": 1.0, "delta": 0.5675, "gamma": 0.0048, "vega": 2.0308, "theta": -0.0877, "rho": 1.842, "theo": 37.1621, "change": 6.375, "open": 38.39, "high": 38.39, "low": 38.39, "tick": "up", "last_trade_price": 38.39, "last_trade_time": "2026-11-11T12:34:37", "percent_change": 19.9125, "prev_day_close": 37.1199989318848}, {"option": "SPY270430P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 21.0, "volume": 0.0, "delta": -0.4647, "gamma": 0.0054, "vega": 2.0125, "theta": -0.1011, "rho": -1.2433, "theo": 29.3026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.45, "last_trade_time": "2026-11-05T10:00:55", "percent_change": 0.0, "prev_day_close": 29.460000038147}, {"option": "SPY270430C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1569, "open_interest": 153.0, "volume": 6.0, "delta": 0.5628, "gamma": 0.0048, "vega": 2.0346, "theta": -0.0876, "rho": 1.8284, "theo": 36.5177, "change": 5.96, "open": 36.0, "high": 37.38, "low": 36.0, "tick": "up", "last_trade_price": 37.38, "last_trade_time": "2026-11-11T13:02:30", "percent_change": 18.9688, "prev_day_close": 37.1550006866455}, {"option": "SPY270430P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1569, "open_interest": 117.0, "volume": 5.0, "delta": -0.4703, "gamma": 0.0055, "vega": 2.0134, "theta": -0.101, "rho": -1.249, "theo": 29.6844, "change": -6.085, "open": 32.27, "high": 32.27, "low": 29.75, "tick": "down", "last_trade_price": 29.75, "last_trade_time": "2026-11-11T15:19:21", "percent_change": -16.9806, "prev_day_close": 29.8249998092651}, {"option": "SPY270430C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1558, "open_interest": 123.0, "volume": 0.0, "delta": 0.5581, "gamma": 0.0049, "vega": 2.0381, "theta": -0.0875, "rho": 1.8149, "theo": 35.8851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.59, "last_trade_time": "2026-11-10T14:33:59", "percent_change": 0.0, "prev_day_close": 36.5150012969971}, {"option": "SPY270430P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 42.0, "volume": 0.0, "delta": -0.4758, "gamma": 0.0055, "vega": 2.0142, "theta": -0.1009, "rho": -1.2566, "theo": 30.0649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.52, "last_trade_time": "2026-11-05T10:23:01", "percent_change": 0.0, "prev_day_close": 30.210000038147}, {"option": "SPY270430C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1551, "open_interest": 15.0, "volume": 0.0, "delta": 0.5533, "gamma": 0.0049, "vega": 2.0414, "theta": -0.0874, "rho": 1.8012, "theo": 35.2538, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.91, "last_trade_time": "2026-11-04T15:23:04", "percent_change": 0.0, "prev_day_close": 35.8800010681152}, {"option": "SPY270430P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1556, "open_interest": 101.0, "volume": 1.0, "delta": -0.4814, "gamma": 0.0056, "vega": 2.0144, "theta": -0.1008, "rho": -1.2628, "theo": 30.4513, "change": -6.025, "open": 30.7, "high": 30.7, "low": 30.7, "tick": "down", "last_trade_price": 30.7, "last_trade_time": "2026-11-11T12:36:17", "percent_change": -16.4057, "prev_day_close": 30.585000038147}, {"option": "SPY270430C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1552, "open_interest": 9.0, "volume": 0.0, "delta": 0.5486, "gamma": 0.0049, "vega": 2.0445, "theta": -0.0873, "rho": 1.7874, "theo": 34.6343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.81, "last_trade_time": "2026-11-05T15:05:00", "percent_change": 0.0, "prev_day_close": 35.2600002288818}, {"option": "SPY270430P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 64.0, "volume": 0.0, "delta": -0.4875, "gamma": 0.0056, "vega": 2.0137, "theta": -0.1007, "rho": -1.2679, "theo": 30.8614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.86, "last_trade_time": "2026-11-05T10:35:51", "percent_change": 0.0, "prev_day_close": 30.9949998855591}, {"option": "SPY270430C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 12.0, "volume": 0.0, "delta": 0.5438, "gamma": 0.005, "vega": 2.0473, "theta": -0.0872, "rho": 1.7732, "theo": 34.013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.91, "last_trade_time": "2026-11-09T13:47:02", "percent_change": 0.0, "prev_day_close": 33.9699993133545}, {"option": "SPY270430P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 16.0, "volume": 0.0, "delta": -0.493, "gamma": 0.0056, "vega": 2.014, "theta": -0.1005, "rho": -1.28, "theo": 31.2466, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.1, "last_trade_time": "2026-10-30T09:38:43", "percent_change": 0.0, "prev_day_close": 31.3899993896484}, {"option": "SPY270430C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1538, "open_interest": 197.0, "volume": 19.0, "delta": 0.5389, "gamma": 0.005, "vega": 2.0498, "theta": -0.087, "rho": 1.7588, "theo": 33.3967, "change": 4.725, "open": 31.73, "high": 34.74, "low": 31.73, "tick": "down", "last_trade_price": 33.29, "last_trade_time": "2026-11-11T15:50:50", "percent_change": 16.5412, "prev_day_close": 33.3649997711182}, {"option": "SPY270430P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1537, "open_interest": 125.0, "volume": 19.0, "delta": -0.499, "gamma": 0.0057, "vega": 2.0135, "theta": -0.1004, "rho": -1.2885, "theo": 31.6641, "change": -6.31, "open": 31.09, "high": 31.8, "low": 31.09, "tick": "up", "last_trade_price": 31.8, "last_trade_time": "2026-11-11T15:25:16", "percent_change": -16.5573, "prev_day_close": 31.7849998474121}, {"option": "SPY270430C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 68.0, "volume": 0.0, "delta": 0.534, "gamma": 0.005, "vega": 2.0521, "theta": -0.0869, "rho": 1.7442, "theo": 32.7857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.34, "last_trade_time": "2026-11-09T09:54:13", "percent_change": 0.0, "prev_day_close": 32.75}, {"option": "SPY270430P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 122.0, "volume": 0.0, "delta": -0.5046, "gamma": 0.0057, "vega": 2.0142, "theta": -0.1002, "rho": -1.2906, "theo": 32.0632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.85, "last_trade_time": "2026-11-10T14:34:39", "percent_change": 0.0, "prev_day_close": 32.1949996948242}, {"option": "SPY270430C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 13.0, "volume": 0.0, "delta": 0.529, "gamma": 0.005, "vega": 2.054, "theta": -0.0867, "rho": 1.7292, "theo": 32.18, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.99, "last_trade_time": "2026-11-09T15:30:37", "percent_change": 0.0, "prev_day_close": 32.1499996185303}, {"option": "SPY270430P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1525, "open_interest": 68.0, "volume": 0.0, "delta": -0.5107, "gamma": 0.0058, "vega": 2.0126, "theta": -0.1, "rho": -1.2891, "theo": 32.4873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.35, "last_trade_time": "2026-11-10T14:34:39", "percent_change": 0.0, "prev_day_close": 32.6199989318848}, {"option": "SPY270430C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.152, "open_interest": 38.0, "volume": 25.0, "delta": 0.524, "gamma": 0.005, "vega": 2.0557, "theta": -0.0865, "rho": 1.714, "theo": 31.5798, "change": 6.04, "open": 30.29, "high": 32.95, "low": 30.29, "tick": "up", "last_trade_price": 32.95, "last_trade_time": "2026-11-11T12:42:41", "percent_change": 22.4452, "prev_day_close": 31.5500001907349}, {"option": "SPY270430P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 371.0, "volume": 0.0, "delta": -0.5166, "gamma": 0.0058, "vega": 2.0095, "theta": -0.0999, "rho": -1.297, "theo": 32.9076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.94, "last_trade_time": "2026-11-09T11:17:42", "percent_change": 0.0, "prev_day_close": 33.0400009155273}, {"option": "SPY270430C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 41.0, "volume": 6.0, "delta": 0.519, "gamma": 0.0051, "vega": 2.0571, "theta": -0.0863, "rho": 1.6987, "theo": 30.985, "change": 5.35, "open": 30.2, "high": 31.72, "low": 30.2, "tick": "no_change", "last_trade_price": 31.72, "last_trade_time": "2026-11-11T12:07:37", "percent_change": 20.2882, "prev_day_close": 30.960000038147}, {"option": "SPY270430P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1513, "open_interest": 153.0, "volume": 0.0, "delta": -0.5227, "gamma": 0.0058, "vega": 2.0054, "theta": -0.0997, "rho": -1.3008, "theo": 33.3352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.2, "last_trade_time": "2026-11-05T10:36:37", "percent_change": 0.0, "prev_day_close": 33.4700012207031}, {"option": "SPY270430C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1508, "open_interest": 41.0, "volume": 15.0, "delta": 0.514, "gamma": 0.0051, "vega": 2.0582, "theta": -0.0861, "rho": 1.6832, "theo": 30.3959, "change": 5.12, "open": 31.38, "high": 31.38, "low": 30.96, "tick": "down", "last_trade_price": 30.96, "last_trade_time": "2026-11-11T14:41:23", "percent_change": 19.8142, "prev_day_close": 30.3699998855591}, {"option": "SPY270430P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 6.0, "volume": 0.0, "delta": -0.5287, "gamma": 0.0059, "vega": 2.0022, "theta": -0.0995, "rho": -1.3052, "theo": 33.7693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.75, "last_trade_time": "2026-10-27T14:00:34", "percent_change": 0.0, "prev_day_close": 33.9050006866455}, {"option": "SPY270430C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1503, "open_interest": 20.0, "volume": 1.0, "delta": 0.5089, "gamma": 0.0051, "vega": 2.059, "theta": -0.0859, "rho": 1.6675, "theo": 29.8124, "change": 5.03, "open": 30.34, "high": 30.34, "low": 30.34, "tick": "up", "last_trade_price": 30.34, "last_trade_time": "2026-11-11T14:36:07", "percent_change": 19.8736, "prev_day_close": 29.789999961853}, {"option": "SPY270430P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1502, "open_interest": 18.0, "volume": 2.0, "delta": -0.5346, "gamma": 0.0059, "vega": 1.9987, "theta": -0.0992, "rho": -1.3186, "theo": 34.1945, "change": -5.07, "open": 36.0, "high": 36.0, "low": 35.94, "tick": "down", "last_trade_price": 35.94, "last_trade_time": "2026-11-11T10:50:19", "percent_change": -12.3628, "prev_day_close": 34.3499984741211}, {"option": "SPY270430C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1496, "open_interest": 102.0, "volume": 0.0, "delta": 0.5037, "gamma": 0.0052, "vega": 2.0594, "theta": -0.0856, "rho": 1.6519, "theo": 29.2347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.3, "last_trade_time": "2026-11-10T10:50:48", "percent_change": 0.0, "prev_day_close": 29.210000038147}, {"option": "SPY270430P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 157.0, "volume": 0.0, "delta": -0.541, "gamma": 0.006, "vega": 1.994, "theta": -0.099, "rho": -1.3163, "theo": 34.6609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.45, "last_trade_time": "2026-10-27T13:26:57", "percent_change": 0.0, "prev_day_close": 34.8050003051758}, {"option": "SPY270430C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 365.0, "volume": 14.0, "delta": 0.4986, "gamma": 0.0052, "vega": 2.0596, "theta": -0.0854, "rho": 1.6362, "theo": 28.6627, "change": 4.86, "open": 29.13, "high": 29.13, "low": 29.13, "tick": "up", "last_trade_price": 29.13, "last_trade_time": "2026-11-11T14:32:05", "percent_change": 20.0247, "prev_day_close": 28.6400003433228}, {"option": "SPY270430P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.149, "open_interest": 17.0, "volume": 0.0, "delta": -0.5471, "gamma": 0.006, "vega": 1.9876, "theta": -0.0987, "rho": -1.319, "theo": 35.1085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 32.83, "last_trade_time": "2026-10-27T13:26:41", "percent_change": 0.0, "prev_day_close": 35.2600002288818}, {"option": "SPY270430C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1485, "open_interest": 44.0, "volume": 0.0, "delta": 0.4934, "gamma": 0.0052, "vega": 2.0594, "theta": -0.0851, "rho": 1.6204, "theo": 28.0965, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.08, "last_trade_time": "2026-11-09T13:00:34", "percent_change": 0.0, "prev_day_close": 28.0799999237061}, {"option": "SPY270430P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 33.0, "volume": 0.0, "delta": -0.5533, "gamma": 0.006, "vega": 1.9801, "theta": -0.0984, "rho": -1.3249, "theo": 35.5652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.75, "last_trade_time": "2026-11-10T10:04:54", "percent_change": 0.0, "prev_day_close": 35.730001449585}, {"option": "SPY270430C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 212.0, "volume": 1.0, "delta": 0.4882, "gamma": 0.0052, "vega": 2.0589, "theta": -0.0848, "rho": 1.6047, "theo": 27.5362, "change": 4.79, "open": 28.05, "high": 28.05, "low": 28.05, "tick": "up", "last_trade_price": 28.05, "last_trade_time": "2026-11-11T11:54:51", "percent_change": 20.5933, "prev_day_close": 27.5249996185303}, {"option": "SPY270430P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 2.0, "volume": 0.0, "delta": -0.5596, "gamma": 0.006, "vega": 1.9751, "theta": -0.0981, "rho": -1.3339, "theo": 36.0382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.72, "last_trade_time": "2026-11-03T09:50:36", "percent_change": 0.0, "prev_day_close": 36.1999988555908}, {"option": "SPY270430C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1473, "open_interest": 43.0, "volume": 0.0, "delta": 0.4829, "gamma": 0.0052, "vega": 2.058, "theta": -0.0845, "rho": 1.5888, "theo": 26.9817, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.91, "last_trade_time": "2026-11-06T12:31:55", "percent_change": 0.0, "prev_day_close": 26.9700002670288}, {"option": "SPY270430P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 264.0, "volume": 0.0, "delta": -0.5664, "gamma": 0.0061, "vega": 1.969, "theta": -0.0977, "rho": -1.3409, "theo": 36.5412, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.84, "last_trade_time": "2026-10-27T15:24:00", "percent_change": 0.0, "prev_day_close": 36.6749992370606}, {"option": "SPY270430C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 49.0, "volume": 0.0, "delta": 0.4776, "gamma": 0.0052, "vega": 2.0568, "theta": -0.0842, "rho": 1.5728, "theo": 26.4333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.31, "last_trade_time": "2026-11-06T13:47:35", "percent_change": 0.0, "prev_day_close": 26.4200000762939}, {"option": "SPY270430P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1466, "open_interest": 359.0, "volume": 0.0, "delta": -0.5725, "gamma": 0.0061, "vega": 1.964, "theta": -0.0974, "rho": -1.344, "theo": 37.0052, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.05, "last_trade_time": "2026-11-06T13:46:06", "percent_change": 0.0, "prev_day_close": 37.1550006866455}, {"option": "SPY270430C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 57.0, "volume": 0.0, "delta": 0.4723, "gamma": 0.0053, "vega": 2.0553, "theta": -0.0839, "rho": 1.5566, "theo": 25.8909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.76, "last_trade_time": "2026-11-06T13:43:27", "percent_change": 0.0, "prev_day_close": 25.8800001144409}, {"option": "SPY270430P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.146, "open_interest": 2.0, "volume": 0.0, "delta": -0.5789, "gamma": 0.0061, "vega": 1.9576, "theta": -0.097, "rho": -1.3561, "theo": 37.499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 34.71, "last_trade_time": "2026-10-27T13:46:27", "percent_change": 0.0, "prev_day_close": 37.6550006866455}, {"option": "SPY270430C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1456, "open_interest": 307.0, "volume": 1.0, "delta": 0.4668, "gamma": 0.0053, "vega": 2.0533, "theta": -0.0835, "rho": 1.5397, "theo": 25.34, "change": 5.615, "open": 26.92, "high": 26.92, "low": 26.92, "tick": "up", "last_trade_price": 26.92, "last_trade_time": "2026-11-11T13:52:13", "percent_change": 26.3553, "prev_day_close": 25.3449993133545}, {"option": "SPY270430P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1454, "open_interest": 0.0, "volume": 0.0, "delta": -0.5856, "gamma": 0.0062, "vega": 1.95, "theta": -0.0966, "rho": -1.3434, "theo": 38.0132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.1550006866455}, {"option": "SPY270430C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 48.0, "volume": 0.0, "delta": 0.4616, "gamma": 0.0053, "vega": 2.0511, "theta": -0.0832, "rho": 1.5235, "theo": 24.8246, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.8, "last_trade_time": "2026-11-10T12:48:59", "percent_change": 0.0, "prev_day_close": 24.8150005340576}, {"option": "SPY270430P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1449, "open_interest": 8.0, "volume": 1.0, "delta": -0.5922, "gamma": 0.0062, "vega": 1.942, "theta": -0.0961, "rho": -1.3498, "theo": 38.5226, "change": -3.935, "open": 41.52, "high": 41.52, "low": 41.52, "tick": "up", "last_trade_price": 41.52, "last_trade_time": "2026-11-11T10:22:27", "percent_change": -8.65691, "prev_day_close": 38.6650009155273}, {"option": "SPY270430C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1445, "open_interest": 147.0, "volume": 1.0, "delta": 0.4562, "gamma": 0.0053, "vega": 2.0484, "theta": -0.0828, "rho": 1.5066, "theo": 24.301, "change": 5.455, "open": 25.82, "high": 25.82, "low": 25.82, "tick": "up", "last_trade_price": 25.82, "last_trade_time": "2026-11-11T13:41:12", "percent_change": 26.7862, "prev_day_close": 24.289999961853}, {"option": "SPY270430P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.144, "open_interest": 0.0, "volume": 0.0, "delta": -0.5988, "gamma": 0.0062, "vega": 1.9334, "theta": -0.0957, "rho": -1.3485, "theo": 39.0302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.1849994659424}, {"option": "SPY270430C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.144, "open_interest": 109.0, "volume": 0.0, "delta": 0.4506, "gamma": 0.0053, "vega": 2.0452, "theta": -0.0824, "rho": 1.4889, "theo": 23.7697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.87, "last_trade_time": "2026-11-03T10:15:11", "percent_change": 0.0, "prev_day_close": 23.7749996185303}, {"option": "SPY270430P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1434, "open_interest": 0.0, "volume": 0.0, "delta": -0.6054, "gamma": 0.0062, "vega": 1.9234, "theta": -0.0952, "rho": -1.3471, "theo": 39.554, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.7000007629394}, {"option": "SPY270430C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1434, "open_interest": 66.0, "volume": 1.0, "delta": 0.4454, "gamma": 0.0053, "vega": 2.0419, "theta": -0.082, "rho": 1.4722, "theo": 23.2732, "change": 4.105, "open": 23.56, "high": 23.56, "low": 23.56, "tick": "down", "last_trade_price": 23.56, "last_trade_time": "2026-11-11T15:09:09", "percent_change": 21.1, "prev_day_close": 23.2649993896484}, {"option": "SPY270430P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 0.0, "volume": 0.0, "delta": -0.6122, "gamma": 0.0063, "vega": 1.913, "theta": -0.0947, "rho": -1.3511, "theo": 40.0848, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.2399997711182}, {"option": "SPY270430C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 218.0, "volume": 0.0, "delta": 0.4399, "gamma": 0.0053, "vega": 2.038, "theta": -0.0816, "rho": 1.4548, "theo": 22.7691, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 22.96, "last_trade_time": "2026-11-05T09:46:50", "percent_change": 0.0, "prev_day_close": 22.7599992752075}, {"option": "SPY270430P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1423, "open_interest": 0.0, "volume": 0.0, "delta": -0.6189, "gamma": 0.0063, "vega": 1.9021, "theta": -0.0942, "rho": -1.3483, "theo": 40.6246, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 42.0, "last_trade_time": "2026-11-02T09:41:26", "percent_change": 0.0, "prev_day_close": 40.7749996185303}, {"option": "SPY270430C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1423, "open_interest": 430.0, "volume": 238.0, "delta": 0.4344, "gamma": 0.0053, "vega": 2.0338, "theta": -0.0812, "rho": 1.4375, "theo": 22.2717, "change": 5.075, "open": 21.32, "high": 23.64, "low": 21.31, "tick": "up", "last_trade_price": 23.64, "last_trade_time": "2026-11-11T13:27:31", "percent_change": 27.3364, "prev_day_close": 22.2649993896484}, {"option": "SPY270430P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 11.0, "volume": 2.0, "delta": -0.6257, "gamma": 0.0063, "vega": 1.8866, "theta": -0.0936, "rho": -1.3455, "theo": 41.1764, "change": -7.825, "open": 41.19, "high": 41.19, "low": 41.19, "tick": "down", "last_trade_price": 41.19, "last_trade_time": "2026-11-11T12:38:23", "percent_change": -15.9645, "prev_day_close": 41.3349990844727}, {"option": "SPY270430C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 430.0, "volume": 0.0, "delta": 0.4289, "gamma": 0.0053, "vega": 2.0292, "theta": -0.0808, "rho": 1.4202, "theo": 21.7809, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.47, "last_trade_time": "2026-11-06T13:42:47", "percent_change": 0.0, "prev_day_close": 21.7749996185303}, {"option": "SPY270430P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 6.0, "volume": 5.0, "delta": -0.6326, "gamma": 0.0063, "vega": 1.8702, "theta": -0.093, "rho": -1.3547, "theo": 41.7368, "change": -8.08, "open": 42.5, "high": 42.5, "low": 42.08, "tick": "no_change", "last_trade_price": 42.08, "last_trade_time": "2026-11-11T12:27:20", "percent_change": -16.1085, "prev_day_close": 41.8950004577637}, {"option": "SPY270430C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 69.0, "volume": 0.0, "delta": 0.4234, "gamma": 0.0054, "vega": 2.0243, "theta": -0.0803, "rho": 1.4029, "theo": 21.2968, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.72, "last_trade_time": "2026-11-04T12:34:05", "percent_change": 0.0, "prev_day_close": 21.289999961853}, {"option": "SPY270430P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 2.0, "volume": 2.0, "delta": -0.6394, "gamma": 0.0063, "vega": 1.8553, "theta": -0.0924, "rho": -1.3558, "theo": 42.3053, "change": -7.62, "open": 45.06, "high": 45.06, "low": 42.67, "tick": "down", "last_trade_price": 42.67, "last_trade_time": "2026-11-11T12:14:58", "percent_change": -15.1521, "prev_day_close": 42.4600009918213}, {"option": "SPY270430C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1408, "open_interest": 45.0, "volume": 0.0, "delta": 0.4178, "gamma": 0.0054, "vega": 2.0188, "theta": -0.0799, "rho": 1.3852, "theo": 20.8063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.85, "last_trade_time": "2026-11-09T15:10:00", "percent_change": 0.0, "prev_day_close": 20.8150005340576}, {"option": "SPY270430P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.14, "open_interest": 4.0, "volume": 0.0, "delta": -0.6462, "gamma": 0.0064, "vega": 1.8435, "theta": -0.0917, "rho": -1.3604, "theo": 42.8804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.4, "last_trade_time": "2026-10-30T14:29:36", "percent_change": 0.0, "prev_day_close": 42.4950008392334}, {"option": "SPY270430C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1403, "open_interest": 78.0, "volume": 0.0, "delta": 0.4124, "gamma": 0.0054, "vega": 2.0134, "theta": -0.0794, "rho": 1.3684, "theo": 20.3486, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.48, "last_trade_time": "2026-11-05T16:03:23", "percent_change": 0.0, "prev_day_close": 20.3449993133545}, {"option": "SPY270430P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 2.0, "volume": 0.0, "delta": -0.6531, "gamma": 0.0064, "vega": 1.8316, "theta": -0.091, "rho": -1.3692, "theo": 43.4671, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.94, "last_trade_time": "2026-10-30T14:44:00", "percent_change": 0.0, "prev_day_close": 43.1399993896484}, {"option": "SPY270430C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 99.0, "volume": 1.0, "delta": 0.4068, "gamma": 0.0054, "vega": 2.0074, "theta": -0.0789, "rho": 1.3511, "theo": 19.8847, "change": 2.585, "open": 19.05, "high": 19.05, "low": 19.05, "tick": "up", "last_trade_price": 19.05, "last_trade_time": "2026-11-11T09:35:58", "percent_change": 15.7, "prev_day_close": 19.8800001144409}, {"option": "SPY270430P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 3.0, "volume": 0.0, "delta": -0.66, "gamma": 0.0064, "vega": 1.8192, "theta": -0.0904, "rho": -1.3498, "theo": 44.0555, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.01, "last_trade_time": "2026-11-04T14:31:47", "percent_change": 0.0, "prev_day_close": 44.2299995422363}, {"option": "SPY270430C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 81.0, "volume": 0.0, "delta": 0.4013, "gamma": 0.0054, "vega": 2.001, "theta": -0.0784, "rho": 1.3337, "theo": 19.4275, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.39, "last_trade_time": "2026-11-09T11:06:10", "percent_change": 0.0, "prev_day_close": 19.4249992370605}, {"option": "SPY270430P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1385, "open_interest": 3.0, "volume": 3.0, "delta": -0.6669, "gamma": 0.0064, "vega": 1.8025, "theta": -0.0896, "rho": -1.3554, "theo": 44.6581, "change": -7.845, "open": 46.0, "high": 46.0, "low": 44.5, "tick": "down", "last_trade_price": 44.5, "last_trade_time": "2026-11-11T15:48:16", "percent_change": -14.9871, "prev_day_close": 44.8350009918213}, {"option": "SPY270430C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1388, "open_interest": 196.0, "volume": 2.0, "delta": 0.3957, "gamma": 0.0054, "vega": 1.9942, "theta": -0.0779, "rho": 1.3161, "theo": 18.9771, "change": 4.135, "open": 19.81, "high": 19.81, "low": 19.81, "tick": "up", "last_trade_price": 19.81, "last_trade_time": "2026-11-11T12:21:55", "percent_change": 26.3796, "prev_day_close": 18.9750003814697}, {"option": "SPY270430P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 0.0, "volume": 0.0, "delta": -0.6739, "gamma": 0.0064, "vega": 1.7863, "theta": -0.0889, "rho": -1.3537, "theo": 45.2698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.9249992370606}, {"option": "SPY270430C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1383, "open_interest": 100.0, "volume": 5.0, "delta": 0.3902, "gamma": 0.0054, "vega": 1.9869, "theta": -0.0774, "rho": 1.2984, "theo": 18.5337, "change": 3.05, "open": 18.34, "high": 18.34, "low": 18.34, "tick": "up", "last_trade_price": 18.34, "last_trade_time": "2026-11-11T09:33:10", "percent_change": 19.9477, "prev_day_close": 18.5249996185303}, {"option": "SPY270430P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 1.0, "volume": 0.0, "delta": -0.6809, "gamma": 0.0064, "vega": 1.7708, "theta": -0.0881, "rho": -1.3466, "theo": 45.8828, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.39, "last_trade_time": "2026-10-30T14:41:08", "percent_change": 0.0, "prev_day_close": 45.3250007629394}, {"option": "SPY270430C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 327.0, "volume": 11.0, "delta": 0.3791, "gamma": 0.0054, "vega": 1.971, "theta": -0.0763, "rho": 1.2623, "theo": 17.668, "change": 4.11, "open": 17.15, "high": 18.65, "low": 17.15, "tick": "up", "last_trade_price": 18.65, "last_trade_time": "2026-11-11T12:23:03", "percent_change": 28.2668, "prev_day_close": 17.664999961853}, {"option": "SPY270430P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 2.0, "volume": 0.0, "delta": -0.6949, "gamma": 0.0064, "vega": 1.738, "theta": -0.0865, "rho": -1.3345, "theo": 47.1435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 45.56, "last_trade_time": "2026-11-04T11:26:21", "percent_change": 0.0, "prev_day_close": 46.769998550415}, {"option": "SPY270430C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 862.0, "volume": 1.0, "delta": 0.3514, "gamma": 0.0053, "vega": 1.9244, "theta": -0.0734, "rho": 1.1726, "theo": 15.6274, "change": 2.69, "open": 15.46, "high": 15.46, "low": 15.46, "tick": "up", "last_trade_price": 15.46, "last_trade_time": "2026-11-11T09:32:11", "percent_change": 21.065, "prev_day_close": 15.6149997711182}, {"option": "SPY270430P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 0.0, "volume": 2.0, "delta": -0.7299, "gamma": 0.0064, "vega": 1.6277, "theta": -0.0821, "rho": -1.3263, "theo": 50.4516, "change": -6.63, "open": 52.77, "high": 52.77, "low": 52.73, "tick": "down", "last_trade_price": 52.73, "last_trade_time": "2026-11-11T10:50:19", "percent_change": -11.1691, "prev_day_close": 49.9050006866455}, {"option": "SPY270430C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 143.0, "volume": 73.0, "delta": 0.324, "gamma": 0.0052, "vega": 1.8694, "theta": -0.0702, "rho": 1.0847, "theo": 13.7617, "change": 1.985, "open": 13.17, "high": 13.17, "low": 13.17, "tick": "up", "last_trade_price": 13.17, "last_trade_time": "2026-11-11T10:44:27", "percent_change": 17.747, "prev_day_close": 13.7600002288818}, {"option": "SPY270430P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 1.0, "volume": 0.0, "delta": -0.7651, "gamma": 0.0064, "vega": 1.5131, "theta": -0.0781, "rho": -1.2646, "theo": 53.9789, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 62.17, "last_trade_time": "2026-10-30T14:47:11", "percent_change": 0.0, "prev_day_close": 53.5999984741211}, {"option": "SPY270430C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 208.0, "volume": 6.0, "delta": 0.2712, "gamma": 0.0049, "vega": 1.7328, "theta": -0.0633, "rho": 0.9116, "theo": 10.5461, "change": 3.0, "open": 9.69, "high": 11.48, "low": 9.66, "tick": "up", "last_trade_price": 11.48, "last_trade_time": "2026-11-11T13:27:31", "percent_change": 35.3774, "prev_day_close": 10.5450000762939}, {"option": "SPY270430P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 4.0, "volume": 2.0, "delta": -0.8356, "gamma": 0.0064, "vega": 1.2216, "theta": -0.0718, "rho": -1.0871, "theo": 61.6864, "change": -9.39, "open": 65.06, "high": 65.06, "low": 62.2, "tick": "down", "last_trade_price": 62.2, "last_trade_time": "2026-11-11T12:14:58", "percent_change": -13.1164, "prev_day_close": 61.9450016021728}, {"option": "SPY270430C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 285.0, "volume": 52.0, "delta": 0.2226, "gamma": 0.0045, "vega": 1.5698, "theta": -0.0558, "rho": 0.7504, "theo": 7.969, "change": 1.4, "open": 7.54, "high": 7.75, "low": 7.54, "tick": "up", "last_trade_price": 7.75, "last_trade_time": "2026-11-11T10:51:38", "percent_change": 22.0472, "prev_day_close": 7.98000001907349}, {"option": "SPY270430P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1289, "open_interest": 0.0, "volume": 0.0, "delta": -0.9146, "gamma": 0.0079, "vega": 0.8496, "theta": -0.0735, "rho": -0.7433, "theo": 70.2473, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 70.4200019836426}, {"option": "SPY270430C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 51.0, "volume": 2.0, "delta": 0.1794, "gamma": 0.004, "vega": 1.3913, "theta": -0.0483, "rho": 0.6058, "theo": 5.9453, "change": 1.11, "open": 5.8, "high": 5.8, "low": 5.8, "tick": "up", "last_trade_price": 5.8, "last_trade_time": "2026-11-11T09:36:02", "percent_change": 23.6674, "prev_day_close": 5.97000002861023}, {"option": "SPY270430P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1356, "open_interest": 0.0, "volume": 0.0, "delta": -0.9771, "gamma": 0.0039, "vega": 0.2053, "theta": -0.1209, "rho": 0.0, "theo": 79.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.0}, {"option": "SPY270430C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 276.0, "volume": 181.0, "delta": 0.1423, "gamma": 0.0035, "vega": 1.2087, "theta": -0.041, "rho": 0.481, "theo": 4.39, "change": 0.905, "open": 4.57, "high": 4.68, "low": 4.34, "tick": "down", "last_trade_price": 4.34, "last_trade_time": "2026-11-11T15:56:53", "percent_change": 26.3464, "prev_day_close": 4.41999983787537}, {"option": "SPY270430P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.9750022888184}, {"option": "SPY270430C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1222, "open_interest": 635.0, "volume": 15.0, "delta": 0.1111, "gamma": 0.003, "vega": 1.03, "theta": -0.0342, "rho": 0.3762, "theo": 3.2104, "change": 0.74, "open": 3.22, "high": 3.65, "low": 3.22, "tick": "no_change", "last_trade_price": 3.24, "last_trade_time": "2026-11-11T15:45:20", "percent_change": 29.6, "prev_day_close": 3.23500001430512}, {"option": "SPY270430P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1528, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9750022888184}, {"option": "SPY270430C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1215, "open_interest": 95.0, "volume": 102.0, "delta": 0.0857, "gamma": 0.0025, "vega": 0.8628, "theta": -0.028, "rho": 0.2904, "theo": 2.3314, "change": 0.84, "open": 2.23, "high": 2.65, "low": 2.23, "tick": "up", "last_trade_price": 2.65, "last_trade_time": "2026-11-11T12:35:37", "percent_change": 46.4088, "prev_day_close": 2.34999990463257}, {"option": "SPY270430P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 99.74, "last_trade_time": "2026-10-29T11:35:13", "percent_change": 0.0, "prev_day_close": 109.970001220703}, {"option": "SPY270430C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1211, "open_interest": 261.0, "volume": 14.0, "delta": 0.0655, "gamma": 0.002, "vega": 0.713, "theta": -0.0227, "rho": 0.222, "theo": 1.6885, "change": 0.41, "open": 1.63, "high": 1.93, "low": 1.63, "tick": "no_change", "last_trade_price": 1.72, "last_trade_time": "2026-11-11T15:45:20", "percent_change": 31.2977, "prev_day_close": 1.70500004291534}, {"option": "SPY270430P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.959999084473}, {"option": "SPY270430C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1212, "open_interest": 408.0, "volume": 1.0, "delta": 0.0499, "gamma": 0.0016, "vega": 0.584, "theta": -0.0183, "rho": 0.1687, "theo": 1.2252, "change": 0.36, "open": 1.32, "high": 1.32, "low": 1.32, "tick": "up", "last_trade_price": 1.32, "last_trade_time": "2026-11-11T11:26:45", "percent_change": 37.5, "prev_day_close": 1.24000000953674}, {"option": "SPY270430P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1837, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.955001831055}, {"option": "SPY270430C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1216, "open_interest": 115.0, "volume": 3.0, "delta": 0.0379, "gamma": 0.0013, "vega": 0.4755, "theta": -0.0147, "rho": 0.1282, "theo": 0.8939, "change": 0.32, "open": 1.05, "high": 1.05, "low": 1.02, "tick": "down", "last_trade_price": 1.02, "last_trade_time": "2026-11-11T14:04:49", "percent_change": 45.7143, "prev_day_close": 0.905000001192093}, {"option": "SPY270430P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.904998779297}, {"option": "SPY270430C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1227, "open_interest": 566.0, "volume": 10.0, "delta": 0.029, "gamma": 0.001, "vega": 0.3869, "theta": -0.0118, "rho": 0.0981, "theo": 0.6608, "change": 0.25, "open": 0.78, "high": 0.78, "low": 0.77, "tick": "down", "last_trade_price": 0.77, "last_trade_time": "2026-11-11T13:25:29", "percent_change": 48.0769, "prev_day_close": 0.6700000166893}, {"option": "SPY270430P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2086, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1478, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 146.63, "last_trade_time": "2026-11-02T10:30:34", "percent_change": 0.0, "prev_day_close": 149.965003967285}, {"option": "SPY270617C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0477, "theo": 710.72, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 681.91, "last_trade_time": "2026-06-24T15:07:43", "percent_change": 0.0, "prev_day_close": 710.299987792969}, {"option": "SPY270617P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 1.0363, "open_interest": 10650.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0021, "theta": -0.0005, "rho": -0.0005, "theo": 0.0153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T11:13:56", "percent_change": 0.0, "prev_day_close": 0.00499999988824129}, {"option": "SPY270617C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0525, "theo": 705.7417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 705.320007324219}, {"option": "SPY270617P00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9992, "open_interest": 856.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0024, "theta": -0.0005, "rho": -0.0006, "theo": 0.0174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-13T10:44:41", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0572, "theo": 700.7634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 709.46, "last_trade_time": "2026-08-19T14:22:12", "percent_change": 0.0, "prev_day_close": 700.339996337891}, {"option": "SPY270617P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9654, "open_interest": 12550.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0028, "theta": -0.0006, "rho": -0.0006, "theo": 0.0195, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-16T10:37:04", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.062, "theo": 695.785, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 695.35498046875}, {"option": "SPY270617P00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9344, "open_interest": 276.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0031, "theta": -0.0006, "rho": -0.0007, "theo": 0.0219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-10-29T15:43:07", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0668, "theo": 690.8067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 690.375}, {"option": "SPY270617P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9316, "open_interest": 7023.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0035, "theta": -0.0007, "rho": -0.0008, "theo": 0.0244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-16T12:33:01", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270617C00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0716, "theo": 685.8284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 685.39501953125}, {"option": "SPY270617P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9233, "open_interest": 2761.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.004, "theta": -0.0008, "rho": -0.0009, "theo": 0.027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-20T13:22:33", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270617C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0763, "theo": 680.85, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 681.97, "last_trade_time": "2026-10-01T10:47:22", "percent_change": 0.0, "prev_day_close": 680.414978027344}, {"option": "SPY270617P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8974, "open_interest": 569.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0044, "theta": -0.0009, "rho": -0.001, "theo": 0.0299, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-05T12:47:03", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0811, "theo": 675.8717, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 647.0, "last_trade_time": "2026-06-25T09:56:17", "percent_change": 0.0, "prev_day_close": 675.434997558594}, {"option": "SPY270617P00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8876, "open_interest": 671.0, "volume": 1.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0049, "theta": -0.0009, "rho": -0.0012, "theo": 0.0328, "change": -0.01, "open": 0.02, "high": 0.02, "low": 0.02, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T10:10:18", "percent_change": -33.3333, "prev_day_close": 0.0249999994412065}, {"option": "SPY270617C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0859, "theo": 670.8934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 670.485015869141}, {"option": "SPY270617P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8764, "open_interest": 212.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0054, "theta": -0.001, "rho": -0.0013, "theo": 0.0358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-09-28T15:17:48", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270617C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0906, "theo": 665.915, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 645.39, "last_trade_time": "2026-11-06T09:45:45", "percent_change": 0.0, "prev_day_close": 665.474975585938}, {"option": "SPY270617P00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8542, "open_interest": 1777.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.006, "theta": -0.0011, "rho": -0.0014, "theo": 0.0393, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-10-16T13:06:38", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0955, "theo": 660.9323, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 660.494995117188}, {"option": "SPY270617P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8432, "open_interest": 6930.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0066, "theta": -0.0012, "rho": -0.0016, "theo": 0.0428, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T11:18:47", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270617C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.1003, "theo": 655.9584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 655.515014648438}, {"option": "SPY270617P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8317, "open_interest": 812.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0072, "theta": -0.0013, "rho": -0.0017, "theo": 0.0466, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-10-13T16:12:51", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270617C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.105, "theo": 650.9802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 622.0, "last_trade_time": "2026-06-25T09:57:11", "percent_change": 0.0, "prev_day_close": 650.529998779297}, {"option": "SPY270617P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.82, "open_interest": 9059.0, "volume": 10.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0079, "theta": -0.0014, "rho": -0.0019, "theo": 0.0507, "change": -0.015, "open": 0.04, "high": 0.04, "low": 0.04, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-11-11T11:06:03", "percent_change": -27.2727, "prev_day_close": 0.0449999999254942}, {"option": "SPY270617C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1104, "theo": 646.002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 556.0, "last_trade_time": "2026-03-12T10:04:02", "percent_change": 0.0, "prev_day_close": 645.549987792969}, {"option": "SPY270617P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8082, "open_interest": 20.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0086, "theta": -0.0015, "rho": -0.0021, "theo": 0.0551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-04T09:46:13", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270617C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1152, "theo": 641.024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 551.0, "last_trade_time": "2026-03-12T10:04:01", "percent_change": 0.0, "prev_day_close": 640.570007324219}, {"option": "SPY270617P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7964, "open_interest": 2974.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0094, "theta": -0.0016, "rho": -0.0023, "theo": 0.0598, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-05T09:38:50", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY270617C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1223, "theo": 636.0461, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 546.0, "last_trade_time": "2026-03-12T10:04:02", "percent_change": 0.0, "prev_day_close": 635.589996337891}, {"option": "SPY270617P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7846, "open_interest": 62.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0101, "theta": -0.0017, "rho": -0.0025, "theo": 0.0644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-09-24T14:55:30", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY270617C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0009, "theta": 0.0, "rho": 0.1273, "theo": 631.0645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 541.0, "last_trade_time": "2026-03-12T10:04:02", "percent_change": 0.0, "prev_day_close": 630.614990234375}, {"option": "SPY270617P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.778, "open_interest": 5063.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.011, "theta": -0.0018, "rho": -0.0027, "theo": 0.0697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-09-28T15:34:59", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY270617C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0018, "theta": 0.0, "rho": 0.1381, "theo": 626.0917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 536.0, "last_trade_time": "2026-03-12T10:04:02", "percent_change": 0.0, "prev_day_close": 625.640014648438}, {"option": "SPY270617P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7662, "open_interest": 562.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.012, "theta": -0.0019, "rho": -0.003, "theo": 0.0757, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-10-13T09:30:02", "percent_change": 0.0, "prev_day_close": 0.0749999992549419}, {"option": "SPY270617C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0022, "theta": 0.0, "rho": 0.1454, "theo": 621.1121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 602.0, "last_trade_time": "2026-06-09T10:14:13", "percent_change": 0.0, "prev_day_close": 620.680023193359}, {"option": "SPY270617P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7546, "open_interest": 15474.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.013, "theta": -0.0021, "rho": -0.0032, "theo": 0.0819, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-10-21T15:56:21", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY270617C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 26.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0045, "theta": 0.0, "rho": 0.1694, "theo": 616.1376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 600.07, "last_trade_time": "2026-11-09T09:35:13", "percent_change": 0.0, "prev_day_close": 615.72998046875}, {"option": "SPY270617P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.747, "open_interest": 3167.0, "volume": 0.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0141, "theta": -0.0022, "rho": -0.0035, "theo": 0.0886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-10-16T12:31:31", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270617C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 11.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0058, "theta": 0.0, "rho": 0.1921, "theo": 611.1672, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 594.82, "last_trade_time": "2026-11-09T09:35:15", "percent_change": 0.0, "prev_day_close": 610.820007324219}, {"option": "SPY270617P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7356, "open_interest": 5981.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0153, "theta": -0.0024, "rho": -0.0039, "theo": 0.0957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-06T12:10:54", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY270617C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0091, "theta": 0.0, "rho": 0.2716, "theo": 606.2032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 589.92, "last_trade_time": "2026-11-09T09:35:13", "percent_change": 0.0, "prev_day_close": 605.915008544922}, {"option": "SPY270617P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7245, "open_interest": 649.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0166, "theta": -0.0025, "rho": -0.0042, "theo": 0.1035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-10-30T14:17:20", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY270617C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 38.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0157, "theta": 0.0, "rho": 0.6125, "theo": 601.2574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 584.93, "last_trade_time": "2026-11-09T09:35:13", "percent_change": 0.0, "prev_day_close": 601.059997558594}, {"option": "SPY270617P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7166, "open_interest": 4588.0, "volume": 0.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0179, "theta": -0.0027, "rho": -0.0046, "theo": 0.1116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-11-06T09:30:03", "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "SPY270617C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6668, "open_interest": 5.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0185, "theta": 0.0, "rho": 0.7405, "theo": 596.362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 580.19, "last_trade_time": "2026-11-09T09:35:14", "percent_change": 0.0, "prev_day_close": 596.209991455078}, {"option": "SPY270617P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7085, "open_interest": 275.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0193, "theta": -0.0029, "rho": -0.005, "theo": 0.1204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-11-10T14:08:13", "percent_change": 0.0, "prev_day_close": 0.119999997317791}, {"option": "SPY270617C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6848, "open_interest": 2.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0196, "theta": 0.0, "rho": 0.8452, "theo": 591.4828, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 599.2, "last_trade_time": "2026-11-04T09:44:00", "percent_change": 0.0, "prev_day_close": 591.355010986328}, {"option": "SPY270617P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7004, "open_interest": 466.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0208, "theta": -0.0031, "rho": -0.0054, "theo": 0.1298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-09T12:26:30", "percent_change": 0.0, "prev_day_close": 0.129999998956919}, {"option": "SPY270617C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6966, "open_interest": 1.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0204, "theta": 0.0, "rho": 0.9302, "theo": 586.6158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 594.35, "last_trade_time": "2026-11-04T09:44:11", "percent_change": 0.0, "prev_day_close": 586.509979248047}, {"option": "SPY270617P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6921, "open_interest": 39.0, "volume": 0.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0223, "theta": -0.0033, "rho": -0.0058, "theo": 0.1398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-03T16:13:08", "percent_change": 0.0, "prev_day_close": 0.140000000596046}, {"option": "SPY270617C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.678, "open_interest": 1.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0209, "theta": 0.0, "rho": 0.9932, "theo": 581.7572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 553.5, "last_trade_time": "2026-06-09T11:29:09", "percent_change": 0.0, "prev_day_close": 581.660003662109}, {"option": "SPY270617P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6838, "open_interest": 10815.0, "volume": 0.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.024, "theta": -0.0035, "rho": -0.0063, "theo": 0.1504, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-10-29T12:54:16", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY270617C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6853, "open_interest": 0.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.0236, "theta": 0.0, "rho": 1.0406, "theo": 576.9037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 576.795013427734}, {"option": "SPY270617P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6754, "open_interest": 166.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0258, "theta": -0.0037, "rho": -0.0068, "theo": 0.1617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-10-19T09:47:08", "percent_change": 0.0, "prev_day_close": 0.16499999910593}, {"option": "SPY270617C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6694, "open_interest": 1.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0272, "theta": 0.0, "rho": 1.0788, "theo": 572.0531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 544.0, "last_trade_time": "2026-06-09T11:29:09", "percent_change": 0.0, "prev_day_close": 571.964996337891}, {"option": "SPY270617P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6691, "open_interest": 221.0, "volume": 0.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0278, "theta": -0.0039, "rho": -0.0073, "theo": 0.1737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.19, "last_trade_time": "2026-10-21T15:56:48", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY270617C00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6722, "open_interest": 100.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0292, "theta": 0.0, "rho": 1.1107, "theo": 567.2074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 561.26, "last_trade_time": "2026-07-10T09:40:17", "percent_change": 0.0, "prev_day_close": 567.120025634766}, {"option": "SPY270617P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6624, "open_interest": 557.0, "volume": 0.0, "delta": -0.0015, "gamma": 0.0, "vega": 0.0298, "theta": -0.0042, "rho": -0.0079, "theo": 0.1865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-10T14:14:46", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY270617C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6566, "open_interest": 125.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0, "vega": 0.031, "theta": 0.0, "rho": 1.1416, "theo": 562.3622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 561.57, "last_trade_time": "2026-09-16T09:46:10", "percent_change": 0.0, "prev_day_close": 562.274993896484}, {"option": "SPY270617P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6539, "open_interest": 5394.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0319, "theta": -0.0044, "rho": -0.0085, "theo": 0.1998, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-09T09:35:52", "percent_change": 0.0, "prev_day_close": 0.199999995529652}, {"option": "SPY270617C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6552, "open_interest": 2.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0326, "theta": 0.0, "rho": 1.1709, "theo": 557.5179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 560.0, "last_trade_time": "2026-10-01T10:00:53", "percent_change": 0.0, "prev_day_close": 557.429992675781}, {"option": "SPY270617P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6471, "open_interest": 659.0, "volume": 0.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0341, "theta": -0.0047, "rho": -0.0092, "theo": 0.214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.31, "last_trade_time": "2026-11-05T11:50:03", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY270617C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6386, "open_interest": 0.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0, "vega": 0.0342, "theta": 0.0, "rho": 1.1996, "theo": 552.6743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 552.579986572266}, {"option": "SPY270617P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6402, "open_interest": 777.0, "volume": 0.0, "delta": -0.0019, "gamma": 0.0, "vega": 0.0365, "theta": -0.005, "rho": -0.0099, "theo": 0.229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-10-14T14:18:46", "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "SPY270617C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6385, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0356, "theta": 0.0, "rho": 1.228, "theo": 547.8314, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 547.739990234375}, {"option": "SPY270617P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6346, "open_interest": 321.0, "volume": 0.0, "delta": -0.0021, "gamma": 0.0, "vega": 0.0389, "theta": -0.0052, "rho": -0.0106, "theo": 0.245, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-08-13T10:57:41", "percent_change": 0.0, "prev_day_close": 0.244999997317791}, {"option": "SPY270617C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.631, "open_interest": 0.0, "volume": 0.0, "delta": 0.9982, "gamma": 0.0, "vega": 0.0369, "theta": 0.0, "rho": 1.2562, "theo": 542.9889, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 542.894989013672}, {"option": "SPY270617P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6274, "open_interest": 1523.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0415, "theta": -0.0055, "rho": -0.0114, "theo": 0.2616, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.43, "last_trade_time": "2026-11-05T11:06:44", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY270617C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6249, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.039, "theta": 0.0, "rho": 1.2844, "theo": 538.1467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 538.054992675781}, {"option": "SPY270617P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6203, "open_interest": 3135.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0, "vega": 0.0442, "theta": -0.0058, "rho": -0.0122, "theo": 0.279, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.37, "last_trade_time": "2026-10-23T11:08:06", "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "SPY270617C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6186, "open_interest": 6.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0441, "theta": 0.0, "rho": 1.3127, "theo": 533.3047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 512.76, "last_trade_time": "2026-11-06T09:45:27", "percent_change": 0.0, "prev_day_close": 533.209991455078}, {"option": "SPY270617P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6142, "open_interest": 2308.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0, "vega": 0.047, "theta": -0.0061, "rho": -0.013, "theo": 0.297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-10T14:24:20", "percent_change": 0.0, "prev_day_close": 0.299999997019768}, {"option": "SPY270617C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.604, "open_interest": 0.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0, "vega": 0.0492, "theta": 0.0, "rho": 1.3389, "theo": 528.4635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 528.375}, {"option": "SPY270617P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6081, "open_interest": 772.0, "volume": 0.0, "delta": -0.0027, "gamma": 0.0, "vega": 0.05, "theta": -0.0065, "rho": -0.0139, "theo": 0.3161, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.41, "last_trade_time": "2026-10-16T12:52:39", "percent_change": 0.0, "prev_day_close": 0.320000007748604}, {"option": "SPY270617C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6059, "open_interest": 0.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.052, "theta": 0.0, "rho": 1.3666, "theo": 523.6255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 523.535003662109}, {"option": "SPY270617P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6018, "open_interest": 412.0, "volume": 0.0, "delta": -0.0029, "gamma": 0.0, "vega": 0.0531, "theta": -0.0068, "rho": -0.0149, "theo": 0.3361, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.42, "last_trade_time": "2026-11-02T09:40:01", "percent_change": 0.0, "prev_day_close": 0.340000003576279}, {"option": "SPY270617C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5943, "open_interest": 3.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0, "vega": 0.0548, "theta": 0.0, "rho": 1.3943, "theo": 518.7883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 519.92, "last_trade_time": "2026-06-01T15:36:42", "percent_change": 0.0, "prev_day_close": 518.695007324219}, {"option": "SPY270617P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5955, "open_interest": 411.0, "volume": 0.0, "delta": -0.0031, "gamma": 0.0, "vega": 0.0563, "theta": -0.0071, "rho": -0.0159, "theo": 0.3573, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.53, "last_trade_time": "2026-10-30T14:44:48", "percent_change": 0.0, "prev_day_close": 0.359999999403954}, {"option": "SPY270617C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5913, "open_interest": 106.0, "volume": 0.0, "delta": 0.9971, "gamma": 0.0, "vega": 0.0574, "theta": 0.0, "rho": 1.422, "theo": 513.9518, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 531.8, "last_trade_time": "2026-10-07T15:40:22", "percent_change": 0.0, "prev_day_close": 513.85498046875}, {"option": "SPY270617P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.59, "open_interest": 8568.0, "volume": 1.0, "delta": -0.0033, "gamma": 0.0, "vega": 0.0597, "theta": -0.0075, "rho": -0.0169, "theo": 0.3791, "change": -0.075, "open": 0.38, "high": 0.38, "low": 0.38, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-11T12:42:38", "percent_change": -16.4835, "prev_day_close": 0.384999990463257}, {"option": "SPY270617C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5836, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0, "vega": 0.0598, "theta": 0.0, "rho": 1.4497, "theo": 509.116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 498.16, "last_trade_time": "2026-06-22T14:48:15", "percent_change": 0.0, "prev_day_close": 509.019989013672}, {"option": "SPY270617P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5836, "open_interest": 572.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0, "vega": 0.0631, "theta": -0.0078, "rho": -0.018, "theo": 0.4015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.47, "last_trade_time": "2026-11-10T15:33:21", "percent_change": 0.0, "prev_day_close": 0.405000001192093}, {"option": "SPY270617C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5778, "open_interest": 0.0, "volume": 0.0, "delta": 0.9967, "gamma": 0.0, "vega": 0.0621, "theta": 0.0, "rho": 1.4774, "theo": 504.2808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 493.53, "last_trade_time": "2026-06-22T14:47:46", "percent_change": 0.0, "prev_day_close": 504.179992675781}, {"option": "SPY270617P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5778, "open_interest": 235.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0, "vega": 0.0667, "theta": -0.0082, "rho": -0.0192, "theo": 0.4249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.54, "last_trade_time": "2026-10-26T10:07:06", "percent_change": 0.0, "prev_day_close": 0.429999992251396}, {"option": "SPY270617C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5719, "open_interest": 0.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0, "vega": 0.0641, "theta": 0.0, "rho": 1.5052, "theo": 499.446, "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": 499.345001220703}, {"option": "SPY270617P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5721, "open_interest": 39.0, "volume": 0.0, "delta": -0.004, "gamma": 0.0, "vega": 0.0704, "theta": -0.0086, "rho": -0.0203, "theo": 0.4495, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.69, "last_trade_time": "2026-11-06T15:29:45", "percent_change": 0.0, "prev_day_close": 0.454999998211861}, {"option": "SPY270617C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5605, "open_interest": 2.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0, "vega": 0.0663, "theta": 0.0, "rho": 1.5331, "theo": 494.6116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 508.6, "last_trade_time": "2026-10-21T14:48:44", "percent_change": 0.0, "prev_day_close": 494.509994506836}, {"option": "SPY270617P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5662, "open_interest": 797.0, "volume": 0.0, "delta": -0.0042, "gamma": 0.0, "vega": 0.0742, "theta": -0.009, "rho": -0.0216, "theo": 0.4749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.74, "last_trade_time": "2026-11-06T15:04:25", "percent_change": 0.0, "prev_day_close": 0.480000004172325}, {"option": "SPY270617C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5556, "open_interest": 0.0, "volume": 0.0, "delta": 0.996, "gamma": 0.0, "vega": 0.073, "theta": 0.0, "rho": 1.5611, "theo": 489.7773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.68000793457}, {"option": "SPY270617P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5603, "open_interest": 61.0, "volume": 0.0, "delta": -0.0045, "gamma": 0.0, "vega": 0.0783, "theta": -0.0094, "rho": -0.0228, "theo": 0.5012, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.53, "last_trade_time": "2026-11-04T10:52:32", "percent_change": 0.0, "prev_day_close": 0.504999995231628}, {"option": "SPY270617C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5553, "open_interest": 2.0, "volume": 0.0, "delta": 0.9958, "gamma": 0.0, "vega": 0.0806, "theta": 0.0, "rho": 1.5891, "theo": 484.942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 496.11, "last_trade_time": "2026-10-27T15:53:21", "percent_change": 0.0, "prev_day_close": 484.844985961914}, {"option": "SPY270617P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5549, "open_interest": 98.0, "volume": 0.0, "delta": -0.0048, "gamma": 0.0, "vega": 0.0825, "theta": -0.0098, "rho": -0.0242, "theo": 0.529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-04T10:53:27", "percent_change": 0.0, "prev_day_close": 0.534999996423721}, {"option": "SPY270617C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5507, "open_interest": 0.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0, "vega": 0.0857, "theta": 0.0, "rho": 1.6135, "theo": 480.1125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 480.009994506836}, {"option": "SPY270617P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5489, "open_interest": 374.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0, "vega": 0.0869, "theta": -0.0102, "rho": -0.0256, "theo": 0.5572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.7, "last_trade_time": "2026-11-10T09:38:45", "percent_change": 0.0, "prev_day_close": 0.560000002384186}, {"option": "SPY270617C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5466, "open_interest": 0.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0, "vega": 0.0897, "theta": 0.0, "rho": 1.6407, "theo": 475.2838, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 475.18000793457}, {"option": "SPY270617P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5435, "open_interest": 62.0, "volume": 2.0, "delta": -0.0053, "gamma": 0.0, "vega": 0.0913, "theta": -0.0106, "rho": -0.0271, "theo": 0.5856, "change": -0.065, "open": 0.61, "high": 0.62, "low": 0.61, "tick": "up", "last_trade_price": 0.62, "last_trade_time": "2026-11-11T09:40:14", "percent_change": -9.48905, "prev_day_close": 0.590000003576279}, {"option": "SPY270617C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5374, "open_interest": 0.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0, "vega": 0.0937, "theta": 0.0, "rho": 1.6679, "theo": 470.4559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 470.349990844727}, {"option": "SPY270617P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.538, "open_interest": 247.0, "volume": 0.0, "delta": -0.0056, "gamma": 0.0, "vega": 0.096, "theta": -0.011, "rho": -0.0286, "theo": 0.616, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.0, "last_trade_time": "2026-11-05T12:40:20", "percent_change": 0.0, "prev_day_close": 0.620000004768372}, {"option": "SPY270617C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5273, "open_interest": 14.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0, "vega": 0.0975, "theta": 0.0, "rho": 1.6951, "theo": 465.6289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 483.54, "last_trade_time": "2026-10-09T11:47:46", "percent_change": 0.0, "prev_day_close": 465.520004272461}, {"option": "SPY270617P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5324, "open_interest": 6528.0, "volume": 8.0, "delta": -0.006, "gamma": 0.0, "vega": 0.1008, "theta": -0.0115, "rho": -0.0302, "theo": 0.6475, "change": -0.105, "open": 0.7, "high": 0.7, "low": 0.64, "tick": "up", "last_trade_price": 0.65, "last_trade_time": "2026-11-11T15:57:52", "percent_change": -13.9073, "prev_day_close": 0.644999980926514}, {"option": "SPY270617C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5259, "open_interest": 53.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0001, "vega": 0.101, "theta": 0.0, "rho": 1.7223, "theo": 460.8026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 478.75, "last_trade_time": "2026-10-09T11:47:46", "percent_change": 0.0, "prev_day_close": 460.690002441406}, {"option": "SPY270617P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5267, "open_interest": 435.0, "volume": 1.0, "delta": -0.0063, "gamma": 0.0001, "vega": 0.1057, "theta": -0.0119, "rho": -0.0319, "theo": 0.6797, "change": -0.1, "open": 0.69, "high": 0.69, "low": 0.69, "tick": "down", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T10:44:36", "percent_change": -12.6582, "prev_day_close": 0.680000007152557}, {"option": "SPY270617C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5171, "open_interest": 50.0, "volume": 0.0, "delta": 0.9939, "gamma": 0.0001, "vega": 0.1043, "theta": 0.0, "rho": 1.7496, "theo": 455.977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 454.21, "last_trade_time": "2026-09-15T12:37:50", "percent_change": 0.0, "prev_day_close": 455.865005493164}, {"option": "SPY270617P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5214, "open_interest": 940.0, "volume": 0.0, "delta": -0.0066, "gamma": 0.0001, "vega": 0.1108, "theta": -0.0124, "rho": -0.0336, "theo": 0.7136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.03, "last_trade_time": "2026-11-06T10:51:23", "percent_change": 0.0, "prev_day_close": 0.71000000834465}, {"option": "SPY270617C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4975, "open_interest": 11.0, "volume": 0.0, "delta": 0.9936, "gamma": 0.0001, "vega": 0.1072, "theta": 0.0, "rho": 1.777, "theo": 451.1505, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 466.13, "last_trade_time": "2026-08-07T15:16:09", "percent_change": 0.0, "prev_day_close": 451.035003662109}, {"option": "SPY270617P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5157, "open_interest": 335.0, "volume": 0.0, "delta": -0.007, "gamma": 0.0001, "vega": 0.116, "theta": -0.0128, "rho": -0.0354, "theo": 0.7479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-11-10T15:54:15", "percent_change": 0.0, "prev_day_close": 0.745000004768372}, {"option": "SPY270617C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5096, "open_interest": 1.0, "volume": 0.0, "delta": 0.9932, "gamma": 0.0001, "vega": 0.1099, "theta": 0.0, "rho": 1.8044, "theo": 446.3271, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 458.0, "last_trade_time": "2026-09-21T11:07:58", "percent_change": 0.0, "prev_day_close": 446.209991455078}, {"option": "SPY270617P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5105, "open_interest": 1083.0, "volume": 0.0, "delta": -0.0074, "gamma": 0.0001, "vega": 0.1213, "theta": -0.0133, "rho": -0.0372, "theo": 0.7827, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.18, "last_trade_time": "2026-11-06T15:28:51", "percent_change": 0.0, "prev_day_close": 0.780000001192093}, {"option": "SPY270617C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5043, "open_interest": 0.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0001, "vega": 0.1186, "theta": 0.0, "rho": 1.832, "theo": 441.5025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 441.385009765625}, {"option": "SPY270617P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5051, "open_interest": 934.0, "volume": 0.0, "delta": -0.0077, "gamma": 0.0001, "vega": 0.127, "theta": -0.0138, "rho": -0.0391, "theo": 0.8197, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.97, "last_trade_time": "2026-11-09T11:07:55", "percent_change": 0.0, "prev_day_close": 0.814999997615814}, {"option": "SPY270617C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4978, "open_interest": 1.0, "volume": 0.0, "delta": 0.9925, "gamma": 0.0001, "vega": 0.1283, "theta": 0.0, "rho": 1.8597, "theo": 436.6781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 446.73, "last_trade_time": "2026-10-27T13:09:32", "percent_change": 0.0, "prev_day_close": 436.565002441406}, {"option": "SPY270617P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5001, "open_interest": 1623.0, "volume": 0.0, "delta": -0.0081, "gamma": 0.0001, "vega": 0.1327, "theta": -0.0143, "rho": -0.0411, "theo": 0.8571, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.35, "last_trade_time": "2026-11-06T16:03:03", "percent_change": 0.0, "prev_day_close": 0.849999994039536}, {"option": "SPY270617C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4943, "open_interest": 0.0, "volume": 0.0, "delta": 0.9921, "gamma": 0.0001, "vega": 0.1373, "theta": 0.0, "rho": 1.8824, "theo": 431.8556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 422.65, "last_trade_time": "2026-06-22T14:46:18", "percent_change": 0.0, "prev_day_close": 431.725006103516}, {"option": "SPY270617P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4947, "open_interest": 407.0, "volume": 0.0, "delta": -0.0086, "gamma": 0.0001, "vega": 0.1387, "theta": -0.0147, "rho": -0.0431, "theo": 0.8952, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-10T09:34:59", "percent_change": 0.0, "prev_day_close": 0.889999985694885}, {"option": "SPY270617C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4883, "open_interest": 6.0, "volume": 0.0, "delta": 0.9917, "gamma": 0.0001, "vega": 0.143, "theta": 0.0, "rho": 1.9089, "theo": 427.0374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 409.2, "last_trade_time": "2026-07-24T15:49:37", "percent_change": 0.0, "prev_day_close": 426.919998168945}, {"option": "SPY270617P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4896, "open_interest": 7802.0, "volume": 0.0, "delta": -0.009, "gamma": 0.0001, "vega": 0.1448, "theta": -0.0152, "rho": -0.0452, "theo": 0.9346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.1, "last_trade_time": "2026-11-09T14:02:09", "percent_change": 0.0, "prev_day_close": 0.925000011920929}, {"option": "SPY270617C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4834, "open_interest": 10.0, "volume": 10.0, "delta": 0.9912, "gamma": 0.0001, "vega": 0.1486, "theta": 0.0, "rho": 1.9354, "theo": 422.2204, "change": 6.81, "open": 418.18, "high": 418.27, "low": 417.73, "tick": "up", "last_trade_price": 418.27, "last_trade_time": "2026-11-11T10:30:30", "percent_change": 1.65508, "prev_day_close": 422.095001220703}, {"option": "SPY270617P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4845, "open_interest": 470.0, "volume": 2.0, "delta": -0.0094, "gamma": 0.0001, "vega": 0.1512, "theta": -0.0157, "rho": -0.0474, "theo": 0.9755, "change": -0.11, "open": 1.0, "high": 1.01, "low": 1.0, "tick": "up", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T10:25:55", "percent_change": -9.82143, "prev_day_close": 0.965000003576279}, {"option": "SPY270617C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4757, "open_interest": 100.0, "volume": 0.0, "delta": 0.9908, "gamma": 0.0001, "vega": 0.1542, "theta": 0.0, "rho": 1.9618, "theo": 417.4043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 405.0, "last_trade_time": "2026-11-09T09:54:43", "percent_change": 0.0, "prev_day_close": 417.240005493164}, {"option": "SPY270617P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4793, "open_interest": 6517.0, "volume": 310.0, "delta": -0.0099, "gamma": 0.0001, "vega": 0.1577, "theta": -0.0162, "rho": -0.0497, "theo": 1.0173, "change": -0.165, "open": 1.0, "high": 1.03, "low": 1.0, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -14.1631, "prev_day_close": 1.00999999046326}, {"option": "SPY270617C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4708, "open_interest": 3.0, "volume": 0.0, "delta": 0.9903, "gamma": 0.0001, "vega": 0.1594, "theta": 0.0, "rho": 1.9883, "theo": 412.5892, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 395.0, "last_trade_time": "2026-06-05T15:10:53", "percent_change": 0.0, "prev_day_close": 412.460006713867}, {"option": "SPY270617P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4743, "open_interest": 752.0, "volume": 6.0, "delta": -0.0104, "gamma": 0.0001, "vega": 0.1645, "theta": -0.0168, "rho": -0.0522, "theo": 1.0616, "change": -0.155, "open": 1.06, "high": 1.06, "low": 1.06, "tick": "no_change", "last_trade_price": 1.06, "last_trade_time": "2026-11-11T12:37:52", "percent_change": -12.7572, "prev_day_close": 1.04999995231628}, {"option": "SPY270617C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4633, "open_interest": 47.0, "volume": 0.0, "delta": 0.9898, "gamma": 0.0001, "vega": 0.1644, "theta": 0.0, "rho": 2.0149, "theo": 407.7751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 410.88, "last_trade_time": "2026-10-01T12:19:33", "percent_change": 0.0, "prev_day_close": 407.645004272461}, {"option": "SPY270617P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4693, "open_interest": 535.0, "volume": 2.0, "delta": -0.0109, "gamma": 0.0001, "vega": 0.1713, "theta": -0.0173, "rho": -0.0546, "theo": 1.106, "change": -0.125, "open": 1.16, "high": 1.16, "low": 1.14, "tick": "down", "last_trade_price": 1.14, "last_trade_time": "2026-11-11T11:40:14", "percent_change": -9.88142, "prev_day_close": 1.09500002861023}, {"option": "SPY270617C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.461, "open_interest": 5.0, "volume": 0.0, "delta": 0.9893, "gamma": 0.0001, "vega": 0.169, "theta": 0.0, "rho": 2.0415, "theo": 402.9617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 398.48, "last_trade_time": "2026-11-03T12:08:19", "percent_change": 0.0, "prev_day_close": 402.830001831055}, {"option": "SPY270617P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4643, "open_interest": 497.0, "volume": 75.0, "delta": -0.0114, "gamma": 0.0001, "vega": 0.1784, "theta": -0.0178, "rho": -0.0572, "theo": 1.152, "change": -0.165, "open": 1.15, "high": 1.15, "low": 1.15, "tick": "no_change", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T13:02:34", "percent_change": -12.5475, "prev_day_close": 1.13999998569489}, {"option": "SPY270617C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.456, "open_interest": 4.0, "volume": 0.0, "delta": 0.9888, "gamma": 0.0001, "vega": 0.1733, "theta": 0.0, "rho": 2.0682, "theo": 398.149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 406.47, "last_trade_time": "2026-09-28T15:28:27", "percent_change": 0.0, "prev_day_close": 398.020004272461}, {"option": "SPY270617P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4593, "open_interest": 499.0, "volume": 0.0, "delta": -0.0119, "gamma": 0.0001, "vega": 0.1856, "theta": -0.0184, "rho": -0.0598, "theo": 1.1991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.41, "last_trade_time": "2026-11-10T14:08:13", "percent_change": 0.0, "prev_day_close": 1.18500000238419}, {"option": "SPY270617C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4513, "open_interest": 36.0, "volume": 0.0, "delta": 0.9883, "gamma": 0.0001, "vega": 0.1777, "theta": 0.0, "rho": 2.0951, "theo": 393.3368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 384.0, "last_trade_time": "2026-11-09T12:01:13", "percent_change": 0.0, "prev_day_close": 393.199996948242}, {"option": "SPY270617P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4545, "open_interest": 711.0, "volume": 20.0, "delta": -0.0125, "gamma": 0.0001, "vega": 0.1929, "theta": -0.0189, "rho": -0.0625, "theo": 1.2468, "change": -0.145, "open": 1.28, "high": 1.28, "low": 1.28, "tick": "down", "last_trade_price": 1.28, "last_trade_time": "2026-11-11T11:12:22", "percent_change": -10.1754, "prev_day_close": 1.23500001430511}, {"option": "SPY270617C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4489, "open_interest": 15.0, "volume": 4.0, "delta": 0.9877, "gamma": 0.0001, "vega": 0.1892, "theta": 0.0, "rho": 2.1221, "theo": 388.525, "change": 9.145, "open": 384.2, "high": 387.12, "low": 384.2, "tick": "up", "last_trade_price": 387.12, "last_trade_time": "2026-11-11T11:40:13", "percent_change": 2.41947, "prev_day_close": 388.395004272461}, {"option": "SPY270617P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4497, "open_interest": 405.0, "volume": 1.0, "delta": -0.013, "gamma": 0.0001, "vega": 0.2006, "theta": -0.0194, "rho": -0.0652, "theo": 1.2966, "change": -0.18, "open": 1.3, "high": 1.3, "low": 1.3, "tick": "down", "last_trade_price": 1.3, "last_trade_time": "2026-11-11T12:53:41", "percent_change": -12.1622, "prev_day_close": 1.2849999666214}, {"option": "SPY270617C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4439, "open_interest": 2.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0001, "vega": 0.2021, "theta": 0.0, "rho": 2.1493, "theo": 383.7134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 385.34, "last_trade_time": "2026-05-29T14:31:00", "percent_change": 0.0, "prev_day_close": 383.589996337891}, {"option": "SPY270617P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4447, "open_interest": 246.0, "volume": 0.0, "delta": -0.0137, "gamma": 0.0001, "vega": 0.2087, "theta": -0.02, "rho": -0.0681, "theo": 1.3489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-10-27T12:00:22", "percent_change": 0.0, "prev_day_close": 1.33500003814697}, {"option": "SPY270617C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4372, "open_interest": 16.0, "volume": 0.0, "delta": 0.9866, "gamma": 0.0001, "vega": 0.2151, "theta": 0.0, "rho": 2.1692, "theo": 378.9032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 387.37, "last_trade_time": "2026-08-04T10:20:52", "percent_change": 0.0, "prev_day_close": 378.779998779297}, {"option": "SPY270617P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4399, "open_interest": 491.0, "volume": 0.0, "delta": -0.0143, "gamma": 0.0001, "vega": 0.2169, "theta": -0.0206, "rho": -0.0711, "theo": 1.4014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.7, "last_trade_time": "2026-11-10T10:47:54", "percent_change": 0.0, "prev_day_close": 1.38999998569489}, {"option": "SPY270617C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4339, "open_interest": 0.0, "volume": 0.0, "delta": 0.9859, "gamma": 0.0001, "vega": 0.223, "theta": 0.0, "rho": 2.1947, "theo": 374.0997, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 366.58, "last_trade_time": "2026-06-22T14:43:10", "percent_change": 0.0, "prev_day_close": 373.975006103516}, {"option": "SPY270617P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4353, "open_interest": 157.0, "volume": 3.0, "delta": -0.0149, "gamma": 0.0001, "vega": 0.2253, "theta": -0.0212, "rho": -0.0742, "theo": 1.4548, "change": -0.2, "open": 1.46, "high": 1.46, "low": 1.46, "tick": "no_change", "last_trade_price": 1.46, "last_trade_time": "2026-11-11T13:02:44", "percent_change": -12.0482, "prev_day_close": 1.44500005245209}, {"option": "SPY270617C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4295, "open_interest": 49.0, "volume": 0.0, "delta": 0.9853, "gamma": 0.0001, "vega": 0.231, "theta": 0.0, "rho": 2.2202, "theo": 369.2977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 346.59, "last_trade_time": "2026-11-06T09:39:23", "percent_change": 0.0, "prev_day_close": 369.169998168945}, {"option": "SPY270617P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4304, "open_interest": 7163.0, "volume": 108.0, "delta": -0.0156, "gamma": 0.0002, "vega": 0.2342, "theta": -0.0217, "rho": -0.0775, "theo": 1.5113, "change": -0.24, "open": 1.55, "high": 1.55, "low": 1.49, "tick": "down", "last_trade_price": 1.49, "last_trade_time": "2026-11-11T15:35:54", "percent_change": -13.8728, "prev_day_close": 1.5}, {"option": "SPY270617C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4249, "open_interest": 2.0, "volume": 0.0, "delta": 0.9846, "gamma": 0.0002, "vega": 0.2388, "theta": 0.0, "rho": 2.2455, "theo": 364.4972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 380.25, "last_trade_time": "2026-08-05T14:05:47", "percent_change": 0.0, "prev_day_close": 364.365005493164}, {"option": "SPY270617P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4261, "open_interest": 4085.0, "volume": 0.0, "delta": -0.0163, "gamma": 0.0002, "vega": 0.2431, "theta": -0.0223, "rho": -0.0809, "theo": 1.5682, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.84, "last_trade_time": "2026-11-10T14:24:20", "percent_change": 0.0, "prev_day_close": 1.56000000238419}, {"option": "SPY270617C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4197, "open_interest": 25.0, "volume": 0.0, "delta": 0.9839, "gamma": 0.0002, "vega": 0.2463, "theta": 0.0, "rho": 2.2709, "theo": 359.6982, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 337.07, "last_trade_time": "2026-11-06T09:39:23", "percent_change": 0.0, "prev_day_close": 359.565002441406}, {"option": "SPY270617P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4214, "open_interest": 474.0, "volume": 0.0, "delta": -0.017, "gamma": 0.0002, "vega": 0.2524, "theta": -0.0229, "rho": -0.0845, "theo": 1.6278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.95, "last_trade_time": "2026-11-10T10:45:00", "percent_change": 0.0, "prev_day_close": 1.62000000476837}, {"option": "SPY270617C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4154, "open_interest": 1.0, "volume": 0.0, "delta": 0.9831, "gamma": 0.0002, "vega": 0.2535, "theta": 0.0, "rho": 2.2963, "theo": 354.9006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 361.83, "last_trade_time": "2026-09-11T09:53:34", "percent_change": 0.0, "prev_day_close": 354.764999389648}, {"option": "SPY270617P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4167, "open_interest": 662.0, "volume": 0.0, "delta": -0.0178, "gamma": 0.0002, "vega": 0.2619, "theta": -0.0235, "rho": -0.0881, "theo": 1.6891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.97, "last_trade_time": "2026-11-10T14:33:18", "percent_change": 0.0, "prev_day_close": 1.68000000715256}, {"option": "SPY270617C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4107, "open_interest": 65.0, "volume": 0.0, "delta": 0.9824, "gamma": 0.0002, "vega": 0.2602, "theta": 0.0, "rho": 2.3218, "theo": 350.1044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 360.69, "last_trade_time": "2026-10-20T14:11:08", "percent_change": 0.0, "prev_day_close": 349.96501159668}, {"option": "SPY270617P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4119, "open_interest": 557.0, "volume": 1.0, "delta": -0.0185, "gamma": 0.0002, "vega": 0.2716, "theta": -0.0242, "rho": -0.0919, "theo": 1.7523, "change": -0.26, "open": 1.75, "high": 1.75, "low": 1.75, "tick": "down", "last_trade_price": 1.75, "last_trade_time": "2026-11-11T13:55:50", "percent_change": -12.9353, "prev_day_close": 1.74500000476837}, {"option": "SPY270617C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4061, "open_interest": 32.0, "volume": 0.0, "delta": 0.9816, "gamma": 0.0002, "vega": 0.2664, "theta": 0.0, "rho": 2.3474, "theo": 345.3095, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 326.04, "last_trade_time": "2026-11-06T10:20:18", "percent_change": 0.0, "prev_day_close": 345.175003051758}, {"option": "SPY270617P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4075, "open_interest": 1492.0, "volume": 0.0, "delta": -0.0194, "gamma": 0.0002, "vega": 0.2817, "theta": -0.0248, "rho": -0.0957, "theo": 1.818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.72, "last_trade_time": "2026-11-06T13:32:43", "percent_change": 0.0, "prev_day_close": 1.81000000238419}, {"option": "SPY270617C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4, "open_interest": 51.0, "volume": 5.0, "delta": 0.9808, "gamma": 0.0002, "vega": 0.2719, "theta": 0.0, "rho": 2.3733, "theo": 340.5144, "change": 8.305, "open": 338.21, "high": 338.21, "low": 336.05, "tick": "up", "last_trade_price": 338.0, "last_trade_time": "2026-11-11T10:54:56", "percent_change": 2.51899, "prev_day_close": 340.379989624023}, {"option": "SPY270617P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4029, "open_interest": 970.0, "volume": 2.0, "delta": -0.0202, "gamma": 0.0002, "vega": 0.2921, "theta": -0.0254, "rho": -0.0996, "theo": 1.8858, "change": -0.27, "open": 1.89, "high": 1.89, "low": 1.89, "tick": "down", "last_trade_price": 1.89, "last_trade_time": "2026-11-11T15:20:50", "percent_change": -12.5, "prev_day_close": 1.87999999523163}, {"option": "SPY270617C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3973, "open_interest": 19.0, "volume": 0.0, "delta": 0.9799, "gamma": 0.0002, "vega": 0.286, "theta": 0.0, "rho": 2.3994, "theo": 335.7228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 347.0, "last_trade_time": "2026-10-15T11:37:10", "percent_change": 0.0, "prev_day_close": 335.585006713867}, {"option": "SPY270617P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3985, "open_interest": 464.0, "volume": 0.0, "delta": -0.0211, "gamma": 0.0002, "vega": 0.3026, "theta": -0.0261, "rho": -0.1038, "theo": 1.9545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.24, "last_trade_time": "2026-11-05T09:47:54", "percent_change": 0.0, "prev_day_close": 1.95000004768372}, {"option": "SPY270617C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3925, "open_interest": 35.0, "volume": 0.0, "delta": 0.9791, "gamma": 0.0002, "vega": 0.303, "theta": 0.0, "rho": 2.4257, "theo": 330.9306, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 329.89, "last_trade_time": "2026-11-02T12:40:44", "percent_change": 0.0, "prev_day_close": 330.800003051758}, {"option": "SPY270617P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3938, "open_interest": 1195.0, "volume": 0.0, "delta": -0.022, "gamma": 0.0002, "vega": 0.3138, "theta": -0.0268, "rho": -0.1082, "theo": 2.0282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.02, "last_trade_time": "2026-11-05T12:26:13", "percent_change": 0.0, "prev_day_close": 2.01999998092651}, {"option": "SPY270617C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3874, "open_interest": 21.0, "volume": 0.0, "delta": 0.9782, "gamma": 0.0002, "vega": 0.3222, "theta": 0.0, "rho": 2.4522, "theo": 326.1389, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 320.96, "last_trade_time": "2026-07-21T13:42:55", "percent_change": 0.0, "prev_day_close": 326.014999389648}, {"option": "SPY270617P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3896, "open_interest": 1958.0, "volume": 0.0, "delta": -0.023, "gamma": 0.0002, "vega": 0.3251, "theta": -0.0274, "rho": -0.1127, "theo": 2.1006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.03, "last_trade_time": "2026-11-06T10:02:21", "percent_change": 0.0, "prev_day_close": 2.09999990463257}, {"option": "SPY270617C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3829, "open_interest": 116.0, "volume": 19.0, "delta": 0.9772, "gamma": 0.0002, "vega": 0.334, "theta": 0.0, "rho": 2.466, "theo": 321.3571, "change": 11.45, "open": 321.66, "high": 322.08, "low": 321.66, "tick": "no_change", "last_trade_price": 322.08, "last_trade_time": "2026-11-11T12:59:23", "percent_change": 3.68606, "prev_day_close": 321.229995727539}, {"option": "SPY270617P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3849, "open_interest": 8273.0, "volume": 9.0, "delta": -0.024, "gamma": 0.0002, "vega": 0.3371, "theta": -0.0281, "rho": -0.1175, "theo": 2.1776, "change": -0.3, "open": 2.26, "high": 2.26, "low": 2.17, "tick": "up", "last_trade_price": 2.2, "last_trade_time": "2026-11-11T15:54:10", "percent_change": -12.0, "prev_day_close": 2.1800000667572}, {"option": "SPY270617C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3793, "open_interest": 43.0, "volume": 0.0, "delta": 0.9762, "gamma": 0.0002, "vega": 0.3452, "theta": 0.0, "rho": 2.4897, "theo": 316.5786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 298.59, "last_trade_time": "2026-11-05T10:46:52", "percent_change": 0.0, "prev_day_close": 316.449996948242}, {"option": "SPY270617P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3806, "open_interest": 588.0, "volume": 0.0, "delta": -0.025, "gamma": 0.0003, "vega": 0.3494, "theta": -0.0288, "rho": -0.1223, "theo": 2.2572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.55, "last_trade_time": "2026-11-09T15:44:10", "percent_change": 0.0, "prev_day_close": 2.25999999046326}, {"option": "SPY270617C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3751, "open_interest": 46.0, "volume": 1.0, "delta": 0.9751, "gamma": 0.0003, "vega": 0.3563, "theta": 0.0, "rho": 2.5133, "theo": 311.8028, "change": 12.385, "open": 313.67, "high": 313.67, "low": 313.67, "tick": "up", "last_trade_price": 313.67, "last_trade_time": "2026-11-11T13:30:33", "percent_change": 4.11072, "prev_day_close": 311.675003051758}, {"option": "SPY270617P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3763, "open_interest": 2237.0, "volume": 0.0, "delta": -0.026, "gamma": 0.0003, "vega": 0.3622, "theta": -0.0295, "rho": -0.1276, "theo": 2.3397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.86, "last_trade_time": "2026-11-10T13:22:29", "percent_change": 0.0, "prev_day_close": 2.33999991416931}, {"option": "SPY270617C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3706, "open_interest": 10.0, "volume": 0.0, "delta": 0.974, "gamma": 0.0003, "vega": 0.3671, "theta": 0.0, "rho": 2.5369, "theo": 307.0297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 311.74, "last_trade_time": "2026-10-22T15:57:24", "percent_change": 0.0, "prev_day_close": 306.895004272461}, {"option": "SPY270617P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.372, "open_interest": 2054.0, "volume": 0.0, "delta": -0.0272, "gamma": 0.0003, "vega": 0.3753, "theta": -0.0302, "rho": -0.1328, "theo": 2.4256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.65, "last_trade_time": "2026-11-06T09:40:16", "percent_change": 0.0, "prev_day_close": 2.4300000667572}, {"option": "SPY270617C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3667, "open_interest": 22.0, "volume": 0.0, "delta": 0.9729, "gamma": 0.0003, "vega": 0.3774, "theta": 0.0, "rho": 2.5605, "theo": 302.2593, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 302.75, "last_trade_time": "2026-11-02T13:02:18", "percent_change": 0.0, "prev_day_close": 302.125}, {"option": "SPY270617P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3677, "open_interest": 768.0, "volume": 0.0, "delta": -0.0284, "gamma": 0.0003, "vega": 0.3888, "theta": -0.031, "rho": -0.1382, "theo": 2.5145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.85, "last_trade_time": "2026-11-09T15:26:58", "percent_change": 0.0, "prev_day_close": 2.51999998092651}, {"option": "SPY270617C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3629, "open_interest": 39.0, "volume": 0.0, "delta": 0.9717, "gamma": 0.0003, "vega": 0.387, "theta": 0.0, "rho": 2.5842, "theo": 297.4916, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 285.45, "last_trade_time": "2026-11-05T10:36:57", "percent_change": 0.0, "prev_day_close": 297.365005493164}, {"option": "SPY270617P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3634, "open_interest": 2572.0, "volume": 0.0, "delta": -0.0296, "gamma": 0.0003, "vega": 0.4026, "theta": -0.0317, "rho": -0.144, "theo": 2.6072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.94, "last_trade_time": "2026-11-06T09:39:20", "percent_change": 0.0, "prev_day_close": 2.60999989509583}, {"option": "SPY270617C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3579, "open_interest": 11.0, "volume": 0.0, "delta": 0.9704, "gamma": 0.0003, "vega": 0.3957, "theta": 0.0, "rho": 2.6082, "theo": 292.7263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 283.13, "last_trade_time": "2026-11-09T11:10:19", "percent_change": 0.0, "prev_day_close": 292.59001159668}, {"option": "SPY270617P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3592, "open_interest": 1767.0, "volume": 0.0, "delta": -0.0309, "gamma": 0.0003, "vega": 0.4167, "theta": -0.0325, "rho": -0.1501, "theo": 2.7032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.17, "last_trade_time": "2026-11-10T14:28:24", "percent_change": 0.0, "prev_day_close": 2.71000003814697}, {"option": "SPY270617C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3538, "open_interest": 150.0, "volume": 0.0, "delta": 0.9692, "gamma": 0.0003, "vega": 0.405, "theta": 0.0, "rho": 2.6325, "theo": 287.9632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 286.39, "last_trade_time": "2026-10-30T11:42:10", "percent_change": 0.0, "prev_day_close": 287.824996948242}, {"option": "SPY270617P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3548, "open_interest": 2241.0, "volume": 0.0, "delta": -0.0323, "gamma": 0.0004, "vega": 0.4318, "theta": -0.0333, "rho": -0.1565, "theo": 2.8066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.4, "last_trade_time": "2026-11-09T10:48:59", "percent_change": 0.0, "prev_day_close": 2.80999994277954}, {"option": "SPY270617C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.348, "open_interest": 20.0, "volume": 0.0, "delta": 0.9678, "gamma": 0.0004, "vega": 0.4269, "theta": 0.0, "rho": 2.6572, "theo": 283.2014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 268.83, "last_trade_time": "2026-06-25T16:05:09", "percent_change": 0.0, "prev_day_close": 282.925003051758}, {"option": "SPY270617P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3506, "open_interest": 1010.0, "volume": 24.0, "delta": -0.0336, "gamma": 0.0004, "vega": 0.4467, "theta": -0.034, "rho": -0.1628, "theo": 2.9071, "change": -0.435, "open": 2.91, "high": 2.93, "low": 2.91, "tick": "down", "last_trade_price": 2.91, "last_trade_time": "2026-11-11T15:28:45", "percent_change": -13.0045, "prev_day_close": 2.91500008106232}, {"option": "SPY270617C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3438, "open_interest": 24.0, "volume": 0.0, "delta": 0.9664, "gamma": 0.0004, "vega": 0.4516, "theta": 0.0, "rho": 2.6823, "theo": 278.4427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 279.9, "last_trade_time": "2026-11-02T11:18:05", "percent_change": 0.0, "prev_day_close": 278.320007324219}, {"option": "SPY270617P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3465, "open_interest": 1383.0, "volume": 0.0, "delta": -0.0351, "gamma": 0.0004, "vega": 0.4626, "theta": -0.0349, "rho": -0.1695, "theo": 3.0153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.62, "last_trade_time": "2026-11-06T09:36:18", "percent_change": 0.0, "prev_day_close": 3.02499997615814}, {"option": "SPY270617C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3418, "open_interest": 181.0, "volume": 10.0, "delta": 0.965, "gamma": 0.0004, "vega": 0.4752, "theta": 0.0, "rho": 2.6916, "theo": 273.6892, "change": 6.305, "open": 269.5, "high": 269.5, "low": 269.5, "tick": "no_change", "last_trade_price": 269.5, "last_trade_time": "2026-11-11T10:11:54", "percent_change": 2.39557, "prev_day_close": 273.570007324219}, {"option": "SPY270617P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3424, "open_interest": 11999.0, "volume": 111.0, "delta": -0.0366, "gamma": 0.0004, "vega": 0.4792, "theta": -0.0357, "rho": -0.1765, "theo": 3.1278, "change": -0.46, "open": 3.22, "high": 3.25, "low": 3.14, "tick": "down", "last_trade_price": 3.14, "last_trade_time": "2026-11-11T15:04:00", "percent_change": -12.7778, "prev_day_close": 3.13499999046326}, {"option": "SPY270617C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3383, "open_interest": 3.0, "volume": 0.0, "delta": 0.9634, "gamma": 0.0004, "vega": 0.491, "theta": 0.0, "rho": 2.7127, "theo": 268.9482, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 259.49, "last_trade_time": "2026-11-09T11:16:31", "percent_change": 0.0, "prev_day_close": 268.825012207031}, {"option": "SPY270617P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3383, "open_interest": 1842.0, "volume": 2.0, "delta": -0.0382, "gamma": 0.0004, "vega": 0.4965, "theta": -0.0366, "rho": -0.1839, "theo": 3.2453, "change": -0.375, "open": 3.36, "high": 3.36, "low": 3.36, "tick": "down", "last_trade_price": 3.36, "last_trade_time": "2026-11-11T10:51:22", "percent_change": -10.0402, "prev_day_close": 3.25499999523163}, {"option": "SPY270617C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3341, "open_interest": 67.0, "volume": 0.0, "delta": 0.9618, "gamma": 0.0004, "vega": 0.5068, "theta": 0.0, "rho": 2.7334, "theo": 264.2119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 269.23, "last_trade_time": "2026-10-22T14:25:21", "percent_change": 0.0, "prev_day_close": 264.080001831055}, {"option": "SPY270617P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3343, "open_interest": 940.0, "volume": 0.0, "delta": -0.0399, "gamma": 0.0004, "vega": 0.5144, "theta": -0.0374, "rho": -0.1915, "theo": 3.368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.99, "last_trade_time": "2026-11-09T12:58:12", "percent_change": 0.0, "prev_day_close": 3.375}, {"option": "SPY270617C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3285, "open_interest": 21.0, "volume": 0.0, "delta": 0.96, "gamma": 0.0004, "vega": 0.5222, "theta": -0.001, "rho": 2.7541, "theo": 259.4805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 247.44, "last_trade_time": "2026-07-30T14:53:46", "percent_change": 0.0, "prev_day_close": 259.345001220703}, {"option": "SPY270617P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3303, "open_interest": 1420.0, "volume": 3.0, "delta": -0.0417, "gamma": 0.0005, "vega": 0.5328, "theta": -0.0383, "rho": -0.1996, "theo": 3.4963, "change": -0.46, "open": 3.57, "high": 3.57, "low": 3.57, "tick": "down", "last_trade_price": 3.57, "last_trade_time": "2026-11-11T12:31:41", "percent_change": -11.4144, "prev_day_close": 3.50499999523163}, {"option": "SPY270617C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3258, "open_interest": 30.0, "volume": 0.0, "delta": 0.9582, "gamma": 0.0005, "vega": 0.5369, "theta": -0.0026, "rho": 2.7748, "theo": 254.7541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 266.53, "last_trade_time": "2026-10-20T10:23:48", "percent_change": 0.0, "prev_day_close": 254.610000610352}, {"option": "SPY270617P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3263, "open_interest": 2496.0, "volume": 0.0, "delta": -0.0435, "gamma": 0.0005, "vega": 0.5516, "theta": -0.0392, "rho": -0.2084, "theo": 3.6304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.43, "last_trade_time": "2026-11-10T11:30:04", "percent_change": 0.0, "prev_day_close": 3.63499999046326}, {"option": "SPY270617C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3217, "open_interest": 32.0, "volume": 0.0, "delta": 0.9563, "gamma": 0.0005, "vega": 0.5504, "theta": -0.0042, "rho": 2.7957, "theo": 250.0325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 242.79, "last_trade_time": "2026-11-09T14:07:48", "percent_change": 0.0, "prev_day_close": 249.88500213623}, {"option": "SPY270617P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3224, "open_interest": 1482.0, "volume": 28.0, "delta": -0.0455, "gamma": 0.0005, "vega": 0.571, "theta": -0.0402, "rho": -0.2175, "theo": 3.7707, "change": -0.355, "open": 3.99, "high": 3.99, "low": 3.99, "tick": "no_change", "last_trade_price": 3.99, "last_trade_time": "2026-11-11T10:21:37", "percent_change": -8.17031, "prev_day_close": 3.77499997615814}, {"option": "SPY270617C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.318, "open_interest": 86.0, "volume": 0.0, "delta": 0.9544, "gamma": 0.0005, "vega": 0.5626, "theta": -0.0058, "rho": 2.817, "theo": 245.3154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 255.95, "last_trade_time": "2026-10-20T10:16:08", "percent_change": 0.0, "prev_day_close": 245.165000915527}, {"option": "SPY270617P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3185, "open_interest": 2980.0, "volume": 111.0, "delta": -0.0475, "gamma": 0.0005, "vega": 0.5914, "theta": -0.0411, "rho": -0.2273, "theo": 3.9209, "change": -0.565, "open": 4.03, "high": 4.09, "low": 3.95, "tick": "down", "last_trade_price": 3.95, "last_trade_time": "2026-11-11T14:59:46", "percent_change": -12.5138, "prev_day_close": 3.92500007152557}, {"option": "SPY270617C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3128, "open_interest": 22.0, "volume": 0.0, "delta": 0.9523, "gamma": 0.0005, "vega": 0.5801, "theta": -0.0074, "rho": 2.839, "theo": 240.6025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 235.27, "last_trade_time": "2026-10-30T15:43:34", "percent_change": 0.0, "prev_day_close": 240.449996948242}, {"option": "SPY270617P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3145, "open_interest": 1892.0, "volume": 2.0, "delta": -0.0496, "gamma": 0.0006, "vega": 0.612, "theta": -0.0421, "rho": -0.2364, "theo": 4.0704, "change": -0.62, "open": 4.3, "high": 4.3, "low": 4.08, "tick": "down", "last_trade_price": 4.08, "last_trade_time": "2026-11-11T14:02:23", "percent_change": -13.1915, "prev_day_close": 4.07000017166138}, {"option": "SPY270617C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3092, "open_interest": 72.0, "volume": 0.0, "delta": 0.9502, "gamma": 0.0006, "vega": 0.6119, "theta": -0.009, "rho": 2.8618, "theo": 235.8931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 247.9, "last_trade_time": "2026-10-28T11:54:06", "percent_change": 0.0, "prev_day_close": 235.740005493164}, {"option": "SPY270617P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3106, "open_interest": 2870.0, "volume": 20.0, "delta": -0.0519, "gamma": 0.0006, "vega": 0.6338, "theta": -0.0431, "rho": -0.2463, "theo": 4.2308, "change": -0.57, "open": 4.31, "high": 4.31, "low": 4.31, "tick": "no_change", "last_trade_price": 4.31, "last_trade_time": "2026-11-11T14:24:40", "percent_change": -11.6803, "prev_day_close": 4.23000001907349}, {"option": "SPY270617C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3066, "open_interest": 363.0, "volume": 0.0, "delta": 0.948, "gamma": 0.0006, "vega": 0.6486, "theta": -0.0107, "rho": 2.8853, "theo": 231.1867, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 233.81, "last_trade_time": "2026-10-23T10:01:55", "percent_change": 0.0, "prev_day_close": 231.044998168945}, {"option": "SPY270617P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3068, "open_interest": 3504.0, "volume": 0.0, "delta": -0.0542, "gamma": 0.0006, "vega": 0.6564, "theta": -0.0441, "rho": -0.2562, "theo": 4.3988, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.14, "last_trade_time": "2026-11-10T15:00:12", "percent_change": 0.0, "prev_day_close": 4.40000009536743}, {"option": "SPY270617C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3024, "open_interest": 900.0, "volume": 0.0, "delta": 0.9456, "gamma": 0.0006, "vega": 0.6722, "theta": -0.0124, "rho": 2.8826, "theo": 226.5013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.2, "last_trade_time": "2026-11-09T15:20:29", "percent_change": 0.0, "prev_day_close": 226.370002746582}, {"option": "SPY270617P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3029, "open_interest": 5483.0, "volume": 18.0, "delta": -0.0567, "gamma": 0.0006, "vega": 0.68, "theta": -0.0451, "rho": -0.2675, "theo": 4.5739, "change": -0.67, "open": 4.71, "high": 4.83, "low": 4.56, "tick": "up", "last_trade_price": 4.62, "last_trade_time": "2026-11-11T15:54:10", "percent_change": -12.6654, "prev_day_close": 4.57500004768372}, {"option": "SPY270617C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2981, "open_interest": 416.0, "volume": 0.0, "delta": 0.9431, "gamma": 0.0007, "vega": 0.694, "theta": -0.0141, "rho": 2.8991, "theo": 221.8256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 201.12, "last_trade_time": "2026-11-06T10:38:21", "percent_change": 0.0, "prev_day_close": 221.669998168945}, {"option": "SPY270617P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2993, "open_interest": 1761.0, "volume": 2.0, "delta": -0.0593, "gamma": 0.0007, "vega": 0.704, "theta": -0.0462, "rho": -0.2795, "theo": 4.7595, "change": -0.775, "open": 4.76, "high": 4.76, "low": 4.73, "tick": "down", "last_trade_price": 4.73, "last_trade_time": "2026-11-11T13:45:25", "percent_change": -14.0781, "prev_day_close": 4.75499987602234}, {"option": "SPY270617C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2943, "open_interest": 119.0, "volume": 1.0, "delta": 0.9404, "gamma": 0.0007, "vega": 0.7152, "theta": -0.0158, "rho": 2.9154, "theo": 217.1581, "change": 10.04, "open": 216.91, "high": 216.91, "low": 216.91, "tick": "down", "last_trade_price": 216.91, "last_trade_time": "2026-11-11T15:40:52", "percent_change": 4.85329, "prev_day_close": 216.990005493164}, {"option": "SPY270617P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2955, "open_interest": 2915.0, "volume": 0.0, "delta": -0.062, "gamma": 0.0007, "vega": 0.7291, "theta": -0.0473, "rho": -0.2921, "theo": 4.9531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.62, "last_trade_time": "2026-11-09T15:38:18", "percent_change": 0.0, "prev_day_close": 4.94999980926514}, {"option": "SPY270617C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2901, "open_interest": 16.0, "volume": 0.0, "delta": 0.9377, "gamma": 0.0007, "vega": 0.7351, "theta": -0.0176, "rho": 2.9319, "theo": 212.4987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 225.2, "last_trade_time": "2026-10-28T14:48:47", "percent_change": 0.0, "prev_day_close": 212.325004577637}, {"option": "SPY270617P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2918, "open_interest": 3539.0, "volume": 0.0, "delta": -0.0649, "gamma": 0.0008, "vega": 0.755, "theta": -0.0484, "rho": -0.3051, "theo": 5.1562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.58, "last_trade_time": "2026-11-06T10:44:43", "percent_change": 0.0, "prev_day_close": 5.15000009536743}, {"option": "SPY270617C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2869, "open_interest": 57.0, "volume": 0.0, "delta": 0.9348, "gamma": 0.0008, "vega": 0.7531, "theta": -0.0193, "rho": 2.9488, "theo": 207.8472, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 189.02, "last_trade_time": "2026-11-06T13:50:03", "percent_change": 0.0, "prev_day_close": 207.665000915527}, {"option": "SPY270617P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2882, "open_interest": 2204.0, "volume": 0.0, "delta": -0.0679, "gamma": 0.0008, "vega": 0.7817, "theta": -0.0496, "rho": -0.3183, "theo": 5.3695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.51, "last_trade_time": "2026-11-10T10:42:16", "percent_change": 0.0, "prev_day_close": 5.3600001335144}, {"option": "SPY270617C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2829, "open_interest": 208.0, "volume": 0.0, "delta": 0.9317, "gamma": 0.0008, "vega": 0.7688, "theta": -0.0211, "rho": 2.9666, "theo": 203.203, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 184.96, "last_trade_time": "2026-11-05T12:37:35", "percent_change": 0.0, "prev_day_close": 203.020004272461}, {"option": "SPY270617P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2845, "open_interest": 2406.0, "volume": 5.0, "delta": -0.0711, "gamma": 0.0008, "vega": 0.8092, "theta": -0.0507, "rho": -0.3315, "theo": 5.5933, "change": -0.935, "open": 5.55, "high": 5.55, "low": 5.55, "tick": "down", "last_trade_price": 5.55, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -14.4179, "prev_day_close": 5.58500003814697}, {"option": "SPY270617C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2797, "open_interest": 280.0, "volume": 0.0, "delta": 0.9286, "gamma": 0.0008, "vega": 0.8027, "theta": -0.0229, "rho": 2.9856, "theo": 198.5651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 190.76, "last_trade_time": "2026-11-09T12:09:44", "percent_change": 0.0, "prev_day_close": 198.380004882812}, {"option": "SPY270617P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2808, "open_interest": 4404.0, "volume": 10.0, "delta": -0.0744, "gamma": 0.0009, "vega": 0.8377, "theta": -0.0519, "rho": -0.346, "theo": 5.8281, "change": -0.95, "open": 5.85, "high": 5.85, "low": 5.81, "tick": "down", "last_trade_price": 5.81, "last_trade_time": "2026-11-11T15:25:55", "percent_change": -14.0533, "prev_day_close": 5.81500005722046}, {"option": "SPY270617C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2759, "open_interest": 114.0, "volume": 10.0, "delta": 0.9253, "gamma": 0.0009, "vega": 0.8491, "theta": -0.0247, "rho": 3.0061, "theo": 193.9324, "change": 11.35, "open": 195.46, "high": 195.49, "low": 195.2, "tick": "down", "last_trade_price": 195.47, "last_trade_time": "2026-11-11T13:40:51", "percent_change": 6.16446, "prev_day_close": 193.75}, {"option": "SPY270617P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2772, "open_interest": 4730.0, "volume": 2.0, "delta": -0.078, "gamma": 0.0009, "vega": 0.8671, "theta": -0.0531, "rho": -0.3614, "theo": 6.075, "change": -0.975, "open": 6.33, "high": 6.33, "low": 6.08, "tick": "down", "last_trade_price": 6.08, "last_trade_time": "2026-11-11T13:19:48", "percent_change": -13.82, "prev_day_close": 6.06500005722046}, {"option": "SPY270617C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2725, "open_interest": 84.0, "volume": 10.0, "delta": 0.9218, "gamma": 0.0009, "vega": 0.8867, "theta": -0.0266, "rho": 2.9941, "theo": 189.3207, "change": 9.625, "open": 188.93, "high": 188.96, "low": 188.92, "tick": "no_change", "last_trade_price": 188.96, "last_trade_time": "2026-11-11T15:40:41", "percent_change": 5.36705, "prev_day_close": 189.139999389648}, {"option": "SPY270617P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2739, "open_interest": 2680.0, "volume": 0.0, "delta": -0.0816, "gamma": 0.001, "vega": 0.8975, "theta": -0.0544, "rho": -0.3776, "theo": 6.3397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.82, "last_trade_time": "2026-11-09T10:23:34", "percent_change": 0.0, "prev_day_close": 6.3199999332428}, {"option": "SPY270617C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.269, "open_interest": 57.0, "volume": 0.0, "delta": 0.918, "gamma": 0.001, "vega": 0.9152, "theta": -0.0285, "rho": 3.0047, "theo": 184.7301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 165.25, "last_trade_time": "2026-11-05T12:59:38", "percent_change": 0.0, "prev_day_close": 184.580001831055}, {"option": "SPY270617P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2704, "open_interest": 2192.0, "volume": 4.0, "delta": -0.0855, "gamma": 0.001, "vega": 0.9287, "theta": -0.0556, "rho": -0.3951, "theo": 6.6062, "change": -1.055, "open": 6.95, "high": 6.95, "low": 6.63, "tick": "down", "last_trade_price": 6.63, "last_trade_time": "2026-11-11T14:42:43", "percent_change": -13.728, "prev_day_close": 6.59500002861023}, {"option": "SPY270617C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2655, "open_interest": 479.0, "volume": 2.0, "delta": 0.914, "gamma": 0.001, "vega": 0.9426, "theta": -0.0303, "rho": 3.015, "theo": 180.1521, "change": 9.88, "open": 180.22, "high": 180.22, "low": 180.22, "tick": "no_change", "last_trade_price": 180.22, "last_trade_time": "2026-11-11T15:16:02", "percent_change": 5.80017, "prev_day_close": 179.940002441406}, {"option": "SPY270617P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2668, "open_interest": 8457.0, "volume": 155.0, "delta": -0.0896, "gamma": 0.001, "vega": 0.9621, "theta": -0.0569, "rho": -0.4123, "theo": 6.8929, "change": -1.155, "open": 7.09, "high": 7.11, "low": 6.87, "tick": "down", "last_trade_price": 6.87, "last_trade_time": "2026-11-11T15:52:37", "percent_change": -14.3925, "prev_day_close": 6.88000011444092}, {"option": "SPY270617C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.262, "open_interest": 43.0, "volume": 0.0, "delta": 0.9099, "gamma": 0.0011, "vega": 0.968, "theta": -0.0322, "rho": 3.0257, "theo": 175.5864, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 154.27, "last_trade_time": "2026-11-05T15:23:18", "percent_change": 0.0, "prev_day_close": 175.360000610352}, {"option": "SPY270617P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2635, "open_interest": 2233.0, "volume": 0.0, "delta": -0.0938, "gamma": 0.0011, "vega": 0.9953, "theta": -0.0582, "rho": -0.4306, "theo": 7.1931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.21, "last_trade_time": "2026-11-09T15:38:19", "percent_change": 0.0, "prev_day_close": 7.1800000667572}, {"option": "SPY270617C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2584, "open_interest": 210.0, "volume": 0.0, "delta": 0.9056, "gamma": 0.0011, "vega": 0.9904, "theta": -0.0342, "rho": 3.0375, "theo": 171.0326, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 161.91, "last_trade_time": "2026-11-09T11:33:21", "percent_change": 0.0, "prev_day_close": 170.974998474121}, {"option": "SPY270617P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2601, "open_interest": 2836.0, "volume": 14.0, "delta": -0.0984, "gamma": 0.0012, "vega": 1.0299, "theta": -0.0595, "rho": -0.4501, "theo": 7.5163, "change": -1.315, "open": 7.94, "high": 7.97, "low": 7.45, "tick": "down", "last_trade_price": 7.45, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -15.0029, "prev_day_close": 7.49499988555908}, {"option": "SPY270617C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.255, "open_interest": 65.0, "volume": 0.0, "delta": 0.9011, "gamma": 0.0012, "vega": 1.0131, "theta": -0.0361, "rho": 3.051, "theo": 166.4891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 145.84, "last_trade_time": "2026-11-05T13:03:47", "percent_change": 0.0, "prev_day_close": 166.289993286133}, {"option": "SPY270617P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2567, "open_interest": 5083.0, "volume": 9.0, "delta": -0.1032, "gamma": 0.0012, "vega": 1.0651, "theta": -0.0608, "rho": -0.4705, "theo": 7.8496, "change": -1.305, "open": 8.23, "high": 8.23, "low": 7.86, "tick": "down", "last_trade_price": 7.86, "last_trade_time": "2026-11-11T14:42:43", "percent_change": -14.239, "prev_day_close": 7.83500003814697}, {"option": "SPY270617C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2524, "open_interest": 456.0, "volume": 0.0, "delta": 0.8964, "gamma": 0.0012, "vega": 1.0683, "theta": -0.038, "rho": 3.0669, "theo": 161.9543, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 168.45, "last_trade_time": "2026-10-16T14:01:38", "percent_change": 0.0, "prev_day_close": 161.729995727539}, {"option": "SPY270617P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2534, "open_interest": 3466.0, "volume": 33.0, "delta": -0.1082, "gamma": 0.0013, "vega": 1.1008, "theta": -0.0622, "rho": -0.4913, "theo": 8.2002, "change": -1.425, "open": 8.57, "high": 8.74, "low": 8.16, "tick": "down", "last_trade_price": 8.16, "last_trade_time": "2026-11-11T13:26:03", "percent_change": -14.867, "prev_day_close": 8.18499994277954}, {"option": "SPY270617C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2492, "open_interest": 155.0, "volume": 0.0, "delta": 0.8914, "gamma": 0.0013, "vega": 1.1236, "theta": -0.04, "rho": 3.0453, "theo": 157.4371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 140.56, "last_trade_time": "2026-11-06T10:17:55", "percent_change": 0.0, "prev_day_close": 157.230003356934}, {"option": "SPY270617P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.25, "open_interest": 4781.0, "volume": 9.0, "delta": -0.1135, "gamma": 0.0013, "vega": 1.1383, "theta": -0.0636, "rho": -0.5132, "theo": 8.5686, "change": -1.21, "open": 9.08, "high": 9.13, "low": 8.82, "tick": "down", "last_trade_price": 8.82, "last_trade_time": "2026-11-11T11:00:41", "percent_change": -12.0638, "prev_day_close": 8.55499982833862}, {"option": "SPY270617C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2456, "open_interest": 358.0, "volume": 0.0, "delta": 0.8861, "gamma": 0.0013, "vega": 1.1588, "theta": -0.0419, "rho": 3.0482, "theo": 152.9576, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 150.82, "last_trade_time": "2026-10-30T16:06:30", "percent_change": 0.0, "prev_day_close": 152.724998474121}, {"option": "SPY270617P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2467, "open_interest": 3161.0, "volume": 3.0, "delta": -0.119, "gamma": 0.0014, "vega": 1.1775, "theta": -0.0649, "rho": -0.5362, "theo": 8.9554, "change": -1.605, "open": 9.35, "high": 9.35, "low": 8.89, "tick": "down", "last_trade_price": 8.89, "last_trade_time": "2026-11-11T13:22:23", "percent_change": -15.293, "prev_day_close": 8.94500017166138}, {"option": "SPY270617C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2423, "open_interest": 380.0, "volume": 0.0, "delta": 0.8805, "gamma": 0.0014, "vega": 1.1926, "theta": -0.0438, "rho": 3.0508, "theo": 148.4966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 138.66, "last_trade_time": "2026-11-09T10:02:55", "percent_change": 0.0, "prev_day_close": 148.254997253418}, {"option": "SPY270617P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2434, "open_interest": 2904.0, "volume": 2.0, "delta": -0.1249, "gamma": 0.0015, "vega": 1.2175, "theta": -0.0663, "rho": -0.5608, "theo": 9.3644, "change": -1.045, "open": 10.06, "high": 10.06, "low": 9.95, "tick": "down", "last_trade_price": 9.95, "last_trade_time": "2026-11-11T09:51:49", "percent_change": -9.50432, "prev_day_close": 9.3600001335144}, {"option": "SPY270617C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.239, "open_interest": 552.0, "volume": 26.0, "delta": 0.8746, "gamma": 0.0015, "vega": 1.2233, "theta": -0.0458, "rho": 3.054, "theo": 144.0539, "change": 11.795, "open": 141.0, "high": 146.62, "low": 140.58, "tick": "up", "last_trade_price": 146.62, "last_trade_time": "2026-11-11T13:42:47", "percent_change": 8.74838, "prev_day_close": 142.970001220703}, {"option": "SPY270617P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2401, "open_interest": 1514.0, "volume": 48.0, "delta": -0.1311, "gamma": 0.0015, "vega": 1.2581, "theta": -0.0677, "rho": -0.5869, "theo": 9.7956, "change": -1.705, "open": 10.45, "high": 10.45, "low": 9.75, "tick": "up", "last_trade_price": 9.81, "last_trade_time": "2026-11-11T15:11:40", "percent_change": -14.8068, "prev_day_close": 9.80000019073486}, {"option": "SPY270617C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2361, "open_interest": 230.0, "volume": 2.0, "delta": 0.8684, "gamma": 0.0015, "vega": 1.2497, "theta": -0.0478, "rho": 3.0592, "theo": 139.6127, "change": 8.235, "open": 138.68, "high": 138.68, "low": 138.68, "tick": "up", "last_trade_price": 138.68, "last_trade_time": "2026-11-11T11:26:45", "percent_change": 6.31301, "prev_day_close": 139.38500213623}, {"option": "SPY270617P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2369, "open_interest": 2630.0, "volume": 8.0, "delta": -0.1376, "gamma": 0.0016, "vega": 1.2994, "theta": -0.0691, "rho": -0.612, "theo": 10.2503, "change": -1.815, "open": 10.76, "high": 10.76, "low": 10.25, "tick": "down", "last_trade_price": 10.25, "last_trade_time": "2026-11-11T15:02:23", "percent_change": -15.0435, "prev_day_close": 10.2549996376038}, {"option": "SPY270617C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2328, "open_interest": 1376.0, "volume": 6.0, "delta": 0.862, "gamma": 0.0016, "vega": 1.2857, "theta": -0.0497, "rho": 3.0677, "theo": 135.2196, "change": 8.22, "open": 130.6, "high": 134.42, "low": 130.6, "tick": "up", "last_trade_price": 134.42, "last_trade_time": "2026-11-11T11:26:45", "percent_change": 6.51347, "prev_day_close": 134.959999084473}, {"option": "SPY270617P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2337, "open_interest": 4504.0, "volume": 679.0, "delta": -0.1444, "gamma": 0.0017, "vega": 1.3408, "theta": -0.0705, "rho": -0.6399, "theo": 10.7297, "change": -1.895, "open": 11.26, "high": 11.39, "low": 10.6, "tick": "up", "last_trade_price": 10.75, "last_trade_time": "2026-11-11T15:51:20", "percent_change": -14.9862, "prev_day_close": 10.7400002479553}, {"option": "SPY270617C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2298, "open_interest": 348.0, "volume": 6.0, "delta": 0.8554, "gamma": 0.0017, "vega": 1.3589, "theta": -0.0517, "rho": 3.0802, "theo": 130.8201, "change": 8.18, "open": 130.0, "high": 130.0, "low": 130.0, "tick": "up", "last_trade_price": 130.0, "last_trade_time": "2026-11-11T11:25:14", "percent_change": 6.71482, "prev_day_close": 130.565002441406}, {"option": "SPY270617P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2305, "open_interest": 2716.0, "volume": 98.0, "delta": -0.1516, "gamma": 0.0018, "vega": 1.3839, "theta": -0.0719, "rho": -0.6684, "theo": 11.2343, "change": -2.01, "open": 11.24, "high": 11.25, "low": 11.24, "tick": "up", "last_trade_price": 11.25, "last_trade_time": "2026-11-11T15:13:08", "percent_change": -15.1584, "prev_day_close": 11.2599997520447}, {"option": "SPY270617C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2267, "open_interest": 447.0, "volume": 2.0, "delta": 0.8482, "gamma": 0.0018, "vega": 1.4061, "theta": -0.0536, "rho": 3.0334, "theo": 126.4689, "change": 9.47, "open": 125.97, "high": 127.67, "low": 125.97, "tick": "up", "last_trade_price": 127.67, "last_trade_time": "2026-11-11T12:54:25", "percent_change": 8.01184, "prev_day_close": 126.245002746582}, {"option": "SPY270617P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2274, "open_interest": 4301.0, "volume": 56.0, "delta": -0.1592, "gamma": 0.0019, "vega": 1.4285, "theta": -0.0733, "rho": -0.6987, "theo": 11.7668, "change": -2.14, "open": 11.94, "high": 11.94, "low": 11.77, "tick": "down", "last_trade_price": 11.77, "last_trade_time": "2026-11-11T15:35:21", "percent_change": -15.3846, "prev_day_close": 11.8000001907349}, {"option": "SPY270617C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2235, "open_interest": 131.0, "volume": 0.0, "delta": 0.8406, "gamma": 0.0018, "vega": 1.4459, "theta": -0.0555, "rho": 3.0261, "theo": 122.1386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 106.62, "last_trade_time": "2026-11-05T14:54:44", "percent_change": 0.0, "prev_day_close": 121.920001983643}, {"option": "SPY270617P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2242, "open_interest": 3083.0, "volume": 52.0, "delta": -0.1672, "gamma": 0.002, "vega": 1.4743, "theta": -0.0748, "rho": -0.7304, "theo": 12.3291, "change": -2.24, "open": 12.8, "high": 12.8, "low": 12.35, "tick": "down", "last_trade_price": 12.35, "last_trade_time": "2026-11-11T15:02:23", "percent_change": -15.353, "prev_day_close": 12.3699998855591}, {"option": "SPY270617C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2202, "open_interest": 535.0, "volume": 0.0, "delta": 0.8326, "gamma": 0.0019, "vega": 1.4818, "theta": -0.0574, "rho": 3.0197, "theo": 117.867, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.04, "last_trade_time": "2026-11-06T11:20:38", "percent_change": 0.0, "prev_day_close": 117.680000305176}, {"option": "SPY270617P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2211, "open_interest": 4200.0, "volume": 3.0, "delta": -0.1757, "gamma": 0.002, "vega": 1.5208, "theta": -0.0762, "rho": -0.7607, "theo": 12.9236, "change": -2.355, "open": 14.05, "high": 14.05, "low": 12.95, "tick": "down", "last_trade_price": 12.95, "last_trade_time": "2026-11-11T15:02:23", "percent_change": -15.3871, "prev_day_close": 12.9749999046326}, {"option": "SPY270617C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2172, "open_interest": 609.0, "volume": 2.0, "delta": 0.8243, "gamma": 0.002, "vega": 1.5121, "theta": -0.0593, "rho": 3.0165, "theo": 113.6024, "change": 9.26, "open": 114.34, "high": 114.34, "low": 114.34, "tick": "up", "last_trade_price": 114.34, "last_trade_time": "2026-11-11T13:08:10", "percent_change": 8.81233, "prev_day_close": 113.395000457764}, {"option": "SPY270617P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.218, "open_interest": 4260.0, "volume": 4.0, "delta": -0.1846, "gamma": 0.0021, "vega": 1.5658, "theta": -0.0775, "rho": -0.7966, "theo": 13.5528, "change": -2.47, "open": 14.69, "high": 14.69, "low": 13.58, "tick": "up", "last_trade_price": 13.59, "last_trade_time": "2026-11-11T15:02:23", "percent_change": -15.3798, "prev_day_close": 13.6149997711182}, {"option": "SPY270617C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2141, "open_interest": 1889.0, "volume": 5.0, "delta": 0.8156, "gamma": 0.0021, "vega": 1.5512, "theta": -0.0612, "rho": 3.0184, "theo": 109.3586, "change": 9.06, "open": 106.7, "high": 110.61, "low": 106.7, "tick": "up", "last_trade_price": 110.61, "last_trade_time": "2026-11-11T12:54:25", "percent_change": 8.92171, "prev_day_close": 109.185001373291}, {"option": "SPY270617P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 7497.0, "volume": 10.0, "delta": -0.194, "gamma": 0.0022, "vega": 1.6119, "theta": -0.0789, "rho": -0.8332, "theo": 14.2159, "change": -2.395, "open": 15.12, "high": 15.12, "low": 14.09, "tick": "up", "last_trade_price": 14.46, "last_trade_time": "2026-11-11T14:25:05", "percent_change": -14.2094, "prev_day_close": 14.2849998474121}, {"option": "SPY270617C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2114, "open_interest": 627.0, "volume": 0.0, "delta": 0.8065, "gamma": 0.0022, "vega": 1.6348, "theta": -0.063, "rho": 2.9716, "theo": 105.1357, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.22, "last_trade_time": "2026-11-09T09:48:36", "percent_change": 0.0, "prev_day_close": 104.98999786377}, {"option": "SPY270617P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2119, "open_interest": 17287.0, "volume": 57.0, "delta": -0.2039, "gamma": 0.0024, "vega": 1.6593, "theta": -0.0803, "rho": -0.8689, "theo": 14.9167, "change": -2.845, "open": 15.5, "high": 15.53, "low": 14.86, "tick": "down", "last_trade_price": 14.86, "last_trade_time": "2026-11-11T13:35:48", "percent_change": -16.0689, "prev_day_close": 15.0}, {"option": "SPY270617C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2083, "open_interest": 766.0, "volume": 4.0, "delta": 0.7968, "gamma": 0.0023, "vega": 1.6789, "theta": -0.0648, "rho": 2.9525, "theo": 100.9873, "change": 8.005, "open": 101.4, "high": 101.4, "low": 101.4, "tick": "up", "last_trade_price": 101.4, "last_trade_time": "2026-11-11T15:10:08", "percent_change": 8.57112, "prev_day_close": 100.809997558594}, {"option": "SPY270617P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2088, "open_interest": 3764.0, "volume": 77.0, "delta": -0.2143, "gamma": 0.0025, "vega": 1.7079, "theta": -0.0816, "rho": -0.906, "theo": 15.6577, "change": -2.87, "open": 16.29, "high": 16.5, "low": 15.56, "tick": "down", "last_trade_price": 15.72, "last_trade_time": "2026-11-11T15:04:00", "percent_change": -15.4384, "prev_day_close": 15.75}, {"option": "SPY270617C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2052, "open_interest": 662.0, "volume": 4.0, "delta": 0.7866, "gamma": 0.0024, "vega": 1.72, "theta": -0.0665, "rho": 2.9339, "theo": 96.8756, "change": 8.425, "open": 97.34, "high": 97.34, "low": 97.34, "tick": "up", "last_trade_price": 97.34, "last_trade_time": "2026-11-11T13:10:00", "percent_change": 9.47535, "prev_day_close": 96.7249984741211}, {"option": "SPY270617P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2058, "open_interest": 3235.0, "volume": 6.0, "delta": -0.2254, "gamma": 0.0026, "vega": 1.7564, "theta": -0.0829, "rho": -0.9441, "theo": 16.4429, "change": -2.275, "open": 17.57, "high": 17.57, "low": 17.25, "tick": "no_change", "last_trade_price": 17.25, "last_trade_time": "2026-11-11T10:43:54", "percent_change": -11.6517, "prev_day_close": 16.539999961853}, {"option": "SPY270617C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2022, "open_interest": 2742.0, "volume": 10.0, "delta": 0.7758, "gamma": 0.0025, "vega": 1.755, "theta": -0.0681, "rho": 2.9186, "theo": 92.799, "change": 8.655, "open": 91.0, "high": 94.46, "low": 90.82, "tick": "down", "last_trade_price": 92.8, "last_trade_time": "2026-11-11T15:31:31", "percent_change": 10.2858, "prev_day_close": 92.1399993896484}, {"option": "SPY270617P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2027, "open_interest": 12965.0, "volume": 1064.0, "delta": -0.237, "gamma": 0.0027, "vega": 1.8031, "theta": -0.0842, "rho": -0.9893, "theo": 17.2741, "change": -3.195, "open": 18.44, "high": 18.99, "low": 17.13, "tick": "down", "last_trade_price": 17.32, "last_trade_time": "2026-11-11T16:07:46", "percent_change": -15.574, "prev_day_close": 17.3800001144409}, {"option": "SPY270617C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1991, "open_interest": 550.0, "volume": 0.0, "delta": 0.7646, "gamma": 0.0026, "vega": 1.7823, "theta": -0.0697, "rho": 2.9102, "theo": 88.7526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.46, "last_trade_time": "2026-11-09T14:54:04", "percent_change": 0.0, "prev_day_close": 89.1500015258789}, {"option": "SPY270617P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 3943.0, "volume": 1655.0, "delta": -0.2492, "gamma": 0.0028, "vega": 1.8498, "theta": -0.0854, "rho": -1.0288, "theo": 18.1522, "change": -3.16, "open": 19.64, "high": 19.93, "low": 18.17, "tick": "down", "last_trade_price": 18.39, "last_trade_time": "2026-11-11T14:13:52", "percent_change": -14.6636, "prev_day_close": 18.2599992752075}, {"option": "SPY270617C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1963, "open_interest": 487.0, "volume": 3.0, "delta": 0.753, "gamma": 0.0028, "vega": 1.8684, "theta": -0.0713, "rho": 2.9108, "theo": 84.7285, "change": 7.12, "open": 84.37, "high": 84.37, "low": 84.37, "tick": "up", "last_trade_price": 84.37, "last_trade_time": "2026-11-11T11:59:31", "percent_change": 9.21683, "prev_day_close": 84.6450004577637}, {"option": "SPY270617P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1967, "open_interest": 16016.0, "volume": 845.0, "delta": -0.2621, "gamma": 0.003, "vega": 1.8967, "theta": -0.0866, "rho": -1.072, "theo": 19.0815, "change": -3.765, "open": 19.51, "high": 19.51, "low": 18.88, "tick": "no_change", "last_trade_price": 18.88, "last_trade_time": "2026-11-11T13:45:53", "percent_change": -16.6262, "prev_day_close": 19.1949996948242}, {"option": "SPY270617C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1933, "open_interest": 465.0, "volume": 1.0, "delta": 0.7406, "gamma": 0.0029, "vega": 1.9139, "theta": -0.0727, "rho": 2.8186, "theo": 80.7987, "change": 5.09, "open": 78.55, "high": 78.55, "low": 78.55, "tick": "up", "last_trade_price": 78.55, "last_trade_time": "2026-11-11T10:35:21", "percent_change": 6.92894, "prev_day_close": 80.6999969482422}, {"option": "SPY270617P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1937, "open_interest": 4111.0, "volume": 1.0, "delta": -0.2755, "gamma": 0.0031, "vega": 1.9433, "theta": -0.0876, "rho": -1.115, "theo": 20.0532, "change": -3.65, "open": 20.15, "high": 20.15, "low": 20.15, "tick": "down", "last_trade_price": 20.15, "last_trade_time": "2026-11-11T15:14:21", "percent_change": -15.3361, "prev_day_close": 20.1849994659424}, {"option": "SPY270617C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1902, "open_interest": 1063.0, "volume": 1.0, "delta": 0.7276, "gamma": 0.003, "vega": 1.9538, "theta": -0.074, "rho": 2.7873, "theo": 76.9186, "change": 8.0, "open": 77.73, "high": 77.73, "low": 77.73, "tick": "up", "last_trade_price": 77.73, "last_trade_time": "2026-11-11T12:31:10", "percent_change": 11.4728, "prev_day_close": 76.814998626709}, {"option": "SPY270617P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1906, "open_interest": 3921.0, "volume": 272.0, "delta": -0.29, "gamma": 0.0032, "vega": 1.9882, "theta": -0.0887, "rho": -1.1632, "theo": 21.1098, "change": -3.625, "open": 22.52, "high": 22.52, "low": 20.98, "tick": "no_change", "last_trade_price": 21.39, "last_trade_time": "2026-11-11T15:55:01", "percent_change": -14.4913, "prev_day_close": 21.2200002670288}, {"option": "SPY270617C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 1453.0, "volume": 5.0, "delta": 0.714, "gamma": 0.0031, "vega": 1.9867, "theta": -0.0752, "rho": 2.7616, "theo": 73.0835, "change": 8.945, "open": 72.0, "high": 75.0, "low": 72.0, "tick": "no_change", "last_trade_price": 75.0, "last_trade_time": "2026-11-11T13:41:45", "percent_change": 13.5417, "prev_day_close": 73.5250015258789}, {"option": "SPY270617P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1876, "open_interest": 4733.0, "volume": 21.0, "delta": -0.3051, "gamma": 0.0034, "vega": 2.0314, "theta": -0.0897, "rho": -1.2054, "theo": 22.2137, "change": -3.775, "open": 23.55, "high": 23.55, "low": 22.29, "tick": "no_change", "last_trade_price": 22.52, "last_trade_time": "2026-11-11T15:55:01", "percent_change": -14.3563, "prev_day_close": 22.3200006484985}, {"option": "SPY270617C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 1295.0, "volume": 8.0, "delta": 0.6998, "gamma": 0.0032, "vega": 2.0119, "theta": -0.0764, "rho": 2.747, "theo": 69.285, "change": 7.81, "open": 67.5, "high": 70.26, "low": 67.5, "tick": "up", "last_trade_price": 70.26, "last_trade_time": "2026-11-11T13:01:59", "percent_change": 12.506, "prev_day_close": 69.189998626709}, {"option": "SPY270617P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1845, "open_interest": 5370.0, "volume": 75.0, "delta": -0.3211, "gamma": 0.0035, "vega": 2.0722, "theta": -0.0906, "rho": -1.255, "theo": 23.384, "change": -4.13, "open": 25.1, "high": 25.23, "low": 23.12, "tick": "up", "last_trade_price": 23.52, "last_trade_time": "2026-11-11T15:50:44", "percent_change": -14.9367, "prev_day_close": 23.4800004959106}, {"option": "SPY270617C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 851.0, "volume": 11.0, "delta": 0.6849, "gamma": 0.0034, "vega": 2.0904, "theta": -0.0774, "rho": 2.6574, "theo": 65.544, "change": 7.29, "open": 65.25, "high": 67.38, "low": 65.25, "tick": "down", "last_trade_price": 65.6, "last_trade_time": "2026-11-11T15:33:00", "percent_change": 12.5021, "prev_day_close": 65.4799995422363}, {"option": "SPY270617P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1814, "open_interest": 2711.0, "volume": 3.0, "delta": -0.3378, "gamma": 0.0037, "vega": 2.1117, "theta": -0.0914, "rho": -1.2964, "theo": 24.6234, "change": -4.03, "open": 26.27, "high": 26.27, "low": 25.05, "tick": "down", "last_trade_price": 25.05, "last_trade_time": "2026-11-11T12:17:05", "percent_change": -13.8583, "prev_day_close": 24.710000038147}, {"option": "SPY270617C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1782, "open_interest": 1041.0, "volume": 3.0, "delta": 0.6693, "gamma": 0.0035, "vega": 2.1272, "theta": -0.0782, "rho": 2.6114, "theo": 61.9026, "change": 8.68, "open": 59.85, "high": 63.51, "low": 59.85, "tick": "up", "last_trade_price": 63.51, "last_trade_time": "2026-11-11T13:39:15", "percent_change": 15.8307, "prev_day_close": 61.8049983978272}, {"option": "SPY270617P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1784, "open_interest": 3302.0, "volume": 22.0, "delta": -0.3555, "gamma": 0.0038, "vega": 2.1486, "theta": -0.0922, "rho": -1.3536, "theo": 25.9396, "change": -4.595, "open": 27.6, "high": 28.01, "low": 26.0, "tick": "down", "last_trade_price": 26.0, "last_trade_time": "2026-11-11T14:39:45", "percent_change": -15.0188, "prev_day_close": 26.0100002288818}, {"option": "SPY270617C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1748, "open_interest": 1775.0, "volume": 4.0, "delta": 0.653, "gamma": 0.0036, "vega": 2.1578, "theta": -0.0789, "rho": 2.5704, "theo": 58.321, "change": 7.16, "open": 56.3, "high": 59.18, "low": 56.15, "tick": "up", "last_trade_price": 59.18, "last_trade_time": "2026-11-11T12:22:04", "percent_change": 13.7639, "prev_day_close": 58.2250003814697}, {"option": "SPY270617P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 4095.0, "volume": 31.0, "delta": -0.3742, "gamma": 0.004, "vega": 2.1806, "theta": -0.0928, "rho": -1.3942, "theo": 27.336, "change": -4.755, "open": 29.08, "high": 29.5, "low": 27.44, "tick": "down", "last_trade_price": 27.44, "last_trade_time": "2026-11-11T15:50:44", "percent_change": -14.7694, "prev_day_close": 27.3950004577637}, {"option": "SPY270617C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1729, "open_interest": 2246.0, "volume": 76.0, "delta": 0.636, "gamma": 0.0037, "vega": 2.1801, "theta": -0.0794, "rho": 2.5428, "theo": 54.7902, "change": 6.745, "open": 52.74, "high": 56.35, "low": 52.6, "tick": "down", "last_trade_price": 55.05, "last_trade_time": "2026-11-11T15:09:10", "percent_change": 13.9634, "prev_day_close": 54.6849994659424}, {"option": "SPY270617P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1724, "open_interest": 6958.0, "volume": 85.0, "delta": -0.3936, "gamma": 0.0042, "vega": 2.2096, "theta": -0.0933, "rho": -1.4448, "theo": 28.7944, "change": -5.52, "open": 30.69, "high": 31.11, "low": 28.38, "tick": "down", "last_trade_price": 28.38, "last_trade_time": "2026-11-11T13:57:55", "percent_change": -16.2832, "prev_day_close": 28.8649997711182}, {"option": "SPY270617C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 1968.0, "volume": 41.0, "delta": 0.6183, "gamma": 0.0038, "vega": 2.2333, "theta": -0.0798, "rho": 2.4417, "theo": 51.3202, "change": 6.365, "open": 49.51, "high": 53.02, "low": 49.0, "tick": "up", "last_trade_price": 51.26, "last_trade_time": "2026-11-11T15:45:12", "percent_change": 14.1775, "prev_day_close": 51.230001449585}, {"option": "SPY270617P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 2311.0, "volume": 98.0, "delta": -0.4146, "gamma": 0.0044, "vega": 2.2325, "theta": -0.0938, "rho": -1.4831, "theo": 30.3925, "change": -5.155, "open": 32.79, "high": 32.79, "low": 29.85, "tick": "up", "last_trade_price": 30.56, "last_trade_time": "2026-11-11T15:58:57", "percent_change": -14.4337, "prev_day_close": 30.4300003051758}, {"option": "SPY270617C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1669, "open_interest": 3748.0, "volume": 100.0, "delta": 0.5998, "gamma": 0.004, "vega": 2.2593, "theta": -0.0799, "rho": 2.3815, "theo": 47.977, "change": 5.685, "open": 46.58, "high": 49.64, "low": 46.5, "tick": "up", "last_trade_price": 47.96, "last_trade_time": "2026-11-11T15:45:13", "percent_change": 13.4477, "prev_day_close": 47.8649997711182}, {"option": "SPY270617P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1664, "open_interest": 4424.0, "volume": 372.0, "delta": -0.4365, "gamma": 0.0045, "vega": 2.2492, "theta": -0.0941, "rho": -1.5181, "theo": 32.0641, "change": -5.51, "open": 33.64, "high": 34.54, "low": 31.5, "tick": "up", "last_trade_price": 32.09, "last_trade_time": "2026-11-11T15:41:16", "percent_change": -14.6543, "prev_day_close": 32.0949993133545}, {"option": "SPY270617C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1634, "open_interest": 3164.0, "volume": 74.0, "delta": 0.5806, "gamma": 0.0041, "vega": 2.2791, "theta": -0.0798, "rho": 2.329, "theo": 44.7103, "change": 5.735, "open": 43.89, "high": 46.45, "low": 43.02, "tick": "no_change", "last_trade_price": 44.95, "last_trade_time": "2026-11-11T15:08:51", "percent_change": 14.6245, "prev_day_close": 44.6000003814697}, {"option": "SPY270617P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1635, "open_interest": 2920.0, "volume": 147.0, "delta": -0.4592, "gamma": 0.0047, "vega": 2.2622, "theta": -0.0942, "rho": -1.5692, "theo": 33.8221, "change": -5.835, "open": 36.5, "high": 36.5, "low": 33.54, "tick": "up", "last_trade_price": 33.84, "last_trade_time": "2026-11-11T15:32:14", "percent_change": -14.707, "prev_day_close": 33.8699989318848}, {"option": "SPY270617C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 2653.0, "volume": 181.0, "delta": 0.5606, "gamma": 0.0042, "vega": 2.2926, "theta": -0.0795, "rho": 2.2958, "theo": 41.5071, "change": 5.55, "open": 40.35, "high": 43.35, "low": 39.5, "tick": "down", "last_trade_price": 41.8, "last_trade_time": "2026-11-11T15:13:44", "percent_change": 15.3103, "prev_day_close": 42.125}, {"option": "SPY270617P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1605, "open_interest": 3013.0, "volume": 7.0, "delta": -0.4838, "gamma": 0.0049, "vega": 2.2621, "theta": -0.0942, "rho": -1.594, "theo": 35.7518, "change": -6.05, "open": 36.95, "high": 36.95, "low": 35.64, "tick": "up", "last_trade_price": 35.8, "last_trade_time": "2026-11-11T15:59:59", "percent_change": -14.4564, "prev_day_close": 35.7649993896484}, {"option": "SPY270617C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 2829.0, "volume": 75.0, "delta": 0.5399, "gamma": 0.0043, "vega": 2.3162, "theta": -0.079, "rho": 2.1663, "theo": 38.4014, "change": 4.91, "open": 37.65, "high": 40.13, "low": 36.8, "tick": "no_change", "last_trade_price": 38.32, "last_trade_time": "2026-11-11T15:51:24", "percent_change": 14.6962, "prev_day_close": 38.3199996948242}, {"option": "SPY270617P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 2528.0, "volume": 6.0, "delta": -0.5093, "gamma": 0.0051, "vega": 2.2551, "theta": -0.094, "rho": -1.6181, "theo": 37.78, "change": -6.53, "open": 39.06, "high": 39.06, "low": 37.63, "tick": "down", "last_trade_price": 37.63, "last_trade_time": "2026-11-11T15:04:02", "percent_change": -14.7871, "prev_day_close": 37.8000011444092}, {"option": "SPY270617C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1552, "open_interest": 3607.0, "volume": 760.0, "delta": 0.5185, "gamma": 0.0044, "vega": 2.3234, "theta": -0.0782, "rho": 2.0953, "theo": 35.4412, "change": 4.71, "open": 34.08, "high": 37.12, "low": 33.68, "tick": "up", "last_trade_price": 35.38, "last_trade_time": "2026-11-11T16:11:46", "percent_change": 15.357, "prev_day_close": 35.3500003814697}, {"option": "SPY270617P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 5379.0, "volume": 37.0, "delta": -0.536, "gamma": 0.0052, "vega": 2.2423, "theta": -0.0936, "rho": -1.6646, "theo": 39.9474, "change": -6.76, "open": 41.91, "high": 42.87, "low": 39.68, "tick": "down", "last_trade_price": 39.87, "last_trade_time": "2026-11-11T15:19:52", "percent_change": -14.4971, "prev_day_close": 39.9699993133545}, {"option": "SPY270617C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 3967.0, "volume": 10.0, "delta": 0.4963, "gamma": 0.0045, "vega": 2.3264, "theta": -0.0772, "rho": 2.042, "theo": 32.5545, "change": 4.425, "open": 31.2, "high": 33.73, "low": 30.93, "tick": "no_change", "last_trade_price": 32.48, "last_trade_time": "2026-11-11T15:51:40", "percent_change": 15.7726, "prev_day_close": 32.5}, {"option": "SPY270617P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1521, "open_interest": 1818.0, "volume": 1.0, "delta": -0.564, "gamma": 0.0054, "vega": 2.2113, "theta": -0.0929, "rho": -1.6704, "theo": 42.2641, "change": -7.655, "open": 42.27, "high": 42.27, "low": 42.27, "tick": "down", "last_trade_price": 42.27, "last_trade_time": "2026-11-11T12:48:38", "percent_change": -15.333, "prev_day_close": 42.2899990081787}, {"option": "SPY270617C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 3862.0, "volume": 17.0, "delta": 0.4737, "gamma": 0.0045, "vega": 2.3185, "theta": -0.0761, "rho": 1.9195, "theo": 29.8018, "change": 4.11, "open": 29.32, "high": 31.43, "low": 28.36, "tick": "no_change", "last_trade_price": 29.68, "last_trade_time": "2026-11-11T15:51:01", "percent_change": 16.0735, "prev_day_close": 29.7699995040894}, {"option": "SPY270617P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 1333.0, "volume": 0.0, "delta": -0.5928, "gamma": 0.0055, "vega": 2.1665, "theta": -0.0917, "rho": -1.672, "theo": 44.7359, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 51.5, "last_trade_time": "2026-11-10T16:01:03", "percent_change": 0.0, "prev_day_close": 44.7649993896484}, {"option": "SPY270617C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1474, "open_interest": 4547.0, "volume": 1050.0, "delta": 0.4505, "gamma": 0.0046, "vega": 2.3062, "theta": -0.0746, "rho": 1.8363, "theo": 27.2109, "change": 4.44, "open": 26.5, "high": 28.38, "low": 25.82, "tick": "down", "last_trade_price": 27.65, "last_trade_time": "2026-11-11T15:03:00", "percent_change": 19.1297, "prev_day_close": 27.1799993515015}, {"option": "SPY270617P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 1587.0, "volume": 1.0, "delta": -0.623, "gamma": 0.0056, "vega": 2.1198, "theta": -0.0902, "rho": -1.6539, "theo": 47.3837, "change": -7.29, "open": 47.26, "high": 47.26, "low": 47.26, "tick": "down", "last_trade_price": 47.26, "last_trade_time": "2026-11-11T15:13:26", "percent_change": -13.3639, "prev_day_close": 47.4550018310547}, {"option": "SPY270617C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 25103.0, "volume": 3731.0, "delta": 0.4268, "gamma": 0.0046, "vega": 2.2916, "theta": -0.0729, "rho": 1.7713, "theo": 24.7244, "change": 3.605, "open": 24.1, "high": 26.24, "low": 23.18, "tick": "up", "last_trade_price": 24.6, "last_trade_time": "2026-11-11T15:59:59", "percent_change": 17.1707, "prev_day_close": 24.7250003814697}, {"option": "SPY270617P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1446, "open_interest": 7647.0, "volume": 158.0, "delta": -0.6539, "gamma": 0.0057, "vega": 2.0493, "theta": -0.088, "rho": -1.6292, "theo": 50.2156, "change": -8.325, "open": 53.67, "high": 53.67, "low": 49.92, "tick": "down", "last_trade_price": 49.92, "last_trade_time": "2026-11-11T14:49:28", "percent_change": -14.2931, "prev_day_close": 49.7999992370606}, {"option": "SPY270617C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 2572.0, "volume": 9.0, "delta": 0.4029, "gamma": 0.0046, "vega": 2.2629, "theta": -0.071, "rho": 1.6469, "theo": 22.378, "change": 3.895, "open": 21.49, "high": 23.82, "low": 21.49, "tick": "down", "last_trade_price": 22.82, "last_trade_time": "2026-11-11T15:03:02", "percent_change": 20.5812, "prev_day_close": 22.3950004577637}, {"option": "SPY270617P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1424, "open_interest": 2548.0, "volume": 0.0, "delta": -0.6856, "gamma": 0.0058, "vega": 1.9548, "theta": -0.0852, "rho": -1.6259, "theo": 53.2499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 71.67, "last_trade_time": "2026-11-06T15:25:34", "percent_change": 0.0, "prev_day_close": 53.3850002288818}, {"option": "SPY270617C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 3077.0, "volume": 15.0, "delta": 0.3791, "gamma": 0.0046, "vega": 2.2182, "theta": -0.0689, "rho": 1.5583, "theo": 20.2195, "change": 3.68, "open": 19.3, "high": 21.57, "low": 19.3, "tick": "up", "last_trade_price": 20.69, "last_trade_time": "2026-11-11T15:02:23", "percent_change": 21.6343, "prev_day_close": 20.210000038147}, {"option": "SPY270617P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 829.0, "volume": 0.0, "delta": -0.7177, "gamma": 0.0058, "vega": 1.8581, "theta": -0.0821, "rho": -1.5985, "theo": 56.476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.45, "last_trade_time": "2026-11-09T10:12:18", "percent_change": 0.0, "prev_day_close": 56.0650005340576}, {"option": "SPY270617C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1385, "open_interest": 3972.0, "volume": 4.0, "delta": 0.3551, "gamma": 0.0046, "vega": 2.1845, "theta": -0.0666, "rho": 1.492, "theo": 18.1845, "change": 4.24, "open": 17.84, "high": 19.47, "low": 17.84, "tick": "up", "last_trade_price": 19.47, "last_trade_time": "2026-11-11T13:51:13", "percent_change": 27.8398, "prev_day_close": 18.1899995803833}, {"option": "SPY270617P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1383, "open_interest": 1847.0, "volume": 0.0, "delta": -0.75, "gamma": 0.0058, "vega": 1.7399, "theta": -0.0782, "rho": -1.5365, "theo": 59.9051, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 78.76, "last_trade_time": "2026-11-05T14:41:40", "percent_change": 0.0, "prev_day_close": 59.4650001525879}, {"option": "SPY270617C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 5492.0, "volume": 324.0, "delta": 0.3314, "gamma": 0.0046, "vega": 2.1301, "theta": -0.0642, "rho": 1.3637, "theo": 16.298, "change": 2.84, "open": 15.75, "high": 17.37, "low": 15.35, "tick": "down", "last_trade_price": 16.42, "last_trade_time": "2026-11-11T15:27:35", "percent_change": 20.9131, "prev_day_close": 16.3150005340576}, {"option": "SPY270617P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 1826.0, "volume": 1.0, "delta": -0.783, "gamma": 0.0059, "vega": 1.6085, "theta": -0.0748, "rho": -1.4337, "theo": 63.5358, "change": -6.105, "open": 66.78, "high": 66.78, "low": 66.78, "tick": "down", "last_trade_price": 66.78, "last_trade_time": "2026-11-11T09:57:28", "percent_change": -8.37621, "prev_day_close": 63.7800006866455}, {"option": "SPY270617C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1349, "open_interest": 3218.0, "volume": 237.0, "delta": 0.3084, "gamma": 0.0045, "vega": 2.0594, "theta": -0.0616, "rho": 1.2783, "theo": 14.6047, "change": 2.58, "open": 14.11, "high": 15.75, "low": 13.62, "tick": "down", "last_trade_price": 14.68, "last_trade_time": "2026-11-11T15:26:19", "percent_change": 21.3223, "prev_day_close": 14.5900001525879}, {"option": "SPY270617P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1353, "open_interest": 217.0, "volume": 0.0, "delta": -0.8163, "gamma": 0.006, "vega": 1.4539, "theta": -0.0739, "rho": -1.3294, "theo": 67.3709, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 86.25, "last_trade_time": "2026-11-05T11:01:51", "percent_change": 0.0, "prev_day_close": 67.6699981689453}, {"option": "SPY270617C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1334, "open_interest": 6084.0, "volume": 2286.0, "delta": 0.2855, "gamma": 0.0044, "vega": 2.0109, "theta": -0.0588, "rho": 1.2202, "theo": 13.0103, "change": 2.735, "open": 12.78, "high": 13.88, "low": 12.26, "tick": "down", "last_trade_price": 13.48, "last_trade_time": "2026-11-11T14:13:52", "percent_change": 25.4537, "prev_day_close": 13.0099997520447}, {"option": "SPY270617P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 1133.0, "volume": 4.0, "delta": -0.8498, "gamma": 0.0061, "vega": 1.2756, "theta": -0.0755, "rho": -1.1505, "theo": 71.4185, "change": -10.18, "open": 72.0, "high": 72.0, "low": 71.4, "tick": "down", "last_trade_price": 71.4, "last_trade_time": "2026-11-11T16:13:22", "percent_change": -12.4786, "prev_day_close": 71.5100021362305}, {"option": "SPY270617C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 3452.0, "volume": 21.0, "delta": 0.2636, "gamma": 0.0042, "vega": 1.925, "theta": -0.0561, "rho": 1.0903, "theo": 11.572, "change": 2.265, "open": 11.27, "high": 12.48, "low": 10.89, "tick": "down", "last_trade_price": 11.78, "last_trade_time": "2026-11-11T15:07:21", "percent_change": 23.8045, "prev_day_close": 11.5749998092651}, {"option": "SPY270617P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 4.0, "volume": 0.0, "delta": -0.8884, "gamma": 0.0069, "vega": 1.076, "theta": -0.0764, "rho": -0.9777, "theo": 75.6643, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.31, "last_trade_time": "2026-11-05T10:46:27", "percent_change": 0.0, "prev_day_close": 75.7749977111816}, {"option": "SPY270617C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1307, "open_interest": 5125.0, "volume": 42.0, "delta": 0.2427, "gamma": 0.0041, "vega": 1.8432, "theta": -0.0532, "rho": 1.0156, "theo": 10.2911, "change": 1.935, "open": 9.97, "high": 11.1, "low": 9.8, "tick": "down", "last_trade_price": 10.34, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 23.022, "prev_day_close": 10.2699999809265}, {"option": "SPY270617P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1325, "open_interest": 0.0, "volume": 0.0, "delta": -0.9259, "gamma": 0.0074, "vega": 0.8636, "theta": -0.0783, "rho": -0.7124, "theo": 80.1106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.83, "last_trade_time": "2026-11-05T14:40:03", "percent_change": 0.0, "prev_day_close": 80.2649993896484}, {"option": "SPY270617C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1297, "open_interest": 4076.0, "volume": 5.0, "delta": 0.2222, "gamma": 0.0039, "vega": 1.7877, "theta": -0.0503, "rho": 0.9713, "theo": 9.0889, "change": 1.925, "open": 8.59, "high": 9.87, "low": 8.59, "tick": "down", "last_trade_price": 9.33, "last_trade_time": "2026-11-11T15:05:05", "percent_change": 25.9959, "prev_day_close": 9.09500026702881}, {"option": "SPY270617P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1325, "open_interest": 0.0, "volume": 0.0, "delta": -0.9562, "gamma": 0.0064, "vega": 0.5803, "theta": -0.0778, "rho": 0.0, "theo": 84.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 108.66, "last_trade_time": "2026-11-06T15:58:40", "percent_change": 0.0, "prev_day_close": 85.0850028991699}, {"option": "SPY270617C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 7563.0, "volume": 4737.0, "delta": 0.2032, "gamma": 0.0038, "vega": 1.675, "theta": -0.0474, "rho": 0.8442, "theo": 8.0416, "change": 1.595, "open": 7.94, "high": 8.8, "low": 7.52, "tick": "down", "last_trade_price": 8.11, "last_trade_time": "2026-11-11T15:26:55", "percent_change": 24.482, "prev_day_close": 8.03000020980835}, {"option": "SPY270617P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 0.0, "volume": 0.0, "delta": -0.9797, "gamma": 0.003, "vega": 0.1543, "theta": -0.1178, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 84.5, "last_trade_time": "2026-10-15T09:31:36", "percent_change": 0.0, "prev_day_close": 89.8900032043457}, {"option": "SPY270617C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1277, "open_interest": 6336.0, "volume": 5.0, "delta": 0.185, "gamma": 0.0036, "vega": 1.5914, "theta": -0.0444, "rho": 0.784, "theo": 7.0892, "change": 1.605, "open": 6.9, "high": 7.74, "low": 6.7, "tick": "down", "last_trade_price": 7.32, "last_trade_time": "2026-11-11T15:02:55", "percent_change": 28.084, "prev_day_close": 7.08000016212463}, {"option": "SPY270617P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 2.0, "volume": 0.0, "delta": -0.996, "gamma": 0.0006, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.74, "last_trade_time": "2026-11-09T13:09:45", "percent_change": 0.0, "prev_day_close": 94.9599990844726}, {"option": "SPY270617C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 5958.0, "volume": 112.0, "delta": 0.1678, "gamma": 0.0034, "vega": 1.5284, "theta": -0.0415, "rho": 0.6972, "theo": 6.2211, "change": 1.26, "open": 6.18, "high": 6.86, "low": 5.79, "tick": "no_change", "last_trade_price": 6.27, "last_trade_time": "2026-11-11T15:27:35", "percent_change": 25.1497, "prev_day_close": 6.23000001907349}, {"option": "SPY270617P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1461, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 123.6, "last_trade_time": "2026-11-06T13:03:23", "percent_change": 0.0, "prev_day_close": 99.7400016784668}, {"option": "SPY270617C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1261, "open_interest": 12455.0, "volume": 14.0, "delta": 0.1521, "gamma": 0.0032, "vega": 1.4072, "theta": -0.0387, "rho": 0.6346, "theo": 5.4712, "change": 1.275, "open": 5.34, "high": 6.0, "low": 5.1, "tick": "down", "last_trade_price": 5.65, "last_trade_time": "2026-11-11T15:05:40", "percent_change": 29.1429, "prev_day_close": 5.47499990463257}, {"option": "SPY270617P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1512, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.03, "last_trade_time": "2026-09-21T14:01:50", "percent_change": 0.0, "prev_day_close": 104.970001220703}, {"option": "SPY270617C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 9670.0, "volume": 5834.0, "delta": 0.1371, "gamma": 0.003, "vega": 1.3289, "theta": -0.0359, "rho": 0.5899, "theo": 4.7879, "change": 1.08, "open": 4.75, "high": 5.36, "low": 4.75, "tick": "no_change", "last_trade_price": 4.91, "last_trade_time": "2026-11-11T15:17:20", "percent_change": 28.1984, "prev_day_close": 4.79500007629394}, {"option": "SPY270617P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1559, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 107.22, "last_trade_time": "2026-10-16T14:35:06", "percent_change": 0.0, "prev_day_close": 109.970001220703}, {"option": "SPY270617C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 4064.0, "volume": 4.0, "delta": 0.1234, "gamma": 0.0028, "vega": 1.2564, "theta": -0.0332, "rho": 0.5132, "theo": 4.182, "change": 0.93, "open": 4.05, "high": 4.27, "low": 4.05, "tick": "up", "last_trade_price": 4.27, "last_trade_time": "2026-11-11T11:01:30", "percent_change": 27.8443, "prev_day_close": 4.1949999332428}, {"option": "SPY270617P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1606, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 118.0, "last_trade_time": "2026-11-02T12:46:08", "percent_change": 0.0, "prev_day_close": 114.970001220703}, {"option": "SPY270617C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 6482.0, "volume": 23.0, "delta": 0.1109, "gamma": 0.0026, "vega": 1.1468, "theta": -0.0306, "rho": 0.465, "theo": 3.6594, "change": 1.13, "open": 3.69, "high": 4.04, "low": 3.51, "tick": "up", "last_trade_price": 4.04, "last_trade_time": "2026-11-11T12:47:59", "percent_change": 38.8316, "prev_day_close": 3.66500008106232}, {"option": "SPY270617P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1653, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.4, "last_trade_time": "2026-11-06T15:58:40", "percent_change": 0.0, "prev_day_close": 119.959999084473}, {"option": "SPY270617C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 9811.0, "volume": 15.0, "delta": 0.0992, "gamma": 0.0024, "vega": 1.0763, "theta": -0.0282, "rho": 0.4334, "theo": 3.187, "change": 0.815, "open": 3.16, "high": 3.51, "low": 3.03, "tick": "down", "last_trade_price": 3.35, "last_trade_time": "2026-11-11T14:20:38", "percent_change": 32.1499, "prev_day_close": 3.20000004768372}, {"option": "SPY270617P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.17, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 112.24, "last_trade_time": "2026-08-17T16:04:32", "percent_change": 0.0, "prev_day_close": 124.970001220703}, {"option": "SPY270617C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1237, "open_interest": 11910.0, "volume": 23.0, "delta": 0.0887, "gamma": 0.0022, "vega": 1.0041, "theta": -0.0258, "rho": 0.3692, "theo": 2.775, "change": 0.595, "open": 2.73, "high": 2.93, "low": 2.69, "tick": "no_change", "last_trade_price": 2.8, "last_trade_time": "2026-11-11T16:05:41", "percent_change": 26.9841, "prev_day_close": 2.78999996185303}, {"option": "SPY270617P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1747, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.970001220703}, {"option": "SPY270617C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 15669.0, "volume": 5.0, "delta": 0.0792, "gamma": 0.002, "vega": 0.912, "theta": -0.0236, "rho": 0.3335, "theo": 2.4194, "change": 0.815, "open": 2.34, "high": 2.73, "low": 2.34, "tick": "up", "last_trade_price": 2.73, "last_trade_time": "2026-11-11T13:27:47", "percent_change": 42.5588, "prev_day_close": 2.4300000667572}, {"option": "SPY270617P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.975006103516}, {"option": "SPY270617C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 11787.0, "volume": 9431.0, "delta": 0.0705, "gamma": 0.0019, "vega": 0.8488, "theta": -0.0216, "rho": 0.3114, "theo": 2.1039, "change": 0.485, "open": 2.1, "high": 2.41, "low": 1.95, "tick": "down", "last_trade_price": 2.15, "last_trade_time": "2026-11-11T15:37:46", "percent_change": 29.1291, "prev_day_close": 2.12000000476837}, {"option": "SPY270617P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1838, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 128.26, "last_trade_time": "2026-10-08T13:53:23", "percent_change": 0.0, "prev_day_close": 139.970001220703}, {"option": "SPY270617C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1231, "open_interest": 6750.0, "volume": 0.0, "delta": 0.0628, "gamma": 0.0017, "vega": 0.7854, "theta": -0.0197, "rho": 0.2615, "theo": 1.8325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.12, "last_trade_time": "2026-11-06T09:35:28", "percent_change": 0.0, "prev_day_close": 1.8400000333786}, {"option": "SPY270617P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1881, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.970001220703}, {"option": "SPY270617C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.123, "open_interest": 2616.0, "volume": 23.0, "delta": 0.056, "gamma": 0.0016, "vega": 0.7131, "theta": -0.018, "rho": 0.2355, "theo": 1.5985, "change": 0.435, "open": 1.49, "high": 1.7, "low": 1.49, "tick": "up", "last_trade_price": 1.7, "last_trade_time": "2026-11-11T11:49:31", "percent_change": 34.3874, "prev_day_close": 1.60500001907349}, {"option": "SPY270617P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 153.56, "last_trade_time": "2026-11-02T14:10:01", "percent_change": 0.0, "prev_day_close": 149.970001220703}, {"option": "SPY270617C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1231, "open_interest": 4536.0, "volume": 8.0, "delta": 0.0497, "gamma": 0.0014, "vega": 0.6556, "theta": -0.0163, "rho": 0.2192, "theo": 1.3914, "change": 0.4, "open": 1.37, "high": 1.5, "low": 1.31, "tick": "up", "last_trade_price": 1.5, "last_trade_time": "2026-11-11T11:47:35", "percent_change": 36.3636, "prev_day_close": 1.40499997138977}, {"option": "SPY270617P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.970001220703}, {"option": "SPY270617C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 2725.0, "volume": 2.0, "delta": 0.0442, "gamma": 0.0013, "vega": 0.6058, "theta": -0.0149, "rho": 0.184, "theo": 1.2158, "change": 0.44, "open": 1.3, "high": 1.4, "low": 1.3, "tick": "up", "last_trade_price": 1.4, "last_trade_time": "2026-11-11T13:22:23", "percent_change": 45.8333, "prev_day_close": 1.22500002384186}, {"option": "SPY270617P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.201, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 165.58, "last_trade_time": "2026-11-03T15:48:06", "percent_change": 0.0, "prev_day_close": 159.959999084473}, {"option": "SPY270617C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 1947.0, "volume": 0.0, "delta": 0.0394, "gamma": 0.0012, "vega": 0.5518, "theta": -0.0136, "rho": 0.1651, "theo": 1.065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.03, "last_trade_time": "2026-11-09T12:50:02", "percent_change": 0.0, "prev_day_close": 1.06999999284744}, {"option": "SPY270617P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2053, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.955001831055}, {"option": "SPY270617C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 17209.0, "volume": 16168.0, "delta": 0.0352, "gamma": 0.0011, "vega": 0.5011, "theta": -0.0124, "rho": 0.1524, "theo": 0.9349, "change": 0.195, "open": 0.97, "high": 1.07, "low": 0.89, "tick": "up", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T15:52:58", "percent_change": 26.5306, "prev_day_close": 0.930000007152557}, {"option": "SPY270617P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 183.17, "last_trade_time": "2026-05-22T15:00:59", "percent_change": 0.0, "prev_day_close": 169.955001831055}, {"option": "SPY270617C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 2246.0, "volume": 0.0, "delta": 0.0312, "gamma": 0.001, "vega": 0.4642, "theta": -0.0112, "rho": 0.1298, "theo": 0.8172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.79, "last_trade_time": "2026-11-09T12:43:20", "percent_change": 0.0, "prev_day_close": 0.819999992847443}, {"option": "SPY270617P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.955001831055}, {"option": "SPY270617C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1242, "open_interest": 1681.0, "volume": 10.0, "delta": 0.028, "gamma": 0.0009, "vega": 0.4255, "theta": -0.0103, "rho": 0.1165, "theo": 0.7234, "change": 0.19, "open": 0.76, "high": 0.76, "low": 0.76, "tick": "up", "last_trade_price": 0.76, "last_trade_time": "2026-11-11T11:37:55", "percent_change": 33.3333, "prev_day_close": 0.719999998807907}, {"option": "SPY270617P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2179, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.955001831055}, {"option": "SPY270617C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1244, "open_interest": 2482.0, "volume": 0.0, "delta": 0.0251, "gamma": 0.0008, "vega": 0.388, "theta": -0.0094, "rho": 0.106, "theo": 0.6399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.63, "last_trade_time": "2026-11-09T12:23:08", "percent_change": 0.0, "prev_day_close": 0.639999985694885}, {"option": "SPY270617P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 171.97, "last_trade_time": "2026-08-12T14:22:27", "percent_change": 0.0, "prev_day_close": 184.955001831055}, {"option": "SPY270617C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 2838.0, "volume": 24.0, "delta": 0.0224, "gamma": 0.0007, "vega": 0.355, "theta": -0.0086, "rho": 0.0993, "theo": 0.5658, "change": 0.1, "open": 0.62, "high": 0.62, "low": 0.55, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-11T15:57:51", "percent_change": 22.2222, "prev_day_close": 0.560000002384186}, {"option": "SPY270617P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2262, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 207.31, "last_trade_time": "2026-05-11T11:55:35", "percent_change": 0.0, "prev_day_close": 189.955001831055}, {"option": "SPY270617C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1257, "open_interest": 1740.0, "volume": 0.0, "delta": 0.0201, "gamma": 0.0007, "vega": 0.3284, "theta": -0.0078, "rho": 0.0836, "theo": 0.5027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.49, "last_trade_time": "2026-11-05T09:59:31", "percent_change": 0.0, "prev_day_close": 0.5}, {"option": "SPY270617P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2303, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.955001831055}, {"option": "SPY270617C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1262, "open_interest": 852.0, "volume": 4.0, "delta": 0.0182, "gamma": 0.0006, "vega": 0.3021, "theta": -0.0072, "rho": 0.0756, "theo": 0.4499, "change": 0.15, "open": 0.48, "high": 0.51, "low": 0.47, "tick": "no_change", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T13:46:16", "percent_change": 41.6667, "prev_day_close": 0.450000002980232}, {"option": "SPY270617P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2344, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.955001831055}, {"option": "SPY270617C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 1910.0, "volume": 16.0, "delta": 0.0164, "gamma": 0.0006, "vega": 0.2777, "theta": -0.0066, "rho": 0.0692, "theo": 0.4036, "change": 0.065, "open": 0.43, "high": 0.43, "low": 0.39, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T15:53:17", "percent_change": 20.0, "prev_day_close": 0.405000001192093}, {"option": "SPY270617P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2383, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.955001831055}, {"option": "SPY270617C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.128, "open_interest": 4485.0, "volume": 0.0, "delta": 0.0149, "gamma": 0.0005, "vega": 0.2546, "theta": -0.0061, "rho": 0.0649, "theo": 0.3623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.32, "last_trade_time": "2026-11-09T09:43:46", "percent_change": 0.0, "prev_day_close": 0.365000009536743}, {"option": "SPY270617P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2424, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.950004577637}, {"option": "SPY270617C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 1381.0, "volume": 0.0, "delta": 0.0135, "gamma": 0.0005, "vega": 0.2371, "theta": -0.0056, "rho": 0.0558, "theo": 0.3261, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-06T12:57:26", "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "SPY270617P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.950004577637}, {"option": "SPY270617C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1294, "open_interest": 2073.0, "volume": 0.0, "delta": 0.0123, "gamma": 0.0004, "vega": 0.2199, "theta": -0.0052, "rho": 0.0509, "theo": 0.2963, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-10T13:54:40", "percent_change": 0.0, "prev_day_close": 0.299999997019768}, {"option": "SPY270617P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.950004577637}, {"option": "SPY270617C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1307, "open_interest": 836.0, "volume": 0.0, "delta": 0.0113, "gamma": 0.0004, "vega": 0.2043, "theta": -0.0049, "rho": 0.0468, "theo": 0.2703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.2, "last_trade_time": "2026-11-05T12:22:49", "percent_change": 0.0, "prev_day_close": 0.275000005960464}, {"option": "SPY270617P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.950004577637}, {"option": "SPY270617C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 4200.0, "volume": 5.0, "delta": 0.0103, "gamma": 0.0004, "vega": 0.1899, "theta": -0.0046, "rho": 0.0435, "theo": 0.2472, "change": 0.045, "open": 0.25, "high": 0.25, "low": 0.25, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-11-11T15:12:39", "percent_change": 21.9512, "prev_day_close": 0.254999995231628}, {"option": "SPY270617P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2579, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.940002441406}, {"option": "SPY270617C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1326, "open_interest": 1538.0, "volume": 1.0, "delta": 0.0095, "gamma": 0.0003, "vega": 0.1765, "theta": -0.0043, "rho": 0.0411, "theo": 0.2265, "change": 0.05, "open": 0.24, "high": 0.24, "low": 0.24, "tick": "up", "last_trade_price": 0.24, "last_trade_time": "2026-11-11T12:14:16", "percent_change": 26.3158, "prev_day_close": 0.234999999403954}, {"option": "SPY270617P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2617, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.940002441406}, {"option": "SPY270617C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 6643.0, "volume": 237.0, "delta": 0.0087, "gamma": 0.0003, "vega": 0.1654, "theta": -0.004, "rho": 0.0368, "theo": 0.2078, "change": 0.055, "open": 0.2, "high": 0.23, "low": 0.2, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-11T12:49:32", "percent_change": 31.4286, "prev_day_close": 0.214999996125698}, {"option": "SPY270617P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2656, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 262.45, "last_trade_time": "2026-05-18T14:11:11", "percent_change": 0.0, "prev_day_close": 239.955001831055}, {"option": "SPY270617C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1347, "open_interest": 759.0, "volume": 9.0, "delta": 0.0081, "gamma": 0.0003, "vega": 0.1552, "theta": -0.0038, "rho": 0.0334, "theo": 0.1926, "change": 0.055, "open": 0.22, "high": 0.22, "low": 0.22, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T13:35:35", "percent_change": 33.3333, "prev_day_close": 0.195000000298023}, {"option": "SPY270617P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2694, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 244.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 244.955001831055}, {"option": "SPY270617C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 1335.0, "volume": 0.0, "delta": 0.0075, "gamma": 0.0003, "vega": 0.146, "theta": -0.0036, "rho": 0.0311, "theo": 0.1792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-09T12:37:35", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY270617P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2732, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 238.73, "last_trade_time": "2026-08-05T14:57:25", "percent_change": 0.0, "prev_day_close": 249.955001831055}, {"option": "SPY270617C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 261.0, "volume": 0.0, "delta": 0.007, "gamma": 0.0002, "vega": 0.1371, "theta": -0.0034, "rho": 0.029, "theo": 0.1665, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-10-30T13:36:07", "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "SPY270617P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2768, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 254.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 254.950004577637}, {"option": "SPY270617C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 815.0, "volume": 0.0, "delta": 0.0066, "gamma": 0.0002, "vega": 0.1294, "theta": -0.0032, "rho": 0.0273, "theo": 0.1559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-03T14:21:15", "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "SPY270617P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.949996948242}, {"option": "SPY270617C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 92.0, "volume": 0.0, "delta": 0.0061, "gamma": 0.0002, "vega": 0.1222, "theta": -0.003, "rho": 0.026, "theo": 0.1464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-11-09T09:30:03", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY270617P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 264.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 264.949996948242}, {"option": "SPY270617C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1407, "open_interest": 507.0, "volume": 0.0, "delta": 0.0058, "gamma": 0.0002, "vega": 0.1156, "theta": -0.0029, "rho": 0.025, "theo": 0.1376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-11-09T12:37:23", "percent_change": 0.0, "prev_day_close": 0.140000000596046}, {"option": "SPY270617P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.949996948242}, {"option": "SPY270617C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 110.0, "volume": 0.0, "delta": 0.0054, "gamma": 0.0002, "vega": 0.1104, "theta": -0.0028, "rho": 0.0235, "theo": 0.1302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.22, "last_trade_time": "2026-10-20T10:46:54", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY270617P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 274.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 274.949996948242}, {"option": "SPY270617C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 217.0, "volume": 0.0, "delta": 0.0051, "gamma": 0.0002, "vega": 0.1049, "theta": -0.0026, "rho": 0.0211, "theo": 0.1231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-10-30T13:37:34", "percent_change": 0.0, "prev_day_close": 0.12499999627471}, {"option": "SPY270617P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 268.39, "last_trade_time": "2026-08-05T14:57:25", "percent_change": 0.0, "prev_day_close": 279.949996948242}, {"option": "SPY270617C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1455, "open_interest": 305.0, "volume": 0.0, "delta": 0.0046, "gamma": 0.0002, "vega": 0.0958, "theta": -0.0025, "rho": 0.019, "theo": 0.1118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-06T15:22:32", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY270617P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3022, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.949996948242}, {"option": "SPY270617C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 445.0, "volume": 0.0, "delta": 0.0042, "gamma": 0.0001, "vega": 0.088, "theta": -0.0023, "rho": 0.0174, "theo": 0.1025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-09T11:59:04", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "SPY270617P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3093, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 299.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.949996948242}, {"option": "SPY270617C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1505, "open_interest": 798.0, "volume": 0.0, "delta": 0.0038, "gamma": 0.0001, "vega": 0.0812, "theta": -0.0022, "rho": 0.0161, "theo": 0.0946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.25, "last_trade_time": "2026-09-22T13:21:53", "percent_change": 0.0, "prev_day_close": 0.0950000025331974}, {"option": "SPY270617P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3162, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.949996948242}, {"option": "SPY270617C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 126.0, "volume": 0.0, "delta": 0.0035, "gamma": 0.0001, "vega": 0.075, "theta": -0.002, "rho": 0.0152, "theo": 0.0877, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-10T10:58:51", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY270617P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3231, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.949996948242}, {"option": "SPY270617C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 1391.0, "volume": 0.0, "delta": 0.0033, "gamma": 0.0001, "vega": 0.0702, "theta": -0.0019, "rho": 0.0134, "theo": 0.0818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-11-09T11:52:20", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY270617P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.949996948242}, {"option": "SPY270617C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 5213.0, "volume": 66.0, "delta": 0.003, "gamma": 0.0001, "vega": 0.0658, "theta": -0.0018, "rho": 0.0125, "theo": 0.0769, "change": 0.01, "open": 0.07, "high": 0.07, "low": 0.07, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T15:41:51", "percent_change": 16.6667, "prev_day_close": 0.0699999984353781}, {"option": "SPY270617P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3366, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.949996948242}, {"option": "SPY270617C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 159.0, "volume": 0.0, "delta": 0.0028, "gamma": 0.0001, "vega": 0.0618, "theta": -0.0018, "rho": 0.0116, "theo": 0.0726, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-09T13:12:02", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY270617P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3432, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.949996948242}, {"option": "SPY270617C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1633, "open_interest": 3796.0, "volume": 128.0, "delta": 0.0027, "gamma": 0.0001, "vega": 0.0582, "theta": -0.0017, "rho": 0.0109, "theo": 0.0688, "change": 0.0, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:04:03", "percent_change": -8.69234e-07, "prev_day_close": 0.0649999994784594}, {"option": "SPY270617P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3498, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.939987182617}, {"option": "SPY270617C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 1840.0, "volume": 2.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.055, "theta": -0.0016, "rho": 0.0103, "theo": 0.0653, "change": 0.01, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:23:00", "percent_change": 20.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY270617P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3563, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.949996948242}, {"option": "SPY270617C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 532.0, "volume": 1.0, "delta": 0.0024, "gamma": 0.0001, "vega": 0.0519, "theta": -0.0016, "rho": 0.0097, "theo": 0.062, "change": 0.01, "open": 0.06, "high": 0.06, "low": 0.06, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-11-11T15:23:03", "percent_change": 20.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY270617P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3627, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 379.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.949996948242}, {"option": "SPY270617C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 358.0, "volume": 0.0, "delta": 0.0022, "gamma": 0.0001, "vega": 0.049, "theta": -0.0015, "rho": 0.0093, "theo": 0.059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-15T14:59:56", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270617P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.949996948242}, {"option": "SPY270617C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 85.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0465, "theta": -0.0014, "rho": 0.0089, "theo": 0.0562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-10-30T13:55:56", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270617P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3753, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.954986572266}, {"option": "SPY270617C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1779, "open_interest": 1308.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0001, "vega": 0.0443, "theta": -0.0014, "rho": 0.0081, "theo": 0.0536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T13:09:10", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270617P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3816, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.954986572266}, {"option": "SPY270617C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 3067.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0001, "vega": 0.0423, "theta": -0.0013, "rho": 0.0077, "theo": 0.0514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-05T15:59:48", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270617P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3877, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.954986572266}, {"option": "SPY270617C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 5194.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0, "vega": 0.0402, "theta": -0.0013, "rho": 0.0072, "theo": 0.0491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-06T10:16:29", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270617P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3938, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.954986572266}, {"option": "SPY270617C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 999.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0, "vega": 0.0383, "theta": -0.0012, "rho": 0.0069, "theo": 0.0471, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T14:59:26", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270617P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3998, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 439.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 439.954986572266}, {"option": "SPY270617C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1874, "open_interest": 781.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0, "vega": 0.0366, "theta": -0.0012, "rho": 0.0066, "theo": 0.0452, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T13:08:58", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270617P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4058, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.94499206543}, {"option": "SPY270617C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1885, "open_interest": 696.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0, "vega": 0.0349, "theta": -0.0012, "rho": 0.0062, "theo": 0.0434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-10-15T14:59:48", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270617P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4118, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 459.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.94499206543}, {"option": "SPY270617C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1916, "open_interest": 220.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0, "vega": 0.0333, "theta": -0.0011, "rho": 0.006, "theo": 0.0416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-10-07T09:33:44", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4176, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.954986572266}, {"option": "SPY270617C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1923, "open_interest": 171.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0, "vega": 0.0317, "theta": -0.0011, "rho": 0.0057, "theo": 0.04, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-10-27T13:43:36", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4234, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.954986572266}, {"option": "SPY270617C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1953, "open_interest": 359.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0, "vega": 0.0303, "theta": -0.0011, "rho": 0.0055, "theo": 0.0384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-03T10:26:44", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.954986572266}, {"option": "SPY270617C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1983, "open_interest": 39.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0, "vega": 0.0291, "theta": -0.001, "rho": 0.0053, "theo": 0.0369, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-08-06T14:07:01", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4349, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.94499206543}, {"option": "SPY270617C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2012, "open_interest": 105.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0, "vega": 0.028, "theta": -0.001, "rho": 0.005, "theo": 0.0355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-09T13:08:46", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 516.5, "last_trade_time": "2026-05-28T11:13:58", "percent_change": 0.0, "prev_day_close": 509.954986572266}, {"option": "SPY270617C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2013, "open_interest": 25.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0266, "theta": -0.001, "rho": 0.0046, "theo": 0.0337, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-09-01T13:27:15", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270617P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.446, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.954986572266}, {"option": "SPY270617C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 1097.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0258, "theta": -0.0009, "rho": 0.0045, "theo": 0.0329, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-10-23T09:59:20", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4517, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.945007324219}, {"option": "SPY270617C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 82.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0248, "theta": -0.0009, "rho": 0.0043, "theo": 0.0318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-23T12:02:43", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.457, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 539.954986572266}, {"option": "SPY270617C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2063, "open_interest": 842.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.0238, "theta": -0.0009, "rho": 0.0041, "theo": 0.0307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-05T11:56:31", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4626, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.954986572266}, {"option": "SPY270617C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.209, "open_interest": 192.0, "volume": 320.0, "delta": 0.001, "gamma": 0.0, "vega": 0.0229, "theta": -0.0009, "rho": 0.0039, "theo": 0.0296, "change": -0.01, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T13:31:02", "percent_change": -50.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.468, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.954986572266}, {"option": "SPY270617C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2117, "open_interest": 1019.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.022, "theta": -0.0008, "rho": 0.0038, "theo": 0.0286, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.06, "last_trade_time": "2026-10-26T09:46:36", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4734, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 672.5, "last_trade_time": "2026-03-23T15:56:18", "percent_change": 0.0, "prev_day_close": 569.954986572266}, {"option": "SPY270617C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2144, "open_interest": 1807.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0211, "theta": -0.0008, "rho": 0.0036, "theo": 0.0276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-05T14:47:53", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4787, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 682.53, "last_trade_time": "2026-03-23T15:56:18", "percent_change": 0.0, "prev_day_close": 579.954986572266}, {"option": "SPY270617C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2171, "open_interest": 3.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0203, "theta": -0.0008, "rho": 0.0035, "theo": 0.0267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-03T10:33:22", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.484, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.949981689453}, {"option": "SPY270617C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2197, "open_interest": 25.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0195, "theta": -0.0008, "rho": 0.0034, "theo": 0.0258, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-08-13T10:03:08", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.489, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.954986572266}, {"option": "SPY270617C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2224, "open_interest": 13.0, "volume": 0.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0188, "theta": -0.0008, "rho": 0.0032, "theo": 0.0249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T13:08:37", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270617P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4942, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.954986572266}, {"option": "SPY270617C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2204, "open_interest": 61.0, "volume": 10.0, "delta": 0.0008, "gamma": 0.0, "vega": 0.0181, "theta": -0.0007, "rho": 0.0031, "theo": 0.024, "change": 0.0, "open": 0.01, "high": 0.01, "low": 0.01, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-11T12:29:09", "percent_change": 2.23517e-06, "prev_day_close": 0.0149999996647239}, {"option": "SPY270617P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4995, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.954986572266}, {"option": "SPY270617C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2229, "open_interest": 0.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0173, "theta": -0.0007, "rho": 0.003, "theo": 0.0229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270617P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5046, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.954986572266}, {"option": "SPY270617C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2254, "open_interest": 303.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0169, "theta": -0.0007, "rho": 0.0029, "theo": 0.0225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-09-15T14:51:50", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5097, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.954986572266}, {"option": "SPY270617C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2279, "open_interest": 112.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0164, "theta": -0.0007, "rho": 0.0027, "theo": 0.0217, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T10:25:38", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5145, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.954986572266}, {"option": "SPY270617C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2242, "open_interest": 162.0, "volume": 0.0, "delta": 0.0007, "gamma": 0.0, "vega": 0.0158, "theta": -0.0006, "rho": 0.0026, "theo": 0.0212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-10-23T12:10:14", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5195, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.954986572266}, {"option": "SPY270617C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 182.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0153, "theta": -0.0006, "rho": 0.0025, "theo": 0.0204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-10-26T09:46:36", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5246, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.954986572266}, {"option": "SPY270617C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.229, "open_interest": 2.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0148, "theta": -0.0006, "rho": 0.0024, "theo": 0.0198, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-08-06T12:14:35", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5296, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.954986572266}, {"option": "SPY270617C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2313, "open_interest": 506.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0143, "theta": -0.0006, "rho": 0.0024, "theo": 0.0192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-09-15T13:22:59", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5344, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.954986572266}, {"option": "SPY270617C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2337, "open_interest": 184.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0138, "theta": -0.0006, "rho": 0.0023, "theo": 0.0186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-06T15:46:17", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5393, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.954986572266}, {"option": "SPY270617C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.236, "open_interest": 161.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0, "vega": 0.0133, "theta": -0.0006, "rho": 0.0022, "theo": 0.0181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.01, "last_trade_time": "2026-11-10T09:51:15", "percent_change": 0.0, "prev_day_close": 0.00999999977648258}, {"option": "SPY270617P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5441, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 709.949981689453}, {"option": "SPY270617C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2448, "open_interest": 1353.0, "volume": 202.0, "delta": 0.0005, "gamma": 0.0, "vega": 0.0129, "theta": -0.0006, "rho": 0.0021, "theo": 0.0175, "change": 0.005, "open": 0.01, "high": 0.02, "low": 0.01, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-11T11:38:10", "percent_change": 33.3333, "prev_day_close": 0.0149999996647239}, {"option": "SPY270617P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5489, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1178, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 709.12, "last_trade_time": "2026-10-28T10:18:41", "percent_change": 0.0, "prev_day_close": 719.954986572266}, {"option": "SPY270630C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3084, "open_interest": 11.0, "volume": 0.0, "delta": 0.9562, "gamma": 0.0005, "vega": 0.5718, "theta": -0.0046, "rho": 2.7792, "theo": 255.0169, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 272.96, "last_trade_time": "2026-08-17T13:56:15", "percent_change": 0.0, "prev_day_close": 254.884994506836}, {"option": "SPY270630P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3221, "open_interest": 458.0, "volume": 11.0, "delta": -0.0456, "gamma": 0.0005, "vega": 0.5901, "theta": -0.0392, "rho": -0.2273, "theo": 3.9145, "change": -0.485, "open": 4.09, "high": 4.09, "low": 3.98, "tick": "down", "last_trade_price": 3.98, "last_trade_time": "2026-11-11T14:10:53", "percent_change": -10.8623, "prev_day_close": 3.89499998092651}, {"option": "SPY270630C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3037, "open_interest": 5.0, "volume": 0.0, "delta": 0.9544, "gamma": 0.0005, "vega": 0.5967, "theta": -0.0061, "rho": 2.7997, "theo": 250.2905, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 267.29, "last_trade_time": "2026-09-22T12:41:07", "percent_change": 0.0, "prev_day_close": 250.01000213623}, {"option": "SPY270630P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3184, "open_interest": 1182.0, "volume": 0.0, "delta": -0.0476, "gamma": 0.0005, "vega": 0.6092, "theta": -0.04, "rho": -0.2366, "theo": 4.059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.58, "last_trade_time": "2026-11-09T15:25:36", "percent_change": 0.0, "prev_day_close": 4.04500007629394}, {"option": "SPY270630C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3041, "open_interest": 2.0, "volume": 0.0, "delta": 0.9523, "gamma": 0.0005, "vega": 0.6181, "theta": -0.0076, "rho": 2.8188, "theo": 245.584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 252.23, "last_trade_time": "2026-09-11T13:25:57", "percent_change": 0.0, "prev_day_close": 245.409996032715}, {"option": "SPY270630P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3145, "open_interest": 424.0, "volume": 0.0, "delta": -0.0497, "gamma": 0.0005, "vega": 0.629, "theta": -0.041, "rho": -0.2456, "theo": 4.2097, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.09, "last_trade_time": "2026-11-10T13:30:34", "percent_change": 0.0, "prev_day_close": 4.1949999332428}, {"option": "SPY270630C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3019, "open_interest": 0.0, "volume": 0.0, "delta": 0.9502, "gamma": 0.0006, "vega": 0.6378, "theta": -0.0092, "rho": 2.8374, "theo": 240.8813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 240.709999084473}, {"option": "SPY270630P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3107, "open_interest": 156.0, "volume": 0.0, "delta": -0.0518, "gamma": 0.0006, "vega": 0.6497, "theta": -0.0419, "rho": -0.2559, "theo": 4.3675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.55, "last_trade_time": "2026-11-06T15:42:39", "percent_change": 0.0, "prev_day_close": 4.36500000953674}, {"option": "SPY270630C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2978, "open_interest": 1.0, "volume": 0.0, "delta": 0.948, "gamma": 0.0006, "vega": 0.658, "theta": -0.0108, "rho": 2.8556, "theo": 236.1806, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 254.6, "last_trade_time": "2026-08-10T14:42:57", "percent_change": 0.0, "prev_day_close": 236.014999389648}, {"option": "SPY270630P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.307, "open_interest": 1507.0, "volume": 2.0, "delta": -0.0541, "gamma": 0.0006, "vega": 0.6731, "theta": -0.0428, "rho": -0.2669, "theo": 4.5318, "change": -0.535, "open": 4.67, "high": 4.67, "low": 4.67, "tick": "down", "last_trade_price": 4.67, "last_trade_time": "2026-11-11T09:30:07", "percent_change": -10.2786, "prev_day_close": 4.53500008583069}, {"option": "SPY270630C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2956, "open_interest": 1.0, "volume": 0.0, "delta": 0.9457, "gamma": 0.0006, "vega": 0.6789, "theta": -0.0123, "rho": 2.8732, "theo": 231.4919, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 251.87, "last_trade_time": "2026-08-17T12:21:53", "percent_change": 0.0, "prev_day_close": 231.330001831055}, {"option": "SPY270630P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3033, "open_interest": 1460.0, "volume": 3.0, "delta": -0.0565, "gamma": 0.0006, "vega": 0.6986, "theta": -0.0438, "rho": -0.2783, "theo": 4.7061, "change": -0.57, "open": 4.9, "high": 4.9, "low": 4.85, "tick": "down", "last_trade_price": 4.85, "last_trade_time": "2026-11-11T11:51:56", "percent_change": -10.5166, "prev_day_close": 4.71000003814697}, {"option": "SPY270630C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2923, "open_interest": 1.0, "volume": 0.0, "delta": 0.9432, "gamma": 0.0006, "vega": 0.7003, "theta": -0.014, "rho": 2.8904, "theo": 226.8109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 240.05, "last_trade_time": "2026-08-28T14:44:43", "percent_change": 0.0, "prev_day_close": 226.654998779297}, {"option": "SPY270630P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2996, "open_interest": 2248.0, "volume": 0.0, "delta": -0.059, "gamma": 0.0006, "vega": 0.7234, "theta": -0.0448, "rho": -0.291, "theo": 4.8865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.58, "last_trade_time": "2026-11-09T15:42:11", "percent_change": 0.0, "prev_day_close": 4.89499998092651}, {"option": "SPY270630C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 0.0, "volume": 0.0, "delta": 0.9407, "gamma": 0.0007, "vega": 0.722, "theta": -0.0156, "rho": 2.9071, "theo": 222.1379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 203.29, "last_trade_time": "2026-11-06T12:21:10", "percent_change": 0.0, "prev_day_close": 221.985000610352}, {"option": "SPY270630P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2961, "open_interest": 203.0, "volume": 0.0, "delta": -0.0616, "gamma": 0.0007, "vega": 0.7483, "theta": -0.0458, "rho": -0.3043, "theo": 5.0782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.84, "last_trade_time": "2026-11-02T09:40:31", "percent_change": 0.0, "prev_day_close": 5.08999991416931}, {"option": "SPY270630C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2856, "open_interest": 0.0, "volume": 0.0, "delta": 0.938, "gamma": 0.0007, "vega": 0.7474, "theta": -0.0172, "rho": 2.9234, "theo": 217.4733, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 232.31, "last_trade_time": "2026-08-06T12:34:32", "percent_change": 0.0, "prev_day_close": 217.325004577637}, {"option": "SPY270630P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2924, "open_interest": 231.0, "volume": 0.0, "delta": -0.0644, "gamma": 0.0007, "vega": 0.774, "theta": -0.0468, "rho": -0.3159, "theo": 5.2804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.22, "last_trade_time": "2026-11-04T12:13:40", "percent_change": 0.0, "prev_day_close": 5.29000020027161}, {"option": "SPY270630C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2825, "open_interest": 0.0, "volume": 0.0, "delta": 0.9352, "gamma": 0.0007, "vega": 0.7794, "theta": -0.0189, "rho": 2.9394, "theo": 212.8174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 212.669998168945}, {"option": "SPY270630P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2888, "open_interest": 56.0, "volume": 0.0, "delta": -0.0673, "gamma": 0.0008, "vega": 0.7998, "theta": -0.0479, "rho": -0.3294, "theo": 5.4922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.34, "last_trade_time": "2026-11-09T15:56:53", "percent_change": 0.0, "prev_day_close": 5.50500011444092}, {"option": "SPY270630C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2792, "open_interest": 2.0, "volume": 0.0, "delta": 0.9323, "gamma": 0.0008, "vega": 0.8123, "theta": -0.0206, "rho": 2.9552, "theo": 208.1711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 214.28, "last_trade_time": "2026-10-22T10:28:55", "percent_change": 0.0, "prev_day_close": 208.029998779297}, {"option": "SPY270630P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2852, "open_interest": 563.0, "volume": 0.0, "delta": -0.0704, "gamma": 0.0008, "vega": 0.8253, "theta": -0.049, "rho": -0.3434, "theo": 5.7157, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.99, "last_trade_time": "2026-11-06T10:20:54", "percent_change": 0.0, "prev_day_close": 5.73000001907349}, {"option": "SPY270630C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2759, "open_interest": 84.0, "volume": 1.0, "delta": 0.9291, "gamma": 0.0008, "vega": 0.8385, "theta": -0.0223, "rho": 2.9687, "theo": 203.5428, "change": 10.72, "open": 204.14, "high": 204.14, "low": 204.14, "tick": "up", "last_trade_price": 204.14, "last_trade_time": "2026-11-11T12:45:45", "percent_change": 5.54234, "prev_day_close": 203.425003051758}, {"option": "SPY270630P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2817, "open_interest": 280.0, "volume": 1.0, "delta": -0.0736, "gamma": 0.0008, "vega": 0.8523, "theta": -0.0501, "rho": -0.3583, "theo": 5.9493, "change": -0.89, "open": 6.0, "high": 6.0, "low": 6.0, "tick": "down", "last_trade_price": 6.0, "last_trade_time": "2026-11-11T12:55:07", "percent_change": -12.9173, "prev_day_close": 5.96499991416931}, {"option": "SPY270630C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2726, "open_interest": 20.0, "volume": 0.0, "delta": 0.9258, "gamma": 0.0008, "vega": 0.8653, "theta": -0.0241, "rho": 2.9816, "theo": 198.9254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 201.39, "last_trade_time": "2026-10-23T09:57:49", "percent_change": 0.0, "prev_day_close": 198.770004272461}, {"option": "SPY270630P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2782, "open_interest": 2029.0, "volume": 0.0, "delta": -0.077, "gamma": 0.0009, "vega": 0.8824, "theta": -0.0512, "rho": -0.3733, "theo": 6.1945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.26, "last_trade_time": "2026-11-10T15:16:54", "percent_change": 0.0, "prev_day_close": 6.20999979972839}, {"option": "SPY270630C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2695, "open_interest": 1.0, "volume": 0.0, "delta": 0.9224, "gamma": 0.0009, "vega": 0.893, "theta": -0.0258, "rho": 2.9938, "theo": 194.3194, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 187.43, "last_trade_time": "2026-07-23T09:30:09", "percent_change": 0.0, "prev_day_close": 194.215003967285}, {"option": "SPY270630P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2747, "open_interest": 423.0, "volume": 1.0, "delta": -0.0806, "gamma": 0.0009, "vega": 0.9156, "theta": -0.0524, "rho": -0.3895, "theo": 6.4538, "change": -0.8, "open": 6.69, "high": 6.69, "low": 6.69, "tick": "down", "last_trade_price": 6.69, "last_trade_time": "2026-11-11T11:12:21", "percent_change": -10.6809, "prev_day_close": 6.47000002861023}, {"option": "SPY270630C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2662, "open_interest": 29.0, "volume": 2.0, "delta": 0.9187, "gamma": 0.0009, "vega": 0.9212, "theta": -0.0276, "rho": 3.0052, "theo": 189.7255, "change": 10.98, "open": 190.09, "high": 190.09, "low": 190.09, "tick": "up", "last_trade_price": 190.09, "last_trade_time": "2026-11-11T14:11:29", "percent_change": 6.13032, "prev_day_close": 189.559997558594}, {"option": "SPY270630P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2714, "open_interest": 792.0, "volume": 2.0, "delta": -0.0843, "gamma": 0.001, "vega": 0.949, "theta": -0.0536, "rho": -0.4088, "theo": 6.7234, "change": -0.81, "open": 7.0, "high": 7.0, "low": 7.0, "tick": "down", "last_trade_price": 7.0, "last_trade_time": "2026-11-11T09:30:07", "percent_change": -10.3713, "prev_day_close": 6.74000000953674}, {"option": "SPY270630C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2631, "open_interest": 4.0, "volume": 0.0, "delta": 0.9149, "gamma": 0.001, "vega": 0.9499, "theta": -0.0294, "rho": 3.0158, "theo": 185.1441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 166.45, "last_trade_time": "2026-11-06T10:40:39", "percent_change": 0.0, "prev_day_close": 184.970001220703}, {"option": "SPY270630P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.268, "open_interest": 258.0, "volume": 0.0, "delta": -0.0882, "gamma": 0.001, "vega": 0.9817, "theta": -0.0548, "rho": -0.4269, "theo": 7.0111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.64, "last_trade_time": "2026-11-10T12:59:00", "percent_change": 0.0, "prev_day_close": 7.02999997138977}, {"option": "SPY270630C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.26, "open_interest": 19.0, "volume": 0.0, "delta": 0.9109, "gamma": 0.001, "vega": 0.9851, "theta": -0.0312, "rho": 3.0258, "theo": 180.5757, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 169.48, "last_trade_time": "2026-11-10T09:32:43", "percent_change": 0.0, "prev_day_close": 180.519996643066}, {"option": "SPY270630P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2646, "open_interest": 553.0, "volume": 47.0, "delta": -0.0924, "gamma": 0.001, "vega": 1.0144, "theta": -0.056, "rho": -0.4444, "theo": 7.3146, "change": -1.15, "open": 7.69, "high": 7.79, "low": 7.3, "tick": "up", "last_trade_price": 7.36, "last_trade_time": "2026-11-11T14:58:06", "percent_change": -13.5135, "prev_day_close": 7.33000016212463}, {"option": "SPY270630C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2567, "open_interest": 67.0, "volume": 0.0, "delta": 0.9067, "gamma": 0.0011, "vega": 1.0266, "theta": -0.0331, "rho": 3.0353, "theo": 176.0207, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 166.2, "last_trade_time": "2026-11-10T15:41:29", "percent_change": 0.0, "prev_day_close": 175.839996337891}, {"option": "SPY270630P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2613, "open_interest": 83.0, "volume": 0.0, "delta": -0.0968, "gamma": 0.0011, "vega": 1.0468, "theta": -0.0573, "rho": -0.4648, "theo": 7.6348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.46, "last_trade_time": "2026-11-09T10:05:26", "percent_change": 0.0, "prev_day_close": 7.64499998092651}, {"option": "SPY270630C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2524, "open_interest": 6.0, "volume": 0.0, "delta": 0.9023, "gamma": 0.0011, "vega": 1.0634, "theta": -0.0349, "rho": 3.044, "theo": 171.4862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 162.8, "last_trade_time": "2026-11-10T10:34:24", "percent_change": 0.0, "prev_day_close": 171.300003051758}, {"option": "SPY270630P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2579, "open_interest": 582.0, "volume": 8.0, "delta": -0.1014, "gamma": 0.0012, "vega": 1.0801, "theta": -0.0586, "rho": -0.4851, "theo": 7.968, "change": -1.35, "open": 7.93, "high": 7.93, "low": 7.93, "tick": "down", "last_trade_price": 7.93, "last_trade_time": "2026-11-11T13:53:36", "percent_change": -14.5474, "prev_day_close": 7.98000001907349}, {"option": "SPY270630C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2508, "open_interest": 5.0, "volume": 0.0, "delta": 0.8976, "gamma": 0.0012, "vega": 1.0969, "theta": -0.0368, "rho": 3.0501, "theo": 166.9714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 180.61, "last_trade_time": "2026-10-02T11:03:40", "percent_change": 0.0, "prev_day_close": 166.770004272461}, {"option": "SPY270630P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2547, "open_interest": 472.0, "volume": 7.0, "delta": -0.1063, "gamma": 0.0012, "vega": 1.1157, "theta": -0.0598, "rho": -0.5061, "theo": 8.3197, "change": -0.85, "open": 8.85, "high": 8.85, "low": 8.85, "tick": "down", "last_trade_price": 8.85, "last_trade_time": "2026-11-11T10:11:57", "percent_change": -8.76289, "prev_day_close": 8.32999992370606}, {"option": "SPY270630C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2479, "open_interest": 7.0, "volume": 0.0, "delta": 0.8927, "gamma": 0.0012, "vega": 1.1312, "theta": -0.0387, "rho": 3.0551, "theo": 162.473, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.33, "last_trade_time": "2026-11-06T12:36:53", "percent_change": 0.0, "prev_day_close": 162.264999389648}, {"option": "SPY270630P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2515, "open_interest": 244.0, "volume": 1.0, "delta": -0.1113, "gamma": 0.0013, "vega": 1.1563, "theta": -0.0612, "rho": -0.528, "theo": 8.6879, "change": -1.14, "open": 9.0, "high": 9.0, "low": 9.0, "tick": "down", "last_trade_price": 9.0, "last_trade_time": "2026-11-11T10:57:26", "percent_change": -11.2426, "prev_day_close": 8.69999980926514}, {"option": "SPY270630C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2436, "open_interest": 6.0, "volume": 0.0, "delta": 0.8875, "gamma": 0.0013, "vega": 1.1662, "theta": -0.0406, "rho": 3.0591, "theo": 157.9918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 147.55, "last_trade_time": "2026-11-09T10:07:44", "percent_change": 0.0, "prev_day_close": 157.775001525879}, {"option": "SPY270630P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 384.0, "volume": 2.0, "delta": -0.1167, "gamma": 0.0013, "vega": 1.1993, "theta": -0.0625, "rho": -0.5536, "theo": 9.0792, "change": -0.85, "open": 9.75, "high": 9.75, "low": 9.75, "tick": "down", "last_trade_price": 9.75, "last_trade_time": "2026-11-11T09:48:58", "percent_change": -8.01887, "prev_day_close": 9.09000015258789}, {"option": "SPY270630C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2416, "open_interest": 7.0, "volume": 2.0, "delta": 0.8821, "gamma": 0.0013, "vega": 1.2015, "theta": -0.0424, "rho": 3.0619, "theo": 153.5284, "change": 6.205, "open": 149.6, "high": 149.6, "low": 149.57, "tick": "down", "last_trade_price": 149.57, "last_trade_time": "2026-11-11T10:22:18", "percent_change": 4.32811, "prev_day_close": 153.309997558594}, {"option": "SPY270630P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.245, "open_interest": 278.0, "volume": 0.0, "delta": -0.1224, "gamma": 0.0014, "vega": 1.2382, "theta": -0.0638, "rho": -0.5784, "theo": 9.4922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.56, "last_trade_time": "2026-11-06T12:37:52", "percent_change": 0.0, "prev_day_close": 9.5}, {"option": "SPY270630C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 3.0, "volume": 0.0, "delta": 0.8764, "gamma": 0.0014, "vega": 1.2452, "theta": -0.0444, "rho": 3.0638, "theo": 149.0837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 150.15, "last_trade_time": "2026-10-30T10:57:05", "percent_change": 0.0, "prev_day_close": 148.860000610352}, {"option": "SPY270630P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2418, "open_interest": 127.0, "volume": 0.0, "delta": -0.1283, "gamma": 0.0015, "vega": 1.2772, "theta": -0.0652, "rho": -0.6037, "theo": 9.9249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.94, "last_trade_time": "2026-11-10T10:26:43", "percent_change": 0.0, "prev_day_close": 9.93499994277954}, {"option": "SPY270630C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2359, "open_interest": 24.0, "volume": 0.0, "delta": 0.8705, "gamma": 0.0015, "vega": 1.2954, "theta": -0.0462, "rho": 3.0667, "theo": 144.6579, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 127.0, "last_trade_time": "2026-11-05T12:42:33", "percent_change": 0.0, "prev_day_close": 144.360000610352}, {"option": "SPY270630P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 276.0, "volume": 3.0, "delta": -0.1346, "gamma": 0.0015, "vega": 1.3161, "theta": -0.0666, "rho": -0.632, "theo": 10.3808, "change": -1.15, "open": 10.8, "high": 10.99, "low": 10.8, "tick": "up", "last_trade_price": 10.99, "last_trade_time": "2026-11-11T09:59:01", "percent_change": -9.47282, "prev_day_close": 10.3850002288818}, {"option": "SPY270630C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.233, "open_interest": 43.0, "volume": 5.0, "delta": 0.8642, "gamma": 0.0015, "vega": 1.3348, "theta": -0.0481, "rho": 3.0648, "theo": 140.2648, "change": 10.065, "open": 140.08, "high": 140.41, "low": 140.08, "tick": "up", "last_trade_price": 140.41, "last_trade_time": "2026-11-11T14:11:29", "percent_change": 7.72181, "prev_day_close": 140.044998168945}, {"option": "SPY270630P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2356, "open_interest": 96.0, "volume": 0.0, "delta": -0.1411, "gamma": 0.0016, "vega": 1.3565, "theta": -0.0679, "rho": -0.6582, "theo": 10.857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.25, "last_trade_time": "2026-11-06T12:36:53", "percent_change": 0.0, "prev_day_close": 10.8649997711182}, {"option": "SPY270630C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2298, "open_interest": 32.0, "volume": 2.0, "delta": 0.8576, "gamma": 0.0016, "vega": 1.3746, "theta": -0.05, "rho": 3.0615, "theo": 135.8942, "change": 6.0, "open": 132.01, "high": 132.04, "low": 132.01, "tick": "up", "last_trade_price": 132.04, "last_trade_time": "2026-11-11T10:24:32", "percent_change": 4.7604, "prev_day_close": 135.574996948242}, {"option": "SPY270630P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2324, "open_interest": 306.0, "volume": 23.0, "delta": -0.148, "gamma": 0.0017, "vega": 1.4013, "theta": -0.0693, "rho": -0.6852, "theo": 11.3624, "change": -1.91, "open": 11.94, "high": 12.08, "low": 11.34, "tick": "up", "last_trade_price": 11.4, "last_trade_time": "2026-11-11T15:21:11", "percent_change": -14.3501, "prev_day_close": 11.375}, {"option": "SPY270630C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2271, "open_interest": 7.0, "volume": 0.0, "delta": 0.8507, "gamma": 0.0017, "vega": 1.415, "theta": -0.0519, "rho": 3.0567, "theo": 131.5468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 122.52, "last_trade_time": "2026-11-10T15:27:24", "percent_change": 0.0, "prev_day_close": 131.229995727539}, {"option": "SPY270630P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2294, "open_interest": 32.0, "volume": 0.0, "delta": -0.1553, "gamma": 0.0018, "vega": 1.4515, "theta": -0.0707, "rho": -0.7152, "theo": 11.8908, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.77, "last_trade_time": "2026-11-06T12:36:54", "percent_change": 0.0, "prev_day_close": 11.9049997329712}, {"option": "SPY270630C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2247, "open_interest": 14.0, "volume": 0.0, "delta": 0.8434, "gamma": 0.0018, "vega": 1.4558, "theta": -0.0538, "rho": 3.0503, "theo": 127.2236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 133.41, "last_trade_time": "2026-11-04T11:02:44", "percent_change": 0.0, "prev_day_close": 126.86499786377}, {"option": "SPY270630P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2263, "open_interest": 55.0, "volume": 1.0, "delta": -0.163, "gamma": 0.0018, "vega": 1.4951, "theta": -0.072, "rho": -0.7526, "theo": 12.4529, "change": -2.25, "open": 12.36, "high": 12.36, "low": 12.36, "tick": "down", "last_trade_price": 12.36, "last_trade_time": "2026-11-11T13:27:03", "percent_change": -15.4004, "prev_day_close": 12.4650001525879}, {"option": "SPY270630C00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2238, "open_interest": 3.0, "volume": 0.0, "delta": 0.8419, "gamma": 0.0018, "vega": 1.4639, "theta": -0.0541, "rho": 3.0489, "theo": 126.362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 108.46, "last_trade_time": "2026-11-05T13:04:46", "percent_change": 0.0, "prev_day_close": 126.024997711182}, {"option": "SPY270630P00661000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2257, "open_interest": 11.0, "volume": 0.0, "delta": -0.1646, "gamma": 0.0019, "vega": 1.5035, "theta": -0.0723, "rho": -0.759, "theo": 12.5691, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 11.65, "last_trade_time": "2026-10-09T15:34:44", "percent_change": 0.0, "prev_day_close": 12.5799999237061}, {"option": "SPY270630C00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2235, "open_interest": 1.0, "volume": 0.0, "delta": 0.8404, "gamma": 0.0018, "vega": 1.4721, "theta": -0.0545, "rho": 3.0474, "theo": 125.506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 110.23, "last_trade_time": "2026-11-06T09:59:44", "percent_change": 0.0, "prev_day_close": 125.180000305176}, {"option": "SPY270630P00662000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2251, "open_interest": 1.0, "volume": 0.0, "delta": -0.1662, "gamma": 0.0019, "vega": 1.5122, "theta": -0.0726, "rho": -0.7656, "theo": 12.6863, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.62, "last_trade_time": "2026-09-17T09:57:50", "percent_change": 0.0, "prev_day_close": 12.6999998092651}, {"option": "SPY270630C00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 2.0, "volume": 0.0, "delta": 0.8389, "gamma": 0.0018, "vega": 1.4803, "theta": -0.0549, "rho": 3.0459, "theo": 124.6464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 130.17, "last_trade_time": "2026-11-04T09:39:51", "percent_change": 0.0, "prev_day_close": 124.259998321533}, {"option": "SPY270630P00663000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2246, "open_interest": 2.0, "volume": 0.0, "delta": -0.1678, "gamma": 0.0019, "vega": 1.5211, "theta": -0.0729, "rho": -0.7723, "theo": 12.8045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.62, "last_trade_time": "2026-10-29T15:31:36", "percent_change": 0.0, "prev_day_close": 12.8199996948242}, {"option": "SPY270630C00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2223, "open_interest": 4.0, "volume": 0.0, "delta": 0.8374, "gamma": 0.0018, "vega": 1.4912, "theta": -0.0552, "rho": 3.0443, "theo": 123.7879, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 108.56, "last_trade_time": "2026-11-06T09:59:30", "percent_change": 0.0, "prev_day_close": 123.430000305176}, {"option": "SPY270630P00664000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2239, "open_interest": 9.0, "volume": 1.0, "delta": -0.1694, "gamma": 0.0019, "vega": 1.5302, "theta": -0.0731, "rho": -0.7792, "theo": 12.9236, "change": -2.205, "open": 12.97, "high": 12.97, "low": 12.97, "tick": "down", "last_trade_price": 12.97, "last_trade_time": "2026-11-11T14:58:59", "percent_change": -14.5305, "prev_day_close": 12.9399995803833}, {"option": "SPY270630C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2214, "open_interest": 434.0, "volume": 0.0, "delta": 0.8358, "gamma": 0.0018, "vega": 1.5022, "theta": -0.0556, "rho": 3.0426, "theo": 122.9304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.1, "last_trade_time": "2026-11-10T15:24:35", "percent_change": 0.0, "prev_day_close": 122.610000610352}, {"option": "SPY270630P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2233, "open_interest": 3008.0, "volume": 0.0, "delta": -0.171, "gamma": 0.0019, "vega": 1.5393, "theta": -0.0734, "rho": -0.7856, "theo": 13.0437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.2, "last_trade_time": "2026-11-10T10:48:03", "percent_change": 0.0, "prev_day_close": 13.0600004196167}, {"option": "SPY270630C00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2212, "open_interest": 1.0, "volume": 0.0, "delta": 0.8342, "gamma": 0.0019, "vega": 1.5132, "theta": -0.056, "rho": 3.041, "theo": 122.074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 145.8, "last_trade_time": "2026-08-13T14:06:47", "percent_change": 0.0, "prev_day_close": 121.75}, {"option": "SPY270630P00666000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2227, "open_interest": 9.0, "volume": 0.0, "delta": -0.1727, "gamma": 0.002, "vega": 1.5486, "theta": -0.0737, "rho": -0.7926, "theo": 13.1649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.25, "last_trade_time": "2026-11-06T10:32:31", "percent_change": 0.0, "prev_day_close": 13.1800003051758}, {"option": "SPY270630C00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2207, "open_interest": 2.0, "volume": 0.0, "delta": 0.8326, "gamma": 0.0019, "vega": 1.5244, "theta": -0.0563, "rho": 3.0393, "theo": 121.2186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 128.36, "last_trade_time": "2026-11-04T10:42:09", "percent_change": 0.0, "prev_day_close": 120.875}, {"option": "SPY270630P00667000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 8.0, "volume": 0.0, "delta": -0.1744, "gamma": 0.002, "vega": 1.5571, "theta": -0.0739, "rho": -0.801, "theo": 13.2879, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.47, "last_trade_time": "2026-10-29T14:42:26", "percent_change": 0.0, "prev_day_close": 13.3100004196167}, {"option": "SPY270630C00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2199, "open_interest": 4.0, "volume": 0.0, "delta": 0.8311, "gamma": 0.0019, "vega": 1.5357, "theta": -0.0567, "rho": 3.0376, "theo": 120.3643, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 128.43, "last_trade_time": "2026-11-04T11:59:40", "percent_change": 0.0, "prev_day_close": 120.014999389648}, {"option": "SPY270630P00668000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2215, "open_interest": 11.0, "volume": 1.0, "delta": -0.176, "gamma": 0.002, "vega": 1.5658, "theta": -0.0742, "rho": -0.8079, "theo": 13.4123, "change": -1.255, "open": 14.5, "high": 14.5, "low": 14.5, "tick": "down", "last_trade_price": 14.5, "last_trade_time": "2026-11-11T09:46:46", "percent_change": -7.96573, "prev_day_close": 13.4300003051758}, {"option": "SPY270630C00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2196, "open_interest": 33.0, "volume": 2.0, "delta": 0.8294, "gamma": 0.0019, "vega": 1.547, "theta": -0.0571, "rho": 3.0359, "theo": 119.511, "change": 5.845, "open": 115.96, "high": 115.96, "low": 115.91, "tick": "down", "last_trade_price": 115.91, "last_trade_time": "2026-11-11T10:22:13", "percent_change": 5.3105, "prev_day_close": 119.189998626709}, {"option": "SPY270630P00669000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2209, "open_interest": 1.0, "volume": 0.0, "delta": -0.1778, "gamma": 0.002, "vega": 1.5748, "theta": -0.0745, "rho": -0.8145, "theo": 13.5377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.02, "last_trade_time": "2026-07-08T11:25:06", "percent_change": 0.0, "prev_day_close": 13.5600004196167}, {"option": "SPY270630C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2189, "open_interest": 168.0, "volume": 1.0, "delta": 0.8278, "gamma": 0.0019, "vega": 1.5578, "theta": -0.0574, "rho": 3.0369, "theo": 118.6595, "change": 5.97, "open": 115.21, "high": 115.21, "low": 115.21, "tick": "up", "last_trade_price": 115.21, "last_trade_time": "2026-11-11T10:17:25", "percent_change": 5.46503, "prev_day_close": 118.400001525879}, {"option": "SPY270630P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2203, "open_interest": 168.0, "volume": 4.0, "delta": -0.1795, "gamma": 0.002, "vega": 1.5837, "theta": -0.0747, "rho": -0.8201, "theo": 13.6642, "change": -1.5, "open": 14.43, "high": 14.55, "low": 14.43, "tick": "up", "last_trade_price": 14.55, "last_trade_time": "2026-11-11T10:05:16", "percent_change": -9.3458, "prev_day_close": 13.6800003051758}, {"option": "SPY270630C00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2184, "open_interest": 29.0, "volume": 0.0, "delta": 0.8262, "gamma": 0.002, "vega": 1.5666, "theta": -0.0578, "rho": 3.0343, "theo": 117.8111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 143.87, "last_trade_time": "2026-08-13T10:11:49", "percent_change": 0.0, "prev_day_close": 117.560001373291}, {"option": "SPY270630P00671000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2197, "open_interest": 5.0, "volume": 0.0, "delta": -0.1812, "gamma": 0.002, "vega": 1.5926, "theta": -0.075, "rho": -0.8248, "theo": 13.792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 14.03, "last_trade_time": "2026-10-19T09:59:50", "percent_change": 0.0, "prev_day_close": 13.8100004196167}, {"option": "SPY270630C00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.218, "open_interest": 30.0, "volume": 0.0, "delta": 0.8245, "gamma": 0.002, "vega": 1.5753, "theta": -0.0582, "rho": 3.0318, "theo": 116.964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 113.24, "last_trade_time": "2026-10-30T15:07:42", "percent_change": 0.0, "prev_day_close": 116.709999084473}, {"option": "SPY270630P00672000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 7187.0, "volume": 11.0, "delta": -0.183, "gamma": 0.0021, "vega": 1.6014, "theta": -0.0753, "rho": -0.83, "theo": 13.9213, "change": -2.35, "open": 14.7, "high": 14.7, "low": 13.82, "tick": "no_change", "last_trade_price": 14.01, "last_trade_time": "2026-11-11T14:47:27", "percent_change": -14.3643, "prev_day_close": 13.9449996948242}, {"option": "SPY270630C00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2175, "open_interest": 101.0, "volume": 0.0, "delta": 0.8228, "gamma": 0.002, "vega": 1.5841, "theta": -0.0585, "rho": 3.0291, "theo": 116.118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 126.25, "last_trade_time": "2026-10-15T10:18:43", "percent_change": 0.0, "prev_day_close": 115.840000152588}, {"option": "SPY270630P00673000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2185, "open_interest": 31.0, "volume": 0.0, "delta": -0.1848, "gamma": 0.0021, "vega": 1.6101, "theta": -0.0755, "rho": -0.8375, "theo": 14.0519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.64, "last_trade_time": "2026-11-02T14:57:44", "percent_change": 0.0, "prev_day_close": 14.0749998092651}, {"option": "SPY270630C00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2168, "open_interest": 5.0, "volume": 0.0, "delta": 0.8211, "gamma": 0.002, "vega": 1.5928, "theta": -0.0589, "rho": 3.0265, "theo": 115.2733, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 135.89, "last_trade_time": "2026-08-04T12:54:02", "percent_change": 0.0, "prev_day_close": 114.944999694824}, {"option": "SPY270630P00674000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2179, "open_interest": 11.0, "volume": 0.0, "delta": -0.1865, "gamma": 0.0021, "vega": 1.6189, "theta": -0.0758, "rho": -0.8449, "theo": 14.1836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 14.82, "last_trade_time": "2026-09-29T11:40:10", "percent_change": 0.0, "prev_day_close": 14.210000038147}, {"option": "SPY270630C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2164, "open_interest": 25.0, "volume": 2.0, "delta": 0.8194, "gamma": 0.002, "vega": 1.6015, "theta": -0.0592, "rho": 3.0238, "theo": 114.4298, "change": 8.64, "open": 113.76, "high": 113.76, "low": 113.76, "tick": "up", "last_trade_price": 113.76, "last_trade_time": "2026-11-11T11:28:03", "percent_change": 8.21918, "prev_day_close": 114.110000610352}, {"option": "SPY270630P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2173, "open_interest": 63.0, "volume": 1.0, "delta": -0.1884, "gamma": 0.0021, "vega": 1.6279, "theta": -0.0761, "rho": -0.8522, "theo": 14.3166, "change": -1.565, "open": 15.26, "high": 15.26, "low": 15.26, "tick": "down", "last_trade_price": 15.26, "last_trade_time": "2026-11-11T09:59:01", "percent_change": -9.30164, "prev_day_close": 14.3400001525879}, {"option": "SPY270630C00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2156, "open_interest": 1.0, "volume": 0.0, "delta": 0.8177, "gamma": 0.002, "vega": 1.6103, "theta": -0.0596, "rho": 3.021, "theo": 113.5875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 121.37, "last_trade_time": "2026-10-29T14:35:05", "percent_change": 0.0, "prev_day_close": 113.310001373291}, {"option": "SPY270630P00676000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 190.0, "volume": 0.0, "delta": -0.1902, "gamma": 0.0021, "vega": 1.6368, "theta": -0.0763, "rho": -0.8588, "theo": 14.4508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.06, "last_trade_time": "2026-10-26T13:13:48", "percent_change": 0.0, "prev_day_close": 14.4750003814697}, {"option": "SPY270630C00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 4.0, "volume": 0.0, "delta": 0.8159, "gamma": 0.002, "vega": 1.619, "theta": -0.0599, "rho": 3.0182, "theo": 112.7464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 123.42, "last_trade_time": "2026-10-14T13:57:01", "percent_change": 0.0, "prev_day_close": 112.48999786377}, {"option": "SPY270630P00677000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2161, "open_interest": 8.0, "volume": 0.0, "delta": -0.192, "gamma": 0.0022, "vega": 1.6461, "theta": -0.0766, "rho": -0.8665, "theo": 14.5863, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 20.57, "last_trade_time": "2026-11-05T12:22:04", "percent_change": 0.0, "prev_day_close": 14.6149997711182}, {"option": "SPY270630C00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2147, "open_interest": 6.0, "volume": 0.0, "delta": 0.8142, "gamma": 0.0021, "vega": 1.6277, "theta": -0.0603, "rho": 3.0153, "theo": 111.9066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 96.7, "last_trade_time": "2026-11-06T12:15:42", "percent_change": 0.0, "prev_day_close": 111.634998321533}, {"option": "SPY270630P00678000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 102.0, "volume": 0.0, "delta": -0.1939, "gamma": 0.0022, "vega": 1.6565, "theta": -0.0769, "rho": -0.8733, "theo": 14.7232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.45, "last_trade_time": "2026-11-05T13:26:45", "percent_change": 0.0, "prev_day_close": 14.7550001144409}, {"option": "SPY270630C00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2142, "open_interest": 1.0, "volume": 0.0, "delta": 0.8124, "gamma": 0.0021, "vega": 1.6365, "theta": -0.0606, "rho": 3.0124, "theo": 111.068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 118.63, "last_trade_time": "2026-10-29T14:34:28", "percent_change": 0.0, "prev_day_close": 110.794998168945}, {"option": "SPY270630P00679000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2149, "open_interest": 11.0, "volume": 0.0, "delta": -0.1958, "gamma": 0.0022, "vega": 1.6676, "theta": -0.0771, "rho": -0.8812, "theo": 14.8615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 18.17, "last_trade_time": "2026-08-31T10:25:06", "percent_change": 0.0, "prev_day_close": 14.8949999809265}, {"option": "SPY270630C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2134, "open_interest": 111.0, "volume": 1.0, "delta": 0.8106, "gamma": 0.0021, "vega": 1.6452, "theta": -0.061, "rho": 3.0094, "theo": 110.2306, "change": 7.41, "open": 109.19, "high": 109.19, "low": 109.19, "tick": "up", "last_trade_price": 109.19, "last_trade_time": "2026-11-11T11:44:14", "percent_change": 7.28041, "prev_day_close": 109.919998168945}, {"option": "SPY270630P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2143, "open_interest": 611.0, "volume": 0.0, "delta": -0.1977, "gamma": 0.0022, "vega": 1.6788, "theta": -0.0774, "rho": -0.8852, "theo": 15.001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.45, "last_trade_time": "2026-11-09T10:27:17", "percent_change": 0.0, "prev_day_close": 15.0349998474121}, {"option": "SPY270630C00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.213, "open_interest": 0.0, "volume": 0.0, "delta": 0.8088, "gamma": 0.0021, "vega": 1.654, "theta": -0.0613, "rho": 3.0063, "theo": 109.3946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.48, "last_trade_time": "2026-06-29T14:58:17", "percent_change": 0.0, "prev_day_close": 109.074996948242}, {"option": "SPY270630P00681000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 4.0, "volume": 0.0, "delta": -0.1996, "gamma": 0.0022, "vega": 1.6892, "theta": -0.0776, "rho": -0.8909, "theo": 15.1426, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.84, "last_trade_time": "2026-07-23T15:10:02", "percent_change": 0.0, "prev_day_close": 15.1799998283386}, {"option": "SPY270630C00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2121, "open_interest": 4.0, "volume": 0.0, "delta": 0.807, "gamma": 0.0021, "vega": 1.6628, "theta": -0.0617, "rho": 3.0032, "theo": 108.5598, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.25, "last_trade_time": "2026-11-06T09:50:43", "percent_change": 0.0, "prev_day_close": 108.280002593994}, {"option": "SPY270630P00682000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 13.0, "volume": 0.0, "delta": -0.2015, "gamma": 0.0022, "vega": 1.699, "theta": -0.0779, "rho": -0.901, "theo": 15.2806, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.71, "last_trade_time": "2026-11-10T10:43:59", "percent_change": 0.0, "prev_day_close": 15.3249998092651}, {"option": "SPY270630C00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2119, "open_interest": 0.0, "volume": 0.0, "delta": 0.8051, "gamma": 0.0022, "vega": 1.6716, "theta": -0.062, "rho": 2.9999, "theo": 107.7262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 107.665000915527}, {"option": "SPY270630P00683000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2126, "open_interest": 246.0, "volume": 0.0, "delta": -0.2035, "gamma": 0.0023, "vega": 1.7097, "theta": -0.0782, "rho": -0.9093, "theo": 15.4314, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.02, "last_trade_time": "2026-11-10T10:44:39", "percent_change": 0.0, "prev_day_close": 15.4700002670288}, {"option": "SPY270630C00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2113, "open_interest": 0.0, "volume": 1.0, "delta": 0.8033, "gamma": 0.0022, "vega": 1.6804, "theta": -0.0623, "rho": 2.9966, "theo": 106.894, "change": 8.67, "open": 107.25, "high": 107.25, "low": 107.25, "tick": "up", "last_trade_price": 107.25, "last_trade_time": "2026-11-11T12:02:13", "percent_change": 8.79489, "prev_day_close": 106.610000610352}, {"option": "SPY270630P00684000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.212, "open_interest": 15.0, "volume": 0.0, "delta": -0.2055, "gamma": 0.0023, "vega": 1.7198, "theta": -0.0784, "rho": -0.9213, "theo": 15.5784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.17, "last_trade_time": "2026-11-10T10:44:39", "percent_change": 0.0, "prev_day_close": 15.6199998855591}, {"option": "SPY270630C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2107, "open_interest": 48.0, "volume": 0.0, "delta": 0.8014, "gamma": 0.0022, "vega": 1.6892, "theta": -0.0627, "rho": 2.9932, "theo": 106.0632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 89.98, "last_trade_time": "2026-11-06T09:42:51", "percent_change": 0.0, "prev_day_close": 105.76000213623}, {"option": "SPY270630P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2114, "open_interest": 41.0, "volume": 8.0, "delta": -0.2075, "gamma": 0.0023, "vega": 1.7294, "theta": -0.0787, "rho": -0.9283, "theo": 15.7271, "change": -2.76, "open": 15.67, "high": 15.75, "low": 15.67, "tick": "up", "last_trade_price": 15.75, "last_trade_time": "2026-11-11T16:08:15", "percent_change": -14.9109, "prev_day_close": 15.7650003433228}, {"option": "SPY270630C00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2099, "open_interest": 0.0, "volume": 0.0, "delta": 0.7995, "gamma": 0.0022, "vega": 1.698, "theta": -0.063, "rho": 2.9897, "theo": 105.2336, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.909999847412}, {"option": "SPY270630P00686000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2108, "open_interest": 14.0, "volume": 0.0, "delta": -0.2096, "gamma": 0.0023, "vega": 1.7388, "theta": -0.0789, "rho": -0.9363, "theo": 15.8772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.74, "last_trade_time": "2026-10-30T13:01:25", "percent_change": 0.0, "prev_day_close": 15.9200000762939}, {"option": "SPY270630C00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 22.0, "volume": 0.0, "delta": 0.7976, "gamma": 0.0022, "vega": 1.7068, "theta": -0.0634, "rho": 2.9861, "theo": 104.4054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 113.59, "last_trade_time": "2026-10-19T10:50:13", "percent_change": 0.0, "prev_day_close": 104.325000762939}, {"option": "SPY270630P00687000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2102, "open_interest": 6.0, "volume": 0.0, "delta": -0.2116, "gamma": 0.0024, "vega": 1.7478, "theta": -0.0792, "rho": -0.9468, "theo": 16.029, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.86, "last_trade_time": "2026-10-19T10:47:27", "percent_change": 0.0, "prev_day_close": 16.0700006484985}, {"option": "SPY270630C00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2088, "open_interest": 2.0, "volume": 0.0, "delta": 0.7956, "gamma": 0.0022, "vega": 1.7156, "theta": -0.0637, "rho": 2.9824, "theo": 103.5785, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 105.49, "last_trade_time": "2026-11-02T11:20:37", "percent_change": 0.0, "prev_day_close": 103.279998779297}, {"option": "SPY270630P00688000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2096, "open_interest": 4.0, "volume": 0.0, "delta": -0.2137, "gamma": 0.0024, "vega": 1.7563, "theta": -0.0795, "rho": -0.9587, "theo": 16.1826, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.51, "last_trade_time": "2026-11-05T15:59:50", "percent_change": 0.0, "prev_day_close": 16.2300004959106}, {"option": "SPY270630C00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 4.0, "volume": 0.0, "delta": 0.7937, "gamma": 0.0023, "vega": 1.7243, "theta": -0.064, "rho": 2.9787, "theo": 102.7531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.65, "last_trade_time": "2026-09-22T09:49:10", "percent_change": 0.0, "prev_day_close": 102.479999542236}, {"option": "SPY270630P00689000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.209, "open_interest": 6.0, "volume": 0.0, "delta": -0.2158, "gamma": 0.0024, "vega": 1.765, "theta": -0.0797, "rho": -0.966, "theo": 16.3377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.69, "last_trade_time": "2026-10-19T15:59:50", "percent_change": 0.0, "prev_day_close": 16.3800001144409}, {"option": "SPY270630C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2077, "open_interest": 231.0, "volume": 0.0, "delta": 0.7917, "gamma": 0.0023, "vega": 1.7331, "theta": -0.0644, "rho": 2.9749, "theo": 101.929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 92.35, "last_trade_time": "2026-11-10T10:55:51", "percent_change": 0.0, "prev_day_close": 101.669998168945}, {"option": "SPY270630P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 619.0, "volume": 7.0, "delta": -0.2179, "gamma": 0.0024, "vega": 1.7746, "theta": -0.0799, "rho": -0.9741, "theo": 16.4942, "change": -2.985, "open": 16.43, "high": 16.43, "low": 16.43, "tick": "down", "last_trade_price": 16.43, "last_trade_time": "2026-11-11T13:38:42", "percent_change": -15.3747, "prev_day_close": 16.539999961853}, {"option": "SPY270630C00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2071, "open_interest": 11.0, "volume": 0.0, "delta": 0.7897, "gamma": 0.0023, "vega": 1.7417, "theta": -0.0647, "rho": 2.971, "theo": 101.1063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 98.18, "last_trade_time": "2026-11-03T10:09:58", "percent_change": 0.0, "prev_day_close": 100.869998931885}, {"option": "SPY270630P00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2078, "open_interest": 116.0, "volume": 0.0, "delta": -0.22, "gamma": 0.0024, "vega": 1.7844, "theta": -0.0802, "rho": -0.9824, "theo": 16.6519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.19, "last_trade_time": "2026-11-05T15:59:50", "percent_change": 0.0, "prev_day_close": 16.6999998092651}, {"option": "SPY270630C00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 3.0, "volume": 0.0, "delta": 0.7877, "gamma": 0.0023, "vega": 1.753, "theta": -0.065, "rho": 2.9671, "theo": 100.285, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.75, "last_trade_time": "2026-11-03T11:03:42", "percent_change": 0.0, "prev_day_close": 99.9899978637695}, {"option": "SPY270630P00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 74.0, "volume": 0.0, "delta": -0.2222, "gamma": 0.0025, "vega": 1.7943, "theta": -0.0804, "rho": -0.989, "theo": 16.8111, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.93, "last_trade_time": "2026-10-15T15:59:54", "percent_change": 0.0, "prev_day_close": 16.8599996566772}, {"option": "SPY270630C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.206, "open_interest": 18.0, "volume": 0.0, "delta": 0.7857, "gamma": 0.0024, "vega": 1.7647, "theta": -0.0653, "rho": 2.9631, "theo": 99.4651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 101.19, "last_trade_time": "2026-11-02T11:43:09", "percent_change": 0.0, "prev_day_close": 99.2349967956543}, {"option": "SPY270630P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 102.0, "volume": 0.0, "delta": -0.2243, "gamma": 0.0025, "vega": 1.8043, "theta": -0.0807, "rho": -0.9943, "theo": 16.972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.53, "last_trade_time": "2026-11-02T15:55:11", "percent_change": 0.0, "prev_day_close": 17.0199995040894}, {"option": "SPY270630C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2054, "open_interest": 18.0, "volume": 0.0, "delta": 0.7836, "gamma": 0.0024, "vega": 1.7765, "theta": -0.0656, "rho": 2.9591, "theo": 98.6466, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 105.44, "last_trade_time": "2026-11-04T10:09:23", "percent_change": 0.0, "prev_day_close": 98.3849983215332}, {"option": "SPY270630P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.206, "open_interest": 33.0, "volume": 0.0, "delta": -0.2265, "gamma": 0.0025, "vega": 1.8137, "theta": -0.0809, "rho": -1.0047, "theo": 17.1352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.99, "last_trade_time": "2026-11-05T13:44:43", "percent_change": 0.0, "prev_day_close": 17.1899995803833}, {"option": "SPY270630C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2049, "open_interest": 177.0, "volume": 0.0, "delta": 0.7816, "gamma": 0.0024, "vega": 1.7884, "theta": -0.066, "rho": 2.955, "theo": 97.8295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 94.67, "last_trade_time": "2026-11-03T09:44:34", "percent_change": 0.0, "prev_day_close": 97.5849990844726}, {"option": "SPY270630P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2055, "open_interest": 53.0, "volume": 4.0, "delta": -0.2287, "gamma": 0.0025, "vega": 1.8227, "theta": -0.0812, "rho": -1.0104, "theo": 17.297, "change": -2.86, "open": 17.51, "high": 17.51, "low": 17.51, "tick": "no_change", "last_trade_price": 17.51, "last_trade_time": "2026-11-11T15:55:01", "percent_change": -14.0403, "prev_day_close": 17.3499994277954}, {"option": "SPY270630C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 71.0, "volume": 0.0, "delta": 0.7795, "gamma": 0.0024, "vega": 1.8004, "theta": -0.0663, "rho": 2.951, "theo": 97.0139, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.86, "last_trade_time": "2026-11-03T09:44:34", "percent_change": 0.0, "prev_day_close": 96.7550010681152}, {"option": "SPY270630P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2048, "open_interest": 124.0, "volume": 0.0, "delta": -0.2309, "gamma": 0.0026, "vega": 1.8311, "theta": -0.0814, "rho": -1.0178, "theo": 17.4587, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.26, "last_trade_time": "2026-11-05T12:49:03", "percent_change": 0.0, "prev_day_close": 17.5199995040894}, {"option": "SPY270630C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2037, "open_interest": 57.0, "volume": 0.0, "delta": 0.7774, "gamma": 0.0024, "vega": 1.811, "theta": -0.0666, "rho": 2.9503, "theo": 96.2011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.27, "last_trade_time": "2026-10-07T12:37:45", "percent_change": 0.0, "prev_day_close": 95.9149971008301}, {"option": "SPY270630P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2043, "open_interest": 20.0, "volume": 0.0, "delta": -0.2333, "gamma": 0.0026, "vega": 1.84, "theta": -0.0816, "rho": -1.0265, "theo": 17.6358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.49, "last_trade_time": "2026-11-05T14:48:45", "percent_change": 0.0, "prev_day_close": 17.6899995803833}, {"option": "SPY270630C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 30.0, "volume": 0.0, "delta": 0.7752, "gamma": 0.0024, "vega": 1.8202, "theta": -0.0669, "rho": 2.9453, "theo": 95.387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 93.69, "last_trade_time": "2026-11-03T12:11:01", "percent_change": 0.0, "prev_day_close": 95.2049980163574}, {"option": "SPY270630P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2037, "open_interest": 9.0, "volume": 0.0, "delta": -0.2356, "gamma": 0.0026, "vega": 1.8489, "theta": -0.0819, "rho": -1.0353, "theo": 17.8058, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 17.69, "last_trade_time": "2026-09-21T13:29:47", "percent_change": 0.0, "prev_day_close": 17.8599996566772}, {"option": "SPY270630C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2025, "open_interest": 5.0, "volume": 0.0, "delta": 0.7731, "gamma": 0.0025, "vega": 1.8292, "theta": -0.0672, "rho": 2.9402, "theo": 94.5833, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.99, "last_trade_time": "2026-11-05T09:57:13", "percent_change": 0.0, "prev_day_close": 94.3549995422363}, {"option": "SPY270630P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2031, "open_interest": 143.0, "volume": 0.0, "delta": -0.2379, "gamma": 0.0026, "vega": 1.8577, "theta": -0.0821, "rho": -1.044, "theo": 17.9774, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.26, "last_trade_time": "2026-09-09T11:16:01", "percent_change": 0.0, "prev_day_close": 18.0349998474121}, {"option": "SPY270630C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2019, "open_interest": 446.0, "volume": 345.0, "delta": 0.7709, "gamma": 0.0025, "vega": 1.8383, "theta": -0.0675, "rho": 2.9351, "theo": 93.7724, "change": 7.615, "open": 90.84, "high": 95.67, "low": 90.26, "tick": "down", "last_trade_price": 93.51, "last_trade_time": "2026-11-11T15:43:14", "percent_change": 8.86547, "prev_day_close": 93.5299987792969}, {"option": "SPY270630P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2025, "open_interest": 695.0, "volume": 16.0, "delta": -0.2402, "gamma": 0.0026, "vega": 1.8666, "theta": -0.0824, "rho": -1.0519, "theo": 18.1471, "change": -2.995, "open": 19.35, "high": 19.48, "low": 18.0, "tick": "no_change", "last_trade_price": 18.37, "last_trade_time": "2026-11-11T15:55:01", "percent_change": -14.0183, "prev_day_close": 18.210000038147}, {"option": "SPY270630C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2014, "open_interest": 17.0, "volume": 0.0, "delta": 0.7688, "gamma": 0.0025, "vega": 1.8472, "theta": -0.0678, "rho": 2.9299, "theo": 92.9719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.97, "last_trade_time": "2026-11-05T13:14:47", "percent_change": 0.0, "prev_day_close": 93.2599983215332}, {"option": "SPY270630P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2019, "open_interest": 18.0, "volume": 0.0, "delta": -0.2426, "gamma": 0.0027, "vega": 1.8758, "theta": -0.0826, "rho": -1.0593, "theo": 18.3254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.19, "last_trade_time": "2026-11-04T16:08:00", "percent_change": 0.0, "prev_day_close": 18.3850002288818}, {"option": "SPY270630C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2007, "open_interest": 5.0, "volume": 0.0, "delta": 0.7665, "gamma": 0.0025, "vega": 1.8562, "theta": -0.0681, "rho": 2.9247, "theo": 92.1686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.14, "last_trade_time": "2026-10-07T12:37:45", "percent_change": 0.0, "prev_day_close": 92.4650001525879}, {"option": "SPY270630P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2013, "open_interest": 40.0, "volume": 0.0, "delta": -0.2449, "gamma": 0.0027, "vega": 1.8853, "theta": -0.0828, "rho": -1.0678, "theo": 18.5021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.74, "last_trade_time": "2026-10-12T15:31:20", "percent_change": 0.0, "prev_day_close": 18.5650005340576}, {"option": "SPY270630C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2, "open_interest": 2.0, "volume": 0.0, "delta": 0.7643, "gamma": 0.0026, "vega": 1.8651, "theta": -0.0684, "rho": 2.9194, "theo": 91.367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.8, "last_trade_time": "2026-10-22T15:30:22", "percent_change": 0.0, "prev_day_close": 91.6499977111816}, {"option": "SPY270630P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2007, "open_interest": 8.0, "volume": 0.0, "delta": -0.2473, "gamma": 0.0027, "vega": 1.8955, "theta": -0.083, "rho": -1.0731, "theo": 18.6805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.83, "last_trade_time": "2026-10-12T10:11:13", "percent_change": 0.0, "prev_day_close": 18.7449998855591}, {"option": "SPY270630C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 8.0, "volume": 0.0, "delta": 0.7621, "gamma": 0.0026, "vega": 1.874, "theta": -0.0687, "rho": 2.9141, "theo": 90.567, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 98.4, "last_trade_time": "2026-10-29T14:29:35", "percent_change": 0.0, "prev_day_close": 89.8199996948242}, {"option": "SPY270630P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 343.0, "volume": 0.0, "delta": -0.2498, "gamma": 0.0027, "vega": 1.9053, "theta": -0.0833, "rho": -1.0793, "theo": 18.8613, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.04, "last_trade_time": "2026-11-05T11:35:28", "percent_change": 0.0, "prev_day_close": 18.9250001907349}, {"option": "SPY270630C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 25.0, "volume": 0.0, "delta": 0.7598, "gamma": 0.0026, "vega": 1.8829, "theta": -0.069, "rho": 2.9087, "theo": 89.7686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.4, "last_trade_time": "2026-11-06T15:01:26", "percent_change": 0.0, "prev_day_close": 89.5299987792969}, {"option": "SPY270630P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1995, "open_interest": 91.0, "volume": 2.0, "delta": -0.2522, "gamma": 0.0028, "vega": 1.915, "theta": -0.0835, "rho": -1.0875, "theo": 19.0445, "change": -3.375, "open": 20.0, "high": 20.0, "low": 19.05, "tick": "down", "last_trade_price": 19.05, "last_trade_time": "2026-11-11T16:07:42", "percent_change": -15.0502, "prev_day_close": 19.1099996566772}, {"option": "SPY270630C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 42.0, "volume": 0.0, "delta": 0.7575, "gamma": 0.0026, "vega": 1.8917, "theta": -0.0693, "rho": 2.9032, "theo": 88.9719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.53, "last_trade_time": "2026-10-30T10:14:15", "percent_change": 0.0, "prev_day_close": 88.2400016784668}, {"option": "SPY270630P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1989, "open_interest": 398.0, "volume": 0.0, "delta": -0.2547, "gamma": 0.0028, "vega": 1.9252, "theta": -0.0837, "rho": -1.0967, "theo": 19.2295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.44, "last_trade_time": "2026-10-13T14:01:46", "percent_change": 0.0, "prev_day_close": 19.2950000762939}, {"option": "SPY270630C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1977, "open_interest": 26.0, "volume": 0.0, "delta": 0.7552, "gamma": 0.0026, "vega": 1.9006, "theta": -0.0696, "rho": 2.8976, "theo": 88.1768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.51, "last_trade_time": "2026-10-01T13:26:37", "percent_change": 0.0, "prev_day_close": 87.4449996948242}, {"option": "SPY270630P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1984, "open_interest": 14.0, "volume": 0.0, "delta": -0.2572, "gamma": 0.0028, "vega": 1.9357, "theta": -0.084, "rho": -1.1057, "theo": 19.4162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.19, "last_trade_time": "2026-10-08T09:42:28", "percent_change": 0.0, "prev_day_close": 19.4850006103516}, {"option": "SPY270630C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1971, "open_interest": 16.0, "volume": 0.0, "delta": 0.7529, "gamma": 0.0027, "vega": 1.9094, "theta": -0.0698, "rho": 2.8919, "theo": 87.3835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 103.96, "last_trade_time": "2026-10-08T09:39:09", "percent_change": 0.0, "prev_day_close": 87.1499977111816}, {"option": "SPY270630P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1978, "open_interest": 217.0, "volume": 0.0, "delta": -0.2598, "gamma": 0.0028, "vega": 1.9452, "theta": -0.0842, "rho": -1.118, "theo": 19.6054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.34, "last_trade_time": "2026-11-06T09:45:45", "percent_change": 0.0, "prev_day_close": 19.6750001907349}, {"option": "SPY270630C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1949, "open_interest": 40.0, "volume": 0.0, "delta": 0.7505, "gamma": 0.0027, "vega": 1.9182, "theta": -0.0701, "rho": 2.8861, "theo": 86.5918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.97, "last_trade_time": "2026-10-01T13:26:37", "percent_change": 0.0, "prev_day_close": 86.8849983215332}, {"option": "SPY270630P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1972, "open_interest": 7.0, "volume": 0.0, "delta": -0.2623, "gamma": 0.0029, "vega": 1.955, "theta": -0.0844, "rho": -1.1284, "theo": 19.7966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.61, "last_trade_time": "2026-11-06T09:45:45", "percent_change": 0.0, "prev_day_close": 19.8699998855591}, {"option": "SPY270630C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1945, "open_interest": 24.0, "volume": 0.0, "delta": 0.7482, "gamma": 0.0027, "vega": 1.927, "theta": -0.0704, "rho": 2.8802, "theo": 85.8019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 83.77, "last_trade_time": "2026-11-03T14:39:01", "percent_change": 0.0, "prev_day_close": 85.5950012207031}, {"option": "SPY270630P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1966, "open_interest": 1343.0, "volume": 0.0, "delta": -0.2648, "gamma": 0.0029, "vega": 1.9643, "theta": -0.0846, "rho": -1.1432, "theo": 19.9848, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.1, "last_trade_time": "2026-11-09T11:46:39", "percent_change": 0.0, "prev_day_close": 20.0650005340576}, {"option": "SPY270630C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1938, "open_interest": 107.0, "volume": 0.0, "delta": 0.7457, "gamma": 0.0027, "vega": 1.9357, "theta": -0.0707, "rho": 2.8741, "theo": 85.0095, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 68.0, "last_trade_time": "2026-11-05T16:01:07", "percent_change": 0.0, "prev_day_close": 85.3199996948242}, {"option": "SPY270630P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 153.0, "volume": 0.0, "delta": -0.2674, "gamma": 0.0029, "vega": 1.974, "theta": -0.0848, "rho": -1.1524, "theo": 20.1792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 17.99, "last_trade_time": "2026-10-12T09:46:57", "percent_change": 0.0, "prev_day_close": 20.2600002288818}, {"option": "SPY270630C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 4.0, "volume": 0.0, "delta": 0.7433, "gamma": 0.0028, "vega": 1.9444, "theta": -0.0709, "rho": 2.8681, "theo": 84.2273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.0, "last_trade_time": "2026-11-03T10:25:28", "percent_change": 0.0, "prev_day_close": 84.5149993896484}, {"option": "SPY270630P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1954, "open_interest": 604.0, "volume": 0.0, "delta": -0.2702, "gamma": 0.0029, "vega": 1.9832, "theta": -0.085, "rho": -1.1649, "theo": 20.3832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.88, "last_trade_time": "2026-11-05T11:04:50", "percent_change": 0.0, "prev_day_close": 20.460000038147}, {"option": "SPY270630C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1926, "open_interest": 2.0, "volume": 0.0, "delta": 0.7409, "gamma": 0.0028, "vega": 1.9532, "theta": -0.0712, "rho": 2.8618, "theo": 83.4384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.49, "last_trade_time": "2026-08-25T12:47:53", "percent_change": 0.0, "prev_day_close": 83.7600021362305}, {"option": "SPY270630P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1949, "open_interest": 6.0, "volume": 0.0, "delta": -0.2727, "gamma": 0.003, "vega": 1.9919, "theta": -0.0852, "rho": -1.175, "theo": 20.5747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.87, "last_trade_time": "2026-11-02T11:21:20", "percent_change": 0.0, "prev_day_close": 20.6599998474121}, {"option": "SPY270630C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1921, "open_interest": 0.0, "volume": 0.0, "delta": 0.7384, "gamma": 0.0028, "vega": 1.9618, "theta": -0.0715, "rho": 2.8554, "theo": 82.6556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 88.73, "last_trade_time": "2026-10-22T13:29:49", "percent_change": 0.0, "prev_day_close": 82.4600028991699}, {"option": "SPY270630P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1942, "open_interest": 3.0, "volume": 0.0, "delta": -0.2755, "gamma": 0.003, "vega": 2.0008, "theta": -0.0854, "rho": -1.1827, "theo": 20.7851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.5, "last_trade_time": "2026-09-10T09:51:59", "percent_change": 0.0, "prev_day_close": 20.8599996566772}, {"option": "SPY270630C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1931, "open_interest": 12.0, "volume": 0.0, "delta": 0.736, "gamma": 0.0028, "vega": 1.9704, "theta": -0.0717, "rho": 2.849, "theo": 81.8788, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 80.72, "last_trade_time": "2026-10-30T13:33:52", "percent_change": 0.0, "prev_day_close": 81.6699981689453}, {"option": "SPY270630P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1936, "open_interest": 164.0, "volume": 2.0, "delta": -0.2782, "gamma": 0.003, "vega": 2.0097, "theta": -0.0856, "rho": -1.1882, "theo": 20.9894, "change": -3.7, "open": 21.0, "high": 21.0, "low": 21.0, "tick": "down", "last_trade_price": 21.0, "last_trade_time": "2026-11-11T14:54:19", "percent_change": -14.9798, "prev_day_close": 21.0650005340576}, {"option": "SPY270630C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1926, "open_interest": 25.0, "volume": 0.0, "delta": 0.7334, "gamma": 0.0028, "vega": 1.9789, "theta": -0.072, "rho": 2.8425, "theo": 81.0996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.65, "last_trade_time": "2026-11-05T12:55:58", "percent_change": 0.0, "prev_day_close": 81.4150009155274}, {"option": "SPY270630P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1931, "open_interest": 58.0, "volume": 0.0, "delta": -0.281, "gamma": 0.003, "vega": 2.0192, "theta": -0.0858, "rho": -1.1969, "theo": 21.1959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.54, "last_trade_time": "2026-10-23T14:40:40", "percent_change": 0.0, "prev_day_close": 21.2749996185303}, {"option": "SPY270630C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1904, "open_interest": 7.0, "volume": 0.0, "delta": 0.7309, "gamma": 0.0029, "vega": 1.9885, "theta": -0.0722, "rho": 2.836, "theo": 80.3222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.33, "last_trade_time": "2026-11-05T10:47:21", "percent_change": 0.0, "prev_day_close": 80.6599998474121}, {"option": "SPY270630P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 76.0, "volume": 0.0, "delta": -0.2838, "gamma": 0.0031, "vega": 2.0289, "theta": -0.0861, "rho": -1.204, "theo": 21.4045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.35, "last_trade_time": "2026-11-06T13:57:27", "percent_change": 0.0, "prev_day_close": 21.4800004959106}, {"option": "SPY270630C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 43.0, "volume": 0.0, "delta": 0.7284, "gamma": 0.0029, "vega": 2.0, "theta": -0.0725, "rho": 2.8293, "theo": 79.5467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 67.73, "last_trade_time": "2026-11-06T11:35:28", "percent_change": 0.0, "prev_day_close": 79.3649978637695}, {"option": "SPY270630P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1919, "open_interest": 523.0, "volume": 0.0, "delta": -0.2864, "gamma": 0.0031, "vega": 2.0376, "theta": -0.0862, "rho": -1.2162, "theo": 21.607, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.8, "last_trade_time": "2026-11-03T12:20:04", "percent_change": 0.0, "prev_day_close": 21.6949996948242}, {"option": "SPY270630C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1893, "open_interest": 5.0, "volume": 0.0, "delta": 0.7258, "gamma": 0.0029, "vega": 2.0117, "theta": -0.0727, "rho": 2.8226, "theo": 78.7731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.73, "last_trade_time": "2026-09-16T10:48:03", "percent_change": 0.0, "prev_day_close": 79.0849990844726}, {"option": "SPY270630P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1913, "open_interest": 10.0, "volume": 0.0, "delta": -0.2893, "gamma": 0.0031, "vega": 2.0456, "theta": -0.0864, "rho": -1.2259, "theo": 21.8236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.69, "last_trade_time": "2026-10-06T09:43:05", "percent_change": 0.0, "prev_day_close": 21.9099998474121}, {"option": "SPY270630C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 61.0, "volume": 0.0, "delta": 0.7232, "gamma": 0.0029, "vega": 2.0233, "theta": -0.073, "rho": 2.816, "theo": 78.0097, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.4, "last_trade_time": "2026-11-10T15:55:19", "percent_change": 0.0, "prev_day_close": 77.8199996948242}, {"option": "SPY270630P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1908, "open_interest": 136.0, "volume": 1.0, "delta": -0.2922, "gamma": 0.0032, "vega": 2.0536, "theta": -0.0866, "rho": -1.2352, "theo": 22.0412, "change": -4.14, "open": 21.79, "high": 21.79, "low": 21.79, "tick": "down", "last_trade_price": 21.79, "last_trade_time": "2026-11-11T13:42:38", "percent_change": -15.9661, "prev_day_close": 22.125}, {"option": "SPY270630C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 0.0, "volume": 0.0, "delta": 0.7206, "gamma": 0.003, "vega": 2.0342, "theta": -0.0732, "rho": 2.8136, "theo": 77.2324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.560001373291}, {"option": "SPY270630P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1901, "open_interest": 297.0, "volume": 0.0, "delta": -0.2949, "gamma": 0.0032, "vega": 2.0614, "theta": -0.0868, "rho": -1.2431, "theo": 22.2484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.71, "last_trade_time": "2026-10-12T09:46:57", "percent_change": 0.0, "prev_day_close": 22.3450002670288}, {"option": "SPY270630C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1876, "open_interest": 9.0, "volume": 0.0, "delta": 0.7179, "gamma": 0.003, "vega": 2.0429, "theta": -0.0734, "rho": 2.8058, "theo": 76.4676, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.36, "last_trade_time": "2026-10-14T10:49:39", "percent_change": 0.0, "prev_day_close": 76.8400001525879}, {"option": "SPY270630P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1895, "open_interest": 170.0, "volume": 0.0, "delta": -0.2979, "gamma": 0.0032, "vega": 2.0696, "theta": -0.087, "rho": -1.2523, "theo": 22.4719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 25.81, "last_trade_time": "2026-08-28T13:13:44", "percent_change": 0.0, "prev_day_close": 22.5649995803833}, {"option": "SPY270630C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1871, "open_interest": 9.0, "volume": 0.0, "delta": 0.7152, "gamma": 0.003, "vega": 2.0515, "theta": -0.0736, "rho": 2.798, "theo": 75.7049, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 96.46, "last_trade_time": "2026-08-11T15:47:39", "percent_change": 0.0, "prev_day_close": 75.5349998474121}, {"option": "SPY270630P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1889, "open_interest": 0.0, "volume": 0.0, "delta": -0.301, "gamma": 0.0032, "vega": 2.0781, "theta": -0.0872, "rho": -1.26, "theo": 22.706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.789999961853}, {"option": "SPY270630C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1866, "open_interest": 19.0, "volume": 0.0, "delta": 0.7125, "gamma": 0.003, "vega": 2.06, "theta": -0.0738, "rho": 2.7901, "theo": 74.9443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 86.72, "last_trade_time": "2026-10-28T13:03:31", "percent_change": 0.0, "prev_day_close": 74.7749977111816}, {"option": "SPY270630P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1884, "open_interest": 3.0, "volume": 0.0, "delta": -0.304, "gamma": 0.0033, "vega": 2.0866, "theta": -0.0874, "rho": -1.2659, "theo": 22.9307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 27.75, "last_trade_time": "2026-08-19T09:30:04", "percent_change": 0.0, "prev_day_close": 23.0100002288818}, {"option": "SPY270630C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.186, "open_interest": 162.0, "volume": 11.0, "delta": 0.7098, "gamma": 0.003, "vega": 2.0684, "theta": -0.0741, "rho": 2.7821, "theo": 74.1858, "change": 7.07, "open": 72.62, "high": 74.19, "low": 72.62, "tick": "no_change", "last_trade_price": 74.19, "last_trade_time": "2026-11-11T15:27:35", "percent_change": 10.5334, "prev_day_close": 74.5300025939941}, {"option": "SPY270630P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 24.0, "volume": 0.0, "delta": -0.3069, "gamma": 0.0033, "vega": 2.0951, "theta": -0.0876, "rho": -1.2725, "theo": 23.1537, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.15, "last_trade_time": "2026-11-09T15:24:36", "percent_change": 0.0, "prev_day_close": 23.2399997711182}, {"option": "SPY270630C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1855, "open_interest": 12.0, "volume": 0.0, "delta": 0.7071, "gamma": 0.0031, "vega": 2.0767, "theta": -0.0743, "rho": 2.7741, "theo": 73.4294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 60.04, "last_trade_time": "2026-11-06T13:55:40", "percent_change": 0.0, "prev_day_close": 73.8199996948242}, {"option": "SPY270630P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 4.0, "volume": 0.0, "delta": -0.31, "gamma": 0.0033, "vega": 2.1035, "theta": -0.0878, "rho": -1.2799, "theo": 23.384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.66, "last_trade_time": "2026-11-04T15:21:26", "percent_change": 0.0, "prev_day_close": 23.4700002670288}, {"option": "SPY270630C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1849, "open_interest": 6.0, "volume": 0.0, "delta": 0.7043, "gamma": 0.0031, "vega": 2.085, "theta": -0.0745, "rho": 2.766, "theo": 72.675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 60.0, "last_trade_time": "2026-11-05T12:40:07", "percent_change": 0.0, "prev_day_close": 72.5050010681152}, {"option": "SPY270630P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1866, "open_interest": 13.0, "volume": 0.0, "delta": -0.3131, "gamma": 0.0033, "vega": 2.1112, "theta": -0.0879, "rho": -1.2895, "theo": 23.622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.25, "last_trade_time": "2026-11-06T09:46:27", "percent_change": 0.0, "prev_day_close": 23.7049999237061}, {"option": "SPY270630C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1844, "open_interest": 7.0, "volume": 0.0, "delta": 0.7015, "gamma": 0.0031, "vega": 2.0932, "theta": -0.0747, "rho": 2.7579, "theo": 71.9229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 78.55, "last_trade_time": "2026-10-22T10:26:49", "percent_change": 0.0, "prev_day_close": 71.7550010681152}, {"option": "SPY270630P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.186, "open_interest": 3.0, "volume": 0.0, "delta": -0.3163, "gamma": 0.0034, "vega": 2.1191, "theta": -0.0881, "rho": -1.3009, "theo": 23.8574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.75, "last_trade_time": "2026-08-28T10:53:49", "percent_change": 0.0, "prev_day_close": 23.9399995803833}, {"option": "SPY270630C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1837, "open_interest": 1.0, "volume": 0.0, "delta": 0.6987, "gamma": 0.0031, "vega": 2.1013, "theta": -0.0749, "rho": 2.7497, "theo": 71.1728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 92.2, "last_trade_time": "2026-08-11T15:43:51", "percent_change": 0.0, "prev_day_close": 71.0050010681152}, {"option": "SPY270630P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1854, "open_interest": 1.0, "volume": 0.0, "delta": -0.3194, "gamma": 0.0034, "vega": 2.1279, "theta": -0.0883, "rho": -1.3119, "theo": 24.0947, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.5, "last_trade_time": "2026-07-20T15:12:30", "percent_change": 0.0, "prev_day_close": 24.1800003051758}, {"option": "SPY270630C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 87.0, "volume": 1.0, "delta": 0.6958, "gamma": 0.0032, "vega": 2.1094, "theta": -0.075, "rho": 2.7413, "theo": 70.4209, "change": 7.89, "open": 71.41, "high": 71.41, "low": 71.41, "tick": "up", "last_trade_price": 71.41, "last_trade_time": "2026-11-11T12:32:16", "percent_change": 12.4213, "prev_day_close": 71.1599998474121}, {"option": "SPY270630P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 1598.0, "volume": 21.0, "delta": -0.3224, "gamma": 0.0034, "vega": 2.1364, "theta": -0.0884, "rho": -1.3232, "theo": 24.3244, "change": -4.16, "open": 25.62, "high": 25.62, "low": 24.37, "tick": "up", "last_trade_price": 24.42, "last_trade_time": "2026-11-11T15:24:36", "percent_change": -14.5556, "prev_day_close": 24.4200000762939}, {"option": "SPY270630C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 0.0, "volume": 0.0, "delta": 0.693, "gamma": 0.0032, "vega": 2.1174, "theta": -0.0752, "rho": 2.7329, "theo": 69.6792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.17, "last_trade_time": "2026-07-02T12:08:18", "percent_change": 0.0, "prev_day_close": 70.0550003051758}, {"option": "SPY270630P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 279.0, "volume": 1.0, "delta": -0.3258, "gamma": 0.0035, "vega": 2.1451, "theta": -0.0886, "rho": -1.3394, "theo": 24.5771, "change": -2.1, "open": 26.77, "high": 26.77, "low": 26.77, "tick": "down", "last_trade_price": 26.77, "last_trade_time": "2026-11-11T09:46:53", "percent_change": -7.27399, "prev_day_close": 24.6599998474121}, {"option": "SPY270630C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1822, "open_interest": 4.0, "volume": 0.0, "delta": 0.6901, "gamma": 0.0032, "vega": 2.1253, "theta": -0.0754, "rho": 2.7243, "theo": 68.9317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 55.0, "last_trade_time": "2026-11-05T15:55:07", "percent_change": 0.0, "prev_day_close": 69.2999992370606}, {"option": "SPY270630P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 148.0, "volume": 1.0, "delta": -0.329, "gamma": 0.0035, "vega": 2.1537, "theta": -0.0888, "rho": -1.3482, "theo": 24.8221, "change": -4.32, "open": 24.83, "high": 24.83, "low": 24.83, "tick": "down", "last_trade_price": 24.83, "last_trade_time": "2026-11-11T14:40:27", "percent_change": -14.8199, "prev_day_close": 24.9099998474121}, {"option": "SPY270630C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 6.0, "volume": 1.0, "delta": 0.6872, "gamma": 0.0032, "vega": 2.1332, "theta": -0.0756, "rho": 2.7156, "theo": 68.1904, "change": 7.945, "open": 68.77, "high": 68.77, "low": 68.77, "tick": "up", "last_trade_price": 68.77, "last_trade_time": "2026-11-11T14:54:59", "percent_change": 13.0621, "prev_day_close": 67.4600028991699}, {"option": "SPY270630P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.183, "open_interest": 6.0, "volume": 0.0, "delta": -0.3322, "gamma": 0.0035, "vega": 2.1617, "theta": -0.0889, "rho": -1.3612, "theo": 25.0703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.44, "last_trade_time": "2026-07-21T09:38:26", "percent_change": 0.0, "prev_day_close": 25.1549997329712}, {"option": "SPY270630C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 15.0, "volume": 0.0, "delta": 0.6842, "gamma": 0.0032, "vega": 2.141, "theta": -0.0758, "rho": 2.7069, "theo": 67.4555, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.37, "last_trade_time": "2026-11-09T14:21:59", "percent_change": 0.0, "prev_day_close": 67.2999992370606}, {"option": "SPY270630P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1825, "open_interest": 171.0, "volume": 0.0, "delta": -0.3354, "gamma": 0.0035, "vega": 2.1702, "theta": -0.089, "rho": -1.367, "theo": 25.3109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.4, "last_trade_time": "2026-10-05T09:31:31", "percent_change": 0.0, "prev_day_close": 25.4049997329712}, {"option": "SPY270630C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 39.0, "volume": 1.0, "delta": 0.6813, "gamma": 0.0033, "vega": 2.1487, "theta": -0.0759, "rho": 2.6979, "theo": 66.7188, "change": 6.47, "open": 66.48, "high": 66.48, "low": 66.48, "tick": "up", "last_trade_price": 66.48, "last_trade_time": "2026-11-11T15:42:45", "percent_change": 10.7815, "prev_day_close": 67.0950012207031}, {"option": "SPY270630P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1819, "open_interest": 339.0, "volume": 0.0, "delta": -0.3389, "gamma": 0.0036, "vega": 2.1783, "theta": -0.0892, "rho": -1.3773, "theo": 25.5764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.74, "last_trade_time": "2026-11-09T14:17:06", "percent_change": 0.0, "prev_day_close": 25.6599998474121}, {"option": "SPY270630C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 95.0, "volume": 0.0, "delta": 0.6783, "gamma": 0.0033, "vega": 2.1564, "theta": -0.0761, "rho": 2.6889, "theo": 65.9844, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 53.18, "last_trade_time": "2026-11-05T13:37:20", "percent_change": 0.0, "prev_day_close": 65.8349990844726}, {"option": "SPY270630P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 158.0, "volume": 0.0, "delta": -0.3421, "gamma": 0.0036, "vega": 2.1853, "theta": -0.0894, "rho": -1.3898, "theo": 25.8234, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.77, "last_trade_time": "2026-11-02T12:30:12", "percent_change": 0.0, "prev_day_close": 25.9200000762939}, {"option": "SPY270630C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 19.0, "volume": 0.0, "delta": 0.6752, "gamma": 0.0033, "vega": 2.164, "theta": -0.0762, "rho": 2.6796, "theo": 65.2523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 54.0, "last_trade_time": "2026-11-06T11:28:04", "percent_change": 0.0, "prev_day_close": 65.6049995422363}, {"option": "SPY270630P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1807, "open_interest": 19.0, "volume": 0.0, "delta": -0.3457, "gamma": 0.0036, "vega": 2.192, "theta": -0.0895, "rho": -1.3981, "theo": 26.0957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.25, "last_trade_time": "2026-11-06T14:41:47", "percent_change": 0.0, "prev_day_close": 26.1800003051758}, {"option": "SPY270630C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 27.0, "volume": 0.0, "delta": 0.6722, "gamma": 0.0033, "vega": 2.1714, "theta": -0.0764, "rho": 2.6703, "theo": 64.5226, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.38, "last_trade_time": "2026-11-05T16:10:22", "percent_change": 0.0, "prev_day_close": 64.8800010681152}, {"option": "SPY270630P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1801, "open_interest": 67.0, "volume": 0.0, "delta": -0.3491, "gamma": 0.0037, "vega": 2.1991, "theta": -0.0896, "rho": -1.4078, "theo": 26.3594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.07, "last_trade_time": "2026-08-13T09:43:50", "percent_change": 0.0, "prev_day_close": 26.4350004196167}, {"option": "SPY270630C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 18.0, "volume": 0.0, "delta": 0.6691, "gamma": 0.0034, "vega": 2.1788, "theta": -0.0765, "rho": 2.6609, "theo": 63.7953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 52.35, "last_trade_time": "2026-11-06T12:08:16", "percent_change": 0.0, "prev_day_close": 64.1549987792969}, {"option": "SPY270630P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1795, "open_interest": 11.0, "volume": 0.0, "delta": -0.3526, "gamma": 0.0037, "vega": 2.2071, "theta": -0.0898, "rho": -1.4165, "theo": 26.6257, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.51, "last_trade_time": "2026-11-10T11:00:51", "percent_change": 0.0, "prev_day_close": 26.7049999237061}, {"option": "SPY270630C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 277.0, "volume": 3.0, "delta": 0.666, "gamma": 0.0034, "vega": 2.1871, "theta": -0.0767, "rho": 2.6514, "theo": 63.0664, "change": 7.57, "open": 60.69, "high": 64.12, "low": 60.69, "tick": "up", "last_trade_price": 64.12, "last_trade_time": "2026-11-11T12:24:28", "percent_change": 13.3864, "prev_day_close": 62.9400005340576}, {"option": "SPY270630P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 348.0, "volume": 3.0, "delta": -0.3559, "gamma": 0.0037, "vega": 2.214, "theta": -0.0899, "rho": -1.4248, "theo": 26.8836, "change": -4.59, "open": 27.92, "high": 27.98, "low": 26.95, "tick": "down", "last_trade_price": 26.95, "last_trade_time": "2026-11-11T15:03:11", "percent_change": -14.5529, "prev_day_close": 26.9800004959106}, {"option": "SPY270630C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1773, "open_interest": 17.0, "volume": 0.0, "delta": 0.6629, "gamma": 0.0034, "vega": 2.1974, "theta": -0.0768, "rho": 2.6418, "theo": 62.3479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.0, "last_trade_time": "2026-11-06T10:18:04", "percent_change": 0.0, "prev_day_close": 62.2250003814697}, {"option": "SPY270630P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 1.0, "volume": 0.0, "delta": -0.3594, "gamma": 0.0038, "vega": 2.2198, "theta": -0.09, "rho": -1.4358, "theo": 27.1535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 33.15, "last_trade_time": "2026-11-10T11:00:51", "percent_change": 0.0, "prev_day_close": 27.25}, {"option": "SPY270630C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 20.0, "volume": 0.0, "delta": 0.6597, "gamma": 0.0034, "vega": 2.2078, "theta": -0.0769, "rho": 2.6323, "theo": 61.6278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.61, "last_trade_time": "2026-11-09T09:33:48", "percent_change": 0.0, "prev_day_close": 61.5}, {"option": "SPY270630P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 242.0, "volume": 0.0, "delta": -0.3632, "gamma": 0.0038, "vega": 2.2261, "theta": -0.0902, "rho": -1.4416, "theo": 27.4445, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.11, "last_trade_time": "2026-11-09T09:33:48", "percent_change": 0.0, "prev_day_close": 27.5199995040894}, {"option": "SPY270630C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 15.0, "volume": 0.0, "delta": 0.6566, "gamma": 0.0035, "vega": 2.2166, "theta": -0.0771, "rho": 2.6275, "theo": 60.9119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.94, "last_trade_time": "2026-11-10T12:52:24", "percent_change": 0.0, "prev_day_close": 60.7900009155274}, {"option": "SPY270630P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1772, "open_interest": 11.0, "volume": 10.0, "delta": -0.3666, "gamma": 0.0038, "vega": 2.2317, "theta": -0.0903, "rho": -1.4501, "theo": 27.7035, "change": -3.865, "open": 28.63, "high": 28.63, "low": 28.63, "tick": "up", "last_trade_price": 28.63, "last_trade_time": "2026-11-11T11:25:40", "percent_change": -11.8941, "prev_day_close": 27.8000001907349}, {"option": "SPY270630C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 20.0, "volume": 4.0, "delta": 0.6534, "gamma": 0.0035, "vega": 2.2238, "theta": -0.0772, "rho": 2.6167, "theo": 60.2001, "change": 7.985, "open": 58.06, "high": 61.81, "low": 58.06, "tick": "up", "last_trade_price": 61.81, "last_trade_time": "2026-11-11T14:02:12", "percent_change": 14.8351, "prev_day_close": 60.079999923706}, {"option": "SPY270630P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1766, "open_interest": 1.0, "volume": 0.0, "delta": -0.3705, "gamma": 0.0038, "vega": 2.2379, "theta": -0.0904, "rho": -1.4546, "theo": 28.0064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 28.37, "last_trade_time": "2026-10-15T10:00:09", "percent_change": 0.0, "prev_day_close": 28.0799999237061}, {"option": "SPY270630C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1752, "open_interest": 68.0, "volume": 2.0, "delta": 0.6501, "gamma": 0.0035, "vega": 2.2309, "theta": -0.0773, "rho": 2.6059, "theo": 59.491, "change": 5.635, "open": 58.8, "high": 58.8, "low": 58.8, "tick": "up", "last_trade_price": 58.8, "last_trade_time": "2026-11-11T11:43:23", "percent_change": 10.5991, "prev_day_close": 59.3700008392334}, {"option": "SPY270630P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 778.0, "volume": 0.0, "delta": -0.3741, "gamma": 0.0039, "vega": 2.2437, "theta": -0.0905, "rho": -1.4633, "theo": 28.2802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.95, "last_trade_time": "2026-11-10T13:22:08", "percent_change": 0.0, "prev_day_close": 28.3649997711182}, {"option": "SPY270630C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 20.0, "volume": 2.0, "delta": 0.6468, "gamma": 0.0035, "vega": 2.2378, "theta": -0.0774, "rho": 2.595, "theo": 58.7846, "change": 3.925, "open": 57.5, "high": 57.5, "low": 56.42, "tick": "down", "last_trade_price": 56.42, "last_trade_time": "2026-11-11T10:06:34", "percent_change": 7.4769, "prev_day_close": 59.4299983978272}, {"option": "SPY270630P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 26.0, "volume": 0.0, "delta": -0.3778, "gamma": 0.0039, "vega": 2.2497, "theta": -0.0906, "rho": -1.4707, "theo": 28.5696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 42.25, "last_trade_time": "2026-11-05T15:50:51", "percent_change": 0.0, "prev_day_close": 28.6549997329712}, {"option": "SPY270630C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 88.0, "volume": 6.0, "delta": 0.6436, "gamma": 0.0036, "vega": 2.2446, "theta": -0.0775, "rho": 2.584, "theo": 58.0809, "change": 6.67, "open": 55.0, "high": 58.5, "low": 55.0, "tick": "up", "last_trade_price": 58.5, "last_trade_time": "2026-11-11T14:43:33", "percent_change": 12.869, "prev_day_close": 57.954999923706}, {"option": "SPY270630P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1748, "open_interest": 175.0, "volume": 0.0, "delta": -0.3816, "gamma": 0.004, "vega": 2.2554, "theta": -0.0908, "rho": -1.4838, "theo": 28.8623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.35, "last_trade_time": "2026-08-21T10:22:11", "percent_change": 0.0, "prev_day_close": 28.9449996948242}, {"option": "SPY270630C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 49.0, "volume": 0.0, "delta": 0.6402, "gamma": 0.0036, "vega": 2.2513, "theta": -0.0775, "rho": 2.5731, "theo": 57.38, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.72, "last_trade_time": "2026-11-10T10:47:08", "percent_change": 0.0, "prev_day_close": 57.8099994659424}, {"option": "SPY270630P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1742, "open_interest": 615.0, "volume": 0.0, "delta": -0.3854, "gamma": 0.004, "vega": 2.2611, "theta": -0.0909, "rho": -1.4963, "theo": 29.1572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 31.27, "last_trade_time": "2026-10-01T10:52:09", "percent_change": 0.0, "prev_day_close": 29.2349996566772}, {"option": "SPY270630C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1731, "open_interest": 74.0, "volume": 0.0, "delta": 0.6369, "gamma": 0.0036, "vega": 2.2578, "theta": -0.0776, "rho": 2.562, "theo": 56.6818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.5, "last_trade_time": "2026-11-10T10:32:10", "percent_change": 0.0, "prev_day_close": 56.5699996948242}, {"option": "SPY270630P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 110.0, "volume": 0.0, "delta": -0.3894, "gamma": 0.004, "vega": 2.2668, "theta": -0.091, "rho": -1.5067, "theo": 29.4677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 32.17, "last_trade_time": "2026-11-02T13:48:21", "percent_change": 0.0, "prev_day_close": 29.539999961853}, {"option": "SPY270630C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 392.0, "volume": 11.0, "delta": 0.6335, "gamma": 0.0036, "vega": 2.2642, "theta": -0.0777, "rho": 2.5508, "theo": 55.9825, "change": 7.095, "open": 53.83, "high": 56.95, "low": 53.83, "tick": "up", "last_trade_price": 56.95, "last_trade_time": "2026-11-11T12:50:54", "percent_change": 14.2313, "prev_day_close": 55.8649997711182}, {"option": "SPY270630P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 1164.0, "volume": 35.0, "delta": -0.3931, "gamma": 0.004, "vega": 2.2724, "theta": -0.091, "rho": -1.5132, "theo": 29.7515, "change": -4.75, "open": 31.82, "high": 31.82, "low": 29.6, "tick": "up", "last_trade_price": 30.1, "last_trade_time": "2026-11-11T15:59:56", "percent_change": -13.6298, "prev_day_close": 29.8450002670288}, {"option": "SPY270630C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1719, "open_interest": 30.0, "volume": 0.0, "delta": 0.6301, "gamma": 0.0036, "vega": 2.2705, "theta": -0.0778, "rho": 2.5396, "theo": 55.2937, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.66, "last_trade_time": "2026-11-09T15:44:55", "percent_change": 0.0, "prev_day_close": 55.7150001525879}, {"option": "SPY270630P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 174.0, "volume": 16.0, "delta": -0.3971, "gamma": 0.0041, "vega": 2.2779, "theta": -0.0911, "rho": -1.5214, "theo": 30.0596, "change": -5.085, "open": 30.12, "high": 30.12, "low": 30.12, "tick": "down", "last_trade_price": 30.12, "last_trade_time": "2026-11-11T15:32:18", "percent_change": -14.444, "prev_day_close": 30.1449995040894}, {"option": "SPY270630C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1714, "open_interest": 228.0, "volume": 1.0, "delta": 0.6267, "gamma": 0.0037, "vega": 2.2766, "theta": -0.0778, "rho": 2.5283, "theo": 54.6039, "change": 5.45, "open": 54.0, "high": 54.0, "low": 54.0, "tick": "up", "last_trade_price": 54.0, "last_trade_time": "2026-11-11T11:14:49", "percent_change": 11.2255, "prev_day_close": 54.4799995422363}, {"option": "SPY270630P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1719, "open_interest": 322.0, "volume": 0.0, "delta": -0.4012, "gamma": 0.0041, "vega": 2.2825, "theta": -0.0912, "rho": -1.5313, "theo": 30.3817, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.02, "last_trade_time": "2026-11-10T12:41:01", "percent_change": 0.0, "prev_day_close": 30.4549999237061}, {"option": "SPY270630C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1708, "open_interest": 9.0, "volume": 0.0, "delta": 0.6233, "gamma": 0.0037, "vega": 2.2826, "theta": -0.0779, "rho": 2.5168, "theo": 53.917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.24, "last_trade_time": "2026-11-10T10:21:53", "percent_change": 0.0, "prev_day_close": 54.3249988555908}, {"option": "SPY270630P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1713, "open_interest": 2.0, "volume": 0.0, "delta": -0.4051, "gamma": 0.0041, "vega": 2.2881, "theta": -0.0914, "rho": -1.5381, "theo": 30.6803, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.96, "last_trade_time": "2026-10-15T11:53:41", "percent_change": 0.0, "prev_day_close": 30.7650003433228}, {"option": "SPY270630C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 31.0, "volume": 0.0, "delta": 0.6198, "gamma": 0.0037, "vega": 2.2885, "theta": -0.0779, "rho": 2.5052, "theo": 53.233, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.77, "last_trade_time": "2026-11-06T12:31:58", "percent_change": 0.0, "prev_day_close": 53.1299991607666}, {"option": "SPY270630P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 11.0, "volume": 0.0, "delta": -0.4093, "gamma": 0.0042, "vega": 2.2936, "theta": -0.0914, "rho": -1.5563, "theo": 31.0108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.95, "last_trade_time": "2026-11-09T15:43:27", "percent_change": 0.0, "prev_day_close": 31.085000038147}, {"option": "SPY270630C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1697, "open_interest": 249.0, "volume": 9.0, "delta": 0.6163, "gamma": 0.0037, "vega": 2.2943, "theta": -0.078, "rho": 2.4935, "theo": 52.5519, "change": 8.26, "open": 53.76, "high": 54.3, "low": 53.76, "tick": "up", "last_trade_price": 54.3, "last_trade_time": "2026-11-11T13:47:28", "percent_change": 17.9409, "prev_day_close": 52.9899997711182}, {"option": "SPY270630P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 275.0, "volume": 1.0, "delta": -0.4132, "gamma": 0.0042, "vega": 2.2975, "theta": -0.0915, "rho": -1.5657, "theo": 31.3183, "change": -3.92, "open": 32.74, "high": 32.74, "low": 32.74, "tick": "down", "last_trade_price": 32.74, "last_trade_time": "2026-11-11T10:49:27", "percent_change": -10.6929, "prev_day_close": 31.4099998474121}, {"option": "SPY270630C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 103.0, "volume": 0.0, "delta": 0.6127, "gamma": 0.0038, "vega": 2.3, "theta": -0.078, "rho": 2.4815, "theo": 51.8738, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.5, "last_trade_time": "2026-11-04T10:37:10", "percent_change": 0.0, "prev_day_close": 52.3050003051758}, {"option": "SPY270630P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 59.0, "volume": 0.0, "delta": -0.4172, "gamma": 0.0042, "vega": 2.3027, "theta": -0.0916, "rho": -1.5746, "theo": 31.6289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 46.48, "last_trade_time": "2026-11-05T15:38:39", "percent_change": 0.0, "prev_day_close": 31.7299995422363}, {"option": "SPY270630C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 59.0, "volume": 0.0, "delta": 0.6092, "gamma": 0.0038, "vega": 2.3055, "theta": -0.078, "rho": 2.4695, "theo": 51.1987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 62.88, "last_trade_time": "2026-10-02T10:13:31", "percent_change": 0.0, "prev_day_close": 51.1049995422363}, {"option": "SPY270630P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1689, "open_interest": 116.0, "volume": 0.0, "delta": -0.4218, "gamma": 0.0043, "vega": 2.3064, "theta": -0.0916, "rho": -1.5789, "theo": 31.9884, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 45.56, "last_trade_time": "2026-11-06T13:13:12", "percent_change": 0.0, "prev_day_close": 32.0600004196167}, {"option": "SPY270630C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1682, "open_interest": 97.0, "volume": 0.0, "delta": 0.6056, "gamma": 0.0038, "vega": 2.3108, "theta": -0.078, "rho": 2.4572, "theo": 50.5267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.3, "last_trade_time": "2026-11-05T11:24:51", "percent_change": 0.0, "prev_day_close": 50.4300003051758}, {"option": "SPY270630P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 177.0, "volume": 0.0, "delta": -0.4257, "gamma": 0.0043, "vega": 2.3088, "theta": -0.0917, "rho": -1.5868, "theo": 32.3018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.51, "last_trade_time": "2026-11-05T13:20:34", "percent_change": 0.0, "prev_day_close": 32.3899993896484}, {"option": "SPY270630C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 13.0, "volume": 1.0, "delta": 0.6019, "gamma": 0.0038, "vega": 2.316, "theta": -0.078, "rho": 2.4449, "theo": 49.8578, "change": 4.495, "open": 48.58, "high": 48.58, "low": 48.58, "tick": "up", "last_trade_price": 48.58, "last_trade_time": "2026-11-11T11:17:10", "percent_change": 10.1962, "prev_day_close": 50.5100002288818}, {"option": "SPY270630P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 92.0, "volume": 0.0, "delta": -0.4303, "gamma": 0.0044, "vega": 2.3116, "theta": -0.0918, "rho": -1.5907, "theo": 32.6583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 45.69, "last_trade_time": "2026-11-06T13:39:29", "percent_change": 0.0, "prev_day_close": 32.7299995422363}, {"option": "SPY270630C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 596.0, "volume": 10.0, "delta": 0.5983, "gamma": 0.0038, "vega": 2.3211, "theta": -0.0781, "rho": 2.4324, "theo": 49.1883, "change": 5.73, "open": 47.3, "high": 50.22, "low": 47.3, "tick": "down", "last_trade_price": 49.2, "last_trade_time": "2026-11-11T15:42:03", "percent_change": 13.1815, "prev_day_close": 49.1100006103516}, {"option": "SPY270630P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1672, "open_interest": 761.0, "volume": 662.0, "delta": -0.4346, "gamma": 0.0044, "vega": 2.3148, "theta": -0.0919, "rho": -1.6044, "theo": 33.0002, "change": -5.19, "open": 34.1, "high": 34.46, "low": 33.06, "tick": "up", "last_trade_price": 33.4, "last_trade_time": "2026-11-11T15:55:04", "percent_change": -13.4491, "prev_day_close": 33.0749988555908}, {"option": "SPY270630C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1665, "open_interest": 27.0, "volume": 0.0, "delta": 0.5946, "gamma": 0.0039, "vega": 2.3274, "theta": -0.0781, "rho": 2.4199, "theo": 48.5294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.5, "last_trade_time": "2026-11-04T10:00:45", "percent_change": 0.0, "prev_day_close": 48.4500007629394}, {"option": "SPY270630P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 264.0, "volume": 0.0, "delta": -0.439, "gamma": 0.0044, "vega": 2.3174, "theta": -0.0919, "rho": -1.6091, "theo": 33.3467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.83, "last_trade_time": "2026-11-04T10:00:45", "percent_change": 0.0, "prev_day_close": 33.4099998474121}, {"option": "SPY270630C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.166, "open_interest": 100.0, "volume": 1.0, "delta": 0.5909, "gamma": 0.0039, "vega": 2.3353, "theta": -0.078, "rho": 2.4102, "theo": 47.87, "change": 4.73, "open": 47.0, "high": 47.0, "low": 47.0, "tick": "up", "last_trade_price": 47.0, "last_trade_time": "2026-11-11T10:55:46", "percent_change": 11.19, "prev_day_close": 47.7900009155273}, {"option": "SPY270630P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1661, "open_interest": 329.0, "volume": 0.0, "delta": -0.4432, "gamma": 0.0044, "vega": 2.3189, "theta": -0.092, "rho": -1.6141, "theo": 33.6825, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.04, "last_trade_time": "2026-11-09T10:03:15", "percent_change": 0.0, "prev_day_close": 33.7600002288818}, {"option": "SPY270630C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 19.0, "volume": 0.0, "delta": 0.5871, "gamma": 0.0039, "vega": 2.3404, "theta": -0.078, "rho": 2.3997, "theo": 47.2166, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 56.0, "last_trade_time": "2026-10-27T10:58:34", "percent_change": 0.0, "prev_day_close": 47.1350002288818}, {"option": "SPY270630P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 426.0, "volume": 0.0, "delta": -0.4477, "gamma": 0.0045, "vega": 2.3212, "theta": -0.092, "rho": -1.6238, "theo": 34.0376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.39, "last_trade_time": "2026-10-30T09:30:03", "percent_change": 0.0, "prev_day_close": 34.1149997711182}, {"option": "SPY270630C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1648, "open_interest": 98.0, "volume": 0.0, "delta": 0.5834, "gamma": 0.0039, "vega": 2.345, "theta": -0.078, "rho": 2.3858, "theo": 46.5671, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.67, "last_trade_time": "2026-11-04T11:51:31", "percent_change": 0.0, "prev_day_close": 46.4899997711182}, {"option": "SPY270630P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1649, "open_interest": 238.0, "volume": 1.0, "delta": -0.4522, "gamma": 0.0045, "vega": 2.3232, "theta": -0.092, "rho": -1.6336, "theo": 34.3968, "change": -4.25, "open": 35.93, "high": 35.93, "low": 35.93, "tick": "down", "last_trade_price": 35.93, "last_trade_time": "2026-11-11T10:48:03", "percent_change": -10.5774, "prev_day_close": 34.4799995422363}, {"option": "SPY270630C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1642, "open_interest": 142.0, "volume": 0.0, "delta": 0.5796, "gamma": 0.004, "vega": 2.3493, "theta": -0.078, "rho": 2.372, "theo": 45.921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.2, "last_trade_time": "2026-11-10T13:17:36", "percent_change": 0.0, "prev_day_close": 45.8449993133545}, {"option": "SPY270630P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1643, "open_interest": 320.0, "volume": 0.0, "delta": -0.457, "gamma": 0.0046, "vega": 2.3262, "theta": -0.092, "rho": -1.6446, "theo": 34.7756, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.1, "last_trade_time": "2026-11-10T15:08:32", "percent_change": 0.0, "prev_day_close": 34.8349990844727}, {"option": "SPY270630C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 50.0, "volume": 0.0, "delta": 0.5758, "gamma": 0.004, "vega": 2.3535, "theta": -0.0779, "rho": 2.3581, "theo": 45.2785, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.65, "last_trade_time": "2026-11-04T14:01:11", "percent_change": 0.0, "prev_day_close": 45.2000007629394}, {"option": "SPY270630P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1637, "open_interest": 322.0, "volume": 0.0, "delta": -0.4612, "gamma": 0.0046, "vega": 2.329, "theta": -0.0921, "rho": -1.6493, "theo": 35.1207, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.75, "last_trade_time": "2026-11-06T13:13:06", "percent_change": 0.0, "prev_day_close": 35.2049999237061}, {"option": "SPY270630C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1631, "open_interest": 86.0, "volume": 0.0, "delta": 0.5719, "gamma": 0.004, "vega": 2.3574, "theta": -0.0779, "rho": 2.3442, "theo": 44.6395, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.55, "last_trade_time": "2026-11-09T12:42:07", "percent_change": 0.0, "prev_day_close": 45.064998626709}, {"option": "SPY270630P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1632, "open_interest": 126.0, "volume": 0.0, "delta": -0.4662, "gamma": 0.0046, "vega": 2.3299, "theta": -0.0921, "rho": -1.6455, "theo": 35.5127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.36, "last_trade_time": "2026-11-06T13:39:32", "percent_change": 0.0, "prev_day_close": 35.5750007629394}, {"option": "SPY270630C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 36.0, "volume": 0.0, "delta": 0.5681, "gamma": 0.004, "vega": 2.3612, "theta": -0.0778, "rho": 2.3302, "theo": 44.0041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 34.7, "last_trade_time": "2026-11-06T12:15:42", "percent_change": 0.0, "prev_day_close": 43.9300003051758}, {"option": "SPY270630P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 853.0, "volume": 2.0, "delta": -0.4709, "gamma": 0.0047, "vega": 2.3292, "theta": -0.0921, "rho": -1.6517, "theo": 35.889, "change": -6.075, "open": 35.8, "high": 35.8, "low": 35.8, "tick": "no_change", "last_trade_price": 35.8, "last_trade_time": "2026-11-11T12:57:39", "percent_change": -14.5075, "prev_day_close": 35.9599990844727}, {"option": "SPY270630C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 145.0, "volume": 43.0, "delta": 0.5642, "gamma": 0.004, "vega": 2.3648, "theta": -0.0777, "rho": 2.3161, "theo": 43.3688, "change": 3.76, "open": 41.84, "high": 41.84, "low": 41.84, "tick": "up", "last_trade_price": 41.84, "last_trade_time": "2026-11-11T10:28:12", "percent_change": 9.87395, "prev_day_close": 43.3050003051758}, {"option": "SPY270630P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 552.0, "volume": 0.0, "delta": -0.4754, "gamma": 0.0047, "vega": 2.3289, "theta": -0.0921, "rho": -1.6632, "theo": 36.252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.42, "last_trade_time": "2026-11-06T09:47:46", "percent_change": 0.0, "prev_day_close": 36.3349990844727}, {"option": "SPY270630C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 659.0, "volume": 116.0, "delta": 0.5602, "gamma": 0.0041, "vega": 2.3682, "theta": -0.0776, "rho": 2.3021, "theo": 42.7442, "change": 5.625, "open": 41.03, "high": 43.12, "low": 41.03, "tick": "no_change", "last_trade_price": 43.12, "last_trade_time": "2026-11-11T11:43:45", "percent_change": 15.002, "prev_day_close": 42.6749992370606}, {"option": "SPY270630P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 1624.0, "volume": 2.0, "delta": -0.4802, "gamma": 0.0047, "vega": 2.3298, "theta": -0.0922, "rho": -1.6762, "theo": 36.6365, "change": -6.25, "open": 36.5, "high": 36.5, "low": 36.5, "tick": "down", "last_trade_price": 36.5, "last_trade_time": "2026-11-11T14:54:19", "percent_change": -14.6199, "prev_day_close": 36.7200012207031}, {"option": "SPY270630C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 671.0, "volume": 107.0, "delta": 0.5401, "gamma": 0.0042, "vega": 2.3821, "theta": -0.0772, "rho": 2.2294, "theo": 39.6494, "change": 5.43, "open": 37.82, "high": 40.95, "low": 37.82, "tick": "down", "last_trade_price": 40.07, "last_trade_time": "2026-11-11T14:17:43", "percent_change": 15.6755, "prev_day_close": 39.5849990844727}, {"option": "SPY270630P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1587, "open_interest": 496.0, "volume": 0.0, "delta": -0.5052, "gamma": 0.0049, "vega": 2.3223, "theta": -0.0921, "rho": -1.7034, "theo": 38.6624, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 47.05, "last_trade_time": "2026-11-09T09:55:10", "percent_change": 0.0, "prev_day_close": 38.7350006103516}, {"option": "SPY270630C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 1065.0, "volume": 184.0, "delta": 0.5195, "gamma": 0.0042, "vega": 2.3922, "theta": -0.0764, "rho": 2.1599, "theo": 36.6807, "change": 5.84, "open": 36.17, "high": 37.74, "low": 36.06, "tick": "up", "last_trade_price": 37.74, "last_trade_time": "2026-11-11T12:33:09", "percent_change": 18.3072, "prev_day_close": 36.625}, {"option": "SPY270630P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1558, "open_interest": 909.0, "volume": 0.0, "delta": -0.5307, "gamma": 0.0051, "vega": 2.3094, "theta": -0.0918, "rho": -1.7356, "theo": 40.7846, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.0, "last_trade_time": "2026-11-09T10:49:17", "percent_change": 0.0, "prev_day_close": 40.875}, {"option": "SPY270630C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 763.0, "volume": 0.0, "delta": 0.4981, "gamma": 0.0043, "vega": 2.3949, "theta": -0.0755, "rho": 2.0771, "theo": 33.8167, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.75, "last_trade_time": "2026-11-10T10:03:50", "percent_change": 0.0, "prev_day_close": 33.7750015258789}, {"option": "SPY270630P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 275.0, "volume": 6.0, "delta": -0.5578, "gamma": 0.0052, "vega": 2.2825, "theta": -0.0913, "rho": -1.7468, "theo": 43.0705, "change": -7.545, "open": 43.55, "high": 43.55, "low": 42.88, "tick": "up", "last_trade_price": 43.21, "last_trade_time": "2026-11-11T16:02:35", "percent_change": -14.8655, "prev_day_close": 43.1600017547607}, {"option": "SPY270630C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 658.0, "volume": 0.0, "delta": 0.4762, "gamma": 0.0044, "vega": 2.3913, "theta": -0.0744, "rho": 1.9937, "theo": 31.0674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.0, "last_trade_time": "2026-11-09T12:33:34", "percent_change": 0.0, "prev_day_close": 31.039999961853}, {"option": "SPY270630P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1505, "open_interest": 738.0, "volume": 0.0, "delta": -0.5863, "gamma": 0.0054, "vega": 2.2378, "theta": -0.0905, "rho": -1.7476, "theo": 45.5259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 63.01, "last_trade_time": "2026-11-06T12:37:12", "percent_change": 0.0, "prev_day_close": 45.6049995422363}, {"option": "SPY270630C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1486, "open_interest": 476.0, "volume": 4.0, "delta": 0.4538, "gamma": 0.0044, "vega": 2.3809, "theta": -0.073, "rho": 1.9074, "theo": 28.4388, "change": 4.11, "open": 28.51, "high": 28.51, "low": 28.51, "tick": "no_change", "last_trade_price": 28.51, "last_trade_time": "2026-11-11T11:35:14", "percent_change": 16.8443, "prev_day_close": 28.4300003051758}, {"option": "SPY270630P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 600.0, "volume": 1.0, "delta": -0.6153, "gamma": 0.0055, "vega": 2.1929, "theta": -0.0892, "rho": -1.7424, "theo": 48.1372, "change": -7.415, "open": 48.35, "high": 48.35, "low": 48.35, "tick": "down", "last_trade_price": 48.35, "last_trade_time": "2026-11-11T12:20:57", "percent_change": -13.2969, "prev_day_close": 48.2100009918213}, {"option": "SPY270630C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 1244.0, "volume": 256.0, "delta": 0.431, "gamma": 0.0045, "vega": 2.3611, "theta": -0.0714, "rho": 1.8216, "theo": 25.9503, "change": 4.04, "open": 25.3, "high": 27.56, "low": 24.86, "tick": "up", "last_trade_price": 26.2, "last_trade_time": "2026-11-11T15:35:53", "percent_change": 18.231, "prev_day_close": 25.9449996948242}, {"option": "SPY270630P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1457, "open_interest": 660.0, "volume": 0.0, "delta": -0.6456, "gamma": 0.0056, "vega": 2.1248, "theta": -0.0875, "rho": -1.7351, "theo": 50.9304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.69, "last_trade_time": "2026-11-05T11:28:33", "percent_change": 0.0, "prev_day_close": 50.4949989318848}, {"option": "SPY270630C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1439, "open_interest": 487.0, "volume": 2.0, "delta": 0.408, "gamma": 0.0045, "vega": 2.3358, "theta": -0.0697, "rho": 1.73, "theo": 23.6005, "change": 3.52, "open": 24.08, "high": 24.08, "low": 23.58, "tick": "down", "last_trade_price": 23.58, "last_trade_time": "2026-11-11T15:42:45", "percent_change": 17.5474, "prev_day_close": 23.5950002670288}, {"option": "SPY270630P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1435, "open_interest": 682.0, "volume": 0.0, "delta": -0.6766, "gamma": 0.0057, "vega": 2.034, "theta": -0.0852, "rho": -1.7131, "theo": 53.9119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 69.91, "last_trade_time": "2026-11-06T09:58:36", "percent_change": 0.0, "prev_day_close": 53.5400009155273}, {"option": "SPY270630C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 2048.0, "volume": 0.0, "delta": 0.3848, "gamma": 0.0045, "vega": 2.3031, "theta": -0.0677, "rho": 1.6374, "theo": 21.3896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.46, "last_trade_time": "2026-11-09T09:57:27", "percent_change": 0.0, "prev_day_close": 21.3900003433228}, {"option": "SPY270630P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 16.0, "volume": 0.0, "delta": -0.7078, "gamma": 0.0057, "vega": 1.9415, "theta": -0.0823, "rho": -1.6531, "theo": 57.0874, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 63.34, "last_trade_time": "2026-11-09T12:22:33", "percent_change": 0.0, "prev_day_close": 56.7749996185303}, {"option": "SPY270630C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 2135.0, "volume": 2.0, "delta": 0.3617, "gamma": 0.0045, "vega": 2.258, "theta": -0.0656, "rho": 1.5465, "theo": 19.3323, "change": 2.965, "open": 19.23, "high": 19.23, "low": 19.23, "tick": "no_change", "last_trade_price": 19.23, "last_trade_time": "2026-11-11T11:18:09", "percent_change": 18.2293, "prev_day_close": 19.3150005340576}, {"option": "SPY270630P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1395, "open_interest": 7.0, "volume": 0.0, "delta": -0.7396, "gamma": 0.0057, "vega": 1.8258, "theta": -0.0791, "rho": -1.5982, "theo": 60.462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 52.5, "last_trade_time": "2026-10-21T12:55:35", "percent_change": 0.0, "prev_day_close": 60.079999923706}, {"option": "SPY270630C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 2021.0, "volume": 3.0, "delta": 0.3388, "gamma": 0.0044, "vega": 2.2098, "theta": -0.0633, "rho": 1.4525, "theo": 17.422, "change": 3.68, "open": 16.88, "high": 18.26, "low": 16.88, "tick": "up", "last_trade_price": 18.26, "last_trade_time": "2026-11-11T14:05:02", "percent_change": 25.2401, "prev_day_close": 17.4000005722046}, {"option": "SPY270630P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 139.0, "volume": 1.0, "delta": -0.7716, "gamma": 0.0058, "vega": 1.6999, "theta": -0.0759, "rho": -1.5818, "theo": 64.0264, "change": -8.065, "open": 65.25, "high": 65.25, "low": 65.25, "tick": "down", "last_trade_price": 65.25, "last_trade_time": "2026-11-11T11:28:42", "percent_change": -11.0005, "prev_day_close": 63.4049987792969}, {"option": "SPY270630C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 2089.0, "volume": 0.0, "delta": 0.3162, "gamma": 0.0043, "vega": 2.1549, "theta": -0.0609, "rho": 1.3647, "theo": 15.6534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.8, "last_trade_time": "2026-11-10T14:05:42", "percent_change": 0.0, "prev_day_close": 15.625}, {"option": "SPY270630P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 725.0, "volume": 0.0, "delta": -0.8039, "gamma": 0.0059, "vega": 1.5506, "theta": -0.0723, "rho": -1.4473, "theo": 67.7993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 56.2, "last_trade_time": "2026-10-06T13:23:40", "percent_change": 0.0, "prev_day_close": 67.2200012207031}, {"option": "SPY270630C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 1429.0, "volume": 13.0, "delta": 0.2941, "gamma": 0.0043, "vega": 2.0873, "theta": -0.0584, "rho": 1.2696, "theo": 14.0342, "change": 2.545, "open": 13.5, "high": 14.57, "low": 13.5, "tick": "down", "last_trade_price": 14.17, "last_trade_time": "2026-11-11T15:19:51", "percent_change": 21.8925, "prev_day_close": 14.0}, {"option": "SPY270630P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 611.0, "volume": 0.0, "delta": -0.8371, "gamma": 0.006, "vega": 1.3801, "theta": -0.0716, "rho": -1.3038, "theo": 71.772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.65, "last_trade_time": "2026-11-04T09:43:40", "percent_change": 0.0, "prev_day_close": 71.2299995422363}, {"option": "SPY270630C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1329, "open_interest": 969.0, "volume": 0.0, "delta": 0.2726, "gamma": 0.0042, "vega": 2.0197, "theta": -0.0558, "rho": 1.1797, "theo": 12.5491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.09, "last_trade_time": "2026-11-10T10:51:39", "percent_change": 0.0, "prev_day_close": 12.5}, {"option": "SPY270630P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 1.0, "volume": 0.0, "delta": -0.8731, "gamma": 0.0065, "vega": 1.2059, "theta": -0.0742, "rho": -1.1354, "theo": 75.9259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 72.75, "last_trade_time": "2026-10-22T16:13:58", "percent_change": 0.0, "prev_day_close": 75.4449996948242}, {"option": "SPY270630C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 487.0, "volume": 0.0, "delta": 0.2518, "gamma": 0.004, "vega": 1.9452, "theta": -0.0531, "rho": 1.096, "theo": 11.1924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.99, "last_trade_time": "2026-11-09T10:43:14", "percent_change": 0.0, "prev_day_close": 11.1499996185303}, {"option": "SPY270630P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 1.0, "volume": 0.0, "delta": -0.9117, "gamma": 0.0072, "vega": 0.9578, "theta": -0.0804, "rho": -0.8444, "theo": 80.3169, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 108.01, "last_trade_time": "2026-11-05T16:01:23", "percent_change": 0.0, "prev_day_close": 80.3349990844726}, {"option": "SPY270630C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1304, "open_interest": 509.0, "volume": 0.0, "delta": 0.2319, "gamma": 0.0039, "vega": 1.8632, "theta": -0.0504, "rho": 1.0092, "theo": 9.9622, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.87, "last_trade_time": "2026-11-09T10:43:14", "percent_change": 0.0, "prev_day_close": 9.92000007629394}, {"option": "SPY270630P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 0.0, "volume": 0.0, "delta": -0.9445, "gamma": 0.0072, "vega": 0.7438, "theta": -0.0756, "rho": -0.6818, "theo": 84.8632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 106.31, "last_trade_time": "2026-11-06T15:16:41", "percent_change": 0.0, "prev_day_close": 85.0800018310547}, {"option": "SPY270630C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1293, "open_interest": 511.0, "volume": 131.0, "delta": 0.2128, "gamma": 0.0037, "vega": 1.7826, "theta": -0.0476, "rho": 0.9283, "theo": 8.8444, "change": 1.75, "open": 8.63, "high": 9.41, "low": 8.63, "tick": "down", "last_trade_price": 8.94, "last_trade_time": "2026-11-11T15:19:51", "percent_change": 24.3394, "prev_day_close": 8.80500030517578}, {"option": "SPY270630P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 0.0, "volume": 0.0, "delta": -0.9705, "gamma": 0.0042, "vega": 0.3223, "theta": -0.1113, "rho": 0.0, "theo": 89.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.13, "last_trade_time": "2026-11-09T14:02:54", "percent_change": 0.0, "prev_day_close": 89.810001373291}, {"option": "SPY270630C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1284, "open_interest": 97.0, "volume": 0.0, "delta": 0.1947, "gamma": 0.0036, "vega": 1.696, "theta": -0.0448, "rho": 0.8531, "theo": 7.8346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.61, "last_trade_time": "2026-11-10T15:52:07", "percent_change": 0.0, "prev_day_close": 7.8050000667572}, {"option": "SPY270630P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 0.0, "volume": 0.0, "delta": -0.9893, "gamma": 0.0015, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 94.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 84.84, "last_trade_time": "2026-10-28T10:15:40", "percent_change": 0.0, "prev_day_close": 94.8199996948242}, {"option": "SPY270630C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1275, "open_interest": 286.0, "volume": 6.0, "delta": 0.1777, "gamma": 0.0034, "vega": 1.6071, "theta": -0.0421, "rho": 0.7782, "theo": 6.9264, "change": 1.895, "open": 6.89, "high": 7.48, "low": 6.89, "tick": "up", "last_trade_price": 7.48, "last_trade_time": "2026-11-11T12:35:01", "percent_change": 33.9302, "prev_day_close": 6.89999985694885}, {"option": "SPY270630P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 87.15, "last_trade_time": "2026-10-28T14:43:45", "percent_change": 0.0, "prev_day_close": 99.8050003051758}, {"option": "SPY270630C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1268, "open_interest": 562.0, "volume": 2.0, "delta": 0.1616, "gamma": 0.0032, "vega": 1.5209, "theta": -0.0393, "rho": 0.7107, "theo": 6.1084, "change": 1.44, "open": 6.15, "high": 6.35, "low": 6.15, "tick": "up", "last_trade_price": 6.35, "last_trade_time": "2026-11-11T11:29:06", "percent_change": 29.3279, "prev_day_close": 6.08999991416931}, {"option": "SPY270630P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.71, "last_trade_time": "2026-10-29T11:34:34", "percent_change": 0.0, "prev_day_close": 104.78999710083}, {"option": "SPY270630C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1261, "open_interest": 1022.0, "volume": 0.0, "delta": 0.1465, "gamma": 0.003, "vega": 1.4303, "theta": -0.0366, "rho": 0.645, "theo": 5.3767, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.75, "last_trade_time": "2026-11-05T12:26:46", "percent_change": 0.0, "prev_day_close": 5.37000012397766}, {"option": "SPY270630P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1569, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.95, "last_trade_time": "2026-10-30T11:14:31", "percent_change": 0.0, "prev_day_close": 109.794998168945}, {"option": "SPY270630C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1255, "open_interest": 535.0, "volume": 419.0, "delta": 0.1325, "gamma": 0.0028, "vega": 1.342, "theta": -0.0341, "rho": 0.5836, "theo": 4.7271, "change": 1.37, "open": 4.6, "high": 5.15, "low": 4.6, "tick": "up", "last_trade_price": 5.15, "last_trade_time": "2026-11-11T12:54:21", "percent_change": 36.2434, "prev_day_close": 4.72499990463257}, {"option": "SPY270630P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 117.08, "last_trade_time": "2026-10-30T12:42:07", "percent_change": 0.0, "prev_day_close": 114.91499710083}, {"option": "SPY270630C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 686.0, "volume": 20.0, "delta": 0.1195, "gamma": 0.0026, "vega": 1.2564, "theta": -0.0315, "rho": 0.5295, "theo": 4.1451, "change": 1.285, "open": 4.42, "high": 4.6, "low": 4.42, "tick": "up", "last_trade_price": 4.6, "last_trade_time": "2026-11-11T13:49:27", "percent_change": 38.7632, "prev_day_close": 4.14999985694885}, {"option": "SPY270630P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 128.2, "last_trade_time": "2026-10-30T14:41:53", "percent_change": 0.0, "prev_day_close": 119.889999389648}, {"option": "SPY270630C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 978.0, "volume": 18.0, "delta": 0.1076, "gamma": 0.0025, "vega": 1.1706, "theta": -0.0291, "rho": 0.4756, "theo": 3.6328, "change": 1.105, "open": 4.0, "high": 4.0, "low": 4.0, "tick": "no_change", "last_trade_price": 4.0, "last_trade_time": "2026-11-11T13:20:40", "percent_change": 38.1693, "prev_day_close": 3.64499998092651}, {"option": "SPY270630P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1717, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.799999237061}, {"option": "SPY270630C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 568.0, "volume": 24.0, "delta": 0.0967, "gamma": 0.0023, "vega": 1.089, "theta": -0.0268, "rho": 0.4275, "theo": 3.1817, "change": 1.03, "open": 3.48, "high": 3.57, "low": 3.48, "tick": "up", "last_trade_price": 3.57, "last_trade_time": "2026-11-11T13:47:42", "percent_change": 40.5512, "prev_day_close": 3.19000005722046}, {"option": "SPY270630P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1758, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.44, "last_trade_time": "2026-10-30T15:17:22", "percent_change": 0.0, "prev_day_close": 129.805000305176}, {"option": "SPY270630C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1238, "open_interest": 1369.0, "volume": 20.0, "delta": 0.0866, "gamma": 0.0021, "vega": 1.0105, "theta": -0.0247, "rho": 0.3852, "theo": 2.7813, "change": 0.86, "open": 2.95, "high": 3.08, "low": 2.95, "tick": "no_change", "last_trade_price": 3.08, "last_trade_time": "2026-11-11T13:20:40", "percent_change": 38.7387, "prev_day_close": 2.79499995708466}, {"option": "SPY270630P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 139.33, "last_trade_time": "2026-11-03T10:58:53", "percent_change": 0.0, "prev_day_close": 134.820007324219}, {"option": "SPY270630C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 2426.0, "volume": 39.0, "delta": 0.0776, "gamma": 0.002, "vega": 0.9349, "theta": -0.0226, "rho": 0.3441, "theo": 2.4331, "change": 0.76, "open": 2.3, "high": 2.7, "low": 2.25, "tick": "no_change", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T13:20:40", "percent_change": 39.1753, "prev_day_close": 2.44500005245209}, {"option": "SPY270630P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 134.24, "last_trade_time": "2026-11-04T11:20:50", "percent_change": 0.0, "prev_day_close": 139.945007324219}, {"option": "SPY270630C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 1239.0, "volume": 24.0, "delta": 0.0694, "gamma": 0.0018, "vega": 0.8633, "theta": -0.0207, "rho": 0.3078, "theo": 2.1263, "change": 0.415, "open": 2.14, "high": 2.37, "low": 2.11, "tick": "down", "last_trade_price": 2.11, "last_trade_time": "2026-11-11T15:59:13", "percent_change": 24.4838, "prev_day_close": 2.13999998569489}, {"option": "SPY270630P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1892, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.16, "last_trade_time": "2026-11-04T14:51:27", "percent_change": 0.0, "prev_day_close": 144.925003051758}, {"option": "SPY270630C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 445.0, "volume": 4.0, "delta": 0.062, "gamma": 0.0016, "vega": 0.7961, "theta": -0.0189, "rho": 0.2763, "theo": 1.859, "change": 0.52, "open": 1.9, "high": 2.0, "low": 1.71, "tick": "up", "last_trade_price": 2.0, "last_trade_time": "2026-11-11T11:41:23", "percent_change": 35.1351, "prev_day_close": 1.87000000476837}, {"option": "SPY270630P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1936, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.860000610352}, {"option": "SPY270630C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 213.0, "volume": 2.0, "delta": 0.0554, "gamma": 0.0015, "vega": 0.733, "theta": -0.0173, "rho": 0.2461, "theo": 1.627, "change": 0.345, "open": 1.65, "high": 1.65, "low": 1.64, "tick": "down", "last_trade_price": 1.64, "last_trade_time": "2026-11-11T15:39:31", "percent_change": 26.6409, "prev_day_close": 1.63999998569489}, {"option": "SPY270630P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.9, "last_trade_time": "2026-08-11T14:16:48", "percent_change": 0.0, "prev_day_close": 154.809997558594}, {"option": "SPY270630C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1232, "open_interest": 2173.0, "volume": 1.0, "delta": 0.0494, "gamma": 0.0014, "vega": 0.6738, "theta": -0.0158, "rho": 0.2204, "theo": 1.4242, "change": 0.455, "open": 1.59, "high": 1.59, "low": 1.59, "tick": "up", "last_trade_price": 1.59, "last_trade_time": "2026-11-11T12:46:36", "percent_change": 40.0881, "prev_day_close": 1.43999999761581}, {"option": "SPY270630P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2025, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.86499786377}, {"option": "SPY270630C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1233, "open_interest": 1698.0, "volume": 2.0, "delta": 0.0441, "gamma": 0.0012, "vega": 0.6191, "theta": -0.0144, "rho": 0.1971, "theo": 1.249, "change": 0.425, "open": 1.42, "high": 1.42, "low": 1.42, "tick": "up", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T13:22:07", "percent_change": 42.7136, "prev_day_close": 1.25499999523163}, {"option": "SPY270630P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2073, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.860000610352}, {"option": "SPY270630C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1234, "open_interest": 348.0, "volume": 20.0, "delta": 0.0394, "gamma": 0.0011, "vega": 0.5686, "theta": -0.0132, "rho": 0.1756, "theo": 1.0967, "change": 0.21, "open": 1.08, "high": 1.08, "low": 1.08, "tick": "no_change", "last_trade_price": 1.08, "last_trade_time": "2026-11-11T15:56:24", "percent_change": 24.1379, "prev_day_close": 1.10500001907349}, {"option": "SPY270630P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.211, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.86499786377}, {"option": "SPY270630C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1236, "open_interest": 3145.0, "volume": 1.0, "delta": 0.0352, "gamma": 0.001, "vega": 0.5217, "theta": -0.012, "rho": 0.1572, "theo": 0.964, "change": 0.245, "open": 1.01, "high": 1.01, "low": 1.01, "tick": "up", "last_trade_price": 1.01, "last_trade_time": "2026-11-11T14:59:06", "percent_change": 32.0261, "prev_day_close": 0.965000003576279}, {"option": "SPY270630P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2152, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.815002441406}, {"option": "SPY270630C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1239, "open_interest": 212.0, "volume": 0.0, "delta": 0.0315, "gamma": 0.001, "vega": 0.4789, "theta": -0.011, "rho": 0.1409, "theo": 0.8504, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.82, "last_trade_time": "2026-11-09T13:25:41", "percent_change": 0.0, "prev_day_close": 0.854999989271164}, {"option": "SPY270630P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.86499786377}, {"option": "SPY270630C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1241, "open_interest": 1073.0, "volume": 0.0, "delta": 0.0282, "gamma": 0.0009, "vega": 0.4394, "theta": -0.01, "rho": 0.1259, "theo": 0.7506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-11-05T11:02:21", "percent_change": 0.0, "prev_day_close": 0.754999995231628}, {"option": "SPY270630P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2239, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.819999694824}, {"option": "SPY270630C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1245, "open_interest": 10500.0, "volume": 37.0, "delta": 0.0253, "gamma": 0.0008, "vega": 0.4042, "theta": -0.0092, "rho": 0.1132, "theo": 0.6659, "change": 0.16, "open": 0.72, "high": 0.77, "low": 0.69, "tick": "down", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T14:30:38", "percent_change": 30.1887, "prev_day_close": 0.66499999165535}, {"option": "SPY270630P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2275, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.819999694824}, {"option": "SPY270630C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.125, "open_interest": 629.0, "volume": 0.0, "delta": 0.0228, "gamma": 0.0007, "vega": 0.3713, "theta": -0.0084, "rho": 0.1016, "theo": 0.5912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.56, "last_trade_time": "2026-11-09T10:32:06", "percent_change": 0.0, "prev_day_close": 0.590000003576279}, {"option": "SPY270630P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2317, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.830001831055}, {"option": "SPY270630C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1254, "open_interest": 1585.0, "volume": 0.0, "delta": 0.0205, "gamma": 0.0006, "vega": 0.3422, "theta": -0.0077, "rho": 0.0917, "theo": 0.5282, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-11-05T13:34:14", "percent_change": 0.0, "prev_day_close": 0.530000001192093}, {"option": "SPY270630P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.236, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.815002441406}, {"option": "SPY270630C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.126, "open_interest": 373.0, "volume": 0.0, "delta": 0.0185, "gamma": 0.0006, "vega": 0.3154, "theta": -0.0071, "rho": 0.083, "theo": 0.4724, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.62, "last_trade_time": "2026-11-02T11:21:41", "percent_change": 0.0, "prev_day_close": 0.469999998807907}, {"option": "SPY270630P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2397, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.825004577637}, {"option": "SPY270630C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1268, "open_interest": 152.0, "volume": 0.0, "delta": 0.0168, "gamma": 0.0005, "vega": 0.2912, "theta": -0.0065, "rho": 0.075, "theo": 0.424, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.29, "last_trade_time": "2026-11-05T11:18:47", "percent_change": 0.0, "prev_day_close": 0.424999997019768}, {"option": "SPY270630P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2437, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.825004577637}, {"option": "SPY270630C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1273, "open_interest": 228.0, "volume": 0.0, "delta": 0.0152, "gamma": 0.0005, "vega": 0.2694, "theta": -0.006, "rho": 0.0682, "theo": 0.3822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.37, "last_trade_time": "2026-11-09T13:26:12", "percent_change": 0.0, "prev_day_close": 0.384999990463257}, {"option": "SPY270630P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.247, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.825004577637}, {"option": "SPY270630C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1281, "open_interest": 320.0, "volume": 1.0, "delta": 0.0139, "gamma": 0.0005, "vega": 0.2494, "theta": -0.0056, "rho": 0.0622, "theo": 0.3455, "change": 0.11, "open": 0.39, "high": 0.39, "low": 0.39, "tick": "up", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T12:22:21", "percent_change": 39.2857, "prev_day_close": 0.350000008940697}, {"option": "SPY270630P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.252, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.764999389648}, {"option": "SPY270630C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 18.0, "volume": 1.0, "delta": 0.0126, "gamma": 0.0004, "vega": 0.2314, "theta": -0.0052, "rho": 0.0568, "theo": 0.3136, "change": 0.1, "open": 0.36, "high": 0.36, "low": 0.36, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-11-11T12:22:21", "percent_change": 38.4615, "prev_day_close": 0.314999997615814}, {"option": "SPY270630P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2576, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.895004272461}, {"option": "SPY270630C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.13, "open_interest": 303.0, "volume": 1.0, "delta": 0.0116, "gamma": 0.0004, "vega": 0.2152, "theta": -0.0048, "rho": 0.052, "theo": 0.2857, "change": 0.09, "open": 0.33, "high": 0.33, "low": 0.33, "tick": "up", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T12:22:21", "percent_change": 37.5, "prev_day_close": 0.290000006556511}, {"option": "SPY270630P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.825004577637}, {"option": "SPY270630C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 368.0, "volume": 12.0, "delta": 0.0106, "gamma": 0.0004, "vega": 0.2004, "theta": -0.0045, "rho": 0.0476, "theo": 0.2615, "change": 0.08, "open": 0.24, "high": 0.3, "low": 0.24, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T13:48:25", "percent_change": 36.3636, "prev_day_close": 0.269999995827675}, {"option": "SPY270630P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2657, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1113, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.819999694824}, {"option": "SPY270917C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0477, "theo": 710.8283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 703.25, "last_trade_time": "2026-11-05T10:04:20", "percent_change": 0.0, "prev_day_close": 710.070007324219}, {"option": "SPY270917P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8978, "open_interest": 138.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.003, "theta": -0.0004, "rho": -0.0008, "theo": 0.0188, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-10-08T09:30:03", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270917C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0525, "theo": 705.8544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 698.25, "last_trade_time": "2026-11-05T10:04:20", "percent_change": 0.0, "prev_day_close": 705.079986572266}, {"option": "SPY270917P00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8416, "open_interest": 10.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0035, "theta": -0.0004, "rho": -0.001, "theo": 0.0217, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-05-21T09:30:05", "percent_change": 0.0, "prev_day_close": 0.0149999996647239}, {"option": "SPY270917C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0572, "theo": 700.8761, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 697.3, "last_trade_time": "2026-06-02T09:40:34", "percent_change": 0.0, "prev_day_close": 700.084991455078}, {"option": "SPY270917P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8541, "open_interest": 2.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.004, "theta": -0.0005, "rho": -0.0011, "theo": 0.0247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-09-11T10:16:15", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.062, "theo": 695.8933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 695.095001220703}, {"option": "SPY270917P00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8268, "open_interest": 1.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0046, "theta": -0.0006, "rho": -0.0013, "theo": 0.028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-06-11T15:21:12", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0668, "theo": 690.9149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 686.28, "last_trade_time": "2026-06-03T09:59:33", "percent_change": 0.0, "prev_day_close": 690.105010986328}, {"option": "SPY270917P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.815, "open_interest": 6.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0052, "theta": -0.0006, "rho": -0.0015, "theo": 0.0316, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-05-27T14:23:07", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270917C00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0716, "theo": 685.9366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 685.114990234375}, {"option": "SPY270917P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8023, "open_interest": 0.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0058, "theta": -0.0007, "rho": -0.0017, "theo": 0.0354, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0763, "theo": 680.9583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 679.01, "last_trade_time": "2026-06-02T09:58:28", "percent_change": 0.0, "prev_day_close": 680.125}, {"option": "SPY270917P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7798, "open_interest": 4.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0066, "theta": -0.0008, "rho": -0.0019, "theo": 0.0398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-09-11T13:39:49", "percent_change": 0.0, "prev_day_close": 0.034999999217689}, {"option": "SPY270917C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0811, "theo": 675.9799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 670.27, "last_trade_time": "2026-06-03T11:48:41", "percent_change": 0.0, "prev_day_close": 675.390014648438}, {"option": "SPY270917P00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.776, "open_interest": 0.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0074, "theta": -0.0009, "rho": -0.0021, "theo": 0.0445, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270917C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0859, "theo": 671.0016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 670.399993896484}, {"option": "SPY270917P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.763, "open_interest": 26.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0083, "theta": -0.0009, "rho": -0.0024, "theo": 0.0492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-09-16T15:07:30", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY270917C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0908, "theo": 666.0233, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 665.415008544922}, {"option": "SPY270917P00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7502, "open_interest": 12.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0092, "theta": -0.001, "rho": -0.0027, "theo": 0.0547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-04T13:03:14", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270917C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0956, "theo": 661.045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 660.429992675781}, {"option": "SPY270917P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7429, "open_interest": 10.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0103, "theta": -0.0011, "rho": -0.003, "theo": 0.061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-10-29T10:24:02", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY270917C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.1014, "theo": 656.0667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 655.440002441406}, {"option": "SPY270917P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7302, "open_interest": 30.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0113, "theta": -0.0012, "rho": -0.0033, "theo": 0.0671, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-09-21T09:30:02", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY270917C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.1064, "theo": 651.0886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 650.454986572266}, {"option": "SPY270917P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7176, "open_interest": 29.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0126, "theta": -0.0013, "rho": -0.0037, "theo": 0.0743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-04T09:44:13", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY270917C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1165, "theo": 646.1156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 645.464996337891}, {"option": "SPY270917P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7095, "open_interest": 10.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0138, "theta": -0.0015, "rho": -0.0041, "theo": 0.0818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.14, "last_trade_time": "2026-08-19T15:35:47", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY270917C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1377, "theo": 641.1387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 654.13, "last_trade_time": "2026-10-05T12:10:28", "percent_change": 0.0, "prev_day_close": 640.480010986328}, {"option": "SPY270917P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7011, "open_interest": 41.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0153, "theta": -0.0016, "rho": -0.0046, "theo": 0.0903, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-03T13:18:32", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY270917C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0013, "theta": 0.0, "rho": 0.1622, "theo": 636.1656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 615.0, "last_trade_time": "2026-05-15T09:33:27", "percent_change": 0.0, "prev_day_close": 635.489990234375}, {"option": "SPY270917P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6923, "open_interest": 31.0, "volume": 1.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0168, "theta": -0.0017, "rho": -0.0051, "theo": 0.099, "change": -0.02, "open": 0.09, "high": 0.09, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T13:09:38", "percent_change": -18.1818, "prev_day_close": 0.100000001490116}, {"option": "SPY270917C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0031, "theta": 0.0, "rho": 0.2302, "theo": 631.1996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 630.5}, {"option": "SPY270917P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6835, "open_interest": 170.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0184, "theta": -0.0019, "rho": -0.0056, "theo": 0.1089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-08-20T14:23:01", "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "SPY270917C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0111, "theta": 0.0, "rho": 0.4681, "theo": 626.2507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 608.0, "last_trade_time": "2026-06-08T09:34:16", "percent_change": 0.0, "prev_day_close": 625.510009765625}, {"option": "SPY270917P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6747, "open_interest": 110.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0201, "theta": -0.002, "rho": -0.0062, "theo": 0.119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-08-27T09:30:00", "percent_change": 0.0, "prev_day_close": 0.119999997317791}, {"option": "SPY270917C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0162, "theta": 0.0, "rho": 0.5446, "theo": 621.3462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 602.5, "last_trade_time": "2026-06-05T14:15:32", "percent_change": 0.0, "prev_day_close": 620.510009765625}, {"option": "SPY270917P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6658, "open_interest": 106.0, "volume": 0.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.022, "theta": -0.0022, "rho": -0.0068, "theo": 0.1302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-10-06T13:55:26", "percent_change": 0.0, "prev_day_close": 0.129999998956919}, {"option": "SPY270917C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.019, "theta": 0.0, "rho": 0.7805, "theo": 616.4527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 615.505004882812}, {"option": "SPY270917P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6569, "open_interest": 80.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.024, "theta": -0.0023, "rho": -0.0075, "theo": 0.1427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-08-27T09:30:00", "percent_change": 0.0, "prev_day_close": 0.140000000596046}, {"option": "SPY270917C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0208, "theta": 0.0, "rho": 0.8852, "theo": 611.6008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 622.3, "last_trade_time": "2026-10-28T12:53:06", "percent_change": 0.0, "prev_day_close": 610.505004882812}, {"option": "SPY270917P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6502, "open_interest": 51.0, "volume": 1.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0261, "theta": -0.0025, "rho": -0.0082, "theo": 0.1553, "change": -0.02, "open": 0.15, "high": 0.15, "low": 0.15, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T13:09:56", "percent_change": -11.7647, "prev_day_close": 0.155000001192093}, {"option": "SPY270917C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0249, "theta": 0.0, "rho": 0.9266, "theo": 606.7591, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 605.529998779297}, {"option": "SPY270917P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6432, "open_interest": 0.0, "volume": 0.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0284, "theta": -0.0027, "rho": -0.0089, "theo": 0.1694, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "SPY270917C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0299, "theta": 0.0, "rho": 0.9729, "theo": 601.92, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 600.829986572266}, {"option": "SPY270917P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6343, "open_interest": 26.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0308, "theta": -0.0029, "rho": -0.0098, "theo": 0.1837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-09-16T15:28:40", "percent_change": 0.0, "prev_day_close": 0.179999999701977}, {"option": "SPY270917C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0327, "theta": 0.0, "rho": 1.0664, "theo": 597.0905, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 579.0, "last_trade_time": "2026-06-05T14:15:34", "percent_change": 0.0, "prev_day_close": 595.940002441406}, {"option": "SPY270917P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6289, "open_interest": 4.0, "volume": 0.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0334, "theta": -0.0031, "rho": -0.0107, "theo": 0.1998, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-06-10T09:53:10", "percent_change": 0.0, "prev_day_close": 0.199999995529652}, {"option": "SPY270917C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0352, "theta": 0.0, "rho": 1.1939, "theo": 592.2715, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 591.304992675781}, {"option": "SPY270917P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6216, "open_interest": 328.0, "volume": 0.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.036, "theta": -0.0033, "rho": -0.0116, "theo": 0.2162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-04T10:41:56", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY270917C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0372, "theta": 0.0, "rho": 1.3003, "theo": 587.4674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 578.5, "last_trade_time": "2026-06-05T09:42:04", "percent_change": 0.0, "prev_day_close": 586.415008544922}, {"option": "SPY270917P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6143, "open_interest": 1.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0388, "theta": -0.0036, "rho": -0.0126, "theo": 0.2343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-10-20T15:02:41", "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "SPY270917C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.0389, "theta": 0.0, "rho": 1.3876, "theo": 582.6744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 566.0, "last_trade_time": "2026-06-05T14:12:06", "percent_change": 0.0, "prev_day_close": 581.75}, {"option": "SPY270917P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6082, "open_interest": 39.0, "volume": 0.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0417, "theta": -0.0038, "rho": -0.0136, "theo": 0.2525, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-10-14T14:09:56", "percent_change": 0.0, "prev_day_close": 0.249999992549419}, {"option": "SPY270917C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0403, "theta": 0.0, "rho": 1.4567, "theo": 577.8886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 561.0, "last_trade_time": "2026-06-08T09:34:18", "percent_change": 0.0, "prev_day_close": 576.894989013672}, {"option": "SPY270917P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.602, "open_interest": 0.0, "volume": 0.0, "delta": -0.002, "gamma": 0.0, "vega": 0.0449, "theta": -0.004, "rho": -0.0148, "theo": 0.2727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.269999995827675}, {"option": "SPY270917C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9989, "gamma": 0.0, "vega": 0.043, "theta": 0.0, "rho": 1.5136, "theo": 573.1076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 547.0, "last_trade_time": "2026-06-09T11:26:30", "percent_change": 0.0, "prev_day_close": 572.25}, {"option": "SPY270917P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5958, "open_interest": 314.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0482, "theta": -0.0043, "rho": -0.0159, "theo": 0.2934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-09T09:38:21", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY270917C00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9987, "gamma": 0.0, "vega": 0.0491, "theta": 0.0, "rho": 1.5645, "theo": 568.3283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 567.375}, {"option": "SPY270917P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5914, "open_interest": 58.0, "volume": 0.0, "delta": -0.0023, "gamma": 0.0, "vega": 0.0517, "theta": -0.0046, "rho": -0.0172, "theo": 0.3154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-04T10:41:56", "percent_change": 0.0, "prev_day_close": 0.314999997615814}, {"option": "SPY270917C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.0545, "theta": 0.0, "rho": 1.606, "theo": 563.5531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 567.68, "last_trade_time": "2026-09-11T15:45:10", "percent_change": 0.0, "prev_day_close": 562.489990234375}, {"option": "SPY270917P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5848, "open_interest": 3562.0, "volume": 2.0, "delta": -0.0025, "gamma": 0.0, "vega": 0.0552, "theta": -0.0048, "rho": -0.0185, "theo": 0.3378, "change": -0.055, "open": 0.33, "high": 0.33, "low": 0.33, "tick": "down", "last_trade_price": 0.33, "last_trade_time": "2026-11-11T13:40:14", "percent_change": -14.2857, "prev_day_close": 0.340000003576279}, {"option": "SPY270917C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0578, "theta": 0.0, "rho": 1.6482, "theo": 558.782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 557.855010986328}, {"option": "SPY270917P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5791, "open_interest": 102.0, "volume": 0.0, "delta": -0.0027, "gamma": 0.0, "vega": 0.059, "theta": -0.0051, "rho": -0.0199, "theo": 0.3619, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.42, "last_trade_time": "2026-10-05T11:11:08", "percent_change": 0.0, "prev_day_close": 0.365000009536743}, {"option": "SPY270917C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.061, "theta": 0.0, "rho": 1.689, "theo": 554.0122, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 537.0, "last_trade_time": "2026-06-08T09:35:12", "percent_change": 0.0, "prev_day_close": 552.975006103516}, {"option": "SPY270917P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5733, "open_interest": 135.0, "volume": 0.0, "delta": -0.0029, "gamma": 0.0, "vega": 0.063, "theta": -0.0054, "rho": -0.0214, "theo": 0.3871, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-11-09T09:47:36", "percent_change": 0.0, "prev_day_close": 0.390000000596046}, {"option": "SPY270917C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9979, "gamma": 0.0, "vega": 0.0639, "theta": 0.0, "rho": 1.7291, "theo": 549.2435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 441.0, "last_trade_time": "2026-03-26T16:14:24", "percent_change": 0.0, "prev_day_close": 548.339996337891}, {"option": "SPY270917P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5682, "open_interest": 13.0, "volume": 0.0, "delta": -0.0031, "gamma": 0.0, "vega": 0.0671, "theta": -0.0057, "rho": -0.0229, "theo": 0.4135, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.5, "last_trade_time": "2026-09-30T13:00:33", "percent_change": 0.0, "prev_day_close": 0.41499999165535}, {"option": "SPY270917C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0, "vega": 0.0667, "theta": 0.0, "rho": 1.7687, "theo": 544.4758, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 543.459991455078}, {"option": "SPY270917P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5623, "open_interest": 394.0, "volume": 0.0, "delta": -0.0033, "gamma": 0.0, "vega": 0.0713, "theta": -0.006, "rho": -0.0245, "theo": 0.4416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.59, "last_trade_time": "2026-10-30T15:03:55", "percent_change": 0.0, "prev_day_close": 0.444999992847443}, {"option": "SPY270917C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.0691, "theta": 0.0, "rho": 1.8082, "theo": 539.7087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 538.825012207031}, {"option": "SPY270917P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5569, "open_interest": 95.0, "volume": 0.0, "delta": -0.0036, "gamma": 0.0, "vega": 0.0757, "theta": -0.0063, "rho": -0.0262, "theo": 0.4696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-10-29T12:32:52", "percent_change": 0.0, "prev_day_close": 0.474999994039536}, {"option": "SPY270917C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0, "vega": 0.0712, "theta": 0.0, "rho": 1.8476, "theo": 534.9421, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 533.945007324219}, {"option": "SPY270917P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5515, "open_interest": 9.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0, "vega": 0.0802, "theta": -0.0066, "rho": -0.0279, "theo": 0.4994, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.75, "last_trade_time": "2026-11-05T12:22:29", "percent_change": 0.0, "prev_day_close": 0.504999995231628}, {"option": "SPY270917C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.0787, "theta": 0.0, "rho": 1.887, "theo": 530.1759, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 542.64, "last_trade_time": "2026-08-05T14:00:19", "percent_change": 0.0, "prev_day_close": 529.25}, {"option": "SPY270917P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5461, "open_interest": 724.0, "volume": 0.0, "delta": -0.004, "gamma": 0.0, "vega": 0.085, "theta": -0.007, "rho": -0.0297, "theo": 0.5309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.55, "last_trade_time": "2026-11-04T09:47:18", "percent_change": 0.0, "prev_day_close": 0.534999996423721}, {"option": "SPY270917C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9968, "gamma": 0.0, "vega": 0.0876, "theta": 0.0, "rho": 1.9266, "theo": 525.4097, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 537.93, "last_trade_time": "2026-08-05T13:59:17", "percent_change": 0.0, "prev_day_close": 524.434997558594}, {"option": "SPY270917P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5411, "open_interest": 70.0, "volume": 0.0, "delta": -0.0043, "gamma": 0.0, "vega": 0.09, "theta": -0.0073, "rho": -0.0316, "theo": 0.563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.21, "last_trade_time": "2026-07-23T15:05:48", "percent_change": 0.0, "prev_day_close": 0.564999997615814}, {"option": "SPY270917C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0, "vega": 0.0938, "theta": 0.0, "rho": 1.961, "theo": 520.6474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 533.18, "last_trade_time": "2026-08-05T14:00:19", "percent_change": 0.0, "prev_day_close": 519.75}, {"option": "SPY270917P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5354, "open_interest": 502.0, "volume": 0.0, "delta": -0.0046, "gamma": 0.0, "vega": 0.0952, "theta": -0.0076, "rho": -0.0336, "theo": 0.5965, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.86, "last_trade_time": "2026-11-06T13:24:22", "percent_change": 0.0, "prev_day_close": 0.599999994039536}, {"option": "SPY270917C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0, "vega": 0.0986, "theta": 0.0, "rho": 1.9994, "theo": 515.8876, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 514.924987792969}, {"option": "SPY270917P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5303, "open_interest": 4296.0, "volume": 3.0, "delta": -0.0049, "gamma": 0.0, "vega": 0.1006, "theta": -0.008, "rho": -0.0357, "theo": 0.6309, "change": -0.08, "open": 0.64, "high": 0.64, "low": 0.63, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-11-11T12:53:52", "percent_change": -11.2676, "prev_day_close": 0.634999990463257}, {"option": "SPY270917C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0, "vega": 0.1032, "theta": 0.0, "rho": 2.0376, "theo": 511.1289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 510.25}, {"option": "SPY270917P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5251, "open_interest": 71.0, "volume": 0.0, "delta": -0.0052, "gamma": 0.0, "vega": 0.1061, "theta": -0.0084, "rho": -0.0379, "theo": 0.667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-11-05T15:31:29", "percent_change": 0.0, "prev_day_close": 0.6700000166893}, {"option": "SPY270917C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9956, "gamma": 0.0, "vega": 0.1076, "theta": 0.0, "rho": 2.076, "theo": 506.3712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 500.64, "last_trade_time": "2026-09-16T15:06:38", "percent_change": 0.0, "prev_day_close": 505.419998168945}, {"option": "SPY270917P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5203, "open_interest": 141.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0, "vega": 0.1117, "theta": -0.0087, "rho": -0.0402, "theo": 0.7038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-10T14:09:27", "percent_change": 0.0, "prev_day_close": 0.7049999833107}, {"option": "SPY270917C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0, "vega": 0.1116, "theta": 0.0, "rho": 2.1143, "theo": 501.6143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 500.75}, {"option": "SPY270917P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5149, "open_interest": 19.0, "volume": 0.0, "delta": -0.0058, "gamma": 0.0, "vega": 0.1175, "theta": -0.0091, "rho": -0.0425, "theo": 0.7417, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.01, "last_trade_time": "2026-11-06T12:05:27", "percent_change": 0.0, "prev_day_close": 0.745000004768372}, {"option": "SPY270917C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.995, "gamma": 0.0, "vega": 0.1153, "theta": 0.0, "rho": 2.1528, "theo": 496.8582, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 495.914993286133}, {"option": "SPY270917P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.51, "open_interest": 425.0, "volume": 0.0, "delta": -0.0062, "gamma": 0.0, "vega": 0.1236, "theta": -0.0095, "rho": -0.0449, "theo": 0.782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-05T14:59:06", "percent_change": 0.0, "prev_day_close": 0.780000001192093}, {"option": "SPY270917C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3956, "open_interest": 0.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0, "vega": 0.1187, "theta": 0.0, "rho": 2.1914, "theo": 492.1026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 491.25}, {"option": "SPY270917P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5046, "open_interest": 523.0, "volume": 0.0, "delta": -0.0065, "gamma": 0.0, "vega": 0.1297, "theta": -0.0098, "rho": -0.0474, "theo": 0.8225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.84, "last_trade_time": "2026-11-04T09:47:47", "percent_change": 0.0, "prev_day_close": 0.819999992847443}, {"option": "SPY270917C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0, "vega": 0.1247, "theta": 0.0, "rho": 2.2302, "theo": 487.3474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 486.414993286133}, {"option": "SPY270917P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5, "open_interest": 139.0, "volume": 0.0, "delta": -0.0069, "gamma": 0.0001, "vega": 0.136, "theta": -0.0102, "rho": -0.05, "theo": 0.8645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-11-09T11:08:51", "percent_change": 0.0, "prev_day_close": 0.860000014305115}, {"option": "SPY270917C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4105, "open_interest": 0.0, "volume": 0.0, "delta": 0.994, "gamma": 0.0001, "vega": 0.1353, "theta": 0.0, "rho": 2.2691, "theo": 482.5924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 481.75}, {"option": "SPY270917P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4953, "open_interest": 10.0, "volume": 0.0, "delta": -0.0072, "gamma": 0.0001, "vega": 0.1427, "theta": -0.0106, "rho": -0.0526, "theo": 0.908, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.91, "last_trade_time": "2026-11-04T12:17:09", "percent_change": 0.0, "prev_day_close": 0.905000001192093}, {"option": "SPY270917C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3794, "open_interest": 0.0, "volume": 0.0, "delta": 0.9936, "gamma": 0.0001, "vega": 0.1472, "theta": 0.0, "rho": 2.3082, "theo": 477.8375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 476.914993286133}, {"option": "SPY270917P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4902, "open_interest": 23.0, "volume": 0.0, "delta": -0.0076, "gamma": 0.0001, "vega": 0.1495, "theta": -0.011, "rho": -0.0554, "theo": 0.9524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.26, "last_trade_time": "2026-11-06T09:55:28", "percent_change": 0.0, "prev_day_close": 0.949999988079071}, {"option": "SPY270917C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4152, "open_interest": 0.0, "volume": 0.0, "delta": 0.9932, "gamma": 0.0001, "vega": 0.1546, "theta": 0.0, "rho": 2.3394, "theo": 473.0883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 472.25}, {"option": "SPY270917P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4853, "open_interest": 11.0, "volume": 1.0, "delta": -0.008, "gamma": 0.0001, "vega": 0.1565, "theta": -0.0114, "rho": -0.0583, "theo": 0.998, "change": -0.125, "open": 0.98, "high": 0.98, "low": 0.98, "tick": "down", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T15:06:40", "percent_change": -11.3122, "prev_day_close": 0.990000009536743}, {"option": "SPY270917C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3935, "open_interest": 23.0, "volume": 0.0, "delta": 0.9928, "gamma": 0.0001, "vega": 0.1612, "theta": 0.0, "rho": 2.3768, "theo": 468.3413, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 484.0, "last_trade_time": "2026-09-21T14:25:07", "percent_change": 0.0, "prev_day_close": 467.414993286133}, {"option": "SPY270917P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4805, "open_interest": 957.0, "volume": 0.0, "delta": -0.0085, "gamma": 0.0001, "vega": 0.1639, "theta": -0.0119, "rho": -0.0613, "theo": 1.046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.16, "last_trade_time": "2026-11-09T15:15:09", "percent_change": 0.0, "prev_day_close": 1.03999996185303}, {"option": "SPY270917C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4155, "open_interest": 0.0, "volume": 0.0, "delta": 0.9924, "gamma": 0.0001, "vega": 0.1676, "theta": 0.0, "rho": 2.4141, "theo": 463.5955, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 462.75}, {"option": "SPY270917P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4759, "open_interest": 175.0, "volume": 0.0, "delta": -0.0089, "gamma": 0.0001, "vega": 0.1714, "theta": -0.0123, "rho": -0.0644, "theo": 1.0946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.16, "last_trade_time": "2026-10-08T15:52:26", "percent_change": 0.0, "prev_day_close": 1.08500003814697}, {"option": "SPY270917C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3982, "open_interest": 0.0, "volume": 0.0, "delta": 0.9919, "gamma": 0.0001, "vega": 0.1738, "theta": 0.0, "rho": 2.4514, "theo": 458.8508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 457.925003051758}, {"option": "SPY270917P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4713, "open_interest": 82.0, "volume": 0.0, "delta": -0.0094, "gamma": 0.0001, "vega": 0.179, "theta": -0.0127, "rho": -0.0676, "theo": 1.1447, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.31, "last_trade_time": "2026-11-02T09:40:26", "percent_change": 0.0, "prev_day_close": 1.13499999046326}, {"option": "SPY270917C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4142, "open_interest": 1.0, "volume": 0.0, "delta": 0.9914, "gamma": 0.0001, "vega": 0.1796, "theta": 0.0, "rho": 2.4888, "theo": 454.1072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 468.27, "last_trade_time": "2026-10-05T11:34:03", "percent_change": 0.0, "prev_day_close": 453.25}, {"option": "SPY270917P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4666, "open_interest": 6.0, "volume": 1.0, "delta": -0.0098, "gamma": 0.0001, "vega": 0.1868, "theta": -0.0132, "rho": -0.071, "theo": 1.1964, "change": -0.1, "open": 1.22, "high": 1.22, "low": 1.22, "tick": "down", "last_trade_price": 1.22, "last_trade_time": "2026-11-11T10:26:13", "percent_change": -7.57576, "prev_day_close": 1.18500000238419}, {"option": "SPY270917C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3984, "open_interest": 1.0, "volume": 0.0, "delta": 0.991, "gamma": 0.0001, "vega": 0.1851, "theta": 0.0, "rho": 2.5264, "theo": 449.3646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 439.73, "last_trade_time": "2026-06-22T14:42:40", "percent_change": 0.0, "prev_day_close": 448.429992675781}, {"option": "SPY270917P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4619, "open_interest": 85.0, "volume": 1.0, "delta": -0.0103, "gamma": 0.0001, "vega": 0.1948, "theta": -0.0136, "rho": -0.0744, "theo": 1.2497, "change": -0.09, "open": 1.29, "high": 1.29, "low": 1.29, "tick": "down", "last_trade_price": 1.29, "last_trade_time": "2026-11-11T10:20:36", "percent_change": -6.52174, "prev_day_close": 1.24000000953674}, {"option": "SPY270917C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4106, "open_interest": 0.0, "volume": 0.0, "delta": 0.9905, "gamma": 0.0001, "vega": 0.1901, "theta": 0.0, "rho": 2.564, "theo": 444.6228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 425.13, "last_trade_time": "2026-06-25T11:56:26", "percent_change": 0.0, "prev_day_close": 443.75}, {"option": "SPY270917P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4577, "open_interest": 602.0, "volume": 0.0, "delta": -0.0108, "gamma": 0.0001, "vega": 0.203, "theta": -0.014, "rho": -0.078, "theo": 1.3039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.57, "last_trade_time": "2026-11-09T09:38:10", "percent_change": 0.0, "prev_day_close": 1.28999996185303}, {"option": "SPY270917C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4135, "open_interest": 0.0, "volume": 0.0, "delta": 0.99, "gamma": 0.0001, "vega": 0.1946, "theta": 0.0, "rho": 2.6019, "theo": 439.8816, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 437.66, "last_trade_time": "2026-10-30T11:56:59", "percent_change": 0.0, "prev_day_close": 438.945007324219}, {"option": "SPY270917P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4529, "open_interest": 421.0, "volume": 0.0, "delta": -0.0113, "gamma": 0.0001, "vega": 0.2115, "theta": -0.0145, "rho": -0.0816, "theo": 1.3604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.61, "last_trade_time": "2026-11-10T09:34:05", "percent_change": 0.0, "prev_day_close": 1.34500002861023}, {"option": "SPY270917C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.406, "open_interest": 0.0, "volume": 0.0, "delta": 0.9895, "gamma": 0.0001, "vega": 0.206, "theta": 0.0, "rho": 2.6399, "theo": 435.1409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 434.324996948242}, {"option": "SPY270917P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4485, "open_interest": 460.0, "volume": 0.0, "delta": -0.0119, "gamma": 0.0001, "vega": 0.2202, "theta": -0.0149, "rho": -0.0853, "theo": 1.4173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.6, "last_trade_time": "2026-11-02T09:34:12", "percent_change": 0.0, "prev_day_close": 1.39999997615814}, {"option": "SPY270917C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.407, "open_interest": 0.0, "volume": 0.0, "delta": 0.9889, "gamma": 0.0001, "vega": 0.2202, "theta": 0.0, "rho": 2.6781, "theo": 430.4005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 411.26, "last_trade_time": "2026-06-25T11:56:15", "percent_change": 0.0, "prev_day_close": 429.460006713867}, {"option": "SPY270917P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4442, "open_interest": 25.0, "volume": 0.0, "delta": -0.0124, "gamma": 0.0001, "vega": 0.2291, "theta": -0.0154, "rho": -0.0891, "theo": 1.4763, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.99, "last_trade_time": "2026-11-06T14:59:51", "percent_change": 0.0, "prev_day_close": 1.46000003814697}, {"option": "SPY270917C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4008, "open_interest": 0.0, "volume": 0.0, "delta": 0.9884, "gamma": 0.0001, "vega": 0.2359, "theta": 0.0, "rho": 2.7166, "theo": 425.6602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 405.43, "last_trade_time": "2026-06-26T12:32:20", "percent_change": 0.0, "prev_day_close": 424.845001220703}, {"option": "SPY270917P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4397, "open_interest": 10.0, "volume": 0.0, "delta": -0.013, "gamma": 0.0001, "vega": 0.2384, "theta": -0.0159, "rho": -0.0931, "theo": 1.5374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.8, "last_trade_time": "2026-10-30T09:34:46", "percent_change": 0.0, "prev_day_close": 1.51999998092651}, {"option": "SPY270917C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4059, "open_interest": 0.0, "volume": 0.0, "delta": 0.9878, "gamma": 0.0001, "vega": 0.2452, "theta": 0.0, "rho": 2.7432, "theo": 420.9281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 404.7, "last_trade_time": "2026-06-29T12:52:15", "percent_change": 0.0, "prev_day_close": 419.979995727539}, {"option": "SPY270917P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4352, "open_interest": 475.0, "volume": 0.0, "delta": -0.0136, "gamma": 0.0001, "vega": 0.248, "theta": -0.0164, "rho": -0.0974, "theo": 1.6, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.84, "last_trade_time": "2026-11-09T14:29:30", "percent_change": 0.0, "prev_day_close": 1.58500003814697}, {"option": "SPY270917C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3955, "open_interest": 0.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0001, "vega": 0.2542, "theta": 0.0, "rho": 2.7792, "theo": 416.198, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 406.67, "last_trade_time": "2026-06-22T15:17:50", "percent_change": 0.0, "prev_day_close": 415.365005493164}, {"option": "SPY270917P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4312, "open_interest": 326.0, "volume": 0.0, "delta": -0.0142, "gamma": 0.0001, "vega": 0.2578, "theta": -0.0168, "rho": -0.1017, "theo": 1.664, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.72, "last_trade_time": "2026-11-05T09:37:28", "percent_change": 0.0, "prev_day_close": 1.64999997615814}, {"option": "SPY270917C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3991, "open_interest": 0.0, "volume": 0.0, "delta": 0.9866, "gamma": 0.0001, "vega": 0.263, "theta": 0.0, "rho": 2.8151, "theo": 411.4695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 410.505004882812}, {"option": "SPY270917P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4267, "open_interest": 595.0, "volume": 1.0, "delta": -0.0149, "gamma": 0.0001, "vega": 0.2679, "theta": -0.0173, "rho": -0.1062, "theo": 1.7302, "change": -0.14, "open": 1.77, "high": 1.77, "low": 1.77, "tick": "down", "last_trade_price": 1.77, "last_trade_time": "2026-11-11T09:39:56", "percent_change": -7.32984, "prev_day_close": 1.72000002861023}, {"option": "SPY270917C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3891, "open_interest": 330.0, "volume": 0.0, "delta": 0.9859, "gamma": 0.0001, "vega": 0.2716, "theta": 0.0, "rho": 2.851, "theo": 406.7427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 418.59, "last_trade_time": "2026-09-23T11:19:06", "percent_change": 0.0, "prev_day_close": 405.889999389648}, {"option": "SPY270917P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4224, "open_interest": 461.0, "volume": 0.0, "delta": -0.0156, "gamma": 0.0001, "vega": 0.2784, "theta": -0.0178, "rho": -0.1108, "theo": 1.7989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.06, "last_trade_time": "2026-11-05T09:57:24", "percent_change": 0.0, "prev_day_close": 1.7849999666214}, {"option": "SPY270917C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3922, "open_interest": 24.0, "volume": 0.0, "delta": 0.9852, "gamma": 0.0001, "vega": 0.2798, "theta": 0.0, "rho": 2.887, "theo": 402.0174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 405.98, "last_trade_time": "2026-10-26T10:10:14", "percent_change": 0.0, "prev_day_close": 401.029998779297}, {"option": "SPY270917P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4182, "open_interest": 151.0, "volume": 2.0, "delta": -0.0163, "gamma": 0.0001, "vega": 0.289, "theta": -0.0183, "rho": -0.1157, "theo": 1.8692, "change": -0.19, "open": 1.87, "high": 1.87, "low": 1.87, "tick": "down", "last_trade_price": 1.87, "last_trade_time": "2026-11-11T12:36:36", "percent_change": -9.2233, "prev_day_close": 1.85500001907349}, {"option": "SPY270917C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3826, "open_interest": 0.0, "volume": 0.0, "delta": 0.9845, "gamma": 0.0001, "vega": 0.2876, "theta": 0.0, "rho": 2.9231, "theo": 397.2937, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 415.86, "last_trade_time": "2026-08-13T13:09:36", "percent_change": 0.0, "prev_day_close": 396.419998168945}, {"option": "SPY270917P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4142, "open_interest": 608.0, "volume": 6.0, "delta": -0.017, "gamma": 0.0001, "vega": 0.2998, "theta": -0.0188, "rho": -0.1205, "theo": 1.9406, "change": -0.175, "open": 1.97, "high": 1.97, "low": 1.97, "tick": "down", "last_trade_price": 1.97, "last_trade_time": "2026-11-11T10:51:41", "percent_change": -8.15851, "prev_day_close": 1.93500000238419}, {"option": "SPY270917C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3853, "open_interest": 4.0, "volume": 0.0, "delta": 0.9838, "gamma": 0.0001, "vega": 0.2948, "theta": 0.0, "rho": 2.9593, "theo": 392.5714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 370.97, "last_trade_time": "2026-11-06T11:15:59", "percent_change": 0.0, "prev_day_close": 391.75}, {"option": "SPY270917P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.41, "open_interest": 230.0, "volume": 20.0, "delta": -0.0177, "gamma": 0.0001, "vega": 0.311, "theta": -0.0194, "rho": -0.1257, "theo": 2.0161, "change": -0.17, "open": 2.05, "high": 2.06, "low": 2.05, "tick": "up", "last_trade_price": 2.06, "last_trade_time": "2026-11-11T09:35:27", "percent_change": -7.62332, "prev_day_close": 2.0}, {"option": "SPY270917C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.384, "open_interest": 79.0, "volume": 0.0, "delta": 0.9831, "gamma": 0.0002, "vega": 0.3013, "theta": 0.0, "rho": 2.9958, "theo": 387.8502, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 396.0, "last_trade_time": "2026-09-24T10:43:26", "percent_change": 0.0, "prev_day_close": 386.955001831055}, {"option": "SPY270917P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.406, "open_interest": 2966.0, "volume": 0.0, "delta": -0.0185, "gamma": 0.0002, "vega": 0.3223, "theta": -0.0199, "rho": -0.131, "theo": 2.0926, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.33, "last_trade_time": "2026-11-10T15:20:00", "percent_change": 0.0, "prev_day_close": 2.07999992370605}, {"option": "SPY270917C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3781, "open_interest": 4.0, "volume": 0.0, "delta": 0.9823, "gamma": 0.0002, "vega": 0.3132, "theta": 0.0, "rho": 3.0325, "theo": 383.1301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 377.9, "last_trade_time": "2026-11-03T11:30:57", "percent_change": 0.0, "prev_day_close": 382.350006103516}, {"option": "SPY270917P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.402, "open_interest": 146.0, "volume": 0.0, "delta": -0.0193, "gamma": 0.0002, "vega": 0.334, "theta": -0.0204, "rho": -0.1363, "theo": 2.1704, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.84, "last_trade_time": "2026-11-06T11:42:55", "percent_change": 0.0, "prev_day_close": 2.16000008583069}, {"option": "SPY270917C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3791, "open_interest": 2.0, "volume": 0.0, "delta": 0.9815, "gamma": 0.0002, "vega": 0.3311, "theta": 0.0, "rho": 3.0696, "theo": 378.4108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 386.21, "last_trade_time": "2026-11-04T13:56:04", "percent_change": 0.0, "prev_day_close": 377.494995117188}, {"option": "SPY270917P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.398, "open_interest": 398.0, "volume": 0.0, "delta": -0.0201, "gamma": 0.0002, "vega": 0.3462, "theta": -0.0209, "rho": -0.1419, "theo": 2.2528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.32, "last_trade_time": "2026-10-21T15:51:56", "percent_change": 0.0, "prev_day_close": 2.24000000953674}, {"option": "SPY270917C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3708, "open_interest": 14.0, "volume": 0.0, "delta": 0.9807, "gamma": 0.0002, "vega": 0.3511, "theta": 0.0, "rho": 3.1069, "theo": 373.6922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 376.6, "last_trade_time": "2026-10-16T14:27:37", "percent_change": 0.0, "prev_day_close": 372.889999389648}, {"option": "SPY270917P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.394, "open_interest": 764.0, "volume": 8.0, "delta": -0.021, "gamma": 0.0002, "vega": 0.3588, "theta": -0.0215, "rho": -0.1475, "theo": 2.3368, "change": -0.19, "open": 2.38, "high": 2.4, "low": 2.38, "tick": "up", "last_trade_price": 2.4, "last_trade_time": "2026-11-11T09:36:32", "percent_change": -7.3359, "prev_day_close": 2.33499991893768}, {"option": "SPY270917C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3713, "open_interest": 1.0, "volume": 0.0, "delta": 0.9798, "gamma": 0.0002, "vega": 0.3678, "theta": 0.0, "rho": 3.1286, "theo": 368.9796, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 369.87, "last_trade_time": "2026-06-04T11:30:45", "percent_change": 0.0, "prev_day_close": 368.039993286133}, {"option": "SPY270917P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3899, "open_interest": 276.0, "volume": 251.0, "delta": -0.0219, "gamma": 0.0002, "vega": 0.3717, "theta": -0.022, "rho": -0.1537, "theo": 2.4232, "change": -0.255, "open": 2.43, "high": 2.43, "low": 2.43, "tick": "down", "last_trade_price": 2.43, "last_trade_time": "2026-11-11T12:42:24", "percent_change": -9.49721, "prev_day_close": 2.42000007629395}, {"option": "SPY270917C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3633, "open_interest": 1.0, "volume": 0.0, "delta": 0.9789, "gamma": 0.0002, "vega": 0.3802, "theta": 0.0, "rho": 3.1626, "theo": 364.274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 330.0, "last_trade_time": "2026-05-04T15:47:51", "percent_change": 0.0, "prev_day_close": 363.434997558594}, {"option": "SPY270917P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.386, "open_interest": 512.0, "volume": 1.0, "delta": -0.0228, "gamma": 0.0002, "vega": 0.3849, "theta": -0.0226, "rho": -0.16, "theo": 2.5109, "change": -0.24, "open": 2.55, "high": 2.55, "low": 2.55, "tick": "down", "last_trade_price": 2.55, "last_trade_time": "2026-11-11T12:15:07", "percent_change": -8.60215, "prev_day_close": 2.50999999046326}, {"option": "SPY270917C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3637, "open_interest": 1.0, "volume": 0.0, "delta": 0.978, "gamma": 0.0002, "vega": 0.3925, "theta": 0.0, "rho": 3.1963, "theo": 359.5712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 341.78, "last_trade_time": "2026-06-29T10:27:16", "percent_change": 0.0, "prev_day_close": 358.839996337891}, {"option": "SPY270917P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.382, "open_interest": 106.0, "volume": 0.0, "delta": -0.0238, "gamma": 0.0002, "vega": 0.3987, "theta": -0.0232, "rho": -0.1667, "theo": 2.6031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.58, "last_trade_time": "2026-10-13T15:56:50", "percent_change": 0.0, "prev_day_close": 2.59999990463257}, {"option": "SPY270917C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3639, "open_interest": 0.0, "volume": 0.0, "delta": 0.977, "gamma": 0.0002, "vega": 0.4046, "theta": 0.0, "rho": 3.23, "theo": 354.8711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 353.990005493164}, {"option": "SPY270917P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3782, "open_interest": 281.0, "volume": 0.0, "delta": -0.0248, "gamma": 0.0002, "vega": 0.413, "theta": -0.0238, "rho": -0.1735, "theo": 2.698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.78, "last_trade_time": "2026-11-05T15:03:31", "percent_change": 0.0, "prev_day_close": 2.70000004768372}, {"option": "SPY270917C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3561, "open_interest": 0.0, "volume": 0.0, "delta": 0.976, "gamma": 0.0002, "vega": 0.4163, "theta": 0.0, "rho": 3.2637, "theo": 350.1737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.395004272461}, {"option": "SPY270917P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3744, "open_interest": 299.0, "volume": 0.0, "delta": -0.0258, "gamma": 0.0002, "vega": 0.4274, "theta": -0.0243, "rho": -0.1801, "theo": 2.7964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.28, "last_trade_time": "2026-10-23T11:07:03", "percent_change": 0.0, "prev_day_close": 2.79499995708466}, {"option": "SPY270917C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.356, "open_interest": 0.0, "volume": 0.0, "delta": 0.9749, "gamma": 0.0002, "vega": 0.4274, "theta": 0.0, "rho": 3.2974, "theo": 345.479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 344.550003051758}, {"option": "SPY270917P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3706, "open_interest": 8901.0, "volume": 0.0, "delta": -0.0269, "gamma": 0.0002, "vega": 0.4424, "theta": -0.025, "rho": -0.1878, "theo": 2.9004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.84, "last_trade_time": "2026-11-06T10:12:54", "percent_change": 0.0, "prev_day_close": 2.90000009536743}, {"option": "SPY270917C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3487, "open_interest": 0.0, "volume": 0.0, "delta": 0.9738, "gamma": 0.0002, "vega": 0.4377, "theta": 0.0, "rho": 3.3314, "theo": 340.787, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.955001831055}, {"option": "SPY270917P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3668, "open_interest": 112.0, "volume": 0.0, "delta": -0.028, "gamma": 0.0002, "vega": 0.4574, "theta": -0.0256, "rho": -0.1954, "theo": 3.0042, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.67, "last_trade_time": "2026-11-02T15:41:34", "percent_change": 0.0, "prev_day_close": 3.00499999523163}, {"option": "SPY270917C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3479, "open_interest": 9.0, "volume": 0.0, "delta": 0.9727, "gamma": 0.0003, "vega": 0.4472, "theta": 0.0, "rho": 3.3657, "theo": 336.0973, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 312.8, "last_trade_time": "2026-11-06T13:05:14", "percent_change": 0.0, "prev_day_close": 335.365005493164}, {"option": "SPY270917P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.363, "open_interest": 191.0, "volume": 0.0, "delta": -0.0292, "gamma": 0.0003, "vega": 0.4731, "theta": -0.0262, "rho": -0.2028, "theo": 3.1126, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.07, "last_trade_time": "2026-10-13T15:57:00", "percent_change": 0.0, "prev_day_close": 3.11500000953674}, {"option": "SPY270917C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.347, "open_interest": 2.0, "volume": 0.0, "delta": 0.9716, "gamma": 0.0003, "vega": 0.46, "theta": 0.0, "rho": 3.4003, "theo": 331.4098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 346.62, "last_trade_time": "2026-08-05T15:31:28", "percent_change": 0.0, "prev_day_close": 330.524993896484}, {"option": "SPY270917P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3593, "open_interest": 64.0, "volume": 0.0, "delta": -0.0304, "gamma": 0.0003, "vega": 0.4891, "theta": -0.0268, "rho": -0.2106, "theo": 3.2258, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.69, "last_trade_time": "2026-11-09T12:54:02", "percent_change": 0.0, "prev_day_close": 3.23000001907349}, {"option": "SPY270917C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3401, "open_interest": 52.0, "volume": 0.0, "delta": 0.9704, "gamma": 0.0003, "vega": 0.4837, "theta": 0.0, "rho": 3.4355, "theo": 326.7243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 315.67, "last_trade_time": "2026-11-10T14:58:00", "percent_change": 0.0, "prev_day_close": 325.934997558594}, {"option": "SPY270917P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3556, "open_interest": 476.0, "volume": 1.0, "delta": -0.0317, "gamma": 0.0003, "vega": 0.5055, "theta": -0.0275, "rho": -0.2191, "theo": 3.3427, "change": -0.295, "open": 3.44, "high": 3.44, "low": 3.44, "tick": "down", "last_trade_price": 3.44, "last_trade_time": "2026-11-11T11:44:26", "percent_change": -7.89826, "prev_day_close": 3.34499990940094}, {"option": "SPY270917C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.339, "open_interest": 1.0, "volume": 1.0, "delta": 0.9691, "gamma": 0.0003, "vega": 0.5103, "theta": 0.0, "rho": 3.4712, "theo": 322.0403, "change": 6.115, "open": 317.12, "high": 317.12, "low": 317.12, "tick": "down", "last_trade_price": 317.12, "last_trade_time": "2026-11-11T09:47:58", "percent_change": 1.9662, "prev_day_close": 321.350006103516}, {"option": "SPY270917P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.352, "open_interest": 95.0, "volume": 0.0, "delta": -0.033, "gamma": 0.0003, "vega": 0.5228, "theta": -0.0281, "rho": -0.228, "theo": 3.464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.95, "last_trade_time": "2026-11-09T14:38:31", "percent_change": 0.0, "prev_day_close": 3.4650000333786}, {"option": "SPY270917C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3378, "open_interest": 22.0, "volume": 0.0, "delta": 0.9678, "gamma": 0.0003, "vega": 0.5349, "theta": 0.0, "rho": 3.4854, "theo": 317.363, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 328.5, "last_trade_time": "2026-08-21T12:39:35", "percent_change": 0.0, "prev_day_close": 316.514999389648}, {"option": "SPY270917P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3484, "open_interest": 613.0, "volume": 0.0, "delta": -0.0344, "gamma": 0.0003, "vega": 0.5409, "theta": -0.0288, "rho": -0.237, "theo": 3.5916, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.14, "last_trade_time": "2026-11-06T15:59:04", "percent_change": 0.0, "prev_day_close": 3.59499990940094}, {"option": "SPY270917C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3312, "open_interest": 1.0, "volume": 0.0, "delta": 0.9664, "gamma": 0.0003, "vega": 0.5519, "theta": 0.0, "rho": 3.516, "theo": 312.6978, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 327.78, "last_trade_time": "2026-10-21T14:37:04", "percent_change": 0.0, "prev_day_close": 311.934997558594}, {"option": "SPY270917P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3447, "open_interest": 58.0, "volume": 0.0, "delta": -0.0358, "gamma": 0.0003, "vega": 0.5592, "theta": -0.0295, "rho": -0.246, "theo": 3.7197, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.61, "last_trade_time": "2026-11-05T16:02:15", "percent_change": 0.0, "prev_day_close": 3.72500002384186}, {"option": "SPY270917C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.33, "open_interest": 4.0, "volume": 0.0, "delta": 0.965, "gamma": 0.0003, "vega": 0.5689, "theta": 0.0, "rho": 3.5463, "theo": 308.0372, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 293.92, "last_trade_time": "2026-07-29T09:30:15", "percent_change": 0.0, "prev_day_close": 307.354995727539}, {"option": "SPY270917P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3411, "open_interest": 492.0, "volume": 0.0, "delta": -0.0373, "gamma": 0.0003, "vega": 0.5783, "theta": -0.0302, "rho": -0.2555, "theo": 3.8552, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.75, "last_trade_time": "2026-11-09T09:40:07", "percent_change": 0.0, "prev_day_close": 3.86500000953674}, {"option": "SPY270917C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3284, "open_interest": 29.0, "volume": 0.0, "delta": 0.9635, "gamma": 0.0004, "vega": 0.5857, "theta": 0.0, "rho": 3.5764, "theo": 303.3813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 301.98, "last_trade_time": "2026-11-02T12:40:44", "percent_change": 0.0, "prev_day_close": 302.529998779297}, {"option": "SPY270917P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3376, "open_interest": 119.0, "volume": 1.0, "delta": -0.0388, "gamma": 0.0004, "vega": 0.5976, "theta": -0.0309, "rho": -0.266, "theo": 3.9957, "change": -0.46, "open": 4.02, "high": 4.02, "low": 4.02, "tick": "down", "last_trade_price": 4.02, "last_trade_time": "2026-11-11T13:26:25", "percent_change": -10.2679, "prev_day_close": 4.00499999523163}, {"option": "SPY270917C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.322, "open_interest": 0.0, "volume": 0.0, "delta": 0.9619, "gamma": 0.0004, "vega": 0.6018, "theta": 0.0, "rho": 3.6065, "theo": 298.7302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 297.51, "last_trade_time": "2026-09-15T12:18:03", "percent_change": 0.0, "prev_day_close": 297.955001831055}, {"option": "SPY270917P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3341, "open_interest": 1060.0, "volume": 1.0, "delta": -0.0404, "gamma": 0.0004, "vega": 0.6178, "theta": -0.0316, "rho": -0.277, "theo": 4.1418, "change": -0.495, "open": 4.15, "high": 4.15, "low": 4.15, "tick": "down", "last_trade_price": 4.15, "last_trade_time": "2026-11-11T15:33:24", "percent_change": -10.6566, "prev_day_close": 4.15499997138977}, {"option": "SPY270917C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3203, "open_interest": 6.0, "volume": 0.0, "delta": 0.9603, "gamma": 0.0004, "vega": 0.617, "theta": 0.0, "rho": 3.6368, "theo": 294.0838, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 283.82, "last_trade_time": "2026-11-09T11:10:19", "percent_change": 0.0, "prev_day_close": 293.384994506836}, {"option": "SPY270917P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3305, "open_interest": 113.0, "volume": 0.0, "delta": -0.0421, "gamma": 0.0004, "vega": 0.6385, "theta": -0.0323, "rho": -0.2879, "theo": 4.2939, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.24, "last_trade_time": "2026-11-04T09:52:37", "percent_change": 0.0, "prev_day_close": 4.30000019073486}, {"option": "SPY270917C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3184, "open_interest": 2.0, "volume": 0.0, "delta": 0.9586, "gamma": 0.0004, "vega": 0.631, "theta": 0.0, "rho": 3.6675, "theo": 289.4419, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 284.39, "last_trade_time": "2026-06-22T14:45:42", "percent_change": 0.0, "prev_day_close": 288.565002441406}, {"option": "SPY270917P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3271, "open_interest": 136.0, "volume": 2.0, "delta": -0.0438, "gamma": 0.0004, "vega": 0.6595, "theta": -0.0331, "rho": -0.2986, "theo": 4.452, "change": -0.55, "open": 4.44, "high": 4.44, "low": 4.44, "tick": "down", "last_trade_price": 4.44, "last_trade_time": "2026-11-11T13:47:25", "percent_change": -11.022, "prev_day_close": 4.46000003814697}, {"option": "SPY270917C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3164, "open_interest": 6.0, "volume": 0.0, "delta": 0.9569, "gamma": 0.0004, "vega": 0.6436, "theta": 0.0, "rho": 3.6987, "theo": 284.8041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 292.07, "last_trade_time": "2026-11-04T13:37:57", "percent_change": 0.0, "prev_day_close": 284.0}, {"option": "SPY270917P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3237, "open_interest": 274.0, "volume": 0.0, "delta": -0.0457, "gamma": 0.0004, "vega": 0.6813, "theta": -0.0339, "rho": -0.3108, "theo": 4.6196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.22, "last_trade_time": "2026-11-09T15:53:18", "percent_change": 0.0, "prev_day_close": 4.61999988555908}, {"option": "SPY270917C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3103, "open_interest": 71.0, "volume": 0.0, "delta": 0.955, "gamma": 0.0004, "vega": 0.6696, "theta": 0.0, "rho": 3.7307, "theo": 280.1701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 270.59, "last_trade_time": "2026-11-09T11:09:16", "percent_change": 0.0, "prev_day_close": 279.434997558594}, {"option": "SPY270917P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3203, "open_interest": 2989.0, "volume": 1.0, "delta": -0.0476, "gamma": 0.0004, "vega": 0.7032, "theta": -0.0346, "rho": -0.323, "theo": 4.7873, "change": -0.38, "open": 4.99, "high": 4.99, "low": 4.99, "tick": "down", "last_trade_price": 4.99, "last_trade_time": "2026-11-11T10:32:48", "percent_change": -7.07635, "prev_day_close": 4.79500007629394}, {"option": "SPY270917C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3083, "open_interest": 5.0, "volume": 0.0, "delta": 0.9532, "gamma": 0.0004, "vega": 0.7039, "theta": -0.0006, "rho": 3.7635, "theo": 275.5394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 279.49, "last_trade_time": "2026-10-22T14:14:35", "percent_change": 0.0, "prev_day_close": 274.875}, {"option": "SPY270917P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3169, "open_interest": 359.0, "volume": 0.0, "delta": -0.0496, "gamma": 0.0005, "vega": 0.7264, "theta": -0.0354, "rho": -0.3357, "theo": 4.9649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.81, "last_trade_time": "2026-11-03T10:15:57", "percent_change": 0.0, "prev_day_close": 4.96999979019165}, {"option": "SPY270917C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3063, "open_interest": 9.0, "volume": 0.0, "delta": 0.9512, "gamma": 0.0005, "vega": 0.7415, "theta": -0.0019, "rho": 3.7816, "theo": 270.915, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 260.94, "last_trade_time": "2026-11-09T11:16:31", "percent_change": 0.0, "prev_day_close": 270.070007324219}, {"option": "SPY270917P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3135, "open_interest": 181.0, "volume": 1.0, "delta": -0.0517, "gamma": 0.0005, "vega": 0.7509, "theta": -0.0362, "rho": -0.3492, "theo": 5.1535, "change": -0.545, "open": 5.24, "high": 5.24, "low": 5.24, "tick": "down", "last_trade_price": 5.24, "last_trade_time": "2026-11-11T12:17:05", "percent_change": -9.42092, "prev_day_close": 5.15499997138977}, {"option": "SPY270917C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3042, "open_interest": 12.0, "volume": 0.0, "delta": 0.9492, "gamma": 0.0005, "vega": 0.7644, "theta": -0.0033, "rho": 3.7951, "theo": 266.308, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 244.31, "last_trade_time": "2026-11-05T14:40:39", "percent_change": 0.0, "prev_day_close": 265.520004272461}, {"option": "SPY270917P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3103, "open_interest": 177.0, "volume": 0.0, "delta": -0.0538, "gamma": 0.0005, "vega": 0.775, "theta": -0.037, "rho": -0.3626, "theo": 5.3423, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.44, "last_trade_time": "2026-11-10T09:30:58", "percent_change": 0.0, "prev_day_close": 5.34500002861023}, {"option": "SPY270917C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2985, "open_interest": 29.0, "volume": 0.0, "delta": 0.947, "gamma": 0.0005, "vega": 0.7873, "theta": -0.0047, "rho": 3.8203, "theo": 261.7107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 266.39, "last_trade_time": "2026-10-22T14:25:21", "percent_change": 0.0, "prev_day_close": 260.970001220703}, {"option": "SPY270917P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3071, "open_interest": 949.0, "volume": 0.0, "delta": -0.056, "gamma": 0.0005, "vega": 0.8006, "theta": -0.0379, "rho": -0.3777, "theo": 5.5424, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.34, "last_trade_time": "2026-11-06T09:56:29", "percent_change": 0.0, "prev_day_close": 5.54500007629394}, {"option": "SPY270917C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2962, "open_interest": 18.0, "volume": 0.0, "delta": 0.9447, "gamma": 0.0005, "vega": 0.8099, "theta": -0.0061, "rho": 3.8452, "theo": 257.1209, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 254.03, "last_trade_time": "2026-09-16T15:08:10", "percent_change": 0.0, "prev_day_close": 256.425003051758}, {"option": "SPY270917P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3038, "open_interest": 611.0, "volume": 0.0, "delta": -0.0584, "gamma": 0.0006, "vega": 0.8278, "theta": -0.0388, "rho": -0.3924, "theo": 5.7559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.93, "last_trade_time": "2026-11-06T10:35:08", "percent_change": 0.0, "prev_day_close": 5.75}, {"option": "SPY270917C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2938, "open_interest": 6.0, "volume": 0.0, "delta": 0.9423, "gamma": 0.0006, "vega": 0.8314, "theta": -0.0075, "rho": 3.8701, "theo": 252.5388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 248.65, "last_trade_time": "2026-07-07T11:57:26", "percent_change": 0.0, "prev_day_close": 251.88500213623}, {"option": "SPY270917P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3006, "open_interest": 1228.0, "volume": 0.0, "delta": -0.0609, "gamma": 0.0006, "vega": 0.8542, "theta": -0.0396, "rho": -0.4073, "theo": 5.9698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.21, "last_trade_time": "2026-11-10T09:30:50", "percent_change": 0.0, "prev_day_close": 5.96499991416931}, {"option": "SPY270917C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2912, "open_interest": 21.0, "volume": 15.0, "delta": 0.9399, "gamma": 0.0006, "vega": 0.8515, "theta": -0.009, "rho": 3.8953, "theo": 247.9641, "change": 11.025, "open": 248.28, "high": 248.44, "low": 248.28, "tick": "no_change", "last_trade_price": 248.44, "last_trade_time": "2026-11-11T13:07:46", "percent_change": 4.64377, "prev_day_close": 247.095001220703}, {"option": "SPY270917P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2974, "open_interest": 3688.0, "volume": 0.0, "delta": -0.0635, "gamma": 0.0006, "vega": 0.8817, "theta": -0.0405, "rho": -0.4245, "theo": 6.2018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.99, "last_trade_time": "2026-11-09T15:10:43", "percent_change": 0.0, "prev_day_close": 6.19000005722046}, {"option": "SPY270917C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2887, "open_interest": 20.0, "volume": 0.0, "delta": 0.9373, "gamma": 0.0006, "vega": 0.8697, "theta": -0.0104, "rho": 3.9214, "theo": 243.3964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 233.55, "last_trade_time": "2026-11-10T09:45:51", "percent_change": 0.0, "prev_day_close": 242.565002441406}, {"option": "SPY270917P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2942, "open_interest": 1223.0, "volume": 0.0, "delta": -0.0661, "gamma": 0.0006, "vega": 0.9093, "theta": -0.0414, "rho": -0.4412, "theo": 6.434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.11, "last_trade_time": "2026-11-05T11:15:30", "percent_change": 0.0, "prev_day_close": 6.42499995231628}, {"option": "SPY270917C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2861, "open_interest": 19.0, "volume": 0.0, "delta": 0.9347, "gamma": 0.0006, "vega": 0.8888, "theta": -0.0119, "rho": 3.9485, "theo": 238.835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 246.24, "last_trade_time": "2026-11-04T13:37:38", "percent_change": 0.0, "prev_day_close": 238.040000915527}, {"option": "SPY270917P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2911, "open_interest": 126.0, "volume": 0.0, "delta": -0.0689, "gamma": 0.0007, "vega": 0.9382, "theta": -0.0423, "rho": -0.4584, "theo": 6.6805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.68, "last_trade_time": "2026-11-09T14:00:19", "percent_change": 0.0, "prev_day_close": 6.66499996185303}, {"option": "SPY270917C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2836, "open_interest": 53.0, "volume": 0.0, "delta": 0.9319, "gamma": 0.0007, "vega": 0.9312, "theta": -0.0133, "rho": 3.977, "theo": 234.2792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 238.08, "last_trade_time": "2026-11-04T11:06:35", "percent_change": 0.0, "prev_day_close": 233.514999389648}, {"option": "SPY270917P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.288, "open_interest": 2248.0, "volume": 2.0, "delta": -0.0718, "gamma": 0.0007, "vega": 0.9686, "theta": -0.0433, "rho": -0.4766, "theo": 6.9427, "change": -0.845, "open": 7.04, "high": 7.04, "low": 6.96, "tick": "down", "last_trade_price": 6.96, "last_trade_time": "2026-11-11T14:47:17", "percent_change": -10.8264, "prev_day_close": 6.92499995231628}, {"option": "SPY270917C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2781, "open_interest": 7.0, "volume": 0.0, "delta": 0.9291, "gamma": 0.0007, "vega": 0.9798, "theta": -0.0148, "rho": 4.007, "theo": 229.728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 235.18, "last_trade_time": "2026-11-04T10:28:44", "percent_change": 0.0, "prev_day_close": 229.0}, {"option": "SPY270917P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2848, "open_interest": 2868.0, "volume": 0.0, "delta": -0.0748, "gamma": 0.0007, "vega": 0.999, "theta": -0.0442, "rho": -0.4949, "theo": 7.2052, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.09, "last_trade_time": "2026-11-06T12:37:27", "percent_change": 0.0, "prev_day_close": 7.18499994277954}, {"option": "SPY270917C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2756, "open_interest": 18.0, "volume": 0.0, "delta": 0.9261, "gamma": 0.0007, "vega": 1.0148, "theta": -0.0163, "rho": 3.9926, "theo": 225.2014, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 211.66, "last_trade_time": "2026-11-05T10:27:12", "percent_change": 0.0, "prev_day_close": 224.485000610352}, {"option": "SPY270917P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2818, "open_interest": 414.0, "volume": 2.0, "delta": -0.078, "gamma": 0.0008, "vega": 1.0312, "theta": -0.0452, "rho": -0.5145, "theo": 7.4894, "change": -0.755, "open": 7.67, "high": 7.67, "low": 7.67, "tick": "down", "last_trade_price": 7.67, "last_trade_time": "2026-11-11T09:30:46", "percent_change": -8.96142, "prev_day_close": 7.46499991416931}, {"option": "SPY270917C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2731, "open_interest": 10.0, "volume": 0.0, "delta": 0.9229, "gamma": 0.0008, "vega": 1.0445, "theta": -0.0178, "rho": 4.0108, "theo": 220.6912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 201.64, "last_trade_time": "2026-11-06T12:21:10", "percent_change": 0.0, "prev_day_close": 219.980003356934}, {"option": "SPY270917P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2788, "open_interest": 555.0, "volume": 0.0, "delta": -0.0814, "gamma": 0.0008, "vega": 1.0644, "theta": -0.0462, "rho": -0.5349, "theo": 7.7809, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.93, "last_trade_time": "2026-11-10T13:57:44", "percent_change": 0.0, "prev_day_close": 7.75}, {"option": "SPY270917C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2703, "open_interest": 13.0, "volume": 0.0, "delta": 0.9196, "gamma": 0.0008, "vega": 1.0734, "theta": -0.0193, "rho": 4.0286, "theo": 216.1921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 218.95, "last_trade_time": "2026-10-23T13:08:35", "percent_change": 0.0, "prev_day_close": 215.480003356934}, {"option": "SPY270917P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2759, "open_interest": 740.0, "volume": 2.0, "delta": -0.0848, "gamma": 0.0008, "vega": 1.0977, "theta": -0.0472, "rho": -0.5557, "theo": 8.0835, "change": -0.745, "open": 8.36, "high": 8.36, "low": 8.36, "tick": "down", "last_trade_price": 8.36, "last_trade_time": "2026-11-11T09:57:39", "percent_change": -8.18232, "prev_day_close": 8.05499982833862}, {"option": "SPY270917C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2674, "open_interest": 23.0, "volume": 1.0, "delta": 0.9161, "gamma": 0.0008, "vega": 1.1009, "theta": -0.0208, "rho": 4.0465, "theo": 211.7043, "change": 9.295, "open": 210.75, "high": 210.75, "low": 210.75, "tick": "down", "last_trade_price": 210.75, "last_trade_time": "2026-11-11T15:16:11", "percent_change": 4.61393, "prev_day_close": 210.98999786377}, {"option": "SPY270917P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2728, "open_interest": 1359.0, "volume": 3.0, "delta": -0.0885, "gamma": 0.0008, "vega": 1.1316, "theta": -0.0482, "rho": -0.5788, "theo": 8.404, "change": -0.905, "open": 8.56, "high": 8.56, "low": 8.56, "tick": "no_change", "last_trade_price": 8.56, "last_trade_time": "2026-11-11T09:32:28", "percent_change": -9.56154, "prev_day_close": 8.36999988555908}, {"option": "SPY270917C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2646, "open_interest": 9.0, "volume": 0.0, "delta": 0.9126, "gamma": 0.0008, "vega": 1.1261, "theta": -0.0224, "rho": 4.0651, "theo": 207.2274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 200.45, "last_trade_time": "2026-11-09T15:56:50", "percent_change": 0.0, "prev_day_close": 206.5}, {"option": "SPY270917P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2698, "open_interest": 1196.0, "volume": 10.0, "delta": -0.0922, "gamma": 0.0009, "vega": 1.1664, "theta": -0.0492, "rho": -0.6025, "theo": 8.7353, "change": -0.87, "open": 8.97, "high": 8.97, "low": 8.9, "tick": "up", "last_trade_price": 8.97, "last_trade_time": "2026-11-11T11:35:55", "percent_change": -8.84146, "prev_day_close": 8.69999980926514}, {"option": "SPY270917C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2617, "open_interest": 17.0, "volume": 11.0, "delta": 0.9088, "gamma": 0.0009, "vega": 1.1485, "theta": -0.0239, "rho": 4.085, "theo": 202.7606, "change": 10.46, "open": 202.9, "high": 203.0, "low": 202.9, "tick": "up", "last_trade_price": 203.0, "last_trade_time": "2026-11-11T14:49:14", "percent_change": 5.43264, "prev_day_close": 202.025001525879}, {"option": "SPY270917P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.267, "open_interest": 653.0, "volume": 5.0, "delta": -0.0961, "gamma": 0.0009, "vega": 1.2017, "theta": -0.0502, "rho": -0.6258, "theo": 9.0772, "change": -0.995, "open": 9.24, "high": 9.24, "low": 9.24, "tick": "down", "last_trade_price": 9.24, "last_trade_time": "2026-11-11T09:32:33", "percent_change": -9.72155, "prev_day_close": 9.04500007629394}, {"option": "SPY270917C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.261, "open_interest": 36.0, "volume": 0.0, "delta": 0.905, "gamma": 0.0009, "vega": 1.1809, "theta": -0.0254, "rho": 4.107, "theo": 198.3027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.75, "last_trade_time": "2026-11-05T10:55:47", "percent_change": 0.0, "prev_day_close": 197.550003051758}, {"option": "SPY270917P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.264, "open_interest": 1009.0, "volume": 2.0, "delta": -0.1003, "gamma": 0.001, "vega": 1.2387, "theta": -0.0513, "rho": -0.6511, "theo": 9.4406, "change": -1.025, "open": 9.62, "high": 9.62, "low": 9.62, "tick": "down", "last_trade_price": 9.62, "last_trade_time": "2026-11-11T09:32:29", "percent_change": -9.62893, "prev_day_close": 9.40000009536743}, {"option": "SPY270917C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.258, "open_interest": 36.0, "volume": 0.0, "delta": 0.901, "gamma": 0.001, "vega": 1.2377, "theta": -0.027, "rho": 4.1314, "theo": 193.8522, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 200.48, "last_trade_time": "2026-11-04T09:53:01", "percent_change": 0.0, "prev_day_close": 193.084999084473}, {"option": "SPY270917P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2612, "open_interest": 824.0, "volume": 2.0, "delta": -0.1046, "gamma": 0.001, "vega": 1.2761, "theta": -0.0523, "rho": -0.6762, "theo": 9.8164, "change": -0.99, "open": 10.09, "high": 10.09, "low": 10.09, "tick": "down", "last_trade_price": 10.09, "last_trade_time": "2026-11-11T09:30:45", "percent_change": -8.93502, "prev_day_close": 9.78000020980835}, {"option": "SPY270917C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 248.0, "volume": 2.0, "delta": 0.8968, "gamma": 0.001, "vega": 1.2917, "theta": -0.0286, "rho": 4.1056, "theo": 189.4199, "change": 9.865, "open": 189.63, "high": 189.63, "low": 189.33, "tick": "down", "last_trade_price": 189.33, "last_trade_time": "2026-11-11T12:14:25", "percent_change": 5.4969, "prev_day_close": 188.629997253418}, {"option": "SPY270917P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2583, "open_interest": 4685.0, "volume": 7.0, "delta": -0.109, "gamma": 0.0011, "vega": 1.3151, "theta": -0.0534, "rho": -0.7006, "theo": 10.2086, "change": -1.285, "open": 10.64, "high": 10.64, "low": 10.18, "tick": "up", "last_trade_price": 10.25, "last_trade_time": "2026-11-11T15:56:53", "percent_change": -11.14, "prev_day_close": 10.1700000762939}, {"option": "SPY270917C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2521, "open_interest": 404.0, "volume": 0.0, "delta": 0.8924, "gamma": 0.001, "vega": 1.3279, "theta": -0.0301, "rho": 4.115, "theo": 185.021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 172.99, "last_trade_time": "2026-11-09T09:50:38", "percent_change": 0.0, "prev_day_close": 184.430000305176}, {"option": "SPY270917P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2555, "open_interest": 1520.0, "volume": 2.0, "delta": -0.1137, "gamma": 0.0011, "vega": 1.3546, "theta": -0.0544, "rho": -0.7275, "theo": 10.6181, "change": -1.085, "open": 10.92, "high": 10.92, "low": 10.92, "tick": "down", "last_trade_price": 10.92, "last_trade_time": "2026-11-11T09:30:47", "percent_change": -9.0379, "prev_day_close": 10.5799999237061}, {"option": "SPY270917C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2489, "open_interest": 139.0, "volume": 0.0, "delta": 0.8878, "gamma": 0.0011, "vega": 1.3632, "theta": -0.0317, "rho": 4.1237, "theo": 180.6381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 175.91, "last_trade_time": "2026-11-03T09:53:12", "percent_change": 0.0, "prev_day_close": 179.98999786377}, {"option": "SPY270917P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2527, "open_interest": 1091.0, "volume": 2.0, "delta": -0.1186, "gamma": 0.0012, "vega": 1.3942, "theta": -0.0555, "rho": -0.7583, "theo": 11.0459, "change": -1.54, "open": 11.15, "high": 11.15, "low": 10.96, "tick": "down", "last_trade_price": 10.96, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -12.32, "prev_day_close": 11.0099997520447}, {"option": "SPY270917C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2476, "open_interest": 35.0, "volume": 0.0, "delta": 0.883, "gamma": 0.0011, "vega": 1.3967, "theta": -0.0332, "rho": 4.1325, "theo": 176.2712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 163.93, "last_trade_time": "2026-11-05T11:36:24", "percent_change": 0.0, "prev_day_close": 175.815002441406}, {"option": "SPY270917P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2499, "open_interest": 943.0, "volume": 11.0, "delta": -0.1237, "gamma": 0.0012, "vega": 1.435, "theta": -0.0566, "rho": -0.7887, "theo": 11.4921, "change": -1.195, "open": 11.84, "high": 11.84, "low": 11.82, "tick": "down", "last_trade_price": 11.82, "last_trade_time": "2026-11-11T11:33:35", "percent_change": -9.18171, "prev_day_close": 11.4549999237061}, {"option": "SPY270917C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2444, "open_interest": 81.0, "volume": 0.0, "delta": 0.878, "gamma": 0.0012, "vega": 1.4271, "theta": -0.0348, "rho": 4.1425, "theo": 171.9199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 166.99, "last_trade_time": "2026-11-03T09:42:30", "percent_change": 0.0, "prev_day_close": 171.139999389648}, {"option": "SPY270917P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2472, "open_interest": 1482.0, "volume": 8.0, "delta": -0.129, "gamma": 0.0012, "vega": 1.4767, "theta": -0.0577, "rho": -0.8193, "theo": 11.9576, "change": -1.665, "open": 12.53, "high": 12.53, "low": 11.89, "tick": "down", "last_trade_price": 11.89, "last_trade_time": "2026-11-11T15:40:02", "percent_change": -12.2833, "prev_day_close": 11.9299998283386}, {"option": "SPY270917C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2412, "open_interest": 40.0, "volume": 0.0, "delta": 0.8728, "gamma": 0.0012, "vega": 1.4535, "theta": -0.0364, "rho": 4.1548, "theo": 167.5827, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 160.94, "last_trade_time": "2026-11-09T14:07:59", "percent_change": 0.0, "prev_day_close": 166.974998474121}, {"option": "SPY270917P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2445, "open_interest": 1245.0, "volume": 3.0, "delta": -0.1345, "gamma": 0.0013, "vega": 1.5195, "theta": -0.0588, "rho": -0.852, "theo": 12.444, "change": -1.67, "open": 12.95, "high": 12.95, "low": 12.45, "tick": "down", "last_trade_price": 12.45, "last_trade_time": "2026-11-11T14:58:00", "percent_change": -11.8272, "prev_day_close": 12.414999961853}, {"option": "SPY270917C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2397, "open_interest": 58.0, "volume": 0.0, "delta": 0.8674, "gamma": 0.0013, "vega": 1.4957, "theta": -0.0379, "rho": 4.1704, "theo": 163.2579, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 142.71, "last_trade_time": "2026-11-05T14:05:15", "percent_change": 0.0, "prev_day_close": 162.580001831055}, {"option": "SPY270917P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2418, "open_interest": 671.0, "volume": 0.0, "delta": -0.1403, "gamma": 0.0014, "vega": 1.563, "theta": -0.0599, "rho": -0.8809, "theo": 12.9523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.0, "last_trade_time": "2026-11-10T10:32:41", "percent_change": 0.0, "prev_day_close": 12.9300003051758}, {"option": "SPY270917C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2366, "open_interest": 628.0, "volume": 0.0, "delta": 0.8619, "gamma": 0.0013, "vega": 1.5674, "theta": -0.0395, "rho": 4.1899, "theo": 158.943, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 141.06, "last_trade_time": "2026-11-06T10:40:06", "percent_change": 0.0, "prev_day_close": 158.440002441406}, {"option": "SPY270917P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 3394.0, "volume": 1.0, "delta": -0.1464, "gamma": 0.0014, "vega": 1.6065, "theta": -0.061, "rho": -0.9142, "theo": 13.484, "change": -1.12, "open": 14.21, "high": 14.21, "low": 14.21, "tick": "down", "last_trade_price": 14.21, "last_trade_time": "2026-11-11T10:11:46", "percent_change": -7.30594, "prev_day_close": 13.4700002670288}, {"option": "SPY270917C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2334, "open_interest": 193.0, "volume": 0.0, "delta": 0.856, "gamma": 0.0014, "vega": 1.6179, "theta": -0.041, "rho": 4.1366, "theo": 154.6708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 136.62, "last_trade_time": "2026-11-06T13:44:28", "percent_change": 0.0, "prev_day_close": 154.059997558594}, {"option": "SPY270917P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2365, "open_interest": 490.0, "volume": 0.0, "delta": -0.1526, "gamma": 0.0015, "vega": 1.6503, "theta": -0.0621, "rho": -0.951, "theo": 14.0319, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.91, "last_trade_time": "2026-11-10T12:09:42", "percent_change": 0.0, "prev_day_close": 14.0299997329712}, {"option": "SPY270917C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2315, "open_interest": 57.0, "volume": 0.0, "delta": 0.8499, "gamma": 0.0014, "vega": 1.659, "theta": -0.0426, "rho": 4.1342, "theo": 150.4294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 145.14, "last_trade_time": "2026-11-09T12:37:30", "percent_change": 0.0, "prev_day_close": 149.944999694824}, {"option": "SPY270917P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2338, "open_interest": 2016.0, "volume": 1.0, "delta": -0.1593, "gamma": 0.0015, "vega": 1.6956, "theta": -0.0632, "rho": -0.9884, "theo": 14.6183, "change": -1.77, "open": 14.88, "high": 14.88, "low": 14.88, "tick": "down", "last_trade_price": 14.88, "last_trade_time": "2026-11-11T11:58:34", "percent_change": -10.6306, "prev_day_close": 14.6199998855591}, {"option": "SPY270917C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2296, "open_interest": 281.0, "volume": 7.0, "delta": 0.8435, "gamma": 0.0015, "vega": 1.6982, "theta": -0.0441, "rho": 4.1316, "theo": 146.213, "change": 10.205, "open": 145.26, "high": 147.25, "low": 145.26, "tick": "up", "last_trade_price": 147.25, "last_trade_time": "2026-11-11T13:12:00", "percent_change": 7.44646, "prev_day_close": 145.849998474121}, {"option": "SPY270917P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2311, "open_interest": 4039.0, "volume": 13.0, "delta": -0.1662, "gamma": 0.0016, "vega": 1.7422, "theta": -0.0643, "rho": -1.0266, "theo": 15.2237, "change": -2.155, "open": 15.96, "high": 16.03, "low": 15.21, "tick": "down", "last_trade_price": 15.21, "last_trade_time": "2026-11-11T15:33:00", "percent_change": -12.41, "prev_day_close": 15.2350001335144}, {"option": "SPY270917C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2262, "open_interest": 410.0, "volume": 1.0, "delta": 0.8368, "gamma": 0.0016, "vega": 1.7337, "theta": -0.0456, "rho": 4.1304, "theo": 142.0134, "change": 9.935, "open": 143.03, "high": 143.03, "low": 143.03, "tick": "down", "last_trade_price": 143.03, "last_trade_time": "2026-11-11T13:15:42", "percent_change": 7.46459, "prev_day_close": 141.705001831055}, {"option": "SPY270917P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2286, "open_interest": 1228.0, "volume": 0.0, "delta": -0.1734, "gamma": 0.0017, "vega": 1.7885, "theta": -0.0654, "rho": -1.0656, "theo": 15.857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.1, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 15.8800001144409}, {"option": "SPY270917C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2241, "open_interest": 55.0, "volume": 0.0, "delta": 0.8299, "gamma": 0.0016, "vega": 1.7645, "theta": -0.0471, "rho": 4.1324, "theo": 137.8365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 128.64, "last_trade_time": "2026-11-09T10:10:43", "percent_change": 0.0, "prev_day_close": 137.430000305176}, {"option": "SPY270917P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2259, "open_interest": 5452.0, "volume": 12.0, "delta": -0.1809, "gamma": 0.0017, "vega": 1.8368, "theta": -0.0665, "rho": -1.1021, "theo": 16.5198, "change": -2.265, "open": 17.59, "high": 17.59, "low": 16.58, "tick": "up", "last_trade_price": 16.61, "last_trade_time": "2026-11-11T14:07:49", "percent_change": -12.0, "prev_day_close": 16.5500001907349}, {"option": "SPY270917C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 170.0, "volume": 0.0, "delta": 0.8228, "gamma": 0.0017, "vega": 1.8033, "theta": -0.0485, "rho": 4.1394, "theo": 133.6771, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 117.5, "last_trade_time": "2026-11-05T14:54:44", "percent_change": 0.0, "prev_day_close": 133.120002746582}, {"option": "SPY270917P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2234, "open_interest": 712.0, "volume": 1.0, "delta": -0.1887, "gamma": 0.0018, "vega": 1.8826, "theta": -0.0676, "rho": -1.143, "theo": 17.2142, "change": -1.91, "open": 17.76, "high": 17.76, "low": 17.76, "tick": "down", "last_trade_price": 17.76, "last_trade_time": "2026-11-11T11:31:20", "percent_change": -9.71021, "prev_day_close": 17.2549991607666}, {"option": "SPY270917C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2186, "open_interest": 214.0, "volume": 0.0, "delta": 0.8154, "gamma": 0.0017, "vega": 1.8865, "theta": -0.05, "rho": 4.1523, "theo": 129.5313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.4, "last_trade_time": "2026-11-06T10:21:10", "percent_change": 0.0, "prev_day_close": 129.075000762939}, {"option": "SPY270917P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2208, "open_interest": 1580.0, "volume": 16.0, "delta": -0.1969, "gamma": 0.0019, "vega": 1.9292, "theta": -0.0687, "rho": -1.1889, "theo": 17.9391, "change": -2.41, "open": 18.7, "high": 19.05, "low": 18.08, "tick": "down", "last_trade_price": 18.1, "last_trade_time": "2026-11-11T15:56:30", "percent_change": -11.7504, "prev_day_close": 17.9950008392334}, {"option": "SPY270917C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2165, "open_interest": 136.0, "volume": 0.0, "delta": 0.8076, "gamma": 0.0018, "vega": 1.9365, "theta": -0.0514, "rho": 4.072, "theo": 125.4476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 130.92, "last_trade_time": "2026-11-04T15:59:50", "percent_change": 0.0, "prev_day_close": 125.209999084473}, {"option": "SPY270917P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2183, "open_interest": 3461.0, "volume": 3.0, "delta": -0.2054, "gamma": 0.002, "vega": 1.9772, "theta": -0.0698, "rho": -1.2308, "theo": 18.6932, "change": -2.495, "open": 19.39, "high": 19.39, "low": 18.9, "tick": "down", "last_trade_price": 18.9, "last_trade_time": "2026-11-11T14:26:06", "percent_change": -11.6616, "prev_day_close": 18.7649993896484}, {"option": "SPY270917C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2141, "open_interest": 1714.0, "volume": 12.0, "delta": 0.7994, "gamma": 0.0019, "vega": 1.9801, "theta": -0.0528, "rho": 4.0559, "theo": 121.4015, "change": 10.67, "open": 122.51, "high": 122.51, "low": 122.51, "tick": "up", "last_trade_price": 122.51, "last_trade_time": "2026-11-11T16:00:44", "percent_change": 9.54041, "prev_day_close": 121.025001525879}, {"option": "SPY270917P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2158, "open_interest": 2133.0, "volume": 5.0, "delta": -0.2143, "gamma": 0.002, "vega": 2.0253, "theta": -0.0708, "rho": -1.2755, "theo": 19.4861, "change": -2.16, "open": 20.64, "high": 20.64, "low": 20.1, "tick": "up", "last_trade_price": 20.15, "last_trade_time": "2026-11-11T11:20:18", "percent_change": -9.68176, "prev_day_close": 19.5650005340576}, {"option": "SPY270917C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2116, "open_interest": 203.0, "volume": 1.0, "delta": 0.791, "gamma": 0.002, "vega": 2.0205, "theta": -0.0542, "rho": 4.0406, "theo": 117.3802, "change": 7.59, "open": 116.65, "high": 116.65, "low": 116.65, "tick": "up", "last_trade_price": 116.65, "last_trade_time": "2026-11-11T11:19:37", "percent_change": 6.95947, "prev_day_close": 117.025001525879}, {"option": "SPY270917P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 2147.0, "volume": 1.0, "delta": -0.2236, "gamma": 0.0021, "vega": 2.0741, "theta": -0.0718, "rho": -1.3213, "theo": 20.3157, "change": -2.17, "open": 21.1, "high": 21.1, "low": 21.1, "tick": "down", "last_trade_price": 21.1, "last_trade_time": "2026-11-11T10:43:51", "percent_change": -9.32531, "prev_day_close": 20.4000005722046}, {"option": "SPY270917C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2091, "open_interest": 377.0, "volume": 1.0, "delta": 0.7822, "gamma": 0.002, "vega": 2.056, "theta": -0.0555, "rho": 4.0285, "theo": 113.3928, "change": 5.875, "open": 111.0, "high": 111.0, "low": 111.0, "tick": "up", "last_trade_price": 111.0, "last_trade_time": "2026-11-11T10:04:06", "percent_change": 5.58858, "prev_day_close": 113.155002593994}, {"option": "SPY270917P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2106, "open_interest": 1776.0, "volume": 2.0, "delta": -0.2334, "gamma": 0.0022, "vega": 2.1226, "theta": -0.0729, "rho": -1.368, "theo": 21.19, "change": -3.3, "open": 20.97, "high": 20.97, "low": 20.97, "tick": "down", "last_trade_price": 20.97, "last_trade_time": "2026-11-11T13:47:25", "percent_change": -13.597, "prev_day_close": 21.2799997329712}, {"option": "SPY270917C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 125.0, "volume": 0.0, "delta": 0.7732, "gamma": 0.0021, "vega": 2.0851, "theta": -0.0568, "rho": 4.023, "theo": 109.4391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 105.86, "last_trade_time": "2026-11-09T15:22:56", "percent_change": 0.0, "prev_day_close": 109.075000762939}, {"option": "SPY270917P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.208, "open_interest": 978.0, "volume": 1.0, "delta": -0.2436, "gamma": 0.0023, "vega": 2.168, "theta": -0.0738, "rho": -1.4194, "theo": 22.1014, "change": -1.815, "open": 23.5, "high": 23.5, "low": 23.5, "tick": "down", "last_trade_price": 23.5, "last_trade_time": "2026-11-11T10:15:45", "percent_change": -7.16966, "prev_day_close": 22.1949996948242}, {"option": "SPY270917C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.204, "open_interest": 416.0, "volume": 4.0, "delta": 0.7637, "gamma": 0.0022, "vega": 2.1559, "theta": -0.0581, "rho": 4.0254, "theo": 105.4822, "change": 9.14, "open": 106.28, "high": 106.76, "low": 106.28, "tick": "up", "last_trade_price": 106.76, "last_trade_time": "2026-11-11T13:16:57", "percent_change": 9.36284, "prev_day_close": 105.305000305176}, {"option": "SPY270917P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2055, "open_interest": 9202.0, "volume": 6.0, "delta": -0.2542, "gamma": 0.0024, "vega": 2.2156, "theta": -0.0748, "rho": -1.4664, "theo": 23.0523, "change": -3.24, "open": 23.62, "high": 23.62, "low": 23.11, "tick": "up", "last_trade_price": 23.16, "last_trade_time": "2026-11-11T14:58:00", "percent_change": -12.2727, "prev_day_close": 23.1549997329712}, {"option": "SPY270917C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2025, "open_interest": 141.0, "volume": 0.0, "delta": 0.7539, "gamma": 0.0022, "vega": 2.2184, "theta": -0.0593, "rho": 3.9282, "theo": 101.5932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.56, "last_trade_time": "2026-11-09T11:54:59", "percent_change": 0.0, "prev_day_close": 101.959999084473}, {"option": "SPY270917P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 5405.0, "volume": 0.0, "delta": -0.2652, "gamma": 0.0025, "vega": 2.2602, "theta": -0.0758, "rho": -1.5134, "theo": 24.0427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 27.5, "last_trade_time": "2026-11-10T14:52:19", "percent_change": 0.0, "prev_day_close": 24.1549997329712}, {"option": "SPY270917C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 663.0, "volume": 0.0, "delta": 0.7437, "gamma": 0.0023, "vega": 2.2615, "theta": -0.0604, "rho": 3.8972, "theo": 97.7635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.7, "last_trade_time": "2026-11-09T12:40:28", "percent_change": 0.0, "prev_day_close": 97.5400009155274}, {"option": "SPY270917P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2005, "open_interest": 1775.0, "volume": 1.0, "delta": -0.2768, "gamma": 0.0026, "vega": 2.3076, "theta": -0.0767, "rho": -1.5654, "theo": 25.0913, "change": -2.225, "open": 26.5, "high": 26.5, "low": 26.5, "tick": "down", "last_trade_price": 26.5, "last_trade_time": "2026-11-11T09:30:00", "percent_change": -7.74587, "prev_day_close": 25.2049999237061}, {"option": "SPY270917C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1978, "open_interest": 81.0, "volume": 10.0, "delta": 0.733, "gamma": 0.0024, "vega": 2.3011, "theta": -0.0614, "rho": 3.8671, "theo": 93.9756, "change": 7.26, "open": 93.75, "high": 93.75, "low": 93.75, "tick": "up", "last_trade_price": 93.75, "last_trade_time": "2026-11-11T15:41:03", "percent_change": 8.39404, "prev_day_close": 93.814998626709}, {"option": "SPY270917P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.198, "open_interest": 1666.0, "volume": 1.0, "delta": -0.2889, "gamma": 0.0026, "vega": 2.3526, "theta": -0.0775, "rho": -1.6155, "theo": 26.1869, "change": -3.515, "open": 26.45, "high": 26.45, "low": 26.45, "tick": "down", "last_trade_price": 26.45, "last_trade_time": "2026-11-11T12:51:55", "percent_change": -11.7304, "prev_day_close": 26.3000001907349}, {"option": "SPY270917C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1948, "open_interest": 345.0, "volume": 2.0, "delta": 0.722, "gamma": 0.0025, "vega": 2.3349, "theta": -0.0625, "rho": 3.8424, "theo": 90.2207, "change": 8.91, "open": 91.78, "high": 91.78, "low": 91.78, "tick": "up", "last_trade_price": 91.78, "last_trade_time": "2026-11-11T13:35:18", "percent_change": 10.7518, "prev_day_close": 90.5999984741211}, {"option": "SPY270917P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1955, "open_interest": 2991.0, "volume": 3.0, "delta": -0.3015, "gamma": 0.0028, "vega": 2.3952, "theta": -0.0784, "rho": -1.672, "theo": 27.334, "change": -4.06, "open": 28.74, "high": 28.74, "low": 27.2, "tick": "down", "last_trade_price": 27.2, "last_trade_time": "2026-11-11T14:01:29", "percent_change": -12.9878, "prev_day_close": 27.4399995803833}, {"option": "SPY270917C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1928, "open_interest": 194.0, "volume": 1.0, "delta": 0.7106, "gamma": 0.0026, "vega": 2.362, "theta": -0.0634, "rho": 3.8273, "theo": 86.4965, "change": 8.485, "open": 87.0, "high": 87.0, "low": 87.0, "tick": "up", "last_trade_price": 87.0, "last_trade_time": "2026-11-11T14:04:06", "percent_change": 10.8069, "prev_day_close": 86.875}, {"option": "SPY270917P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1929, "open_interest": 8243.0, "volume": 4.0, "delta": -0.3146, "gamma": 0.0029, "vega": 2.4357, "theta": -0.0792, "rho": -1.7241, "theo": 28.5327, "change": -3.995, "open": 28.97, "high": 28.97, "low": 28.55, "tick": "up", "last_trade_price": 28.62, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -12.249, "prev_day_close": 28.6400003433228}, {"option": "SPY270917C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 226.0, "volume": 12.0, "delta": 0.6989, "gamma": 0.0026, "vega": 2.4408, "theta": -0.0643, "rho": 3.8006, "theo": 82.7976, "change": 6.225, "open": 81.25, "high": 82.75, "low": 81.25, "tick": "down", "last_trade_price": 82.0, "last_trade_time": "2026-11-11T14:25:37", "percent_change": 8.21511, "prev_day_close": 82.685001373291}, {"option": "SPY270917P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1904, "open_interest": 4354.0, "volume": 30.0, "delta": -0.3283, "gamma": 0.003, "vega": 2.4742, "theta": -0.08, "rho": -1.7731, "theo": 29.7822, "change": -4.15, "open": 31.66, "high": 31.66, "low": 29.88, "tick": "down", "last_trade_price": 29.88, "last_trade_time": "2026-11-11T15:32:18", "percent_change": -12.1951, "prev_day_close": 29.8949995040894}, {"option": "SPY270917C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1875, "open_interest": 362.0, "volume": 1.0, "delta": 0.6866, "gamma": 0.0027, "vega": 2.4802, "theta": -0.0651, "rho": 3.6861, "theo": 79.1938, "change": 5.695, "open": 78.0, "high": 78.0, "low": 78.0, "tick": "up", "last_trade_price": 78.0, "last_trade_time": "2026-11-11T11:12:16", "percent_change": 7.87636, "prev_day_close": 79.6450004577637}, {"option": "SPY270917P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1879, "open_interest": 2147.0, "volume": 116.0, "delta": -0.3426, "gamma": 0.0031, "vega": 2.5123, "theta": -0.0807, "rho": -1.8145, "theo": 31.0945, "change": -4.295, "open": 33.05, "high": 33.07, "low": 31.21, "tick": "down", "last_trade_price": 31.21, "last_trade_time": "2026-11-11T15:25:10", "percent_change": -12.0969, "prev_day_close": 31.1999998092651}, {"option": "SPY270917C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1851, "open_interest": 463.0, "volume": 2.0, "delta": 0.6739, "gamma": 0.0028, "vega": 2.5163, "theta": -0.0658, "rho": 3.6392, "theo": 75.6466, "change": 5.69, "open": 73.4, "high": 74.57, "low": 73.4, "tick": "up", "last_trade_price": 74.57, "last_trade_time": "2026-11-11T11:20:01", "percent_change": 8.26074, "prev_day_close": 75.5149993896484}, {"option": "SPY270917P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1854, "open_interest": 2227.0, "volume": 19.0, "delta": -0.3576, "gamma": 0.0032, "vega": 2.5469, "theta": -0.0814, "rho": -1.8771, "theo": 32.4792, "change": -4.355, "open": 33.85, "high": 34.25, "low": 32.7, "tick": "down", "last_trade_price": 32.7, "last_trade_time": "2026-11-11T12:52:11", "percent_change": -11.7528, "prev_day_close": 32.5699996948242}, {"option": "SPY270917C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 323.0, "volume": 13.0, "delta": 0.6607, "gamma": 0.0029, "vega": 2.5474, "theta": -0.0664, "rho": 3.5974, "theo": 72.1427, "change": 7.44, "open": 69.75, "high": 72.19, "low": 69.75, "tick": "down", "last_trade_price": 72.18, "last_trade_time": "2026-11-11T15:27:35", "percent_change": 11.4921, "prev_day_close": 72.0099983215332}, {"option": "SPY270917P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 620.0, "volume": 8.0, "delta": -0.3732, "gamma": 0.0033, "vega": 2.579, "theta": -0.082, "rho": -1.9274, "theo": 33.9208, "change": -5.05, "open": 35.38, "high": 35.38, "low": 33.63, "tick": "down", "last_trade_price": 33.63, "last_trade_time": "2026-11-11T13:22:22", "percent_change": -13.0558, "prev_day_close": 34.0050010681152}, {"option": "SPY270917C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1803, "open_interest": 985.0, "volume": 29.0, "delta": 0.6471, "gamma": 0.003, "vega": 2.5723, "theta": -0.0669, "rho": 3.567, "theo": 68.6799, "change": 6.32, "open": 66.5, "high": 70.0, "low": 66.5, "tick": "no_change", "last_trade_price": 68.55, "last_trade_time": "2026-11-11T16:02:33", "percent_change": 10.1559, "prev_day_close": 69.2250022888184}, {"option": "SPY270917P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1803, "open_interest": 3771.0, "volume": 143.0, "delta": -0.3897, "gamma": 0.0034, "vega": 2.605, "theta": -0.0826, "rho": -1.9704, "theo": 35.4491, "change": -5.38, "open": 37.67, "high": 37.67, "low": 35.0, "tick": "no_change", "last_trade_price": 35.0, "last_trade_time": "2026-11-11T13:42:14", "percent_change": -13.3234, "prev_day_close": 35.5150012969971}, {"option": "SPY270917C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 374.0, "volume": 2.0, "delta": 0.6331, "gamma": 0.0031, "vega": 2.6209, "theta": -0.0674, "rho": 3.5523, "theo": 65.2487, "change": 6.155, "open": 64.37, "high": 64.37, "low": 64.37, "tick": "up", "last_trade_price": 64.37, "last_trade_time": "2026-11-11T11:11:52", "percent_change": 10.5729, "prev_day_close": 65.810001373291}, {"option": "SPY270917P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 1629.0, "volume": 30.0, "delta": -0.4066, "gamma": 0.0036, "vega": 2.6303, "theta": -0.0832, "rho": -2.0193, "theo": 37.0363, "change": -5.18, "open": 38.59, "high": 38.59, "low": 36.97, "tick": "up", "last_trade_price": 36.99, "last_trade_time": "2026-11-11T13:14:03", "percent_change": -12.2836, "prev_day_close": 37.0999984741211}, {"option": "SPY270917C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 1108.0, "volume": 5.0, "delta": 0.6186, "gamma": 0.0031, "vega": 2.6557, "theta": -0.0677, "rho": 3.3958, "theo": 61.9269, "change": 4.585, "open": 59.8, "high": 60.4, "low": 59.8, "tick": "up", "last_trade_price": 60.4, "last_trade_time": "2026-11-11T10:42:00", "percent_change": 8.21464, "prev_day_close": 61.855001449585}, {"option": "SPY270917P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1753, "open_interest": 2488.0, "volume": 283.0, "delta": -0.4247, "gamma": 0.0037, "vega": 2.6466, "theta": -0.0837, "rho": -2.0624, "theo": 38.7225, "change": -5.46, "open": 40.64, "high": 40.64, "low": 38.08, "tick": "down", "last_trade_price": 38.58, "last_trade_time": "2026-11-11T15:38:51", "percent_change": -12.3978, "prev_day_close": 38.7600002288818}, {"option": "SPY270917C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 1549.0, "volume": 7.0, "delta": 0.6036, "gamma": 0.0032, "vega": 2.6812, "theta": -0.0678, "rho": 3.333, "theo": 58.6724, "change": 6.175, "open": 59.46, "high": 60.22, "low": 58.89, "tick": "down", "last_trade_price": 58.89, "last_trade_time": "2026-11-11T16:14:19", "percent_change": 11.7139, "prev_day_close": 59.1549987792969}, {"option": "SPY270917P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1728, "open_interest": 3890.0, "volume": 11.0, "delta": -0.4434, "gamma": 0.0038, "vega": 2.6623, "theta": -0.0842, "rho": -2.11, "theo": 40.476, "change": -5.955, "open": 42.74, "high": 42.76, "low": 40.05, "tick": "down", "last_trade_price": 40.05, "last_trade_time": "2026-11-11T13:25:26", "percent_change": -12.9442, "prev_day_close": 40.5149993896484}, {"option": "SPY270917C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1705, "open_interest": 2318.0, "volume": 7.0, "delta": 0.5881, "gamma": 0.0033, "vega": 2.7019, "theta": -0.0679, "rho": 3.2781, "theo": 55.4774, "change": 6.165, "open": 54.21, "high": 55.82, "low": 54.21, "tick": "no_change", "last_trade_price": 55.82, "last_trade_time": "2026-11-11T14:25:24", "percent_change": 12.4157, "prev_day_close": 55.3800010681152}, {"option": "SPY270917P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 7896.0, "volume": 576.0, "delta": -0.4631, "gamma": 0.004, "vega": 2.6672, "theta": -0.0846, "rho": -2.1407, "theo": 42.3415, "change": -5.945, "open": 44.67, "high": 44.67, "low": 41.62, "tick": "down", "last_trade_price": 42.15, "last_trade_time": "2026-11-11T15:35:42", "percent_change": -12.361, "prev_day_close": 42.3549995422363}, {"option": "SPY270917C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1682, "open_interest": 947.0, "volume": 3.0, "delta": 0.5722, "gamma": 0.0034, "vega": 2.7175, "theta": -0.0679, "rho": 3.2399, "theo": 52.3333, "change": 7.19, "open": 50.97, "high": 53.9, "low": 50.97, "tick": "up", "last_trade_price": 53.9, "last_trade_time": "2026-11-11T13:39:22", "percent_change": 15.3928, "prev_day_close": 52.8350009918213}, {"option": "SPY270917P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 3126.0, "volume": 39.0, "delta": -0.4835, "gamma": 0.0041, "vega": 2.6723, "theta": -0.085, "rho": -2.1674, "theo": 44.312, "change": -6.05, "open": 44.42, "high": 44.42, "low": 43.47, "tick": "no_change", "last_trade_price": 44.23, "last_trade_time": "2026-11-11T15:35:24", "percent_change": -12.0326, "prev_day_close": 44.310001373291}, {"option": "SPY270917C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 1610.0, "volume": 1004.0, "delta": 0.5558, "gamma": 0.0034, "vega": 2.7446, "theta": -0.0677, "rho": 3.0998, "theo": 49.247, "change": 5.295, "open": 47.74, "high": 50.84, "low": 47.16, "tick": "down", "last_trade_price": 49.14, "last_trade_time": "2026-11-11T16:04:14", "percent_change": 12.0766, "prev_day_close": 49.2100009918213}, {"option": "SPY270917P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 1684.0, "volume": 25.0, "delta": -0.5049, "gamma": 0.0042, "vega": 2.6596, "theta": -0.0853, "rho": -2.1913, "theo": 46.3784, "change": -6.31, "open": 48.74, "high": 48.96, "low": 46.27, "tick": "down", "last_trade_price": 46.27, "last_trade_time": "2026-11-11T15:35:24", "percent_change": -12.0008, "prev_day_close": 46.3549995422363}, {"option": "SPY270917C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1635, "open_interest": 1694.0, "volume": 139.0, "delta": 0.539, "gamma": 0.0035, "vega": 2.7565, "theta": -0.0673, "rho": 3.0206, "theo": 46.2911, "change": 5.395, "open": 44.33, "high": 47.28, "low": 44.32, "tick": "no_change", "last_trade_price": 46.46, "last_trade_time": "2026-11-11T15:37:58", "percent_change": 13.1377, "prev_day_close": 46.1900005340576}, {"option": "SPY270917P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.163, "open_interest": 1176.0, "volume": 9.0, "delta": -0.5275, "gamma": 0.0044, "vega": 2.645, "theta": -0.0856, "rho": -2.2109, "theo": 48.5486, "change": -6.565, "open": 49.61, "high": 49.61, "low": 48.43, "tick": "down", "last_trade_price": 48.44, "last_trade_time": "2026-11-11T15:35:24", "percent_change": -11.9353, "prev_day_close": 48.5249996185303}, {"option": "SPY270917C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 2203.0, "volume": 218.0, "delta": 0.5218, "gamma": 0.0036, "vega": 2.7642, "theta": -0.0669, "rho": 2.9469, "theo": 43.4132, "change": 5.195, "open": 42.28, "high": 45.0, "low": 41.52, "tick": "down", "last_trade_price": 43.57, "last_trade_time": "2026-11-11T15:37:58", "percent_change": 13.5375, "prev_day_close": 43.314998626709}, {"option": "SPY270917P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1607, "open_interest": 1628.0, "volume": 17.0, "delta": -0.5508, "gamma": 0.0045, "vega": 2.6174, "theta": -0.0857, "rho": -2.2384, "theo": 50.8254, "change": -6.725, "open": 50.92, "high": 51.04, "low": 50.83, "tick": "down", "last_trade_price": 50.83, "last_trade_time": "2026-11-11T15:21:39", "percent_change": -11.6845, "prev_day_close": 50.8050003051758}, {"option": "SPY270917C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 1638.0, "volume": 29.0, "delta": 0.504, "gamma": 0.0036, "vega": 2.7688, "theta": -0.0663, "rho": 2.8907, "theo": 40.6063, "change": 4.96, "open": 38.85, "high": 42.07, "low": 38.65, "tick": "up", "last_trade_price": 40.74, "last_trade_time": "2026-11-11T15:48:18", "percent_change": 13.8625, "prev_day_close": 40.5300006866455}, {"option": "SPY270917P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1582, "open_interest": 2169.0, "volume": 5.0, "delta": -0.575, "gamma": 0.0046, "vega": 2.5783, "theta": -0.0856, "rho": -2.2148, "theo": 53.2756, "change": -7.145, "open": 52.27, "high": 53.2, "low": 52.25, "tick": "down", "last_trade_price": 53.09, "last_trade_time": "2026-11-11T15:16:51", "percent_change": -11.8619, "prev_day_close": 53.2150001525879}, {"option": "SPY270917C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1568, "open_interest": 2026.0, "volume": 105.0, "delta": 0.4859, "gamma": 0.0037, "vega": 2.7644, "theta": -0.0657, "rho": 2.7723, "theo": 37.8699, "change": 4.735, "open": 36.51, "high": 39.27, "low": 36.2, "tick": "down", "last_trade_price": 38.01, "last_trade_time": "2026-11-11T15:25:26", "percent_change": 14.2299, "prev_day_close": 37.8349990844727}, {"option": "SPY270917P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1558, "open_interest": 3061.0, "volume": 1.0, "delta": -0.6005, "gamma": 0.0048, "vega": 2.5245, "theta": -0.0854, "rho": -2.2015, "theo": 55.841, "change": -5.72, "open": 58.5, "high": 58.5, "low": 58.5, "tick": "down", "last_trade_price": 58.5, "last_trade_time": "2026-11-11T10:23:59", "percent_change": -8.90688, "prev_day_close": 55.7849998474121}, {"option": "SPY270917C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 1992.0, "volume": 29.0, "delta": 0.4676, "gamma": 0.0037, "vega": 2.7567, "theta": -0.0648, "rho": 2.6564, "theo": 35.2761, "change": 4.61, "open": 33.52, "high": 36.72, "low": 33.49, "tick": "down", "last_trade_price": 35.49, "last_trade_time": "2026-11-11T15:33:32", "percent_change": 14.9288, "prev_day_close": 35.2350006103516}, {"option": "SPY270917P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 5742.0, "volume": 0.0, "delta": -0.6266, "gamma": 0.0049, "vega": 2.4677, "theta": -0.0847, "rho": -2.1958, "theo": 58.549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.45, "last_trade_time": "2026-11-10T14:34:32", "percent_change": 0.0, "prev_day_close": 58.4899997711182}, {"option": "SPY270917C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1525, "open_interest": 1412.0, "volume": 17.0, "delta": 0.4489, "gamma": 0.0037, "vega": 2.7452, "theta": -0.0638, "rho": 2.5711, "theo": 32.7847, "change": 4.63, "open": 31.67, "high": 34.16, "low": 31.67, "tick": "down", "last_trade_price": 33.22, "last_trade_time": "2026-11-11T15:03:00", "percent_change": 16.1945, "prev_day_close": 32.7399997711182}, {"option": "SPY270917P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 1202.0, "volume": 0.0, "delta": -0.6534, "gamma": 0.005, "vega": 2.3959, "theta": -0.0838, "rho": -2.1558, "theo": 61.4128, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.03, "last_trade_time": "2026-11-06T15:03:40", "percent_change": 0.0, "prev_day_close": 60.4899997711182}, {"option": "SPY270917C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1505, "open_interest": 2082.0, "volume": 17.0, "delta": 0.43, "gamma": 0.0038, "vega": 2.7335, "theta": -0.0626, "rho": 2.5072, "theo": 30.3805, "change": 4.1, "open": 28.88, "high": 31.86, "low": 28.88, "tick": "down", "last_trade_price": 30.5, "last_trade_time": "2026-11-11T15:29:40", "percent_change": 15.5303, "prev_day_close": 30.3549995422363}, {"option": "SPY270917P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1487, "open_interest": 3406.0, "volume": 0.0, "delta": -0.6811, "gamma": 0.0051, "vega": 2.2891, "theta": -0.0822, "rho": -2.0781, "theo": 64.4491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.85, "last_trade_time": "2026-11-09T14:59:11", "percent_change": 0.0, "prev_day_close": 63.7750015258789}, {"option": "SPY270917C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1487, "open_interest": 4595.0, "volume": 21.0, "delta": 0.4108, "gamma": 0.0038, "vega": 2.7037, "theta": -0.0614, "rho": 2.3525, "theo": 28.0674, "change": 3.89, "open": 27.21, "high": 29.53, "low": 27.21, "tick": "down", "last_trade_price": 28.22, "last_trade_time": "2026-11-11T15:29:40", "percent_change": 15.9885, "prev_day_close": 28.0700006484985}, {"option": "SPY270917P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1474, "open_interest": 5759.0, "volume": 1.0, "delta": -0.7091, "gamma": 0.0051, "vega": 2.1905, "theta": -0.08, "rho": -2.0512, "theo": 67.6451, "change": -7.335, "open": 68.65, "high": 68.65, "low": 68.65, "tick": "down", "last_trade_price": 68.65, "last_trade_time": "2026-11-11T11:28:42", "percent_change": -9.65322, "prev_day_close": 68.1949996948242}, {"option": "SPY270917C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1467, "open_interest": 984.0, "volume": 14.0, "delta": 0.3917, "gamma": 0.0038, "vega": 2.6647, "theta": -0.0601, "rho": 2.2532, "theo": 25.916, "change": 3.675, "open": 25.69, "high": 27.0, "low": 25.69, "tick": "down", "last_trade_price": 26.04, "last_trade_time": "2026-11-11T15:29:46", "percent_change": 16.4319, "prev_day_close": 25.9000005722046}, {"option": "SPY270917P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1446, "open_interest": 2568.0, "volume": 1.0, "delta": -0.7378, "gamma": 0.0052, "vega": 2.081, "theta": -0.0779, "rho": -1.9658, "theo": 71.0047, "change": -9.95, "open": 69.63, "high": 69.63, "low": 69.63, "tick": "down", "last_trade_price": 69.63, "last_trade_time": "2026-11-11T15:00:59", "percent_change": -12.5031, "prev_day_close": 70.5449981689453}, {"option": "SPY270917C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1449, "open_interest": 2201.0, "volume": 2.0, "delta": 0.3726, "gamma": 0.0038, "vega": 2.6321, "theta": -0.0586, "rho": 2.1667, "theo": 23.8716, "change": 4.495, "open": 24.01, "high": 25.01, "low": 24.01, "tick": "up", "last_trade_price": 25.01, "last_trade_time": "2026-11-11T13:21:59", "percent_change": 21.9108, "prev_day_close": 23.8499994277954}, {"option": "SPY270917P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1438, "open_interest": 2409.0, "volume": 0.0, "delta": -0.767, "gamma": 0.0052, "vega": 1.9269, "theta": -0.075, "rho": -1.8341, "theo": 74.5566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 69.68, "last_trade_time": "2026-10-29T10:16:27", "percent_change": 0.0, "prev_day_close": 74.4799995422363}, {"option": "SPY270917C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 2015.0, "volume": 4.0, "delta": 0.3535, "gamma": 0.0037, "vega": 2.6053, "theta": -0.057, "rho": 2.1087, "theo": 21.9177, "change": 2.535, "open": 21.76, "high": 21.76, "low": 21.31, "tick": "down", "last_trade_price": 21.31, "last_trade_time": "2026-11-11T09:35:03", "percent_change": 13.502, "prev_day_close": 21.9099998474121}, {"option": "SPY270917P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1415, "open_interest": 441.0, "volume": 1.0, "delta": -0.7972, "gamma": 0.0054, "vega": 1.7782, "theta": -0.0719, "rho": -1.7406, "theo": 78.2758, "change": -9.02, "open": 78.51, "high": 78.51, "low": 78.51, "tick": "down", "last_trade_price": 78.51, "last_trade_time": "2026-11-11T12:14:28", "percent_change": -10.305, "prev_day_close": 78.439998626709}, {"option": "SPY270917C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 2840.0, "volume": 3.0, "delta": 0.3345, "gamma": 0.0037, "vega": 2.5291, "theta": -0.0554, "rho": 1.9352, "theo": 20.0933, "change": 2.645, "open": 19.43, "high": 19.8, "low": 19.43, "tick": "no_change", "last_trade_price": 19.8, "last_trade_time": "2026-11-11T11:09:57", "percent_change": 15.4182, "prev_day_close": 20.085000038147}, {"option": "SPY270917P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 1993.0, "volume": 0.0, "delta": -0.8275, "gamma": 0.0055, "vega": 1.624, "theta": -0.071, "rho": -1.5406, "theo": 82.1708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.55, "last_trade_time": "2026-11-09T14:54:11", "percent_change": 0.0, "prev_day_close": 82.0800018310547}, {"option": "SPY270917C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 2373.0, "volume": 1.0, "delta": 0.316, "gamma": 0.0036, "vega": 2.4765, "theta": -0.0536, "rho": 1.8393, "theo": 18.4072, "change": 3.045, "open": 18.69, "high": 18.69, "low": 18.69, "tick": "up", "last_trade_price": 18.69, "last_trade_time": "2026-11-11T11:40:25", "percent_change": 19.4631, "prev_day_close": 18.3850002288818}, {"option": "SPY270917P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1381, "open_interest": 6858.0, "volume": 0.0, "delta": -0.8617, "gamma": 0.006, "vega": 1.4162, "theta": -0.0729, "rho": -1.2994, "theo": 86.2659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 92.3, "last_trade_time": "2026-11-09T15:44:41", "percent_change": 0.0, "prev_day_close": 86.3950004577637}, {"option": "SPY270917C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 2558.0, "volume": 44.0, "delta": 0.2977, "gamma": 0.0036, "vega": 2.4281, "theta": -0.0518, "rho": 1.7653, "theo": 16.8193, "change": 3.62, "open": 15.9, "high": 17.86, "low": 15.9, "tick": "up", "last_trade_price": 17.86, "last_trade_time": "2026-11-11T13:32:54", "percent_change": 25.4214, "prev_day_close": 16.7849998474121}, {"option": "SPY270917P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 22.0, "volume": 0.0, "delta": -0.898, "gamma": 0.0065, "vega": 1.1757, "theta": -0.0828, "rho": -1.1013, "theo": 90.5659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 107.21, "last_trade_time": "2026-11-05T11:51:30", "percent_change": 0.0, "prev_day_close": 90.560001373291}, {"option": "SPY270917C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 1540.0, "volume": 1.0, "delta": 0.2796, "gamma": 0.0035, "vega": 2.3823, "theta": -0.0499, "rho": 1.626, "theo": 15.3169, "change": 1.895, "open": 14.84, "high": 14.84, "low": 14.84, "tick": "up", "last_trade_price": 14.84, "last_trade_time": "2026-11-11T10:43:51", "percent_change": 14.6389, "prev_day_close": 15.3100004196167}, {"option": "SPY270917P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 3.0, "volume": 0.0, "delta": -0.9298, "gamma": 0.0066, "vega": 0.9696, "theta": -0.0816, "rho": -0.8657, "theo": 95.0151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 104.56, "last_trade_time": "2026-11-10T16:02:53", "percent_change": 0.0, "prev_day_close": 95.0750007629394}, {"option": "SPY270917C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 2881.0, "volume": 5.0, "delta": 0.2624, "gamma": 0.0034, "vega": 2.2761, "theta": -0.048, "rho": 1.531, "theo": 13.9639, "change": 2.32, "open": 14.06, "high": 14.06, "low": 14.06, "tick": "up", "last_trade_price": 14.06, "last_trade_time": "2026-11-11T15:25:28", "percent_change": 19.7615, "prev_day_close": 13.9399995803833}, {"option": "SPY270917P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 0.0, "volume": 0.0, "delta": -0.9563, "gamma": 0.0051, "vega": 0.5861, "theta": -0.1038, "rho": 0.0, "theo": 99.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 108.99, "last_trade_time": "2026-11-10T10:03:26", "percent_change": 0.0, "prev_day_close": 99.9949989318848}, {"option": "SPY270917C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 2283.0, "volume": 3.0, "delta": 0.2456, "gamma": 0.0034, "vega": 2.2099, "theta": -0.046, "rho": 1.4506, "theo": 12.7044, "change": 1.61, "open": 12.22, "high": 12.28, "low": 12.22, "tick": "down", "last_trade_price": 12.25, "last_trade_time": "2026-11-11T10:48:20", "percent_change": 15.1316, "prev_day_close": 12.6700000762939}, {"option": "SPY270917P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 1.0, "volume": 0.0, "delta": -0.9767, "gamma": 0.0027, "vega": 0.1171, "theta": -0.107, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.5, "last_trade_time": "2026-10-23T10:51:11", "percent_change": 0.0, "prev_day_close": 104.994998931885}, {"option": "SPY270917C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1342, "open_interest": 2746.0, "volume": 19.0, "delta": 0.2291, "gamma": 0.0032, "vega": 2.1563, "theta": -0.044, "rho": 1.3983, "theo": 11.5186, "change": 2.195, "open": 11.12, "high": 12.08, "low": 11.09, "tick": "down", "last_trade_price": 11.82, "last_trade_time": "2026-11-11T14:47:17", "percent_change": 22.8052, "prev_day_close": 11.5}, {"option": "SPY270917P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 0.0, "volume": 0.0, "delta": -0.9932, "gamma": 0.0008, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 104.72, "last_trade_time": "2026-10-15T09:35:50", "percent_change": 0.0, "prev_day_close": 109.994998931885}, {"option": "SPY270917C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1333, "open_interest": 5356.0, "volume": 0.0, "delta": 0.2135, "gamma": 0.0031, "vega": 2.0638, "theta": -0.042, "rho": 1.2493, "theo": 10.4416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.66, "last_trade_time": "2026-11-09T13:18:47", "percent_change": 0.0, "prev_day_close": 10.4300003051758}, {"option": "SPY270917P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1534, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 110.05, "last_trade_time": "2026-09-11T14:03:51", "percent_change": 0.0, "prev_day_close": 114.994998931885}, {"option": "SPY270917C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 8597.0, "volume": 35.0, "delta": 0.1986, "gamma": 0.003, "vega": 1.9662, "theta": -0.04, "rho": 1.1705, "theo": 9.4627, "change": 2.355, "open": 10.2, "high": 10.2, "low": 10.2, "tick": "no_change", "last_trade_price": 10.2, "last_trade_time": "2026-11-11T13:41:41", "percent_change": 30.0191, "prev_day_close": 9.43499994277954}, {"option": "SPY270917P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 115.41, "last_trade_time": "2026-09-28T11:25:39", "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY270917C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 3115.0, "volume": 19.0, "delta": 0.1843, "gamma": 0.0029, "vega": 1.8977, "theta": -0.038, "rho": 1.1127, "theo": 8.5524, "change": 1.075, "open": 8.5, "high": 8.5, "low": 8.15, "tick": "down", "last_trade_price": 8.15, "last_trade_time": "2026-11-11T10:35:23", "percent_change": 15.1943, "prev_day_close": 8.53000020980835}, {"option": "SPY270917P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 119.57, "last_trade_time": "2026-08-26T09:30:16", "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY270917C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 2971.0, "volume": 779.0, "delta": 0.1705, "gamma": 0.0028, "vega": 1.8301, "theta": -0.036, "rho": 1.0003, "theo": 7.7089, "change": 1.84, "open": 7.36, "high": 8.21, "low": 7.36, "tick": "no_change", "last_trade_price": 8.21, "last_trade_time": "2026-11-11T12:30:54", "percent_change": 28.8854, "prev_day_close": 7.70999979972839}, {"option": "SPY270917P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1661, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 125.43, "last_trade_time": "2026-09-28T11:25:39", "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY270917C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 1208.0, "volume": 0.0, "delta": 0.1578, "gamma": 0.0027, "vega": 1.7175, "theta": -0.0341, "rho": 0.9291, "theo": 6.9685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.71, "last_trade_time": "2026-11-10T14:29:48", "percent_change": 0.0, "prev_day_close": 6.95499992370606}, {"option": "SPY270917P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.985000610352}, {"option": "SPY270917C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1296, "open_interest": 4588.0, "volume": 37.0, "delta": 0.1457, "gamma": 0.0025, "vega": 1.6361, "theta": -0.0322, "rho": 0.8708, "theo": 6.2774, "change": 1.7, "open": 6.04, "high": 6.85, "low": 5.99, "tick": "no_change", "last_trade_price": 6.85, "last_trade_time": "2026-11-11T13:44:51", "percent_change": 33.0097, "prev_day_close": 6.26999998092651}, {"option": "SPY270917P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1744, "open_interest": 14.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 139.795, "change": -11.215, "open": 139.69, "high": 139.69, "low": 139.37, "tick": "down", "last_trade_price": 139.37, "last_trade_time": "2026-11-11T12:14:20", "percent_change": -7.44762, "prev_day_close": 139.985000610352}, {"option": "SPY270917C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1292, "open_interest": 454.0, "volume": 12.0, "delta": 0.134, "gamma": 0.0024, "vega": 1.5744, "theta": -0.0303, "rho": 0.8345, "theo": 5.6377, "change": 0.94, "open": 5.58, "high": 5.58, "low": 5.47, "tick": "no_change", "last_trade_price": 5.57, "last_trade_time": "2026-11-11T15:55:58", "percent_change": 20.3024, "prev_day_close": 5.64000010490418}, {"option": "SPY270917P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1785, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.985000610352}, {"option": "SPY270917C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1287, "open_interest": 705.0, "volume": 10.0, "delta": 0.1234, "gamma": 0.0023, "vega": 1.4875, "theta": -0.0285, "rho": 0.7266, "theo": 5.0799, "change": 1.025, "open": 5.22, "high": 5.22, "low": 5.18, "tick": "down", "last_trade_price": 5.18, "last_trade_time": "2026-11-11T15:15:16", "percent_change": 24.6691, "prev_day_close": 5.08000016212463}, {"option": "SPY270917P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 142.68, "last_trade_time": "2026-08-31T14:21:57", "percent_change": 0.0, "prev_day_close": 149.985000610352}, {"option": "SPY270917C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 1676.0, "volume": 0.0, "delta": 0.1136, "gamma": 0.0022, "vega": 1.3865, "theta": -0.0268, "rho": 0.6733, "theo": 4.574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.78, "last_trade_time": "2026-11-10T15:23:06", "percent_change": 0.0, "prev_day_close": 4.5699999332428}, {"option": "SPY270917P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1865, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.985000610352}, {"option": "SPY270917C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1279, "open_interest": 1502.0, "volume": 58.0, "delta": 0.1042, "gamma": 0.002, "vega": 1.3189, "theta": -0.0251, "rho": 0.6344, "theo": 4.1087, "change": 1.08, "open": 4.12, "high": 4.48, "low": 4.12, "tick": "down", "last_trade_price": 4.43, "last_trade_time": "2026-11-11T13:05:42", "percent_change": 32.2388, "prev_day_close": 4.10500001907349}, {"option": "SPY270917P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.985000610352}, {"option": "SPY270917C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1277, "open_interest": 3683.0, "volume": 37.0, "delta": 0.0954, "gamma": 0.0019, "vega": 1.2566, "theta": -0.0234, "rho": 0.5616, "theo": 3.6815, "change": 0.765, "open": 4.03, "high": 4.03, "low": 3.77, "tick": "down", "last_trade_price": 3.77, "last_trade_time": "2026-11-11T15:12:04", "percent_change": 25.4576, "prev_day_close": 3.69500005245209}, {"option": "SPY270917P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1944, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.985000610352}, {"option": "SPY270917C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 3065.0, "volume": 0.0, "delta": 0.0875, "gamma": 0.0018, "vega": 1.1749, "theta": -0.0219, "rho": 0.5163, "theo": 3.3125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.15, "last_trade_time": "2026-11-09T13:39:54", "percent_change": 0.0, "prev_day_close": 3.3199999332428}, {"option": "SPY270917P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1982, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.985000610352}, {"option": "SPY270917C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 451.0, "volume": 0.0, "delta": 0.0801, "gamma": 0.0017, "vega": 1.0916, "theta": -0.0205, "rho": 0.4788, "theo": 2.9783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.79, "last_trade_time": "2026-11-09T14:29:26", "percent_change": 0.0, "prev_day_close": 2.98500001430512}, {"option": "SPY270917P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2021, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.985000610352}, {"option": "SPY270917C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 2493.0, "volume": 5.0, "delta": 0.0732, "gamma": 0.0016, "vega": 1.0352, "theta": -0.0191, "rho": 0.4534, "theo": 2.6712, "change": 0.53, "open": 2.7, "high": 2.7, "low": 2.7, "tick": "up", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T15:27:23", "percent_change": 24.424, "prev_day_close": 2.67500007152557}, {"option": "SPY270917P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2059, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.985000610352}, {"option": "SPY270917C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 1554.0, "volume": 0.0, "delta": 0.0669, "gamma": 0.0015, "vega": 0.9767, "theta": -0.0178, "rho": 0.3943, "theo": 2.3985, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.98, "last_trade_time": "2026-11-10T15:23:40", "percent_change": 0.0, "prev_day_close": 2.40500009059906}, {"option": "SPY270917P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2096, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.985000610352}, {"option": "SPY270917C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1268, "open_interest": 3481.0, "volume": 13.0, "delta": 0.0613, "gamma": 0.0014, "vega": 0.9112, "theta": -0.0166, "rho": 0.3622, "theo": 2.1627, "change": 0.515, "open": 2.21, "high": 2.35, "low": 2.13, "tick": "down", "last_trade_price": 2.27, "last_trade_time": "2026-11-11T14:11:17", "percent_change": 29.3447, "prev_day_close": 2.16500008106232}, {"option": "SPY270917P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2133, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 183.91, "last_trade_time": "2026-09-30T15:37:16", "percent_change": 0.0, "prev_day_close": 189.985000610352}, {"option": "SPY270917C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1268, "open_interest": 1226.0, "volume": 0.0, "delta": 0.056, "gamma": 0.0013, "vega": 0.8427, "theta": -0.0154, "rho": 0.336, "theo": 1.9455, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.38, "last_trade_time": "2026-11-05T14:57:19", "percent_change": 0.0, "prev_day_close": 1.93999999761581}, {"option": "SPY270917P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.217, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 182.11, "last_trade_time": "2026-08-12T13:30:13", "percent_change": 0.0, "prev_day_close": 194.985000610352}, {"option": "SPY270917C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 1138.0, "volume": 0.0, "delta": 0.0511, "gamma": 0.0012, "vega": 0.7966, "theta": -0.0144, "rho": 0.3185, "theo": 1.7481, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.54, "last_trade_time": "2026-11-10T09:45:03", "percent_change": 0.0, "prev_day_close": 1.75}, {"option": "SPY270917P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2208, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 231.0, "last_trade_time": "2026-06-26T15:59:56", "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY270917C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1269, "open_interest": 2649.0, "volume": 3.0, "delta": 0.0468, "gamma": 0.0011, "vega": 0.7496, "theta": -0.0134, "rho": 0.2756, "theo": 1.5771, "change": 0.315, "open": 1.65, "high": 1.65, "low": 1.59, "tick": "down", "last_trade_price": 1.59, "last_trade_time": "2026-11-11T15:39:31", "percent_change": 24.7059, "prev_day_close": 1.57499998807907}, {"option": "SPY270917P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2244, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY270917C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.127, "open_interest": 2672.0, "volume": 4.0, "delta": 0.0428, "gamma": 0.001, "vega": 0.6993, "theta": -0.0125, "rho": 0.253, "theo": 1.4259, "change": 0.265, "open": 1.42, "high": 1.42, "low": 1.42, "tick": "up", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T15:24:35", "percent_change": 22.9437, "prev_day_close": 1.41499996185303}, {"option": "SPY270917P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.228, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY270917C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1271, "open_interest": 2676.0, "volume": 2.0, "delta": 0.0392, "gamma": 0.001, "vega": 0.6492, "theta": -0.0116, "rho": 0.2344, "theo": 1.2898, "change": 0.27, "open": 1.31, "high": 1.31, "low": 1.31, "tick": "up", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T11:22:31", "percent_change": 25.9615, "prev_day_close": 1.27499997615814}, {"option": "SPY270917P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2316, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.985000610352}, {"option": "SPY270917C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 4082.0, "volume": 3.0, "delta": 0.0359, "gamma": 0.0009, "vega": 0.6066, "theta": -0.0108, "rho": 0.221, "theo": 1.1654, "change": 0.21, "open": 1.15, "high": 1.15, "low": 1.15, "tick": "up", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T15:34:44", "percent_change": 22.3404, "prev_day_close": 1.15499997138977}, {"option": "SPY270917P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2351, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.985000610352}, {"option": "SPY270917C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 5846.0, "volume": 0.0, "delta": 0.0328, "gamma": 0.0008, "vega": 0.5721, "theta": -0.0101, "rho": 0.1933, "theo": 1.0534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.01, "last_trade_time": "2026-11-09T13:44:10", "percent_change": 0.0, "prev_day_close": 1.04499995708466}, {"option": "SPY270917P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2386, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.985000610352}, {"option": "SPY270917C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1279, "open_interest": 4813.0, "volume": 0.0, "delta": 0.0302, "gamma": 0.0008, "vega": 0.5348, "theta": -0.0094, "rho": 0.1777, "theo": 0.9575, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.67, "last_trade_time": "2026-11-05T13:47:40", "percent_change": 0.0, "prev_day_close": 0.944999992847443}, {"option": "SPY270917P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2422, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.985000610352}, {"option": "SPY270917C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 3108.0, "volume": 0.0, "delta": 0.0277, "gamma": 0.0007, "vega": 0.4992, "theta": -0.0088, "rho": 0.1641, "theo": 0.8714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.58, "last_trade_time": "2026-11-05T14:04:07", "percent_change": 0.0, "prev_day_close": 0.860000014305115}, {"option": "SPY270917P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2456, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.985000610352}, {"option": "SPY270917C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 6405.0, "volume": 100.0, "delta": 0.0255, "gamma": 0.0007, "vega": 0.4643, "theta": -0.0082, "rho": 0.1532, "theo": 0.7934, "change": 0.18, "open": 0.82, "high": 0.82, "low": 0.82, "tick": "no_change", "last_trade_price": 0.82, "last_trade_time": "2026-11-11T12:07:33", "percent_change": 28.125, "prev_day_close": 0.780000001192093}, {"option": "SPY270917P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2491, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 239.985000610352}, {"option": "SPY270917C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 3646.0, "volume": 0.0, "delta": 0.0234, "gamma": 0.0006, "vega": 0.4355, "theta": -0.0076, "rho": 0.1456, "theo": 0.7216, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-11-05T14:03:48", "percent_change": 0.0, "prev_day_close": 0.71000000834465}, {"option": "SPY270917P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2525, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 244.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 244.985000610352}, {"option": "SPY270917C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1293, "open_interest": 4907.0, "volume": 0.0, "delta": 0.0215, "gamma": 0.0006, "vega": 0.41, "theta": -0.0071, "rho": 0.1265, "theo": 0.6583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-11-05T13:57:36", "percent_change": 0.0, "prev_day_close": 0.650000005960464}, {"option": "SPY270917P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2559, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 249.985000610352}, {"option": "SPY270917C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 3447.0, "volume": 0.0, "delta": 0.0198, "gamma": 0.0005, "vega": 0.3844, "theta": -0.0067, "rho": 0.1168, "theo": 0.6033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.42, "last_trade_time": "2026-11-05T12:45:17", "percent_change": 0.0, "prev_day_close": 0.590000003576279}, {"option": "SPY270917P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2592, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 254.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 254.985000610352}, {"option": "SPY270917C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1304, "open_interest": 4418.0, "volume": 3.0, "delta": 0.0183, "gamma": 0.0005, "vega": 0.3602, "theta": -0.0063, "rho": 0.1084, "theo": 0.5537, "change": 0.145, "open": 0.55, "high": 0.61, "low": 0.55, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T13:43:55", "percent_change": 31.8681, "prev_day_close": 0.550000011920929}, {"option": "SPY270917P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2626, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.985000610352}, {"option": "SPY270917C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 1918.0, "volume": 8.0, "delta": 0.017, "gamma": 0.0005, "vega": 0.3371, "theta": -0.0059, "rho": 0.1014, "theo": 0.5087, "change": 0.11, "open": 0.52, "high": 0.53, "low": 0.52, "tick": "up", "last_trade_price": 0.53, "last_trade_time": "2026-11-11T11:58:47", "percent_change": 26.1905, "prev_day_close": 0.5}, {"option": "SPY270917P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2659, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 264.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 264.985000610352}, {"option": "SPY270917C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 861.0, "volume": 0.0, "delta": 0.0156, "gamma": 0.0004, "vega": 0.3142, "theta": -0.0055, "rho": 0.096, "theo": 0.4661, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-06T10:07:55", "percent_change": 0.0, "prev_day_close": 0.465000003576279}, {"option": "SPY270917P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2692, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.985000610352}, {"option": "SPY270917C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 753.0, "volume": 60.0, "delta": 0.0145, "gamma": 0.0004, "vega": 0.2982, "theta": -0.0052, "rho": 0.0865, "theo": 0.4293, "change": 0.1, "open": 0.46, "high": 0.46, "low": 0.46, "tick": "up", "last_trade_price": 0.46, "last_trade_time": "2026-11-11T12:23:00", "percent_change": 27.7778, "prev_day_close": 0.429999992251396}, {"option": "SPY270917P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2725, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 274.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 274.985000610352}, {"option": "SPY270917C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1329, "open_interest": 2372.0, "volume": 0.0, "delta": 0.0135, "gamma": 0.0004, "vega": 0.2808, "theta": -0.0049, "rho": 0.0791, "theo": 0.397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.29, "last_trade_time": "2026-11-05T12:22:39", "percent_change": 0.0, "prev_day_close": 0.399999991059303}, {"option": "SPY270917P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2757, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 279.985000610352}, {"option": "SPY270917C01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1337, "open_interest": 522.0, "volume": 0.0, "delta": 0.0125, "gamma": 0.0004, "vega": 0.2642, "theta": -0.0046, "rho": 0.0735, "theo": 0.367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.27, "last_trade_time": "2026-11-05T12:22:39", "percent_change": 0.0, "prev_day_close": 0.370000004768372}, {"option": "SPY270917P01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2789, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 284.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 284.985000610352}, {"option": "SPY270917C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 733.0, "volume": 0.0, "delta": 0.0117, "gamma": 0.0003, "vega": 0.2494, "theta": -0.0043, "rho": 0.0688, "theo": 0.3414, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.29, "last_trade_time": "2026-11-10T15:54:06", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY270917P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2822, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.985000610352}, {"option": "SPY270917C01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 892.0, "volume": 0.0, "delta": 0.0109, "gamma": 0.0003, "vega": 0.2347, "theta": -0.0041, "rho": 0.0647, "theo": 0.3166, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.33, "last_trade_time": "2026-10-30T09:36:39", "percent_change": 0.0, "prev_day_close": 0.320000007748604}, {"option": "SPY270917P01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2853, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 294.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 294.985000610352}, {"option": "SPY270917C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1359, "open_interest": 1387.0, "volume": 0.0, "delta": 0.0102, "gamma": 0.0003, "vega": 0.2211, "theta": -0.0039, "rho": 0.0615, "theo": 0.2945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-10-14T09:30:00", "percent_change": 0.0, "prev_day_close": 0.299999997019768}, {"option": "SPY270917P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2885, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 299.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.985000610352}, {"option": "SPY270917C01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1366, "open_interest": 210.0, "volume": 0.0, "delta": 0.0095, "gamma": 0.0003, "vega": 0.2094, "theta": -0.0037, "rho": 0.0592, "theo": 0.2744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.78, "last_trade_time": "2026-10-06T09:37:16", "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "SPY270917P01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2917, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 304.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 304.985000610352}, {"option": "SPY270917C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 905.0, "volume": 0.0, "delta": 0.0089, "gamma": 0.0002, "vega": 0.1987, "theta": -0.0035, "rho": 0.052, "theo": 0.256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-10-27T10:29:57", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY270917P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2948, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.985000610352}, {"option": "SPY270917C01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 162.0, "volume": 0.0, "delta": 0.0083, "gamma": 0.0002, "vega": 0.1883, "theta": -0.0033, "rho": 0.0487, "theo": 0.2397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-04T13:28:57", "percent_change": 0.0, "prev_day_close": 0.249999992549419}, {"option": "SPY270917P01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2979, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 314.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 300.96, "last_trade_time": "2026-08-10T10:24:56", "percent_change": 0.0, "prev_day_close": 314.985000610352}, {"option": "SPY270917C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1389, "open_interest": 204.0, "volume": 0.0, "delta": 0.0078, "gamma": 0.0002, "vega": 0.1791, "theta": -0.0031, "rho": 0.046, "theo": 0.2256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-09-25T09:30:03", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY270917P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.301, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.985000610352}, {"option": "SPY270917C01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.14, "open_interest": 84.0, "volume": 0.0, "delta": 0.0074, "gamma": 0.0002, "vega": 0.1703, "theta": -0.003, "rho": 0.0434, "theo": 0.2124, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-09T09:32:11", "percent_change": 0.0, "prev_day_close": 0.219999998807907}, {"option": "SPY270917P01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3041, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 324.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 324.985000610352}, {"option": "SPY270917C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 2758.0, "volume": 0.0, "delta": 0.007, "gamma": 0.0002, "vega": 0.1619, "theta": -0.0029, "rho": 0.0412, "theo": 0.2002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-10-29T14:58:07", "percent_change": 0.0, "prev_day_close": 0.21000000089407}, {"option": "SPY270917P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3071, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.985000610352}, {"option": "SPY270917C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 1050.0, "volume": 0.0, "delta": 0.0062, "gamma": 0.0002, "vega": 0.1469, "theta": -0.0026, "rho": 0.0378, "theo": 0.1789, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-06T10:01:33", "percent_change": 0.0, "prev_day_close": 0.190000005066395}, {"option": "SPY270917P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3132, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.985000610352}, {"option": "SPY270917C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 5017.0, "volume": 0.0, "delta": 0.0056, "gamma": 0.0002, "vega": 0.1345, "theta": -0.0024, "rho": 0.0327, "theo": 0.1608, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T10:28:17", "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "SPY270917P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3191, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.985000610352}, {"option": "SPY270917C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.146, "open_interest": 86.0, "volume": 0.0, "delta": 0.0051, "gamma": 0.0001, "vega": 0.1236, "theta": -0.0022, "rho": 0.0296, "theo": 0.1459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-02T11:52:27", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY270917P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.325, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.985000610352}, {"option": "SPY270917C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 26.0, "volume": 0.0, "delta": 0.0046, "gamma": 0.0001, "vega": 0.1144, "theta": -0.0021, "rho": 0.0272, "theo": 0.1341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-10-30T10:37:36", "percent_change": 0.0, "prev_day_close": 0.140000000596046}, {"option": "SPY270917P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3309, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.985000610352}, {"option": "SPY270917C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1491, "open_interest": 165.0, "volume": 0.0, "delta": 0.0043, "gamma": 0.0001, "vega": 0.1061, "theta": -0.002, "rho": 0.0251, "theo": 0.1236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.13, "last_trade_time": "2026-11-09T09:30:00", "percent_change": 0.0, "prev_day_close": 0.119999997317791}, {"option": "SPY270917P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3366, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 379.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.985000610352}, {"option": "SPY270917C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1509, "open_interest": 982.0, "volume": 0.0, "delta": 0.0039, "gamma": 0.0001, "vega": 0.0987, "theta": -0.0018, "rho": 0.0234, "theo": 0.1144, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-02T09:30:22", "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "SPY270917P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3424, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.985000610352}, {"option": "SPY270917C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1527, "open_interest": 206.0, "volume": 0.0, "delta": 0.0036, "gamma": 0.0001, "vega": 0.0919, "theta": -0.0017, "rho": 0.0222, "theo": 0.1063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-02T13:50:41", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "SPY270917P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.348, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.985000610352}, {"option": "SPY270917C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1542, "open_interest": 6.0, "volume": 0.0, "delta": 0.0034, "gamma": 0.0001, "vega": 0.0866, "theta": -0.0016, "rho": 0.0197, "theo": 0.0994, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-09T09:54:54", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY270917P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3536, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.985000610352}, {"option": "SPY270917C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1554, "open_interest": 222.0, "volume": 2.0, "delta": 0.0032, "gamma": 0.0001, "vega": 0.0812, "theta": -0.0016, "rho": 0.0183, "theo": 0.0929, "change": 0.015, "open": 0.08, "high": 0.09, "low": 0.08, "tick": "up", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T11:25:52", "percent_change": 20.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY270917P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3591, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.985000610352}, {"option": "SPY270917C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 104.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0001, "vega": 0.0765, "theta": -0.0015, "rho": 0.0172, "theo": 0.0875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.17, "last_trade_time": "2026-09-28T12:33:30", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY270917P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3646, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.985000610352}, {"option": "SPY270917C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1593, "open_interest": 114.0, "volume": 0.0, "delta": 0.0028, "gamma": 0.0001, "vega": 0.0724, "theta": -0.0014, "rho": 0.0162, "theo": 0.0828, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-10T10:12:45", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY270917P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.37, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 439.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 439.985000610352}, {"option": "SPY270917C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 226.0, "volume": 0.0, "delta": 0.0026, "gamma": 0.0001, "vega": 0.0686, "theta": -0.0014, "rho": 0.0153, "theo": 0.0786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T10:19:01", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY270917P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3754, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.985000610352}, {"option": "SPY270917C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 5.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.0652, "theta": -0.0013, "rho": 0.0145, "theo": 0.0748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.06, "last_trade_time": "2026-11-09T11:52:10", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY270917P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3807, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 459.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.985000610352}, {"option": "SPY270917C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1644, "open_interest": 96.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0001, "vega": 0.0619, "theta": -0.0013, "rho": 0.0139, "theo": 0.0713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-10-01T15:15:16", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY270917P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3859, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.985000610352}, {"option": "SPY270917C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 30.0, "volume": 0.0, "delta": 0.0022, "gamma": 0.0001, "vega": 0.0594, "theta": -0.0012, "rho": 0.0134, "theo": 0.0689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-10-30T14:00:43", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270917P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3911, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.985000610352}, {"option": "SPY270917C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1671, "open_interest": 6.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0001, "vega": 0.0569, "theta": -0.0012, "rho": 0.013, "theo": 0.0658, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-02T15:16:07", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270917P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3963, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.985000610352}, {"option": "SPY270917C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 200.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0, "vega": 0.0545, "theta": -0.0012, "rho": 0.0117, "theo": 0.0632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.12, "last_trade_time": "2026-09-02T12:02:36", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY270917P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4014, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.985000610352}, {"option": "SPY270917C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 27.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0, "vega": 0.0522, "theta": -0.0011, "rho": 0.0112, "theo": 0.0607, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-09-24T14:49:54", "percent_change": 0.0, "prev_day_close": 0.0449999989941716}, {"option": "SPY270917P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4065, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 509.984985351562}, {"option": "SPY270917C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1732, "open_interest": 124.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0, "vega": 0.05, "theta": -0.0011, "rho": 0.0107, "theo": 0.0584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T10:36:54", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270917P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4115, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.984985351562}, {"option": "SPY270917C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.174, "open_interest": 103.0, "volume": 50.0, "delta": 0.0018, "gamma": 0.0, "vega": 0.048, "theta": -0.001, "rho": 0.0102, "theo": 0.0562, "change": -0.005, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:26:40", "percent_change": -14.2857, "prev_day_close": 0.0400000000372529}, {"option": "SPY270917P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4165, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.984985351562}, {"option": "SPY270917C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 372.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0, "vega": 0.0461, "theta": -0.001, "rho": 0.0098, "theo": 0.0541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T10:01:38", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270917P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4214, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 539.984985351562}, {"option": "SPY270917C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.177, "open_interest": 43.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0, "vega": 0.0443, "theta": -0.001, "rho": 0.0094, "theo": 0.0522, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-09-21T12:57:44", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY270917P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4263, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.984985351562}, {"option": "SPY270917C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1794, "open_interest": 385.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0, "vega": 0.0426, "theta": -0.001, "rho": 0.009, "theo": 0.0504, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T13:55:54", "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "SPY270917P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4311, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.984985351562}, {"option": "SPY270917C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1818, "open_interest": 21.0, "volume": 0.0, "delta": 0.0015, "gamma": 0.0, "vega": 0.041, "theta": -0.0009, "rho": 0.0087, "theo": 0.0486, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-21T14:09:48", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4359, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 569.984985351562}, {"option": "SPY270917C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1841, "open_interest": 3.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0, "vega": 0.0394, "theta": -0.0009, "rho": 0.0084, "theo": 0.047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-10-30T12:36:37", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4407, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 579.984985351562}, {"option": "SPY270917C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 5.0, "volume": 0.0, "delta": 0.0014, "gamma": 0.0, "vega": 0.0378, "theta": -0.0009, "rho": 0.0081, "theo": 0.0454, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-09-25T10:45:52", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4454, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.984985351562}, {"option": "SPY270917C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1864, "open_interest": 16.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0, "vega": 0.0367, "theta": -0.0009, "rho": 0.0079, "theo": 0.044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-10-26T14:52:48", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4501, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.984985351562}, {"option": "SPY270917C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 19.0, "volume": 0.0, "delta": 0.0013, "gamma": 0.0, "vega": 0.0354, "theta": -0.0008, "rho": 0.0076, "theo": 0.0423, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T14:36:43", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4548, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.984985351562}, {"option": "SPY270917C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1909, "open_interest": 5.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0, "vega": 0.0342, "theta": -0.0008, "rho": 0.007, "theo": 0.041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T11:26:31", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4594, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.984985351562}, {"option": "SPY270917C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1905, "open_interest": 22.0, "volume": 0.0, "delta": 0.0012, "gamma": 0.0, "vega": 0.0331, "theta": -0.0008, "rho": 0.0068, "theo": 0.0399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T14:37:15", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4639, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.984985351562}, {"option": "SPY270917C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 15.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0319, "theta": -0.0008, "rho": 0.0065, "theo": 0.0385, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-10-23T15:25:14", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY270917P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4685, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.984985351562}, {"option": "SPY270917C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1948, "open_interest": 11.0, "volume": 8.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0309, "theta": -0.0008, "rho": 0.0063, "theo": 0.0374, "change": 0.01, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:26:25", "percent_change": 50.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY270917P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.473, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.984985351562}, {"option": "SPY270917C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 5.0, "volume": 0.0, "delta": 0.0011, "gamma": 0.0, "vega": 0.0298, "theta": -0.0007, "rho": 0.0061, "theo": 0.0362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-09-15T12:39:15", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4775, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.984985351562}, {"option": "SPY270917C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.199, "open_interest": 23.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.0288, "theta": -0.0007, "rho": 0.0059, "theo": 0.035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-09-09T09:40:01", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4819, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.984985351562}, {"option": "SPY270917C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2012, "open_interest": 6.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.028, "theta": -0.0007, "rho": 0.0057, "theo": 0.0341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-10-27T11:54:06", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4863, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.984985351562}, {"option": "SPY270917C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2, "open_interest": 41.0, "volume": 0.0, "delta": 0.001, "gamma": 0.0, "vega": 0.027, "theta": -0.0007, "rho": 0.0055, "theo": 0.033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-10-19T16:12:02", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4907, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.984985351562}, {"option": "SPY270917C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.202, "open_interest": 28.0, "volume": 1.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0261, "theta": -0.0007, "rho": 0.0053, "theo": 0.0321, "change": 0.01, "open": 0.03, "high": 0.03, "low": 0.03, "tick": "up", "last_trade_price": 0.03, "last_trade_time": "2026-11-11T13:55:33", "percent_change": 50.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.495, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.984985351562}, {"option": "SPY270917C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 176.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0253, "theta": -0.0006, "rho": 0.0051, "theo": 0.0312, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-27T09:48:41", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4993, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 709.984985351562}, {"option": "SPY270917C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2061, "open_interest": 655.0, "volume": 0.0, "delta": 0.0009, "gamma": 0.0, "vega": 0.0246, "theta": -0.0006, "rho": 0.005, "theo": 0.0304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T09:30:03", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY270917P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5036, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.107, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 719.984985351562}, {"option": "SPY270930C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2857, "open_interest": 5.0, "volume": 0.0, "delta": 0.9353, "gamma": 0.0006, "vega": 0.9149, "theta": -0.0116, "rho": 3.9191, "theo": 243.6535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 237.58, "last_trade_time": "2026-10-30T15:43:34", "percent_change": 0.0, "prev_day_close": 242.964996337891}, {"option": "SPY270930P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2923, "open_interest": 1710.0, "volume": 1.0, "delta": -0.0679, "gamma": 0.0006, "vega": 0.949, "theta": -0.0412, "rho": -0.468, "theo": 6.7494, "change": -0.78, "open": 6.78, "high": 6.78, "low": 6.78, "tick": "down", "last_trade_price": 6.78, "last_trade_time": "2026-11-11T16:02:13", "percent_change": -10.3175, "prev_day_close": 6.74000000953674}, {"option": "SPY270930C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2832, "open_interest": 1.0, "volume": 0.0, "delta": 0.9326, "gamma": 0.0006, "vega": 0.9459, "theta": -0.013, "rho": 3.9422, "theo": 239.0998, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 258.2, "last_trade_time": "2026-10-07T15:20:25", "percent_change": 0.0, "prev_day_close": 238.440002441406}, {"option": "SPY270930P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2892, "open_interest": 21.0, "volume": 0.0, "delta": -0.0707, "gamma": 0.0007, "vega": 0.9769, "theta": -0.042, "rho": -0.487, "theo": 7.0017, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.03, "last_trade_time": "2026-11-06T10:23:37", "percent_change": 0.0, "prev_day_close": 6.99500012397766}, {"option": "SPY270930C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2806, "open_interest": 4.0, "volume": 3.0, "delta": 0.9298, "gamma": 0.0007, "vega": 0.9825, "theta": -0.0144, "rho": 3.9651, "theo": 234.5544, "change": 9.945, "open": 234.0, "high": 234.0, "low": 234.0, "tick": "no_change", "last_trade_price": 234.0, "last_trade_time": "2026-11-11T15:21:39", "percent_change": 4.43864, "prev_day_close": 233.925003051758}, {"option": "SPY270930P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2861, "open_interest": 136.0, "volume": 0.0, "delta": -0.0736, "gamma": 0.0007, "vega": 1.0066, "theta": -0.0429, "rho": -0.5047, "theo": 7.2648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.19, "last_trade_time": "2026-11-06T09:30:03", "percent_change": 0.0, "prev_day_close": 7.25499987602234}, {"option": "SPY270930C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2779, "open_interest": 0.0, "volume": 0.0, "delta": 0.9269, "gamma": 0.0007, "vega": 1.0186, "theta": -0.0158, "rho": 3.9819, "theo": 230.0203, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.410003662109}, {"option": "SPY270930P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2831, "open_interest": 18.0, "volume": 0.0, "delta": -0.0767, "gamma": 0.0007, "vega": 1.0381, "theta": -0.0438, "rho": -0.5241, "theo": 7.5392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.18, "last_trade_time": "2026-11-06T10:41:04", "percent_change": 0.0, "prev_day_close": 7.53500008583069}, {"option": "SPY270930C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2753, "open_interest": 0.0, "volume": 0.0, "delta": 0.9238, "gamma": 0.0007, "vega": 1.0488, "theta": -0.0172, "rho": 4.0006, "theo": 225.5038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.904998779297}, {"option": "SPY270930P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2802, "open_interest": 257.0, "volume": 0.0, "delta": -0.0799, "gamma": 0.0008, "vega": 1.0704, "theta": -0.0448, "rho": -0.5448, "theo": 7.8242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.88, "last_trade_time": "2026-11-06T12:37:09", "percent_change": 0.0, "prev_day_close": 7.82500004768372}, {"option": "SPY270930C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2725, "open_interest": 0.0, "volume": 0.0, "delta": 0.9206, "gamma": 0.0008, "vega": 1.0794, "theta": -0.0187, "rho": 4.0183, "theo": 220.9986, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 220.404998779297}, {"option": "SPY270930P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2772, "open_interest": 6.0, "volume": 0.0, "delta": -0.0832, "gamma": 0.0008, "vega": 1.1041, "theta": -0.0457, "rho": -0.5652, "theo": 8.1215, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.33, "last_trade_time": "2026-11-05T12:54:14", "percent_change": 0.0, "prev_day_close": 8.125}, {"option": "SPY270930C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2697, "open_interest": 0.0, "volume": 0.0, "delta": 0.9173, "gamma": 0.0008, "vega": 1.1104, "theta": -0.0201, "rho": 4.0352, "theo": 216.5054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 195.08, "last_trade_time": "2026-11-05T15:52:54", "percent_change": 0.0, "prev_day_close": 215.915000915527}, {"option": "SPY270930P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2742, "open_interest": 33.0, "volume": 1.0, "delta": -0.0867, "gamma": 0.0008, "vega": 1.1387, "theta": -0.0467, "rho": -0.5881, "theo": 8.4333, "change": -1.025, "open": 8.47, "high": 8.47, "low": 8.47, "tick": "down", "last_trade_price": 8.47, "last_trade_time": "2026-11-11T12:58:45", "percent_change": -10.7952, "prev_day_close": 8.43499994277954}, {"option": "SPY270930C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2669, "open_interest": 1.0, "volume": 0.0, "delta": 0.9138, "gamma": 0.0008, "vega": 1.1413, "theta": -0.0216, "rho": 4.0514, "theo": 212.0245, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 192.25, "last_trade_time": "2026-11-06T14:07:34", "percent_change": 0.0, "prev_day_close": 211.425003051758}, {"option": "SPY270930P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2714, "open_interest": 93.0, "volume": 0.0, "delta": -0.0903, "gamma": 0.0009, "vega": 1.1738, "theta": -0.0476, "rho": -0.6117, "theo": 8.7572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.2, "last_trade_time": "2026-11-10T13:32:34", "percent_change": 0.0, "prev_day_close": 8.7649998664856}, {"option": "SPY270930C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.264, "open_interest": 0.0, "volume": 0.0, "delta": 0.9102, "gamma": 0.0009, "vega": 1.1722, "theta": -0.0231, "rho": 4.0672, "theo": 207.5563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 205.82, "last_trade_time": "2026-10-30T12:36:50", "percent_change": 0.0, "prev_day_close": 206.944999694824}, {"option": "SPY270930P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2685, "open_interest": 66.0, "volume": 0.0, "delta": -0.0941, "gamma": 0.0009, "vega": 1.2106, "theta": -0.0486, "rho": -0.6366, "theo": 9.0974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.7, "last_trade_time": "2026-11-02T15:52:04", "percent_change": 0.0, "prev_day_close": 9.10500001907349}, {"option": "SPY270930C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 0.0, "volume": 0.0, "delta": 0.9064, "gamma": 0.0009, "vega": 1.2042, "theta": -0.0246, "rho": 4.0826, "theo": 203.1009, "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": 202.470001220703}, {"option": "SPY270930P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2656, "open_interest": 55.0, "volume": 1.0, "delta": -0.0981, "gamma": 0.0009, "vega": 1.2461, "theta": -0.0496, "rho": -0.6617, "theo": 9.4539, "change": -1.27, "open": 9.4, "high": 9.4, "low": 9.4, "tick": "down", "last_trade_price": 9.4, "last_trade_time": "2026-11-11T13:42:24", "percent_change": -11.9025, "prev_day_close": 9.46000003814697}, {"option": "SPY270930C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2582, "open_interest": 0.0, "volume": 0.0, "delta": 0.9025, "gamma": 0.0009, "vega": 1.2479, "theta": -0.0261, "rho": 4.0978, "theo": 198.6586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 210.7, "last_trade_time": "2026-10-28T12:53:06", "percent_change": 0.0, "prev_day_close": 198.004997253418}, {"option": "SPY270930P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2627, "open_interest": 40.0, "volume": 0.0, "delta": -0.1022, "gamma": 0.001, "vega": 1.281, "theta": -0.0506, "rho": -0.6874, "theo": 9.8254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.93, "last_trade_time": "2026-11-05T14:12:40", "percent_change": 0.0, "prev_day_close": 9.82999992370606}, {"option": "SPY270930C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2553, "open_interest": 3.0, "volume": 0.0, "delta": 0.8984, "gamma": 0.001, "vega": 1.2936, "theta": -0.0276, "rho": 4.1078, "theo": 194.2301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 193.550003051758}, {"option": "SPY270930P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2599, "open_interest": 5.0, "volume": 0.0, "delta": -0.1065, "gamma": 0.001, "vega": 1.3194, "theta": -0.0517, "rho": -0.7116, "theo": 10.2121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.6, "last_trade_time": "2026-11-05T10:32:22", "percent_change": 0.0, "prev_day_close": 10.2200002670288}, {"option": "SPY270930C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2543, "open_interest": 27.0, "volume": 0.0, "delta": 0.8941, "gamma": 0.001, "vega": 1.3304, "theta": -0.0291, "rho": 4.1176, "theo": 189.8273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 171.0, "last_trade_time": "2026-11-06T09:41:00", "percent_change": 0.0, "prev_day_close": 189.099998474121}, {"option": "SPY270930P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 366.0, "volume": 4.0, "delta": -0.111, "gamma": 0.001, "vega": 1.3588, "theta": -0.0527, "rho": -0.7398, "theo": 10.6162, "change": -1.285, "open": 10.93, "high": 10.99, "low": 10.72, "tick": "down", "last_trade_price": 10.72, "last_trade_time": "2026-11-11T12:49:00", "percent_change": -10.7039, "prev_day_close": 10.625}, {"option": "SPY270930C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2512, "open_interest": 2.0, "volume": 0.0, "delta": 0.8896, "gamma": 0.001, "vega": 1.3678, "theta": -0.0306, "rho": 4.1261, "theo": 185.4411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.61, "last_trade_time": "2026-11-02T14:49:57", "percent_change": 0.0, "prev_day_close": 184.910003662109}, {"option": "SPY270930P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2545, "open_interest": 195.0, "volume": 0.0, "delta": -0.1158, "gamma": 0.0011, "vega": 1.3986, "theta": -0.0537, "rho": -0.7667, "theo": 11.039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.01, "last_trade_time": "2026-11-06T12:36:35", "percent_change": 0.0, "prev_day_close": 11.0500001907349}, {"option": "SPY270930C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2481, "open_interest": 40.0, "volume": 2.0, "delta": 0.8849, "gamma": 0.0011, "vega": 1.4055, "theta": -0.0321, "rho": 4.1333, "theo": 181.0721, "change": 6.25, "open": 177.39, "high": 177.39, "low": 177.39, "tick": "up", "last_trade_price": 177.39, "last_trade_time": "2026-11-11T09:56:30", "percent_change": 3.65198, "prev_day_close": 180.474998474121}, {"option": "SPY270930P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2517, "open_interest": 57.0, "volume": 1.0, "delta": -0.1207, "gamma": 0.0011, "vega": 1.4411, "theta": -0.0548, "rho": -0.7984, "theo": 11.4805, "change": -1.155, "open": 11.85, "high": 11.85, "low": 11.85, "tick": "down", "last_trade_price": 11.85, "last_trade_time": "2026-11-11T11:02:34", "percent_change": -8.8812, "prev_day_close": 11.4899997711182}, {"option": "SPY270930C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.245, "open_interest": 13.0, "volume": 0.0, "delta": 0.8801, "gamma": 0.0011, "vega": 1.443, "theta": -0.0337, "rho": 4.1396, "theo": 176.7208, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 156.69, "last_trade_time": "2026-11-05T14:38:58", "percent_change": 0.0, "prev_day_close": 176.055000305176}, {"option": "SPY270930P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.249, "open_interest": 28.0, "volume": 1.0, "delta": -0.1258, "gamma": 0.0012, "vega": 1.4837, "theta": -0.0559, "rho": -0.8296, "theo": 11.9431, "change": -1.68, "open": 11.85, "high": 11.85, "low": 11.85, "tick": "down", "last_trade_price": 11.85, "last_trade_time": "2026-11-11T13:45:12", "percent_change": -12.4169, "prev_day_close": 11.9549999237061}, {"option": "SPY270930C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2436, "open_interest": 2.0, "volume": 0.0, "delta": 0.875, "gamma": 0.0012, "vega": 1.4802, "theta": -0.0352, "rho": 4.1454, "theo": 172.3876, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 152.51, "last_trade_time": "2026-11-05T14:38:58", "percent_change": 0.0, "prev_day_close": 171.639999389648}, {"option": "SPY270930P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2463, "open_interest": 190.0, "volume": 2.0, "delta": -0.1312, "gamma": 0.0012, "vega": 1.5262, "theta": -0.057, "rho": -0.8626, "theo": 12.428, "change": -0.99, "open": 13.1, "high": 13.1, "low": 13.1, "tick": "no_change", "last_trade_price": 13.1, "last_trade_time": "2026-11-11T10:15:51", "percent_change": -7.02626, "prev_day_close": 12.4349999427795}, {"option": "SPY270930C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2404, "open_interest": 1.0, "volume": 0.0, "delta": 0.8698, "gamma": 0.0012, "vega": 1.5222, "theta": -0.0367, "rho": 4.1508, "theo": 168.0725, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 148.0, "last_trade_time": "2026-11-05T15:22:25", "percent_change": 0.0, "prev_day_close": 167.48999786377}, {"option": "SPY270930P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2437, "open_interest": 122.0, "volume": 0.0, "delta": -0.1368, "gamma": 0.0013, "vega": 1.5685, "theta": -0.058, "rho": -0.9004, "theo": 12.9381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 17.25, "last_trade_time": "2026-11-06T10:47:38", "percent_change": 0.0, "prev_day_close": 12.9449996948242}, {"option": "SPY270930C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2389, "open_interest": 4.0, "volume": 10.0, "delta": 0.8643, "gamma": 0.0013, "vega": 1.5742, "theta": -0.0383, "rho": 4.1558, "theo": 163.7802, "change": 7.85, "open": 158.04, "high": 163.81, "low": 158.04, "tick": "down", "last_trade_price": 162.0, "last_trade_time": "2026-11-11T12:52:38", "percent_change": 5.09244, "prev_day_close": 163.095001220703}, {"option": "SPY270930P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2409, "open_interest": 112.0, "volume": 2.0, "delta": -0.1426, "gamma": 0.0014, "vega": 1.6108, "theta": -0.0591, "rho": -0.9285, "theo": 13.4631, "change": -1.845, "open": 13.43, "high": 13.43, "low": 13.43, "tick": "down", "last_trade_price": 13.43, "last_trade_time": "2026-11-11T15:33:25", "percent_change": -12.0786, "prev_day_close": 13.4700002670288}, {"option": "SPY270930C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2357, "open_interest": 2.0, "volume": 0.0, "delta": 0.8586, "gamma": 0.0013, "vega": 1.6204, "theta": -0.0398, "rho": 4.153, "theo": 159.5061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.25, "last_trade_time": "2026-11-06T10:53:28", "percent_change": 0.0, "prev_day_close": 158.964996337891}, {"option": "SPY270930P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2383, "open_interest": 26.0, "volume": 1.0, "delta": -0.1487, "gamma": 0.0014, "vega": 1.6556, "theta": -0.0602, "rho": -0.9613, "theo": 14.014, "change": -1.175, "open": 14.73, "high": 14.73, "low": 14.73, "tick": "down", "last_trade_price": 14.73, "last_trade_time": "2026-11-11T09:44:23", "percent_change": -7.38761, "prev_day_close": 14.0199999809265}, {"option": "SPY270930C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2324, "open_interest": 20.0, "volume": 0.0, "delta": 0.8526, "gamma": 0.0014, "vega": 1.663, "theta": -0.0413, "rho": 4.1508, "theo": 155.2625, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 143.5, "last_trade_time": "2026-11-05T11:16:18", "percent_change": 0.0, "prev_day_close": 154.599998474121}, {"option": "SPY270930P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2357, "open_interest": 62.0, "volume": 1.0, "delta": -0.155, "gamma": 0.0015, "vega": 1.6995, "theta": -0.0613, "rho": -1.0014, "theo": 14.5903, "change": -1.15, "open": 15.42, "high": 15.42, "low": 15.42, "tick": "down", "last_trade_price": 15.42, "last_trade_time": "2026-11-11T10:15:51", "percent_change": -6.94026, "prev_day_close": 14.5999999046326}, {"option": "SPY270930C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2306, "open_interest": 3.0, "volume": 0.0, "delta": 0.8464, "gamma": 0.0014, "vega": 1.706, "theta": -0.0428, "rho": 4.1468, "theo": 151.0416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 132.92, "last_trade_time": "2026-11-06T15:36:19", "percent_change": 0.0, "prev_day_close": 150.48999786377}, {"option": "SPY270930P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2332, "open_interest": 161.0, "volume": 0.0, "delta": -0.1617, "gamma": 0.0015, "vega": 1.7482, "theta": -0.0624, "rho": -1.0394, "theo": 15.1928, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.34, "last_trade_time": "2026-11-10T10:56:18", "percent_change": 0.0, "prev_day_close": 15.1999998092651}, {"option": "SPY270930C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2287, "open_interest": 3.0, "volume": 0.0, "delta": 0.84, "gamma": 0.0015, "vega": 1.7486, "theta": -0.0443, "rho": 4.1414, "theo": 146.8486, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 148.35, "last_trade_time": "2026-11-02T11:00:16", "percent_change": 0.0, "prev_day_close": 146.150001525879}, {"option": "SPY270930P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2306, "open_interest": 71.0, "volume": 0.0, "delta": -0.1686, "gamma": 0.0016, "vega": 1.7961, "theta": -0.0635, "rho": -1.0782, "theo": 15.8261, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.46, "last_trade_time": "2026-11-06T15:57:58", "percent_change": 0.0, "prev_day_close": 15.835000038147}, {"option": "SPY270930C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2253, "open_interest": 9.0, "volume": 0.0, "delta": 0.8333, "gamma": 0.0016, "vega": 1.7906, "theta": -0.0457, "rho": 4.1352, "theo": 142.6702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 144.27, "last_trade_time": "2026-10-30T09:32:24", "percent_change": 0.0, "prev_day_close": 142.069999694824}, {"option": "SPY270930P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2281, "open_interest": 35.0, "volume": 14.0, "delta": -0.1758, "gamma": 0.0016, "vega": 1.8425, "theta": -0.0646, "rho": -1.1213, "theo": 16.4809, "change": -2.13, "open": 17.35, "high": 17.35, "low": 16.6, "tick": "down", "last_trade_price": 16.6, "last_trade_time": "2026-11-11T12:45:48", "percent_change": -11.3721, "prev_day_close": 16.4900007247925}, {"option": "SPY270930C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2233, "open_interest": 6.0, "volume": 0.0, "delta": 0.8263, "gamma": 0.0016, "vega": 1.8368, "theta": -0.0472, "rho": 4.1286, "theo": 138.52, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.0, "last_trade_time": "2026-10-26T12:03:00", "percent_change": 0.0, "prev_day_close": 138.004997253418}, {"option": "SPY270930P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 50.0, "volume": 0.0, "delta": -0.1834, "gamma": 0.0017, "vega": 1.8901, "theta": -0.0657, "rho": -1.1635, "theo": 17.1718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.12, "last_trade_time": "2026-11-10T15:52:35", "percent_change": 0.0, "prev_day_close": 17.1849994659424}, {"option": "SPY270930C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2212, "open_interest": 2.0, "volume": 0.0, "delta": 0.8191, "gamma": 0.0017, "vega": 1.894, "theta": -0.0486, "rho": 4.1219, "theo": 134.3934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 155.58, "last_trade_time": "2026-10-06T12:51:55", "percent_change": 0.0, "prev_day_close": 133.955001831055}, {"option": "SPY270930P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 54.0, "volume": 0.0, "delta": -0.1912, "gamma": 0.0018, "vega": 1.9352, "theta": -0.0668, "rho": -1.2012, "theo": 17.8901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.18, "last_trade_time": "2026-11-06T15:23:22", "percent_change": 0.0, "prev_day_close": 17.8950004577637}, {"option": "SPY270930C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.219, "open_interest": 0.0, "volume": 0.0, "delta": 0.8116, "gamma": 0.0017, "vega": 1.9402, "theta": -0.05, "rho": 4.1056, "theo": 130.3052, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.665000915527}, {"option": "SPY270930P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2205, "open_interest": 114.0, "volume": 1.0, "delta": -0.1993, "gamma": 0.0018, "vega": 1.9821, "theta": -0.0678, "rho": -1.2472, "theo": 18.6308, "change": -2.765, "open": 18.43, "high": 18.43, "low": 18.43, "tick": "down", "last_trade_price": 18.43, "last_trade_time": "2026-11-11T13:48:17", "percent_change": -13.0455, "prev_day_close": 18.6549997329712}, {"option": "SPY270930C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 4.0, "volume": 0.0, "delta": 0.8038, "gamma": 0.0018, "vega": 1.9858, "theta": -0.0514, "rho": 4.0898, "theo": 126.2458, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 109.83, "last_trade_time": "2026-11-05T12:52:18", "percent_change": 0.0, "prev_day_close": 125.865001678467}, {"option": "SPY270930P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.218, "open_interest": 18.0, "volume": 0.0, "delta": -0.2078, "gamma": 0.0019, "vega": 2.0303, "theta": -0.0688, "rho": -1.2893, "theo": 19.4083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.98, "last_trade_time": "2026-11-09T13:46:35", "percent_change": 0.0, "prev_day_close": 19.4349994659424}, {"option": "SPY270930C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2143, "open_interest": 156.0, "volume": 1.0, "delta": 0.7956, "gamma": 0.0019, "vega": 2.0313, "theta": -0.0528, "rho": 4.0718, "theo": 122.2201, "change": 6.505, "open": 121.24, "high": 121.24, "low": 121.24, "tick": "up", "last_trade_price": 121.24, "last_trade_time": "2026-11-11T11:26:55", "percent_change": 5.66959, "prev_day_close": 121.634998321533}, {"option": "SPY270930P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 7.0, "volume": 1.0, "delta": -0.2167, "gamma": 0.002, "vega": 2.0814, "theta": -0.0699, "rho": -1.335, "theo": 20.222, "change": -2.255, "open": 20.75, "high": 20.75, "low": 20.75, "tick": "down", "last_trade_price": 20.75, "last_trade_time": "2026-11-11T11:26:55", "percent_change": -9.80222, "prev_day_close": 20.25}, {"option": "SPY270930C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2119, "open_interest": 43.0, "volume": 0.0, "delta": 0.7872, "gamma": 0.0019, "vega": 2.0758, "theta": -0.0541, "rho": 4.0522, "theo": 118.2154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 112.34, "last_trade_time": "2026-11-10T10:07:49", "percent_change": 0.0, "prev_day_close": 117.845001220703}, {"option": "SPY270930P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.213, "open_interest": 52.0, "volume": 0.0, "delta": -0.226, "gamma": 0.0021, "vega": 2.1284, "theta": -0.0709, "rho": -1.3895, "theo": 21.0776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.9, "last_trade_time": "2026-11-09T12:52:09", "percent_change": 0.0, "prev_day_close": 21.1050004959106}, {"option": "SPY270930C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2094, "open_interest": 329.0, "volume": 10.0, "delta": 0.7785, "gamma": 0.002, "vega": 2.1189, "theta": -0.0553, "rho": 4.0321, "theo": 114.2497, "change": 9.04, "open": 115.0, "high": 115.0, "low": 115.0, "tick": "no_change", "last_trade_price": 115.0, "last_trade_time": "2026-11-11T12:22:58", "percent_change": 8.53152, "prev_day_close": 114.125}, {"option": "SPY270930P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2106, "open_interest": 7185.0, "volume": 2.0, "delta": -0.2356, "gamma": 0.0022, "vega": 2.1792, "theta": -0.0719, "rho": -1.4309, "theo": 21.9628, "change": -2.91, "open": 22.08, "high": 22.08, "low": 22.08, "tick": "no_change", "last_trade_price": 22.08, "last_trade_time": "2026-11-11T14:47:14", "percent_change": -11.6447, "prev_day_close": 22.0}, {"option": "SPY270930C00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2084, "open_interest": 1.0, "volume": 0.0, "delta": 0.7767, "gamma": 0.002, "vega": 2.129, "theta": -0.0556, "rho": 4.028, "theo": 113.4549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 118.18, "last_trade_time": "2026-11-04T11:38:29", "percent_change": 0.0, "prev_day_close": 113.025001525879}, {"option": "SPY270930P00691000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.21, "open_interest": 16.0, "volume": 0.0, "delta": -0.2376, "gamma": 0.0022, "vega": 2.1879, "theta": -0.0721, "rho": -1.4466, "theo": 22.1448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.4, "last_trade_time": "2026-11-05T14:44:05", "percent_change": 0.0, "prev_day_close": 22.1800003051758}, {"option": "SPY270930C00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2075, "open_interest": 2.0, "volume": 0.0, "delta": 0.7749, "gamma": 0.002, "vega": 2.1404, "theta": -0.0558, "rho": 4.0239, "theo": 112.6658, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 116.0, "last_trade_time": "2026-11-02T10:21:35", "percent_change": 0.0, "prev_day_close": 112.244998931885}, {"option": "SPY270930P00692000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 2.0, "volume": 0.0, "delta": -0.2397, "gamma": 0.0022, "vega": 2.1966, "theta": -0.0723, "rho": -1.4558, "theo": 22.3377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 22.85, "last_trade_time": "2026-10-01T15:43:30", "percent_change": 0.0, "prev_day_close": 22.3649997711182}, {"option": "SPY270930C00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2077, "open_interest": 0.0, "volume": 0.0, "delta": 0.7731, "gamma": 0.002, "vega": 2.1519, "theta": -0.0561, "rho": 4.0199, "theo": 111.8778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 121.0, "last_trade_time": "2026-10-29T16:00:31", "percent_change": 0.0, "prev_day_close": 111.490001678467}, {"option": "SPY270930P00693000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.209, "open_interest": 5.0, "volume": 0.0, "delta": -0.2417, "gamma": 0.0022, "vega": 2.2047, "theta": -0.0725, "rho": -1.4645, "theo": 22.5239, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.83, "last_trade_time": "2026-11-05T14:44:05", "percent_change": 0.0, "prev_day_close": 22.5500001907349}, {"option": "SPY270930C00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2067, "open_interest": 1.0, "volume": 0.0, "delta": 0.7712, "gamma": 0.002, "vega": 2.1636, "theta": -0.0563, "rho": 4.0158, "theo": 111.091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 106.87, "last_trade_time": "2026-10-30T14:39:54", "percent_change": 0.0, "prev_day_close": 110.599998474121}, {"option": "SPY270930P00694000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2085, "open_interest": 5.0, "volume": 0.0, "delta": -0.2437, "gamma": 0.0022, "vega": 2.213, "theta": -0.0727, "rho": -1.4752, "theo": 22.7114, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 24.06, "last_trade_time": "2026-11-02T09:41:23", "percent_change": 0.0, "prev_day_close": 22.7349996566772}, {"option": "SPY270930C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 16.0, "volume": 0.0, "delta": 0.7694, "gamma": 0.0021, "vega": 2.1754, "theta": -0.0566, "rho": 4.0118, "theo": 110.3054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.69, "last_trade_time": "2026-11-06T11:18:56", "percent_change": 0.0, "prev_day_close": 109.959999084473}, {"option": "SPY270930P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.208, "open_interest": 86.0, "volume": 36.0, "delta": -0.2458, "gamma": 0.0022, "vega": 2.2219, "theta": -0.0728, "rho": -1.4854, "theo": 22.8999, "change": -3.305, "open": 22.68, "high": 22.74, "low": 22.68, "tick": "up", "last_trade_price": 22.74, "last_trade_time": "2026-11-11T13:37:54", "percent_change": -12.6896, "prev_day_close": 22.9250001907349}, {"option": "SPY270930C00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2059, "open_interest": 1.0, "volume": 0.0, "delta": 0.7676, "gamma": 0.0021, "vega": 2.1873, "theta": -0.0568, "rho": 4.0077, "theo": 109.521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 124.0, "last_trade_time": "2026-10-21T14:16:32", "percent_change": 0.0, "prev_day_close": 109.514999389648}, {"option": "SPY270930P00696000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2076, "open_interest": 11.0, "volume": 0.0, "delta": -0.2478, "gamma": 0.0023, "vega": 2.2308, "theta": -0.073, "rho": -1.4928, "theo": 23.086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.28, "last_trade_time": "2026-11-05T11:08:08", "percent_change": 0.0, "prev_day_close": 23.1149997711182}, {"option": "SPY270930C00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2061, "open_interest": 3.0, "volume": 1.0, "delta": 0.7657, "gamma": 0.0021, "vega": 2.1966, "theta": -0.0571, "rho": 4.0007, "theo": 108.7405, "change": 8.465, "open": 109.1, "high": 109.1, "low": 109.1, "tick": "down", "last_trade_price": 109.1, "last_trade_time": "2026-11-11T12:04:23", "percent_change": 8.41158, "prev_day_close": 108.185001373291}, {"option": "SPY270930P00697000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.207, "open_interest": 1.0, "volume": 0.0, "delta": -0.2498, "gamma": 0.0023, "vega": 2.24, "theta": -0.0732, "rho": -1.5026, "theo": 23.2729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.33, "last_trade_time": "2026-11-05T14:49:27", "percent_change": 0.0, "prev_day_close": 23.3099994659424}, {"option": "SPY270930C00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2051, "open_interest": 13.0, "volume": 0.0, "delta": 0.7638, "gamma": 0.0021, "vega": 2.2056, "theta": -0.0573, "rho": 3.9952, "theo": 107.9617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 129.72, "last_trade_time": "2026-10-06T11:50:20", "percent_change": 0.0, "prev_day_close": 107.544998168945}, {"option": "SPY270930P00698000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 7.0, "volume": 0.0, "delta": -0.2519, "gamma": 0.0023, "vega": 2.2493, "theta": -0.0734, "rho": -1.513, "theo": 23.4683, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 22.38, "last_trade_time": "2026-10-05T10:19:21", "percent_change": 0.0, "prev_day_close": 23.5050001144409}, {"option": "SPY270930C00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2052, "open_interest": 4.0, "volume": 0.0, "delta": 0.7619, "gamma": 0.0021, "vega": 2.2147, "theta": -0.0575, "rho": 3.9896, "theo": 107.1842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 127.0, "last_trade_time": "2026-10-06T09:49:48", "percent_change": 0.0, "prev_day_close": 106.790000915527}, {"option": "SPY270930P00699000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2061, "open_interest": 3.0, "volume": 0.0, "delta": -0.2541, "gamma": 0.0023, "vega": 2.2595, "theta": -0.0736, "rho": -1.5206, "theo": 23.6685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.41, "last_trade_time": "2026-11-06T10:21:05", "percent_change": 0.0, "prev_day_close": 23.6999998092651}, {"option": "SPY270930C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2042, "open_interest": 50.0, "volume": 3.0, "delta": 0.76, "gamma": 0.0021, "vega": 2.2237, "theta": -0.0578, "rho": 3.984, "theo": 106.4124, "change": 6.44, "open": 106.0, "high": 106.0, "low": 106.0, "tick": "up", "last_trade_price": 106.0, "last_trade_time": "2026-11-11T15:51:23", "percent_change": 6.46846, "prev_day_close": 106.379997253418}, {"option": "SPY270930P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2056, "open_interest": 109.0, "volume": 4.0, "delta": -0.2561, "gamma": 0.0023, "vega": 2.2693, "theta": -0.0738, "rho": -1.5295, "theo": 23.8585, "change": -3.21, "open": 25.18, "high": 25.18, "low": 23.94, "tick": "down", "last_trade_price": 23.94, "last_trade_time": "2026-11-11T15:11:30", "percent_change": -11.8232, "prev_day_close": 23.8999996185303}, {"option": "SPY270930C00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2032, "open_interest": 0.0, "volume": 0.0, "delta": 0.7581, "gamma": 0.0022, "vega": 2.2328, "theta": -0.058, "rho": 3.9782, "theo": 105.6334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 105.134998321533}, {"option": "SPY270930P00701000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2051, "open_interest": 48.0, "volume": 2.0, "delta": -0.2583, "gamma": 0.0024, "vega": 2.2785, "theta": -0.074, "rho": -1.5425, "theo": 24.0573, "change": -2.115, "open": 25.26, "high": 25.26, "low": 25.26, "tick": "no_change", "last_trade_price": 25.26, "last_trade_time": "2026-11-11T10:04:04", "percent_change": -7.72603, "prev_day_close": 24.1000003814697}, {"option": "SPY270930C00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2034, "open_interest": 0.0, "volume": 0.0, "delta": 0.7562, "gamma": 0.0022, "vega": 2.2418, "theta": -0.0582, "rho": 3.9723, "theo": 104.8602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.685001373291}, {"option": "SPY270930P00702000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2045, "open_interest": 3.0, "volume": 0.0, "delta": -0.2604, "gamma": 0.0024, "vega": 2.2867, "theta": -0.0741, "rho": -1.5511, "theo": 24.2549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.14, "last_trade_time": "2026-10-30T13:07:39", "percent_change": 0.0, "prev_day_close": 24.3000001907349}, {"option": "SPY270930C00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2024, "open_interest": 0.0, "volume": 0.0, "delta": 0.7542, "gamma": 0.0022, "vega": 2.2508, "theta": -0.0584, "rho": 3.9663, "theo": 104.0883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 103.729999542236}, {"option": "SPY270930P00703000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2041, "open_interest": 15.0, "volume": 0.0, "delta": -0.2627, "gamma": 0.0024, "vega": 2.2952, "theta": -0.0743, "rho": -1.5603, "theo": 24.4615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.39, "last_trade_time": "2026-11-06T10:01:08", "percent_change": 0.0, "prev_day_close": 24.5}, {"option": "SPY270930C00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2025, "open_interest": 0.0, "volume": 0.0, "delta": 0.7522, "gamma": 0.0022, "vega": 2.2598, "theta": -0.0587, "rho": 3.9601, "theo": 103.3179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 102.974998474121}, {"option": "SPY270930P00704000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2036, "open_interest": 15.0, "volume": 0.0, "delta": -0.2649, "gamma": 0.0024, "vega": 2.305, "theta": -0.0745, "rho": -1.5705, "theo": 24.669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 34.44, "last_trade_time": "2026-11-05T15:41:16", "percent_change": 0.0, "prev_day_close": 24.710000038147}, {"option": "SPY270930C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2015, "open_interest": 1.0, "volume": 0.0, "delta": 0.7502, "gamma": 0.0022, "vega": 2.2688, "theta": -0.0589, "rho": 3.9539, "theo": 102.5489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 111.5, "last_trade_time": "2026-10-29T11:55:40", "percent_change": 0.0, "prev_day_close": 102.220001220703}, {"option": "SPY270930P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2031, "open_interest": 45.0, "volume": 4.0, "delta": -0.2671, "gamma": 0.0024, "vega": 2.3149, "theta": -0.0747, "rho": -1.582, "theo": 24.8684, "change": -2.725, "open": 26.09, "high": 26.11, "low": 25.57, "tick": "down", "last_trade_price": 25.57, "last_trade_time": "2026-11-11T11:25:53", "percent_change": -9.63068, "prev_day_close": 24.914999961853}, {"option": "SPY270930C00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2016, "open_interest": 1.0, "volume": 0.0, "delta": 0.7483, "gamma": 0.0022, "vega": 2.2778, "theta": -0.0591, "rho": 3.9475, "theo": 101.7814, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 120.0, "last_trade_time": "2026-10-13T10:25:04", "percent_change": 0.0, "prev_day_close": 101.465000152588}, {"option": "SPY270930P00706000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 13.0, "volume": 0.0, "delta": -0.2693, "gamma": 0.0024, "vega": 2.3247, "theta": -0.0749, "rho": -1.59, "theo": 25.0722, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.2, "last_trade_time": "2026-10-22T11:06:26", "percent_change": 0.0, "prev_day_close": 25.1199998855591}, {"option": "SPY270930C00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2006, "open_interest": 0.0, "volume": 0.0, "delta": 0.7462, "gamma": 0.0022, "vega": 2.2867, "theta": -0.0593, "rho": 3.941, "theo": 101.0154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 100.584999084473}, {"option": "SPY270930P00707000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2021, "open_interest": 184.0, "volume": 0.0, "delta": -0.2715, "gamma": 0.0024, "vega": 2.3345, "theta": -0.075, "rho": -1.5995, "theo": 25.281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 23.43, "last_trade_time": "2026-10-08T10:21:39", "percent_change": 0.0, "prev_day_close": 25.3299999237061}, {"option": "SPY270930C00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2007, "open_interest": 0.0, "volume": 0.0, "delta": 0.7442, "gamma": 0.0022, "vega": 2.2956, "theta": -0.0595, "rho": 3.9345, "theo": 100.2509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.9550018310547}, {"option": "SPY270930P00708000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2016, "open_interest": 6.0, "volume": 0.0, "delta": -0.2738, "gamma": 0.0025, "vega": 2.3434, "theta": -0.0752, "rho": -1.6142, "theo": 25.4921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.76, "last_trade_time": "2026-09-30T15:54:40", "percent_change": 0.0, "prev_day_close": 25.5500001907349}, {"option": "SPY270930C00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1997, "open_interest": 0.0, "volume": 0.0, "delta": 0.7422, "gamma": 0.0023, "vega": 2.3044, "theta": -0.0597, "rho": 3.9278, "theo": 99.4878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 99.0750007629394}, {"option": "SPY270930P00709000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2011, "open_interest": 214.0, "volume": 0.0, "delta": -0.2762, "gamma": 0.0025, "vega": 2.3523, "theta": -0.0754, "rho": -1.6284, "theo": 25.7129, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.0, "last_trade_time": "2026-11-05T10:53:09", "percent_change": 0.0, "prev_day_close": 25.7600002288818}, {"option": "SPY270930C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 1.0, "volume": 0.0, "delta": 0.7401, "gamma": 0.0023, "vega": 2.3132, "theta": -0.06, "rho": 3.921, "theo": 98.7263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 110.3, "last_trade_time": "2026-10-28T13:03:09", "percent_change": 0.0, "prev_day_close": 97.8849983215332}, {"option": "SPY270930P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2006, "open_interest": 60.0, "volume": 4.0, "delta": -0.2785, "gamma": 0.0025, "vega": 2.3611, "theta": -0.0756, "rho": -1.6398, "theo": 25.9269, "change": -3.79, "open": 26.35, "high": 26.35, "low": 25.71, "tick": "down", "last_trade_price": 25.71, "last_trade_time": "2026-11-11T13:30:13", "percent_change": -12.8475, "prev_day_close": 25.9799995422363}, {"option": "SPY270930C00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 0.0, "volume": 0.0, "delta": 0.7381, "gamma": 0.0023, "vega": 2.322, "theta": -0.0602, "rho": 3.9141, "theo": 97.9663, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 97.5699996948242}, {"option": "SPY270930P00711000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 53.0, "volume": 0.0, "delta": -0.2808, "gamma": 0.0025, "vega": 2.3702, "theta": -0.0757, "rho": -1.6483, "theo": 26.1433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.9, "last_trade_time": "2026-10-22T14:42:35", "percent_change": 0.0, "prev_day_close": 26.1950006484985}, {"option": "SPY270930C00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 0.0, "volume": 0.0, "delta": 0.736, "gamma": 0.0023, "vega": 2.3307, "theta": -0.0604, "rho": 3.9072, "theo": 97.2078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 97.689998626709}, {"option": "SPY270930P00712000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1996, "open_interest": 8.0, "volume": 0.0, "delta": -0.2831, "gamma": 0.0026, "vega": 2.3787, "theta": -0.0759, "rho": -1.6574, "theo": 26.3533, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.56, "last_trade_time": "2026-10-22T11:12:18", "percent_change": 0.0, "prev_day_close": 26.414999961853}, {"option": "SPY270930C00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1978, "open_interest": 0.0, "volume": 0.0, "delta": 0.7339, "gamma": 0.0023, "vega": 2.3393, "theta": -0.0606, "rho": 3.9002, "theo": 96.4508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 95.5949974060059}, {"option": "SPY270930P00713000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1992, "open_interest": 0.0, "volume": 0.0, "delta": -0.2855, "gamma": 0.0026, "vega": 2.3884, "theta": -0.0761, "rho": -1.666, "theo": 26.5756, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.6349992752075}, {"option": "SPY270930C00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1979, "open_interest": 1.0, "volume": 0.0, "delta": 0.7318, "gamma": 0.0023, "vega": 2.3478, "theta": -0.0608, "rho": 3.8932, "theo": 95.6954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 106.4, "last_trade_time": "2026-10-14T15:24:25", "percent_change": 0.0, "prev_day_close": 94.8899993896484}, {"option": "SPY270930P00714000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1986, "open_interest": 2.0, "volume": 0.0, "delta": -0.288, "gamma": 0.0026, "vega": 2.3988, "theta": -0.0762, "rho": -1.6753, "theo": 26.8034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.8550004959106}, {"option": "SPY270930C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 1.0, "volume": 0.0, "delta": 0.7296, "gamma": 0.0024, "vega": 2.3563, "theta": -0.061, "rho": 3.8861, "theo": 94.9415, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.99, "last_trade_time": "2026-11-06T13:22:16", "percent_change": 0.0, "prev_day_close": 95.4949989318848}, {"option": "SPY270930P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1981, "open_interest": 587.0, "volume": 0.0, "delta": -0.2903, "gamma": 0.0026, "vega": 2.4068, "theta": -0.0764, "rho": -1.6857, "theo": 27.0202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.25, "last_trade_time": "2026-11-10T15:54:00", "percent_change": 0.0, "prev_day_close": 27.085000038147}, {"option": "SPY270930C00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 0.0, "volume": 0.0, "delta": 0.7275, "gamma": 0.0024, "vega": 2.3646, "theta": -0.0612, "rho": 3.879, "theo": 94.1892, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 94.4150009155274}, {"option": "SPY270930P00716000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1977, "open_interest": 0.0, "volume": 0.0, "delta": -0.2928, "gamma": 0.0026, "vega": 2.415, "theta": -0.0766, "rho": -1.6956, "theo": 27.2498, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.3149995803833}, {"option": "SPY270930C00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1959, "open_interest": 1.0, "volume": 0.0, "delta": 0.7254, "gamma": 0.0024, "vega": 2.3729, "theta": -0.0613, "rho": 3.8719, "theo": 93.4384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.22, "last_trade_time": "2026-11-05T12:43:47", "percent_change": 0.0, "prev_day_close": 93.064998626709}, {"option": "SPY270930P00717000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1972, "open_interest": 0.0, "volume": 0.0, "delta": -0.2952, "gamma": 0.0026, "vega": 2.4242, "theta": -0.0767, "rho": -1.708, "theo": 27.4786, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.539999961853}, {"option": "SPY270930C00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 2.0, "volume": 0.0, "delta": 0.7232, "gamma": 0.0024, "vega": 2.3811, "theta": -0.0615, "rho": 3.8648, "theo": 92.6891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 103.84, "last_trade_time": "2026-10-28T13:26:54", "percent_change": 0.0, "prev_day_close": 92.4449996948242}, {"option": "SPY270930P00718000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1967, "open_interest": 0.0, "volume": 0.0, "delta": -0.2977, "gamma": 0.0027, "vega": 2.4338, "theta": -0.0769, "rho": -1.7196, "theo": 27.7087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 27.7750005722046}, {"option": "SPY270930C00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.195, "open_interest": 0.0, "volume": 0.0, "delta": 0.721, "gamma": 0.0024, "vega": 2.3892, "theta": -0.0617, "rho": 3.8577, "theo": 91.9414, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 91.1199989318848}, {"option": "SPY270930P00719000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1962, "open_interest": 0.0, "volume": 0.0, "delta": -0.3002, "gamma": 0.0027, "vega": 2.4429, "theta": -0.0771, "rho": -1.7296, "theo": 27.9425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.0050001144409}, {"option": "SPY270930C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.195, "open_interest": 88.0, "volume": 2.0, "delta": 0.7188, "gamma": 0.0024, "vega": 2.3972, "theta": -0.0619, "rho": 3.8507, "theo": 91.1994, "change": 7.285, "open": 89.5, "high": 91.0, "low": 89.5, "tick": "up", "last_trade_price": 91.0, "last_trade_time": "2026-11-11T11:43:33", "percent_change": 8.70214, "prev_day_close": 90.935001373291}, {"option": "SPY270930P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1957, "open_interest": 55.0, "volume": 37.0, "delta": -0.3027, "gamma": 0.0027, "vega": 2.4499, "theta": -0.0772, "rho": -1.7491, "theo": 28.1779, "change": -4.055, "open": 28.6, "high": 28.6, "low": 27.94, "tick": "up", "last_trade_price": 28.0, "last_trade_time": "2026-11-11T13:37:54", "percent_change": -12.6501, "prev_day_close": 28.2399997711182}, {"option": "SPY270930C00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1939, "open_interest": 0.0, "volume": 0.0, "delta": 0.7166, "gamma": 0.0024, "vega": 2.4078, "theta": -0.0621, "rho": 3.8437, "theo": 90.4631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 89.6650009155274}, {"option": "SPY270930P00721000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1952, "open_interest": 1.0, "volume": 0.0, "delta": -0.3052, "gamma": 0.0027, "vega": 2.4572, "theta": -0.0774, "rho": -1.7576, "theo": 28.4109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 32.73, "last_trade_time": "2026-11-10T10:26:46", "percent_change": 0.0, "prev_day_close": 28.4799995422363}, {"option": "SPY270930C00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.194, "open_interest": 2.0, "volume": 0.0, "delta": 0.7144, "gamma": 0.0025, "vega": 2.4188, "theta": -0.0623, "rho": 3.8366, "theo": 89.7199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 100.26, "last_trade_time": "2026-10-14T13:43:38", "percent_change": 0.0, "prev_day_close": 89.4599990844726}, {"option": "SPY270930P00722000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1947, "open_interest": 0.0, "volume": 0.0, "delta": -0.3078, "gamma": 0.0027, "vega": 2.4649, "theta": -0.0775, "rho": -1.7682, "theo": 28.6513, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.7199993133545}, {"option": "SPY270930C00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1929, "open_interest": 4.0, "volume": 0.0, "delta": 0.7121, "gamma": 0.0025, "vega": 2.4298, "theta": -0.0624, "rho": 3.8296, "theo": 88.9783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.01, "last_trade_time": "2026-11-04T12:03:14", "percent_change": 0.0, "prev_day_close": 89.2249984741211}, {"option": "SPY270930P00723000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1942, "open_interest": 3.0, "volume": 0.0, "delta": -0.3103, "gamma": 0.0028, "vega": 2.4726, "theta": -0.0777, "rho": -1.778, "theo": 28.8899, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.12, "last_trade_time": "2026-10-23T10:40:32", "percent_change": 0.0, "prev_day_close": 28.960000038147}, {"option": "SPY270930C00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1929, "open_interest": 1.0, "volume": 0.0, "delta": 0.7099, "gamma": 0.0025, "vega": 2.441, "theta": -0.0626, "rho": 3.8225, "theo": 88.2383, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.18, "last_trade_time": "2026-11-05T13:50:51", "percent_change": 0.0, "prev_day_close": 87.9749984741211}, {"option": "SPY270930P00724000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1937, "open_interest": 1.0, "volume": 1.0, "delta": -0.313, "gamma": 0.0028, "vega": 2.4801, "theta": -0.0778, "rho": -1.7818, "theo": 29.1339, "change": -3.945, "open": 29.19, "high": 29.19, "low": 29.19, "tick": "down", "last_trade_price": 29.19, "last_trade_time": "2026-11-11T12:58:45", "percent_change": -11.9058, "prev_day_close": 29.2000007629394}, {"option": "SPY270930C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.192, "open_interest": 5.0, "volume": 0.0, "delta": 0.7075, "gamma": 0.0025, "vega": 2.4502, "theta": -0.0628, "rho": 3.8138, "theo": 87.4896, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 83.35, "last_trade_time": "2026-11-09T13:48:49", "percent_change": 0.0, "prev_day_close": 87.2349967956543}, {"option": "SPY270930P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 18.0, "volume": 0.0, "delta": -0.3156, "gamma": 0.0028, "vega": 2.4871, "theta": -0.078, "rho": -1.7912, "theo": 29.3787, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 34.5, "last_trade_time": "2026-11-09T10:22:49", "percent_change": 0.0, "prev_day_close": 29.4500007629394}, {"option": "SPY270930C00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.192, "open_interest": 2.0, "volume": 0.0, "delta": 0.7052, "gamma": 0.0025, "vega": 2.4585, "theta": -0.063, "rho": 3.8052, "theo": 86.7558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 97.88, "last_trade_time": "2026-10-28T12:31:52", "percent_change": 0.0, "prev_day_close": 86.4949989318848}, {"option": "SPY270930P00726000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 0.0, "volume": 0.0, "delta": -0.3182, "gamma": 0.0028, "vega": 2.495, "theta": -0.0781, "rho": -1.7992, "theo": 29.6238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.7000007629394}, {"option": "SPY270930C00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1909, "open_interest": 1.0, "volume": 0.0, "delta": 0.7029, "gamma": 0.0025, "vega": 2.4667, "theta": -0.0631, "rho": 3.7966, "theo": 86.0238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.45, "last_trade_time": "2026-11-06T12:39:49", "percent_change": 0.0, "prev_day_close": 85.7849998474121}, {"option": "SPY270930P00727000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1922, "open_interest": 1001.0, "volume": 0.0, "delta": -0.3209, "gamma": 0.0028, "vega": 2.504, "theta": -0.0783, "rho": -1.8059, "theo": 29.8727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.5, "last_trade_time": "2026-11-09T09:51:55", "percent_change": 0.0, "prev_day_close": 29.9500007629394}, {"option": "SPY270930C00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1909, "open_interest": 1.0, "volume": 0.0, "delta": 0.7006, "gamma": 0.0026, "vega": 2.4749, "theta": -0.0633, "rho": 3.7878, "theo": 85.2935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 96.68, "last_trade_time": "2026-10-28T12:59:39", "percent_change": 0.0, "prev_day_close": 84.5499992370606}, {"option": "SPY270930P00728000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 0.0, "volume": 0.0, "delta": -0.3236, "gamma": 0.0029, "vega": 2.5118, "theta": -0.0784, "rho": -1.8169, "theo": 30.1258, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.2000007629394}, {"option": "SPY270930C00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1909, "open_interest": 0.0, "volume": 0.0, "delta": 0.6983, "gamma": 0.0026, "vega": 2.4831, "theta": -0.0634, "rho": 3.7789, "theo": 84.565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 84.1500015258789}, {"option": "SPY270930P00729000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1913, "open_interest": 1.0, "volume": 0.0, "delta": -0.3263, "gamma": 0.0029, "vega": 2.5194, "theta": -0.0786, "rho": -1.832, "theo": 30.3762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.66, "last_trade_time": "2026-10-05T12:14:49", "percent_change": 0.0, "prev_day_close": 30.4500007629394}, {"option": "SPY270930C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 28.0, "volume": 0.0, "delta": 0.6959, "gamma": 0.0026, "vega": 2.4912, "theta": -0.0636, "rho": 3.7698, "theo": 83.8382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.98, "last_trade_time": "2026-11-09T10:26:21", "percent_change": 0.0, "prev_day_close": 83.5400009155274}, {"option": "SPY270930P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1908, "open_interest": 88.0, "volume": 21.0, "delta": -0.3291, "gamma": 0.0029, "vega": 2.5266, "theta": -0.0787, "rho": -1.8488, "theo": 30.6351, "change": -4.085, "open": 32.0, "high": 32.55, "low": 30.75, "tick": "down", "last_trade_price": 30.75, "last_trade_time": "2026-11-11T12:42:48", "percent_change": -11.7267, "prev_day_close": 30.710000038147}, {"option": "SPY270930C00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 0.0, "volume": 0.0, "delta": 0.6935, "gamma": 0.0026, "vega": 2.4992, "theta": -0.0637, "rho": 3.7607, "theo": 83.1174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 82.8849983215332}, {"option": "SPY270930P00731000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1903, "open_interest": 3.0, "volume": 0.0, "delta": -0.332, "gamma": 0.0029, "vega": 2.535, "theta": -0.0788, "rho": -1.8571, "theo": 30.9, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.67, "last_trade_time": "2026-11-06T12:37:10", "percent_change": 0.0, "prev_day_close": 30.9649991989136}, {"option": "SPY270930C00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 1.0, "volume": 0.0, "delta": 0.6911, "gamma": 0.0026, "vega": 2.5072, "theta": -0.0639, "rho": 3.7513, "theo": 82.3902, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.16, "last_trade_time": "2026-11-05T16:02:06", "percent_change": 0.0, "prev_day_close": 82.0699996948242}, {"option": "SPY270930P00732000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 2.0, "volume": 0.0, "delta": -0.3346, "gamma": 0.003, "vega": 2.5422, "theta": -0.079, "rho": -1.868, "theo": 31.153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.0, "last_trade_time": "2026-11-10T10:54:13", "percent_change": 0.0, "prev_day_close": 31.2299995422363}, {"option": "SPY270930C00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 0.0, "volume": 0.0, "delta": 0.6887, "gamma": 0.0026, "vega": 2.5152, "theta": -0.064, "rho": 3.7419, "theo": 81.669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.3050003051758}, {"option": "SPY270930P00733000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1893, "open_interest": 27.0, "volume": 0.0, "delta": -0.3375, "gamma": 0.003, "vega": 2.5495, "theta": -0.0791, "rho": -1.8803, "theo": 31.4154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.49, "last_trade_time": "2026-11-06T10:42:29", "percent_change": 0.0, "prev_day_close": 31.4949998855591}, {"option": "SPY270930C00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1877, "open_interest": 0.0, "volume": 0.0, "delta": 0.6863, "gamma": 0.0026, "vega": 2.5231, "theta": -0.0642, "rho": 3.7323, "theo": 80.9496, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 80.5999984741211}, {"option": "SPY270930P00734000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 0.0, "volume": 0.0, "delta": -0.3402, "gamma": 0.003, "vega": 2.5568, "theta": -0.0793, "rho": -1.8826, "theo": 31.6743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 31.7550001144409}, {"option": "SPY270930C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1876, "open_interest": 15.0, "volume": 0.0, "delta": 0.6839, "gamma": 0.0027, "vega": 2.5308, "theta": -0.0643, "rho": 3.7227, "theo": 80.2442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.63, "last_trade_time": "2026-11-06T15:41:51", "percent_change": 0.0, "prev_day_close": 79.9900016784668}, {"option": "SPY270930P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1883, "open_interest": 17.0, "volume": 0.0, "delta": -0.3432, "gamma": 0.003, "vega": 2.5642, "theta": -0.0794, "rho": -1.8912, "theo": 31.9545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.35, "last_trade_time": "2026-11-05T10:50:12", "percent_change": 0.0, "prev_day_close": 32.0250005722046}, {"option": "SPY270930C00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1875, "open_interest": 3.0, "volume": 0.0, "delta": 0.6814, "gamma": 0.0027, "vega": 2.5387, "theta": -0.0644, "rho": 3.7127, "theo": 79.5206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 74.41, "last_trade_time": "2026-11-09T11:03:34", "percent_change": 0.0, "prev_day_close": 79.1349983215332}, {"option": "SPY270930P00736000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 4.0, "volume": 0.0, "delta": -0.3459, "gamma": 0.003, "vega": 2.5718, "theta": -0.0795, "rho": -1.9022, "theo": 32.2067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.39, "last_trade_time": "2026-11-06T15:57:08", "percent_change": 0.0, "prev_day_close": 32.3000011444092}, {"option": "SPY270930C00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1864, "open_interest": 4.0, "volume": 0.0, "delta": 0.6789, "gamma": 0.0027, "vega": 2.5463, "theta": -0.0646, "rho": 3.7028, "theo": 78.8149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.98, "last_trade_time": "2026-11-09T12:43:29", "percent_change": 0.0, "prev_day_close": 78.5299987792969}, {"option": "SPY270930P00737000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1874, "open_interest": 13.0, "volume": 0.0, "delta": -0.3489, "gamma": 0.0031, "vega": 2.5788, "theta": -0.0797, "rho": -1.9127, "theo": 32.4862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.27, "last_trade_time": "2026-11-04T13:13:44", "percent_change": 0.0, "prev_day_close": 32.5750007629394}, {"option": "SPY270930C00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1864, "open_interest": 6.0, "volume": 0.0, "delta": 0.6764, "gamma": 0.0027, "vega": 2.554, "theta": -0.0647, "rho": 3.6927, "theo": 78.1032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 65.0, "last_trade_time": "2026-11-06T14:22:17", "percent_change": 0.0, "prev_day_close": 77.9249992370606}, {"option": "SPY270930P00738000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1868, "open_interest": 10.0, "volume": 0.0, "delta": -0.3519, "gamma": 0.0031, "vega": 2.5848, "theta": -0.0798, "rho": -1.9248, "theo": 32.7654, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.5, "last_trade_time": "2026-11-05T14:12:40", "percent_change": 0.0, "prev_day_close": 32.8449993133545}, {"option": "SPY270930C00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1853, "open_interest": 18.0, "volume": 0.0, "delta": 0.6739, "gamma": 0.0027, "vega": 2.5615, "theta": -0.0648, "rho": 3.6825, "theo": 77.3934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 63.24, "last_trade_time": "2026-11-05T13:05:07", "percent_change": 0.0, "prev_day_close": 77.0750007629394}, {"option": "SPY270930P00739000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1863, "open_interest": 16.0, "volume": 1.0, "delta": -0.3548, "gamma": 0.0031, "vega": 2.5922, "theta": -0.0799, "rho": -1.934, "theo": 33.0431, "change": -4.29, "open": 33.27, "high": 33.27, "low": 33.27, "tick": "down", "last_trade_price": 33.27, "last_trade_time": "2026-11-11T12:36:14", "percent_change": -11.4217, "prev_day_close": 33.125}, {"option": "SPY270930C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1852, "open_interest": 83.0, "volume": 0.0, "delta": 0.6714, "gamma": 0.0028, "vega": 2.5689, "theta": -0.0649, "rho": 3.6723, "theo": 76.6856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 70.9, "last_trade_time": "2026-11-09T11:18:34", "percent_change": 0.0, "prev_day_close": 76.4700012207031}, {"option": "SPY270930P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 17.0, "volume": 0.0, "delta": -0.3578, "gamma": 0.0031, "vega": 2.6, "theta": -0.0801, "rho": -1.9471, "theo": 33.3211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.8, "last_trade_time": "2026-11-05T15:02:47", "percent_change": 0.0, "prev_day_close": 33.4050006866455}, {"option": "SPY270930C00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 41.0, "volume": 1.0, "delta": 0.6688, "gamma": 0.0028, "vega": 2.5763, "theta": -0.0651, "rho": 3.6618, "theo": 75.9719, "change": 7.48, "open": 76.6, "high": 76.6, "low": 76.6, "tick": "up", "last_trade_price": 76.6, "last_trade_time": "2026-11-11T12:19:40", "percent_change": 10.8218, "prev_day_close": 75.75}, {"option": "SPY270930P00741000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1853, "open_interest": 2.0, "volume": 0.0, "delta": -0.3608, "gamma": 0.0032, "vega": 2.6068, "theta": -0.0802, "rho": -1.964, "theo": 33.6046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.5, "last_trade_time": "2026-11-03T13:08:51", "percent_change": 0.0, "prev_day_close": 33.689998626709}, {"option": "SPY270930C00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1841, "open_interest": 8.0, "volume": 0.0, "delta": 0.6663, "gamma": 0.0028, "vega": 2.5835, "theta": -0.0652, "rho": 3.6515, "theo": 75.276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 69.3, "last_trade_time": "2026-11-09T11:23:15", "percent_change": 0.0, "prev_day_close": 75.0200004577637}, {"option": "SPY270930P00742000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 6.0, "volume": 1.0, "delta": -0.3639, "gamma": 0.0032, "vega": 2.613, "theta": -0.0803, "rho": -1.9786, "theo": 33.8941, "change": -4.45, "open": 34.07, "high": 34.07, "low": 34.07, "tick": "down", "last_trade_price": 34.07, "last_trade_time": "2026-11-11T12:49:42", "percent_change": -11.5524, "prev_day_close": 33.9750003814697}, {"option": "SPY270930C00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 2.0, "volume": 0.0, "delta": 0.6637, "gamma": 0.0028, "vega": 2.5906, "theta": -0.0653, "rho": 3.6409, "theo": 74.5663, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 89.6, "last_trade_time": "2026-10-08T11:16:38", "percent_change": 0.0, "prev_day_close": 74.4199981689453}, {"option": "SPY270930P00743000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 6.0, "volume": 0.0, "delta": -0.3669, "gamma": 0.0032, "vega": 2.6194, "theta": -0.0804, "rho": -1.9873, "theo": 34.182, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.46, "last_trade_time": "2026-10-14T10:18:19", "percent_change": 0.0, "prev_day_close": 34.2649993896484}, {"option": "SPY270930C00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 11.0, "volume": 0.0, "delta": 0.6611, "gamma": 0.0028, "vega": 2.5976, "theta": -0.0654, "rho": 3.6307, "theo": 73.8743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 68.0, "last_trade_time": "2026-11-09T11:24:52", "percent_change": 0.0, "prev_day_close": 73.689998626709}, {"option": "SPY270930P00744000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1839, "open_interest": 1.0, "volume": 0.0, "delta": -0.37, "gamma": 0.0032, "vega": 2.626, "theta": -0.0806, "rho": -1.993, "theo": 34.4692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 38.05, "last_trade_time": "2026-10-30T13:28:59", "percent_change": 0.0, "prev_day_close": 34.5550003051758}, {"option": "SPY270930C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 10.0, "volume": 0.0, "delta": 0.6585, "gamma": 0.0028, "vega": 2.6045, "theta": -0.0655, "rho": 3.6202, "theo": 73.1765, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 66.91, "last_trade_time": "2026-11-09T10:21:00", "percent_change": 0.0, "prev_day_close": 72.9749984741211}, {"option": "SPY270930P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 34.0, "volume": 7.0, "delta": -0.3733, "gamma": 0.0032, "vega": 2.6327, "theta": -0.0807, "rho": -2.0063, "theo": 34.7749, "change": -3.0, "open": 36.5, "high": 36.5, "low": 36.5, "tick": "down", "last_trade_price": 36.5, "last_trade_time": "2026-11-11T09:56:42", "percent_change": -7.59494, "prev_day_close": 34.8499984741211}, {"option": "SPY270930C00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1827, "open_interest": 7.0, "volume": 0.0, "delta": 0.6558, "gamma": 0.0028, "vega": 2.6113, "theta": -0.0656, "rho": 3.6097, "theo": 72.4729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.57, "last_trade_time": "2026-11-09T09:49:15", "percent_change": 0.0, "prev_day_close": 72.1300010681152}, {"option": "SPY270930P00746000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1829, "open_interest": 0.0, "volume": 0.0, "delta": -0.3763, "gamma": 0.0033, "vega": 2.6387, "theta": -0.0808, "rho": -2.0157, "theo": 35.0588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.1500015258789}, {"option": "SPY270930C00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 6.0, "volume": 0.0, "delta": 0.6532, "gamma": 0.0029, "vega": 2.6179, "theta": -0.0657, "rho": 3.5994, "theo": 71.7869, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 65.01, "last_trade_time": "2026-11-10T09:32:39", "percent_change": 0.0, "prev_day_close": 71.5349998474121}, {"option": "SPY270930P00747000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 1.0, "volume": 0.0, "delta": -0.3795, "gamma": 0.0033, "vega": 2.6429, "theta": -0.0809, "rho": -2.022, "theo": 35.3629, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.58, "last_trade_time": "2026-11-10T09:51:06", "percent_change": 0.0, "prev_day_close": 35.4449996948242}, {"option": "SPY270930C00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1817, "open_interest": 3.0, "volume": 0.0, "delta": 0.6505, "gamma": 0.0029, "vega": 2.6268, "theta": -0.0658, "rho": 3.589, "theo": 71.0873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.63, "last_trade_time": "2026-11-09T10:02:31", "percent_change": 0.0, "prev_day_close": 70.939998626709}, {"option": "SPY270930P00748000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1819, "open_interest": 0.0, "volume": 0.0, "delta": -0.3826, "gamma": 0.0033, "vega": 2.6477, "theta": -0.081, "rho": -2.0324, "theo": 35.6616, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.75}, {"option": "SPY270930C00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 2.0, "volume": 0.0, "delta": 0.6478, "gamma": 0.0029, "vega": 2.6363, "theta": -0.0659, "rho": 3.5786, "theo": 70.3976, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.92, "last_trade_time": "2026-11-10T15:39:26", "percent_change": 0.0, "prev_day_close": 70.0950012207031}, {"option": "SPY270930P00749000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 1.0, "volume": 1.0, "delta": -0.3858, "gamma": 0.0033, "vega": 2.6528, "theta": -0.0812, "rho": -2.037, "theo": 35.9674, "change": -4.65, "open": 36.21, "high": 36.21, "low": 36.21, "tick": "down", "last_trade_price": 36.21, "last_trade_time": "2026-11-11T12:36:14", "percent_change": -11.3803, "prev_day_close": 36.0550003051758}, {"option": "SPY270930C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1808, "open_interest": 75.0, "volume": 0.0, "delta": 0.6451, "gamma": 0.0029, "vega": 2.6457, "theta": -0.066, "rho": 3.5691, "theo": 69.7061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.25, "last_trade_time": "2026-11-10T10:23:21", "percent_change": 0.0, "prev_day_close": 70.0950012207031}, {"option": "SPY270930P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1808, "open_interest": 151.0, "volume": 0.0, "delta": -0.3892, "gamma": 0.0034, "vega": 2.6568, "theta": -0.0813, "rho": -2.0462, "theo": 36.2809, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.26, "last_trade_time": "2026-11-10T11:08:17", "percent_change": 0.0, "prev_day_close": 36.3649997711182}, {"option": "SPY270930C00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1802, "open_interest": 6.0, "volume": 0.0, "delta": 0.6424, "gamma": 0.0029, "vega": 2.6523, "theta": -0.066, "rho": 3.5574, "theo": 69.0273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.39, "last_trade_time": "2026-11-05T10:17:27", "percent_change": 0.0, "prev_day_close": 68.8849983215332}, {"option": "SPY270930P00751000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1804, "open_interest": 4.0, "volume": 0.0, "delta": -0.3925, "gamma": 0.0034, "vega": 2.6616, "theta": -0.0814, "rho": -2.056, "theo": 36.5885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 43.42, "last_trade_time": "2026-11-10T12:05:26", "percent_change": 0.0, "prev_day_close": 36.6749992370606}, {"option": "SPY270930C00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 23.0, "volume": 1.0, "delta": 0.6397, "gamma": 0.0029, "vega": 2.6588, "theta": -0.0661, "rho": 3.5454, "theo": 68.343, "change": 6.245, "open": 68.9, "high": 68.9, "low": 68.9, "tick": "up", "last_trade_price": 68.9, "last_trade_time": "2026-11-11T12:15:43", "percent_change": 9.96728, "prev_day_close": 68.7299995422363}, {"option": "SPY270930P00752000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 1.0, "volume": 0.0, "delta": -0.3958, "gamma": 0.0034, "vega": 2.6666, "theta": -0.0815, "rho": -2.0681, "theo": 36.9065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.23, "last_trade_time": "2026-10-05T09:55:21", "percent_change": 0.0, "prev_day_close": 36.9900016784668}, {"option": "SPY270930C00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1793, "open_interest": 4.0, "volume": 0.0, "delta": 0.6369, "gamma": 0.003, "vega": 2.6653, "theta": -0.0662, "rho": 3.5334, "theo": 67.6687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 71.81, "last_trade_time": "2026-11-04T11:32:31", "percent_change": 0.0, "prev_day_close": 68.189998626709}, {"option": "SPY270930P00753000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1793, "open_interest": 0.0, "volume": 0.0, "delta": -0.3992, "gamma": 0.0034, "vega": 2.6716, "theta": -0.0816, "rho": -2.0788, "theo": 37.2225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.3050003051758}, {"option": "SPY270930C00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 8.0, "volume": 0.0, "delta": 0.6341, "gamma": 0.003, "vega": 2.6716, "theta": -0.0662, "rho": 3.5213, "theo": 66.9928, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 65.5, "last_trade_time": "2026-11-03T15:37:28", "percent_change": 0.0, "prev_day_close": 66.8549995422363}, {"option": "SPY270930P00754000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 1.0, "volume": 0.0, "delta": -0.4026, "gamma": 0.0034, "vega": 2.6774, "theta": -0.0817, "rho": -2.0898, "theo": 37.5409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.87, "last_trade_time": "2026-11-05T14:30:32", "percent_change": 0.0, "prev_day_close": 37.6300010681152}, {"option": "SPY270930C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 8.0, "volume": 0.0, "delta": 0.6313, "gamma": 0.003, "vega": 2.6779, "theta": -0.0663, "rho": 3.509, "theo": 66.3192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 59.27, "last_trade_time": "2026-11-05T10:26:47", "percent_change": 0.0, "prev_day_close": 66.1699981689453}, {"option": "SPY270930P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1784, "open_interest": 20.0, "volume": 4.0, "delta": -0.4059, "gamma": 0.0035, "vega": 2.6826, "theta": -0.0818, "rho": -2.1048, "theo": 37.8586, "change": -4.135, "open": 39.78, "high": 39.78, "low": 38.86, "tick": "down", "last_trade_price": 38.86, "last_trade_time": "2026-11-11T11:25:53", "percent_change": -9.6174, "prev_day_close": 37.9500007629394}, {"option": "SPY270930C00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 1.0, "volume": 0.0, "delta": 0.6285, "gamma": 0.003, "vega": 2.684, "theta": -0.0664, "rho": 3.4966, "theo": 65.6479, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.8, "last_trade_time": "2026-11-03T13:52:40", "percent_change": 0.0, "prev_day_close": 65.5199966430664}, {"option": "SPY270930P00756000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 1.0, "volume": 1.0, "delta": -0.4092, "gamma": 0.0035, "vega": 2.6865, "theta": -0.0819, "rho": -2.099, "theo": 38.1765, "change": -3.02, "open": 40.34, "high": 40.34, "low": 40.34, "tick": "down", "last_trade_price": 40.34, "last_trade_time": "2026-11-11T10:12:22", "percent_change": -6.96495, "prev_day_close": 38.2799987792969}, {"option": "SPY270930C00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 6.0, "volume": 0.0, "delta": 0.6257, "gamma": 0.003, "vega": 2.6901, "theta": -0.0664, "rho": 3.484, "theo": 64.979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.97, "last_trade_time": "2026-10-30T15:55:28", "percent_change": 0.0, "prev_day_close": 64.8299980163574}, {"option": "SPY270930P00757000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 38.0, "volume": 0.0, "delta": -0.4127, "gamma": 0.0035, "vega": 2.6885, "theta": -0.082, "rho": -2.1046, "theo": 38.5068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 51.74, "last_trade_time": "2026-11-05T14:32:46", "percent_change": 0.0, "prev_day_close": 38.6049995422363}, {"option": "SPY270930C00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1769, "open_interest": 2.0, "volume": 0.0, "delta": 0.6229, "gamma": 0.003, "vega": 2.6961, "theta": -0.0665, "rho": 3.4712, "theo": 64.3125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 70.0, "last_trade_time": "2026-11-04T10:00:35", "percent_change": 0.0, "prev_day_close": 64.1900024414062}, {"option": "SPY270930P00758000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1769, "open_interest": 0.0, "volume": 0.0, "delta": -0.4164, "gamma": 0.0036, "vega": 2.6914, "theta": -0.0821, "rho": -2.1107, "theo": 38.8529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 38.9449996948242}, {"option": "SPY270930C00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 9.0, "volume": 5.0, "delta": 0.62, "gamma": 0.003, "vega": 2.702, "theta": -0.0665, "rho": 3.4583, "theo": 63.6485, "change": 6.58, "open": 63.15, "high": 64.0, "low": 63.15, "tick": "down", "last_trade_price": 63.5, "last_trade_time": "2026-11-11T16:01:36", "percent_change": 11.5601, "prev_day_close": 64.4599990844726}, {"option": "SPY270930P00759000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1764, "open_interest": 0.0, "volume": 0.0, "delta": -0.4199, "gamma": 0.0036, "vega": 2.6944, "theta": -0.0822, "rho": -2.1175, "theo": 39.189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.2749996185303}, {"option": "SPY270930C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1759, "open_interest": 47.0, "volume": 2.0, "delta": 0.6171, "gamma": 0.0031, "vega": 2.7077, "theta": -0.0666, "rho": 3.4452, "theo": 62.9869, "change": 6.145, "open": 62.9, "high": 62.95, "low": 62.9, "tick": "up", "last_trade_price": 62.95, "last_trade_time": "2026-11-11T15:40:16", "percent_change": 10.8177, "prev_day_close": 62.8600006103516}, {"option": "SPY270930P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 102.0, "volume": 5.0, "delta": -0.4235, "gamma": 0.0036, "vega": 2.6983, "theta": -0.0823, "rho": -2.129, "theo": 39.5285, "change": -5.215, "open": 39.7, "high": 39.7, "low": 39.14, "tick": "up", "last_trade_price": 39.65, "last_trade_time": "2026-11-11T15:43:37", "percent_change": -11.6238, "prev_day_close": 39.6199989318848}, {"option": "SPY270930C00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1754, "open_interest": 5.0, "volume": 0.0, "delta": 0.6142, "gamma": 0.0031, "vega": 2.7134, "theta": -0.0666, "rho": 3.432, "theo": 62.3277, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 68.5, "last_trade_time": "2026-11-04T11:58:42", "percent_change": 0.0, "prev_day_close": 62.2150001525879}, {"option": "SPY270930P00761000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1755, "open_interest": 2.0, "volume": 0.0, "delta": -0.4271, "gamma": 0.0036, "vega": 2.7025, "theta": -0.0824, "rho": -2.1479, "theo": 39.8665, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.94, "last_trade_time": "2026-10-30T09:59:58", "percent_change": 0.0, "prev_day_close": 39.9599990844727}, {"option": "SPY270930C00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1749, "open_interest": 10.0, "volume": 0.0, "delta": 0.6113, "gamma": 0.0031, "vega": 2.719, "theta": -0.0666, "rho": 3.4185, "theo": 61.6674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.18, "last_trade_time": "2026-11-06T14:22:17", "percent_change": 0.0, "prev_day_close": 62.0849990844726}, {"option": "SPY270930P00762000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 3.0, "volume": 0.0, "delta": -0.4307, "gamma": 0.0037, "vega": 2.7063, "theta": -0.0825, "rho": -2.1638, "theo": 40.2126, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.41, "last_trade_time": "2026-10-23T11:21:36", "percent_change": 0.0, "prev_day_close": 40.3050003051758}, {"option": "SPY270930C00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 26.0, "volume": 0.0, "delta": 0.6084, "gamma": 0.0031, "vega": 2.7244, "theta": -0.0667, "rho": 3.4051, "theo": 61.0171, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.01, "last_trade_time": "2026-11-05T15:46:41", "percent_change": 0.0, "prev_day_close": 61.4250011444092}, {"option": "SPY270930P00763000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1744, "open_interest": 14.0, "volume": 0.0, "delta": -0.4344, "gamma": 0.0037, "vega": 2.71, "theta": -0.0826, "rho": -2.1749, "theo": 40.5667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.77, "last_trade_time": "2026-10-23T11:21:36", "percent_change": 0.0, "prev_day_close": 40.6550006866455}, {"option": "SPY270930C00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.174, "open_interest": 14.0, "volume": 0.0, "delta": 0.6054, "gamma": 0.0031, "vega": 2.7297, "theta": -0.0667, "rho": 3.3914, "theo": 60.3656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 70.33, "last_trade_time": "2026-10-28T10:09:26", "percent_change": 0.0, "prev_day_close": 60.920000076294}, {"option": "SPY270930P00764000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.174, "open_interest": 14.0, "volume": 0.0, "delta": -0.4381, "gamma": 0.0037, "vega": 2.7136, "theta": -0.0827, "rho": -2.1805, "theo": 40.9192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 40.55, "last_trade_time": "2026-10-22T09:51:49", "percent_change": 0.0, "prev_day_close": 41.0149993896484}, {"option": "SPY270930C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 36.0, "volume": 0.0, "delta": 0.6024, "gamma": 0.0031, "vega": 2.7348, "theta": -0.0667, "rho": 3.3777, "theo": 59.7167, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 54.4, "last_trade_time": "2026-11-10T16:03:18", "percent_change": 0.0, "prev_day_close": 59.6149997711182}, {"option": "SPY270930P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 19.0, "volume": 0.0, "delta": -0.4418, "gamma": 0.0037, "vega": 2.7171, "theta": -0.0828, "rho": -2.1845, "theo": 41.2749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.38, "last_trade_time": "2026-11-04T12:52:52", "percent_change": 0.0, "prev_day_close": 41.3700008392334}, {"option": "SPY270930C00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1731, "open_interest": 14.0, "volume": 3.0, "delta": 0.5994, "gamma": 0.0032, "vega": 2.7399, "theta": -0.0667, "rho": 3.3639, "theo": 59.0704, "change": 5.23, "open": 58.62, "high": 59.09, "low": 58.62, "tick": "up", "last_trade_price": 59.09, "last_trade_time": "2026-11-11T16:14:19", "percent_change": 9.71036, "prev_day_close": 58.980001449585}, {"option": "SPY270930P00766000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 2.0, "volume": 0.0, "delta": -0.4456, "gamma": 0.0038, "vega": 2.7178, "theta": -0.0829, "rho": -2.1928, "theo": 41.6361, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.86, "last_trade_time": "2026-11-04T15:24:07", "percent_change": 0.0, "prev_day_close": 41.730001449585}, {"option": "SPY270930C00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1726, "open_interest": 8.0, "volume": 0.0, "delta": 0.5964, "gamma": 0.0032, "vega": 2.7448, "theta": -0.0668, "rho": 3.3501, "theo": 58.4268, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.7, "last_trade_time": "2026-11-05T13:12:11", "percent_change": 0.0, "prev_day_close": 58.9749984741211}, {"option": "SPY270930P00767000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1726, "open_interest": 12.0, "volume": 0.0, "delta": -0.4492, "gamma": 0.0038, "vega": 2.7191, "theta": -0.083, "rho": -2.1922, "theo": 41.9866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 40.71, "last_trade_time": "2026-11-04T11:32:02", "percent_change": 0.0, "prev_day_close": 42.1000003814697}, {"option": "SPY270930C00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.172, "open_interest": 88.0, "volume": 82.0, "delta": 0.5934, "gamma": 0.0032, "vega": 2.7495, "theta": -0.0668, "rho": 3.3362, "theo": 57.7857, "change": 6.285, "open": 57.5, "high": 58.82, "low": 57.5, "tick": "down", "last_trade_price": 58.2, "last_trade_time": "2026-11-11T15:01:09", "percent_change": 12.1063, "prev_day_close": 57.704999923706}, {"option": "SPY270930P00768000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1721, "open_interest": 29.0, "volume": 1.0, "delta": -0.4534, "gamma": 0.0038, "vega": 2.7191, "theta": -0.0831, "rho": -2.2031, "theo": 42.381, "change": -6.25, "open": 41.82, "high": 41.82, "low": 41.82, "tick": "up", "last_trade_price": 41.82, "last_trade_time": "2026-11-11T13:32:06", "percent_change": -13.0019, "prev_day_close": 42.4699993133545}, {"option": "SPY270930C00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1716, "open_interest": 7.0, "volume": 0.0, "delta": 0.5904, "gamma": 0.0032, "vega": 2.7541, "theta": -0.0668, "rho": 3.3224, "theo": 57.1474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.49, "last_trade_time": "2026-10-20T09:49:25", "percent_change": 0.0, "prev_day_close": 57.0700016021728}, {"option": "SPY270930P00769000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1716, "open_interest": 1.0, "volume": 0.0, "delta": -0.4572, "gamma": 0.0038, "vega": 2.72, "theta": -0.0832, "rho": -2.2116, "theo": 42.7529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.76, "last_trade_time": "2026-11-05T13:35:50", "percent_change": 0.0, "prev_day_close": 42.8400001525879}, {"option": "SPY270930C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 46.0, "volume": 2.0, "delta": 0.5873, "gamma": 0.0032, "vega": 2.7585, "theta": -0.0668, "rho": 3.3086, "theo": 56.5117, "change": 6.615, "open": 56.9, "high": 57.3, "low": 56.9, "tick": "up", "last_trade_price": 57.3, "last_trade_time": "2026-11-11T12:02:03", "percent_change": 13.0512, "prev_day_close": 56.4400005340576}, {"option": "SPY270930P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1712, "open_interest": 149.0, "volume": 4.0, "delta": -0.4609, "gamma": 0.0039, "vega": 2.7219, "theta": -0.0833, "rho": -2.2212, "theo": 43.1133, "change": -5.73, "open": 45.7, "high": 45.7, "low": 42.51, "tick": "up", "last_trade_price": 43.18, "last_trade_time": "2026-11-11T15:45:11", "percent_change": -11.7154, "prev_day_close": 43.2199993133545}, {"option": "SPY270930C00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 1.0, "volume": 0.0, "delta": 0.5842, "gamma": 0.0032, "vega": 2.7628, "theta": -0.0668, "rho": 3.2949, "theo": 55.8787, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 70.99, "last_trade_time": "2026-10-09T10:03:02", "percent_change": 0.0, "prev_day_close": 56.4050006866455}, {"option": "SPY270930P00771000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 3.0, "volume": 0.0, "delta": -0.4648, "gamma": 0.0039, "vega": 2.7222, "theta": -0.0833, "rho": -2.229, "theo": 43.4847, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.3, "last_trade_time": "2026-10-22T11:13:32", "percent_change": 0.0, "prev_day_close": 43.6000003814697}, {"option": "SPY270930C00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 38.0, "volume": 0.0, "delta": 0.5811, "gamma": 0.0032, "vega": 2.7674, "theta": -0.0668, "rho": 3.2812, "theo": 55.2483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.33, "last_trade_time": "2026-11-05T15:23:14", "percent_change": 0.0, "prev_day_close": 55.1700000762939}, {"option": "SPY270930P00772000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1702, "open_interest": 5.0, "volume": 0.0, "delta": -0.469, "gamma": 0.0039, "vega": 2.7223, "theta": -0.0834, "rho": -2.2337, "theo": 43.8961, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.18, "last_trade_time": "2026-10-21T11:53:49", "percent_change": 0.0, "prev_day_close": 43.980001449585}, {"option": "SPY270930C00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1698, "open_interest": 31.0, "volume": 0.0, "delta": 0.578, "gamma": 0.0032, "vega": 2.7742, "theta": -0.0667, "rho": 3.2675, "theo": 54.6206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.28, "last_trade_time": "2026-11-06T09:30:54", "percent_change": 0.0, "prev_day_close": 54.5650005340576}, {"option": "SPY270930P00773000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 12.0, "volume": 0.0, "delta": -0.4729, "gamma": 0.004, "vega": 2.7227, "theta": -0.0835, "rho": -2.2431, "theo": 44.2727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.31, "last_trade_time": "2026-11-02T15:24:12", "percent_change": 0.0, "prev_day_close": 44.3700008392334}, {"option": "SPY270930C00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1693, "open_interest": 2.0, "volume": 0.0, "delta": 0.5748, "gamma": 0.0033, "vega": 2.7788, "theta": -0.0667, "rho": 3.2549, "theo": 53.9943, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 68.0, "last_trade_time": "2026-10-14T09:37:42", "percent_change": 0.0, "prev_day_close": 54.5599994659424}, {"option": "SPY270930P00774000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1692, "open_interest": 0.0, "volume": 0.0, "delta": -0.4771, "gamma": 0.004, "vega": 2.7235, "theta": -0.0836, "rho": -2.2519, "theo": 44.6759, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 44.7550010681152}, {"option": "SPY270930C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1689, "open_interest": 42.0, "volume": 3.0, "delta": 0.5717, "gamma": 0.0033, "vega": 2.7827, "theta": -0.0667, "rho": 3.2397, "theo": 53.375, "change": 6.91, "open": 54.67, "high": 54.67, "low": 54.66, "tick": "down", "last_trade_price": 54.66, "last_trade_time": "2026-11-11T13:17:54", "percent_change": 14.4712, "prev_day_close": 53.3199996948242}, {"option": "SPY270930P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 64.0, "volume": 1.0, "delta": -0.481, "gamma": 0.004, "vega": 2.7247, "theta": -0.0837, "rho": -2.2551, "theo": 45.0578, "change": -5.945, "open": 45.14, "high": 45.14, "low": 45.14, "tick": "down", "last_trade_price": 45.14, "last_trade_time": "2026-11-11T15:45:11", "percent_change": -11.6375, "prev_day_close": 45.1549987792969}, {"option": "SPY270930C00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1684, "open_interest": 4.0, "volume": 0.0, "delta": 0.5685, "gamma": 0.0033, "vega": 2.7864, "theta": -0.0667, "rho": 3.2245, "theo": 52.7623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.34, "last_trade_time": "2026-11-05T15:54:54", "percent_change": 0.0, "prev_day_close": 53.3099994659424}, {"option": "SPY270930P00776000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1682, "open_interest": 12.0, "volume": 0.0, "delta": -0.4852, "gamma": 0.004, "vega": 2.7238, "theta": -0.0837, "rho": -2.2433, "theo": 45.4565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.87, "last_trade_time": "2026-11-09T12:53:22", "percent_change": 0.0, "prev_day_close": 45.5550003051758}, {"option": "SPY270930C00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1679, "open_interest": 3.0, "volume": 0.0, "delta": 0.5653, "gamma": 0.0033, "vega": 2.7899, "theta": -0.0666, "rho": 3.2091, "theo": 52.1489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.81, "last_trade_time": "2026-10-30T13:47:16", "percent_change": 0.0, "prev_day_close": 52.6949996948242}, {"option": "SPY270930P00777000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 4.0, "volume": 0.0, "delta": -0.4895, "gamma": 0.0041, "vega": 2.7198, "theta": -0.0838, "rho": -2.2443, "theo": 45.8739, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.71, "last_trade_time": "2026-11-06T13:12:43", "percent_change": 0.0, "prev_day_close": 45.9599990844727}, {"option": "SPY270930C00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1674, "open_interest": 11.0, "volume": 0.0, "delta": 0.5621, "gamma": 0.0033, "vega": 2.7933, "theta": -0.0666, "rho": 3.1936, "theo": 51.5386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.97, "last_trade_time": "2026-11-09T13:23:16", "percent_change": 0.0, "prev_day_close": 51.4950008392334}, {"option": "SPY270930P00778000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1673, "open_interest": 4.0, "volume": 0.0, "delta": -0.4935, "gamma": 0.0041, "vega": 2.7158, "theta": -0.0839, "rho": -2.2498, "theo": 46.2661, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 44.37, "last_trade_time": "2026-10-16T12:30:08", "percent_change": 0.0, "prev_day_close": 46.3699989318848}, {"option": "SPY270930C00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.167, "open_interest": 0.0, "volume": 0.0, "delta": 0.5589, "gamma": 0.0033, "vega": 2.7966, "theta": -0.0666, "rho": 3.1778, "theo": 50.9278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 51.4750003814697}, {"option": "SPY270930P00779000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 31.0, "volume": 0.0, "delta": -0.4976, "gamma": 0.0041, "vega": 2.7137, "theta": -0.0839, "rho": -2.2631, "theo": 46.6699, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.53, "last_trade_time": "2026-11-06T12:01:22", "percent_change": 0.0, "prev_day_close": 46.7799987792969}, {"option": "SPY270930C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1665, "open_interest": 56.0, "volume": 2.0, "delta": 0.5557, "gamma": 0.0034, "vega": 2.7997, "theta": -0.0665, "rho": 3.1621, "theo": 50.3271, "change": 6.345, "open": 51.24, "high": 51.24, "low": 51.24, "tick": "up", "last_trade_price": 51.24, "last_trade_time": "2026-11-11T12:31:03", "percent_change": 14.133, "prev_day_close": 50.8950004577637}, {"option": "SPY270930P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1664, "open_interest": 237.0, "volume": 0.0, "delta": -0.5022, "gamma": 0.0042, "vega": 2.7122, "theta": -0.084, "rho": -2.2732, "theo": 47.1172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 51.9, "last_trade_time": "2026-11-09T15:01:56", "percent_change": 0.0, "prev_day_close": 47.1949996948242}, {"option": "SPY270930C00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.166, "open_interest": 2.0, "volume": 0.0, "delta": 0.5524, "gamma": 0.0034, "vega": 2.8026, "theta": -0.0664, "rho": 3.1461, "theo": 49.7259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.38, "last_trade_time": "2026-10-29T15:59:28", "percent_change": 0.0, "prev_day_close": 50.2900009155273}, {"option": "SPY270930P00781000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 3.0, "volume": 0.0, "delta": -0.5063, "gamma": 0.0042, "vega": 2.7119, "theta": -0.084, "rho": -2.28, "theo": 47.5252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.71, "last_trade_time": "2026-10-06T09:57:39", "percent_change": 0.0, "prev_day_close": 47.6199989318848}, {"option": "SPY270930C00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 7.0, "volume": 0.0, "delta": 0.5492, "gamma": 0.0034, "vega": 2.8054, "theta": -0.0664, "rho": 3.1302, "theo": 49.1348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.25, "last_trade_time": "2026-11-10T09:30:01", "percent_change": 0.0, "prev_day_close": 49.0799999237061}, {"option": "SPY270930P00782000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 1.0, "volume": 0.0, "delta": -0.5107, "gamma": 0.0042, "vega": 2.7117, "theta": -0.0841, "rho": -2.28, "theo": 47.9494, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.69, "last_trade_time": "2026-10-06T12:21:19", "percent_change": 0.0, "prev_day_close": 48.0400009155273}, {"option": "SPY270930C00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 1.0, "volume": 0.0, "delta": 0.5459, "gamma": 0.0034, "vega": 2.808, "theta": -0.0663, "rho": 3.1138, "theo": 48.54, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.47, "last_trade_time": "2026-11-02T14:56:53", "percent_change": 0.0, "prev_day_close": 48.4449996948242}, {"option": "SPY270930P00783000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.165, "open_interest": 21.0, "volume": 0.0, "delta": -0.515, "gamma": 0.0042, "vega": 2.7098, "theta": -0.0842, "rho": -2.2842, "theo": 48.3731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.37, "last_trade_time": "2026-10-22T15:20:59", "percent_change": 0.0, "prev_day_close": 48.4750003814697}, {"option": "SPY270930C00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1645, "open_interest": 4.0, "volume": 0.0, "delta": 0.5426, "gamma": 0.0034, "vega": 2.8105, "theta": -0.0663, "rho": 3.0973, "theo": 47.9485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.44, "last_trade_time": "2026-11-02T12:08:53", "percent_change": 0.0, "prev_day_close": 47.8549995422363}, {"option": "SPY270930P00784000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1644, "open_interest": 21.0, "volume": 0.0, "delta": -0.5195, "gamma": 0.0043, "vega": 2.7062, "theta": -0.0843, "rho": -2.2911, "theo": 48.8133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.6, "last_trade_time": "2026-09-29T10:07:46", "percent_change": 0.0, "prev_day_close": 48.9099998474121}, {"option": "SPY270930C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 5.0, "volume": 0.0, "delta": 0.5392, "gamma": 0.0034, "vega": 2.8128, "theta": -0.0662, "rho": 3.0806, "theo": 47.3602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.05, "last_trade_time": "2026-11-06T15:50:11", "percent_change": 0.0, "prev_day_close": 47.2749996185303}, {"option": "SPY270930P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 3013.0, "volume": 0.0, "delta": -0.5242, "gamma": 0.0043, "vega": 2.701, "theta": -0.0844, "rho": -2.2906, "theo": 49.2679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.0, "last_trade_time": "2026-11-09T13:19:35", "percent_change": 0.0, "prev_day_close": 49.3500003814697}, {"option": "SPY270930C00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 0.0, "volume": 0.0, "delta": 0.5359, "gamma": 0.0034, "vega": 2.8148, "theta": -0.0661, "rho": 3.0638, "theo": 46.7752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 46.6949996948242}, {"option": "SPY270930P00786000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 128.0, "volume": 0.0, "delta": -0.5284, "gamma": 0.0043, "vega": 2.696, "theta": -0.0844, "rho": -2.2925, "theo": 49.6938, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 45.91, "last_trade_time": "2026-10-14T11:41:29", "percent_change": 0.0, "prev_day_close": 49.7950000762939}, {"option": "SPY270930C00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1632, "open_interest": 1.0, "volume": 0.0, "delta": 0.5326, "gamma": 0.0034, "vega": 2.8168, "theta": -0.066, "rho": 3.0469, "theo": 46.1935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.03, "last_trade_time": "2026-10-23T10:31:31", "percent_change": 0.0, "prev_day_close": 46.1149997711182}, {"option": "SPY270930P00787000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1631, "open_interest": 103.0, "volume": 0.0, "delta": -0.533, "gamma": 0.0043, "vega": 2.6897, "theta": -0.0845, "rho": -2.2964, "theo": 50.1447, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.76, "last_trade_time": "2026-11-04T14:32:28", "percent_change": 0.0, "prev_day_close": 50.2450008392334}, {"option": "SPY270930C00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1627, "open_interest": 50.0, "volume": 0.0, "delta": 0.5292, "gamma": 0.0034, "vega": 2.8185, "theta": -0.066, "rho": 3.0299, "theo": 45.6152, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.3, "last_trade_time": "2026-10-23T14:25:32", "percent_change": 0.0, "prev_day_close": 45.5450000762939}, {"option": "SPY270930P00788000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1625, "open_interest": 1.0, "volume": 0.0, "delta": -0.5376, "gamma": 0.0044, "vega": 2.6839, "theta": -0.0845, "rho": -2.3082, "theo": 50.6067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.06, "last_trade_time": "2026-10-19T15:23:33", "percent_change": 0.0, "prev_day_close": 50.6950016021728}, {"option": "SPY270930C00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1623, "open_interest": 1.0, "volume": 2.0, "delta": 0.5258, "gamma": 0.0035, "vega": 2.8201, "theta": -0.0659, "rho": 3.0129, "theo": 45.0403, "change": 4.425, "open": 43.62, "high": 44.4, "low": 43.62, "tick": "up", "last_trade_price": 44.4, "last_trade_time": "2026-11-11T11:13:12", "percent_change": 11.0694, "prev_day_close": 44.9750003814697}, {"option": "SPY270930P00789000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1622, "open_interest": 233.0, "volume": 0.0, "delta": -0.5421, "gamma": 0.0044, "vega": 2.6794, "theta": -0.0845, "rho": -2.3019, "theo": 51.0609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 48.69, "last_trade_time": "2026-10-14T14:32:21", "percent_change": 0.0, "prev_day_close": 51.1550006866455}, {"option": "SPY270930C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1619, "open_interest": 8.0, "volume": 0.0, "delta": 0.5224, "gamma": 0.0035, "vega": 2.8215, "theta": -0.0658, "rho": 2.9958, "theo": 44.4688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.33, "last_trade_time": "2026-11-06T15:08:33", "percent_change": 0.0, "prev_day_close": 44.4050006866455}, {"option": "SPY270930P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1617, "open_interest": 60.0, "volume": 0.0, "delta": -0.5467, "gamma": 0.0044, "vega": 2.6748, "theta": -0.0845, "rho": -2.2939, "theo": 51.5264, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 48.82, "last_trade_time": "2026-10-27T14:36:27", "percent_change": 0.0, "prev_day_close": 51.6149997711182}, {"option": "SPY270930C00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1614, "open_interest": 2.0, "volume": 0.0, "delta": 0.519, "gamma": 0.0035, "vega": 2.8227, "theta": -0.0657, "rho": 2.9789, "theo": 43.9008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.96, "last_trade_time": "2026-10-30T14:00:33", "percent_change": 0.0, "prev_day_close": 43.8449993133545}, {"option": "SPY270930P00791000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1612, "open_interest": 11.0, "volume": 0.0, "delta": -0.5514, "gamma": 0.0044, "vega": 2.6674, "theta": -0.0845, "rho": -2.2996, "theo": 51.9979, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.66, "last_trade_time": "2026-10-02T14:32:01", "percent_change": 0.0, "prev_day_close": 52.0850009918213}, {"option": "SPY270930C00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 2.0, "volume": 0.0, "delta": 0.5155, "gamma": 0.0035, "vega": 2.8237, "theta": -0.0656, "rho": 2.962, "theo": 43.3361, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.81, "last_trade_time": "2026-10-19T16:00:01", "percent_change": 0.0, "prev_day_close": 43.2849998474121}, {"option": "SPY270930P00792000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1607, "open_interest": 0.0, "volume": 0.0, "delta": -0.5562, "gamma": 0.0045, "vega": 2.6593, "theta": -0.0846, "rho": -2.3136, "theo": 52.481, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.5650005340576}, {"option": "SPY270930C00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1605, "open_interest": 13.0, "volume": 0.0, "delta": 0.512, "gamma": 0.0035, "vega": 2.8246, "theta": -0.0654, "rho": 2.9451, "theo": 42.7749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.32, "last_trade_time": "2026-11-03T15:00:15", "percent_change": 0.0, "prev_day_close": 42.7250003814697}, {"option": "SPY270930P00793000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1602, "open_interest": 2.0, "volume": 0.0, "delta": -0.561, "gamma": 0.0045, "vega": 2.6533, "theta": -0.0846, "rho": -2.3144, "theo": 52.9625, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.56, "last_trade_time": "2026-10-20T11:12:24", "percent_change": 0.0, "prev_day_close": 53.0450000762939}, {"option": "SPY270930C00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 10.0, "volume": 0.0, "delta": 0.5086, "gamma": 0.0035, "vega": 2.8253, "theta": -0.0653, "rho": 2.9284, "theo": 42.2171, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.99, "last_trade_time": "2026-11-04T13:51:16", "percent_change": 0.0, "prev_day_close": 42.1750011444092}, {"option": "SPY270930P00794000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 0.0, "volume": 0.0, "delta": -0.5658, "gamma": 0.0045, "vega": 2.6473, "theta": -0.0846, "rho": -2.3, "theo": 53.448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.5249996185303}, {"option": "SPY270930C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 103.0, "volume": 0.0, "delta": 0.5051, "gamma": 0.0035, "vega": 2.8261, "theta": -0.0652, "rho": 2.9142, "theo": 41.6644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.01, "last_trade_time": "2026-11-04T13:09:46", "percent_change": 0.0, "prev_day_close": 41.625}, {"option": "SPY270930P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1593, "open_interest": 88.0, "volume": 0.0, "delta": -0.5706, "gamma": 0.0046, "vega": 2.6388, "theta": -0.0846, "rho": -2.2932, "theo": 53.9408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 58.12, "last_trade_time": "2026-11-03T13:00:01", "percent_change": 0.0, "prev_day_close": 54.0100002288818}, {"option": "SPY270930C00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1593, "open_interest": 1.0, "volume": 0.0, "delta": 0.5016, "gamma": 0.0035, "vega": 2.8263, "theta": -0.0651, "rho": 2.896, "theo": 41.1162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 47.42, "last_trade_time": "2026-10-22T12:30:08", "percent_change": 0.0, "prev_day_close": 41.0850009918213}, {"option": "SPY270930P00796000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 0.0, "volume": 0.0, "delta": -0.5755, "gamma": 0.0046, "vega": 2.6285, "theta": -0.0846, "rho": -2.2876, "theo": 54.4394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 54.5049991607666}, {"option": "SPY270930C00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 0.0, "volume": 0.0, "delta": 0.4981, "gamma": 0.0035, "vega": 2.8263, "theta": -0.0649, "rho": 2.8778, "theo": 40.5718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 40.5349998474121}, {"option": "SPY270930P00797000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1583, "open_interest": 33.0, "volume": 0.0, "delta": -0.5804, "gamma": 0.0046, "vega": 2.6164, "theta": -0.0845, "rho": -2.2986, "theo": 54.9436, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 49.61, "last_trade_time": "2026-10-05T14:32:03", "percent_change": 0.0, "prev_day_close": 55.0100002288818}, {"option": "SPY270930C00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 2.0, "volume": 0.0, "delta": 0.4946, "gamma": 0.0036, "vega": 2.8262, "theta": -0.0648, "rho": 2.8596, "theo": 40.0311, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 48.33, "last_trade_time": "2026-10-14T14:53:14", "percent_change": 0.0, "prev_day_close": 40.0049991607666}, {"option": "SPY270930P00798000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1579, "open_interest": 0.0, "volume": 0.0, "delta": -0.5853, "gamma": 0.0046, "vega": 2.606, "theta": -0.0845, "rho": -2.2994, "theo": 55.452, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 55.5150012969971}, {"option": "SPY270930C00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 2.0, "volume": 0.0, "delta": 0.491, "gamma": 0.0036, "vega": 2.8258, "theta": -0.0647, "rho": 2.8413, "theo": 39.4941, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 43.29, "last_trade_time": "2026-11-04T10:55:23", "percent_change": 0.0, "prev_day_close": 39.4650001525879}, {"option": "SPY270930P00799000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 108.0, "volume": 0.0, "delta": -0.5902, "gamma": 0.0047, "vega": 2.5982, "theta": -0.0844, "rho": -2.2857, "theo": 55.9649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.5, "last_trade_time": "2026-11-03T09:55:28", "percent_change": 0.0, "prev_day_close": 56.0200004577637}, {"option": "SPY270930C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1575, "open_interest": 152.0, "volume": 5.0, "delta": 0.4875, "gamma": 0.0036, "vega": 2.8252, "theta": -0.0645, "rho": 2.8228, "theo": 38.961, "change": 3.66, "open": 38.48, "high": 38.48, "low": 38.0, "tick": "down", "last_trade_price": 38.0, "last_trade_time": "2026-11-11T09:39:42", "percent_change": 10.6581, "prev_day_close": 38.9349994659424}, {"option": "SPY270930P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 115.0, "volume": 4.0, "delta": -0.5953, "gamma": 0.0047, "vega": 2.5893, "theta": -0.0844, "rho": -2.2822, "theo": 56.4849, "change": -6.155, "open": 57.62, "high": 57.62, "low": 57.62, "tick": "down", "last_trade_price": 57.62, "last_trade_time": "2026-11-11T11:30:36", "percent_change": -9.65112, "prev_day_close": 56.545000076294}, {"option": "SPY270930C00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1571, "open_interest": 213.0, "volume": 0.0, "delta": 0.4839, "gamma": 0.0036, "vega": 2.8244, "theta": -0.0644, "rho": 2.8043, "theo": 38.4316, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.21, "last_trade_time": "2026-11-04T10:55:23", "percent_change": 0.0, "prev_day_close": 38.4050006866455}, {"option": "SPY270930P00801000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1566, "open_interest": 0.0, "volume": 0.0, "delta": -0.6004, "gamma": 0.0047, "vega": 2.5802, "theta": -0.0844, "rho": -2.2858, "theo": 57.008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.0599994659424}, {"option": "SPY270930C00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1567, "open_interest": 74.0, "volume": 0.0, "delta": 0.4804, "gamma": 0.0036, "vega": 2.8234, "theta": -0.0642, "rho": 2.7856, "theo": 37.906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.75, "last_trade_time": "2026-10-22T15:22:52", "percent_change": 0.0, "prev_day_close": 37.8850002288818}, {"option": "SPY270930P00802000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1561, "open_interest": 53.0, "volume": 0.0, "delta": -0.6056, "gamma": 0.0047, "vega": 2.5695, "theta": -0.0844, "rho": -2.2705, "theo": 57.5409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.48, "last_trade_time": "2026-10-06T14:32:17", "percent_change": 0.0, "prev_day_close": 57.5900001525879}, {"option": "SPY270930C00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1563, "open_interest": 42.0, "volume": 0.0, "delta": 0.4768, "gamma": 0.0036, "vega": 2.8222, "theta": -0.0641, "rho": 2.7667, "theo": 37.3844, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.77, "last_trade_time": "2026-11-05T14:53:46", "percent_change": 0.0, "prev_day_close": 37.3649997711182}, {"option": "SPY270930P00803000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1556, "open_interest": 0.0, "volume": 0.0, "delta": -0.6107, "gamma": 0.0048, "vega": 2.5554, "theta": -0.0843, "rho": -2.2666, "theo": 58.0782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.1199989318848}, {"option": "SPY270930C00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1558, "open_interest": 168.0, "volume": 0.0, "delta": 0.4732, "gamma": 0.0036, "vega": 2.8208, "theta": -0.0639, "rho": 2.7477, "theo": 36.8667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.48, "last_trade_time": "2026-10-12T12:30:56", "percent_change": 0.0, "prev_day_close": 36.8549995422363}, {"option": "SPY270930P00804000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1552, "open_interest": 1.0, "volume": 0.0, "delta": -0.6159, "gamma": 0.0048, "vega": 2.5411, "theta": -0.0842, "rho": -2.2726, "theo": 58.6204, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.9, "last_trade_time": "2026-10-13T11:05:10", "percent_change": 0.0, "prev_day_close": 58.6649990081787}, {"option": "SPY270930C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1554, "open_interest": 45.0, "volume": 0.0, "delta": 0.4696, "gamma": 0.0036, "vega": 2.8191, "theta": -0.0637, "rho": 2.7285, "theo": 36.3529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.74, "last_trade_time": "2026-11-04T15:25:35", "percent_change": 0.0, "prev_day_close": 36.3449993133545}, {"option": "SPY270930P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1547, "open_interest": 1.0, "volume": 0.0, "delta": -0.621, "gamma": 0.0048, "vega": 2.5273, "theta": -0.0841, "rho": -2.2829, "theo": 59.1701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.84, "last_trade_time": "2026-10-30T15:21:17", "percent_change": 0.0, "prev_day_close": 59.2150001525879}, {"option": "SPY270930C00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 194.0, "volume": 0.0, "delta": 0.4659, "gamma": 0.0036, "vega": 2.8172, "theta": -0.0636, "rho": 2.7092, "theo": 35.8432, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.84, "last_trade_time": "2026-10-19T15:59:58", "percent_change": 0.0, "prev_day_close": 35.8350009918213}, {"option": "SPY270930P00806000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1543, "open_interest": 0.0, "volume": 0.0, "delta": -0.6262, "gamma": 0.0048, "vega": 2.5136, "theta": -0.084, "rho": -2.2729, "theo": 59.7223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 59.7600002288818}, {"option": "SPY270930C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1534, "open_interest": 3297.0, "volume": 1.0, "delta": 0.4514, "gamma": 0.0036, "vega": 2.8075, "theta": -0.0628, "rho": 2.6312, "theo": 33.8447, "change": 4.77, "open": 34.4, "high": 34.4, "low": 34.4, "tick": "up", "last_trade_price": 34.4, "last_trade_time": "2026-11-11T11:55:05", "percent_change": 16.0985, "prev_day_close": 33.8449993133545}, {"option": "SPY270930P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1527, "open_interest": 4.0, "volume": 0.0, "delta": -0.6473, "gamma": 0.0049, "vega": 2.453, "theta": -0.0833, "rho": -2.239, "theo": 62.0127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 82.51, "last_trade_time": "2026-11-05T13:37:33", "percent_change": 0.0, "prev_day_close": 61.5}, {"option": "SPY270930C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 128.0, "volume": 0.0, "delta": 0.4329, "gamma": 0.0037, "vega": 2.7884, "theta": -0.0618, "rho": 2.5379, "theo": 31.4413, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 26.73, "last_trade_time": "2026-11-10T13:32:26", "percent_change": 0.0, "prev_day_close": 31.4449996948242}, {"option": "SPY270930P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 1.0, "volume": 0.0, "delta": -0.6742, "gamma": 0.005, "vega": 2.3656, "theta": -0.082, "rho": -2.1984, "theo": 65.0098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 56.63, "last_trade_time": "2026-10-09T11:27:52", "percent_change": 0.0, "prev_day_close": 64.4549980163574}, {"option": "SPY270930C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 730.0, "volume": 0.0, "delta": 0.4144, "gamma": 0.0037, "vega": 2.7653, "theta": -0.0606, "rho": 2.4367, "theo": 29.1519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.87, "last_trade_time": "2026-11-09T11:03:12", "percent_change": 0.0, "prev_day_close": 29.1549997329712}, {"option": "SPY270930P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1483, "open_interest": 3.0, "volume": 0.0, "delta": -0.702, "gamma": 0.005, "vega": 2.2584, "theta": -0.0802, "rho": -2.1263, "theo": 68.1816, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.8, "last_trade_time": "2026-10-27T10:37:56", "percent_change": 0.0, "prev_day_close": 68.060001373291}, {"option": "SPY270930C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 83.0, "volume": 0.0, "delta": 0.3957, "gamma": 0.0037, "vega": 2.7363, "theta": -0.0593, "rho": 2.3338, "theo": 26.9708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.35, "last_trade_time": "2026-11-09T13:48:49", "percent_change": 0.0, "prev_day_close": 26.9700002670288}, {"option": "SPY270930P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 3.0, "volume": 0.0, "delta": -0.7299, "gamma": 0.0051, "vega": 2.1462, "theta": -0.0779, "rho": -2.0474, "theo": 71.5096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 76.01, "last_trade_time": "2026-11-03T13:54:23", "percent_change": 0.0, "prev_day_close": 71.0900001525879}, {"option": "SPY270930C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1459, "open_interest": 55.0, "volume": 2.0, "delta": 0.377, "gamma": 0.0037, "vega": 2.7013, "theta": -0.0579, "rho": 2.2298, "theo": 24.9003, "change": 3.815, "open": 26.15, "high": 26.15, "low": 25.3, "tick": "down", "last_trade_price": 25.3, "last_trade_time": "2026-11-11T14:27:32", "percent_change": 17.7566, "prev_day_close": 24.8999996185303}, {"option": "SPY270930P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 3.0, "volume": 0.0, "delta": -0.7588, "gamma": 0.0052, "vega": 2.0115, "theta": -0.0757, "rho": -1.9835, "theo": 75.009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 76.62, "last_trade_time": "2026-11-02T09:41:18", "percent_change": 0.0, "prev_day_close": 74.9749984741211}, {"option": "SPY270930C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 159.0, "volume": 0.0, "delta": 0.3585, "gamma": 0.0036, "vega": 2.6568, "theta": -0.0564, "rho": 2.1301, "theo": 22.9459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.31, "last_trade_time": "2026-11-06T11:15:17", "percent_change": 0.0, "prev_day_close": 22.9349994659424}, {"option": "SPY270930P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 1.0, "volume": 0.0, "delta": -0.7884, "gamma": 0.0053, "vega": 1.8585, "theta": -0.073, "rho": -1.8277, "theo": 78.6925, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 75.58, "last_trade_time": "2026-10-01T15:44:02", "percent_change": 0.0, "prev_day_close": 78.810001373291}, {"option": "SPY270930C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1426, "open_interest": 1071.0, "volume": 0.0, "delta": 0.34, "gamma": 0.0036, "vega": 2.6104, "theta": -0.0549, "rho": 2.026, "theo": 21.1057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.3, "last_trade_time": "2026-11-10T15:49:14", "percent_change": 0.0, "prev_day_close": 21.085000038147}, {"option": "SPY270930P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 0.0, "volume": 0.0, "delta": -0.818, "gamma": 0.0054, "vega": 1.7039, "theta": -0.0713, "rho": -1.6717, "theo": 82.5344, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 82.72, "last_trade_time": "2026-10-01T10:30:48", "percent_change": 0.0, "prev_day_close": 82.5099983215332}, {"option": "SPY270930C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 124.0, "volume": 3.0, "delta": 0.3218, "gamma": 0.0036, "vega": 2.5584, "theta": -0.0532, "rho": 1.9214, "theo": 19.3754, "change": 3.275, "open": 19.8, "high": 19.8, "low": 19.8, "tick": "up", "last_trade_price": 19.8, "last_trade_time": "2026-11-11T14:15:19", "percent_change": 19.8185, "prev_day_close": 19.3450002670288}, {"option": "SPY270930P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.14, "open_interest": 1.0, "volume": 0.0, "delta": -0.8489, "gamma": 0.0056, "vega": 1.5036, "theta": -0.073, "rho": -1.5087, "theo": 86.577, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 82.87, "last_trade_time": "2026-11-05T09:31:00", "percent_change": 0.0, "prev_day_close": 86.5449981689453}, {"option": "SPY270930C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 175.0, "volume": 106.0, "delta": 0.3038, "gamma": 0.0035, "vega": 2.4999, "theta": -0.0515, "rho": 1.8229, "theo": 17.7547, "change": 3.04, "open": 17.67, "high": 18.8, "low": 17.55, "tick": "no_change", "last_trade_price": 18.13, "last_trade_time": "2026-11-11T14:51:54", "percent_change": 20.1458, "prev_day_close": 17.7150001525879}, {"option": "SPY270930P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 2.0, "volume": 0.0, "delta": -0.8858, "gamma": 0.0062, "vega": 1.2703, "theta": -0.0795, "rho": -1.2019, "theo": 90.8156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 101.9, "last_trade_time": "2026-11-10T14:39:47", "percent_change": 0.0, "prev_day_close": 90.9199981689453}, {"option": "SPY270930C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 54.0, "volume": 0.0, "delta": 0.2863, "gamma": 0.0035, "vega": 2.4344, "theta": -0.0497, "rho": 1.7206, "theo": 16.2457, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.45, "last_trade_time": "2026-11-05T15:47:53", "percent_change": 0.0, "prev_day_close": 16.210000038147}, {"option": "SPY270930P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 0.0, "volume": 0.0, "delta": -0.9188, "gamma": 0.0065, "vega": 1.0462, "theta": -0.0832, "rho": -1.035, "theo": 95.2065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 88.25, "last_trade_time": "2026-10-14T14:37:29", "percent_change": 0.0, "prev_day_close": 95.3950004577637}, {"option": "SPY270930C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 96.0, "volume": 4.0, "delta": 0.2692, "gamma": 0.0034, "vega": 2.3685, "theta": -0.0479, "rho": 1.621, "theo": 14.839, "change": 3.08, "open": 14.56, "high": 15.6, "low": 14.56, "tick": "up", "last_trade_price": 15.6, "last_trade_time": "2026-11-11T12:37:05", "percent_change": 24.6006, "prev_day_close": 14.8000001907349}, {"option": "SPY270930P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 2.0, "volume": 0.0, "delta": -0.9463, "gamma": 0.0061, "vega": 0.8202, "theta": -0.0771, "rho": -0.0087, "theo": 99.7959, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 99.5, "last_trade_time": "2026-11-02T10:11:22", "percent_change": 0.0, "prev_day_close": 99.9949989318848}, {"option": "SPY270930C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 18.0, "volume": 0.0, "delta": 0.2525, "gamma": 0.0033, "vega": 2.2983, "theta": -0.046, "rho": 1.5229, "theo": 13.5314, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.54, "last_trade_time": "2026-11-10T15:59:00", "percent_change": 0.0, "prev_day_close": 13.5}, {"option": "SPY270930P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1432, "open_interest": 0.0, "volume": 0.0, "delta": -0.9686, "gamma": 0.0036, "vega": 0.2912, "theta": -0.1025, "rho": 0.0, "theo": 104.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 104.994998931885}, {"option": "SPY270930C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.135, "open_interest": 253.0, "volume": 0.0, "delta": 0.2364, "gamma": 0.0032, "vega": 2.2198, "theta": -0.0441, "rho": 1.4313, "theo": 12.324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.04, "last_trade_time": "2026-11-10T13:49:25", "percent_change": 0.0, "prev_day_close": 12.289999961853}, {"option": "SPY270930P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 0.0, "volume": 0.0, "delta": -0.9865, "gamma": 0.0016, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 109.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 91.55, "last_trade_time": "2026-10-09T11:13:38", "percent_change": 0.0, "prev_day_close": 109.994998931885}, {"option": "SPY270930C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 157.0, "volume": 15.0, "delta": 0.2209, "gamma": 0.0031, "vega": 2.1431, "theta": -0.0422, "rho": 1.3397, "theo": 11.2081, "change": 1.265, "open": 10.73, "high": 10.73, "low": 10.53, "tick": "up", "last_trade_price": 10.63, "last_trade_time": "2026-11-11T10:29:50", "percent_change": 13.5077, "prev_day_close": 11.1750001907349}, {"option": "SPY270930P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1519, "open_interest": 0.0, "volume": 0.0, "delta": -0.9991, "gamma": 0.0001, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 114.994998931885}, {"option": "SPY270930C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1332, "open_interest": 316.0, "volume": 0.0, "delta": 0.206, "gamma": 0.003, "vega": 2.065, "theta": -0.0403, "rho": 1.2507, "theo": 10.1783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.41, "last_trade_time": "2026-11-10T14:32:27", "percent_change": 0.0, "prev_day_close": 10.1549997329712}, {"option": "SPY270930P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1561, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 119.994998931885}, {"option": "SPY270930C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1324, "open_interest": 175.0, "volume": 0.0, "delta": 0.1917, "gamma": 0.0029, "vega": 1.9823, "theta": -0.0384, "rho": 1.1683, "theo": 9.2328, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.69, "last_trade_time": "2026-11-06T12:18:28", "percent_change": 0.0, "prev_day_close": 9.21500015258789}, {"option": "SPY270930P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1603, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY270930C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 230.0, "volume": 0.0, "delta": 0.1781, "gamma": 0.0028, "vega": 1.8979, "theta": -0.0365, "rho": 1.0864, "theo": 8.3667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.18, "last_trade_time": "2026-10-08T10:53:50", "percent_change": 0.0, "prev_day_close": 8.35000038146973}, {"option": "SPY270930P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1644, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY270930C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1311, "open_interest": 14.0, "volume": 0.0, "delta": 0.1652, "gamma": 0.0027, "vega": 1.8163, "theta": -0.0346, "rho": 1.009, "theo": 7.5728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.29, "last_trade_time": "2026-11-05T13:34:43", "percent_change": 0.0, "prev_day_close": 7.56500005722046}, {"option": "SPY270930P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1684, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY270930C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1304, "open_interest": 452.0, "volume": 3.0, "delta": 0.1529, "gamma": 0.0026, "vega": 1.7334, "theta": -0.0327, "rho": 0.9378, "theo": 6.8449, "change": 1.675, "open": 7.1, "high": 7.32, "low": 7.1, "tick": "up", "last_trade_price": 7.32, "last_trade_time": "2026-11-11T12:52:21", "percent_change": 29.6723, "prev_day_close": 6.84500002861023}, {"option": "SPY270930P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1725, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 139.985000610352}, {"option": "SPY270930C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1299, "open_interest": 64.0, "volume": 0.0, "delta": 0.1414, "gamma": 0.0024, "vega": 1.6484, "theta": -0.0309, "rho": 0.8665, "theo": 6.1856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.02, "last_trade_time": "2026-11-10T15:14:27", "percent_change": 0.0, "prev_day_close": 6.18499994277954}, {"option": "SPY270930P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 144.985000610352}, {"option": "SPY270930C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1294, "open_interest": 33.0, "volume": 0.0, "delta": 0.1306, "gamma": 0.0023, "vega": 1.5669, "theta": -0.0292, "rho": 0.801, "theo": 5.586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.7, "last_trade_time": "2026-11-05T14:05:04", "percent_change": 0.0, "prev_day_close": 5.58500003814697}, {"option": "SPY270930P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1805, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 149.985000610352}, {"option": "SPY270930C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.129, "open_interest": 559.0, "volume": 1.0, "delta": 0.1204, "gamma": 0.0022, "vega": 1.4877, "theta": -0.0274, "rho": 0.7423, "theo": 5.0392, "change": 0.965, "open": 5.1, "high": 5.1, "low": 5.1, "tick": "up", "last_trade_price": 5.1, "last_trade_time": "2026-11-11T11:03:41", "percent_change": 23.3374, "prev_day_close": 5.04000020027161}, {"option": "SPY270930P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1844, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 154.985000610352}, {"option": "SPY270930C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1286, "open_interest": 191.0, "volume": 0.0, "delta": 0.1109, "gamma": 0.0021, "vega": 1.4083, "theta": -0.0258, "rho": 0.6826, "theo": 4.5454, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.61, "last_trade_time": "2026-11-10T13:51:17", "percent_change": 0.0, "prev_day_close": 4.54999995231628}, {"option": "SPY270930P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1883, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.985000610352}, {"option": "SPY270930C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1282, "open_interest": 43.0, "volume": 0.0, "delta": 0.102, "gamma": 0.002, "vega": 1.3304, "theta": -0.0242, "rho": 0.6278, "theo": 4.0984, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.32, "last_trade_time": "2026-11-03T09:32:22", "percent_change": 0.0, "prev_day_close": 4.10000014305115}, {"option": "SPY270930P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1922, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.985000610352}, {"option": "SPY270930C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.128, "open_interest": 351.0, "volume": 0.0, "delta": 0.0938, "gamma": 0.0018, "vega": 1.2565, "theta": -0.0227, "rho": 0.5792, "theo": 3.6942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.58, "last_trade_time": "2026-11-06T12:33:27", "percent_change": 0.0, "prev_day_close": 3.70000004768372}, {"option": "SPY270930P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.985000610352}, {"option": "SPY270930C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1277, "open_interest": 314.0, "volume": 0.0, "delta": 0.0861, "gamma": 0.0017, "vega": 1.1849, "theta": -0.0213, "rho": 0.5326, "theo": 3.3284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.43, "last_trade_time": "2026-11-06T11:35:10", "percent_change": 0.0, "prev_day_close": 3.32999992370606}, {"option": "SPY270930P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.985000610352}, {"option": "SPY270930C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1275, "open_interest": 627.0, "volume": 0.0, "delta": 0.079, "gamma": 0.0016, "vega": 1.1151, "theta": -0.0199, "rho": 0.4878, "theo": 2.9993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.35, "last_trade_time": "2026-11-10T12:36:00", "percent_change": 0.0, "prev_day_close": 3.0}, {"option": "SPY270930P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2035, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.985000610352}, {"option": "SPY270930C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 1053.0, "volume": 0.0, "delta": 0.0724, "gamma": 0.0015, "vega": 1.0484, "theta": -0.0186, "rho": 0.4483, "theo": 2.7035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.99, "last_trade_time": "2026-11-05T12:04:04", "percent_change": 0.0, "prev_day_close": 2.70000004768372}, {"option": "SPY270930P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.985000610352}, {"option": "SPY270930C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 214.0, "volume": 38.0, "delta": 0.0664, "gamma": 0.0014, "vega": 0.9847, "theta": -0.0174, "rho": 0.4122, "theo": 2.4354, "change": 0.565, "open": 2.63, "high": 2.68, "low": 2.53, "tick": "up", "last_trade_price": 2.55, "last_trade_time": "2026-11-11T14:17:04", "percent_change": 28.4635, "prev_day_close": 2.43500006198883}, {"option": "SPY270930P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2109, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.985000610352}, {"option": "SPY270930C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 908.0, "volume": 0.0, "delta": 0.0608, "gamma": 0.0013, "vega": 0.9245, "theta": -0.0162, "rho": 0.3779, "theo": 2.1957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.21, "last_trade_time": "2026-11-09T15:18:02", "percent_change": 0.0, "prev_day_close": 2.19500005245209}, {"option": "SPY270930P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2145, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.985000610352}, {"option": "SPY270930C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 18.0, "volume": 0.0, "delta": 0.0557, "gamma": 0.0012, "vega": 0.8667, "theta": -0.0151, "rho": 0.3469, "theo": 1.9794, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.32, "last_trade_time": "2026-10-30T11:33:54", "percent_change": 0.0, "prev_day_close": 1.97500002384186}, {"option": "SPY270930P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2181, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY270930C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 451.0, "volume": 0.0, "delta": 0.051, "gamma": 0.0012, "vega": 0.8114, "theta": -0.0141, "rho": 0.3186, "theo": 1.7844, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.63, "last_trade_time": "2026-10-23T12:51:37", "percent_change": 0.0, "prev_day_close": 1.7849999666214}, {"option": "SPY270930P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2218, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY270930C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1272, "open_interest": 18.0, "volume": 0.0, "delta": 0.0467, "gamma": 0.0011, "vega": 0.7595, "theta": -0.0131, "rho": 0.2927, "theo": 1.6098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.14, "last_trade_time": "2026-11-06T14:52:58", "percent_change": 0.0, "prev_day_close": 1.61000001430511}, {"option": "SPY270930P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2253, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY270930C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1273, "open_interest": 387.0, "volume": 0.0, "delta": 0.0427, "gamma": 0.001, "vega": 0.7106, "theta": -0.0122, "rho": 0.268, "theo": 1.4524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.48, "last_trade_time": "2026-11-09T15:29:35", "percent_change": 0.0, "prev_day_close": 1.44999998807907}, {"option": "SPY270930P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2289, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.985000610352}, {"option": "SPY270930C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1274, "open_interest": 34.0, "volume": 0.0, "delta": 0.0391, "gamma": 0.0009, "vega": 0.6644, "theta": -0.0113, "rho": 0.2448, "theo": 1.311, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.09, "last_trade_time": "2026-11-10T15:24:00", "percent_change": 0.0, "prev_day_close": 1.31000000238419}, {"option": "SPY270930P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2324, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.985000610352}, {"option": "SPY270930C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1276, "open_interest": 673.0, "volume": 0.0, "delta": 0.0357, "gamma": 0.0009, "vega": 0.6205, "theta": -0.0105, "rho": 0.2238, "theo": 1.1834, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.88, "last_trade_time": "2026-11-06T11:11:26", "percent_change": 0.0, "prev_day_close": 1.18500000238419}, {"option": "SPY270930P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2358, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.985000610352}, {"option": "SPY270930C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1278, "open_interest": 2.0, "volume": 0.0, "delta": 0.0327, "gamma": 0.0008, "vega": 0.5793, "theta": -0.0098, "rho": 0.205, "theo": 1.0691, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.01, "last_trade_time": "2026-10-20T10:16:09", "percent_change": 0.0, "prev_day_close": 1.07499998807907}, {"option": "SPY270930P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2393, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.985000610352}, {"option": "SPY270930C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.128, "open_interest": 1620.0, "volume": 101.0, "delta": 0.0299, "gamma": 0.0007, "vega": 0.5409, "theta": -0.0091, "rho": 0.1876, "theo": 0.9666, "change": 0.195, "open": 1.0, "high": 1.0, "low": 0.99, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T15:23:43", "percent_change": 24.5283, "prev_day_close": 0.974999994039536}, {"option": "SPY270930P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2453, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1025, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 235.0}, {"option": "SPY271217C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 24.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0477, "theo": 710.8708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 704.37, "last_trade_time": "2026-11-09T15:45:08", "percent_change": 0.0, "prev_day_close": 710.070007324219}, {"option": "SPY271217P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8095, "open_interest": 2869.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0041, "theta": -0.0004, "rho": -0.0013, "theo": 0.0243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.02, "last_trade_time": "2026-11-09T11:50:52", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY271217C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0525, "theo": 705.8924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 706.16, "last_trade_time": "2026-10-30T10:44:06", "percent_change": 0.0, "prev_day_close": 705.079986572266}, {"option": "SPY271217P00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7805, "open_interest": 436.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0049, "theta": -0.0004, "rho": -0.0016, "theo": 0.0283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-10T12:24:15", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY271217C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0572, "theo": 700.9141, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 700.089996337891}, {"option": "SPY271217P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7778, "open_interest": 836.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0056, "theta": -0.0005, "rho": -0.0018, "theo": 0.0328, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-06T09:59:10", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY271217C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.062, "theo": 695.9358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 695.095001220703}, {"option": "SPY271217P00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7529, "open_interest": 601.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0065, "theta": -0.0006, "rho": -0.0021, "theo": 0.0377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.04, "last_trade_time": "2026-10-06T14:49:58", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY271217C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0668, "theo": 690.9574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 690.105010986328}, {"option": "SPY271217P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7468, "open_interest": 1397.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0075, "theta": -0.0006, "rho": -0.0025, "theo": 0.0431, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T13:47:09", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY271217C00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0716, "theo": 685.9791, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 685.119995117188}, {"option": "SPY271217P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7384, "open_interest": 631.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0086, "theta": -0.0007, "rho": -0.0028, "theo": 0.049, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-09-16T15:07:09", "percent_change": 0.0, "prev_day_close": 0.0449999999254942}, {"option": "SPY271217C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0764, "theo": 681.0008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 680.130004882812}, {"option": "SPY271217P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7177, "open_interest": 1200.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0098, "theta": -0.0008, "rho": -0.0033, "theo": 0.0557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-09-16T15:26:25", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY271217C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0812, "theo": 676.0225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 671.24, "last_trade_time": "2026-06-15T13:16:55", "percent_change": 0.0, "prev_day_close": 675.25}, {"option": "SPY271217P00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7091, "open_interest": 622.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.011, "theta": -0.0009, "rho": -0.0037, "theo": 0.0629, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-09-18T10:39:32", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY271217C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0859, "theo": 671.0441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 670.25}, {"option": "SPY271217P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6998, "open_interest": 1221.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0124, "theta": -0.001, "rho": -0.0042, "theo": 0.0708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-10-09T09:40:02", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY271217C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0916, "theo": 666.0659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 562.9, "last_trade_time": "2026-04-06T11:59:47", "percent_change": 0.0, "prev_day_close": 665.420013427734}, {"option": "SPY271217P00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6902, "open_interest": 616.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.014, "theta": -0.0011, "rho": -0.0048, "theo": 0.0799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-09T09:44:31", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY271217C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 23.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0965, "theo": 661.0878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 648.0, "last_trade_time": "2026-11-10T11:12:47", "percent_change": 0.0, "prev_day_close": 660.434997558594}, {"option": "SPY271217P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6804, "open_interest": 2153.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0156, "theta": -0.0012, "rho": -0.0054, "theo": 0.0895, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T14:58:44", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY271217C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1067, "theo": 656.11, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 655.450012207031}, {"option": "SPY271217P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6705, "open_interest": 21.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0174, "theta": -0.0013, "rho": -0.0061, "theo": 0.1, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.22, "last_trade_time": "2026-06-18T15:45:15", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "SPY271217C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0002, "theta": 0.0, "rho": 0.1121, "theo": 651.133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 650.459991455078}, {"option": "SPY271217P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6607, "open_interest": 8.0, "volume": 0.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0194, "theta": -0.0015, "rho": -0.0068, "theo": 0.1116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-10-28T14:45:26", "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "SPY271217C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0005, "theta": 0.0, "rho": 0.1368, "theo": 646.1576, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 645.475006103516}, {"option": "SPY271217P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.651, "open_interest": 2.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0215, "theta": -0.0016, "rho": -0.0076, "theo": 0.1241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-10-16T14:32:42", "percent_change": 0.0, "prev_day_close": 0.119999997317791}, {"option": "SPY271217C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1775, "theo": 641.1901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 640.484985351562}, {"option": "SPY271217P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6414, "open_interest": 111.0, "volume": 0.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0237, "theta": -0.0017, "rho": -0.0084, "theo": 0.137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-09-09T10:54:39", "percent_change": 0.0, "prev_day_close": 0.134999997913837}, {"option": "SPY271217C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0034, "theta": 0.0, "rho": 0.2471, "theo": 636.2272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 556.3, "last_trade_time": "2026-02-13T11:02:46", "percent_change": 0.0, "prev_day_close": 635.5}, {"option": "SPY271217P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6361, "open_interest": 602.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0261, "theta": -0.0019, "rho": -0.0094, "theo": 0.1514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-05T10:38:41", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY271217C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0135, "theta": 0.0, "rho": 0.5325, "theo": 631.2861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 630.505004882812}, {"option": "SPY271217P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6265, "open_interest": 337.0, "volume": 0.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0287, "theta": -0.0021, "rho": -0.0104, "theo": 0.1675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-02T15:09:39", "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "SPY271217C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0211, "theta": 0.0, "rho": 0.7768, "theo": 626.4049, "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": 625.510009765625}, {"option": "SPY271217P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6206, "open_interest": 716.0, "volume": 0.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0315, "theta": -0.0022, "rho": -0.0115, "theo": 0.1842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-11-05T09:54:32", "percent_change": 0.0, "prev_day_close": 0.179999999701977}, {"option": "SPY271217C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0271, "theta": 0.0, "rho": 0.8455, "theo": 621.5605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 620.510009765625}, {"option": "SPY271217P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6144, "open_interest": 387.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0344, "theta": -0.0024, "rho": -0.0126, "theo": 0.2015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.41, "last_trade_time": "2026-07-16T14:37:25", "percent_change": 0.0, "prev_day_close": 0.199999995529652}, {"option": "SPY271217C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.031, "theta": 0.0, "rho": 0.8879, "theo": 616.7267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 615.5}, {"option": "SPY271217P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6079, "open_interest": 43.0, "volume": 0.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0375, "theta": -0.0026, "rho": -0.0139, "theo": 0.2206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-08-17T09:58:42", "percent_change": 0.0, "prev_day_close": 0.214999996125698}, {"option": "SPY271217C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0342, "theta": 0.0, "rho": 0.9346, "theo": 611.9027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 610.510009765625}, {"option": "SPY271217P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6013, "open_interest": 177.0, "volume": 0.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.0407, "theta": -0.0028, "rho": -0.0152, "theo": 0.2409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.26, "last_trade_time": "2026-11-10T15:03:52", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY271217C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0382, "theta": 0.0, "rho": 1.0163, "theo": 607.0797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 605.785003662109}, {"option": "SPY271217P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5946, "open_interest": 21.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0441, "theta": -0.003, "rho": -0.0166, "theo": 0.2623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.43, "last_trade_time": "2026-08-21T09:34:57", "percent_change": 0.0, "prev_day_close": 0.260000005364418}, {"option": "SPY271217C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0413, "theta": 0.0, "rho": 1.161, "theo": 602.268, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 600.890014648438}, {"option": "SPY271217P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5877, "open_interest": 252.0, "volume": 0.0, "delta": -0.0019, "gamma": 0.0, "vega": 0.0478, "theta": -0.0032, "rho": -0.0181, "theo": 0.285, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-09-30T12:55:11", "percent_change": 0.0, "prev_day_close": 0.280000001192093}, {"option": "SPY271217C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9995, "gamma": 0.0, "vega": 0.0459, "theta": 0.0, "rho": 1.3466, "theo": 597.4778, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 596.285003662109}, {"option": "SPY271217P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5829, "open_interest": 97.0, "volume": 0.0, "delta": -0.002, "gamma": 0.0, "vega": 0.0516, "theta": -0.0034, "rho": -0.0197, "theo": 0.3089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.36, "last_trade_time": "2026-11-09T09:58:56", "percent_change": 0.0, "prev_day_close": 0.305000007152557}, {"option": "SPY271217C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0536, "theta": 0.0, "rho": 1.5237, "theo": 592.7115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 591.679992675781}, {"option": "SPY271217P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.576, "open_interest": 10.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0556, "theta": -0.0037, "rho": -0.0214, "theo": 0.3341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.34, "last_trade_time": "2026-11-04T09:53:29", "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "SPY271217C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0596, "theta": 0.0, "rho": 1.6551, "theo": 587.9679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 586.829986572266}, {"option": "SPY271217P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5708, "open_interest": 1.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0, "vega": 0.0598, "theta": -0.0039, "rho": -0.0232, "theo": 0.3606, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-04-17T15:10:17", "percent_change": 0.0, "prev_day_close": 0.359999999403954}, {"option": "SPY271217C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0632, "theta": 0.0, "rho": 1.7644, "theo": 583.2408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 582.225006103516}, {"option": "SPY271217P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5654, "open_interest": 200.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0, "vega": 0.0642, "theta": -0.0042, "rho": -0.025, "theo": 0.3882, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.49, "last_trade_time": "2026-10-30T14:41:42", "percent_change": 0.0, "prev_day_close": 0.390000000596046}, {"option": "SPY271217C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.0666, "theta": 0.0, "rho": 1.8526, "theo": 578.5234, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 577.375}, {"option": "SPY271217P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5599, "open_interest": 0.0, "volume": 0.0, "delta": -0.0028, "gamma": 0.0, "vega": 0.0688, "theta": -0.0044, "rho": -0.027, "theo": 0.4173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.82, "last_trade_time": "2026-06-01T09:34:21", "percent_change": 0.0, "prev_day_close": 0.420000001788139}, {"option": "SPY271217C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0696, "theta": 0.0, "rho": 1.9275, "theo": 573.8093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 572.779998779297}, {"option": "SPY271217P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5543, "open_interest": 205.0, "volume": 0.0, "delta": -0.003, "gamma": 0.0, "vega": 0.0736, "theta": -0.0047, "rho": -0.0291, "theo": 0.4484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-04T12:08:53", "percent_change": 0.0, "prev_day_close": 0.450000002980232}, {"option": "SPY271217C00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.998, "gamma": 0.0, "vega": 0.0722, "theta": 0.0, "rho": 1.9914, "theo": 569.1026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 568.179992675781}, {"option": "SPY271217P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5486, "open_interest": 16.0, "volume": 0.0, "delta": -0.0032, "gamma": 0.0, "vega": 0.0785, "theta": -0.005, "rho": -0.0312, "theo": 0.4801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-09-30T12:54:33", "percent_change": 0.0, "prev_day_close": 0.480000004172325}, {"option": "SPY271217C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 278.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0746, "theta": 0.0, "rho": 2.0514, "theo": 564.3987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 547.0, "last_trade_time": "2026-11-09T09:38:43", "percent_change": 0.0, "prev_day_close": 563.329986572266}, {"option": "SPY271217P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5442, "open_interest": 3565.0, "volume": 154.0, "delta": -0.0034, "gamma": 0.0, "vega": 0.0835, "theta": -0.0052, "rho": -0.0334, "theo": 0.5128, "change": -0.06, "open": 0.53, "high": 0.53, "low": 0.51, "tick": "no_change", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T13:55:13", "percent_change": -10.5263, "prev_day_close": 0.519999980926514}, {"option": "SPY271217C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 8.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.0803, "theta": 0.0, "rho": 2.1079, "theo": 559.6964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 483.0, "last_trade_time": "2026-01-20T10:31:42", "percent_change": 0.0, "prev_day_close": 558.734985351562}, {"option": "SPY271217P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5383, "open_interest": 20.0, "volume": 0.0, "delta": -0.0037, "gamma": 0.0, "vega": 0.0889, "theta": -0.0055, "rho": -0.0358, "theo": 0.5475, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-09-25T11:08:25", "percent_change": 0.0, "prev_day_close": 0.550000011920929}, {"option": "SPY271217C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 109.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0, "vega": 0.09, "theta": 0.0, "rho": 2.1621, "theo": 554.9952, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 480.63, "last_trade_time": "2026-01-20T10:29:28", "percent_change": 0.0, "prev_day_close": 553.885009765625}, {"option": "SPY271217P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5336, "open_interest": 36.0, "volume": 0.0, "delta": -0.0039, "gamma": 0.0, "vega": 0.0944, "theta": -0.0058, "rho": -0.0382, "theo": 0.583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.67, "last_trade_time": "2026-10-26T09:38:25", "percent_change": 0.0, "prev_day_close": 0.590000003576279}, {"option": "SPY271217C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.0987, "theta": 0.0, "rho": 2.2089, "theo": 550.2967, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 423.44, "last_trade_time": "2025-07-18T10:34:00", "percent_change": 0.0, "prev_day_close": 549.290008544922}, {"option": "SPY271217P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5288, "open_interest": 1115.0, "volume": 0.0, "delta": -0.0042, "gamma": 0.0, "vega": 0.1002, "theta": -0.0061, "rho": -0.0408, "theo": 0.6199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-05T10:24:53", "percent_change": 0.0, "prev_day_close": 0.625}, {"option": "SPY271217C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 17.0, "volume": 0.0, "delta": 0.9968, "gamma": 0.0, "vega": 0.1039, "theta": 0.0, "rho": 2.2594, "theo": 545.6033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 534.54, "last_trade_time": "2026-06-30T16:03:53", "percent_change": 0.0, "prev_day_close": 544.695007324219}, {"option": "SPY271217P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5238, "open_interest": 784.0, "volume": 6.0, "delta": -0.0045, "gamma": 0.0, "vega": 0.1062, "theta": -0.0064, "rho": -0.0435, "theo": 0.6588, "change": -0.04, "open": 0.69, "high": 0.69, "low": 0.69, "tick": "down", "last_trade_price": 0.69, "last_trade_time": "2026-11-11T10:06:52", "percent_change": -5.47945, "prev_day_close": 0.665000021457672}, {"option": "SPY271217C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9965, "gamma": 0.0, "vega": 0.109, "theta": 0.0, "rho": 2.3095, "theo": 540.9113, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 549.94, "last_trade_time": "2026-10-29T11:09:20", "percent_change": 0.0, "prev_day_close": 539.850006103516}, {"option": "SPY271217P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5187, "open_interest": 653.0, "volume": 11.0, "delta": -0.0048, "gamma": 0.0, "vega": 0.1124, "theta": -0.0067, "rho": -0.0462, "theo": 0.6984, "change": -0.075, "open": 0.73, "high": 0.73, "low": 0.7, "tick": "no_change", "last_trade_price": 0.7, "last_trade_time": "2026-11-11T13:18:00", "percent_change": -9.67742, "prev_day_close": 0.7049999833107}, {"option": "SPY271217C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0, "vega": 0.1139, "theta": 0.0, "rho": 2.3591, "theo": 536.2205, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 492.17, "last_trade_time": "2026-04-27T15:05:53", "percent_change": 0.0, "prev_day_close": 535.255004882812}, {"option": "SPY271217P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5136, "open_interest": 1173.0, "volume": 80.0, "delta": -0.0051, "gamma": 0.0, "vega": 0.1186, "theta": -0.007, "rho": -0.0492, "theo": 0.7396, "change": -0.06, "open": 0.76, "high": 0.77, "low": 0.76, "tick": "no_change", "last_trade_price": 0.76, "last_trade_time": "2026-11-11T09:40:40", "percent_change": -7.31707, "prev_day_close": 0.745000004768372}, {"option": "SPY271217C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0, "vega": 0.1183, "theta": 0.0, "rho": 2.4085, "theo": 531.5307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 467.19, "last_trade_time": "2026-02-09T11:49:47", "percent_change": 0.0, "prev_day_close": 530.410003662109}, {"option": "SPY271217P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5084, "open_interest": 178.0, "volume": 0.0, "delta": -0.0054, "gamma": 0.0, "vega": 0.1251, "theta": -0.0074, "rho": -0.0522, "theo": 0.7825, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.02, "last_trade_time": "2026-11-06T12:36:36", "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "SPY271217C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0, "vega": 0.1223, "theta": 0.0, "rho": 2.4578, "theo": 526.8418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 459.75, "last_trade_time": "2026-01-16T10:46:29", "percent_change": 0.0, "prev_day_close": 525.820007324219}, {"option": "SPY271217P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5032, "open_interest": 311.0, "volume": 0.0, "delta": -0.0057, "gamma": 0.0, "vega": 0.1318, "theta": -0.0077, "rho": -0.0553, "theo": 0.8265, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.99, "last_trade_time": "2026-11-09T09:33:34", "percent_change": 0.0, "prev_day_close": 0.8299999833107}, {"option": "SPY271217C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.299, "open_interest": 2.0, "volume": 0.0, "delta": 0.9952, "gamma": 0.0, "vega": 0.1259, "theta": 0.0, "rho": 2.5074, "theo": 522.1561, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 488.5, "last_trade_time": "2026-06-10T16:05:50", "percent_change": 0.0, "prev_day_close": 521.225006103516}, {"option": "SPY271217P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4989, "open_interest": 115.0, "volume": 0.0, "delta": -0.0061, "gamma": 0.0, "vega": 0.1387, "theta": -0.008, "rho": -0.0584, "theo": 0.872, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.02, "last_trade_time": "2026-11-05T10:05:46", "percent_change": 0.0, "prev_day_close": 0.875}, {"option": "SPY271217C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4034, "open_interest": 24.0, "volume": 0.0, "delta": 0.9949, "gamma": 0.0, "vega": 0.1325, "theta": 0.0, "rho": 2.5571, "theo": 517.4682, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 495.0, "last_trade_time": "2026-11-06T13:57:04", "percent_change": 0.0, "prev_day_close": 516.385009765625}, {"option": "SPY271217P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4936, "open_interest": 1509.0, "volume": 470.0, "delta": -0.0064, "gamma": 0.0, "vega": 0.1458, "theta": -0.0083, "rho": -0.0617, "theo": 0.9186, "change": -0.09, "open": 0.94, "high": 0.95, "low": 0.92, "tick": "no_change", "last_trade_price": 0.92, "last_trade_time": "2026-11-11T15:32:51", "percent_change": -8.91089, "prev_day_close": 0.9200000166893}, {"option": "SPY271217C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3505, "open_interest": 524.0, "volume": 0.0, "delta": 0.9945, "gamma": 0.0, "vega": 0.1446, "theta": 0.0, "rho": 2.607, "theo": 512.7805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 523.24, "last_trade_time": "2026-08-05T12:01:48", "percent_change": 0.0, "prev_day_close": 511.795013427734}, {"option": "SPY271217P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4891, "open_interest": 224.0, "volume": 50.0, "delta": -0.0068, "gamma": 0.0, "vega": 0.1532, "theta": -0.0087, "rho": -0.0651, "theo": 0.9674, "change": -0.07, "open": 0.99, "high": 0.99, "low": 0.99, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-11-11T09:40:09", "percent_change": -6.60377, "prev_day_close": 0.969999998807907}, {"option": "SPY271217C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.398, "open_interest": 13.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0, "vega": 0.1581, "theta": 0.0, "rho": 2.657, "theo": 508.0927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 510.93, "last_trade_time": "2026-08-24T10:29:59", "percent_change": 0.0, "prev_day_close": 507.199996948242}, {"option": "SPY271217P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4844, "open_interest": 129.0, "volume": 0.0, "delta": -0.0072, "gamma": 0.0, "vega": 0.1608, "theta": -0.009, "rho": -0.0687, "theo": 1.0168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.01, "last_trade_time": "2026-11-04T15:37:28", "percent_change": 0.0, "prev_day_close": 1.01999998092651}, {"option": "SPY271217C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3581, "open_interest": 13.0, "volume": 0.0, "delta": 0.9938, "gamma": 0.0, "vega": 0.1662, "theta": 0.0, "rho": 2.6967, "theo": 503.4119, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 401.16, "last_trade_time": "2026-03-26T09:48:02", "percent_change": 0.0, "prev_day_close": 502.365005493164}, {"option": "SPY271217P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4798, "open_interest": 85.0, "volume": 0.0, "delta": -0.0076, "gamma": 0.0001, "vega": 0.1687, "theta": -0.0094, "rho": -0.0724, "theo": 1.0685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-10-12T09:49:30", "percent_change": 0.0, "prev_day_close": 1.06999999284744}, {"option": "SPY271217C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3916, "open_interest": 12.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0001, "vega": 0.1734, "theta": 0.0, "rho": 2.7445, "theo": 498.7333, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 455.31, "last_trade_time": "2026-04-30T12:46:21", "percent_change": 0.0, "prev_day_close": 497.774993896484}, {"option": "SPY271217P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4751, "open_interest": 1204.0, "volume": 0.0, "delta": -0.008, "gamma": 0.0001, "vega": 0.1768, "theta": -0.0097, "rho": -0.0763, "theo": 1.1213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.26, "last_trade_time": "2026-11-09T10:04:34", "percent_change": 0.0, "prev_day_close": 1.12000000476837}, {"option": "SPY271217C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4078, "open_interest": 5.0, "volume": 0.0, "delta": 0.993, "gamma": 0.0001, "vega": 0.1804, "theta": 0.0, "rho": 2.7923, "theo": 494.0534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 430.38, "last_trade_time": "2026-01-09T10:44:57", "percent_change": 0.0, "prev_day_close": 492.934997558594}, {"option": "SPY271217P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4703, "open_interest": 171.0, "volume": 8.0, "delta": -0.0084, "gamma": 0.0001, "vega": 0.1851, "theta": -0.0101, "rho": -0.0804, "theo": 1.1755, "change": -0.1, "open": 1.18, "high": 1.18, "low": 1.18, "tick": "down", "last_trade_price": 1.18, "last_trade_time": "2026-11-11T11:47:53", "percent_change": -7.8125, "prev_day_close": 1.16999995708466}, {"option": "SPY271217C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3858, "open_interest": 23.0, "volume": 0.0, "delta": 0.9926, "gamma": 0.0001, "vega": 0.1871, "theta": 0.0, "rho": 2.8401, "theo": 489.3799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 492.87, "last_trade_time": "2026-08-24T10:31:04", "percent_change": 0.0, "prev_day_close": 488.345001220703}, {"option": "SPY271217P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4661, "open_interest": 1184.0, "volume": 0.0, "delta": -0.0088, "gamma": 0.0001, "vega": 0.1936, "theta": -0.0105, "rho": -0.0844, "theo": 1.2313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.31, "last_trade_time": "2026-11-02T10:31:11", "percent_change": 0.0, "prev_day_close": 1.23000001907349}, {"option": "SPY271217C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3992, "open_interest": 6.0, "volume": 0.0, "delta": 0.9921, "gamma": 0.0001, "vega": 0.1934, "theta": 0.0, "rho": 2.888, "theo": 484.7024, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 462.5, "last_trade_time": "2026-06-09T15:14:35", "percent_change": 0.0, "prev_day_close": 483.759994506836}, {"option": "SPY271217P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4619, "open_interest": 45.0, "volume": 0.0, "delta": -0.0093, "gamma": 0.0001, "vega": 0.2023, "theta": -0.0108, "rho": -0.0886, "theo": 1.2893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.75, "last_trade_time": "2026-11-05T13:00:47", "percent_change": 0.0, "prev_day_close": 1.27999997138977}, {"option": "SPY271217C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4083, "open_interest": 32.0, "volume": 0.0, "delta": 0.9916, "gamma": 0.0001, "vega": 0.1992, "theta": 0.0, "rho": 2.9361, "theo": 480.0285, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 498.1, "last_trade_time": "2026-10-06T09:35:16", "percent_change": 0.0, "prev_day_close": 478.925003051758}, {"option": "SPY271217P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4571, "open_interest": 82.0, "volume": 0.0, "delta": -0.0098, "gamma": 0.0001, "vega": 0.2112, "theta": -0.0112, "rho": -0.093, "theo": 1.3483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.32, "last_trade_time": "2026-11-04T10:00:45", "percent_change": 0.0, "prev_day_close": 1.3400000333786}, {"option": "SPY271217C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3909, "open_interest": 2.0, "volume": 0.0, "delta": 0.9912, "gamma": 0.0001, "vega": 0.2045, "theta": 0.0, "rho": 2.9844, "theo": 475.358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 412.85, "last_trade_time": "2026-01-26T12:04:43", "percent_change": 0.0, "prev_day_close": 474.339996337891}, {"option": "SPY271217P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4527, "open_interest": 455.0, "volume": 0.0, "delta": -0.0103, "gamma": 0.0001, "vega": 0.2204, "theta": -0.0116, "rho": -0.0974, "theo": 1.4092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.61, "last_trade_time": "2026-11-10T09:34:05", "percent_change": 0.0, "prev_day_close": 1.39999997615814}, {"option": "SPY271217C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3989, "open_interest": 263.0, "volume": 0.0, "delta": 0.9907, "gamma": 0.0001, "vega": 0.2097, "theta": 0.0, "rho": 3.0329, "theo": 470.6829, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 483.0, "last_trade_time": "2026-10-02T10:15:26", "percent_change": 0.0, "prev_day_close": 469.755004882812}, {"option": "SPY271217P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4486, "open_interest": 930.0, "volume": 0.0, "delta": -0.0108, "gamma": 0.0001, "vega": 0.2297, "theta": -0.012, "rho": -0.102, "theo": 1.4718, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.95, "last_trade_time": "2026-11-06T09:30:12", "percent_change": 0.0, "prev_day_close": 1.46000003814697}, {"option": "SPY271217C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.404, "open_interest": 5.0, "volume": 0.0, "delta": 0.9902, "gamma": 0.0001, "vega": 0.2242, "theta": 0.0, "rho": 3.0817, "theo": 466.0109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 455.21, "last_trade_time": "2026-06-22T15:02:07", "percent_change": 0.0, "prev_day_close": 464.919998168945}, {"option": "SPY271217P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4443, "open_interest": 644.0, "volume": 0.0, "delta": -0.0113, "gamma": 0.0001, "vega": 0.2393, "theta": -0.0124, "rho": -0.1068, "theo": 1.5359, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.99, "last_trade_time": "2026-11-06T09:40:06", "percent_change": 0.0, "prev_day_close": 1.52999997138977}, {"option": "SPY271217C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3899, "open_interest": 26.0, "volume": 0.0, "delta": 0.9897, "gamma": 0.0001, "vega": 0.2403, "theta": 0.0, "rho": 3.1308, "theo": 461.3392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 397.45, "last_trade_time": "2026-02-02T09:40:24", "percent_change": 0.0, "prev_day_close": 460.339996337891}, {"option": "SPY271217P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4399, "open_interest": 185.0, "volume": 0.0, "delta": -0.0118, "gamma": 0.0001, "vega": 0.2493, "theta": -0.0128, "rho": -0.1118, "theo": 1.6021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.62, "last_trade_time": "2026-10-14T10:04:11", "percent_change": 0.0, "prev_day_close": 1.5900000333786}, {"option": "SPY271217C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3944, "open_interest": 11.0, "volume": 0.0, "delta": 0.9892, "gamma": 0.0001, "vega": 0.2567, "theta": 0.0, "rho": 3.1671, "theo": 456.6716, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 446.58, "last_trade_time": "2026-06-22T14:45:34", "percent_change": 0.0, "prev_day_close": 455.759994506836}, {"option": "SPY271217P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4358, "open_interest": 1637.0, "volume": 0.0, "delta": -0.0124, "gamma": 0.0001, "vega": 0.2596, "theta": -0.0132, "rho": -0.1169, "theo": 1.6697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.87, "last_trade_time": "2026-11-09T10:35:31", "percent_change": 0.0, "prev_day_close": 1.6599999666214}, {"option": "SPY271217C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.398, "open_interest": 12.0, "volume": 0.0, "delta": 0.9886, "gamma": 0.0001, "vega": 0.2665, "theta": 0.0, "rho": 3.2133, "theo": 452.0073, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 449.97, "last_trade_time": "2026-09-15T12:37:50", "percent_change": 0.0, "prev_day_close": 450.929992675781}, {"option": "SPY271217P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4317, "open_interest": 251.0, "volume": 0.0, "delta": -0.013, "gamma": 0.0001, "vega": 0.2702, "theta": -0.0136, "rho": -0.1221, "theo": 1.7397, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.06, "last_trade_time": "2026-11-09T09:34:20", "percent_change": 0.0, "prev_day_close": 1.73000001907349}, {"option": "SPY271217C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3856, "open_interest": 6.0, "volume": 0.0, "delta": 0.988, "gamma": 0.0001, "vega": 0.2762, "theta": 0.0, "rho": 3.2594, "theo": 447.35, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 455.5, "last_trade_time": "2026-09-03T09:30:21", "percent_change": 0.0, "prev_day_close": 446.350006103516}, {"option": "SPY271217P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4276, "open_interest": 1310.0, "volume": 0.0, "delta": -0.0136, "gamma": 0.0001, "vega": 0.2811, "theta": -0.014, "rho": -0.1278, "theo": 1.8116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.37, "last_trade_time": "2026-11-06T12:38:58", "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "SPY271217C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3882, "open_interest": 44.0, "volume": 0.0, "delta": 0.9874, "gamma": 0.0001, "vega": 0.2858, "theta": 0.0, "rho": 3.3055, "theo": 442.6891, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 458.01, "last_trade_time": "2026-10-07T11:11:02", "percent_change": 0.0, "prev_day_close": 441.770004272461}, {"option": "SPY271217P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4238, "open_interest": 160.0, "volume": 0.0, "delta": -0.0142, "gamma": 0.0001, "vega": 0.2923, "theta": -0.0144, "rho": -0.1334, "theo": 1.885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.42, "last_trade_time": "2026-11-05T14:46:01", "percent_change": 0.0, "prev_day_close": 1.87000000476837}, {"option": "SPY271217C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3899, "open_interest": 8.0, "volume": 0.0, "delta": 0.9868, "gamma": 0.0001, "vega": 0.295, "theta": 0.0, "rho": 3.3516, "theo": 438.0327, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 428.6, "last_trade_time": "2026-06-22T14:43:04", "percent_change": 0.0, "prev_day_close": 436.945007324219}, {"option": "SPY271217P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4198, "open_interest": 602.0, "volume": 0.0, "delta": -0.0149, "gamma": 0.0001, "vega": 0.3038, "theta": -0.0149, "rho": -0.1393, "theo": 1.9609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.07, "last_trade_time": "2026-10-27T11:17:35", "percent_change": 0.0, "prev_day_close": 1.95000004768372}, {"option": "SPY271217C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3909, "open_interest": 10.0, "volume": 0.0, "delta": 0.9861, "gamma": 0.0001, "vega": 0.3037, "theta": 0.0, "rho": 3.3977, "theo": 433.3807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 425.29, "last_trade_time": "2026-06-18T12:47:51", "percent_change": 0.0, "prev_day_close": 432.365005493164}, {"option": "SPY271217P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4156, "open_interest": 3615.0, "volume": 0.0, "delta": -0.0155, "gamma": 0.0001, "vega": 0.3154, "theta": -0.0153, "rho": -0.1451, "theo": 2.0392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.22, "last_trade_time": "2026-11-10T14:41:29", "percent_change": 0.0, "prev_day_close": 2.02999997138977}, {"option": "SPY271217C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3806, "open_interest": 11.0, "volume": 0.0, "delta": 0.9854, "gamma": 0.0001, "vega": 0.3119, "theta": 0.0, "rho": 3.444, "theo": 428.7246, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 352.81, "last_trade_time": "2026-03-10T12:49:32", "percent_change": 0.0, "prev_day_close": 427.794998168945}, {"option": "SPY271217P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4118, "open_interest": 4273.0, "volume": 0.0, "delta": -0.0162, "gamma": 0.0001, "vega": 0.3272, "theta": -0.0157, "rho": -0.1514, "theo": 2.1197, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.34, "last_trade_time": "2026-11-10T14:28:16", "percent_change": 0.0, "prev_day_close": 2.10999989509583}, {"option": "SPY271217C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3814, "open_interest": 366.0, "volume": 0.0, "delta": 0.9847, "gamma": 0.0001, "vega": 0.3195, "theta": 0.0, "rho": 3.4906, "theo": 424.0757, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 418.46, "last_trade_time": "2026-11-02T14:58:56", "percent_change": 0.0, "prev_day_close": 423.220001220703}, {"option": "SPY271217P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.408, "open_interest": 7770.0, "volume": 15.0, "delta": -0.0169, "gamma": 0.0001, "vega": 0.3394, "theta": -0.0162, "rho": -0.1579, "theo": 2.2025, "change": -0.15, "open": 2.23, "high": 2.24, "low": 2.23, "tick": "up", "last_trade_price": 2.24, "last_trade_time": "2026-11-11T10:40:05", "percent_change": -6.27615, "prev_day_close": 2.19000005722046}, {"option": "SPY271217C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3815, "open_interest": 100.0, "volume": 0.0, "delta": 0.984, "gamma": 0.0001, "vega": 0.3264, "theta": 0.0, "rho": 3.5375, "theo": 419.4221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 399.0, "last_trade_time": "2026-11-06T10:50:06", "percent_change": 0.0, "prev_day_close": 418.395004272461}, {"option": "SPY271217P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4042, "open_interest": 243.0, "volume": 0.0, "delta": -0.0177, "gamma": 0.0001, "vega": 0.3518, "theta": -0.0166, "rho": -0.1643, "theo": 2.2873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.27, "last_trade_time": "2026-10-16T10:29:38", "percent_change": 0.0, "prev_day_close": 2.27999997138977}, {"option": "SPY271217C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3724, "open_interest": 65.0, "volume": 0.0, "delta": 0.9833, "gamma": 0.0001, "vega": 0.3419, "theta": 0.0, "rho": 3.5847, "theo": 414.7755, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 414.28, "last_trade_time": "2026-10-30T10:59:04", "percent_change": 0.0, "prev_day_close": 413.824996948242}, {"option": "SPY271217P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4003, "open_interest": 6008.0, "volume": 0.0, "delta": -0.0184, "gamma": 0.0001, "vega": 0.3646, "theta": -0.0171, "rho": -0.171, "theo": 2.3744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.05, "last_trade_time": "2026-11-05T12:34:44", "percent_change": 0.0, "prev_day_close": 2.36500000953674}, {"option": "SPY271217C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3726, "open_interest": 14.0, "volume": 0.0, "delta": 0.9826, "gamma": 0.0001, "vega": 0.3619, "theta": 0.0, "rho": 3.6323, "theo": 410.1237, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 417.7, "last_trade_time": "2026-10-29T15:19:49", "percent_change": 0.0, "prev_day_close": 409.255004882812}, {"option": "SPY271217P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3966, "open_interest": 384.0, "volume": 0.0, "delta": -0.0192, "gamma": 0.0001, "vega": 0.3777, "theta": -0.0175, "rho": -0.1779, "theo": 2.4644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.77, "last_trade_time": "2026-11-09T11:59:01", "percent_change": 0.0, "prev_day_close": 2.46000003814697}, {"option": "SPY271217C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3722, "open_interest": 80.0, "volume": 0.0, "delta": 0.9818, "gamma": 0.0001, "vega": 0.3842, "theta": 0.0, "rho": 3.6802, "theo": 405.4754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 412.88, "last_trade_time": "2026-10-29T15:19:49", "percent_change": 0.0, "prev_day_close": 404.440002441406}, {"option": "SPY271217P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3928, "open_interest": 3724.0, "volume": 0.0, "delta": -0.02, "gamma": 0.0002, "vega": 0.3913, "theta": -0.018, "rho": -0.1854, "theo": 2.557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.88, "last_trade_time": "2026-11-09T10:47:34", "percent_change": 0.0, "prev_day_close": 2.54999995231628}, {"option": "SPY271217C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3715, "open_interest": 29.0, "volume": 0.0, "delta": 0.981, "gamma": 0.0002, "vega": 0.4007, "theta": 0.0, "rho": 3.7074, "theo": 400.8358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 404.95, "last_trade_time": "2026-10-26T10:10:14", "percent_change": 0.0, "prev_day_close": 399.869995117188}, {"option": "SPY271217P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3892, "open_interest": 425.0, "volume": 0.0, "delta": -0.0209, "gamma": 0.0002, "vega": 0.4056, "theta": -0.0185, "rho": -0.1932, "theo": 2.6524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.58, "last_trade_time": "2026-11-05T13:36:55", "percent_change": 0.0, "prev_day_close": 2.65000009536743}, {"option": "SPY271217C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.363, "open_interest": 22.0, "volume": 0.0, "delta": 0.9801, "gamma": 0.0002, "vega": 0.414, "theta": 0.0, "rho": 3.751, "theo": 396.2022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 415.07, "last_trade_time": "2026-10-12T16:06:06", "percent_change": 0.0, "prev_day_close": 395.304992675781}, {"option": "SPY271217P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3855, "open_interest": 4010.0, "volume": 0.0, "delta": -0.0218, "gamma": 0.0002, "vega": 0.4205, "theta": -0.019, "rho": -0.201, "theo": 2.7521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.63, "last_trade_time": "2026-11-05T15:22:36", "percent_change": 0.0, "prev_day_close": 2.74500000476837}, {"option": "SPY271217C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3623, "open_interest": 17.0, "volume": 0.0, "delta": 0.9792, "gamma": 0.0002, "vega": 0.4272, "theta": 0.0, "rho": 3.7945, "theo": 391.5713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 378.7, "last_trade_time": "2026-11-10T09:30:31", "percent_change": 0.0, "prev_day_close": 390.740005493164}, {"option": "SPY271217P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3818, "open_interest": 914.0, "volume": 0.0, "delta": -0.0227, "gamma": 0.0002, "vega": 0.4353, "theta": -0.0194, "rho": -0.2088, "theo": 2.8522, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.43, "last_trade_time": "2026-11-05T10:36:47", "percent_change": 0.0, "prev_day_close": 2.84999990463257}, {"option": "SPY271217C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3613, "open_interest": 32.0, "volume": 0.0, "delta": 0.9783, "gamma": 0.0002, "vega": 0.4401, "theta": 0.0, "rho": 3.8378, "theo": 386.9469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 393.51, "last_trade_time": "2026-11-04T13:53:46", "percent_change": 0.0, "prev_day_close": 385.929992675781}, {"option": "SPY271217P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3782, "open_interest": 284.0, "volume": 0.0, "delta": -0.0236, "gamma": 0.0002, "vega": 0.4506, "theta": -0.0199, "rho": -0.2174, "theo": 2.9563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.35, "last_trade_time": "2026-11-09T11:41:51", "percent_change": 0.0, "prev_day_close": 2.95500004291534}, {"option": "SPY271217C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3604, "open_interest": 16.0, "volume": 0.0, "delta": 0.9773, "gamma": 0.0002, "vega": 0.4526, "theta": 0.0, "rho": 3.8812, "theo": 382.3218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 398.22, "last_trade_time": "2026-10-07T11:26:54", "percent_change": 0.0, "prev_day_close": 381.369995117188}, {"option": "SPY271217P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3747, "open_interest": 185.0, "volume": 0.0, "delta": -0.0246, "gamma": 0.0002, "vega": 0.4664, "theta": -0.0204, "rho": -0.2257, "theo": 3.0646, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.93, "last_trade_time": "2026-11-06T09:39:03", "percent_change": 0.0, "prev_day_close": 3.06499993801117}, {"option": "SPY271217C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3525, "open_interest": 243.0, "volume": 0.0, "delta": 0.9763, "gamma": 0.0002, "vega": 0.4644, "theta": 0.0, "rho": 3.9247, "theo": 377.6994, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 364.39, "last_trade_time": "2026-11-10T12:16:56", "percent_change": 0.0, "prev_day_close": 376.809997558594}, {"option": "SPY271217P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3711, "open_interest": 10093.0, "volume": 0.0, "delta": -0.0257, "gamma": 0.0002, "vega": 0.4826, "theta": -0.021, "rho": -0.2347, "theo": 3.1797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.46, "last_trade_time": "2026-11-10T15:44:09", "percent_change": 0.0, "prev_day_close": 3.17500007152557}, {"option": "SPY271217C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3513, "open_interest": 67.0, "volume": 0.0, "delta": 0.9753, "gamma": 0.0002, "vega": 0.4754, "theta": 0.0, "rho": 3.9685, "theo": 373.0796, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 387.0, "last_trade_time": "2026-10-08T14:52:44", "percent_change": 0.0, "prev_day_close": 372.255004882812}, {"option": "SPY271217P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3676, "open_interest": 545.0, "volume": 0.0, "delta": -0.0267, "gamma": 0.0002, "vega": 0.4984, "theta": -0.0215, "rho": -0.2439, "theo": 3.2925, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.73, "last_trade_time": "2026-11-03T09:58:10", "percent_change": 0.0, "prev_day_close": 3.29499995708466}, {"option": "SPY271217C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3498, "open_interest": 66.0, "volume": 0.0, "delta": 0.9743, "gamma": 0.0002, "vega": 0.4855, "theta": 0.0, "rho": 4.0127, "theo": 368.4582, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 378.3, "last_trade_time": "2026-09-04T14:20:29", "percent_change": 0.0, "prev_day_close": 367.449996948242}, {"option": "SPY271217P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3642, "open_interest": 5852.0, "volume": 0.0, "delta": -0.0278, "gamma": 0.0002, "vega": 0.5148, "theta": -0.022, "rho": -0.2536, "theo": 3.4116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.77, "last_trade_time": "2026-11-09T15:11:43", "percent_change": 0.0, "prev_day_close": 3.41500008106232}, {"option": "SPY271217C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3479, "open_interest": 16.0, "volume": 0.0, "delta": 0.9732, "gamma": 0.0002, "vega": 0.4984, "theta": 0.0, "rho": 4.0573, "theo": 363.8429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 358.87, "last_trade_time": "2026-11-03T12:33:44", "percent_change": 0.0, "prev_day_close": 362.895004272461}, {"option": "SPY271217P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3607, "open_interest": 1031.0, "volume": 50.0, "delta": -0.029, "gamma": 0.0002, "vega": 0.532, "theta": -0.0226, "rho": -0.2637, "theo": 3.5377, "change": -0.345, "open": 3.53, "high": 3.53, "low": 3.53, "tick": "no_change", "last_trade_price": 3.53, "last_trade_time": "2026-11-11T12:43:01", "percent_change": -8.90323, "prev_day_close": 3.5349999666214}, {"option": "SPY271217C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3409, "open_interest": 44.0, "volume": 0.0, "delta": 0.9721, "gamma": 0.0002, "vega": 0.5238, "theta": 0.0, "rho": 4.1025, "theo": 359.2296, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 374.98, "last_trade_time": "2026-08-04T15:17:57", "percent_change": 0.0, "prev_day_close": 358.339996337891}, {"option": "SPY271217P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3573, "open_interest": 966.0, "volume": 46.0, "delta": -0.0301, "gamma": 0.0002, "vega": 0.5496, "theta": -0.0231, "rho": -0.2736, "theo": 3.6615, "change": -0.235, "open": 3.78, "high": 3.78, "low": 3.78, "tick": "no_change", "last_trade_price": 3.78, "last_trade_time": "2026-11-11T10:24:02", "percent_change": -5.85305, "prev_day_close": 3.66500008106232}, {"option": "SPY271217C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3393, "open_interest": 28.0, "volume": 0.0, "delta": 0.971, "gamma": 0.0002, "vega": 0.5519, "theta": 0.0, "rho": 4.1483, "theo": 354.6178, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 363.44, "last_trade_time": "2026-10-29T12:14:34", "percent_change": 0.0, "prev_day_close": 353.794998168945}, {"option": "SPY271217P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.354, "open_interest": 1224.0, "volume": 10.0, "delta": -0.0313, "gamma": 0.0002, "vega": 0.5684, "theta": -0.0236, "rho": -0.2846, "theo": 3.7924, "change": -0.31, "open": 3.85, "high": 3.86, "low": 3.85, "tick": "no_change", "last_trade_price": 3.85, "last_trade_time": "2026-11-11T11:42:31", "percent_change": -7.45192, "prev_day_close": 3.79999995231628}, {"option": "SPY271217C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3375, "open_interest": 23.0, "volume": 0.0, "delta": 0.9698, "gamma": 0.0002, "vega": 0.5798, "theta": 0.0, "rho": 4.168, "theo": 350.0108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 353.52, "last_trade_time": "2026-10-22T13:26:13", "percent_change": 0.0, "prev_day_close": 349.244995117188}, {"option": "SPY271217P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3506, "open_interest": 906.0, "volume": 0.0, "delta": -0.0326, "gamma": 0.0003, "vega": 0.5876, "theta": -0.0242, "rho": -0.2949, "theo": 3.9283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.48, "last_trade_time": "2026-11-09T10:49:26", "percent_change": 0.0, "prev_day_close": 3.93500006198883}, {"option": "SPY271217C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3357, "open_interest": 13.0, "volume": 0.0, "delta": 0.9685, "gamma": 0.0003, "vega": 0.5979, "theta": 0.0, "rho": 4.2077, "theo": 345.4183, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 359.94, "last_trade_time": "2026-08-06T10:23:10", "percent_change": 0.0, "prev_day_close": 344.449996948242}, {"option": "SPY271217P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3474, "open_interest": 139.0, "volume": 0.0, "delta": -0.0339, "gamma": 0.0003, "vega": 0.6077, "theta": -0.0248, "rho": -0.3063, "theo": 4.0732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.84, "last_trade_time": "2026-11-05T11:32:50", "percent_change": 0.0, "prev_day_close": 4.07999992370606}, {"option": "SPY271217C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3334, "open_interest": 20.0, "volume": 0.0, "delta": 0.9672, "gamma": 0.0003, "vega": 0.616, "theta": 0.0, "rho": 4.2472, "theo": 340.8303, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 351.38, "last_trade_time": "2026-10-29T10:14:51", "percent_change": 0.0, "prev_day_close": 339.904998779297}, {"option": "SPY271217P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.344, "open_interest": 1951.0, "volume": 85.0, "delta": -0.0353, "gamma": 0.0003, "vega": 0.6278, "theta": -0.0254, "rho": -0.3179, "theo": 4.2192, "change": -0.38, "open": 4.25, "high": 4.25, "low": 4.25, "tick": "down", "last_trade_price": 4.25, "last_trade_time": "2026-11-11T12:26:26", "percent_change": -8.20734, "prev_day_close": 4.22499990463257}, {"option": "SPY271217C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3272, "open_interest": 40.0, "volume": 0.0, "delta": 0.9658, "gamma": 0.0003, "vega": 0.6338, "theta": 0.0, "rho": 4.2864, "theo": 336.247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 345.01, "last_trade_time": "2026-09-23T15:12:09", "percent_change": 0.0, "prev_day_close": 335.365005493164}, {"option": "SPY271217P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3408, "open_interest": 767.0, "volume": 0.0, "delta": -0.0367, "gamma": 0.0003, "vega": 0.6485, "theta": -0.026, "rho": -0.3304, "theo": 4.3704, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.23, "last_trade_time": "2026-10-30T14:40:27", "percent_change": 0.0, "prev_day_close": 4.38000011444092}, {"option": "SPY271217C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3254, "open_interest": 327.0, "volume": 5.0, "delta": 0.9644, "gamma": 0.0003, "vega": 0.651, "theta": 0.0, "rho": 4.3256, "theo": 331.6684, "change": 9.555, "open": 328.0, "high": 330.0, "low": 326.01, "tick": "up", "last_trade_price": 330.0, "last_trade_time": "2026-11-11T15:54:51", "percent_change": 2.98179, "prev_day_close": 331.580001831055}, {"option": "SPY271217P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3375, "open_interest": 10729.0, "volume": 132.0, "delta": -0.0382, "gamma": 0.0003, "vega": 0.6695, "theta": -0.0266, "rho": -0.3423, "theo": 4.5271, "change": -0.44, "open": 4.68, "high": 4.68, "low": 4.54, "tick": "down", "last_trade_price": 4.54, "last_trade_time": "2026-11-11T12:26:49", "percent_change": -8.83534, "prev_day_close": 4.53000020980835}, {"option": "SPY271217C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3232, "open_interest": 20.0, "volume": 0.0, "delta": 0.9629, "gamma": 0.0003, "vega": 0.6674, "theta": 0.0, "rho": 4.3649, "theo": 327.0944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 344.27, "last_trade_time": "2026-10-08T10:13:51", "percent_change": 0.0, "prev_day_close": 326.289993286133}, {"option": "SPY271217P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3344, "open_interest": 7306.0, "volume": 0.0, "delta": -0.0397, "gamma": 0.0003, "vega": 0.6902, "theta": -0.0272, "rho": -0.3557, "theo": 4.6846, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.35, "last_trade_time": "2026-11-09T11:41:54", "percent_change": 0.0, "prev_day_close": 4.6949999332428}, {"option": "SPY271217C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3209, "open_interest": 26.0, "volume": 0.0, "delta": 0.9613, "gamma": 0.0003, "vega": 0.6827, "theta": 0.0, "rho": 4.4045, "theo": 322.5248, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 328.95, "last_trade_time": "2026-09-11T14:52:46", "percent_change": 0.0, "prev_day_close": 321.759994506836}, {"option": "SPY271217P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3312, "open_interest": 10457.0, "volume": 0.0, "delta": -0.0413, "gamma": 0.0003, "vega": 0.7115, "theta": -0.0278, "rho": -0.3694, "theo": 4.8524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.63, "last_trade_time": "2026-11-09T09:55:29", "percent_change": 0.0, "prev_day_close": 4.8600001335144}, {"option": "SPY271217C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3186, "open_interest": 40.0, "volume": 0.0, "delta": 0.9598, "gamma": 0.0003, "vega": 0.6968, "theta": 0.0, "rho": 4.4447, "theo": 317.9595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 311.26, "last_trade_time": "2026-06-30T14:34:38", "percent_change": 0.0, "prev_day_close": 316.979995727539}, {"option": "SPY271217P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3281, "open_interest": 1009.0, "volume": 0.0, "delta": -0.0429, "gamma": 0.0004, "vega": 0.7336, "theta": -0.0285, "rho": -0.3839, "theo": 5.0258, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.62, "last_trade_time": "2026-11-06T15:41:57", "percent_change": 0.0, "prev_day_close": 5.03500008583069}, {"option": "SPY271217C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3162, "open_interest": 38.0, "volume": 0.0, "delta": 0.9581, "gamma": 0.0004, "vega": 0.7135, "theta": 0.0, "rho": 4.4857, "theo": 313.3981, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 331.4, "last_trade_time": "2026-10-13T10:22:30", "percent_change": 0.0, "prev_day_close": 312.449996948242}, {"option": "SPY271217P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3249, "open_interest": 761.0, "volume": 0.0, "delta": -0.0447, "gamma": 0.0004, "vega": 0.7578, "theta": -0.0291, "rho": -0.3992, "theo": 5.2096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.85, "last_trade_time": "2026-11-09T14:19:14", "percent_change": 0.0, "prev_day_close": 5.21499991416931}, {"option": "SPY271217C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3133, "open_interest": 34.0, "volume": 0.0, "delta": 0.9565, "gamma": 0.0004, "vega": 0.7471, "theta": 0.0, "rho": 4.5276, "theo": 308.84, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 312.51, "last_trade_time": "2026-11-04T11:30:21", "percent_change": 0.0, "prev_day_close": 307.925003051758}, {"option": "SPY271217P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3219, "open_interest": 977.0, "volume": 0.0, "delta": -0.0464, "gamma": 0.0004, "vega": 0.7822, "theta": -0.0298, "rho": -0.4127, "theo": 5.3914, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.96, "last_trade_time": "2026-11-09T15:30:25", "percent_change": 0.0, "prev_day_close": 5.40499997138977}, {"option": "SPY271217C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3079, "open_interest": 102.0, "volume": 0.0, "delta": 0.9547, "gamma": 0.0004, "vega": 0.7849, "theta": 0.0, "rho": 4.5704, "theo": 304.2848, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 307.82, "last_trade_time": "2026-10-23T11:02:23", "percent_change": 0.0, "prev_day_close": 303.404998779297}, {"option": "SPY271217P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3189, "open_interest": 4823.0, "volume": 0.0, "delta": -0.0483, "gamma": 0.0004, "vega": 0.8072, "theta": -0.0304, "rho": -0.428, "theo": 5.5859, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.43, "last_trade_time": "2026-11-09T10:38:03", "percent_change": 0.0, "prev_day_close": 5.59500002861023}, {"option": "SPY271217C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3056, "open_interest": 42.0, "volume": 0.0, "delta": 0.9529, "gamma": 0.0004, "vega": 0.8192, "theta": 0.0, "rho": 4.5761, "theo": 299.74, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 272.59, "last_trade_time": "2026-11-05T16:02:01", "percent_change": 0.0, "prev_day_close": 298.889999389648}, {"option": "SPY271217P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3158, "open_interest": 538.0, "volume": 9.0, "delta": -0.0502, "gamma": 0.0004, "vega": 0.8327, "theta": -0.0311, "rho": -0.4435, "theo": 5.787, "change": -0.6, "open": 5.79, "high": 5.79, "low": 5.78, "tick": "down", "last_trade_price": 5.78, "last_trade_time": "2026-11-11T15:45:35", "percent_change": -9.40439, "prev_day_close": 5.78999996185303}, {"option": "SPY271217C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3033, "open_interest": 64.0, "volume": 0.0, "delta": 0.951, "gamma": 0.0004, "vega": 0.8433, "theta": 0.0, "rho": 4.61, "theo": 295.2127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 284.35, "last_trade_time": "2026-11-10T15:32:00", "percent_change": 0.0, "prev_day_close": 294.375}, {"option": "SPY271217P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3128, "open_interest": 568.0, "volume": 0.0, "delta": -0.0522, "gamma": 0.0004, "vega": 0.8591, "theta": -0.0318, "rho": -0.4602, "theo": 5.9964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.06, "last_trade_time": "2026-11-10T10:51:54", "percent_change": 0.0, "prev_day_close": 6.0}, {"option": "SPY271217C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.301, "open_interest": 20.0, "volume": 0.0, "delta": 0.949, "gamma": 0.0004, "vega": 0.8673, "theta": 0.0, "rho": 4.6433, "theo": 290.6926, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 308.2, "last_trade_time": "2026-08-17T11:01:42", "percent_change": 0.0, "prev_day_close": 289.865005493164}, {"option": "SPY271217P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3098, "open_interest": 1570.0, "volume": 4.0, "delta": -0.0543, "gamma": 0.0004, "vega": 0.8856, "theta": -0.0325, "rho": -0.4774, "theo": 6.2124, "change": -0.68, "open": 6.18, "high": 6.18, "low": 6.18, "tick": "down", "last_trade_price": 6.18, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -9.91253, "prev_day_close": 6.21499991416931}, {"option": "SPY271217C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2985, "open_interest": 770.0, "volume": 4.0, "delta": 0.9469, "gamma": 0.0004, "vega": 0.8907, "theta": 0.0, "rho": 4.6765, "theo": 286.1797, "change": 9.175, "open": 281.91, "high": 284.5, "low": 281.91, "tick": "up", "last_trade_price": 284.5, "last_trade_time": "2026-11-11T11:25:08", "percent_change": 3.33243, "prev_day_close": 285.360000610352}, {"option": "SPY271217P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3069, "open_interest": 17284.0, "volume": 4.0, "delta": -0.0564, "gamma": 0.0005, "vega": 0.9125, "theta": -0.0332, "rho": -0.4947, "theo": 6.4374, "change": -0.605, "open": 6.68, "high": 6.68, "low": 6.5, "tick": "down", "last_trade_price": 6.5, "last_trade_time": "2026-11-11T12:14:33", "percent_change": -8.51513, "prev_day_close": 6.43499994277954}, {"option": "SPY271217C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2959, "open_interest": 354.0, "volume": 0.0, "delta": 0.9448, "gamma": 0.0005, "vega": 0.9131, "theta": 0.0, "rho": 4.7096, "theo": 281.6741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 271.79, "last_trade_time": "2026-11-09T11:09:16", "percent_change": 0.0, "prev_day_close": 280.854995727539}, {"option": "SPY271217P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3041, "open_interest": 830.0, "volume": 0.0, "delta": -0.0587, "gamma": 0.0005, "vega": 0.9396, "theta": -0.034, "rho": -0.5142, "theo": 6.6706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.35, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 6.66999983787537}, {"option": "SPY271217C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2932, "open_interest": 540.0, "volume": 0.0, "delta": 0.9426, "gamma": 0.0005, "vega": 0.9342, "theta": 0.0, "rho": 4.7432, "theo": 277.1755, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 272.67, "last_trade_time": "2026-11-03T12:33:03", "percent_change": 0.0, "prev_day_close": 276.360000610352}, {"option": "SPY271217P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3012, "open_interest": 2231.0, "volume": 0.0, "delta": -0.061, "gamma": 0.0005, "vega": 0.9674, "theta": -0.0347, "rho": -0.5345, "theo": 6.9123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.63, "last_trade_time": "2026-11-10T14:59:16", "percent_change": 0.0, "prev_day_close": 6.91000008583069}, {"option": "SPY271217C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2907, "open_interest": 137.0, "volume": 0.0, "delta": 0.9402, "gamma": 0.0005, "vega": 0.9534, "theta": 0.0, "rho": 4.7776, "theo": 272.6836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 249.4, "last_trade_time": "2026-11-05T15:23:48", "percent_change": 0.0, "prev_day_close": 271.865005493164}, {"option": "SPY271217P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2983, "open_interest": 5640.0, "volume": 0.0, "delta": -0.0635, "gamma": 0.0005, "vega": 0.998, "theta": -0.0355, "rho": -0.5557, "theo": 7.1641, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.7, "last_trade_time": "2026-11-06T12:53:56", "percent_change": 0.0, "prev_day_close": 7.16000008583069}, {"option": "SPY271217C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.288, "open_interest": 243.0, "volume": 0.0, "delta": 0.9379, "gamma": 0.0005, "vega": 0.9706, "theta": 0.0, "rho": 4.8131, "theo": 268.1978, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 245.57, "last_trade_time": "2026-11-05T14:40:39", "percent_change": 0.0, "prev_day_close": 267.375}, {"option": "SPY271217P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2955, "open_interest": 2243.0, "volume": 1.0, "delta": -0.066, "gamma": 0.0006, "vega": 1.0297, "theta": -0.0362, "rho": -0.575, "theo": 7.4274, "change": -0.82, "open": 7.37, "high": 7.37, "low": 7.37, "tick": "down", "last_trade_price": 7.37, "last_trade_time": "2026-11-11T13:32:31", "percent_change": -10.0122, "prev_day_close": 7.41499996185303}, {"option": "SPY271217C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2853, "open_interest": 409.0, "volume": 0.0, "delta": 0.9354, "gamma": 0.0006, "vega": 1.0113, "theta": -0.0009, "rho": 4.85, "theo": 263.7173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 284.56, "last_trade_time": "2026-10-06T15:33:08", "percent_change": 0.0, "prev_day_close": 262.889999389648}, {"option": "SPY271217P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2927, "open_interest": 2120.0, "volume": 0.0, "delta": -0.0685, "gamma": 0.0006, "vega": 1.0607, "theta": -0.037, "rho": -0.5954, "theo": 7.6926, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.99, "last_trade_time": "2026-11-10T12:01:55", "percent_change": 0.0, "prev_day_close": 7.6800000667572}, {"option": "SPY271217C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2826, "open_interest": 551.0, "volume": 0.0, "delta": 0.9329, "gamma": 0.0006, "vega": 1.0599, "theta": -0.0023, "rho": 4.8884, "theo": 259.249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 239.64, "last_trade_time": "2026-11-05T12:25:51", "percent_change": 0.0, "prev_day_close": 258.410003662109}, {"option": "SPY271217P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2899, "open_interest": 7529.0, "volume": 0.0, "delta": -0.0713, "gamma": 0.0006, "vega": 1.0923, "theta": -0.0378, "rho": -0.6154, "theo": 7.9738, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 9.19, "last_trade_time": "2026-11-09T11:37:30", "percent_change": 0.0, "prev_day_close": 7.95999979972839}, {"option": "SPY271217C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.28, "open_interest": 314.0, "volume": 0.0, "delta": 0.9303, "gamma": 0.0006, "vega": 1.1035, "theta": -0.0037, "rho": 4.8781, "theo": 254.7798, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 233.12, "last_trade_time": "2026-11-05T12:45:20", "percent_change": 0.0, "prev_day_close": 253.934997558594}, {"option": "SPY271217P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2872, "open_interest": 1254.0, "volume": 0.0, "delta": -0.0741, "gamma": 0.0006, "vega": 1.1248, "theta": -0.0386, "rho": -0.638, "theo": 8.2674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.21, "last_trade_time": "2026-11-09T13:46:51", "percent_change": 0.0, "prev_day_close": 8.25}, {"option": "SPY271217C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2774, "open_interest": 1010.0, "volume": 0.0, "delta": 0.9275, "gamma": 0.0006, "vega": 1.1341, "theta": -0.005, "rho": 4.904, "theo": 250.3418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 231.07, "last_trade_time": "2026-11-06T09:56:22", "percent_change": 0.0, "prev_day_close": 249.464996337891}, {"option": "SPY271217P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2844, "open_interest": 4075.0, "volume": 1.0, "delta": -0.077, "gamma": 0.0006, "vega": 1.1575, "theta": -0.0394, "rho": -0.6614, "theo": 8.5688, "change": -0.88, "open": 8.58, "high": 8.58, "low": 8.58, "tick": "down", "last_trade_price": 8.58, "last_trade_time": "2026-11-11T12:45:53", "percent_change": -9.30232, "prev_day_close": 8.55000019073486}, {"option": "SPY271217C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.277, "open_interest": 246.0, "volume": 0.0, "delta": 0.9246, "gamma": 0.0006, "vega": 1.1645, "theta": -0.0064, "rho": 4.9292, "theo": 245.9143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 224.0, "last_trade_time": "2026-11-05T13:54:17", "percent_change": 0.0, "prev_day_close": 245.0}, {"option": "SPY271217P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2817, "open_interest": 7405.0, "volume": 0.0, "delta": -0.0801, "gamma": 0.0007, "vega": 1.1905, "theta": -0.0402, "rho": -0.6871, "theo": 8.8857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.22, "last_trade_time": "2026-11-10T11:33:30", "percent_change": 0.0, "prev_day_close": 8.8600001335144}, {"option": "SPY271217C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2741, "open_interest": 814.0, "volume": 0.0, "delta": 0.9216, "gamma": 0.0007, "vega": 1.1939, "theta": -0.0078, "rho": 4.9541, "theo": 241.4972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 220.0, "last_trade_time": "2026-11-06T15:36:44", "percent_change": 0.0, "prev_day_close": 240.790000915527}, {"option": "SPY271217P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2791, "open_interest": 8972.0, "volume": 14.0, "delta": -0.0833, "gamma": 0.0007, "vega": 1.224, "theta": -0.041, "rho": -0.7143, "theo": 9.215, "change": -0.99, "open": 9.36, "high": 9.64, "low": 9.03, "tick": "down", "last_trade_price": 9.18, "last_trade_time": "2026-11-11T16:06:10", "percent_change": -9.73451, "prev_day_close": 9.17999982833862}, {"option": "SPY271217C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2712, "open_interest": 579.0, "volume": 0.0, "delta": 0.9185, "gamma": 0.0007, "vega": 1.2218, "theta": -0.0092, "rho": 4.9794, "theo": 237.0904, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 218.04, "last_trade_time": "2026-11-05T12:30:51", "percent_change": 0.0, "prev_day_close": 236.339996337891}, {"option": "SPY271217P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2764, "open_interest": 2079.0, "volume": 0.0, "delta": -0.0865, "gamma": 0.0007, "vega": 1.2596, "theta": -0.0418, "rho": -0.7418, "theo": 9.5462, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.92, "last_trade_time": "2026-11-09T11:26:40", "percent_change": 0.0, "prev_day_close": 9.51999998092651}, {"option": "SPY271217C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2683, "open_interest": 1106.0, "volume": 0.0, "delta": 0.9152, "gamma": 0.0007, "vega": 1.2474, "theta": -0.0106, "rho": 5.0055, "theo": 232.6936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.0, "last_trade_time": "2026-11-10T09:30:02", "percent_change": 0.0, "prev_day_close": 231.894996643066}, {"option": "SPY271217P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2738, "open_interest": 1033.0, "volume": 0.0, "delta": -0.09, "gamma": 0.0008, "vega": 1.2988, "theta": -0.0427, "rho": -0.7668, "theo": 9.902, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.93, "last_trade_time": "2026-11-10T15:39:39", "percent_change": 0.0, "prev_day_close": 9.86499977111816}, {"option": "SPY271217C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2654, "open_interest": 1349.0, "volume": 0.0, "delta": 0.9119, "gamma": 0.0008, "vega": 1.2704, "theta": -0.012, "rho": 5.0332, "theo": 228.3059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 221.4, "last_trade_time": "2026-11-09T15:53:44", "percent_change": 0.0, "prev_day_close": 227.455001831055}, {"option": "SPY271217P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2712, "open_interest": 1626.0, "volume": 6.0, "delta": -0.0935, "gamma": 0.0008, "vega": 1.3363, "theta": -0.0435, "rho": -0.7925, "theo": 10.2608, "change": -0.765, "open": 10.68, "high": 10.68, "low": 10.58, "tick": "down", "last_trade_price": 10.58, "last_trade_time": "2026-11-11T10:26:22", "percent_change": -6.74306, "prev_day_close": 10.2350001335144}, {"option": "SPY271217C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2645, "open_interest": 625.0, "volume": 0.0, "delta": 0.9085, "gamma": 0.0008, "vega": 1.3041, "theta": -0.0134, "rho": 5.0629, "theo": 223.9264, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 212.5, "last_trade_time": "2026-11-10T12:20:31", "percent_change": 0.0, "prev_day_close": 223.019996643066}, {"option": "SPY271217P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2686, "open_interest": 1867.0, "volume": 29.0, "delta": -0.0972, "gamma": 0.0008, "vega": 1.3741, "theta": -0.0444, "rho": -0.8218, "theo": 10.6403, "change": -1.175, "open": 10.92, "high": 10.92, "low": 10.56, "tick": "down", "last_trade_price": 10.59, "last_trade_time": "2026-11-11T15:34:13", "percent_change": -9.98725, "prev_day_close": 10.6050000190735}, {"option": "SPY271217C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2616, "open_interest": 545.0, "volume": 0.0, "delta": 0.905, "gamma": 0.0008, "vega": 1.3612, "theta": -0.0148, "rho": 5.0952, "theo": 219.5536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 198.02, "last_trade_time": "2026-11-06T14:23:35", "percent_change": 0.0, "prev_day_close": 218.845001220703}, {"option": "SPY271217P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 3369.0, "volume": 5.0, "delta": -0.101, "gamma": 0.0009, "vega": 1.4124, "theta": -0.0453, "rho": -0.8503, "theo": 11.0414, "change": -1.12, "open": 11.1, "high": 11.1, "low": 11.1, "tick": "down", "last_trade_price": 11.1, "last_trade_time": "2026-11-11T12:14:55", "percent_change": -9.16531, "prev_day_close": 10.9949998855591}, {"option": "SPY271217C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2587, "open_interest": 747.0, "volume": 0.0, "delta": 0.9013, "gamma": 0.0008, "vega": 1.4202, "theta": -0.0162, "rho": 5.0691, "theo": 215.1932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 202.5, "last_trade_time": "2026-11-10T15:36:02", "percent_change": 0.0, "prev_day_close": 214.425003051758}, {"option": "SPY271217P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2635, "open_interest": 3021.0, "volume": 5.0, "delta": -0.105, "gamma": 0.0009, "vega": 1.4504, "theta": -0.0462, "rho": -0.8804, "theo": 11.4459, "change": -1.02, "open": 11.65, "high": 11.65, "low": 11.65, "tick": "no_change", "last_trade_price": 11.65, "last_trade_time": "2026-11-11T11:29:15", "percent_change": -8.05051, "prev_day_close": 11.4049997329712}, {"option": "SPY271217C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2577, "open_interest": 676.0, "volume": 0.0, "delta": 0.8974, "gamma": 0.0009, "vega": 1.4573, "theta": -0.0176, "rho": 5.0848, "theo": 210.8687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 200.83, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 210.014999389648}, {"option": "SPY271217P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2609, "open_interest": 2636.0, "volume": 2.0, "delta": -0.1092, "gamma": 0.0009, "vega": 1.4889, "theta": -0.0471, "rho": -0.9139, "theo": 11.8752, "change": -1.0, "open": 12.15, "high": 12.15, "low": 12.15, "tick": "down", "last_trade_price": 12.15, "last_trade_time": "2026-11-11T10:50:02", "percent_change": -7.60456, "prev_day_close": 11.8249998092651}, {"option": "SPY271217C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2546, "open_interest": 1258.0, "volume": 2.0, "delta": 0.8934, "gamma": 0.0009, "vega": 1.4939, "theta": -0.0191, "rho": 5.0998, "theo": 206.5587, "change": 7.6, "open": 204.0, "high": 204.0, "low": 204.0, "tick": "up", "last_trade_price": 204.0, "last_trade_time": "2026-11-11T10:49:00", "percent_change": 3.86965, "prev_day_close": 205.860000610352}, {"option": "SPY271217P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2584, "open_interest": 2082.0, "volume": 0.0, "delta": -0.1134, "gamma": 0.001, "vega": 1.5283, "theta": -0.0479, "rho": -0.9474, "theo": 12.3089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.51, "last_trade_time": "2026-11-09T15:48:43", "percent_change": 0.0, "prev_day_close": 12.2699999809265}, {"option": "SPY271217C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2515, "open_interest": 2689.0, "volume": 0.0, "delta": 0.8892, "gamma": 0.0009, "vega": 1.5292, "theta": -0.0205, "rho": 5.1143, "theo": 202.2632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 194.3, "last_trade_time": "2026-11-09T14:36:13", "percent_change": 0.0, "prev_day_close": 201.464996337891}, {"option": "SPY271217P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.256, "open_interest": 1452.0, "volume": 1.0, "delta": -0.1179, "gamma": 0.001, "vega": 1.5706, "theta": -0.0488, "rho": -0.9811, "theo": 12.7696, "change": -1.18, "open": 12.99, "high": 12.99, "low": 12.99, "tick": "down", "last_trade_price": 12.99, "last_trade_time": "2026-11-11T09:33:31", "percent_change": -8.32745, "prev_day_close": 12.7300000190735}, {"option": "SPY271217C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2501, "open_interest": 3162.0, "volume": 0.0, "delta": 0.8849, "gamma": 0.001, "vega": 1.5623, "theta": -0.0219, "rho": 5.1295, "theo": 197.982, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 186.39, "last_trade_time": "2026-11-10T10:55:17", "percent_change": 0.0, "prev_day_close": 197.324996948242}, {"option": "SPY271217P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2534, "open_interest": 8933.0, "volume": 107.0, "delta": -0.1225, "gamma": 0.001, "vega": 1.6161, "theta": -0.0497, "rho": -1.0147, "theo": 13.24, "change": -1.46, "open": 13.48, "high": 13.75, "low": 13.12, "tick": "up", "last_trade_price": 13.23, "last_trade_time": "2026-11-11T15:59:26", "percent_change": -9.93873, "prev_day_close": 13.1999998092651}, {"option": "SPY271217C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.247, "open_interest": 1874.0, "volume": 0.0, "delta": 0.8805, "gamma": 0.001, "vega": 1.5924, "theta": -0.0233, "rho": 5.1462, "theo": 193.7144, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 180.89, "last_trade_time": "2026-11-10T13:22:39", "percent_change": 0.0, "prev_day_close": 192.949996948242}, {"option": "SPY271217P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.251, "open_interest": 2114.0, "volume": 64.0, "delta": -0.1273, "gamma": 0.0011, "vega": 1.6598, "theta": -0.0506, "rho": -1.0508, "theo": 13.7303, "change": -1.175, "open": 14.09, "high": 14.09, "low": 14.08, "tick": "no_change", "last_trade_price": 14.08, "last_trade_time": "2026-11-11T11:17:41", "percent_change": -7.70239, "prev_day_close": 13.6999998092651}, {"option": "SPY271217C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2455, "open_interest": 1627.0, "volume": 1.0, "delta": 0.8759, "gamma": 0.001, "vega": 1.6189, "theta": -0.0247, "rho": 5.1656, "theo": 189.4591, "change": 10.37, "open": 189.85, "high": 189.85, "low": 189.85, "tick": "up", "last_trade_price": 189.85, "last_trade_time": "2026-11-11T12:46:56", "percent_change": 5.7778, "prev_day_close": 188.580001831055}, {"option": "SPY271217P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2486, "open_interest": 3036.0, "volume": 99.0, "delta": -0.1323, "gamma": 0.0011, "vega": 1.7042, "theta": -0.0515, "rho": -1.0871, "theo": 14.2474, "change": -1.715, "open": 14.15, "high": 14.17, "low": 14.12, "tick": "down", "last_trade_price": 14.12, "last_trade_time": "2026-11-11T15:38:19", "percent_change": -10.8304, "prev_day_close": 14.2150001525879}, {"option": "SPY271217C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2424, "open_interest": 274.0, "volume": 0.0, "delta": 0.8711, "gamma": 0.0011, "vega": 1.6678, "theta": -0.0261, "rho": 5.1884, "theo": 185.2145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 196.07, "last_trade_time": "2026-09-30T13:42:59", "percent_change": 0.0, "prev_day_close": 184.470001220703}, {"option": "SPY271217P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2462, "open_interest": 3791.0, "volume": 0.0, "delta": -0.1375, "gamma": 0.0012, "vega": 1.7468, "theta": -0.0524, "rho": -1.1235, "theo": 14.7821, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 16.43, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 14.7550001144409}, {"option": "SPY271217C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2409, "open_interest": 884.0, "volume": 11.0, "delta": 0.8663, "gamma": 0.0011, "vega": 1.74, "theta": -0.0275, "rho": 5.2152, "theo": 180.9786, "change": 10.415, "open": 179.41, "high": 181.5, "low": 179.41, "tick": "up", "last_trade_price": 181.5, "last_trade_time": "2026-11-11T12:39:41", "percent_change": 6.08762, "prev_day_close": 180.370002746582}, {"option": "SPY271217P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2438, "open_interest": 2304.0, "volume": 1.0, "delta": -0.1429, "gamma": 0.0012, "vega": 1.7895, "theta": -0.0534, "rho": -1.1619, "theo": 15.3361, "change": -1.855, "open": 15.22, "high": 15.22, "low": 15.22, "tick": "down", "last_trade_price": 15.22, "last_trade_time": "2026-11-11T13:25:45", "percent_change": -10.8638, "prev_day_close": 15.3100004196167}, {"option": "SPY271217C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2379, "open_interest": 677.0, "volume": 0.0, "delta": 0.8611, "gamma": 0.0012, "vega": 1.7919, "theta": -0.0289, "rho": 5.1549, "theo": 176.79, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 166.0, "last_trade_time": "2026-11-10T09:42:21", "percent_change": 0.0, "prev_day_close": 176.029998779297}, {"option": "SPY271217P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2414, "open_interest": 3175.0, "volume": 5.0, "delta": -0.1485, "gamma": 0.0012, "vega": 1.8329, "theta": -0.0543, "rho": -1.2037, "theo": 15.9102, "change": -1.725, "open": 16.6, "high": 16.6, "low": 15.95, "tick": "up", "last_trade_price": 15.99, "last_trade_time": "2026-11-11T15:56:48", "percent_change": -9.73751, "prev_day_close": 15.8949999809265}, {"option": "SPY271217C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2361, "open_interest": 914.0, "volume": 2.0, "delta": 0.8558, "gamma": 0.0012, "vega": 1.8337, "theta": -0.0303, "rho": 5.1576, "theo": 172.6149, "change": 9.52, "open": 168.31, "high": 172.5, "low": 168.31, "tick": "up", "last_trade_price": 172.5, "last_trade_time": "2026-11-11T12:03:40", "percent_change": 5.84121, "prev_day_close": 171.949996948242}, {"option": "SPY271217P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 3664.0, "volume": 3.0, "delta": -0.1542, "gamma": 0.0013, "vega": 1.8774, "theta": -0.0552, "rho": -1.2449, "theo": 16.4987, "change": -1.47, "open": 16.98, "high": 16.98, "low": 16.93, "tick": "down", "last_trade_price": 16.93, "last_trade_time": "2026-11-11T11:02:53", "percent_change": -7.98913, "prev_day_close": 16.4950008392334}, {"option": "SPY271217C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2342, "open_interest": 952.0, "volume": 0.0, "delta": 0.8503, "gamma": 0.0012, "vega": 1.8743, "theta": -0.0317, "rho": 5.1595, "theo": 168.4672, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 161.36, "last_trade_time": "2026-11-09T12:28:17", "percent_change": 0.0, "prev_day_close": 167.88500213623}, {"option": "SPY271217P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 1170.0, "volume": 3.0, "delta": -0.1603, "gamma": 0.0014, "vega": 1.9271, "theta": -0.0561, "rho": -1.2862, "theo": 17.122, "change": -1.985, "open": 17.56, "high": 17.56, "low": 17.12, "tick": "down", "last_trade_price": 17.12, "last_trade_time": "2026-11-11T15:17:09", "percent_change": -10.3899, "prev_day_close": 17.125}, {"option": "SPY271217C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2323, "open_interest": 587.0, "volume": 1.0, "delta": 0.8446, "gamma": 0.0013, "vega": 1.9124, "theta": -0.0331, "rho": 5.162, "theo": 164.3391, "change": 4.785, "open": 159.71, "high": 159.71, "low": 159.71, "tick": "up", "last_trade_price": 159.71, "last_trade_time": "2026-11-11T09:46:55", "percent_change": 3.08859, "prev_day_close": 163.580001831055}, {"option": "SPY271217P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2344, "open_interest": 2277.0, "volume": 64.0, "delta": -0.1665, "gamma": 0.0014, "vega": 1.9762, "theta": -0.057, "rho": -1.3319, "theo": 17.7654, "change": -2.18, "open": 17.72, "high": 17.72, "low": 17.66, "tick": "no_change", "last_trade_price": 17.66, "last_trade_time": "2026-11-11T15:38:59", "percent_change": -10.9879, "prev_day_close": 17.7799997329712}, {"option": "SPY271217C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.229, "open_interest": 2073.0, "volume": 1.0, "delta": 0.8386, "gamma": 0.0013, "vega": 1.9468, "theta": -0.0344, "rho": 5.1667, "theo": 160.2297, "change": 8.86, "open": 159.78, "high": 159.78, "low": 159.78, "tick": "up", "last_trade_price": 159.78, "last_trade_time": "2026-11-11T14:19:17", "percent_change": 5.87066, "prev_day_close": 159.535003662109}, {"option": "SPY271217P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2321, "open_interest": 4994.0, "volume": 23.0, "delta": -0.173, "gamma": 0.0014, "vega": 2.0265, "theta": -0.0579, "rho": -1.3758, "theo": 18.4362, "change": -2.16, "open": 18.39, "high": 18.44, "low": 18.39, "tick": "up", "last_trade_price": 18.44, "last_trade_time": "2026-11-11T15:31:00", "percent_change": -10.4854, "prev_day_close": 18.4549999237061}, {"option": "SPY271217C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2271, "open_interest": 2818.0, "volume": 1.0, "delta": 0.8326, "gamma": 0.0014, "vega": 1.9767, "theta": -0.0358, "rho": 5.1753, "theo": 156.1372, "change": 5.685, "open": 152.62, "high": 152.62, "low": 152.62, "tick": "up", "last_trade_price": 152.62, "last_trade_time": "2026-11-11T09:40:21", "percent_change": 3.86906, "prev_day_close": 155.5}, {"option": "SPY271217P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2298, "open_interest": 4225.0, "volume": 17.0, "delta": -0.1798, "gamma": 0.0015, "vega": 2.0721, "theta": -0.0588, "rho": -1.417, "theo": 19.1367, "change": -2.29, "open": 19.88, "high": 19.94, "low": 18.91, "tick": "up", "last_trade_price": 19.11, "last_trade_time": "2026-11-11T15:01:57", "percent_change": -10.7009, "prev_day_close": 19.1599998474121}, {"option": "SPY271217C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2251, "open_interest": 3046.0, "volume": 1.0, "delta": 0.8263, "gamma": 0.0014, "vega": 2.0278, "theta": -0.0371, "rho": 5.1891, "theo": 152.0592, "change": 6.11, "open": 149.1, "high": 149.1, "low": 149.1, "tick": "up", "last_trade_price": 149.1, "last_trade_time": "2026-11-11T10:36:13", "percent_change": 4.27302, "prev_day_close": 151.605003356934}, {"option": "SPY271217P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2275, "open_interest": 873.0, "volume": 0.0, "delta": -0.1868, "gamma": 0.0016, "vega": 2.1171, "theta": -0.0597, "rho": -1.4659, "theo": 19.8631, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.32, "last_trade_time": "2026-11-05T15:20:02", "percent_change": 0.0, "prev_day_close": 19.8950004577637}, {"option": "SPY271217C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2231, "open_interest": 1225.0, "volume": 0.0, "delta": 0.8198, "gamma": 0.0015, "vega": 2.1122, "theta": -0.0384, "rho": 5.2087, "theo": 147.9927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 137.29, "last_trade_time": "2026-11-10T13:40:03", "percent_change": 0.0, "prev_day_close": 147.474998474121}, {"option": "SPY271217P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2253, "open_interest": 3171.0, "volume": 10.0, "delta": -0.194, "gamma": 0.0016, "vega": 2.1628, "theta": -0.0606, "rho": -1.5178, "theo": 20.6075, "change": -2.285, "open": 20.79, "high": 20.79, "low": 20.79, "tick": "no_change", "last_trade_price": 20.79, "last_trade_time": "2026-11-11T14:24:40", "percent_change": -9.90249, "prev_day_close": 20.6500005722046}, {"option": "SPY271217C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.221, "open_interest": 1532.0, "volume": 3.0, "delta": 0.813, "gamma": 0.0015, "vega": 2.1583, "theta": -0.0397, "rho": 5.1142, "theo": 143.9896, "change": 8.56, "open": 140.5, "high": 143.77, "low": 140.5, "tick": "down", "last_trade_price": 143.65, "last_trade_time": "2026-11-11T14:19:36", "percent_change": 6.33651, "prev_day_close": 143.480003356934}, {"option": "SPY271217P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2231, "open_interest": 1659.0, "volume": 4.0, "delta": -0.2016, "gamma": 0.0017, "vega": 2.2101, "theta": -0.0615, "rho": -1.5604, "theo": 21.3944, "change": -1.99, "open": 21.97, "high": 21.97, "low": 21.97, "tick": "down", "last_trade_price": 21.97, "last_trade_time": "2026-11-11T10:52:42", "percent_change": -8.30551, "prev_day_close": 21.4549999237061}, {"option": "SPY271217C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2187, "open_interest": 1437.0, "volume": 4.0, "delta": 0.806, "gamma": 0.0016, "vega": 2.2027, "theta": -0.041, "rho": 5.1013, "theo": 140.0133, "change": 9.685, "open": 140.19, "high": 140.78, "low": 140.19, "tick": "up", "last_trade_price": 140.78, "last_trade_time": "2026-11-11T15:33:07", "percent_change": 7.38777, "prev_day_close": 139.480003356934}, {"option": "SPY271217P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2208, "open_interest": 3124.0, "volume": 1204.0, "delta": -0.2095, "gamma": 0.0017, "vega": 2.2611, "theta": -0.0624, "rho": -1.6133, "theo": 22.2053, "change": -2.61, "open": 23.22, "high": 23.22, "low": 22.27, "tick": "down", "last_trade_price": 22.27, "last_trade_time": "2026-11-11T15:17:28", "percent_change": -10.4904, "prev_day_close": 22.2649993896484}, {"option": "SPY271217C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2164, "open_interest": 1945.0, "volume": 0.0, "delta": 0.7988, "gamma": 0.0016, "vega": 2.2447, "theta": -0.0422, "rho": 5.0884, "theo": 136.0633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 120.1, "last_trade_time": "2026-11-06T10:19:38", "percent_change": 0.0, "prev_day_close": 135.595001220703}, {"option": "SPY271217P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2185, "open_interest": 754.0, "volume": 1.0, "delta": -0.2176, "gamma": 0.0018, "vega": 2.3123, "theta": -0.0633, "rho": -1.6679, "theo": 23.0505, "change": -2.83, "open": 23.01, "high": 23.01, "low": 23.01, "tick": "down", "last_trade_price": 23.01, "last_trade_time": "2026-11-11T13:21:52", "percent_change": -10.952, "prev_day_close": 23.125}, {"option": "SPY271217C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2141, "open_interest": 1159.0, "volume": 13.0, "delta": 0.7913, "gamma": 0.0017, "vega": 2.2831, "theta": -0.0434, "rho": 5.0777, "theo": 132.1387, "change": 8.38, "open": 129.34, "high": 133.0, "low": 129.0, "tick": "down", "last_trade_price": 131.95, "last_trade_time": "2026-11-11T15:09:55", "percent_change": 6.78158, "prev_day_close": 131.660003662109}, {"option": "SPY271217P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2163, "open_interest": 3599.0, "volume": 28.0, "delta": -0.2261, "gamma": 0.0019, "vega": 2.3642, "theta": -0.0642, "rho": -1.7144, "theo": 23.9299, "change": -2.805, "open": 25.0, "high": 25.0, "low": 24.03, "tick": "down", "last_trade_price": 24.03, "last_trade_time": "2026-11-11T13:13:58", "percent_change": -10.4528, "prev_day_close": 24.0149993896484}, {"option": "SPY271217C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2127, "open_interest": 2187.0, "volume": 9.0, "delta": 0.7836, "gamma": 0.0017, "vega": 2.3166, "theta": -0.0446, "rho": 5.0718, "theo": 128.2506, "change": 9.635, "open": 129.1, "high": 129.26, "low": 129.1, "tick": "up", "last_trade_price": 129.26, "last_trade_time": "2026-11-11T13:13:07", "percent_change": 8.05434, "prev_day_close": 126.75}, {"option": "SPY271217P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.214, "open_interest": 1201.0, "volume": 1.0, "delta": -0.2349, "gamma": 0.0019, "vega": 2.4083, "theta": -0.065, "rho": -1.7692, "theo": 24.856, "change": -2.96, "open": 24.9, "high": 24.9, "low": 24.9, "tick": "down", "last_trade_price": 24.9, "last_trade_time": "2026-11-11T14:14:10", "percent_change": -10.6245, "prev_day_close": 24.9300003051758}, {"option": "SPY271217C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2103, "open_interest": 1134.0, "volume": 4.0, "delta": 0.7756, "gamma": 0.0018, "vega": 2.3479, "theta": -0.0458, "rho": 5.0727, "theo": 124.3694, "change": 7.655, "open": 125.5, "high": 125.5, "low": 123.64, "tick": "down", "last_trade_price": 123.64, "last_trade_time": "2026-11-11T14:44:56", "percent_change": 6.59999, "prev_day_close": 123.974998474121}, {"option": "SPY271217P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2118, "open_interest": 7104.0, "volume": 10.0, "delta": -0.244, "gamma": 0.002, "vega": 2.4526, "theta": -0.0658, "rho": -1.8309, "theo": 25.8095, "change": -2.91, "open": 26.54, "high": 26.54, "low": 25.99, "tick": "up", "last_trade_price": 26.02, "last_trade_time": "2026-11-11T14:25:23", "percent_change": -10.0588, "prev_day_close": 25.8999996185303}, {"option": "SPY271217C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.208, "open_interest": 641.0, "volume": 0.0, "delta": 0.7674, "gamma": 0.0019, "vega": 2.4366, "theta": -0.047, "rho": 5.0819, "theo": 120.4909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.92, "last_trade_time": "2026-11-06T15:54:08", "percent_change": 0.0, "prev_day_close": 120.069999694824}, {"option": "SPY271217P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2096, "open_interest": 2069.0, "volume": 2.0, "delta": -0.2535, "gamma": 0.0021, "vega": 2.4996, "theta": -0.0666, "rho": -1.8738, "theo": 26.7994, "change": -3.44, "open": 27.51, "high": 27.51, "low": 26.6, "tick": "down", "last_trade_price": 26.6, "last_trade_time": "2026-11-11T14:00:19", "percent_change": -11.4514, "prev_day_close": 26.8900003433228}, {"option": "SPY271217C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2065, "open_interest": 5671.0, "volume": 4.0, "delta": 0.7588, "gamma": 0.0019, "vega": 2.4885, "theta": -0.048, "rho": 4.9624, "theo": 116.6989, "change": 8.85, "open": 114.15, "high": 117.5, "low": 114.15, "tick": "up", "last_trade_price": 117.5, "last_trade_time": "2026-11-11T12:23:05", "percent_change": 8.14542, "prev_day_close": 116.439998626709}, {"option": "SPY271217P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2074, "open_interest": 5247.0, "volume": 14.0, "delta": -0.2634, "gamma": 0.0021, "vega": 2.543, "theta": -0.0674, "rho": -1.9318, "theo": 27.8284, "change": -3.22, "open": 28.62, "high": 28.62, "low": 27.68, "tick": "no_change", "last_trade_price": 27.97, "last_trade_time": "2026-11-11T15:10:21", "percent_change": -10.3238, "prev_day_close": 27.9250001907349}, {"option": "SPY271217C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2038, "open_interest": 399.0, "volume": 9.0, "delta": 0.75, "gamma": 0.002, "vega": 2.5321, "theta": -0.0491, "rho": 4.9326, "theo": 112.942, "change": 4.17, "open": 108.84, "high": 110.21, "low": 108.84, "tick": "up", "last_trade_price": 110.21, "last_trade_time": "2026-11-11T10:30:23", "percent_change": 3.93248, "prev_day_close": 112.650001525879}, {"option": "SPY271217P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2052, "open_interest": 1409.0, "volume": 4.0, "delta": -0.2736, "gamma": 0.0022, "vega": 2.5941, "theta": -0.0682, "rho": -1.9868, "theo": 28.8971, "change": -2.655, "open": 30.19, "high": 30.19, "low": 29.74, "tick": "down", "last_trade_price": 29.74, "last_trade_time": "2026-11-11T11:22:26", "percent_change": -8.19571, "prev_day_close": 29.0050001144409}, {"option": "SPY271217C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2022, "open_interest": 658.0, "volume": 21.0, "delta": 0.7409, "gamma": 0.002, "vega": 2.573, "theta": -0.0501, "rho": 4.9034, "theo": 109.214, "change": 8.565, "open": 106.58, "high": 111.0, "low": 106.58, "tick": "down", "last_trade_price": 109.75, "last_trade_time": "2026-11-11T13:06:54", "percent_change": 8.46469, "prev_day_close": 108.954998016357}, {"option": "SPY271217P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 2345.0, "volume": 4.0, "delta": -0.2842, "gamma": 0.0023, "vega": 2.6421, "theta": -0.069, "rho": -2.0426, "theo": 30.0184, "change": -2.35, "open": 31.53, "high": 31.53, "low": 31.29, "tick": "down", "last_trade_price": 31.29, "last_trade_time": "2026-11-11T10:27:44", "percent_change": -6.98573, "prev_day_close": 30.1199998855591}, {"option": "SPY271217C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1993, "open_interest": 1066.0, "volume": 0.0, "delta": 0.7315, "gamma": 0.0021, "vega": 2.6095, "theta": -0.0511, "rho": 4.8778, "theo": 105.5228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 97.31, "last_trade_time": "2026-11-09T10:12:04", "percent_change": 0.0, "prev_day_close": 105.119998931885}, {"option": "SPY271217P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2007, "open_interest": 1742.0, "volume": 9.0, "delta": -0.2952, "gamma": 0.0024, "vega": 2.6827, "theta": -0.0698, "rho": -2.1064, "theo": 31.1889, "change": -3.28, "open": 32.87, "high": 32.87, "low": 31.53, "tick": "up", "last_trade_price": 31.65, "last_trade_time": "2026-11-11T12:13:17", "percent_change": -9.39021, "prev_day_close": 31.2950000762939}, {"option": "SPY271217C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1975, "open_interest": 2993.0, "volume": 3.0, "delta": 0.7218, "gamma": 0.0022, "vega": 2.6406, "theta": -0.052, "rho": 4.8597, "theo": 101.8645, "change": 6.805, "open": 100.0, "high": 101.0, "low": 99.89, "tick": "down", "last_trade_price": 99.89, "last_trade_time": "2026-11-11T11:32:42", "percent_change": 7.31052, "prev_day_close": 101.630001068115}, {"option": "SPY271217P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 8591.0, "volume": 0.0, "delta": -0.3067, "gamma": 0.0024, "vega": 2.7229, "theta": -0.0705, "rho": -2.1566, "theo": 32.3997, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 37.06, "last_trade_time": "2026-11-10T13:44:58", "percent_change": 0.0, "prev_day_close": 32.5}, {"option": "SPY271217C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1956, "open_interest": 1613.0, "volume": 1.0, "delta": 0.7119, "gamma": 0.0022, "vega": 2.68, "theta": -0.0529, "rho": 4.8521, "theo": 98.2254, "change": 9.3, "open": 100.0, "high": 100.0, "low": 100.0, "tick": "up", "last_trade_price": 100.0, "last_trade_time": "2026-11-11T13:45:01", "percent_change": 10.2536, "prev_day_close": 98.0100021362305}, {"option": "SPY271217P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1963, "open_interest": 1983.0, "volume": 127.0, "delta": -0.3186, "gamma": 0.0025, "vega": 2.7622, "theta": -0.0712, "rho": -2.2119, "theo": 33.6615, "change": -3.96, "open": 34.8, "high": 34.8, "low": 33.69, "tick": "down", "last_trade_price": 33.71, "last_trade_time": "2026-11-11T15:47:44", "percent_change": -10.5123, "prev_day_close": 33.75}, {"option": "SPY271217C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1937, "open_interest": 1643.0, "volume": 2.0, "delta": 0.7017, "gamma": 0.0023, "vega": 2.7556, "theta": -0.0538, "rho": 4.7284, "theo": 94.6291, "change": 5.125, "open": 89.72, "high": 92.27, "low": 89.72, "tick": "up", "last_trade_price": 92.27, "last_trade_time": "2026-11-11T10:02:48", "percent_change": 5.881, "prev_day_close": 94.435001373291}, {"option": "SPY271217P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1941, "open_interest": 2797.0, "volume": 10.0, "delta": -0.3309, "gamma": 0.0026, "vega": 2.798, "theta": -0.0718, "rho": -2.268, "theo": 34.9707, "change": -4.49, "open": 34.63, "high": 34.63, "low": 34.63, "tick": "down", "last_trade_price": 34.63, "last_trade_time": "2026-11-11T13:41:42", "percent_change": -11.4775, "prev_day_close": 35.0650005340576}, {"option": "SPY271217C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1916, "open_interest": 1903.0, "volume": 2.0, "delta": 0.6911, "gamma": 0.0023, "vega": 2.795, "theta": -0.0545, "rho": 4.6811, "theo": 91.1087, "change": 6.145, "open": 90.0, "high": 90.0, "low": 90.0, "tick": "up", "last_trade_price": 90.0, "last_trade_time": "2026-11-11T10:55:57", "percent_change": 7.32813, "prev_day_close": 90.9049987792969}, {"option": "SPY271217P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1919, "open_interest": 1514.0, "volume": 0.0, "delta": -0.3438, "gamma": 0.0027, "vega": 2.8374, "theta": -0.0725, "rho": -2.3217, "theo": 36.3365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.0, "last_trade_time": "2026-11-09T14:51:49", "percent_change": 0.0, "prev_day_close": 36.4200000762939}, {"option": "SPY271217C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1894, "open_interest": 986.0, "volume": 13.0, "delta": 0.6801, "gamma": 0.0024, "vega": 2.8317, "theta": -0.0552, "rho": 4.6335, "theo": 87.6303, "change": 9.66, "open": 85.01, "high": 89.31, "low": 85.0, "tick": "up", "last_trade_price": 89.31, "last_trade_time": "2026-11-11T13:30:04", "percent_change": 12.1281, "prev_day_close": 87.4599990844726}, {"option": "SPY271217P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1897, "open_interest": 1484.0, "volume": 3.0, "delta": -0.3572, "gamma": 0.0028, "vega": 2.8744, "theta": -0.0732, "rho": -2.385, "theo": 37.7676, "change": -3.41, "open": 39.41, "high": 39.41, "low": 38.8, "tick": "down", "last_trade_price": 38.8, "last_trade_time": "2026-11-11T11:19:55", "percent_change": -8.07865, "prev_day_close": 37.8400001525879}, {"option": "SPY271217C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1846, "open_interest": 488.0, "volume": 12.0, "delta": 0.6689, "gamma": 0.0024, "vega": 2.8644, "theta": -0.0558, "rho": 4.5898, "theo": 84.1887, "change": 7.09, "open": 81.48, "high": 85.42, "low": 81.48, "tick": "down", "last_trade_price": 84.28, "last_trade_time": "2026-11-11T15:34:55", "percent_change": 9.18512, "prev_day_close": 82.8699989318848}, {"option": "SPY271217P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1876, "open_interest": 808.0, "volume": 22.0, "delta": -0.3708, "gamma": 0.0029, "vega": 2.9025, "theta": -0.0738, "rho": -2.4341, "theo": 39.2385, "change": -4.685, "open": 40.53, "high": 40.57, "low": 39.16, "tick": "down", "last_trade_price": 39.16, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -10.6854, "prev_day_close": 39.3150005340576}, {"option": "SPY271217C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1824, "open_interest": 2297.0, "volume": 15.0, "delta": 0.6573, "gamma": 0.0025, "vega": 2.8919, "theta": -0.0564, "rho": 4.5556, "theo": 80.788, "change": 6.465, "open": 78.13, "high": 82.5, "low": 78.13, "tick": "down", "last_trade_price": 80.4, "last_trade_time": "2026-11-11T15:57:02", "percent_change": 8.74417, "prev_day_close": 79.875}, {"option": "SPY271217P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1853, "open_interest": 2423.0, "volume": 120.0, "delta": -0.3854, "gamma": 0.003, "vega": 2.9294, "theta": -0.0743, "rho": -2.4815, "theo": 40.8091, "change": -5.26, "open": 42.3, "high": 42.65, "low": 40.3, "tick": "no_change", "last_trade_price": 40.3, "last_trade_time": "2026-11-11T13:54:28", "percent_change": -11.5452, "prev_day_close": 40.8549995422363}, {"option": "SPY271217C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1831, "open_interest": 758.0, "volume": 34.0, "delta": 0.6455, "gamma": 0.0026, "vega": 2.9141, "theta": -0.057, "rho": 4.5351, "theo": 77.422, "change": 6.65, "open": 75.52, "high": 78.11, "low": 73.78, "tick": "down", "last_trade_price": 77.36, "last_trade_time": "2026-11-11T15:45:12", "percent_change": 9.40461, "prev_day_close": 77.6800003051758}, {"option": "SPY271217P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1832, "open_interest": 446.0, "volume": 32.0, "delta": -0.4002, "gamma": 0.0031, "vega": 2.9527, "theta": -0.0749, "rho": -2.5263, "theo": 42.406, "change": -5.295, "open": 44.8, "high": 44.8, "low": 42.05, "tick": "down", "last_trade_price": 42.05, "last_trade_time": "2026-11-11T13:23:32", "percent_change": -11.1839, "prev_day_close": 42.4500007629394}, {"option": "SPY271217C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1795, "open_interest": 982.0, "volume": 15.0, "delta": 0.6332, "gamma": 0.0026, "vega": 2.9772, "theta": -0.0574, "rho": 4.3858, "theo": 74.104, "change": 6.625, "open": 71.35, "high": 75.5, "low": 71.25, "tick": "down", "last_trade_price": 74.19, "last_trade_time": "2026-11-11T15:45:23", "percent_change": 9.80537, "prev_day_close": 73.1399993896484}, {"option": "SPY271217P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.181, "open_interest": 2385.0, "volume": 143.0, "delta": -0.4161, "gamma": 0.0032, "vega": 2.9712, "theta": -0.0755, "rho": -2.5769, "theo": 44.1087, "change": -5.075, "open": 46.2, "high": 46.2, "low": 43.54, "tick": "down", "last_trade_price": 44.13, "last_trade_time": "2026-11-11T15:52:37", "percent_change": -10.314, "prev_day_close": 44.1350002288818}, {"option": "SPY271217C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 1065.0, "volume": 2.0, "delta": 0.6207, "gamma": 0.0027, "vega": 3.0062, "theta": -0.0578, "rho": 4.3198, "theo": 70.8808, "change": 6.865, "open": 71.52, "high": 71.52, "low": 71.35, "tick": "down", "last_trade_price": 71.35, "last_trade_time": "2026-11-11T14:08:40", "percent_change": 10.6459, "prev_day_close": 70.7800025939941}, {"option": "SPY271217P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 2493.0, "volume": 8.0, "delta": -0.4323, "gamma": 0.0033, "vega": 2.9882, "theta": -0.0761, "rho": -2.6294, "theo": 45.8678, "change": -5.91, "open": 48.06, "high": 48.06, "low": 45.24, "tick": "down", "last_trade_price": 45.24, "last_trade_time": "2026-11-11T13:54:54", "percent_change": -11.5543, "prev_day_close": 45.8850002288818}, {"option": "SPY271217C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1768, "open_interest": 1430.0, "volume": 1.0, "delta": 0.6078, "gamma": 0.0028, "vega": 3.0318, "theta": -0.0581, "rho": 4.2549, "theo": 67.7063, "change": 7.23, "open": 68.68, "high": 68.68, "low": 68.68, "tick": "up", "last_trade_price": 68.68, "last_trade_time": "2026-11-11T13:50:48", "percent_change": 11.7657, "prev_day_close": 68.1900024414062}, {"option": "SPY271217P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1767, "open_interest": 994.0, "volume": 4.0, "delta": -0.4491, "gamma": 0.0034, "vega": 2.9982, "theta": -0.0766, "rho": -2.6699, "theo": 47.7116, "change": -6.12, "open": 49.88, "high": 49.88, "low": 47.01, "tick": "up", "last_trade_price": 47.06, "last_trade_time": "2026-11-11T13:55:51", "percent_change": -11.5081, "prev_day_close": 47.7150001525879}, {"option": "SPY271217C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1748, "open_interest": 2102.0, "volume": 10.0, "delta": 0.5946, "gamma": 0.0028, "vega": 3.0535, "theta": -0.0583, "rho": 4.1978, "theo": 64.589, "change": 6.155, "open": 62.28, "high": 65.84, "low": 62.28, "tick": "down", "last_trade_price": 64.63, "last_trade_time": "2026-11-11T14:19:26", "percent_change": 10.5259, "prev_day_close": 64.4800033569336}, {"option": "SPY271217P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 1691.0, "volume": 18.0, "delta": -0.4667, "gamma": 0.0035, "vega": 2.9997, "theta": -0.0771, "rho": -2.6794, "theo": 49.6239, "change": -5.775, "open": 51.36, "high": 51.36, "low": 49.53, "tick": "down", "last_trade_price": 49.53, "last_trade_time": "2026-11-11T13:01:43", "percent_change": -10.4421, "prev_day_close": 49.6350002288818}, {"option": "SPY271217C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1728, "open_interest": 3141.0, "volume": 7.0, "delta": 0.581, "gamma": 0.0029, "vega": 3.0709, "theta": -0.0584, "rho": 4.1552, "theo": 61.4988, "change": 6.41, "open": 59.72, "high": 62.43, "low": 59.5, "tick": "down", "last_trade_price": 61.94, "last_trade_time": "2026-11-11T14:10:30", "percent_change": 11.5433, "prev_day_close": 61.4249992370606}, {"option": "SPY271217P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1724, "open_interest": 1005.0, "volume": 2.0, "delta": -0.4852, "gamma": 0.0036, "vega": 3.001, "theta": -0.0776, "rho": -2.7186, "theo": 51.6558, "change": -6.65, "open": 53.52, "high": 53.52, "low": 50.87, "tick": "down", "last_trade_price": 50.87, "last_trade_time": "2026-11-11T13:54:54", "percent_change": -11.5612, "prev_day_close": 51.6399993896484}, {"option": "SPY271217C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1709, "open_interest": 836.0, "volume": 0.0, "delta": 0.5672, "gamma": 0.0029, "vega": 3.1002, "theta": -0.0585, "rho": 4.1203, "theo": 58.4606, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 52.84, "last_trade_time": "2026-11-10T15:23:09", "percent_change": 0.0, "prev_day_close": 58.9799995422363}, {"option": "SPY271217P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 265.0, "volume": 152.0, "delta": -0.5047, "gamma": 0.0038, "vega": 2.9864, "theta": -0.0782, "rho": -2.7297, "theo": 53.7723, "change": -6.205, "open": 52.99, "high": 53.72, "low": 52.98, "tick": "down", "last_trade_price": 53.64, "last_trade_time": "2026-11-11T14:42:54", "percent_change": -10.3685, "prev_day_close": 53.7399997711182}, {"option": "SPY271217C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1687, "open_interest": 2535.0, "volume": 5.0, "delta": 0.553, "gamma": 0.003, "vega": 3.1152, "theta": -0.0584, "rho": 3.926, "theo": 55.5462, "change": 6.57, "open": 53.95, "high": 56.5, "low": 53.95, "tick": "up", "last_trade_price": 56.5, "last_trade_time": "2026-11-11T14:07:26", "percent_change": 13.1584, "prev_day_close": 55.4449996948242}, {"option": "SPY271217P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1682, "open_interest": 186.0, "volume": 1.0, "delta": -0.5244, "gamma": 0.0039, "vega": 2.9754, "theta": -0.0787, "rho": -2.7616, "theo": 55.9801, "change": -7.105, "open": 55.17, "high": 55.17, "low": 55.17, "tick": "down", "last_trade_price": 55.17, "last_trade_time": "2026-11-11T13:57:17", "percent_change": -11.4091, "prev_day_close": 55.9400005340576}, {"option": "SPY271217C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1667, "open_interest": 1985.0, "volume": 9.0, "delta": 0.5386, "gamma": 0.003, "vega": 3.1266, "theta": -0.0583, "rho": 3.8434, "theo": 52.6921, "change": 5.2, "open": 54.3, "high": 54.3, "low": 52.44, "tick": "down", "last_trade_price": 52.44, "last_trade_time": "2026-11-11T15:59:15", "percent_change": 11.0076, "prev_day_close": 52.5900001525879}, {"option": "SPY271217P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1661, "open_interest": 470.0, "volume": 1.0, "delta": -0.545, "gamma": 0.004, "vega": 2.9464, "theta": -0.0791, "rho": -2.7339, "theo": 58.2945, "change": -6.91, "open": 57.92, "high": 57.92, "low": 57.92, "tick": "down", "last_trade_price": 57.92, "last_trade_time": "2026-11-11T14:49:18", "percent_change": -10.6586, "prev_day_close": 58.2399997711182}, {"option": "SPY271217C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1647, "open_interest": 4904.0, "volume": 124.0, "delta": 0.5237, "gamma": 0.0031, "vega": 3.1346, "theta": -0.0581, "rho": 3.7683, "theo": 49.8867, "change": 4.86, "open": 49.0, "high": 51.37, "low": 47.9, "tick": "down", "last_trade_price": 49.48, "last_trade_time": "2026-11-11T15:59:58", "percent_change": 10.892, "prev_day_close": 49.8150005340576}, {"option": "SPY271217P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 1076.0, "volume": 3.0, "delta": -0.5666, "gamma": 0.0041, "vega": 2.9028, "theta": -0.0794, "rho": -2.7462, "theo": 60.7342, "change": -7.025, "open": 61.2, "high": 61.2, "low": 60.48, "tick": "no_change", "last_trade_price": 60.48, "last_trade_time": "2026-11-11T12:42:12", "percent_change": -10.4066, "prev_day_close": 60.6499996185303}, {"option": "SPY271217C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1629, "open_interest": 835.0, "volume": 11.0, "delta": 0.5087, "gamma": 0.0031, "vega": 3.1404, "theta": -0.0578, "rho": 3.7121, "theo": 47.1725, "change": 5.04, "open": 45.34, "high": 47.28, "low": 45.34, "tick": "up", "last_trade_price": 47.12, "last_trade_time": "2026-11-11T16:00:09", "percent_change": 11.9772, "prev_day_close": 47.1100006103516}, {"option": "SPY271217P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.162, "open_interest": 3109.0, "volume": 0.0, "delta": -0.5892, "gamma": 0.0043, "vega": 2.8559, "theta": -0.0798, "rho": -2.7124, "theo": 63.2906, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 71.94, "last_trade_time": "2026-11-05T10:22:03", "percent_change": 0.0, "prev_day_close": 63.1800003051758}, {"option": "SPY271217C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 1397.0, "volume": 158.0, "delta": 0.4932, "gamma": 0.0031, "vega": 3.14, "theta": -0.0574, "rho": 3.6249, "theo": 44.49, "change": 4.72, "open": 42.77, "high": 45.08, "low": 42.74, "tick": "up", "last_trade_price": 44.35, "last_trade_time": "2026-11-11T15:57:19", "percent_change": 11.9102, "prev_day_close": 44.4799995422363}, {"option": "SPY271217P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 657.0, "volume": 0.0, "delta": -0.6122, "gamma": 0.0044, "vega": 2.8036, "theta": -0.0798, "rho": -2.7326, "theo": 65.9569, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 85.15, "last_trade_time": "2026-11-05T14:06:38", "percent_change": 0.0, "prev_day_close": 65.8349990844726}, {"option": "SPY271217C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1592, "open_interest": 927.0, "volume": 15.0, "delta": 0.4778, "gamma": 0.0032, "vega": 3.133, "theta": -0.0569, "rho": 3.4528, "theo": 41.9531, "change": 4.65, "open": 40.29, "high": 43.49, "low": 40.29, "tick": "up", "last_trade_price": 41.9, "last_trade_time": "2026-11-11T15:52:40", "percent_change": 12.4832, "prev_day_close": 41.9300003051758}, {"option": "SPY271217P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 6561.0, "volume": 0.0, "delta": -0.6359, "gamma": 0.0045, "vega": 2.73, "theta": -0.0797, "rho": -2.6254, "theo": 68.7659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 85.96, "last_trade_time": "2026-11-06T10:34:48", "percent_change": 0.0, "prev_day_close": 68.6150016784668}, {"option": "SPY271217C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1574, "open_interest": 1063.0, "volume": 13.0, "delta": 0.4621, "gamma": 0.0032, "vega": 3.1244, "theta": -0.0563, "rho": 3.3576, "theo": 39.4926, "change": 4.3, "open": 37.89, "high": 40.33, "low": 37.89, "tick": "down", "last_trade_price": 39.26, "last_trade_time": "2026-11-11T15:56:06", "percent_change": 12.2998, "prev_day_close": 39.4650001525879}, {"option": "SPY271217P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 4596.0, "volume": 0.0, "delta": -0.6604, "gamma": 0.0046, "vega": 2.63, "theta": -0.0792, "rho": -2.5833, "theo": 71.7283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.54, "last_trade_time": "2026-11-05T15:28:07", "percent_change": 0.0, "prev_day_close": 71.5550003051758}, {"option": "SPY271217C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1556, "open_interest": 2492.0, "volume": 28.0, "delta": 0.4461, "gamma": 0.0032, "vega": 3.1141, "theta": -0.0556, "rho": 3.2756, "theo": 37.1096, "change": 4.345, "open": 36.11, "high": 38.43, "low": 35.39, "tick": "down", "last_trade_price": 37.1, "last_trade_time": "2026-11-11T16:01:05", "percent_change": 13.2652, "prev_day_close": 37.0850009918213}, {"option": "SPY271217P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 2211.0, "volume": 0.0, "delta": -0.6858, "gamma": 0.0046, "vega": 2.5319, "theta": -0.0782, "rho": -2.5268, "theo": 74.8339, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 79.02, "last_trade_time": "2026-11-03T13:54:13", "percent_change": 0.0, "prev_day_close": 74.560001373291}, {"option": "SPY271217C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 2125.0, "volume": 144.0, "delta": 0.43, "gamma": 0.0032, "vega": 3.1052, "theta": -0.0549, "rho": 3.2178, "theo": 34.7938, "change": 3.785, "open": 33.7, "high": 35.83, "low": 33.33, "tick": "down", "last_trade_price": 34.43, "last_trade_time": "2026-11-11T15:55:22", "percent_change": 12.3511, "prev_day_close": 34.7950000762939}, {"option": "SPY271217P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1518, "open_interest": 3804.0, "volume": 0.0, "delta": -0.7112, "gamma": 0.0047, "vega": 2.4459, "theta": -0.0767, "rho": -2.5068, "theo": 78.059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.5, "last_trade_time": "2026-11-03T11:20:32", "percent_change": 0.0, "prev_day_close": 77.9799995422363}, {"option": "SPY271217C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 887.0, "volume": 61.0, "delta": 0.4138, "gamma": 0.0032, "vega": 3.064, "theta": -0.0541, "rho": 3.0259, "theo": 32.5751, "change": 4.25, "open": 31.4, "high": 34.0, "low": 31.21, "tick": "down", "last_trade_price": 32.87, "last_trade_time": "2026-11-11T15:17:39", "percent_change": 14.8498, "prev_day_close": 32.5799999237061}, {"option": "SPY271217P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1501, "open_interest": 828.0, "volume": 0.0, "delta": -0.7372, "gamma": 0.0047, "vega": 2.3047, "theta": -0.0746, "rho": -2.3239, "theo": 81.4639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 90.25, "last_trade_time": "2026-11-09T10:47:25", "percent_change": 0.0, "prev_day_close": 81.3450012207031}, {"option": "SPY271217C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 813.0, "volume": 11.0, "delta": 0.3977, "gamma": 0.0032, "vega": 3.0358, "theta": -0.0532, "rho": 2.92, "theo": 30.4817, "change": 4.14, "open": 31.32, "high": 31.32, "low": 30.83, "tick": "down", "last_trade_price": 30.83, "last_trade_time": "2026-11-11T14:28:47", "percent_change": 15.5114, "prev_day_close": 30.4800004959106}, {"option": "SPY271217P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 1052.0, "volume": 0.0, "delta": -0.7639, "gamma": 0.0048, "vega": 2.1456, "theta": -0.0719, "rho": -2.1941, "theo": 85.0278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.0, "last_trade_time": "2026-11-09T10:58:58", "percent_change": 0.0, "prev_day_close": 84.9099998474121}, {"option": "SPY271217C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 687.0, "volume": 27.0, "delta": 0.3816, "gamma": 0.0032, "vega": 3.0057, "theta": -0.0522, "rho": 2.824, "theo": 28.4766, "change": 4.6, "open": 29.45, "high": 29.45, "low": 29.45, "tick": "no_change", "last_trade_price": 29.45, "last_trade_time": "2026-11-11T13:11:59", "percent_change": 18.5111, "prev_day_close": 28.460000038147}, {"option": "SPY271217P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1473, "open_interest": 5004.0, "volume": 0.0, "delta": -0.7918, "gamma": 0.0049, "vega": 1.9882, "theta": -0.0704, "rho": -2.1173, "theo": 88.7545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.5, "last_trade_time": "2026-11-09T14:54:57", "percent_change": 0.0, "prev_day_close": 88.5299987792969}, {"option": "SPY271217C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 3256.0, "volume": 121.0, "delta": 0.3654, "gamma": 0.0032, "vega": 2.9785, "theta": -0.0511, "rho": 2.7507, "theo": 26.5498, "change": 3.7, "open": 26.1, "high": 27.29, "low": 26.1, "tick": "no_change", "last_trade_price": 26.8, "last_trade_time": "2026-11-11T15:15:36", "percent_change": 16.0173, "prev_day_close": 26.5299997329712}, {"option": "SPY271217P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 8178.0, "volume": 2.0, "delta": -0.8203, "gamma": 0.0052, "vega": 1.8665, "theta": -0.0687, "rho": -1.9284, "theo": 92.5921, "change": -9.075, "open": 94.55, "high": 94.55, "low": 92.95, "tick": "down", "last_trade_price": 92.95, "last_trade_time": "2026-11-11T11:58:54", "percent_change": -8.89488, "prev_day_close": 92.4850006103516}, {"option": "SPY271217C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1464, "open_interest": 1316.0, "volume": 22.0, "delta": 0.3493, "gamma": 0.0032, "vega": 2.9448, "theta": -0.05, "rho": 2.5796, "theo": 24.6994, "change": 3.325, "open": 24.01, "high": 25.64, "low": 24.01, "tick": "down", "last_trade_price": 24.78, "last_trade_time": "2026-11-11T15:29:18", "percent_change": 15.4976, "prev_day_close": 24.7049999237061}, {"option": "SPY271217P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 378.0, "volume": 1.0, "delta": -0.8513, "gamma": 0.0056, "vega": 1.6558, "theta": -0.0673, "rho": -1.7322, "theo": 96.6372, "change": -10.58, "open": 95.87, "high": 95.87, "low": 95.87, "tick": "down", "last_trade_price": 95.87, "last_trade_time": "2026-11-11T12:42:46", "percent_change": -9.93894, "prev_day_close": 96.5299987792969}, {"option": "SPY271217C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 1974.0, "volume": 820.0, "delta": 0.3336, "gamma": 0.0032, "vega": 2.8679, "theta": -0.0488, "rho": 2.4713, "theo": 22.988, "change": 3.49, "open": 22.51, "high": 23.86, "low": 22.51, "tick": "down", "last_trade_price": 23.38, "last_trade_time": "2026-11-11T14:15:52", "percent_change": 17.5465, "prev_day_close": 22.9650001525879}, {"option": "SPY271217P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.142, "open_interest": 1588.0, "volume": 30.0, "delta": -0.8842, "gamma": 0.006, "vega": 1.3845, "theta": -0.0724, "rho": -1.3544, "theo": 100.8857, "change": -10.63, "open": 100.35, "high": 100.35, "low": 100.35, "tick": "no_change", "last_trade_price": 100.35, "last_trade_time": "2026-11-11T14:54:10", "percent_change": -9.5783, "prev_day_close": 100.909999847412}, {"option": "SPY271217C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 868.0, "volume": 103.0, "delta": 0.318, "gamma": 0.0031, "vega": 2.8188, "theta": -0.0475, "rho": 2.3714, "theo": 21.3649, "change": 3.035, "open": 20.61, "high": 21.9, "low": 20.61, "tick": "down", "last_trade_price": 21.45, "last_trade_time": "2026-11-11T15:29:18", "percent_change": 16.4811, "prev_day_close": 21.3249998092651}, {"option": "SPY271217P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1409, "open_interest": 1.0, "volume": 0.0, "delta": -0.9142, "gamma": 0.0061, "vega": 1.1652, "theta": -0.0737, "rho": -1.008, "theo": 105.2556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 130.0, "last_trade_time": "2026-11-05T15:55:41", "percent_change": 0.0, "prev_day_close": 105.395000457764}, {"option": "SPY271217C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 2769.0, "volume": 802.0, "delta": 0.3025, "gamma": 0.0031, "vega": 2.7734, "theta": -0.0462, "rho": 2.2919, "theo": 19.8104, "change": 3.565, "open": 19.78, "high": 20.62, "low": 19.78, "tick": "down", "last_trade_price": 20.6, "last_trade_time": "2026-11-11T13:14:40", "percent_change": 20.9275, "prev_day_close": 19.7749996185303}, {"option": "SPY271217P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 0.0, "volume": 0.0, "delta": -0.9408, "gamma": 0.0055, "vega": 0.908, "theta": -0.0909, "rho": -0.5947, "theo": 109.8545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 125.0, "last_trade_time": "2026-11-05T11:26:58", "percent_change": 0.0, "prev_day_close": 109.990001678467}, {"option": "SPY271217C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1415, "open_interest": 2289.0, "volume": 6.0, "delta": 0.2872, "gamma": 0.0031, "vega": 2.7374, "theta": -0.0449, "rho": 2.2219, "theo": 18.3356, "change": 3.095, "open": 17.38, "high": 18.83, "low": 17.38, "tick": "up", "last_trade_price": 18.83, "last_trade_time": "2026-11-11T12:15:49", "percent_change": 19.6695, "prev_day_close": 18.3200006484985}, {"option": "SPY271217P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 0.0, "volume": 0.0, "delta": -0.9626, "gamma": 0.0037, "vega": 0.4016, "theta": -0.1171, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 122.0, "last_trade_time": "2026-10-30T14:15:38", "percent_change": 0.0, "prev_day_close": 114.990001678467}, {"option": "SPY271217C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1404, "open_interest": 3118.0, "volume": 87.0, "delta": 0.2726, "gamma": 0.003, "vega": 2.6304, "theta": -0.0435, "rho": 2.0348, "theo": 16.9876, "change": 2.56, "open": 17.04, "high": 17.08, "low": 17.04, "tick": "no_change", "last_trade_price": 17.08, "last_trade_time": "2026-11-11T15:38:45", "percent_change": 17.6309, "prev_day_close": 16.9499998092651}, {"option": "SPY271217P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 0.0, "volume": 0.0, "delta": -0.9795, "gamma": 0.002, "vega": 0.0436, "theta": -0.1171, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 128.0, "last_trade_time": "2026-10-30T14:26:17", "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY271217C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 1043.0, "volume": 1.0, "delta": 0.2583, "gamma": 0.0029, "vega": 2.5664, "theta": -0.0421, "rho": 1.9388, "theo": 15.7171, "change": 3.02, "open": 16.4, "high": 16.4, "low": 16.4, "tick": "up", "last_trade_price": 16.4, "last_trade_time": "2026-11-11T12:52:39", "percent_change": 22.571, "prev_day_close": 15.6700000762939}, {"option": "SPY271217P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 0.0, "volume": 0.0, "delta": -0.9932, "gamma": 0.0007, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 117.7, "last_trade_time": "2026-09-21T09:55:08", "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY271217C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 2098.0, "volume": 9.0, "delta": 0.2442, "gamma": 0.0029, "vega": 2.507, "theta": -0.0407, "rho": 1.8616, "theo": 14.5165, "change": 2.255, "open": 14.54, "high": 14.58, "low": 14.52, "tick": "up", "last_trade_price": 14.58, "last_trade_time": "2026-11-11T15:34:18", "percent_change": 18.2961, "prev_day_close": 14.4750003814697}, {"option": "SPY271217P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.159, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 118.41, "last_trade_time": "2026-08-12T12:19:24", "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY271217C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 2468.0, "volume": 0.0, "delta": 0.2304, "gamma": 0.0028, "vega": 2.4599, "theta": -0.0392, "rho": 1.8117, "theo": 13.3633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.7, "last_trade_time": "2026-11-09T15:06:36", "percent_change": 0.0, "prev_day_close": 13.3450002670288}, {"option": "SPY271217P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 128.02, "last_trade_time": "2026-09-08T11:11:27", "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY271217C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 7846.0, "volume": 31.0, "delta": 0.2174, "gamma": 0.0027, "vega": 2.3599, "theta": -0.0378, "rho": 1.6322, "theo": 12.3326, "change": 1.825, "open": 11.8, "high": 13.15, "low": 11.8, "tick": "up", "last_trade_price": 12.25, "last_trade_time": "2026-11-11T15:58:50", "percent_change": 17.506, "prev_day_close": 12.3050003051758}, {"option": "SPY271217P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1667, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 119.54, "last_trade_time": "2026-10-06T12:09:25", "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY271217C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 854.0, "volume": 0.0, "delta": 0.2048, "gamma": 0.0026, "vega": 2.2696, "theta": -0.0363, "rho": 1.5452, "theo": 11.3658, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.55, "last_trade_time": "2026-11-10T15:34:41", "percent_change": 0.0, "prev_day_close": 11.3249998092651}, {"option": "SPY271217P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1705, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 129.02, "last_trade_time": "2026-08-17T09:41:23", "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY271217C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1354, "open_interest": 2118.0, "volume": 92.0, "delta": 0.1925, "gamma": 0.0026, "vega": 2.2007, "theta": -0.0348, "rho": 1.4738, "theo": 10.4526, "change": 1.7, "open": 10.45, "high": 10.48, "low": 10.45, "tick": "no_change", "last_trade_price": 10.48, "last_trade_time": "2026-11-11T15:38:07", "percent_change": 19.3622, "prev_day_close": 10.4200000762939}, {"option": "SPY271217P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 149.75, "last_trade_time": "2026-11-02T11:35:07", "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY271217C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 3343.0, "volume": 1.0, "delta": 0.1806, "gamma": 0.0025, "vega": 2.1448, "theta": -0.0334, "rho": 1.427, "theo": 9.5918, "change": 1.51, "open": 9.56, "high": 9.56, "low": 9.56, "tick": "up", "last_trade_price": 9.56, "last_trade_time": "2026-11-11T11:15:53", "percent_change": 18.7578, "prev_day_close": 9.57999992370606}, {"option": "SPY271217P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1778, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 217.85, "last_trade_time": "2026-01-28T09:38:54", "percent_change": 0.0, "prev_day_close": 154.985000610352}, {"option": "SPY271217C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1342, "open_interest": 809.0, "volume": 2.0, "delta": 0.1694, "gamma": 0.0024, "vega": 2.056, "theta": -0.0319, "rho": 1.278, "theo": 8.8146, "change": 1.04, "open": 8.51, "high": 8.51, "low": 8.42, "tick": "down", "last_trade_price": 8.42, "last_trade_time": "2026-11-11T10:38:56", "percent_change": 14.0921, "prev_day_close": 8.8100004196167}, {"option": "SPY271217P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1815, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 153.94, "last_trade_time": "2026-08-31T15:06:07", "percent_change": 0.0, "prev_day_close": 159.985000610352}, {"option": "SPY271217C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1336, "open_interest": 1226.0, "volume": 6.0, "delta": 0.1589, "gamma": 0.0023, "vega": 1.9531, "theta": -0.0305, "rho": 1.2032, "theo": 8.1025, "change": 1.34, "open": 7.69, "high": 8.31, "low": 7.69, "tick": "no_change", "last_trade_price": 8.1, "last_trade_time": "2026-11-11T16:05:44", "percent_change": 19.8225, "prev_day_close": 8.07999992370606}, {"option": "SPY271217P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1852, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 239.26, "last_trade_time": "2025-10-28T09:53:31", "percent_change": 0.0, "prev_day_close": 164.985000610352}, {"option": "SPY271217C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1331, "open_interest": 915.0, "volume": 1.0, "delta": 0.1487, "gamma": 0.0022, "vega": 1.8813, "theta": -0.0291, "rho": 1.1407, "theo": 7.4348, "change": 1.31, "open": 7.5, "high": 7.5, "low": 7.5, "tick": "up", "last_trade_price": 7.5, "last_trade_time": "2026-11-11T15:23:00", "percent_change": 21.1632, "prev_day_close": 7.42000007629394}, {"option": "SPY271217P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1888, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 155.56, "last_trade_time": "2026-08-05T10:45:08", "percent_change": 0.0, "prev_day_close": 169.985000610352}, {"option": "SPY271217C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1327, "open_interest": 1071.0, "volume": 1.0, "delta": 0.1388, "gamma": 0.0021, "vega": 1.8199, "theta": -0.0277, "rho": 1.0973, "theo": 6.8016, "change": 1.035, "open": 6.7, "high": 6.7, "low": 6.7, "tick": "up", "last_trade_price": 6.7, "last_trade_time": "2026-11-11T10:54:17", "percent_change": 18.2701, "prev_day_close": 6.8050000667572}, {"option": "SPY271217P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 192.63, "last_trade_time": "2026-07-02T15:14:22", "percent_change": 0.0, "prev_day_close": 174.985000610352}, {"option": "SPY271217C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 1362.0, "volume": 0.0, "delta": 0.1296, "gamma": 0.002, "vega": 1.7439, "theta": -0.0263, "rho": 0.9806, "theo": 6.23, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.0, "last_trade_time": "2026-11-09T15:46:34", "percent_change": 0.0, "prev_day_close": 6.24000000953674}, {"option": "SPY271217P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1959, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 179.985000610352}, {"option": "SPY271217C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1318, "open_interest": 798.0, "volume": 4.0, "delta": 0.121, "gamma": 0.0019, "vega": 1.6499, "theta": -0.025, "rho": 0.9182, "theo": 5.7125, "change": 0.605, "open": 5.35, "high": 5.35, "low": 5.35, "tick": "no_change", "last_trade_price": 5.35, "last_trade_time": "2026-11-11T10:13:59", "percent_change": 12.7503, "prev_day_close": 5.71499991416931}, {"option": "SPY271217P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1994, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.985000610352}, {"option": "SPY271217C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1315, "open_interest": 2884.0, "volume": 6.0, "delta": 0.1129, "gamma": 0.0018, "vega": 1.5701, "theta": -0.0237, "rho": 0.8651, "theo": 5.2356, "change": 1.16, "open": 4.94, "high": 5.5, "low": 4.94, "tick": "up", "last_trade_price": 5.5, "last_trade_time": "2026-11-11T12:11:55", "percent_change": 26.7281, "prev_day_close": 5.23499989509582}, {"option": "SPY271217P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2029, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 185.41, "last_trade_time": "2026-09-30T15:54:11", "percent_change": 0.0, "prev_day_close": 189.985000610352}, {"option": "SPY271217C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1312, "open_interest": 1830.0, "volume": 0.0, "delta": 0.1051, "gamma": 0.0018, "vega": 1.5084, "theta": -0.0225, "rho": 0.8262, "theo": 4.7886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.13, "last_trade_time": "2026-11-10T09:52:47", "percent_change": 0.0, "prev_day_close": 4.79500007629394}, {"option": "SPY271217P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2064, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.985000610352}, {"option": "SPY271217C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 807.0, "volume": 4.0, "delta": 0.0978, "gamma": 0.0017, "vega": 1.4468, "theta": -0.0213, "rho": 0.7411, "theo": 4.3788, "change": 0.95, "open": 4.24, "high": 4.58, "low": 4.24, "tick": "up", "last_trade_price": 4.58, "last_trade_time": "2026-11-11T11:44:11", "percent_change": 26.1708, "prev_day_close": 4.39000010490418}, {"option": "SPY271217P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2098, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY271217C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1307, "open_interest": 1293.0, "volume": 0.0, "delta": 0.091, "gamma": 0.0016, "vega": 1.3696, "theta": -0.0202, "rho": 0.691, "theo": 4.0103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.52, "last_trade_time": "2026-11-09T10:07:15", "percent_change": 0.0, "prev_day_close": 4.0200001001358}, {"option": "SPY271217P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY271217C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1305, "open_interest": 2575.0, "volume": 2.0, "delta": 0.0847, "gamma": 0.0015, "vega": 1.2875, "theta": -0.0191, "rho": 0.647, "theo": 3.6747, "change": 0.68, "open": 3.6, "high": 3.72, "low": 3.6, "tick": "up", "last_trade_price": 3.72, "last_trade_time": "2026-11-11T15:23:44", "percent_change": 22.3684, "prev_day_close": 3.6800000667572}, {"option": "SPY271217P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2165, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY271217C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1304, "open_interest": 1746.0, "volume": 2.0, "delta": 0.0788, "gamma": 0.0014, "vega": 1.2286, "theta": -0.018, "rho": 0.6126, "theo": 3.3678, "change": 0.715, "open": 3.48, "high": 3.5, "low": 3.48, "tick": "up", "last_trade_price": 3.5, "last_trade_time": "2026-11-11T11:37:14", "percent_change": 25.6733, "prev_day_close": 3.37000000476837}, {"option": "SPY271217P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2198, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.985000610352}, {"option": "SPY271217C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 2678.0, "volume": 0.0, "delta": 0.0731, "gamma": 0.0014, "vega": 1.1791, "theta": -0.017, "rho": 0.5894, "theo": 3.0766, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.56, "last_trade_time": "2026-11-10T14:09:30", "percent_change": 0.0, "prev_day_close": 3.08999991416931}, {"option": "SPY271217P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2232, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.985000610352}, {"option": "SPY271217C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 1274.0, "volume": 2.0, "delta": 0.0679, "gamma": 0.0013, "vega": 1.1171, "theta": -0.0161, "rho": 0.5159, "theo": 2.8192, "change": 0.545, "open": 2.7, "high": 2.88, "low": 2.7, "tick": "up", "last_trade_price": 2.88, "last_trade_time": "2026-11-11T15:21:39", "percent_change": 23.3405, "prev_day_close": 2.83499991893768}, {"option": "SPY271217P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2264, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.985000610352}, {"option": "SPY271217C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 1214.0, "volume": 1.0, "delta": 0.0632, "gamma": 0.0012, "vega": 1.0547, "theta": -0.0152, "rho": 0.4811, "theo": 2.5878, "change": 0.495, "open": 2.64, "high": 2.64, "low": 2.64, "tick": "up", "last_trade_price": 2.64, "last_trade_time": "2026-11-11T15:36:11", "percent_change": 23.0769, "prev_day_close": 2.59499990940094}, {"option": "SPY271217P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2297, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.985000610352}, {"option": "SPY271217C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 1063.0, "volume": 0.0, "delta": 0.0587, "gamma": 0.0011, "vega": 0.9901, "theta": -0.0143, "rho": 0.4512, "theo": 2.3755, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.51, "last_trade_time": "2026-11-05T16:09:31", "percent_change": 0.0, "prev_day_close": 2.37999999523163}, {"option": "SPY271217P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2329, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 350.09, "last_trade_time": "2025-08-22T12:28:29", "percent_change": 0.0, "prev_day_close": 234.985000610352}, {"option": "SPY271217C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1301, "open_interest": 10859.0, "volume": 136.0, "delta": 0.0546, "gamma": 0.0011, "vega": 0.9428, "theta": -0.0135, "rho": 0.4284, "theo": 2.179, "change": 0.37, "open": 2.08, "high": 2.34, "low": 2.08, "tick": "down", "last_trade_price": 2.17, "last_trade_time": "2026-11-11T15:59:32", "percent_change": 20.5556, "prev_day_close": 2.18500006198883}, {"option": "SPY271217P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2361, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 340.43, "last_trade_time": "2026-03-25T09:30:58", "percent_change": 0.0, "prev_day_close": 239.985000610352}, {"option": "SPY271217C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 999.0, "volume": 1.0, "delta": 0.0506, "gamma": 0.001, "vega": 0.901, "theta": -0.0127, "rho": 0.3885, "theo": 1.9969, "change": 0.53, "open": 2.19, "high": 2.19, "low": 2.19, "tick": "up", "last_trade_price": 2.19, "last_trade_time": "2026-11-11T13:33:54", "percent_change": 31.9277, "prev_day_close": 2.00499999523163}, {"option": "SPY271217P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 244.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 341.44, "last_trade_time": "2025-10-17T10:17:00", "percent_change": 0.0, "prev_day_close": 244.985000610352}, {"option": "SPY271217C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1303, "open_interest": 627.0, "volume": 0.0, "delta": 0.0471, "gamma": 0.001, "vega": 0.8527, "theta": -0.012, "rho": 0.3583, "theo": 1.8386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.38, "last_trade_time": "2026-11-06T12:05:47", "percent_change": 0.0, "prev_day_close": 1.8400000333786}, {"option": "SPY271217P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2424, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 249.985000610352}, {"option": "SPY271217C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1302, "open_interest": 95.0, "volume": 0.0, "delta": 0.0439, "gamma": 0.0009, "vega": 0.8055, "theta": -0.0114, "rho": 0.3344, "theo": 1.6941, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.18, "last_trade_time": "2026-11-02T10:22:31", "percent_change": 0.0, "prev_day_close": 1.68999999761581}, {"option": "SPY271217P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2455, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 254.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 254.985000610352}, {"option": "SPY271217C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1304, "open_interest": 307.0, "volume": 0.0, "delta": 0.0409, "gamma": 0.0008, "vega": 0.7584, "theta": -0.0107, "rho": 0.3137, "theo": 1.5617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.29, "last_trade_time": "2026-11-05T11:15:10", "percent_change": 0.0, "prev_day_close": 1.55500000715256}, {"option": "SPY271217P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2486, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.985000610352}, {"option": "SPY271217C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 573.0, "volume": 0.0, "delta": 0.0381, "gamma": 0.0008, "vega": 0.7173, "theta": -0.0102, "rho": 0.2976, "theo": 1.4414, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.08, "last_trade_time": "2026-11-06T09:55:20", "percent_change": 0.0, "prev_day_close": 1.43500000238419}, {"option": "SPY271217P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2517, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 264.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 251.66, "last_trade_time": "2026-08-12T15:07:14", "percent_change": 0.0, "prev_day_close": 264.985000610352}, {"option": "SPY271217C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1309, "open_interest": 641.0, "volume": 0.0, "delta": 0.0354, "gamma": 0.0008, "vega": 0.6851, "theta": -0.0096, "rho": 0.286, "theo": 1.325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.09, "last_trade_time": "2026-11-10T15:14:25", "percent_change": 0.0, "prev_day_close": 1.32499998807907}, {"option": "SPY271217P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2548, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.985000610352}, {"option": "SPY271217C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1311, "open_interest": 305.0, "volume": 0.0, "delta": 0.033, "gamma": 0.0007, "vega": 0.6498, "theta": -0.0091, "rho": 0.2509, "theo": 1.2267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.04, "last_trade_time": "2026-11-10T14:56:29", "percent_change": 0.0, "prev_day_close": 1.22000002861023}, {"option": "SPY271217P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2578, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 274.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 274.985000610352}, {"option": "SPY271217C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1313, "open_interest": 244.0, "volume": 0.0, "delta": 0.0308, "gamma": 0.0007, "vega": 0.6154, "theta": -0.0086, "rho": 0.2345, "theo": 1.1365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.93, "last_trade_time": "2026-11-10T14:56:29", "percent_change": 0.0, "prev_day_close": 1.125}, {"option": "SPY271217P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2608, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 279.985000610352}, {"option": "SPY271217C01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1315, "open_interest": 202.0, "volume": 0.0, "delta": 0.0288, "gamma": 0.0006, "vega": 0.5819, "theta": -0.0081, "rho": 0.2198, "theo": 1.0531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.05, "last_trade_time": "2026-11-09T15:51:46", "percent_change": 0.0, "prev_day_close": 1.03999996185303}, {"option": "SPY271217P01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2638, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 284.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 284.985000610352}, {"option": "SPY271217C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 29745.0, "volume": 7.0, "delta": 0.0269, "gamma": 0.0006, "vega": 0.5497, "theta": -0.0077, "rho": 0.2076, "theo": 0.9784, "change": 0.17, "open": 1.04, "high": 1.04, "low": 0.97, "tick": "up", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T16:02:14", "percent_change": 20.9877, "prev_day_close": 0.965000003576279}, {"option": "SPY271217P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2668, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.985000610352}, {"option": "SPY271217C01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 832.0, "volume": 0.0, "delta": 0.0252, "gamma": 0.0006, "vega": 0.5207, "theta": -0.0073, "rho": 0.1978, "theo": 0.9084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.86, "last_trade_time": "2026-11-09T11:10:24", "percent_change": 0.0, "prev_day_close": 0.900000005960464}, {"option": "SPY271217P01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2698, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 294.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 294.985000610352}, {"option": "SPY271217C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1327, "open_interest": 813.0, "volume": 0.0, "delta": 0.0235, "gamma": 0.0005, "vega": 0.4975, "theta": -0.0069, "rho": 0.1881, "theo": 0.8408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.83, "last_trade_time": "2026-11-09T15:50:35", "percent_change": 0.0, "prev_day_close": 0.8299999833107}, {"option": "SPY271217P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2727, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 299.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.985000610352}, {"option": "SPY271217C01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 852.0, "volume": 600.0, "delta": 0.0221, "gamma": 0.0005, "vega": 0.4729, "theta": -0.0065, "rho": 0.1674, "theo": 0.785, "change": 0.12, "open": 0.73, "high": 0.78, "low": 0.73, "tick": "up", "last_trade_price": 0.78, "last_trade_time": "2026-11-11T15:21:42", "percent_change": 18.1818, "prev_day_close": 0.774999976158142}, {"option": "SPY271217P01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2757, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 304.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 304.985000610352}, {"option": "SPY271217C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 1199.0, "volume": 0.0, "delta": 0.0207, "gamma": 0.0005, "vega": 0.4493, "theta": -0.0062, "rho": 0.1573, "theo": 0.7329, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-11-05T10:50:30", "percent_change": 0.0, "prev_day_close": 0.725000023841858}, {"option": "SPY271217P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2786, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.985000610352}, {"option": "SPY271217C01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 4050.0, "volume": 0.0, "delta": 0.0194, "gamma": 0.0004, "vega": 0.4267, "theta": -0.0059, "rho": 0.148, "theo": 0.6847, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-10-22T15:23:39", "percent_change": 0.0, "prev_day_close": 0.680000007152557}, {"option": "SPY271217P01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2815, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 314.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 314.985000610352}, {"option": "SPY271217C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 7024.0, "volume": 0.0, "delta": 0.0183, "gamma": 0.0004, "vega": 0.4052, "theta": -0.0056, "rho": 0.1399, "theo": 0.6406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.73, "last_trade_time": "2026-11-04T09:32:47", "percent_change": 0.0, "prev_day_close": 0.634999990463257}, {"option": "SPY271217P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2843, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.985000610352}, {"option": "SPY271217C01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1349, "open_interest": 10055.0, "volume": 0.0, "delta": 0.0172, "gamma": 0.0004, "vega": 0.3843, "theta": -0.0053, "rho": 0.1331, "theo": 0.5996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-11-09T09:30:02", "percent_change": 0.0, "prev_day_close": 0.599999994039536}, {"option": "SPY271217P01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2872, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 324.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 311.47, "last_trade_time": "2026-08-12T15:07:14", "percent_change": 0.0, "prev_day_close": 324.985000610352}, {"option": "SPY271217C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1355, "open_interest": 10913.0, "volume": 0.0, "delta": 0.0162, "gamma": 0.0004, "vega": 0.3655, "theta": -0.0051, "rho": 0.1276, "theo": 0.5609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-10-16T15:48:09", "percent_change": 0.0, "prev_day_close": 0.560000002384186}, {"option": "SPY271217P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.29, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.985000610352}, {"option": "SPY271217C01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 14699.0, "volume": 1.0, "delta": 0.0152, "gamma": 0.0004, "vega": 0.3501, "theta": -0.0048, "rho": 0.1174, "theo": 0.5252, "change": 0.09, "open": 0.54, "high": 0.54, "low": 0.54, "tick": "down", "last_trade_price": 0.54, "last_trade_time": "2026-11-11T11:24:34", "percent_change": 20.0, "prev_day_close": 0.530000001192093}, {"option": "SPY271217P01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2928, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 334.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 334.985000610352}, {"option": "SPY271217C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 17268.0, "volume": 0.0, "delta": 0.0143, "gamma": 0.0003, "vega": 0.3337, "theta": -0.0046, "rho": 0.1086, "theo": 0.4936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-11-10T10:44:52", "percent_change": 0.0, "prev_day_close": 0.5}, {"option": "SPY271217P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2957, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.985000610352}, {"option": "SPY271217C01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 11109.0, "volume": 0.0, "delta": 0.0136, "gamma": 0.0003, "vega": 0.3188, "theta": -0.0044, "rho": 0.1028, "theo": 0.4658, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.37, "last_trade_time": "2026-11-05T15:36:13", "percent_change": 0.0, "prev_day_close": 0.469999998807907}, {"option": "SPY271217P01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2984, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 344.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 344.985000610352}, {"option": "SPY271217C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 19099.0, "volume": 0.0, "delta": 0.0128, "gamma": 0.0003, "vega": 0.3041, "theta": -0.0042, "rho": 0.0973, "theo": 0.4387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.45, "last_trade_time": "2026-11-09T14:51:15", "percent_change": 0.0, "prev_day_close": 0.445000007748604}, {"option": "SPY271217P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3012, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.985000610352}, {"option": "SPY271217C01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 15033.0, "volume": 0.0, "delta": 0.0121, "gamma": 0.0003, "vega": 0.2905, "theta": -0.004, "rho": 0.0924, "theo": 0.4143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.62, "last_trade_time": "2026-10-22T11:28:48", "percent_change": 0.0, "prev_day_close": 0.420000001788139}, {"option": "SPY271217P01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.304, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 354.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 354.985000610352}, {"option": "SPY271217C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 12834.0, "volume": 4.0, "delta": 0.0115, "gamma": 0.0003, "vega": 0.2778, "theta": -0.0039, "rho": 0.0881, "theo": 0.3925, "change": 0.04, "open": 0.43, "high": 0.43, "low": 0.39, "tick": "down", "last_trade_price": 0.39, "last_trade_time": "2026-11-11T15:56:53", "percent_change": 11.4286, "prev_day_close": 0.399999991059303}, {"option": "SPY271217P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3067, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.985000610352}, {"option": "SPY271217C01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 2988.0, "volume": 0.0, "delta": 0.0109, "gamma": 0.0003, "vega": 0.2653, "theta": -0.0037, "rho": 0.0844, "theo": 0.3714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.44, "last_trade_time": "2026-08-05T13:40:33", "percent_change": 0.0, "prev_day_close": 0.379999995231628}, {"option": "SPY271217P01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3094, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 364.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 364.985000610352}, {"option": "SPY271217C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1407, "open_interest": 11640.0, "volume": 0.0, "delta": 0.0104, "gamma": 0.0002, "vega": 0.2531, "theta": -0.0036, "rho": 0.0813, "theo": 0.3507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.33, "last_trade_time": "2026-10-30T13:01:52", "percent_change": 0.0, "prev_day_close": 0.359999999403954}, {"option": "SPY271217P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3122, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.985000610352}, {"option": "SPY271217C01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 354.0, "volume": 0.0, "delta": 0.0098, "gamma": 0.0002, "vega": 0.2438, "theta": -0.0034, "rho": 0.0788, "theo": 0.332, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-10-28T11:17:39", "percent_change": 0.0, "prev_day_close": 0.345000013709068}, {"option": "SPY271217P01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3148, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 374.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 374.985000610352}, {"option": "SPY271217C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1421, "open_interest": 7544.0, "volume": 0.0, "delta": 0.0094, "gamma": 0.0002, "vega": 0.234, "theta": -0.0033, "rho": 0.0707, "theo": 0.3158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-05T11:07:19", "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "SPY271217P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3175, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 379.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.985000610352}, {"option": "SPY271217C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 12137.0, "volume": 3.0, "delta": 0.0085, "gamma": 0.0002, "vega": 0.2165, "theta": -0.0031, "rho": 0.0645, "theo": 0.2877, "change": 0.04, "open": 0.3, "high": 0.3, "low": 0.3, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-11T10:53:23", "percent_change": 15.3846, "prev_day_close": 0.299999997019768}, {"option": "SPY271217P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3228, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.985000610352}, {"option": "SPY271217C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1448, "open_interest": 10317.0, "volume": 4.0, "delta": 0.0078, "gamma": 0.0002, "vega": 0.2005, "theta": -0.0028, "rho": 0.059, "theo": 0.2626, "change": 0.04, "open": 0.28, "high": 0.28, "low": 0.28, "tick": "up", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T11:46:09", "percent_change": 16.6667, "prev_day_close": 0.274999991059303}, {"option": "SPY271217P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3281, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.985000610352}, {"option": "SPY271217C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1465, "open_interest": 27.0, "volume": 0.0, "delta": 0.0071, "gamma": 0.0002, "vega": 0.1856, "theta": -0.0026, "rho": 0.0544, "theo": 0.2401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.55, "last_trade_time": "2026-09-24T09:51:29", "percent_change": 0.0, "prev_day_close": 0.249999992549419}, {"option": "SPY271217P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3333, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.985000610352}, {"option": "SPY271217C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1479, "open_interest": 28.0, "volume": 0.0, "delta": 0.0066, "gamma": 0.0002, "vega": 0.1723, "theta": -0.0025, "rho": 0.051, "theo": 0.2209, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.39, "last_trade_time": "2026-10-21T14:43:40", "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "SPY271217P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3385, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.985000610352}, {"option": "SPY271217C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 88.0, "volume": 0.0, "delta": 0.0061, "gamma": 0.0001, "vega": 0.1619, "theta": -0.0023, "rho": 0.0464, "theo": 0.2045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.19, "last_trade_time": "2026-11-09T09:57:22", "percent_change": 0.0, "prev_day_close": 0.215000003576279}, {"option": "SPY271217P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3436, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.985000610352}, {"option": "SPY271217C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1504, "open_interest": 552.0, "volume": 31.0, "delta": 0.0056, "gamma": 0.0001, "vega": 0.1516, "theta": -0.0022, "rho": 0.0423, "theo": 0.1897, "change": 0.03, "open": 0.19, "high": 0.2, "low": 0.19, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-11-11T14:31:57", "percent_change": 17.6471, "prev_day_close": 0.195000000298023}, {"option": "SPY271217P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3486, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 439.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 439.985000610352}, {"option": "SPY271217C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 156.0, "volume": 0.0, "delta": 0.0052, "gamma": 0.0001, "vega": 0.1426, "theta": -0.0021, "rho": 0.0394, "theo": 0.1773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-06T11:55:09", "percent_change": 0.0, "prev_day_close": 0.185000002384186}, {"option": "SPY271217P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3536, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.985000610352}, {"option": "SPY271217C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1539, "open_interest": 2392.0, "volume": 0.0, "delta": 0.0049, "gamma": 0.0001, "vega": 0.1344, "theta": -0.002, "rho": 0.0369, "theo": 0.1663, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-02T14:12:31", "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "SPY271217P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3586, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 459.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.985000610352}, {"option": "SPY271217C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 616.0, "volume": 0.0, "delta": 0.0046, "gamma": 0.0001, "vega": 0.127, "theta": -0.0019, "rho": 0.0347, "theo": 0.1565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-10-28T13:00:16", "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "SPY271217P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3635, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.985000610352}, {"option": "SPY271217C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1566, "open_interest": 4.0, "volume": 0.0, "delta": 0.0043, "gamma": 0.0001, "vega": 0.1202, "theta": -0.0018, "rho": 0.0329, "theo": 0.1477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-10-19T10:08:33", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY271217P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3683, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.985000610352}, {"option": "SPY271217C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.158, "open_interest": 902.0, "volume": 5.0, "delta": 0.0041, "gamma": 0.0001, "vega": 0.1138, "theta": -0.0017, "rho": 0.0313, "theo": 0.1397, "change": 0.03, "open": 0.13, "high": 0.15, "low": 0.13, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-11-11T11:44:05", "percent_change": 25.0, "prev_day_close": 0.140000000596046}, {"option": "SPY271217P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3732, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.985000610352}, {"option": "SPY271217C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1599, "open_interest": 578.0, "volume": 0.0, "delta": 0.0038, "gamma": 0.0001, "vega": 0.1086, "theta": -0.0017, "rho": 0.0301, "theo": 0.1327, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-10-22T11:59:53", "percent_change": 0.0, "prev_day_close": 0.129999998956919}, {"option": "SPY271217P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3779, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.985000610352}, {"option": "SPY271217C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 214.0, "volume": 82.0, "delta": 0.0036, "gamma": 0.0001, "vega": 0.1036, "theta": -0.0016, "rho": 0.0273, "theo": 0.126, "change": 0.01, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T09:56:28", "percent_change": 10.0, "prev_day_close": 0.119999997317791}, {"option": "SPY271217P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3826, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 509.984985351562}, {"option": "SPY271217C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1622, "open_interest": 19.0, "volume": 0.0, "delta": 0.0035, "gamma": 0.0001, "vega": 0.099, "theta": -0.0015, "rho": 0.0259, "theo": 0.1203, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.11, "last_trade_time": "2026-11-02T10:31:42", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY271217P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3873, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.984985351562}, {"option": "SPY271217C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1631, "open_interest": 756.0, "volume": 0.0, "delta": 0.0033, "gamma": 0.0001, "vega": 0.0947, "theta": -0.0015, "rho": 0.0247, "theo": 0.1151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.08, "last_trade_time": "2026-11-10T11:34:37", "percent_change": 0.0, "prev_day_close": 0.109999999403954}, {"option": "SPY271217P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3919, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.984985351562}, {"option": "SPY271217C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 199.0, "volume": 0.0, "delta": 0.0032, "gamma": 0.0001, "vega": 0.0907, "theta": -0.0014, "rho": 0.0236, "theo": 0.1104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-09T09:57:54", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "SPY271217P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3965, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 612.0, "last_trade_time": "2026-02-20T14:49:19", "percent_change": 0.0, "prev_day_close": 539.984985351562}, {"option": "SPY271217C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 216.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0001, "vega": 0.087, "theta": -0.0014, "rho": 0.0225, "theo": 0.106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.14, "last_trade_time": "2026-10-21T11:34:02", "percent_change": 0.0, "prev_day_close": 0.0949999988079071}, {"option": "SPY271217P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.401, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.984985351562}, {"option": "SPY271217C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1676, "open_interest": 266.0, "volume": 0.0, "delta": 0.0029, "gamma": 0.0001, "vega": 0.0836, "theta": -0.0014, "rho": 0.0216, "theo": 0.1019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-10T12:09:36", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY271217P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4056, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.984985351562}, {"option": "SPY271217C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 109.0, "volume": 3.0, "delta": 0.0028, "gamma": 0.0001, "vega": 0.0803, "theta": -0.0013, "rho": 0.0207, "theo": 0.0981, "change": 0.005, "open": 0.08, "high": 0.08, "low": 0.08, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-11T12:49:17", "percent_change": 6.66667, "prev_day_close": 0.0850000008940697}, {"option": "SPY271217P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.41, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 569.984985351562}, {"option": "SPY271217C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1711, "open_interest": 1030.0, "volume": 0.0, "delta": 0.0026, "gamma": 0.0001, "vega": 0.0774, "theta": -0.0013, "rho": 0.02, "theo": 0.0948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-09T14:00:36", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY271217P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4144, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 656.0, "last_trade_time": "2025-12-04T15:52:08", "percent_change": 0.0, "prev_day_close": 579.984985351562}, {"option": "SPY271217C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1714, "open_interest": 6.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0001, "vega": 0.0743, "theta": -0.0012, "rho": 0.0192, "theo": 0.0912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.06, "last_trade_time": "2026-11-05T11:11:47", "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "SPY271217P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4188, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.984985351562}, {"option": "SPY271217C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 20.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0, "vega": 0.0716, "theta": -0.0012, "rho": 0.0186, "theo": 0.088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-06T12:30:58", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY271217P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4232, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.984985351562}, {"option": "SPY271217C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 21.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0, "vega": 0.0695, "theta": -0.0012, "rho": 0.0181, "theo": 0.0853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.34, "last_trade_time": "2026-06-02T12:43:00", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY271217P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4275, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.984985351562}, {"option": "SPY271217C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1756, "open_interest": 673.0, "volume": 0.0, "delta": 0.0022, "gamma": 0.0, "vega": 0.0671, "theta": -0.0011, "rho": 0.0168, "theo": 0.0822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-09T11:52:00", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY271217P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4318, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.984985351562}, {"option": "SPY271217C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1776, "open_interest": 22.0, "volume": 0.0, "delta": 0.0022, "gamma": 0.0, "vega": 0.0648, "theta": -0.0011, "rho": 0.0162, "theo": 0.0797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-10-30T10:22:13", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY271217P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.436, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.984985351562}, {"option": "SPY271217C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1785, "open_interest": 84.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0, "vega": 0.0628, "theta": -0.0011, "rho": 0.0156, "theo": 0.0773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.05, "last_trade_time": "2026-11-02T10:03:09", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY271217P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4402, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.984985351562}, {"option": "SPY271217C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1792, "open_interest": 6.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0, "vega": 0.0607, "theta": -0.0011, "rho": 0.015, "theo": 0.075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-07-27T11:42:28", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY271217P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4444, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.984985351562}, {"option": "SPY271217C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 0.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0, "vega": 0.0588, "theta": -0.001, "rho": 0.0145, "theo": 0.0728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY271217P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4486, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.984985351562}, {"option": "SPY271217C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1831, "open_interest": 3.0, "volume": 0.0, "delta": 0.0019, "gamma": 0.0, "vega": 0.057, "theta": -0.001, "rho": 0.014, "theo": 0.0707, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-28T14:26:20", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY271217P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4527, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.984985351562}, {"option": "SPY271217C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1851, "open_interest": 34.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0, "vega": 0.0553, "theta": -0.001, "rho": 0.0136, "theo": 0.0687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-22T10:57:50", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY271217P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4568, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.984985351562}, {"option": "SPY271217C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 16.0, "volume": 0.0, "delta": 0.0018, "gamma": 0.0, "vega": 0.0536, "theta": -0.001, "rho": 0.0132, "theo": 0.0668, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T11:13:21", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY271217P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4609, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.984985351562}, {"option": "SPY271217C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 12.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0, "vega": 0.052, "theta": -0.001, "rho": 0.0127, "theo": 0.0649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-11-06T12:48:18", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY271217P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4649, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.984985351562}, {"option": "SPY271217C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 217.0, "volume": 0.0, "delta": 0.0017, "gamma": 0.0, "vega": 0.0504, "theta": -0.0009, "rho": 0.0124, "theo": 0.0632, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-11-09T11:13:32", "percent_change": 0.0, "prev_day_close": 0.0449999989941716}, {"option": "SPY271217P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4689, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 709.984985351562}, {"option": "SPY271217C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1879, "open_interest": 835.0, "volume": 0.0, "delta": 0.0016, "gamma": 0.0, "vega": 0.0489, "theta": -0.0009, "rho": 0.012, "theo": 0.0615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.03, "last_trade_time": "2026-11-10T10:06:46", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY271217P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4728, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1171, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 719.984985351562}, {"option": "SPY280121C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 17.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0477, "theo": 710.8913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 721.5, "last_trade_time": "2026-10-14T11:09:00", "percent_change": 0.0, "prev_day_close": 710.070007324219}, {"option": "SPY280121P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7775, "open_interest": 2485.0, "volume": 0.0, "delta": -0.0001, "gamma": 0.0, "vega": 0.0046, "theta": -0.0004, "rho": -0.0015, "theo": 0.0267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.02, "last_trade_time": "2026-11-06T11:26:12", "percent_change": 0.0, "prev_day_close": 0.0199999995529652}, {"option": "SPY280121C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0525, "theo": 705.9129, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 705.079986572266}, {"option": "SPY280121P00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7624, "open_interest": 6.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0055, "theta": -0.0004, "rho": -0.0018, "theo": 0.0312, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-06-12T14:45:47", "percent_change": 0.0, "prev_day_close": 0.0249999994412065}, {"option": "SPY280121C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 7.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0572, "theo": 700.9346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 711.7, "last_trade_time": "2026-10-14T11:09:00", "percent_change": 0.0, "prev_day_close": 700.089996337891}, {"option": "SPY280121P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7471, "open_interest": 15.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0064, "theta": -0.0005, "rho": -0.0021, "theo": 0.0362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-06-16T09:42:08", "percent_change": 0.0, "prev_day_close": 0.0299999993294477}, {"option": "SPY280121C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.062, "theo": 695.9563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 695.100006103516}, {"option": "SPY280121P00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7321, "open_interest": 267.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0074, "theta": -0.0006, "rho": -0.0025, "theo": 0.0418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-05-22T12:44:36", "percent_change": 0.0, "prev_day_close": 0.0400000000372529}, {"option": "SPY280121C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0669, "theo": 690.9779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 690.109985351562}, {"option": "SPY280121P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7243, "open_interest": 24.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0085, "theta": -0.0006, "rho": -0.0029, "theo": 0.048, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.09, "last_trade_time": "2026-05-20T13:20:19", "percent_change": 0.0, "prev_day_close": 0.0449999989941716}, {"option": "SPY280121C00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0717, "theo": 685.9996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 685.119995117188}, {"option": "SPY280121P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.715, "open_interest": 10.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0098, "theta": -0.0007, "rho": -0.0033, "theo": 0.0549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-22T13:34:46", "percent_change": 0.0, "prev_day_close": 0.0499999988824129}, {"option": "SPY280121C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0765, "theo": 681.0213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 680.135009765625}, {"option": "SPY280121P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7001, "open_interest": 10.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0111, "theta": -0.0008, "rho": -0.0038, "theo": 0.0625, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.18, "last_trade_time": "2026-01-05T09:55:27", "percent_change": 0.0, "prev_day_close": 0.0600000005215406}, {"option": "SPY280121C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0812, "theo": 676.043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 675.25}, {"option": "SPY280121P00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6904, "open_interest": 12.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0126, "theta": -0.0009, "rho": -0.0044, "theo": 0.0709, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-09-03T14:42:00", "percent_change": 0.0, "prev_day_close": 0.0699999984353781}, {"option": "SPY280121C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0877, "theo": 671.0649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 670.25}, {"option": "SPY280121P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6803, "open_interest": 9.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0142, "theta": -0.001, "rho": -0.005, "theo": 0.0801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-09-24T14:16:02", "percent_change": 0.0, "prev_day_close": 0.080000001937151}, {"option": "SPY280121C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0926, "theo": 666.087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 665.25}, {"option": "SPY280121P00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6701, "open_interest": 21.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.016, "theta": -0.0011, "rho": -0.0056, "theo": 0.0903, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-10-01T11:00:28", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY280121C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.1063, "theo": 661.1093, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 658.86, "last_trade_time": "2026-09-10T12:57:16", "percent_change": 0.0, "prev_day_close": 660.25}, {"option": "SPY280121P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.66, "open_interest": 27870.0, "volume": 1.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.018, "theta": -0.0012, "rho": -0.0064, "theo": 0.1014, "change": -0.01, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T10:10:03", "percent_change": -9.09091, "prev_day_close": 0.100000001490116}, {"option": "SPY280121C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.1119, "theo": 656.1335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 566.79, "last_trade_time": "2025-11-14T11:23:59", "percent_change": 0.0, "prev_day_close": 655.25}, {"option": "SPY280121P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6526, "open_interest": 5.0, "volume": 0.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.02, "theta": -0.0014, "rho": -0.0072, "theo": 0.1136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-10-26T09:30:00", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY280121C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0006, "theta": 0.0, "rho": 0.146, "theo": 651.1637, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 563.32, "last_trade_time": "2025-11-14T11:20:34", "percent_change": 0.0, "prev_day_close": 650.25}, {"option": "SPY280121P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6448, "open_interest": 3.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0222, "theta": -0.0015, "rho": -0.008, "theo": 0.1268, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-08-13T09:45:54", "percent_change": 0.0, "prev_day_close": 0.129999998956919}, {"option": "SPY280121C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0008, "theta": 0.0, "rho": 0.1651, "theo": 646.1892, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 558.49, "last_trade_time": "2025-11-14T11:21:32", "percent_change": 0.0, "prev_day_close": 645.25}, {"option": "SPY280121P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6369, "open_interest": 2.0, "volume": 0.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0246, "theta": -0.0016, "rho": -0.009, "theo": 0.1411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.44, "last_trade_time": "2026-02-05T10:14:27", "percent_change": 0.0, "prev_day_close": 0.140000000596046}, {"option": "SPY280121C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0023, "theta": 0.0, "rho": 0.235, "theo": 641.2285, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 570.92, "last_trade_time": "2025-12-26T12:04:03", "percent_change": 0.0, "prev_day_close": 640.25}, {"option": "SPY280121P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6268, "open_interest": 3.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0272, "theta": -0.0018, "rho": -0.01, "theo": 0.1566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-05T13:41:32", "percent_change": 0.0, "prev_day_close": 0.160000003874302}, {"option": "SPY280121C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0072, "theta": 0.0, "rho": 0.4583, "theo": 636.2864, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 635.260009765625}, {"option": "SPY280121P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6206, "open_interest": 9.0, "volume": 0.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.03, "theta": -0.002, "rho": -0.0111, "theo": 0.1732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-11-05T14:40:54", "percent_change": 0.0, "prev_day_close": 0.174999997019768}, {"option": "SPY280121C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0178, "theta": 0.0, "rho": 0.6653, "theo": 631.396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 545.83, "last_trade_time": "2025-11-14T12:24:37", "percent_change": 0.0, "prev_day_close": 630.265014648438}, {"option": "SPY280121P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6141, "open_interest": 97.0, "volume": 0.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0331, "theta": -0.0021, "rho": -0.0123, "theo": 0.191, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-09-16T14:48:01", "percent_change": 0.0, "prev_day_close": 0.190000005066395}, {"option": "SPY280121C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0239, "theta": 0.0, "rho": 0.811, "theo": 626.551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 525.91, "last_trade_time": "2025-11-19T12:34:28", "percent_change": 0.0, "prev_day_close": 625.269989013672}, {"option": "SPY280121P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6058, "open_interest": 361.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0362, "theta": -0.0023, "rho": -0.0136, "theo": 0.21, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.32, "last_trade_time": "2026-08-24T09:42:52", "percent_change": 0.0, "prev_day_close": 0.21000000089407}, {"option": "SPY280121C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0286, "theta": 0.0, "rho": 0.857, "theo": 621.7112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 526.84, "last_trade_time": "2025-11-19T10:34:46", "percent_change": 0.0, "prev_day_close": 620.265014648438}, {"option": "SPY280121P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.599, "open_interest": 249.0, "volume": 0.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0394, "theta": -0.0025, "rho": -0.015, "theo": 0.2304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.26, "last_trade_time": "2026-10-23T13:54:59", "percent_change": 0.0, "prev_day_close": 0.229999996721745}, {"option": "SPY280121C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0321, "theta": 0.0, "rho": 0.8962, "theo": 616.8806, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 615.505004882812}, {"option": "SPY280121P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5933, "open_interest": 302.0, "volume": 0.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.0429, "theta": -0.0027, "rho": -0.0164, "theo": 0.252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.28, "last_trade_time": "2026-10-28T12:54:33", "percent_change": 0.0, "prev_day_close": 0.249999992549419}, {"option": "SPY280121C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0364, "theta": 0.0, "rho": 0.9459, "theo": 612.0559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 609.32, "last_trade_time": "2026-09-16T09:38:43", "percent_change": 0.0, "prev_day_close": 610.519989013672}, {"option": "SPY280121P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5863, "open_interest": 213.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0467, "theta": -0.0029, "rho": -0.0179, "theo": 0.2748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-11-10T15:03:59", "percent_change": 0.0, "prev_day_close": 0.274999991059303}, {"option": "SPY280121C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0413, "theta": 0.0, "rho": 1.0356, "theo": 607.2373, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 605.75}, {"option": "SPY280121P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5802, "open_interest": 116.0, "volume": 0.0, "delta": -0.0019, "gamma": 0.0, "vega": 0.0507, "theta": -0.0031, "rho": -0.0196, "theo": 0.3004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.33, "last_trade_time": "2026-11-10T14:13:30", "percent_change": 0.0, "prev_day_close": 0.299999997019768}, {"option": "SPY280121C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.0492, "theta": 0.0, "rho": 1.2217, "theo": 602.4312, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 600.915008544922}, {"option": "SPY280121P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5741, "open_interest": 792.0, "volume": 0.0, "delta": -0.0021, "gamma": 0.0, "vega": 0.0548, "theta": -0.0033, "rho": -0.0214, "theo": 0.3259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.36, "last_trade_time": "2026-10-28T14:37:00", "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "SPY280121C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9996, "gamma": 0.0, "vega": 0.0554, "theta": 0.0, "rho": 1.4681, "theo": 597.6567, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 596.304992675781}, {"option": "SPY280121P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5687, "open_interest": 109.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0592, "theta": -0.0036, "rho": -0.0232, "theo": 0.3526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.4, "last_trade_time": "2026-10-27T11:55:14", "percent_change": 0.0, "prev_day_close": 0.355000004172325}, {"option": "SPY280121C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.0592, "theta": 0.0, "rho": 1.6324, "theo": 592.9156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 591.704986572266}, {"option": "SPY280121P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5633, "open_interest": 136.0, "volume": 0.0, "delta": -0.0024, "gamma": 0.0, "vega": 0.0636, "theta": -0.0038, "rho": -0.0252, "theo": 0.3796, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.42, "last_trade_time": "2026-10-28T16:01:01", "percent_change": 0.0, "prev_day_close": 0.385000005364418}, {"option": "SPY280121C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.999, "gamma": 0.0, "vega": 0.0629, "theta": 0.0, "rho": 1.7421, "theo": 588.1974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 586.855010986328}, {"option": "SPY280121P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5575, "open_interest": 145.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0, "vega": 0.0683, "theta": -0.004, "rho": -0.0272, "theo": 0.4103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-10-30T10:24:22", "percent_change": 0.0, "prev_day_close": 0.415000006556511}, {"option": "SPY280121C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.0666, "theta": 0.0, "rho": 1.8267, "theo": 583.4792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 497.75, "last_trade_time": "2026-04-08T11:03:40", "percent_change": 0.0, "prev_day_close": 582.25}, {"option": "SPY280121P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5518, "open_interest": 561.0, "volume": 0.0, "delta": -0.0028, "gamma": 0.0, "vega": 0.073, "theta": -0.0043, "rho": -0.0293, "theo": 0.4411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-11-10T14:16:12", "percent_change": 0.0, "prev_day_close": 0.445000007748604}, {"option": "SPY280121C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.0703, "theta": 0.0, "rho": 1.896, "theo": 578.7719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 588.36, "last_trade_time": "2026-10-28T15:21:33", "percent_change": 0.0, "prev_day_close": 577.404998779297}, {"option": "SPY280121P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5467, "open_interest": 13.0, "volume": 0.0, "delta": -0.0031, "gamma": 0.0, "vega": 0.0781, "theta": -0.0045, "rho": -0.0315, "theo": 0.4733, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.53, "last_trade_time": "2026-10-20T10:07:43", "percent_change": 0.0, "prev_day_close": 0.480000004172325}, {"option": "SPY280121C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9983, "gamma": 0.0, "vega": 0.0759, "theta": 0.0, "rho": 1.956, "theo": 574.0685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 572.809997558594}, {"option": "SPY280121P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5415, "open_interest": 29.0, "volume": 0.0, "delta": -0.0033, "gamma": 0.0, "vega": 0.0834, "theta": -0.0048, "rho": -0.0339, "theo": 0.5064, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.57, "last_trade_time": "2026-10-20T10:05:48", "percent_change": 0.0, "prev_day_close": 0.509999990463257}, {"option": "SPY280121C00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.0836, "theta": 0.0, "rho": 2.012, "theo": 569.3674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 500.5, "last_trade_time": "2026-01-16T14:52:47", "percent_change": 0.0, "prev_day_close": 567.959991455078}, {"option": "SPY280121P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5361, "open_interest": 45.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0, "vega": 0.0888, "theta": -0.005, "rho": -0.0364, "theo": 0.5416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.78, "last_trade_time": "2026-11-05T13:08:35", "percent_change": 0.0, "prev_day_close": 0.550000011920929}, {"option": "SPY280121C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 282.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.0894, "theta": 0.0, "rho": 2.0653, "theo": 564.6703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 576.6, "last_trade_time": "2026-09-25T13:17:10", "percent_change": 0.0, "prev_day_close": 563.364990234375}, {"option": "SPY280121P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5306, "open_interest": 1369.0, "volume": 30.0, "delta": -0.0038, "gamma": 0.0, "vega": 0.0945, "theta": -0.0053, "rho": -0.0388, "theo": 0.5783, "change": -0.04, "open": 0.6, "high": 0.6, "low": 0.6, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T09:46:28", "percent_change": -6.25, "prev_day_close": 0.58500000834465}, {"option": "SPY280121C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9976, "gamma": 0.0, "vega": 0.0945, "theta": 0.0, "rho": 2.1164, "theo": 559.9757, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 558.75}, {"option": "SPY280121P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5257, "open_interest": 43.0, "volume": 0.0, "delta": -0.004, "gamma": 0.0, "vega": 0.1006, "theta": -0.0056, "rho": -0.0415, "theo": 0.616, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-10-30T14:14:32", "percent_change": 0.0, "prev_day_close": 0.620000004768372}, {"option": "SPY280121C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9973, "gamma": 0.0, "vega": 0.0996, "theta": 0.0, "rho": 2.1666, "theo": 555.2825, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 553.924987792969}, {"option": "SPY280121P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5207, "open_interest": 12.0, "volume": 0.0, "delta": -0.0043, "gamma": 0.0, "vega": 0.1069, "theta": -0.0059, "rho": -0.0444, "theo": 0.6553, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.74, "last_trade_time": "2026-09-28T09:38:16", "percent_change": 0.0, "prev_day_close": 0.659999996423721}, {"option": "SPY280121C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.1049, "theta": 0.0, "rho": 2.2162, "theo": 550.5906, "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": 549.329986572266}, {"option": "SPY280121P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5151, "open_interest": 41.0, "volume": 0.0, "delta": -0.0046, "gamma": 0.0, "vega": 0.113, "theta": -0.0062, "rho": -0.0474, "theo": 0.6958, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.89, "last_trade_time": "2026-10-30T14:44:27", "percent_change": 0.0, "prev_day_close": 0.699999988079071}, {"option": "SPY280121C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 0.9967, "gamma": 0.0, "vega": 0.1102, "theta": 0.0, "rho": 2.2656, "theo": 545.8997, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 477.0, "last_trade_time": "2026-01-06T15:52:33", "percent_change": 0.0, "prev_day_close": 544.734985351562}, {"option": "SPY280121P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5105, "open_interest": 236.0, "volume": 0.0, "delta": -0.0049, "gamma": 0.0, "vega": 0.1194, "theta": -0.0065, "rho": -0.0504, "theo": 0.7385, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.87, "last_trade_time": "2026-11-10T10:50:47", "percent_change": 0.0, "prev_day_close": 0.745000004768372}, {"option": "SPY280121C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9964, "gamma": 0.0, "vega": 0.1166, "theta": 0.0, "rho": 2.3147, "theo": 541.21, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 500.92, "last_trade_time": "2026-04-30T15:08:24", "percent_change": 0.0, "prev_day_close": 539.894989013672}, {"option": "SPY280121P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5053, "open_interest": 98.0, "volume": 0.0, "delta": -0.0052, "gamma": 0.0, "vega": 0.126, "theta": -0.0068, "rho": -0.0535, "theo": 0.7822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.07, "last_trade_time": "2026-11-05T13:01:09", "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "SPY280121C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.9961, "gamma": 0.0, "vega": 0.1259, "theta": 0.0, "rho": 2.3638, "theo": 536.5213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 513.55, "last_trade_time": "2026-11-06T13:48:12", "percent_change": 0.0, "prev_day_close": 535.299987792969}, {"option": "SPY280121P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5005, "open_interest": 294.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0, "vega": 0.1331, "theta": -0.0071, "rho": -0.0567, "theo": 0.8272, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.0, "last_trade_time": "2026-10-30T14:18:12", "percent_change": 0.0, "prev_day_close": 0.8299999833107}, {"option": "SPY280121C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9958, "gamma": 0.0, "vega": 0.1348, "theta": 0.0, "rho": 2.4143, "theo": 531.8344, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 530.459991455078}, {"option": "SPY280121P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4955, "open_interest": 922.0, "volume": 0.0, "delta": -0.0059, "gamma": 0.0, "vega": 0.1403, "theta": -0.0074, "rho": -0.06, "theo": 0.8729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.1, "last_trade_time": "2026-11-06T09:39:44", "percent_change": 0.0, "prev_day_close": 0.879999995231628}, {"option": "SPY280121C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9954, "gamma": 0.0, "vega": 0.1414, "theta": 0.0, "rho": 2.4628, "theo": 527.1561, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 538.3, "last_trade_time": "2026-10-28T13:23:01", "percent_change": 0.0, "prev_day_close": 525.864990234375}, {"option": "SPY280121P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4911, "open_interest": 449.0, "volume": 0.0, "delta": -0.0062, "gamma": 0.0, "vega": 0.1476, "theta": -0.0077, "rho": -0.0637, "theo": 0.9217, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.94, "last_trade_time": "2026-11-04T09:45:38", "percent_change": 0.0, "prev_day_close": 0.9200000166893}, {"option": "SPY280121C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9951, "gamma": 0.0, "vega": 0.1481, "theta": 0.0, "rho": 2.5112, "theo": 522.4741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 531.25, "last_trade_time": "2026-10-29T11:10:34", "percent_change": 0.0, "prev_day_close": 521.25}, {"option": "SPY280121P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4864, "open_interest": 224.0, "volume": 0.0, "delta": -0.0066, "gamma": 0.0, "vega": 0.1549, "theta": -0.008, "rho": -0.0672, "theo": 0.9714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.11, "last_trade_time": "2026-10-16T13:08:52", "percent_change": 0.0, "prev_day_close": 0.969999998807907}, {"option": "SPY280121C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9947, "gamma": 0.0, "vega": 0.155, "theta": 0.0, "rho": 2.5594, "theo": 517.7932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 528.65, "last_trade_time": "2026-10-28T13:27:06", "percent_change": 0.0, "prev_day_close": 516.434997558594}, {"option": "SPY280121P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4818, "open_interest": 1873.0, "volume": 0.0, "delta": -0.007, "gamma": 0.0, "vega": 0.1629, "theta": -0.0084, "rho": -0.0709, "theo": 1.0224, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.31, "last_trade_time": "2026-11-06T15:45:58", "percent_change": 0.0, "prev_day_close": 1.01999998092651}, {"option": "SPY280121C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9943, "gamma": 0.0, "vega": 0.162, "theta": 0.0, "rho": 2.6076, "theo": 513.1086, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 523.9, "last_trade_time": "2026-10-28T13:35:39", "percent_change": 0.0, "prev_day_close": 511.850006103516}, {"option": "SPY280121P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4771, "open_interest": 53.0, "volume": 0.0, "delta": -0.0073, "gamma": 0.0, "vega": 0.1713, "theta": -0.0087, "rho": -0.0748, "theo": 1.0749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.19, "last_trade_time": "2026-11-10T10:28:05", "percent_change": 0.0, "prev_day_close": 1.06999999284744}, {"option": "SPY280121C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9939, "gamma": 0.0, "vega": 0.1691, "theta": 0.0, "rho": 2.6556, "theo": 508.4352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 519.45, "last_trade_time": "2026-10-28T13:41:03", "percent_change": 0.0, "prev_day_close": 507.25}, {"option": "SPY280121P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4727, "open_interest": 198.0, "volume": 0.0, "delta": -0.0077, "gamma": 0.0, "vega": 0.1798, "theta": -0.0091, "rho": -0.079, "theo": 1.1287, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.12, "last_trade_time": "2026-11-04T12:02:13", "percent_change": 0.0, "prev_day_close": 1.12999999523163}, {"option": "SPY280121C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3586, "open_interest": 0.0, "volume": 0.0, "delta": 0.9935, "gamma": 0.0001, "vega": 0.1776, "theta": 0.0, "rho": 2.7036, "theo": 503.758, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 502.419998168945}, {"option": "SPY280121P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4678, "open_interest": 278.0, "volume": 0.0, "delta": -0.0081, "gamma": 0.0001, "vega": 0.188, "theta": -0.0094, "rho": -0.0833, "theo": 1.1832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.54, "last_trade_time": "2026-11-06T16:02:42", "percent_change": 0.0, "prev_day_close": 1.18000000715256}, {"option": "SPY280121C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3215, "open_interest": 1.0, "volume": 0.0, "delta": 0.9931, "gamma": 0.0001, "vega": 0.1889, "theta": 0.0, "rho": 2.7515, "theo": 499.0819, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 510.15, "last_trade_time": "2026-10-28T13:44:32", "percent_change": 0.0, "prev_day_close": 497.835006713867}, {"option": "SPY280121P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4634, "open_interest": 112.0, "volume": 0.0, "delta": -0.0086, "gamma": 0.0001, "vega": 0.1965, "theta": -0.0098, "rho": -0.0875, "theo": 1.242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.5, "last_trade_time": "2026-11-05T11:11:25", "percent_change": 0.0, "prev_day_close": 1.23500001430511}, {"option": "SPY280121C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3659, "open_interest": 0.0, "volume": 0.0, "delta": 0.9926, "gamma": 0.0001, "vega": 0.2, "theta": 0.0, "rho": 2.803, "theo": 494.4077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 493.25}, {"option": "SPY280121P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4591, "open_interest": 567.0, "volume": 0.0, "delta": -0.009, "gamma": 0.0001, "vega": 0.2053, "theta": -0.0101, "rho": -0.0919, "theo": 1.3009, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.39, "last_trade_time": "2026-10-01T09:30:05", "percent_change": 0.0, "prev_day_close": 1.28999996185303}, {"option": "SPY280121C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.379, "open_interest": 1.0, "volume": 0.0, "delta": 0.9922, "gamma": 0.0001, "vega": 0.2084, "theta": 0.0, "rho": 2.8503, "theo": 489.7376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 405.0, "last_trade_time": "2025-11-06T12:26:42", "percent_change": 0.0, "prev_day_close": 488.414993286133}, {"option": "SPY280121P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4548, "open_interest": 33.0, "volume": 0.0, "delta": -0.0095, "gamma": 0.0001, "vega": 0.2147, "theta": -0.0105, "rho": -0.0964, "theo": 1.3614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.41, "last_trade_time": "2026-11-04T09:30:01", "percent_change": 0.0, "prev_day_close": 1.35000002384186}, {"option": "SPY280121C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3618, "open_interest": 0.0, "volume": 0.0, "delta": 0.9917, "gamma": 0.0001, "vega": 0.217, "theta": 0.0, "rho": 2.8975, "theo": 485.0689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 474.36, "last_trade_time": "2026-06-22T14:43:00", "percent_change": 0.0, "prev_day_close": 483.830001831055}, {"option": "SPY280121P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4503, "open_interest": 680.0, "volume": 0.0, "delta": -0.01, "gamma": 0.0001, "vega": 0.2243, "theta": -0.0108, "rho": -0.1011, "theo": 1.4218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.42, "last_trade_time": "2026-11-04T09:43:44", "percent_change": 0.0, "prev_day_close": 1.4099999666214}, {"option": "SPY280121C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3765, "open_interest": 0.0, "volume": 0.0, "delta": 0.9912, "gamma": 0.0001, "vega": 0.2258, "theta": 0.0, "rho": 2.9446, "theo": 480.4017, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.244995117188}, {"option": "SPY280121P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.446, "open_interest": 583.0, "volume": 0.0, "delta": -0.0105, "gamma": 0.0001, "vega": 0.2341, "theta": -0.0112, "rho": -0.1061, "theo": 1.4874, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.96, "last_trade_time": "2026-11-05T14:24:38", "percent_change": 0.0, "prev_day_close": 1.47500002384186}, {"option": "SPY280121C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3821, "open_interest": 5.0, "volume": 0.0, "delta": 0.9907, "gamma": 0.0001, "vega": 0.2347, "theta": 0.0, "rho": 2.9916, "theo": 475.736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 407.72, "last_trade_time": "2025-11-12T14:02:16", "percent_change": 0.0, "prev_day_close": 474.414993286133}, {"option": "SPY280121P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.442, "open_interest": 56.0, "volume": 0.0, "delta": -0.011, "gamma": 0.0001, "vega": 0.2436, "theta": -0.0116, "rho": -0.1114, "theo": 1.5514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.77, "last_trade_time": "2026-11-10T12:46:12", "percent_change": 0.0, "prev_day_close": 1.53999996185303}, {"option": "SPY280121C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3693, "open_interest": 37.0, "volume": 0.0, "delta": 0.9902, "gamma": 0.0001, "vega": 0.2438, "theta": 0.0, "rho": 3.0385, "theo": 471.0717, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 482.2, "last_trade_time": "2026-10-28T13:53:28", "percent_change": 0.0, "prev_day_close": 469.835006713867}, {"option": "SPY280121P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4376, "open_interest": 301.0, "volume": 6.0, "delta": -0.0115, "gamma": 0.0001, "vega": 0.2538, "theta": -0.0119, "rho": -0.1163, "theo": 1.6207, "change": -0.12, "open": 1.64, "high": 1.64, "low": 1.63, "tick": "down", "last_trade_price": 1.63, "last_trade_time": "2026-11-11T10:57:06", "percent_change": -6.85714, "prev_day_close": 1.61000001430511}, {"option": "SPY280121C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.377, "open_interest": 0.0, "volume": 0.0, "delta": 0.9896, "gamma": 0.0001, "vega": 0.2535, "theta": 0.0, "rho": 3.0853, "theo": 466.409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 456.47, "last_trade_time": "2026-06-22T14:38:15", "percent_change": 0.0, "prev_day_close": 465.25}, {"option": "SPY280121P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4336, "open_interest": 116.0, "volume": 0.0, "delta": -0.0121, "gamma": 0.0001, "vega": 0.2646, "theta": -0.0123, "rho": -0.1216, "theo": 1.69, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.29, "last_trade_time": "2026-11-05T16:02:42", "percent_change": 0.0, "prev_day_close": 1.67500001192093}, {"option": "SPY280121C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3792, "open_interest": 0.0, "volume": 0.0, "delta": 0.9891, "gamma": 0.0001, "vega": 0.2666, "theta": 0.0, "rho": 3.1319, "theo": 461.7478, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 468.39, "last_trade_time": "2026-08-04T10:32:43", "percent_change": 0.0, "prev_day_close": 460.425003051758}, {"option": "SPY280121P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4295, "open_interest": 748.0, "volume": 0.0, "delta": -0.0126, "gamma": 0.0001, "vega": 0.2759, "theta": -0.0127, "rho": -0.127, "theo": 1.7611, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.13, "last_trade_time": "2026-11-06T10:10:41", "percent_change": 0.0, "prev_day_close": 1.74500000476837}, {"option": "SPY280121C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3856, "open_interest": 0.0, "volume": 0.0, "delta": 0.9885, "gamma": 0.0001, "vega": 0.2803, "theta": 0.0, "rho": 3.1819, "theo": 457.0881, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 380.0, "last_trade_time": "2026-03-10T11:42:21", "percent_change": 0.0, "prev_day_close": 455.845001220703}, {"option": "SPY280121P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4256, "open_interest": 21.0, "volume": 0.0, "delta": -0.0132, "gamma": 0.0001, "vega": 0.287, "theta": -0.0131, "rho": -0.133, "theo": 1.8325, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.04, "last_trade_time": "2026-11-10T10:39:11", "percent_change": 0.0, "prev_day_close": 1.81999999284744}, {"option": "SPY280121C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3735, "open_interest": 2.0, "volume": 0.0, "delta": 0.9879, "gamma": 0.0001, "vega": 0.2915, "theta": 0.0, "rho": 3.2313, "theo": 452.433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 381.47, "last_trade_time": "2025-12-12T10:56:27", "percent_change": 0.0, "prev_day_close": 451.270004272461}, {"option": "SPY280121P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4216, "open_interest": 304.0, "volume": 0.0, "delta": -0.0138, "gamma": 0.0001, "vega": 0.2981, "theta": -0.0135, "rho": -0.1394, "theo": 1.9078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.02, "last_trade_time": "2026-09-28T10:51:21", "percent_change": 0.0, "prev_day_close": 1.89499998092651}, {"option": "SPY280121C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3767, "open_interest": 0.0, "volume": 0.0, "delta": 0.9872, "gamma": 0.0001, "vega": 0.3026, "theta": 0.0, "rho": 3.277, "theo": 447.7802, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 446.695007324219}, {"option": "SPY280121P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4177, "open_interest": 174.0, "volume": 0.0, "delta": -0.0145, "gamma": 0.0001, "vega": 0.3093, "theta": -0.0139, "rho": -0.1455, "theo": 1.9873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.14, "last_trade_time": "2026-11-09T15:35:26", "percent_change": 0.0, "prev_day_close": 1.97500002384186}, {"option": "SPY280121C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3788, "open_interest": 27.0, "volume": 0.0, "delta": 0.9866, "gamma": 0.0001, "vega": 0.3138, "theta": 0.0, "rho": 3.3226, "theo": 443.1294, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 446.43, "last_trade_time": "2026-09-09T11:02:06", "percent_change": 0.0, "prev_day_close": 441.875}, {"option": "SPY280121P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4138, "open_interest": 387.0, "volume": 0.0, "delta": -0.0151, "gamma": 0.0001, "vega": 0.321, "theta": -0.0143, "rho": -0.1517, "theo": 2.0669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.7, "last_trade_time": "2026-11-06T16:12:10", "percent_change": 0.0, "prev_day_close": 2.05499994754791}, {"option": "SPY280121C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3806, "open_interest": 6.0, "volume": 0.0, "delta": 0.9859, "gamma": 0.0001, "vega": 0.3252, "theta": 0.0, "rho": 3.3679, "theo": 438.4806, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 363.47, "last_trade_time": "2026-04-10T10:56:09", "percent_change": 0.0, "prev_day_close": 437.315002441406}, {"option": "SPY280121P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4099, "open_interest": 91.0, "volume": 0.0, "delta": -0.0158, "gamma": 0.0001, "vega": 0.3335, "theta": -0.0147, "rho": -0.1582, "theo": 2.1486, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.41, "last_trade_time": "2026-11-09T09:51:37", "percent_change": 0.0, "prev_day_close": 2.13499999046326}, {"option": "SPY280121C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3711, "open_interest": 16.0, "volume": 0.0, "delta": 0.9852, "gamma": 0.0001, "vega": 0.3367, "theta": 0.0, "rho": 3.4132, "theo": 433.8338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 408.0, "last_trade_time": "2026-05-07T15:57:27", "percent_change": 0.0, "prev_day_close": 432.75}, {"option": "SPY280121P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4062, "open_interest": 1187.0, "volume": 0.0, "delta": -0.0165, "gamma": 0.0001, "vega": 0.3466, "theta": -0.0151, "rho": -0.1648, "theo": 2.2324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.45, "last_trade_time": "2026-11-09T12:49:23", "percent_change": 0.0, "prev_day_close": 2.2150000333786}, {"option": "SPY280121C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3726, "open_interest": 0.0, "volume": 0.0, "delta": 0.9845, "gamma": 0.0001, "vega": 0.349, "theta": 0.0, "rho": 3.4583, "theo": 429.1892, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 428.195007324219}, {"option": "SPY280121P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4025, "open_interest": 534.0, "volume": 0.0, "delta": -0.0172, "gamma": 0.0001, "vega": 0.3595, "theta": -0.0156, "rho": -0.1718, "theo": 2.3174, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.58, "last_trade_time": "2026-11-10T14:13:30", "percent_change": 0.0, "prev_day_close": 2.30499994754791}, {"option": "SPY280121C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3731, "open_interest": 34.0, "volume": 0.0, "delta": 0.9838, "gamma": 0.0001, "vega": 0.3642, "theta": 0.0, "rho": 3.5032, "theo": 424.5467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 404.44, "last_trade_time": "2026-11-06T10:25:54", "percent_change": 0.0, "prev_day_close": 423.389999389648}, {"option": "SPY280121P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3987, "open_interest": 628.0, "volume": 20.0, "delta": -0.018, "gamma": 0.0001, "vega": 0.3725, "theta": -0.016, "rho": -0.1795, "theo": 2.4068, "change": -0.19, "open": 2.42, "high": 2.42, "low": 2.42, "tick": "down", "last_trade_price": 2.42, "last_trade_time": "2026-11-11T12:20:52", "percent_change": -7.27969, "prev_day_close": 2.40000009536743}, {"option": "SPY280121C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3735, "open_interest": 0.0, "volume": 0.0, "delta": 0.983, "gamma": 0.0001, "vega": 0.3793, "theta": 0.0, "rho": 3.5598, "theo": 419.9071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 351.03, "last_trade_time": "2026-02-26T11:21:19", "percent_change": 0.0, "prev_day_close": 418.835006713867}, {"option": "SPY280121P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.395, "open_interest": 278.0, "volume": 0.0, "delta": -0.0188, "gamma": 0.0001, "vega": 0.3856, "theta": -0.0164, "rho": -0.1863, "theo": 2.4991, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.07, "last_trade_time": "2026-11-06T10:00:11", "percent_change": 0.0, "prev_day_close": 2.48500001430511}, {"option": "SPY280121C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.365, "open_interest": 9.0, "volume": 0.0, "delta": 0.9822, "gamma": 0.0001, "vega": 0.3927, "theta": 0.0, "rho": 3.604, "theo": 415.2719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 348.8, "last_trade_time": "2026-01-05T15:33:54", "percent_change": 0.0, "prev_day_close": 414.279998779297}, {"option": "SPY280121P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3913, "open_interest": 57.0, "volume": 0.0, "delta": -0.0196, "gamma": 0.0001, "vega": 0.3994, "theta": -0.0169, "rho": -0.1936, "theo": 2.5947, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.94, "last_trade_time": "2026-11-09T10:01:28", "percent_change": 0.0, "prev_day_close": 2.58499991893768}, {"option": "SPY280121C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3651, "open_interest": 10.0, "volume": 0.0, "delta": 0.9814, "gamma": 0.0001, "vega": 0.4065, "theta": 0.0, "rho": 3.648, "theo": 410.6394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 425.26, "last_trade_time": "2026-08-10T14:09:22", "percent_change": 0.0, "prev_day_close": 409.729995727539}, {"option": "SPY280121P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3878, "open_interest": 30.0, "volume": 0.0, "delta": -0.0204, "gamma": 0.0001, "vega": 0.4143, "theta": -0.0173, "rho": -0.2014, "theo": 2.6915, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.01, "last_trade_time": "2026-11-09T11:19:00", "percent_change": 0.0, "prev_day_close": 2.68500006198883}, {"option": "SPY280121C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3635, "open_interest": 53.0, "volume": 0.0, "delta": 0.9805, "gamma": 0.0002, "vega": 0.4207, "theta": 0.0, "rho": 3.6916, "theo": 406.0096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 415.85, "last_trade_time": "2026-10-29T11:32:40", "percent_change": 0.0, "prev_day_close": 405.175003051758}, {"option": "SPY280121P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3841, "open_interest": 2656.0, "volume": 0.0, "delta": -0.0212, "gamma": 0.0002, "vega": 0.4296, "theta": -0.0178, "rho": -0.2096, "theo": 2.7912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.2, "last_trade_time": "2026-11-10T10:54:13", "percent_change": 0.0, "prev_day_close": 2.7849999666214}, {"option": "SPY280121C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3643, "open_interest": 8.0, "volume": 0.0, "delta": 0.9796, "gamma": 0.0002, "vega": 0.4352, "theta": 0.0, "rho": 3.7349, "theo": 401.3776, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 381.4, "last_trade_time": "2026-11-06T11:36:37", "percent_change": 0.0, "prev_day_close": 400.380004882812}, {"option": "SPY280121P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3807, "open_interest": 6290.0, "volume": 0.0, "delta": -0.0221, "gamma": 0.0002, "vega": 0.4448, "theta": -0.0182, "rho": -0.2191, "theo": 2.8944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.15, "last_trade_time": "2026-11-09T15:44:04", "percent_change": 0.0, "prev_day_close": 2.88999998569488}, {"option": "SPY280121C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3554, "open_interest": 5.0, "volume": 1.0, "delta": 0.9787, "gamma": 0.0002, "vega": 0.4518, "theta": 0.0, "rho": 3.7816, "theo": 396.7586, "change": 10.335, "open": 395.7, "high": 395.7, "low": 395.7, "tick": "up", "last_trade_price": 395.7, "last_trade_time": "2026-11-11T15:25:18", "percent_change": 2.68187, "prev_day_close": 395.630004882812}, {"option": "SPY280121P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3771, "open_interest": 90.0, "volume": 1.0, "delta": -0.023, "gamma": 0.0002, "vega": 0.4595, "theta": -0.0187, "rho": -0.2285, "theo": 3.0013, "change": -0.22, "open": 3.05, "high": 3.05, "low": 3.05, "tick": "down", "last_trade_price": 3.05, "last_trade_time": "2026-11-11T11:30:58", "percent_change": -6.72783, "prev_day_close": 3.00499999523163}, {"option": "SPY280121C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3558, "open_interest": 1.0, "volume": 0.0, "delta": 0.9778, "gamma": 0.0002, "vega": 0.4688, "theta": 0.0, "rho": 3.8382, "theo": 392.1335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 306.93, "last_trade_time": "2025-11-24T10:01:12", "percent_change": 0.0, "prev_day_close": 391.285003662109}, {"option": "SPY280121P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3737, "open_interest": 508.0, "volume": 1.0, "delta": -0.024, "gamma": 0.0002, "vega": 0.475, "theta": -0.0192, "rho": -0.2374, "theo": 3.1115, "change": -0.27, "open": 3.12, "high": 3.12, "low": 3.12, "tick": "down", "last_trade_price": 3.12, "last_trade_time": "2026-11-11T14:07:57", "percent_change": -7.9646, "prev_day_close": 3.11500000953674}, {"option": "SPY280121C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3546, "open_interest": 7.0, "volume": 1.0, "delta": 0.9768, "gamma": 0.0002, "vega": 0.4847, "theta": 0.0, "rho": 3.8805, "theo": 387.5231, "change": 10.575, "open": 386.86, "high": 386.86, "low": 386.86, "tick": "up", "last_trade_price": 386.86, "last_trade_time": "2026-11-11T15:36:26", "percent_change": 2.81037, "prev_day_close": 386.740005493164}, {"option": "SPY280121P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3702, "open_interest": 37.0, "volume": 0.0, "delta": -0.025, "gamma": 0.0002, "vega": 0.4915, "theta": -0.0196, "rho": -0.2461, "theo": 3.2243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.56, "last_trade_time": "2026-10-23T11:32:34", "percent_change": 0.0, "prev_day_close": 3.22500002384186}, {"option": "SPY280121C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3521, "open_interest": 6.0, "volume": 0.0, "delta": 0.9757, "gamma": 0.0002, "vega": 0.5009, "theta": 0.0, "rho": 3.9366, "theo": 382.9062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 365.0, "last_trade_time": "2026-05-18T11:37:58", "percent_change": 0.0, "prev_day_close": 382.195007324219}, {"option": "SPY280121P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3667, "open_interest": 43.0, "volume": 0.0, "delta": -0.026, "gamma": 0.0002, "vega": 0.5091, "theta": -0.0201, "rho": -0.2554, "theo": 3.341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.89, "last_trade_time": "2026-11-10T09:32:11", "percent_change": 0.0, "prev_day_close": 3.33999991416931}, {"option": "SPY280121C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3516, "open_interest": 119.0, "volume": 0.0, "delta": 0.9747, "gamma": 0.0002, "vega": 0.5184, "theta": 0.0, "rho": 4.0561, "theo": 378.2985, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 372.31, "last_trade_time": "2026-11-03T09:36:28", "percent_change": 0.0, "prev_day_close": 377.404998779297}, {"option": "SPY280121P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3633, "open_interest": 1641.0, "volume": 5.0, "delta": -0.0271, "gamma": 0.0002, "vega": 0.527, "theta": -0.0206, "rho": -0.2658, "theo": 3.4622, "change": -0.29, "open": 3.58, "high": 3.58, "low": 3.49, "tick": "down", "last_trade_price": 3.49, "last_trade_time": "2026-11-11T12:21:56", "percent_change": -7.67196, "prev_day_close": 3.47000002861023}, {"option": "SPY280121C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3503, "open_interest": 2.0, "volume": 0.0, "delta": 0.9736, "gamma": 0.0002, "vega": 0.5358, "theta": 0.0, "rho": 4.2133, "theo": 373.698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 378.95, "last_trade_time": "2026-09-02T14:46:37", "percent_change": 0.0, "prev_day_close": 372.865005493164}, {"option": "SPY280121P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.36, "open_interest": 342.0, "volume": 0.0, "delta": -0.0282, "gamma": 0.0002, "vega": 0.5443, "theta": -0.0212, "rho": -0.2752, "theo": 3.5865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.47, "last_trade_time": "2026-10-12T10:13:01", "percent_change": 0.0, "prev_day_close": 3.58999991416931}, {"option": "SPY280121C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3433, "open_interest": 6.0, "volume": 0.0, "delta": 0.9724, "gamma": 0.0002, "vega": 0.5534, "theta": 0.0, "rho": 4.3276, "theo": 369.1096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 349.5, "last_trade_time": "2026-05-19T09:49:11", "percent_change": 0.0, "prev_day_close": 368.330001831055}, {"option": "SPY280121P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3566, "open_interest": 215.0, "volume": 0.0, "delta": -0.0293, "gamma": 0.0002, "vega": 0.5614, "theta": -0.0217, "rho": -0.2866, "theo": 3.7158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.23, "last_trade_time": "2026-11-10T11:01:54", "percent_change": 0.0, "prev_day_close": 3.72000002861023}, {"option": "SPY280121C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3413, "open_interest": 1.0, "volume": 0.0, "delta": 0.9712, "gamma": 0.0002, "vega": 0.5714, "theta": 0.0, "rho": 4.4056, "theo": 364.5307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 271.37, "last_trade_time": "2026-04-06T10:18:23", "percent_change": 0.0, "prev_day_close": 363.794998168945}, {"option": "SPY280121P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3534, "open_interest": 471.0, "volume": 0.0, "delta": -0.0305, "gamma": 0.0002, "vega": 0.579, "theta": -0.0222, "rho": -0.2973, "theo": 3.849, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.68, "last_trade_time": "2026-10-13T14:13:46", "percent_change": 0.0, "prev_day_close": 3.85500001907349}, {"option": "SPY280121C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3391, "open_interest": 21.0, "volume": 0.0, "delta": 0.97, "gamma": 0.0002, "vega": 0.5901, "theta": 0.0, "rho": 4.4635, "theo": 359.9587, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 353.0, "last_trade_time": "2026-07-21T14:05:58", "percent_change": 0.0, "prev_day_close": 359.25}, {"option": "SPY280121P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3501, "open_interest": 1423.0, "volume": 0.0, "delta": -0.0318, "gamma": 0.0002, "vega": 0.5984, "theta": -0.0227, "rho": -0.3086, "theo": 3.9875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.58, "last_trade_time": "2026-11-10T09:42:54", "percent_change": 0.0, "prev_day_close": 3.99500000476837}, {"option": "SPY280121C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3369, "open_interest": 26.0, "volume": 0.0, "delta": 0.9688, "gamma": 0.0002, "vega": 0.6093, "theta": 0.0, "rho": 4.5127, "theo": 355.3923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 338.75, "last_trade_time": "2026-06-23T15:56:43", "percent_change": 0.0, "prev_day_close": 354.729995727539}, {"option": "SPY280121P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3469, "open_interest": 1492.0, "volume": 0.0, "delta": -0.033, "gamma": 0.0003, "vega": 0.6191, "theta": -0.0233, "rho": -0.3206, "theo": 4.1281, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.63, "last_trade_time": "2026-10-23T09:35:38", "percent_change": 0.0, "prev_day_close": 4.13499999046326}, {"option": "SPY280121C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3335, "open_interest": 71.0, "volume": 0.0, "delta": 0.9675, "gamma": 0.0003, "vega": 0.6292, "theta": 0.0, "rho": 4.5579, "theo": 350.831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 344.65, "last_trade_time": "2026-11-09T15:38:40", "percent_change": 0.0, "prev_day_close": 350.199996948242}, {"option": "SPY280121P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3437, "open_interest": 320.0, "volume": 0.0, "delta": -0.0343, "gamma": 0.0003, "vega": 0.6401, "theta": -0.0238, "rho": -0.3336, "theo": 4.2747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.13, "last_trade_time": "2026-11-04T15:34:35", "percent_change": 0.0, "prev_day_close": 4.28500008583069}, {"option": "SPY280121C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3316, "open_interest": 24.0, "volume": 0.0, "delta": 0.9662, "gamma": 0.0003, "vega": 0.6496, "theta": 0.0, "rho": 4.6012, "theo": 346.2748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 255.4, "last_trade_time": "2026-04-06T10:22:50", "percent_change": 0.0, "prev_day_close": 345.425003051758}, {"option": "SPY280121P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3405, "open_interest": 453.0, "volume": 0.0, "delta": -0.0357, "gamma": 0.0003, "vega": 0.6607, "theta": -0.0244, "rho": -0.3482, "theo": 4.4304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.59, "last_trade_time": "2026-11-05T15:00:01", "percent_change": 0.0, "prev_day_close": 4.43999981880188}, {"option": "SPY280121C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3296, "open_interest": 50.0, "volume": 0.0, "delta": 0.9648, "gamma": 0.0003, "vega": 0.6706, "theta": 0.0, "rho": 4.6435, "theo": 341.7239, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 335.37, "last_trade_time": "2026-07-20T09:38:35", "percent_change": 0.0, "prev_day_close": 340.899993896484}, {"option": "SPY280121P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3374, "open_interest": 286.0, "volume": 0.0, "delta": -0.0371, "gamma": 0.0003, "vega": 0.6811, "theta": -0.0249, "rho": -0.3602, "theo": 4.5851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.25, "last_trade_time": "2026-11-02T15:32:23", "percent_change": 0.0, "prev_day_close": 4.60000014305115}, {"option": "SPY280121C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3234, "open_interest": 4.0, "volume": 0.0, "delta": 0.9634, "gamma": 0.0003, "vega": 0.692, "theta": 0.0, "rho": 4.6852, "theo": 337.1784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 316.0, "last_trade_time": "2026-11-06T10:04:54", "percent_change": 0.0, "prev_day_close": 336.375}, {"option": "SPY280121P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3343, "open_interest": 531.0, "volume": 0.0, "delta": -0.0386, "gamma": 0.0003, "vega": 0.7035, "theta": -0.0255, "rho": -0.3723, "theo": 4.7483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.18, "last_trade_time": "2026-11-09T15:38:18", "percent_change": 0.0, "prev_day_close": 4.75999999046326}, {"option": "SPY280121C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.321, "open_interest": 42.0, "volume": 0.0, "delta": 0.9619, "gamma": 0.0003, "vega": 0.7138, "theta": 0.0, "rho": 4.7262, "theo": 332.6384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 321.5, "last_trade_time": "2026-11-09T10:40:55", "percent_change": 0.0, "prev_day_close": 331.860000610352}, {"option": "SPY280121P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3312, "open_interest": 3634.0, "volume": 2.0, "delta": -0.0401, "gamma": 0.0003, "vega": 0.7267, "theta": -0.0261, "rho": -0.3856, "theo": 4.9175, "change": -0.32, "open": 5.07, "high": 5.07, "low": 5.07, "tick": "down", "last_trade_price": 5.07, "last_trade_time": "2026-11-11T09:30:02", "percent_change": -5.93692, "prev_day_close": 4.92999982833862}, {"option": "SPY280121C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3185, "open_interest": 6.0, "volume": 3.0, "delta": 0.9604, "gamma": 0.0003, "vega": 0.7361, "theta": 0.0, "rho": 4.7668, "theo": 328.1043, "change": 7.03, "open": 323.25, "high": 324.0, "low": 323.25, "tick": "up", "last_trade_price": 324.0, "last_trade_time": "2026-11-11T10:02:44", "percent_change": 2.21788, "prev_day_close": 327.339996337891}, {"option": "SPY280121P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3281, "open_interest": 4099.0, "volume": 0.0, "delta": -0.0417, "gamma": 0.0003, "vega": 0.7501, "theta": -0.0267, "rho": -0.4008, "theo": 5.0924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.26, "last_trade_time": "2026-11-06T09:50:06", "percent_change": 0.0, "prev_day_close": 5.10000014305115}, {"option": "SPY280121C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.316, "open_interest": 131.0, "volume": 0.0, "delta": 0.9588, "gamma": 0.0003, "vega": 0.7589, "theta": 0.0, "rho": 4.8069, "theo": 323.5762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 306.0, "last_trade_time": "2026-11-09T09:33:19", "percent_change": 0.0, "prev_day_close": 322.830001831055}, {"option": "SPY280121P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3251, "open_interest": 127.0, "volume": 0.0, "delta": -0.0434, "gamma": 0.0004, "vega": 0.773, "theta": -0.0273, "rho": -0.4156, "theo": 5.2742, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.04, "last_trade_time": "2026-11-10T10:45:27", "percent_change": 0.0, "prev_day_close": 5.28500008583069}, {"option": "SPY280121C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3135, "open_interest": 15.0, "volume": 0.0, "delta": 0.9571, "gamma": 0.0004, "vega": 0.7823, "theta": 0.0, "rho": 4.8465, "theo": 319.0542, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 333.9, "last_trade_time": "2026-08-10T10:09:05", "percent_change": 0.0, "prev_day_close": 318.320007324219}, {"option": "SPY280121P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3221, "open_interest": 191.0, "volume": 0.0, "delta": -0.0451, "gamma": 0.0004, "vega": 0.7959, "theta": -0.028, "rho": -0.4333, "theo": 5.467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.49, "last_trade_time": "2026-11-05T11:13:52", "percent_change": 0.0, "prev_day_close": 5.47000002861023}, {"option": "SPY280121C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3109, "open_interest": 7.0, "volume": 0.0, "delta": 0.9554, "gamma": 0.0004, "vega": 0.8064, "theta": 0.0, "rho": 4.8855, "theo": 314.5386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 327.58, "last_trade_time": "2026-10-28T11:45:58", "percent_change": 0.0, "prev_day_close": 313.809997558594}, {"option": "SPY280121P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3192, "open_interest": 512.0, "volume": 0.0, "delta": -0.0469, "gamma": 0.0004, "vega": 0.8188, "theta": -0.0286, "rho": -0.4485, "theo": 5.6581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.2, "last_trade_time": "2026-11-06T10:55:08", "percent_change": 0.0, "prev_day_close": 5.66499996185303}, {"option": "SPY280121C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3084, "open_interest": 40.0, "volume": 0.0, "delta": 0.9537, "gamma": 0.0004, "vega": 0.8312, "theta": 0.0, "rho": 4.9238, "theo": 310.0297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 314.07, "last_trade_time": "2026-10-22T15:54:08", "percent_change": 0.0, "prev_day_close": 309.309997558594}, {"option": "SPY280121P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3163, "open_interest": 2128.0, "volume": 1.0, "delta": -0.0487, "gamma": 0.0004, "vega": 0.8453, "theta": -0.0292, "rho": -0.4649, "theo": 5.8593, "change": -0.57, "open": 5.86, "high": 5.86, "low": 5.86, "tick": "down", "last_trade_price": 5.86, "last_trade_time": "2026-11-11T14:17:36", "percent_change": -8.86469, "prev_day_close": 5.86500000953674}, {"option": "SPY280121C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3058, "open_interest": 18.0, "volume": 0.0, "delta": 0.9518, "gamma": 0.0004, "vega": 0.8569, "theta": 0.0, "rho": 4.9613, "theo": 305.5277, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 298.0, "last_trade_time": "2026-11-09T14:53:39", "percent_change": 0.0, "prev_day_close": 304.809997558594}, {"option": "SPY280121P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3134, "open_interest": 1086.0, "volume": 1.0, "delta": -0.0506, "gamma": 0.0004, "vega": 0.8738, "theta": -0.0299, "rho": -0.4816, "theo": 6.0672, "change": -0.57, "open": 6.09, "high": 6.09, "low": 6.09, "tick": "down", "last_trade_price": 6.09, "last_trade_time": "2026-11-11T14:17:36", "percent_change": -8.55856, "prev_day_close": 6.0699999332428}, {"option": "SPY280121C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3031, "open_interest": 42.0, "volume": 0.0, "delta": 0.9499, "gamma": 0.0004, "vega": 0.8832, "theta": 0.0, "rho": 4.998, "theo": 301.033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 304.98, "last_trade_time": "2026-10-22T15:53:33", "percent_change": 0.0, "prev_day_close": 300.309997558594}, {"option": "SPY280121P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3105, "open_interest": 71.0, "volume": 0.0, "delta": -0.0526, "gamma": 0.0004, "vega": 0.9021, "theta": -0.0305, "rho": -0.5, "theo": 6.2828, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.7, "last_trade_time": "2026-11-06T09:54:55", "percent_change": 0.0, "prev_day_close": 6.28500008583069}, {"option": "SPY280121C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3004, "open_interest": 13.0, "volume": 0.0, "delta": 0.9479, "gamma": 0.0004, "vega": 0.9103, "theta": 0.0, "rho": 5.0338, "theo": 296.5459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 311.58, "last_trade_time": "2026-08-04T13:07:16", "percent_change": 0.0, "prev_day_close": 295.820007324219}, {"option": "SPY280121P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3076, "open_interest": 548.0, "volume": 0.0, "delta": -0.0547, "gamma": 0.0004, "vega": 0.9286, "theta": -0.0312, "rho": -0.5203, "theo": 6.509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.0, "last_trade_time": "2026-11-05T11:53:11", "percent_change": 0.0, "prev_day_close": 6.50999999046326}, {"option": "SPY280121C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2978, "open_interest": 11.0, "volume": 0.0, "delta": 0.9459, "gamma": 0.0004, "vega": 0.938, "theta": 0.0, "rho": 5.0688, "theo": 292.0667, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 292.76, "last_trade_time": "2026-07-15T14:41:59", "percent_change": 0.0, "prev_day_close": 291.330001831055}, {"option": "SPY280121P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3048, "open_interest": 1123.0, "volume": 0.0, "delta": -0.0568, "gamma": 0.0005, "vega": 0.9568, "theta": -0.0319, "rho": -0.5374, "theo": 6.7433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.01, "last_trade_time": "2026-11-05T15:30:08", "percent_change": 0.0, "prev_day_close": 6.74000000953674}, {"option": "SPY280121C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.295, "open_interest": 131.0, "volume": 3.0, "delta": 0.9438, "gamma": 0.0005, "vega": 0.9662, "theta": 0.0, "rho": 5.103, "theo": 287.5959, "change": 10.855, "open": 287.55, "high": 287.67, "low": 287.55, "tick": "up", "last_trade_price": 287.67, "last_trade_time": "2026-11-11T14:52:48", "percent_change": 3.92139, "prev_day_close": 286.845001220703}, {"option": "SPY280121P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.302, "open_interest": 6266.0, "volume": 5.0, "delta": -0.059, "gamma": 0.0005, "vega": 0.9856, "theta": -0.0326, "rho": -0.5556, "theo": 6.9847, "change": -0.73, "open": 7.11, "high": 7.11, "low": 6.93, "tick": "no_change", "last_trade_price": 6.94, "last_trade_time": "2026-11-11T13:37:42", "percent_change": -9.5176, "prev_day_close": 6.98499989509582}, {"option": "SPY280121C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2923, "open_interest": 9.0, "volume": 0.0, "delta": 0.9415, "gamma": 0.0005, "vega": 0.9948, "theta": 0.0, "rho": 5.1365, "theo": 283.1335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 298.39, "last_trade_time": "2026-08-05T13:19:33", "percent_change": 0.0, "prev_day_close": 282.365005493164}, {"option": "SPY280121P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2992, "open_interest": 911.0, "volume": 0.0, "delta": -0.0614, "gamma": 0.0005, "vega": 1.0158, "theta": -0.0333, "rho": -0.5776, "theo": 7.2373, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.95, "last_trade_time": "2026-11-05T16:00:10", "percent_change": 0.0, "prev_day_close": 7.23000001907349}, {"option": "SPY280121C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2895, "open_interest": 112.0, "volume": 0.0, "delta": 0.9392, "gamma": 0.0005, "vega": 1.024, "theta": 0.0, "rho": 5.1694, "theo": 278.6799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 280.01, "last_trade_time": "2026-10-23T10:32:16", "percent_change": 0.0, "prev_day_close": 277.884994506836}, {"option": "SPY280121P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2964, "open_interest": 294.0, "volume": 0.0, "delta": -0.0638, "gamma": 0.0005, "vega": 1.0451, "theta": -0.034, "rho": -0.6, "theo": 7.4967, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.57, "last_trade_time": "2026-11-10T11:02:09", "percent_change": 0.0, "prev_day_close": 7.48499989509582}, {"option": "SPY280121C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2868, "open_interest": 4.0, "volume": 0.0, "delta": 0.9369, "gamma": 0.0005, "vega": 1.0538, "theta": -0.0006, "rho": 5.2015, "theo": 274.2353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 279.0, "last_trade_time": "2026-11-04T09:39:43", "percent_change": 0.0, "prev_day_close": 273.414993286133}, {"option": "SPY280121P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2938, "open_interest": 796.0, "volume": 0.0, "delta": -0.0662, "gamma": 0.0005, "vega": 1.0744, "theta": -0.0347, "rho": -0.6249, "theo": 7.7677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 8.85, "last_trade_time": "2026-11-09T10:42:58", "percent_change": 0.0, "prev_day_close": 7.75}, {"option": "SPY280121C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.284, "open_interest": 161.0, "volume": 0.0, "delta": 0.9344, "gamma": 0.0005, "vega": 1.0844, "theta": -0.0018, "rho": 5.2328, "theo": 269.7999, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 282.5, "last_trade_time": "2026-09-23T11:46:42", "percent_change": 0.0, "prev_day_close": 268.949996948242}, {"option": "SPY280121P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2911, "open_interest": 247.0, "volume": 0.0, "delta": -0.0688, "gamma": 0.0006, "vega": 1.1044, "theta": -0.0354, "rho": -0.6458, "theo": 8.0459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.45, "last_trade_time": "2026-11-06T15:00:33", "percent_change": 0.0, "prev_day_close": 8.02500009536743}, {"option": "SPY280121C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2813, "open_interest": 43.0, "volume": 1.0, "delta": 0.9319, "gamma": 0.0006, "vega": 1.1158, "theta": -0.0031, "rho": 5.2632, "theo": 265.3741, "change": 6.47, "open": 261.0, "high": 261.0, "low": 261.0, "tick": "down", "last_trade_price": 261.0, "last_trade_time": "2026-11-11T10:00:42", "percent_change": 2.54194, "prev_day_close": 264.485000610352}, {"option": "SPY280121P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2884, "open_interest": 542.0, "volume": 0.0, "delta": -0.0715, "gamma": 0.0006, "vega": 1.1384, "theta": -0.0362, "rho": -0.6665, "theo": 8.3346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.14, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 8.31500005722046}, {"option": "SPY280121C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2808, "open_interest": 18.0, "volume": 0.0, "delta": 0.9292, "gamma": 0.0006, "vega": 1.1482, "theta": -0.0044, "rho": 5.2926, "theo": 260.9582, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 266.99, "last_trade_time": "2026-11-04T13:00:03", "percent_change": 0.0, "prev_day_close": 260.029998779297}, {"option": "SPY280121P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2858, "open_interest": 1564.0, "volume": 0.0, "delta": -0.0743, "gamma": 0.0006, "vega": 1.1759, "theta": -0.0369, "rho": -0.6906, "theo": 8.6356, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.6, "last_trade_time": "2026-11-10T14:28:23", "percent_change": 0.0, "prev_day_close": 8.61499977111816}, {"option": "SPY280121C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2779, "open_interest": 325.0, "volume": 0.0, "delta": 0.9265, "gamma": 0.0006, "vega": 1.1814, "theta": -0.0056, "rho": 5.3207, "theo": 256.5528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 250.47, "last_trade_time": "2026-10-30T15:10:45", "percent_change": 0.0, "prev_day_close": 255.824996948242}, {"option": "SPY280121P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2832, "open_interest": 791.0, "volume": 5.0, "delta": -0.0772, "gamma": 0.0006, "vega": 1.2117, "theta": -0.0377, "rho": -0.7152, "theo": 8.9459, "change": -0.88, "open": 8.96, "high": 8.96, "low": 8.96, "tick": "no_change", "last_trade_price": 8.96, "last_trade_time": "2026-11-11T15:07:27", "percent_change": -8.94309, "prev_day_close": 8.92500019073486}, {"option": "SPY280121C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2751, "open_interest": 84.0, "volume": 0.0, "delta": 0.9236, "gamma": 0.0006, "vega": 1.2154, "theta": -0.0069, "rho": 5.3476, "theo": 252.1581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 257.87, "last_trade_time": "2026-10-16T13:40:50", "percent_change": 0.0, "prev_day_close": 251.379997253418}, {"option": "SPY280121P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2806, "open_interest": 725.0, "volume": 0.0, "delta": -0.0802, "gamma": 0.0007, "vega": 1.244, "theta": -0.0385, "rho": -0.7441, "theo": 9.2732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.69, "last_trade_time": "2026-11-09T10:08:14", "percent_change": 0.0, "prev_day_close": 9.24499988555908}, {"option": "SPY280121C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2722, "open_interest": 27.0, "volume": 0.0, "delta": 0.9207, "gamma": 0.0006, "vega": 1.2501, "theta": -0.0082, "rho": 5.3733, "theo": 247.7748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 253.17, "last_trade_time": "2026-09-01T11:03:36", "percent_change": 0.0, "prev_day_close": 246.940002441406}, {"option": "SPY280121P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 401.0, "volume": 40.0, "delta": -0.0833, "gamma": 0.0007, "vega": 1.2783, "theta": -0.0393, "rho": -0.7688, "theo": 9.6093, "change": -1.075, "open": 10.01, "high": 10.01, "low": 9.49, "tick": "down", "last_trade_price": 9.49, "last_trade_time": "2026-11-11T13:51:21", "percent_change": -10.1751, "prev_day_close": 9.56999969482422}, {"option": "SPY280121C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2714, "open_interest": 759.0, "volume": 1.0, "delta": 0.9177, "gamma": 0.0007, "vega": 1.2852, "theta": -0.0095, "rho": 5.3979, "theo": 243.4031, "change": 6.125, "open": 239.0, "high": 239.0, "low": 239.0, "tick": "up", "last_trade_price": 239.0, "last_trade_time": "2026-11-11T10:25:27", "percent_change": 2.63017, "prev_day_close": 242.504997253418}, {"option": "SPY280121P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2754, "open_interest": 1449.0, "volume": 172.0, "delta": -0.0865, "gamma": 0.0007, "vega": 1.3139, "theta": -0.0401, "rho": -0.7973, "theo": 9.9583, "change": -1.045, "open": 9.98, "high": 9.98, "low": 9.91, "tick": "down", "last_trade_price": 9.91, "last_trade_time": "2026-11-11T14:49:03", "percent_change": -9.53902, "prev_day_close": 9.91499996185303}, {"option": "SPY280121C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2684, "open_interest": 245.0, "volume": 0.0, "delta": 0.9145, "gamma": 0.0007, "vega": 1.3208, "theta": -0.0108, "rho": 5.4216, "theo": 239.0435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 224.5, "last_trade_time": "2026-11-05T11:39:41", "percent_change": 0.0, "prev_day_close": 238.324996948242}, {"option": "SPY280121P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2729, "open_interest": 187.0, "volume": 0.0, "delta": -0.0899, "gamma": 0.0007, "vega": 1.3511, "theta": -0.0409, "rho": -0.8281, "theo": 10.3181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.84, "last_trade_time": "2026-11-10T11:20:42", "percent_change": 0.0, "prev_day_close": 10.2749996185303}, {"option": "SPY280121C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2655, "open_interest": 60.0, "volume": 0.0, "delta": 0.9112, "gamma": 0.0007, "vega": 1.3569, "theta": -0.0121, "rho": 5.4443, "theo": 234.6962, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 214.77, "last_trade_time": "2026-11-06T09:57:35", "percent_change": 0.0, "prev_day_close": 233.904998779297}, {"option": "SPY280121P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2705, "open_interest": 3586.0, "volume": 1.0, "delta": -0.0933, "gamma": 0.0008, "vega": 1.3891, "theta": -0.0417, "rho": -0.8585, "theo": 10.6919, "change": -0.765, "open": 11.0, "high": 11.0, "low": 11.0, "tick": "down", "last_trade_price": 11.0, "last_trade_time": "2026-11-11T09:58:57", "percent_change": -6.50234, "prev_day_close": 10.6449999809265}, {"option": "SPY280121C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2626, "open_interest": 44.0, "volume": 0.0, "delta": 0.9078, "gamma": 0.0008, "vega": 1.3937, "theta": -0.0134, "rho": 5.4661, "theo": 230.3615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.7, "last_trade_time": "2026-11-09T14:32:22", "percent_change": 0.0, "prev_day_close": 229.48999786377}, {"option": "SPY280121P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2679, "open_interest": 655.0, "volume": 5.0, "delta": -0.0969, "gamma": 0.0008, "vega": 1.425, "theta": -0.0425, "rho": -0.888, "theo": 11.0796, "change": -1.175, "open": 11.3, "high": 11.3, "low": 11.03, "tick": "down", "last_trade_price": 11.03, "last_trade_time": "2026-11-11T13:00:24", "percent_change": -9.6272, "prev_day_close": 11.0349998474121}, {"option": "SPY280121C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2615, "open_interest": 100.0, "volume": 0.0, "delta": 0.9043, "gamma": 0.0008, "vega": 1.4312, "theta": -0.0147, "rho": 5.4868, "theo": 226.0398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 218.51, "last_trade_time": "2026-11-09T13:55:57", "percent_change": 0.0, "prev_day_close": 225.330001831055}, {"option": "SPY280121P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2655, "open_interest": 1742.0, "volume": 410.0, "delta": -0.1006, "gamma": 0.0008, "vega": 1.465, "theta": -0.0433, "rho": -0.9158, "theo": 11.4808, "change": -1.2, "open": 11.75, "high": 11.96, "low": 11.36, "tick": "up", "last_trade_price": 11.46, "last_trade_time": "2026-11-11T15:53:38", "percent_change": -9.47867, "prev_day_close": 11.4349999427795}, {"option": "SPY280121C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2584, "open_interest": 48.0, "volume": 0.0, "delta": 0.9007, "gamma": 0.0008, "vega": 1.4697, "theta": -0.016, "rho": 5.506, "theo": 221.7315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 209.31, "last_trade_time": "2026-11-10T10:53:54", "percent_change": 0.0, "prev_day_close": 220.925003051758}, {"option": "SPY280121P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2631, "open_interest": 427.0, "volume": 6.0, "delta": -0.1045, "gamma": 0.0009, "vega": 1.5095, "theta": -0.0442, "rho": -0.9446, "theo": 11.8993, "change": -0.94, "open": 12.18, "high": 12.18, "low": 12.18, "tick": "no_change", "last_trade_price": 12.18, "last_trade_time": "2026-11-11T09:30:47", "percent_change": -7.16463, "prev_day_close": 11.8499999046326}, {"option": "SPY280121C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2572, "open_interest": 129.0, "volume": 0.0, "delta": 0.897, "gamma": 0.0008, "vega": 1.5092, "theta": -0.0173, "rho": 5.5237, "theo": 217.4373, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 197.96, "last_trade_time": "2026-11-06T11:29:06", "percent_change": 0.0, "prev_day_close": 216.535003662109}, {"option": "SPY280121P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2606, "open_interest": 774.0, "volume": 0.0, "delta": -0.1085, "gamma": 0.0009, "vega": 1.5524, "theta": -0.045, "rho": -0.9802, "theo": 12.3298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.12, "last_trade_time": "2026-11-10T12:20:04", "percent_change": 0.0, "prev_day_close": 12.2799997329712}, {"option": "SPY280121C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2542, "open_interest": 39.0, "volume": 0.0, "delta": 0.8931, "gamma": 0.0009, "vega": 1.5495, "theta": -0.0186, "rho": 5.5397, "theo": 213.1577, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 201.05, "last_trade_time": "2026-11-10T11:53:03", "percent_change": 0.0, "prev_day_close": 212.394996643066}, {"option": "SPY280121P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2582, "open_interest": 189.0, "volume": 0.0, "delta": -0.1127, "gamma": 0.0009, "vega": 1.5896, "theta": -0.0458, "rho": -1.0181, "theo": 12.7824, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.91, "last_trade_time": "2026-11-06T10:12:51", "percent_change": 0.0, "prev_day_close": 12.7350001335144}, {"option": "SPY280121C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2528, "open_interest": 268.0, "volume": 0.0, "delta": 0.889, "gamma": 0.0009, "vega": 1.5904, "theta": -0.02, "rho": 5.5541, "theo": 208.8933, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 205.85, "last_trade_time": "2026-11-03T13:35:57", "percent_change": 0.0, "prev_day_close": 208.019996643066}, {"option": "SPY280121P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2558, "open_interest": 631.0, "volume": 0.0, "delta": -0.1171, "gamma": 0.001, "vega": 1.6294, "theta": -0.0467, "rho": -1.0521, "theo": 13.2494, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.14, "last_trade_time": "2026-11-09T09:30:01", "percent_change": 0.0, "prev_day_close": 13.2049999237061}, {"option": "SPY280121C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2498, "open_interest": 332.0, "volume": 1.0, "delta": 0.8849, "gamma": 0.0009, "vega": 1.6318, "theta": -0.0213, "rho": 5.567, "theo": 204.6449, "change": 6.53, "open": 201.0, "high": 201.0, "low": 201.0, "tick": "down", "last_trade_price": 201.0, "last_trade_time": "2026-11-11T10:07:01", "percent_change": 3.35784, "prev_day_close": 203.894996643066}, {"option": "SPY280121P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2535, "open_interest": 487.0, "volume": 0.0, "delta": -0.1215, "gamma": 0.001, "vega": 1.671, "theta": -0.0475, "rho": -1.0916, "theo": 13.7302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.0, "last_trade_time": "2026-11-10T10:53:26", "percent_change": 0.0, "prev_day_close": 13.6849999427795}, {"option": "SPY280121C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2436, "open_interest": 1588.0, "volume": 6.0, "delta": 0.8806, "gamma": 0.001, "vega": 1.6735, "theta": -0.0226, "rho": 5.5785, "theo": 200.4127, "change": 10.415, "open": 200.6, "high": 200.8, "low": 200.6, "tick": "no_change", "last_trade_price": 200.8, "last_trade_time": "2026-11-11T13:09:56", "percent_change": 5.47049, "prev_day_close": 198.755004882812}, {"option": "SPY280121P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2511, "open_interest": 1770.0, "volume": 5.0, "delta": -0.1262, "gamma": 0.001, "vega": 1.7177, "theta": -0.0484, "rho": -1.1283, "theo": 14.2283, "change": -1.525, "open": 14.8, "high": 14.8, "low": 14.11, "tick": "down", "last_trade_price": 14.2, "last_trade_time": "2026-11-11T14:52:44", "percent_change": -9.69794, "prev_day_close": 14.1849999427795}, {"option": "SPY280121C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2452, "open_interest": 86.0, "volume": 0.0, "delta": 0.8761, "gamma": 0.001, "vega": 1.7156, "theta": -0.0239, "rho": 5.5889, "theo": 196.1974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 195.55, "last_trade_time": "2026-10-30T11:00:16", "percent_change": 0.0, "prev_day_close": 195.434997558594}, {"option": "SPY280121P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2488, "open_interest": 3921.0, "volume": 0.0, "delta": -0.131, "gamma": 0.0011, "vega": 1.7615, "theta": -0.0492, "rho": -1.1712, "theo": 14.7469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 16.21, "last_trade_time": "2026-11-09T15:49:55", "percent_change": 0.0, "prev_day_close": 14.710000038147}, {"option": "SPY280121C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2436, "open_interest": 378.0, "volume": 0.0, "delta": 0.8715, "gamma": 0.001, "vega": 1.7581, "theta": -0.0252, "rho": 5.598, "theo": 191.9992, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 172.3, "last_trade_time": "2026-11-05T12:59:12", "percent_change": 0.0, "prev_day_close": 191.089996337891}, {"option": "SPY280121P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2466, "open_interest": 1505.0, "volume": 6.0, "delta": -0.136, "gamma": 0.0011, "vega": 1.8055, "theta": -0.0501, "rho": -1.2009, "theo": 15.2881, "change": -1.705, "open": 15.23, "high": 15.23, "low": 15.22, "tick": "down", "last_trade_price": 15.22, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -10.0739, "prev_day_close": 15.25}, {"option": "SPY280121C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2404, "open_interest": 79.0, "volume": 0.0, "delta": 0.8667, "gamma": 0.0011, "vega": 1.8013, "theta": -0.0265, "rho": 5.6057, "theo": 187.8187, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 175.44, "last_trade_time": "2026-11-09T09:50:38", "percent_change": 0.0, "prev_day_close": 187.004997253418}, {"option": "SPY280121P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2442, "open_interest": 1196.0, "volume": 0.0, "delta": -0.1412, "gamma": 0.0012, "vega": 1.8505, "theta": -0.051, "rho": -1.2392, "theo": 15.8458, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 18.3, "last_trade_time": "2026-11-10T09:52:54", "percent_change": 0.0, "prev_day_close": 15.8200001716614}, {"option": "SPY280121C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2387, "open_interest": 242.0, "volume": 0.0, "delta": 0.8618, "gamma": 0.0011, "vega": 1.8454, "theta": -0.0278, "rho": 5.6114, "theo": 183.6566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 172.0, "last_trade_time": "2026-11-10T11:17:03", "percent_change": 0.0, "prev_day_close": 182.930000305176}, {"option": "SPY280121P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.242, "open_interest": 3456.0, "volume": 0.0, "delta": -0.1466, "gamma": 0.0012, "vega": 1.9011, "theta": -0.0519, "rho": -1.2778, "theo": 16.4249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.1, "last_trade_time": "2026-11-10T15:56:40", "percent_change": 0.0, "prev_day_close": 16.3999996185303}, {"option": "SPY280121C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.237, "open_interest": 72.0, "volume": 0.0, "delta": 0.8567, "gamma": 0.0012, "vega": 1.8904, "theta": -0.029, "rho": 5.615, "theo": 179.5136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 183.87, "last_trade_time": "2026-10-26T10:06:27", "percent_change": 0.0, "prev_day_close": 178.870002746582}, {"option": "SPY280121P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2397, "open_interest": 862.0, "volume": 0.0, "delta": -0.1522, "gamma": 0.0012, "vega": 1.9432, "theta": -0.0527, "rho": -1.3371, "theo": 17.0283, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.21, "last_trade_time": "2026-11-10T14:15:51", "percent_change": 0.0, "prev_day_close": 17.0100002288818}, {"option": "SPY280121C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2351, "open_interest": 221.0, "volume": 0.0, "delta": 0.8514, "gamma": 0.0012, "vega": 1.9361, "theta": -0.0303, "rho": 5.6164, "theo": 175.3907, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 165.11, "last_trade_time": "2026-11-10T15:10:59", "percent_change": 0.0, "prev_day_close": 174.565002441406}, {"option": "SPY280121P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2375, "open_interest": 1838.0, "volume": 1.0, "delta": -0.1579, "gamma": 0.0013, "vega": 1.9869, "theta": -0.0536, "rho": -1.3768, "theo": 17.6521, "change": -1.505, "open": 18.09, "high": 18.09, "low": 18.09, "tick": "down", "last_trade_price": 18.09, "last_trade_time": "2026-11-11T11:02:51", "percent_change": -7.68053, "prev_day_close": 17.6400003433228}, {"option": "SPY280121C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.232, "open_interest": 163.0, "volume": 0.0, "delta": 0.846, "gamma": 0.0012, "vega": 1.9821, "theta": -0.0316, "rho": 5.6156, "theo": 171.2887, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 160.8, "last_trade_time": "2026-11-10T11:28:12", "percent_change": 0.0, "prev_day_close": 170.525001525879}, {"option": "SPY280121P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2353, "open_interest": 2717.0, "volume": 0.0, "delta": -0.1639, "gamma": 0.0013, "vega": 2.0345, "theta": -0.0545, "rho": -1.4209, "theo": 18.2966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.28, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 18.2950000762939}, {"option": "SPY280121C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2301, "open_interest": 644.0, "volume": 2.0, "delta": 0.8403, "gamma": 0.0013, "vega": 2.0282, "theta": -0.0328, "rho": 5.6131, "theo": 167.2084, "change": 10.67, "open": 164.12, "high": 168.27, "low": 164.12, "tick": "up", "last_trade_price": 168.27, "last_trade_time": "2026-11-11T12:40:39", "percent_change": 6.77031, "prev_day_close": 166.495002746582}, {"option": "SPY280121P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2331, "open_interest": 5643.0, "volume": 2.0, "delta": -0.1702, "gamma": 0.0014, "vega": 2.087, "theta": -0.0553, "rho": -1.4682, "theo": 18.9709, "change": -1.525, "open": 19.56, "high": 19.56, "low": 19.56, "tick": "down", "last_trade_price": 19.56, "last_trade_time": "2026-11-11T11:08:26", "percent_change": -7.23263, "prev_day_close": 18.9799995422363}, {"option": "SPY280121C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2281, "open_interest": 145.0, "volume": 0.0, "delta": 0.8345, "gamma": 0.0013, "vega": 2.0743, "theta": -0.0341, "rho": 5.609, "theo": 163.1504, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 151.31, "last_trade_time": "2026-11-10T13:01:20", "percent_change": 0.0, "prev_day_close": 162.474998474121}, {"option": "SPY280121P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2309, "open_interest": 1317.0, "volume": 0.0, "delta": -0.1766, "gamma": 0.0014, "vega": 2.1368, "theta": -0.0562, "rho": -1.5142, "theo": 19.6652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.51, "last_trade_time": "2026-11-05T09:56:15", "percent_change": 0.0, "prev_day_close": 19.6850004196167}, {"option": "SPY280121C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2261, "open_interest": 681.0, "volume": 4.0, "delta": 0.8285, "gamma": 0.0014, "vega": 2.1205, "theta": -0.0353, "rho": 5.6034, "theo": 159.1152, "change": 8.86, "open": 155.08, "high": 160.51, "low": 155.08, "tick": "down", "last_trade_price": 158.75, "last_trade_time": "2026-11-11T14:20:21", "percent_change": 5.911, "prev_day_close": 158.470001220703}, {"option": "SPY280121P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2287, "open_interest": 6436.0, "volume": 260.0, "delta": -0.1833, "gamma": 0.0015, "vega": 2.1818, "theta": -0.0571, "rho": -1.5545, "theo": 20.3908, "change": -2.16, "open": 20.89, "high": 20.89, "low": 20.47, "tick": "up", "last_trade_price": 20.53, "last_trade_time": "2026-11-11T15:59:26", "percent_change": -9.51961, "prev_day_close": 20.4250001907349}, {"option": "SPY280121C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.224, "open_interest": 367.0, "volume": 0.0, "delta": 0.8223, "gamma": 0.0014, "vega": 2.1671, "theta": -0.0365, "rho": 5.5961, "theo": 155.1035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 139.39, "last_trade_time": "2026-11-05T11:02:53", "percent_change": 0.0, "prev_day_close": 154.474998474121}, {"option": "SPY280121P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2265, "open_interest": 842.0, "volume": 0.0, "delta": -0.1903, "gamma": 0.0015, "vega": 2.2281, "theta": -0.0579, "rho": -1.6042, "theo": 21.1501, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.41, "last_trade_time": "2026-11-06T11:33:44", "percent_change": 0.0, "prev_day_close": 21.1850004196167}, {"option": "SPY280121C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2219, "open_interest": 665.0, "volume": 9.0, "delta": 0.8159, "gamma": 0.0014, "vega": 2.2143, "theta": -0.0377, "rho": 5.5864, "theo": 151.116, "change": 8.515, "open": 148.87, "high": 151.02, "low": 148.87, "tick": "down", "last_trade_price": 150.51, "last_trade_time": "2026-11-11T15:52:20", "percent_change": 5.99669, "prev_day_close": 150.48999786377}, {"option": "SPY280121P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2244, "open_interest": 2239.0, "volume": 2.0, "delta": -0.1974, "gamma": 0.0016, "vega": 2.2807, "theta": -0.0588, "rho": -1.6552, "theo": 21.9217, "change": -1.95, "open": 22.47, "high": 22.47, "low": 22.47, "tick": "down", "last_trade_price": 22.47, "last_trade_time": "2026-11-11T11:21:33", "percent_change": -7.98526, "prev_day_close": 21.9749994277954}, {"option": "SPY280121C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2197, "open_interest": 282.0, "volume": 0.0, "delta": 0.8092, "gamma": 0.0015, "vega": 2.2621, "theta": -0.0389, "rho": 5.574, "theo": 147.1538, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 142.88, "last_trade_time": "2026-11-05T09:53:53", "percent_change": 0.0, "prev_day_close": 146.525001525879}, {"option": "SPY280121P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2222, "open_interest": 1604.0, "volume": 0.0, "delta": -0.2049, "gamma": 0.0016, "vega": 2.3255, "theta": -0.0596, "rho": -1.7243, "theo": 22.7369, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.34, "last_trade_time": "2026-11-10T12:26:48", "percent_change": 0.0, "prev_day_close": 22.7950000762939}, {"option": "SPY280121C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2175, "open_interest": 457.0, "volume": 0.0, "delta": 0.8024, "gamma": 0.0015, "vega": 2.3102, "theta": -0.0401, "rho": 5.5587, "theo": 143.2182, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 132.92, "last_trade_time": "2026-11-10T11:05:04", "percent_change": 0.0, "prev_day_close": 142.569999694824}, {"option": "SPY280121P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2201, "open_interest": 1760.0, "volume": 2.0, "delta": -0.2126, "gamma": 0.0017, "vega": 2.3732, "theta": -0.0605, "rho": -1.7684, "theo": 23.5696, "change": -2.115, "open": 24.17, "high": 24.17, "low": 24.17, "tick": "down", "last_trade_price": 24.17, "last_trade_time": "2026-11-11T11:21:33", "percent_change": -8.04641, "prev_day_close": 23.6449995040894}, {"option": "SPY280121C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2163, "open_interest": 901.0, "volume": 0.0, "delta": 0.7953, "gamma": 0.0016, "vega": 2.3583, "theta": -0.0412, "rho": 5.5407, "theo": 139.3102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 133.0, "last_trade_time": "2026-11-09T12:11:54", "percent_change": 0.0, "prev_day_close": 138.629997253418}, {"option": "SPY280121P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.218, "open_interest": 2715.0, "volume": 0.0, "delta": -0.2205, "gamma": 0.0018, "vega": 2.4258, "theta": -0.0613, "rho": -1.8128, "theo": 24.4352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 28.53, "last_trade_time": "2026-11-10T12:49:21", "percent_change": 0.0, "prev_day_close": 24.5250005722046}, {"option": "SPY280121C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.214, "open_interest": 1316.0, "volume": 1.0, "delta": 0.788, "gamma": 0.0016, "vega": 2.406, "theta": -0.0423, "rho": 5.5206, "theo": 135.4308, "change": 6.87, "open": 132.51, "high": 132.51, "low": 132.51, "tick": "up", "last_trade_price": 132.51, "last_trade_time": "2026-11-11T09:34:47", "percent_change": 5.468, "prev_day_close": 134.949996948242}, {"option": "SPY280121P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2159, "open_interest": 2715.0, "volume": 0.0, "delta": -0.2289, "gamma": 0.0018, "vega": 2.4784, "theta": -0.0622, "rho": -1.8655, "theo": 25.3481, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.06, "last_trade_time": "2026-11-10T15:58:06", "percent_change": 0.0, "prev_day_close": 25.4400005340576}, {"option": "SPY280121C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2116, "open_interest": 1018.0, "volume": 0.0, "delta": 0.7805, "gamma": 0.0017, "vega": 2.4532, "theta": -0.0434, "rho": 5.4988, "theo": 131.5805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 121.4, "last_trade_time": "2026-11-10T13:48:20", "percent_change": 0.0, "prev_day_close": 131.040000915527}, {"option": "SPY280121P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2137, "open_interest": 1348.0, "volume": 0.0, "delta": -0.2375, "gamma": 0.0019, "vega": 2.5225, "theta": -0.063, "rho": -1.9275, "theo": 26.2922, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.3, "last_trade_time": "2026-11-09T12:16:19", "percent_change": 0.0, "prev_day_close": 26.3899993896484}, {"option": "SPY280121C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2102, "open_interest": 1102.0, "volume": 0.0, "delta": 0.7728, "gamma": 0.0017, "vega": 2.5001, "theta": -0.0445, "rho": 5.4752, "theo": 127.7602, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 119.05, "last_trade_time": "2026-11-10T15:33:51", "percent_change": 0.0, "prev_day_close": 127.139999389648}, {"option": "SPY280121P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2116, "open_interest": 2168.0, "volume": 0.0, "delta": -0.2464, "gamma": 0.0019, "vega": 2.5655, "theta": -0.0638, "rho": -1.9775, "theo": 27.2713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.77, "last_trade_time": "2026-11-09T09:56:02", "percent_change": 0.0, "prev_day_close": 27.375}, {"option": "SPY280121C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2077, "open_interest": 1051.0, "volume": 3.0, "delta": 0.7648, "gamma": 0.0018, "vega": 2.5469, "theta": -0.0455, "rho": 5.4491, "theo": 123.9705, "change": 9.435, "open": 124.0, "high": 125.0, "low": 124.0, "tick": "up", "last_trade_price": 125.0, "last_trade_time": "2026-11-11T13:12:00", "percent_change": 8.16424, "prev_day_close": 123.509998321533}, {"option": "SPY280121P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2095, "open_interest": 1759.0, "volume": 4.0, "delta": -0.2558, "gamma": 0.002, "vega": 2.6155, "theta": -0.0646, "rho": -2.0362, "theo": 28.2912, "change": -3.16, "open": 28.42, "high": 28.45, "low": 28.39, "tick": "down", "last_trade_price": 28.4, "last_trade_time": "2026-11-11T14:42:32", "percent_change": -10.0127, "prev_day_close": 28.3999996185303}, {"option": "SPY280121C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2062, "open_interest": 2784.0, "volume": 15.0, "delta": 0.7565, "gamma": 0.0018, "vega": 2.5939, "theta": -0.0465, "rho": 5.4198, "theo": 120.2126, "change": 7.04, "open": 117.04, "high": 120.06, "low": 116.2, "tick": "up", "last_trade_price": 120.06, "last_trade_time": "2026-11-11T15:08:38", "percent_change": 6.22899, "prev_day_close": 119.639999389648}, {"option": "SPY280121P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2073, "open_interest": 10405.0, "volume": 14.0, "delta": -0.2654, "gamma": 0.0021, "vega": 2.6612, "theta": -0.0653, "rho": -2.1113, "theo": 29.3434, "change": -3.225, "open": 30.65, "high": 30.65, "low": 29.44, "tick": "up", "last_trade_price": 29.51, "last_trade_time": "2026-11-11T14:42:32", "percent_change": -9.85184, "prev_day_close": 29.460000038147}, {"option": "SPY280121C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2036, "open_interest": 539.0, "volume": 3.0, "delta": 0.748, "gamma": 0.0019, "vega": 2.6407, "theta": -0.0475, "rho": 5.3869, "theo": 116.4881, "change": 8.195, "open": 118.0, "high": 118.0, "low": 116.63, "tick": "down", "last_trade_price": 116.63, "last_trade_time": "2026-11-11T15:03:36", "percent_change": 7.55752, "prev_day_close": 116.059997558594}, {"option": "SPY280121P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2053, "open_interest": 864.0, "volume": 0.0, "delta": -0.2752, "gamma": 0.0022, "vega": 2.7083, "theta": -0.0661, "rho": -2.1565, "theo": 30.4255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.2, "last_trade_time": "2026-11-10T13:01:20", "percent_change": 0.0, "prev_day_close": 30.5549993515015}, {"option": "SPY280121C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2019, "open_interest": 377.0, "volume": 0.0, "delta": 0.7393, "gamma": 0.002, "vega": 2.687, "theta": -0.0484, "rho": 5.3508, "theo": 112.8026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 108.61, "last_trade_time": "2026-11-09T15:22:43", "percent_change": 0.0, "prev_day_close": 112.384998321533}, {"option": "SPY280121P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2032, "open_interest": 1020.0, "volume": 0.0, "delta": -0.2857, "gamma": 0.0022, "vega": 2.7552, "theta": -0.0669, "rho": -2.2033, "theo": 31.5775, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 35.27, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 31.7049999237061}, {"option": "SPY280121C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2002, "open_interest": 293.0, "volume": 2.0, "delta": 0.7302, "gamma": 0.002, "vega": 2.7324, "theta": -0.0493, "rho": 5.3119, "theo": 109.1446, "change": 8.24, "open": 109.38, "high": 109.38, "low": 109.38, "tick": "no_change", "last_trade_price": 109.38, "last_trade_time": "2026-11-11T14:54:50", "percent_change": 8.14712, "prev_day_close": 108.639999389648}, {"option": "SPY280121P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2011, "open_interest": 1148.0, "volume": 175.0, "delta": -0.2963, "gamma": 0.0023, "vega": 2.8, "theta": -0.0676, "rho": -2.2738, "theo": 32.7588, "change": -3.56, "open": 32.97, "high": 32.97, "low": 32.97, "tick": "down", "last_trade_price": 32.97, "last_trade_time": "2026-11-11T12:35:11", "percent_change": -9.74541, "prev_day_close": 32.8900012969971}, {"option": "SPY280121C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1974, "open_interest": 626.0, "volume": 5.0, "delta": 0.7209, "gamma": 0.0021, "vega": 2.7766, "theta": -0.0501, "rho": 5.2713, "theo": 105.5317, "change": 8.59, "open": 102.14, "high": 106.5, "low": 102.14, "tick": "down", "last_trade_price": 106.33, "last_trade_time": "2026-11-11T13:10:32", "percent_change": 8.78862, "prev_day_close": 105.134998321533}, {"option": "SPY280121P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1989, "open_interest": 912.0, "volume": 3.0, "delta": -0.3076, "gamma": 0.0024, "vega": 2.8379, "theta": -0.0683, "rho": -2.3279, "theo": 34.0027, "change": -3.655, "open": 34.0, "high": 34.23, "low": 33.85, "tick": "up", "last_trade_price": 34.23, "last_trade_time": "2026-11-11T14:15:50", "percent_change": -9.64762, "prev_day_close": 34.1149997711182}, {"option": "SPY280121C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1956, "open_interest": 464.0, "volume": 0.0, "delta": 0.7114, "gamma": 0.0021, "vega": 2.8197, "theta": -0.0509, "rho": 5.2286, "theo": 101.9521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.57, "last_trade_time": "2026-11-10T15:07:23", "percent_change": 0.0, "prev_day_close": 101.615001678467}, {"option": "SPY280121P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 826.0, "volume": 15.0, "delta": -0.3191, "gamma": 0.0024, "vega": 2.8728, "theta": -0.069, "rho": -2.3907, "theo": 35.2777, "change": -4.01, "open": 37.17, "high": 37.17, "low": 35.29, "tick": "down", "last_trade_price": 35.29, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -10.2036, "prev_day_close": 35.3850002288818}, {"option": "SPY280121C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1936, "open_interest": 1584.0, "volume": 1.0, "delta": 0.7015, "gamma": 0.0022, "vega": 2.862, "theta": -0.0517, "rho": 5.1829, "theo": 98.4111, "change": 2.79, "open": 93.59, "high": 93.59, "low": 93.59, "tick": "up", "last_trade_price": 93.59, "last_trade_time": "2026-11-11T09:49:27", "percent_change": 3.07269, "prev_day_close": 98.0400009155274}, {"option": "SPY280121P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1948, "open_interest": 1722.0, "volume": 17.0, "delta": -0.3309, "gamma": 0.0025, "vega": 2.917, "theta": -0.0697, "rho": -2.4601, "theo": 36.5924, "change": -4.105, "open": 38.59, "high": 38.59, "low": 36.66, "tick": "down", "last_trade_price": 36.66, "last_trade_time": "2026-11-11T13:10:15", "percent_change": -10.0699, "prev_day_close": 36.7199993133545}, {"option": "SPY280121C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1916, "open_interest": 926.0, "volume": 4.0, "delta": 0.6914, "gamma": 0.0022, "vega": 2.9036, "theta": -0.0524, "rho": 5.1333, "theo": 94.9102, "change": 8.07, "open": 90.68, "high": 95.5, "low": 90.68, "tick": "up", "last_trade_price": 95.5, "last_trade_time": "2026-11-11T12:59:07", "percent_change": 9.23024, "prev_day_close": 95.6399993896484}, {"option": "SPY280121P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1927, "open_interest": 231.0, "volume": 0.0, "delta": -0.3434, "gamma": 0.0026, "vega": 2.9527, "theta": -0.0704, "rho": -2.4984, "theo": 37.9785, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.0, "last_trade_time": "2026-11-09T12:33:35", "percent_change": 0.0, "prev_day_close": 38.1000003814697}, {"option": "SPY280121C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1895, "open_interest": 503.0, "volume": 2.0, "delta": 0.681, "gamma": 0.0023, "vega": 2.9442, "theta": -0.053, "rho": 5.0794, "theo": 91.4474, "change": 8.395, "open": 92.5, "high": 92.5, "low": 92.5, "tick": "up", "last_trade_price": 92.5, "last_trade_time": "2026-11-11T13:10:46", "percent_change": 9.98157, "prev_day_close": 91.1550025939941}, {"option": "SPY280121P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1906, "open_interest": 1443.0, "volume": 19.0, "delta": -0.3563, "gamma": 0.0027, "vega": 2.9852, "theta": -0.071, "rho": -2.5568, "theo": 39.4244, "change": -4.83, "open": 41.1, "high": 41.15, "low": 39.04, "tick": "down", "last_trade_price": 39.04, "last_trade_time": "2026-11-11T13:41:42", "percent_change": -11.0098, "prev_day_close": 39.5249996185303}, {"option": "SPY280121C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1873, "open_interest": 1088.0, "volume": 6.0, "delta": 0.6703, "gamma": 0.0023, "vega": 2.9832, "theta": -0.0536, "rho": 5.0221, "theo": 88.0366, "change": 6.37, "open": 85.98, "high": 89.0, "low": 85.98, "tick": "down", "last_trade_price": 87.2, "last_trade_time": "2026-11-11T15:58:39", "percent_change": 7.88073, "prev_day_close": 87.689998626709}, {"option": "SPY280121P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1885, "open_interest": 113.0, "volume": 0.0, "delta": -0.3697, "gamma": 0.0028, "vega": 3.0172, "theta": -0.0716, "rho": -2.6091, "theo": 40.9252, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.44, "last_trade_time": "2026-11-10T13:33:54", "percent_change": 0.0, "prev_day_close": 41.0200004577637}, {"option": "SPY280121C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1859, "open_interest": 5423.0, "volume": 71.0, "delta": 0.6594, "gamma": 0.0024, "vega": 3.0204, "theta": -0.0542, "rho": 4.9624, "theo": 84.667, "change": 7.48, "open": 82.64, "high": 85.6, "low": 81.2, "tick": "up", "last_trade_price": 85.08, "last_trade_time": "2026-11-11T14:16:25", "percent_change": 9.63917, "prev_day_close": 84.3849983215332}, {"option": "SPY280121P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1864, "open_interest": 3347.0, "volume": 5.0, "delta": -0.3836, "gamma": 0.0029, "vega": 3.0447, "theta": -0.0722, "rho": -2.6711, "theo": 42.4801, "change": -4.55, "open": 42.51, "high": 42.68, "low": 42.18, "tick": "up", "last_trade_price": 42.68, "last_trade_time": "2026-11-11T14:16:25", "percent_change": -9.63371, "prev_day_close": 42.5599994659424}, {"option": "SPY280121C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 1692.0, "volume": 12.0, "delta": 0.6481, "gamma": 0.0024, "vega": 3.0555, "theta": -0.0547, "rho": 4.9008, "theo": 81.3438, "change": 5.715, "open": 79.0, "high": 81.0, "low": 78.5, "tick": "up", "last_trade_price": 81.0, "last_trade_time": "2026-11-11T15:04:50", "percent_change": 7.59115, "prev_day_close": 81.1049995422363}, {"option": "SPY280121P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 4307.0, "volume": 18.0, "delta": -0.3981, "gamma": 0.003, "vega": 3.0677, "theta": -0.0729, "rho": -2.719, "theo": 44.1043, "change": -5.315, "open": 46.08, "high": 46.26, "low": 43.7, "tick": "down", "last_trade_price": 43.7, "last_trade_time": "2026-11-11T13:30:31", "percent_change": -10.8436, "prev_day_close": 44.185001373291}, {"option": "SPY280121C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 3280.0, "volume": 13.0, "delta": 0.6365, "gamma": 0.0025, "vega": 3.0887, "theta": -0.0551, "rho": 4.8364, "theo": 78.0682, "change": 6.08, "open": 76.7, "high": 78.65, "low": 76.13, "tick": "down", "last_trade_price": 77.35, "last_trade_time": "2026-11-11T15:55:42", "percent_change": 8.53094, "prev_day_close": 78.3600006103516}, {"option": "SPY280121P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 2956.0, "volume": 389.0, "delta": -0.413, "gamma": 0.0031, "vega": 3.0866, "theta": -0.0734, "rho": -2.7484, "theo": 45.773, "change": -4.765, "open": 47.87, "high": 48.23, "low": 45.29, "tick": "up", "last_trade_price": 46.11, "last_trade_time": "2026-11-11T15:54:33", "percent_change": -9.36609, "prev_day_close": 45.8600006103516}, {"option": "SPY280121C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1791, "open_interest": 3108.0, "volume": 3.0, "delta": 0.6246, "gamma": 0.0026, "vega": 3.12, "theta": -0.0555, "rho": 4.7678, "theo": 74.8422, "change": 6.57, "open": 76.0, "high": 76.0, "low": 74.77, "tick": "no_change", "last_trade_price": 74.77, "last_trade_time": "2026-11-11T15:11:44", "percent_change": 9.63343, "prev_day_close": 74.6049995422363}, {"option": "SPY280121P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1803, "open_interest": 3742.0, "volume": 13.0, "delta": -0.4286, "gamma": 0.0032, "vega": 3.1035, "theta": -0.074, "rho": -2.8132, "theo": 47.5367, "change": -5.85, "open": 49.53, "high": 49.53, "low": 46.96, "tick": "down", "last_trade_price": 46.96, "last_trade_time": "2026-11-11T13:59:34", "percent_change": -11.0774, "prev_day_close": 47.6200008392334}, {"option": "SPY280121C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 749.0, "volume": 9.0, "delta": 0.6125, "gamma": 0.0026, "vega": 3.1494, "theta": -0.0558, "rho": 4.6944, "theo": 71.6686, "change": 5.76, "open": 69.5, "high": 72.72, "low": 69.5, "tick": "down", "last_trade_price": 71.46, "last_trade_time": "2026-11-11T14:11:19", "percent_change": 8.76712, "prev_day_close": 71.4699974060059}, {"option": "SPY280121P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1781, "open_interest": 1194.0, "volume": 21.0, "delta": -0.4448, "gamma": 0.0033, "vega": 3.1126, "theta": -0.0746, "rho": -2.8298, "theo": 49.3826, "change": -5.325, "open": 51.08, "high": 51.08, "low": 48.74, "tick": "up", "last_trade_price": 49.5, "last_trade_time": "2026-11-11T15:24:18", "percent_change": -9.71272, "prev_day_close": 49.4400005340576}, {"option": "SPY280121C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 1042.0, "volume": 4.0, "delta": 0.6, "gamma": 0.0027, "vega": 3.1762, "theta": -0.056, "rho": 4.617, "theo": 68.55, "change": 6.13, "open": 69.29, "high": 69.29, "low": 68.34, "tick": "down", "last_trade_price": 68.34, "last_trade_time": "2026-11-11T14:20:12", "percent_change": 9.85372, "prev_day_close": 68.3599967956543}, {"option": "SPY280121P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1762, "open_interest": 2776.0, "volume": 129.0, "delta": -0.4618, "gamma": 0.0034, "vega": 3.1177, "theta": -0.0753, "rho": -2.8798, "theo": 51.3021, "change": -5.1, "open": 52.4, "high": 52.4, "low": 50.62, "tick": "no_change", "last_trade_price": 51.83, "last_trade_time": "2026-11-11T15:55:19", "percent_change": -8.95837, "prev_day_close": 51.3500003814697}, {"option": "SPY280121C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 1432.0, "volume": 13.0, "delta": 0.5872, "gamma": 0.0027, "vega": 3.2002, "theta": -0.0561, "rho": 4.5373, "theo": 65.4847, "change": 6.445, "open": 63.85, "high": 65.75, "low": 63.61, "tick": "up", "last_trade_price": 65.75, "last_trade_time": "2026-11-11T15:08:53", "percent_change": 10.8675, "prev_day_close": 65.3199996948242}, {"option": "SPY280121P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 3846.0, "volume": 20.0, "delta": -0.4793, "gamma": 0.0035, "vega": 3.123, "theta": -0.0758, "rho": -2.9143, "theo": 53.3018, "change": -6.73, "open": 53.83, "high": 53.83, "low": 52.41, "tick": "down", "last_trade_price": 52.41, "last_trade_time": "2026-11-11T13:51:03", "percent_change": -11.3798, "prev_day_close": 53.3450012207031}, {"option": "SPY280121C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1722, "open_interest": 1396.0, "volume": 0.0, "delta": 0.5741, "gamma": 0.0028, "vega": 3.2211, "theta": -0.0562, "rho": 4.4561, "theo": 62.4852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 55.35, "last_trade_time": "2026-11-10T13:42:04", "percent_change": 0.0, "prev_day_close": 62.329999923706}, {"option": "SPY280121P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1722, "open_interest": 6919.0, "volume": 121.0, "delta": -0.4976, "gamma": 0.0036, "vega": 3.1083, "theta": -0.0764, "rho": -2.9043, "theo": 55.3797, "change": -6.035, "open": 54.69, "high": 55.41, "low": 54.69, "tick": "up", "last_trade_price": 55.4, "last_trade_time": "2026-11-11T15:17:20", "percent_change": -9.82339, "prev_day_close": 55.4150009155273}, {"option": "SPY280121C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1703, "open_interest": 1186.0, "volume": 2.0, "delta": 0.5608, "gamma": 0.0028, "vega": 3.239, "theta": -0.0562, "rho": 4.3716, "theo": 59.5426, "change": 3.98, "open": 57.71, "high": 57.71, "low": 57.71, "tick": "up", "last_trade_price": 57.71, "last_trade_time": "2026-11-11T09:58:46", "percent_change": 7.4074, "prev_day_close": 59.4150009155274}, {"option": "SPY280121P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 1569.0, "volume": 1.0, "delta": -0.5167, "gamma": 0.0037, "vega": 3.0947, "theta": -0.077, "rho": -2.9584, "theo": 57.5692, "change": -6.255, "open": 57.58, "high": 57.58, "low": 57.58, "tick": "down", "last_trade_price": 57.58, "last_trade_time": "2026-11-11T15:17:20", "percent_change": -9.7987, "prev_day_close": 57.5949993133545}, {"option": "SPY280121C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 1247.0, "volume": 0.0, "delta": 0.5472, "gamma": 0.0029, "vega": 3.2538, "theta": -0.0561, "rho": 4.2825, "theo": 56.6704, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.58, "last_trade_time": "2026-11-10T15:56:13", "percent_change": 0.0, "prev_day_close": 56.5349998474121}, {"option": "SPY280121P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 675.0, "volume": 2.0, "delta": -0.5366, "gamma": 0.0039, "vega": 3.06, "theta": -0.0777, "rho": -2.9277, "theo": 59.8711, "change": -6.495, "open": 59.67, "high": 59.85, "low": 59.67, "tick": "up", "last_trade_price": 59.85, "last_trade_time": "2026-11-11T15:17:20", "percent_change": -9.78974, "prev_day_close": 59.8549995422363}, {"option": "SPY280121C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1664, "open_interest": 2173.0, "volume": 122.0, "delta": 0.5333, "gamma": 0.0029, "vega": 3.265, "theta": -0.056, "rho": 4.1883, "theo": 53.8586, "change": 5.12, "open": 52.65, "high": 55.46, "low": 51.81, "tick": "no_change", "last_trade_price": 53.5, "last_trade_time": "2026-11-11T15:57:24", "percent_change": 10.5829, "prev_day_close": 53.7449989318848}, {"option": "SPY280121P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 1153.0, "volume": 7.0, "delta": -0.5573, "gamma": 0.004, "vega": 3.0365, "theta": -0.0782, "rho": -2.97, "theo": 62.2707, "change": -6.735, "open": 64.65, "high": 64.65, "low": 61.41, "tick": "down", "last_trade_price": 62.24, "last_trade_time": "2026-11-11T15:17:20", "percent_change": -9.76441, "prev_day_close": 62.2400016784668}, {"option": "SPY280121C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1647, "open_interest": 742.0, "volume": 22.0, "delta": 0.5191, "gamma": 0.0029, "vega": 3.2725, "theta": -0.0558, "rho": 4.0914, "theo": 51.1169, "change": 4.965, "open": 49.21, "high": 52.66, "low": 49.21, "tick": "no_change", "last_trade_price": 50.78, "last_trade_time": "2026-11-11T15:57:34", "percent_change": 10.8371, "prev_day_close": 51.019998550415}, {"option": "SPY280121P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1641, "open_interest": 506.0, "volume": 1.0, "delta": -0.5785, "gamma": 0.0041, "vega": 2.9978, "theta": -0.0786, "rho": -2.9154, "theo": 64.7659, "change": -8.11, "open": 63.59, "high": 63.59, "low": 63.59, "tick": "down", "last_trade_price": 63.59, "last_trade_time": "2026-11-11T13:51:44", "percent_change": -11.311, "prev_day_close": 64.7199974060059}, {"option": "SPY280121C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1628, "open_interest": 1515.0, "volume": 144.0, "delta": 0.5048, "gamma": 0.003, "vega": 3.2761, "theta": -0.0555, "rho": 3.9935, "theo": 48.4474, "change": 4.795, "open": 46.61, "high": 49.97, "low": 46.51, "tick": "down", "last_trade_price": 48.12, "last_trade_time": "2026-11-11T15:57:27", "percent_change": 11.0675, "prev_day_close": 48.3700008392334}, {"option": "SPY280121P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1621, "open_interest": 1058.0, "volume": 1.0, "delta": -0.6008, "gamma": 0.0042, "vega": 2.9314, "theta": -0.079, "rho": -2.9108, "theo": 67.3912, "change": -4.155, "open": 70.41, "high": 70.41, "low": 70.41, "tick": "down", "last_trade_price": 70.41, "last_trade_time": "2026-11-11T09:54:46", "percent_change": -5.57232, "prev_day_close": 67.3250007629394}, {"option": "SPY280121C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1611, "open_interest": 1836.0, "volume": 37.0, "delta": 0.4901, "gamma": 0.003, "vega": 3.2758, "theta": -0.0551, "rho": 3.8936, "theo": 45.8521, "change": 4.845, "open": 44.07, "high": 47.36, "low": 43.97, "tick": "up", "last_trade_price": 45.75, "last_trade_time": "2026-11-11T15:51:22", "percent_change": 11.8445, "prev_day_close": 45.7899990081787}, {"option": "SPY280121P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 3156.0, "volume": 0.0, "delta": -0.6238, "gamma": 0.0043, "vega": 2.8579, "theta": -0.0792, "rho": -2.8126, "theo": 70.1491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 79.33, "last_trade_time": "2026-11-09T10:04:42", "percent_change": 0.0, "prev_day_close": 70.0499992370606}, {"option": "SPY280121C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1593, "open_interest": 1708.0, "volume": 32.0, "delta": 0.4753, "gamma": 0.003, "vega": 3.2711, "theta": -0.0546, "rho": 3.7894, "theo": 43.334, "change": 4.585, "open": 42.0, "high": 44.81, "low": 41.62, "tick": "no_change", "last_trade_price": 43.15, "last_trade_time": "2026-11-11T15:51:03", "percent_change": 11.889, "prev_day_close": 43.2849998474121}, {"option": "SPY280121P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1582, "open_interest": 710.0, "volume": 0.0, "delta": -0.6473, "gamma": 0.0044, "vega": 2.7778, "theta": -0.079, "rho": -2.836, "theo": 73.0441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 77.31, "last_trade_time": "2026-11-03T14:15:31", "percent_change": 0.0, "prev_day_close": 72.9150009155274}, {"option": "SPY280121C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 2154.0, "volume": 21.0, "delta": 0.4603, "gamma": 0.0031, "vega": 3.2616, "theta": -0.0541, "rho": 3.6807, "theo": 40.8967, "change": 4.455, "open": 39.67, "high": 42.31, "low": 39.67, "tick": "down", "last_trade_price": 40.76, "last_trade_time": "2026-11-11T15:51:15", "percent_change": 12.271, "prev_day_close": 40.8649997711182}, {"option": "SPY280121P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1564, "open_interest": 1808.0, "volume": 0.0, "delta": -0.6712, "gamma": 0.0045, "vega": 2.7094, "theta": -0.0786, "rho": -2.6996, "theo": 76.0499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 79.9, "last_trade_time": "2026-11-03T13:53:47", "percent_change": 0.0, "prev_day_close": 75.8950004577637}, {"option": "SPY280121C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.156, "open_interest": 2075.0, "volume": 22.0, "delta": 0.4452, "gamma": 0.0031, "vega": 3.2477, "theta": -0.0535, "rho": 3.5702, "theo": 38.5431, "change": 4.495, "open": 37.26, "high": 39.96, "low": 37.26, "tick": "down", "last_trade_price": 38.63, "last_trade_time": "2026-11-11T15:21:43", "percent_change": 13.1683, "prev_day_close": 38.5200004577637}, {"option": "SPY280121P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1547, "open_interest": 5481.0, "volume": 0.0, "delta": -0.6961, "gamma": 0.0046, "vega": 2.5762, "theta": -0.0777, "rho": -2.6805, "theo": 79.2206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 73.95, "last_trade_time": "2026-11-04T15:26:35", "percent_change": 0.0, "prev_day_close": 79.0200004577637}, {"option": "SPY280121C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 1304.0, "volume": 22.0, "delta": 0.43, "gamma": 0.0031, "vega": 3.2295, "theta": -0.0528, "rho": 3.4599, "theo": 36.2744, "change": 5.52, "open": 34.56, "high": 37.56, "low": 34.56, "tick": "up", "last_trade_price": 37.56, "last_trade_time": "2026-11-11T13:30:31", "percent_change": 17.2285, "prev_day_close": 36.2550010681152}, {"option": "SPY280121P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 979.0, "volume": 0.0, "delta": -0.7216, "gamma": 0.0046, "vega": 2.4576, "theta": -0.0761, "rho": -2.5009, "theo": 82.5406, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.5, "last_trade_time": "2026-11-05T15:50:53", "percent_change": 0.0, "prev_day_close": 82.4150009155274}, {"option": "SPY280121C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1528, "open_interest": 1715.0, "volume": 19.0, "delta": 0.4146, "gamma": 0.0031, "vega": 3.2068, "theta": -0.052, "rho": 3.3486, "theo": 34.0915, "change": 4.115, "open": 32.73, "high": 35.12, "low": 32.69, "tick": "down", "last_trade_price": 34.15, "last_trade_time": "2026-11-11T15:25:02", "percent_change": 13.7007, "prev_day_close": 34.0699996948242}, {"option": "SPY280121P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 471.0, "volume": 0.0, "delta": -0.7471, "gamma": 0.0047, "vega": 2.3158, "theta": -0.0737, "rho": -2.5131, "theo": 86.0015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 104.43, "last_trade_time": "2026-11-06T09:42:31", "percent_change": 0.0, "prev_day_close": 85.9000015258789}, {"option": "SPY280121C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1513, "open_interest": 1160.0, "volume": 0.0, "delta": 0.3993, "gamma": 0.0031, "vega": 3.179, "theta": -0.0512, "rho": 3.2339, "theo": 31.9965, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.52, "last_trade_time": "2026-11-10T15:58:28", "percent_change": 0.0, "prev_day_close": 31.9699993133545}, {"option": "SPY280121P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 186.0, "volume": 0.0, "delta": -0.7742, "gamma": 0.0048, "vega": 2.2043, "theta": -0.0714, "rho": -2.2822, "theo": 89.6007, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.97, "last_trade_time": "2026-10-28T11:59:51", "percent_change": 0.0, "prev_day_close": 89.4599990844726}, {"option": "SPY280121C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 1989.0, "volume": 21.0, "delta": 0.3839, "gamma": 0.0031, "vega": 3.1459, "theta": -0.0503, "rho": 3.1165, "theo": 29.9916, "change": 4.07, "open": 29.02, "high": 31.0, "low": 28.88, "tick": "down", "last_trade_price": 30.35, "last_trade_time": "2026-11-11T14:43:25", "percent_change": 15.4871, "prev_day_close": 29.9799995422363}, {"option": "SPY280121P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 65.0, "volume": 0.0, "delta": -0.8012, "gamma": 0.0049, "vega": 2.0046, "theta": -0.0693, "rho": -2.1979, "theo": 93.3723, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 115.98, "last_trade_time": "2026-11-05T15:11:18", "percent_change": 0.0, "prev_day_close": 93.3600006103516}, {"option": "SPY280121C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1484, "open_interest": 540.0, "volume": 0.0, "delta": 0.3686, "gamma": 0.0031, "vega": 3.1083, "theta": -0.0493, "rho": 2.9999, "theo": 28.077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.25, "last_trade_time": "2026-11-10T12:31:37", "percent_change": 0.0, "prev_day_close": 28.0500001907349}, {"option": "SPY280121P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 3107.0, "volume": 0.0, "delta": -0.83, "gamma": 0.0051, "vega": 1.8159, "theta": -0.0692, "rho": -1.9158, "theo": 97.3213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.59, "last_trade_time": "2026-10-13T13:34:42", "percent_change": 0.0, "prev_day_close": 97.3400001525879}, {"option": "SPY280121C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1471, "open_interest": 653.0, "volume": 5.0, "delta": 0.3534, "gamma": 0.0031, "vega": 3.0669, "theta": -0.0483, "rho": 2.8852, "theo": 26.2518, "change": 3.77, "open": 26.89, "high": 26.89, "low": 26.64, "tick": "down", "last_trade_price": 26.64, "last_trade_time": "2026-11-11T14:41:43", "percent_change": 16.4845, "prev_day_close": 26.2250003814697}, {"option": "SPY280121P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 1401.0, "volume": 0.0, "delta": -0.8625, "gamma": 0.0056, "vega": 1.61, "theta": -0.0723, "rho": -1.6642, "theo": 101.4094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.0, "last_trade_time": "2026-11-04T09:37:00", "percent_change": 0.0, "prev_day_close": 101.409999847412}, {"option": "SPY280121C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1457, "open_interest": 1103.0, "volume": 0.0, "delta": 0.3383, "gamma": 0.0031, "vega": 3.0213, "theta": -0.0472, "rho": 2.77, "theo": 24.515, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.65, "last_trade_time": "2026-11-10T16:03:11", "percent_change": 0.0, "prev_day_close": 24.4849996566772}, {"option": "SPY280121P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1437, "open_interest": 23.0, "volume": 0.0, "delta": -0.8939, "gamma": 0.0059, "vega": 1.3972, "theta": -0.0781, "rho": -1.399, "theo": 105.6829, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 93.98, "last_trade_time": "2026-10-21T11:40:49", "percent_change": 0.0, "prev_day_close": 105.814998626709}, {"option": "SPY280121C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1445, "open_interest": 552.0, "volume": 1.0, "delta": 0.3234, "gamma": 0.003, "vega": 2.9705, "theta": -0.0461, "rho": 2.6529, "theo": 22.8667, "change": 2.455, "open": 22.26, "high": 22.26, "low": 22.26, "tick": "up", "last_trade_price": 22.26, "last_trade_time": "2026-11-11T09:30:01", "percent_change": 12.3959, "prev_day_close": 22.8299999237061}, {"option": "SPY280121P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1419, "open_interest": 0.0, "volume": 0.0, "delta": -0.9219, "gamma": 0.0057, "vega": 1.1156, "theta": -0.086, "rho": -0.8578, "theo": 110.1391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 95.34, "last_trade_time": "2026-10-13T13:31:47", "percent_change": 0.0, "prev_day_close": 110.330001831055}, {"option": "SPY280121C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1434, "open_interest": 3122.0, "volume": 194.0, "delta": 0.3087, "gamma": 0.003, "vega": 2.9151, "theta": -0.0449, "rho": 2.5365, "theo": 21.3062, "change": 2.925, "open": 20.9, "high": 22.2, "low": 20.25, "tick": "down", "last_trade_price": 21.33, "last_trade_time": "2026-11-11T15:47:26", "percent_change": 15.8924, "prev_day_close": 21.2650003433228}, {"option": "SPY280121P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1446, "open_interest": 0.0, "volume": 0.0, "delta": -0.9455, "gamma": 0.0051, "vega": 0.8109, "theta": -0.089, "rho": 0.0, "theo": 114.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 113.69, "last_trade_time": "2026-10-23T15:35:58", "percent_change": 0.0, "prev_day_close": 114.985000610352}, {"option": "SPY280121C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1422, "open_interest": 711.0, "volume": 3.0, "delta": 0.2943, "gamma": 0.0029, "vega": 2.8568, "theta": -0.0437, "rho": 2.4238, "theo": 19.8309, "change": 2.73, "open": 19.61, "high": 19.81, "low": 19.61, "tick": "up", "last_trade_price": 19.81, "last_trade_time": "2026-11-11T11:22:56", "percent_change": 15.9836, "prev_day_close": 19.7849998474121}, {"option": "SPY280121P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1486, "open_interest": 0.0, "volume": 0.0, "delta": -0.9662, "gamma": 0.0032, "vega": 0.3241, "theta": -0.1083, "rho": 0.0, "theo": 119.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 134.63, "last_trade_time": "2026-11-05T11:14:11", "percent_change": 0.0, "prev_day_close": 119.990001678467}, {"option": "SPY280121C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 958.0, "volume": 2.0, "delta": 0.2801, "gamma": 0.0029, "vega": 2.7958, "theta": -0.0425, "rho": 2.3133, "theo": 18.4377, "change": 2.34, "open": 17.58, "high": 18.18, "low": 17.58, "tick": "up", "last_trade_price": 18.18, "last_trade_time": "2026-11-11T11:08:58", "percent_change": 14.7727, "prev_day_close": 18.3900003433228}, {"option": "SPY280121P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 0.0, "volume": 0.0, "delta": -0.9826, "gamma": 0.0017, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 124.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 124.990001678467}, {"option": "SPY280121C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1403, "open_interest": 1149.0, "volume": 0.0, "delta": 0.2662, "gamma": 0.0028, "vega": 2.7312, "theta": -0.0412, "rho": 2.2027, "theo": 17.1249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 15.33, "last_trade_time": "2026-11-09T11:11:05", "percent_change": 0.0, "prev_day_close": 17.0799999237061}, {"option": "SPY280121P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1564, "open_interest": 0.0, "volume": 0.0, "delta": -0.994, "gamma": 0.0006, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 122.94, "last_trade_time": "2026-10-22T09:40:53", "percent_change": 0.0, "prev_day_close": 129.98999786377}, {"option": "SPY280121C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1393, "open_interest": 1199.0, "volume": 1.0, "delta": 0.2527, "gamma": 0.0028, "vega": 2.6625, "theta": -0.0399, "rho": 2.093, "theo": 15.8908, "change": 2.085, "open": 15.66, "high": 15.66, "low": 15.66, "tick": "up", "last_trade_price": 15.66, "last_trade_time": "2026-11-11T11:08:58", "percent_change": 15.3591, "prev_day_close": 15.8449997901916}, {"option": "SPY280121P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1602, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 134.98999786377}, {"option": "SPY280121C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1385, "open_interest": 2724.0, "volume": 32.0, "delta": 0.2396, "gamma": 0.0027, "vega": 2.5914, "theta": -0.0386, "rho": 1.9875, "theo": 14.7324, "change": 2.24, "open": 14.23, "high": 15.47, "low": 14.0, "tick": "up", "last_trade_price": 14.8, "last_trade_time": "2026-11-11T15:48:14", "percent_change": 17.8344, "prev_day_close": 14.6900000572205}, {"option": "SPY280121P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 11.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 147.12, "last_trade_time": "2026-11-02T16:08:32", "percent_change": 0.0, "prev_day_close": 139.98999786377}, {"option": "SPY280121C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 1090.0, "volume": 0.0, "delta": 0.2268, "gamma": 0.0026, "vega": 2.5194, "theta": -0.0373, "rho": 1.8862, "theo": 13.6459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.85, "last_trade_time": "2026-11-06T15:45:16", "percent_change": 0.0, "prev_day_close": 13.6150002479553}, {"option": "SPY280121P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1677, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 144.0, "last_trade_time": "2026-09-09T11:22:26", "percent_change": 0.0, "prev_day_close": 144.98999786377}, {"option": "SPY280121C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 1876.0, "volume": 12.0, "delta": 0.2145, "gamma": 0.0026, "vega": 2.4458, "theta": -0.0359, "rho": 1.7866, "theo": 12.6283, "change": 2.125, "open": 12.51, "high": 13.24, "low": 12.04, "tick": "down", "last_trade_price": 12.84, "last_trade_time": "2026-11-11T14:55:39", "percent_change": 19.832, "prev_day_close": 12.5999999046326}, {"option": "SPY280121P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1714, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 142.43, "last_trade_time": "2026-09-30T13:54:26", "percent_change": 0.0, "prev_day_close": 149.98999786377}, {"option": "SPY280121C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 594.0, "volume": 0.0, "delta": 0.2025, "gamma": 0.0025, "vega": 2.3695, "theta": -0.0346, "rho": 1.6881, "theo": 11.6752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.47, "last_trade_time": "2026-11-09T11:22:05", "percent_change": 0.0, "prev_day_close": 11.6500000953674}, {"option": "SPY280121P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.175, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 173.5, "last_trade_time": "2026-05-15T10:00:30", "percent_change": 0.0, "prev_day_close": 154.98999786377}, {"option": "SPY280121C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1356, "open_interest": 517.0, "volume": 2.0, "delta": 0.1911, "gamma": 0.0024, "vega": 2.2918, "theta": -0.0332, "rho": 1.594, "theo": 10.7911, "change": 1.725, "open": 10.84, "high": 10.84, "low": 10.84, "tick": "up", "last_trade_price": 10.84, "last_trade_time": "2026-11-11T15:29:18", "percent_change": 18.9248, "prev_day_close": 10.7699999809265}, {"option": "SPY280121P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1785, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 159.98999786377}, {"option": "SPY280121C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.135, "open_interest": 584.0, "volume": 1.0, "delta": 0.18, "gamma": 0.0024, "vega": 2.2139, "theta": -0.0319, "rho": 1.5048, "theo": 9.965, "change": 1.845, "open": 10.25, "high": 10.25, "low": 10.25, "tick": "up", "last_trade_price": 10.25, "last_trade_time": "2026-11-11T11:44:23", "percent_change": 21.9512, "prev_day_close": 9.94999980926514}, {"option": "SPY280121P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.182, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 164.985000610352}, {"option": "SPY280121C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 841.0, "volume": 0.0, "delta": 0.1694, "gamma": 0.0023, "vega": 2.1366, "theta": -0.0306, "rho": 1.419, "theo": 9.1958, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.67, "last_trade_time": "2026-11-06T09:49:27", "percent_change": 0.0, "prev_day_close": 9.19000005722046}, {"option": "SPY280121P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 169.985000610352}, {"option": "SPY280121C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.134, "open_interest": 351.0, "volume": 0.0, "delta": 0.1593, "gamma": 0.0022, "vega": 2.0588, "theta": -0.0293, "rho": 1.335, "theo": 8.4813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.85, "last_trade_time": "2026-11-09T14:20:58", "percent_change": 0.0, "prev_day_close": 8.48000001907349}, {"option": "SPY280121P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1891, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.985000610352}, {"option": "SPY280121C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 394.0, "volume": 0.0, "delta": 0.1497, "gamma": 0.0021, "vega": 1.9802, "theta": -0.028, "rho": 1.2542, "theo": 7.819, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.57, "last_trade_time": "2026-11-10T12:20:04", "percent_change": 0.0, "prev_day_close": 7.82500004768372}, {"option": "SPY280121P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 167.34, "last_trade_time": "2026-10-21T12:20:36", "percent_change": 0.0, "prev_day_close": 179.985000610352}, {"option": "SPY280121C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.133, "open_interest": 143.0, "volume": 0.0, "delta": 0.1405, "gamma": 0.002, "vega": 1.9022, "theta": -0.0268, "rho": 1.1785, "theo": 7.2056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.65, "last_trade_time": "2026-11-09T12:09:51", "percent_change": 0.0, "prev_day_close": 7.21500015258789}, {"option": "SPY280121P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 184.985000610352}, {"option": "SPY280121C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1327, "open_interest": 939.0, "volume": 9.0, "delta": 0.1317, "gamma": 0.002, "vega": 1.8259, "theta": -0.0256, "rho": 1.1072, "theo": 6.6378, "change": 1.285, "open": 7.05, "high": 7.05, "low": 6.85, "tick": "down", "last_trade_price": 6.85, "last_trade_time": "2026-11-11T14:10:00", "percent_change": 23.0907, "prev_day_close": 6.65499997138977}, {"option": "SPY280121P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1994, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 194.45, "last_trade_time": "2026-08-03T11:21:43", "percent_change": 0.0, "prev_day_close": 189.985000610352}, {"option": "SPY280121C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1323, "open_interest": 296.0, "volume": 10.0, "delta": 0.1234, "gamma": 0.0019, "vega": 1.7509, "theta": -0.0244, "rho": 1.0381, "theo": 6.1109, "change": 1.31, "open": 6.41, "high": 6.41, "low": 6.41, "tick": "no_change", "last_trade_price": 6.41, "last_trade_time": "2026-11-11T11:57:22", "percent_change": 25.6863, "prev_day_close": 6.13000011444092}, {"option": "SPY280121P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2027, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.985000610352}, {"option": "SPY280121C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.132, "open_interest": 752.0, "volume": 28.0, "delta": 0.1156, "gamma": 0.0018, "vega": 1.6769, "theta": -0.0232, "rho": 0.9719, "theo": 5.627, "change": 0.715, "open": 5.46, "high": 5.48, "low": 5.41, "tick": "down", "last_trade_price": 5.41, "last_trade_time": "2026-11-11T10:00:32", "percent_change": 15.229, "prev_day_close": 5.64499998092651}, {"option": "SPY280121P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2061, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY280121C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1316, "open_interest": 2022.0, "volume": 5.0, "delta": 0.1082, "gamma": 0.0017, "vega": 1.604, "theta": -0.0221, "rho": 0.9101, "theo": 5.1832, "change": 0.67, "open": 4.99, "high": 4.99, "low": 4.99, "tick": "up", "last_trade_price": 4.99, "last_trade_time": "2026-11-11T10:01:23", "percent_change": 15.5093, "prev_day_close": 5.18999981880188}, {"option": "SPY280121P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2094, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY280121C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1314, "open_interest": 608.0, "volume": 0.0, "delta": 0.1012, "gamma": 0.0016, "vega": 1.5329, "theta": -0.021, "rho": 0.8524, "theo": 4.7727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.67, "last_trade_time": "2026-11-09T15:15:02", "percent_change": 0.0, "prev_day_close": 4.77500009536743}, {"option": "SPY280121P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2126, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY280121C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1312, "open_interest": 346.0, "volume": 0.0, "delta": 0.0946, "gamma": 0.0016, "vega": 1.4643, "theta": -0.02, "rho": 0.7981, "theo": 4.3948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.63, "last_trade_time": "2026-11-10T14:07:38", "percent_change": 0.0, "prev_day_close": 4.39999985694885}, {"option": "SPY280121P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2159, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.985000610352}, {"option": "SPY280121C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 875.0, "volume": 0.0, "delta": 0.0884, "gamma": 0.0015, "vega": 1.3977, "theta": -0.019, "rho": 0.7459, "theo": 4.0461, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.82, "last_trade_time": "2026-11-05T13:52:25", "percent_change": 0.0, "prev_day_close": 4.0550000667572}, {"option": "SPY280121P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2191, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.985000610352}, {"option": "SPY280121C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1308, "open_interest": 79.0, "volume": 0.0, "delta": 0.0826, "gamma": 0.0014, "vega": 1.3331, "theta": -0.018, "rho": 0.6967, "theo": 3.7277, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.95, "last_trade_time": "2026-11-05T11:22:35", "percent_change": 0.0, "prev_day_close": 3.73500001430512}, {"option": "SPY280121P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2223, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.985000610352}, {"option": "SPY280121C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1307, "open_interest": 940.0, "volume": 0.0, "delta": 0.0772, "gamma": 0.0013, "vega": 1.2705, "theta": -0.0171, "rho": 0.6512, "theo": 3.4368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.16, "last_trade_time": "2026-11-09T11:45:22", "percent_change": 0.0, "prev_day_close": 3.44000005722046}, {"option": "SPY280121P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2255, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 244.11, "last_trade_time": "2026-07-17T10:45:20", "percent_change": 0.0, "prev_day_close": 229.985000610352}, {"option": "SPY280121C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1307, "open_interest": 386.0, "volume": 0.0, "delta": 0.0722, "gamma": 0.0013, "vega": 1.2098, "theta": -0.0162, "rho": 0.609, "theo": 3.1678, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.37, "last_trade_time": "2026-10-22T15:15:08", "percent_change": 0.0, "prev_day_close": 3.17000007629394}, {"option": "SPY280121P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2286, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.985000610352}, {"option": "SPY280121C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 20450.0, "volume": 433.0, "delta": 0.0674, "gamma": 0.0012, "vega": 1.1522, "theta": -0.0154, "rho": 0.5695, "theo": 2.9221, "change": 0.51, "open": 2.88, "high": 3.18, "low": 2.78, "tick": "down", "last_trade_price": 2.94, "last_trade_time": "2026-11-11T16:14:11", "percent_change": 20.9877, "prev_day_close": 2.92500007152557}, {"option": "SPY280121P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2318, "open_interest": 1.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 235.0, "last_trade_time": "2026-10-23T12:07:51", "percent_change": 0.0, "prev_day_close": 239.985000610352}, {"option": "SPY280121C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 2855.0, "volume": 1708.0, "delta": 0.063, "gamma": 0.0012, "vega": 1.0974, "theta": -0.0146, "rho": 0.5322, "theo": 2.6979, "change": 0.455, "open": 2.67, "high": 2.83, "low": 2.57, "tick": "up", "last_trade_price": 2.7, "last_trade_time": "2026-11-11T15:45:27", "percent_change": 20.2673, "prev_day_close": 2.70000004768372}, {"option": "SPY280121P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2349, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 244.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 323.5, "last_trade_time": "2025-11-10T15:28:24", "percent_change": 0.0, "prev_day_close": 244.985000610352}, {"option": "SPY280121C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 7176.0, "volume": 0.0, "delta": 0.0589, "gamma": 0.0011, "vega": 1.0445, "theta": -0.0138, "rho": 0.4969, "theo": 2.4918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.31, "last_trade_time": "2026-11-09T11:09:30", "percent_change": 0.0, "prev_day_close": 2.49000000953674}, {"option": "SPY280121P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2379, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 249.985000610352}, {"option": "SPY280121C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1306, "open_interest": 6687.0, "volume": 100.0, "delta": 0.055, "gamma": 0.001, "vega": 0.9935, "theta": -0.0131, "rho": 0.4643, "theo": 2.3033, "change": 0.355, "open": 2.28, "high": 2.28, "low": 2.27, "tick": "no_change", "last_trade_price": 2.28, "last_trade_time": "2026-11-11T15:55:19", "percent_change": 18.4416, "prev_day_close": 2.29999995231628}, {"option": "SPY280121P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.241, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 254.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 254.985000610352}, {"option": "SPY280121C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1307, "open_interest": 6745.0, "volume": 100.0, "delta": 0.0514, "gamma": 0.001, "vega": 0.9449, "theta": -0.0124, "rho": 0.4344, "theo": 2.1306, "change": 0.325, "open": 2.13, "high": 2.13, "low": 2.11, "tick": "no_change", "last_trade_price": 2.11, "last_trade_time": "2026-11-11T15:55:19", "percent_change": 18.2073, "prev_day_close": 2.12000000476837}, {"option": "SPY280121P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.244, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.985000610352}, {"option": "SPY280121C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.131, "open_interest": 7005.0, "volume": 101.0, "delta": 0.0481, "gamma": 0.0009, "vega": 0.8987, "theta": -0.0118, "rho": 0.4067, "theo": 1.9724, "change": 0.31, "open": 1.98, "high": 1.98, "low": 1.96, "tick": "no_change", "last_trade_price": 1.96, "last_trade_time": "2026-11-11T15:55:19", "percent_change": 18.7879, "prev_day_close": 1.97500002384186}, {"option": "SPY280121P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.247, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 264.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 264.985000610352}, {"option": "SPY280121C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1311, "open_interest": 8570.0, "volume": 50.0, "delta": 0.045, "gamma": 0.0009, "vega": 0.8549, "theta": -0.0112, "rho": 0.3805, "theo": 1.827, "change": 0.28, "open": 1.83, "high": 1.83, "low": 1.81, "tick": "no_change", "last_trade_price": 1.81, "last_trade_time": "2026-11-11T15:55:19", "percent_change": 18.3007, "prev_day_close": 1.8299999833107}, {"option": "SPY280121P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.25, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.985000610352}, {"option": "SPY280121C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1313, "open_interest": 5092.0, "volume": 0.0, "delta": 0.0421, "gamma": 0.0008, "vega": 0.8134, "theta": -0.0106, "rho": 0.3559, "theo": 1.6944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.57, "last_trade_time": "2026-11-05T10:19:01", "percent_change": 0.0, "prev_day_close": 1.69499999284744}, {"option": "SPY280121P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.253, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 274.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 274.985000610352}, {"option": "SPY280121C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1314, "open_interest": 2514.0, "volume": 2.0, "delta": 0.0395, "gamma": 0.0008, "vega": 0.774, "theta": -0.0101, "rho": 0.333, "theo": 1.5733, "change": 0.38, "open": 1.6, "high": 1.7, "low": 1.6, "tick": "up", "last_trade_price": 1.7, "last_trade_time": "2026-11-11T13:26:28", "percent_change": 28.7879, "prev_day_close": 1.56999999284744}, {"option": "SPY280121P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2559, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 279.985000610352}, {"option": "SPY280121C01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1317, "open_interest": 4431.0, "volume": 0.0, "delta": 0.037, "gamma": 0.0007, "vega": 0.7362, "theta": -0.0096, "rho": 0.312, "theo": 1.4617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.4, "last_trade_time": "2026-11-09T12:07:02", "percent_change": 0.0, "prev_day_close": 1.46000003814697}, {"option": "SPY280121P01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2588, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 284.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 284.985000610352}, {"option": "SPY280121C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1319, "open_interest": 6670.0, "volume": 18.0, "delta": 0.0347, "gamma": 0.0007, "vega": 0.7005, "theta": -0.0091, "rho": 0.2928, "theo": 1.3599, "change": 0.28, "open": 1.4, "high": 1.43, "low": 1.4, "tick": "down", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T14:07:40", "percent_change": 24.5614, "prev_day_close": 1.35000002384186}, {"option": "SPY280121P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2617, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.985000610352}, {"option": "SPY280121C01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1322, "open_interest": 7203.0, "volume": 16.0, "delta": 0.0325, "gamma": 0.0007, "vega": 0.6667, "theta": -0.0086, "rho": 0.2749, "theo": 1.2662, "change": 0.245, "open": 1.33, "high": 1.33, "low": 1.31, "tick": "down", "last_trade_price": 1.31, "last_trade_time": "2026-11-11T12:11:18", "percent_change": 23.0047, "prev_day_close": 1.25999999046326}, {"option": "SPY280121P01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2646, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 294.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 294.985000610352}, {"option": "SPY280121C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1325, "open_interest": 6611.0, "volume": 18.0, "delta": 0.0305, "gamma": 0.0006, "vega": 0.6348, "theta": -0.0082, "rho": 0.258, "theo": 1.1798, "change": 0.245, "open": 1.22, "high": 1.24, "low": 1.22, "tick": "up", "last_trade_price": 1.24, "last_trade_time": "2026-11-11T12:11:24", "percent_change": 24.6231, "prev_day_close": 1.1700000166893}, {"option": "SPY280121P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2675, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 299.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.985000610352}, {"option": "SPY280121C01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1328, "open_interest": 4754.0, "volume": 16.0, "delta": 0.0287, "gamma": 0.0006, "vega": 0.6047, "theta": -0.0078, "rho": 0.2422, "theo": 1.1011, "change": 0.22, "open": 1.14, "high": 1.15, "low": 1.14, "tick": "up", "last_trade_price": 1.15, "last_trade_time": "2026-11-11T12:10:59", "percent_change": 23.6559, "prev_day_close": 1.0900000333786}, {"option": "SPY280121P01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2703, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 304.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 304.985000610352}, {"option": "SPY280121C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1331, "open_interest": 1876.0, "volume": 0.0, "delta": 0.027, "gamma": 0.0006, "vega": 0.5758, "theta": -0.0074, "rho": 0.2272, "theo": 1.0274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.99, "last_trade_time": "2026-11-09T12:07:30", "percent_change": 0.0, "prev_day_close": 1.01999998092651}, {"option": "SPY280121P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2731, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.985000610352}, {"option": "SPY280121C01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1335, "open_interest": 2229.0, "volume": 0.0, "delta": 0.0254, "gamma": 0.0005, "vega": 0.549, "theta": -0.0071, "rho": 0.2138, "theo": 0.9615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.73, "last_trade_time": "2026-11-05T15:25:16", "percent_change": 0.0, "prev_day_close": 0.955000013113022}, {"option": "SPY280121P01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2759, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 314.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 314.985000610352}, {"option": "SPY280121C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 1302.0, "volume": 9.0, "delta": 0.0239, "gamma": 0.0005, "vega": 0.523, "theta": -0.0067, "rho": 0.2012, "theo": 0.8995, "change": 0.095, "open": 0.86, "high": 0.86, "low": 0.86, "tick": "up", "last_trade_price": 0.86, "last_trade_time": "2026-11-11T10:00:31", "percent_change": 12.4183, "prev_day_close": 0.895000010728836}, {"option": "SPY280121P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2787, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.985000610352}, {"option": "SPY280121C01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1343, "open_interest": 60.0, "volume": 0.0, "delta": 0.0225, "gamma": 0.0005, "vega": 0.4993, "theta": -0.0064, "rho": 0.1899, "theo": 0.8441, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-11-03T15:11:25", "percent_change": 0.0, "prev_day_close": 0.83500000834465}, {"option": "SPY280121P01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2815, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 324.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 324.985000610352}, {"option": "SPY280121C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 1409.0, "volume": 0.0, "delta": 0.0212, "gamma": 0.0005, "vega": 0.4764, "theta": -0.0061, "rho": 0.1792, "theo": 0.7919, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-10-30T14:04:38", "percent_change": 0.0, "prev_day_close": 0.784999996423721}, {"option": "SPY280121P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2843, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.985000610352}, {"option": "SPY280121C01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1351, "open_interest": 8.0, "volume": 0.0, "delta": 0.02, "gamma": 0.0004, "vega": 0.4548, "theta": -0.0058, "rho": 0.169, "theo": 0.7437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.91, "last_trade_time": "2026-10-06T10:44:49", "percent_change": 0.0, "prev_day_close": 0.735000014305115}, {"option": "SPY280121P01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.287, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 334.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 334.985000610352}, {"option": "SPY280121C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1357, "open_interest": 1013.0, "volume": 0.0, "delta": 0.0189, "gamma": 0.0004, "vega": 0.4341, "theta": -0.0056, "rho": 0.1593, "theo": 0.6984, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.59, "last_trade_time": "2026-11-10T12:51:22", "percent_change": 0.0, "prev_day_close": 0.694999992847443}, {"option": "SPY280121P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2897, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 437.53, "last_trade_time": "2025-11-19T11:15:11", "percent_change": 0.0, "prev_day_close": 339.985000610352}, {"option": "SPY280121C01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1362, "open_interest": 345.0, "volume": 0.0, "delta": 0.0179, "gamma": 0.0004, "vega": 0.4149, "theta": -0.0053, "rho": 0.1504, "theo": 0.6574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.58, "last_trade_time": "2026-11-06T11:56:31", "percent_change": 0.0, "prev_day_close": 0.655000001192093}, {"option": "SPY280121P01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2924, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 344.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 344.985000610352}, {"option": "SPY280121C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1366, "open_interest": 356.0, "volume": 0.0, "delta": 0.0169, "gamma": 0.0004, "vega": 0.3972, "theta": -0.0051, "rho": 0.1424, "theo": 0.6206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-11-05T14:49:43", "percent_change": 0.0, "prev_day_close": 0.625}, {"option": "SPY280121P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2951, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.985000610352}, {"option": "SPY280121C01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 110.0, "volume": 0.0, "delta": 0.016, "gamma": 0.0004, "vega": 0.3799, "theta": -0.0049, "rho": 0.1348, "theo": 0.5855, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-10-30T14:15:38", "percent_change": 0.0, "prev_day_close": 0.58500000834465}, {"option": "SPY280121P01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2978, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 354.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 354.985000610352}, {"option": "SPY280121C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 204.0, "volume": 0.0, "delta": 0.0152, "gamma": 0.0003, "vega": 0.3633, "theta": -0.0047, "rho": 0.1276, "theo": 0.5524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.06, "last_trade_time": "2026-10-08T15:47:15", "percent_change": 0.0, "prev_day_close": 0.555000007152557}, {"option": "SPY280121P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3005, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.985000610352}, {"option": "SPY280121C01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 29.0, "volume": 0.0, "delta": 0.0144, "gamma": 0.0003, "vega": 0.3482, "theta": -0.0045, "rho": 0.1213, "theo": 0.523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-10-14T12:19:13", "percent_change": 0.0, "prev_day_close": 0.525000005960464}, {"option": "SPY280121P01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3031, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 364.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 364.985000610352}, {"option": "SPY280121C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 77.0, "volume": 0.0, "delta": 0.0137, "gamma": 0.0003, "vega": 0.3337, "theta": -0.0043, "rho": 0.1151, "theo": 0.4951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-11-02T13:42:05", "percent_change": 0.0, "prev_day_close": 0.504999995231628}, {"option": "SPY280121P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3057, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.985000610352}, {"option": "SPY280121C01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 128.0, "volume": 1.0, "delta": 0.013, "gamma": 0.0003, "vega": 0.3197, "theta": -0.0041, "rho": 0.1093, "theo": 0.4687, "change": 0.065, "open": 0.48, "high": 0.48, "low": 0.48, "tick": "down", "last_trade_price": 0.48, "last_trade_time": "2026-11-11T11:47:00", "percent_change": 15.6626, "prev_day_close": 0.475000008940697}, {"option": "SPY280121P01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3084, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 374.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 374.985000610352}, {"option": "SPY280121C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1402, "open_interest": 441.0, "volume": 0.0, "delta": 0.0124, "gamma": 0.0003, "vega": 0.3065, "theta": -0.004, "rho": 0.1037, "theo": 0.4442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.69, "last_trade_time": "2026-10-19T13:31:02", "percent_change": 0.0, "prev_day_close": 0.454999998211861}, {"option": "SPY280121P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.311, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 379.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.985000610352}, {"option": "SPY280121C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1415, "open_interest": 912.0, "volume": 15.0, "delta": 0.0112, "gamma": 0.0002, "vega": 0.2827, "theta": -0.0037, "rho": 0.0939, "theo": 0.4012, "change": 0.07, "open": 0.43, "high": 0.43, "low": 0.43, "tick": "no_change", "last_trade_price": 0.43, "last_trade_time": "2026-11-11T11:51:40", "percent_change": 19.4444, "prev_day_close": 0.415000006556511}, {"option": "SPY280121P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3161, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.985000610352}, {"option": "SPY280121C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 408.0, "volume": 0.0, "delta": 0.0102, "gamma": 0.0002, "vega": 0.2616, "theta": -0.0034, "rho": 0.0854, "theo": 0.3643, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.81, "last_trade_time": "2026-09-25T13:22:22", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "SPY280121P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3212, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.985000610352}, {"option": "SPY280121C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 284.0, "volume": 0.0, "delta": 0.0093, "gamma": 0.0002, "vega": 0.2424, "theta": -0.0032, "rho": 0.078, "theo": 0.332, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.32, "last_trade_time": "2026-11-10T14:53:22", "percent_change": 0.0, "prev_day_close": 0.345000013709068}, {"option": "SPY280121P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3263, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.985000610352}, {"option": "SPY280121C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1454, "open_interest": 1376.0, "volume": 0.0, "delta": 0.0085, "gamma": 0.0002, "vega": 0.2252, "theta": -0.003, "rho": 0.0715, "theo": 0.3037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.48, "last_trade_time": "2026-10-19T10:46:51", "percent_change": 0.0, "prev_day_close": 0.315000012516975}, {"option": "SPY280121P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3313, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.985000610352}, {"option": "SPY280121C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 46.0, "volume": 0.0, "delta": 0.0079, "gamma": 0.0002, "vega": 0.2098, "theta": -0.0028, "rho": 0.0657, "theo": 0.2791, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.63, "last_trade_time": "2026-07-29T15:25:46", "percent_change": 0.0, "prev_day_close": 0.295000001788139}, {"option": "SPY280121P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3362, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.985000610352}, {"option": "SPY280121C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 1844.0, "volume": 3.0, "delta": 0.0072, "gamma": 0.0002, "vega": 0.1961, "theta": -0.0026, "rho": 0.0606, "theo": 0.2576, "change": 0.045, "open": 0.26, "high": 0.28, "low": 0.26, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-11T13:43:08", "percent_change": 19.1489, "prev_day_close": 0.274999991059303}, {"option": "SPY280121P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3411, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 439.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 439.985000610352}, {"option": "SPY280121C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1496, "open_interest": 64.0, "volume": 0.0, "delta": 0.0067, "gamma": 0.0001, "vega": 0.1838, "theta": -0.0024, "rho": 0.056, "theo": 0.2388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-10T15:50:26", "percent_change": 0.0, "prev_day_close": 0.255000002682209}, {"option": "SPY280121P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.346, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.985000610352}, {"option": "SPY280121C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1508, "open_interest": 41.0, "volume": 0.0, "delta": 0.0062, "gamma": 0.0001, "vega": 0.1726, "theta": -0.0023, "rho": 0.052, "theo": 0.2223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.85, "last_trade_time": "2026-06-23T09:30:01", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY280121P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3508, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 459.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.985000610352}, {"option": "SPY280121C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1523, "open_interest": 297.0, "volume": 0.0, "delta": 0.0058, "gamma": 0.0001, "vega": 0.1626, "theta": -0.0022, "rho": 0.0485, "theo": 0.2076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.21, "last_trade_time": "2026-11-09T11:52:29", "percent_change": 0.0, "prev_day_close": 0.215000003576279}, {"option": "SPY280121P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3556, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.985000610352}, {"option": "SPY280121C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 155.0, "volume": 0.0, "delta": 0.0054, "gamma": 0.0001, "vega": 0.1534, "theta": -0.0021, "rho": 0.0454, "theo": 0.1946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.61, "last_trade_time": "2026-07-17T11:33:49", "percent_change": 0.0, "prev_day_close": 0.204999998211861}, {"option": "SPY280121P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3603, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.985000610352}, {"option": "SPY280121C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 420.0, "volume": 0.0, "delta": 0.0051, "gamma": 0.0001, "vega": 0.1452, "theta": -0.002, "rho": 0.0426, "theo": 0.1831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-11-10T09:48:14", "percent_change": 0.0, "prev_day_close": 0.189999997615814}, {"option": "SPY280121P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.365, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.985000610352}, {"option": "SPY280121C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1564, "open_interest": 140.0, "volume": 0.0, "delta": 0.0048, "gamma": 0.0001, "vega": 0.1377, "theta": -0.0019, "rho": 0.0401, "theo": 0.1727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-09-10T14:05:29", "percent_change": 0.0, "prev_day_close": 0.174999997019768}, {"option": "SPY280121P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3696, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.985000610352}, {"option": "SPY280121C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1578, "open_interest": 143.0, "volume": 0.0, "delta": 0.0046, "gamma": 0.0001, "vega": 0.1309, "theta": -0.0018, "rho": 0.0378, "theo": 0.1635, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-10-19T10:19:25", "percent_change": 0.0, "prev_day_close": 0.165000006556511}, {"option": "SPY280121P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3742, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 509.984985351562}, {"option": "SPY280121C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1592, "open_interest": 190.0, "volume": 0.0, "delta": 0.0043, "gamma": 0.0001, "vega": 0.1246, "theta": -0.0018, "rho": 0.0356, "theo": 0.1552, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.24, "last_trade_time": "2026-10-19T10:20:54", "percent_change": 0.0, "prev_day_close": 0.155000001192093}, {"option": "SPY280121P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3787, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.984985351562}, {"option": "SPY280121C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1605, "open_interest": 353.0, "volume": 1.0, "delta": 0.0041, "gamma": 0.0001, "vega": 0.1189, "theta": -0.0017, "rho": 0.0337, "theo": 0.1476, "change": 0.035, "open": 0.16, "high": 0.16, "low": 0.16, "tick": "up", "last_trade_price": 0.16, "last_trade_time": "2026-11-11T12:09:36", "percent_change": 28.0, "prev_day_close": 0.144999995827675}, {"option": "SPY280121P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3832, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.984985351562}, {"option": "SPY280121C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 2527.0, "volume": 67.0, "delta": 0.0039, "gamma": 0.0001, "vega": 0.1136, "theta": -0.0016, "rho": 0.032, "theo": 0.1408, "change": 0.015, "open": 0.13, "high": 0.13, "low": 0.13, "tick": "no_change", "last_trade_price": 0.13, "last_trade_time": "2026-11-11T11:24:48", "percent_change": 13.0435, "prev_day_close": 0.135000001639128}, {"option": "SPY280121P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3877, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 539.984985351562}, {"option": "SPY280121C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1627, "open_interest": 225.0, "volume": 0.0, "delta": 0.0037, "gamma": 0.0001, "vega": 0.1088, "theta": -0.0016, "rho": 0.0305, "theo": 0.1346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-10T12:09:38", "percent_change": 0.0, "prev_day_close": 0.130000002682209}, {"option": "SPY280121P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3921, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.984985351562}, {"option": "SPY280121C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1643, "open_interest": 461.0, "volume": 0.0, "delta": 0.0035, "gamma": 0.0001, "vega": 0.1043, "theta": -0.0015, "rho": 0.0291, "theo": 0.1289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.13, "last_trade_time": "2026-11-04T11:43:27", "percent_change": 0.0, "prev_day_close": 0.125}, {"option": "SPY280121P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3965, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.984985351562}, {"option": "SPY280121C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 1483.0, "volume": 0.0, "delta": 0.0034, "gamma": 0.0001, "vega": 0.1, "theta": -0.0015, "rho": 0.0277, "theo": 0.1236, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-10T15:39:02", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY280121P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4009, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 569.984985351562}, {"option": "SPY280121C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1659, "open_interest": 5906.0, "volume": 596.0, "delta": 0.0032, "gamma": 0.0001, "vega": 0.0962, "theta": -0.0014, "rho": 0.0266, "theo": 0.1189, "change": 0.01, "open": 0.11, "high": 0.11, "low": 0.11, "tick": "no_change", "last_trade_price": 0.11, "last_trade_time": "2026-11-11T14:36:44", "percent_change": 10.0, "prev_day_close": 0.105000000447035}, {"option": "SPY280121P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4052, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 652.0, "last_trade_time": "2025-12-12T09:30:03", "percent_change": 0.0, "prev_day_close": 579.984985351562}, {"option": "SPY280121C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 13.0, "volume": 0.0, "delta": 0.0031, "gamma": 0.0001, "vega": 0.0925, "theta": -0.0014, "rho": 0.0254, "theo": 0.1143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-05T09:30:41", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY280121P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4095, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.984985351562}, {"option": "SPY280121C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1694, "open_interest": 5.0, "volume": 0.0, "delta": 0.003, "gamma": 0.0001, "vega": 0.0891, "theta": -0.0013, "rho": 0.0244, "theo": 0.1102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-10-30T10:24:43", "percent_change": 0.0, "prev_day_close": 0.0999999977648258}, {"option": "SPY280121P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4137, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.984985351562}, {"option": "SPY280121C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 0.0, "volume": 0.0, "delta": 0.0028, "gamma": 0.0001, "vega": 0.086, "theta": -0.0013, "rho": 0.0234, "theo": 0.1063, "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": 0.0949999988079071}, {"option": "SPY280121P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4179, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.984985351562}, {"option": "SPY280121C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1718, "open_interest": 28.0, "volume": 0.0, "delta": 0.0027, "gamma": 0.0001, "vega": 0.083, "theta": -0.0013, "rho": 0.0225, "theo": 0.1027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.07, "last_trade_time": "2026-11-06T15:39:51", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY280121P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4221, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.984985351562}, {"option": "SPY280121C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1738, "open_interest": 42.0, "volume": 1.0, "delta": 0.0026, "gamma": 0.0001, "vega": 0.0802, "theta": -0.0012, "rho": 0.0216, "theo": 0.0993, "change": 0.02, "open": 0.1, "high": 0.1, "low": 0.1, "tick": "up", "last_trade_price": 0.1, "last_trade_time": "2026-11-11T12:09:36", "percent_change": 25.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY280121P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4263, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.984985351562}, {"option": "SPY280121C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1741, "open_interest": 23.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0, "vega": 0.0771, "theta": -0.0012, "rho": 0.0207, "theo": 0.0954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.08, "last_trade_time": "2026-11-06T15:51:27", "percent_change": 0.0, "prev_day_close": 0.0850000008940697}, {"option": "SPY280121P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4304, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.984985351562}, {"option": "SPY280121C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 125.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0, "vega": 0.075, "theta": -0.0012, "rho": 0.02, "theo": 0.0932, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-11-09T15:27:11", "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "SPY280121P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4344, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.984985351562}, {"option": "SPY280121C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.177, "open_interest": 6.0, "volume": 0.0, "delta": 0.0024, "gamma": 0.0, "vega": 0.0727, "theta": -0.0011, "rho": 0.0193, "theo": 0.0903, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-10-27T09:30:01", "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "SPY280121P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4385, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.984985351562}, {"option": "SPY280121C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1779, "open_interest": 57.0, "volume": 0.0, "delta": 0.0023, "gamma": 0.0, "vega": 0.07, "theta": -0.0011, "rho": 0.0185, "theo": 0.087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-10-14T15:19:24", "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "SPY280121P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4425, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.984985351562}, {"option": "SPY280121C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1797, "open_interest": 24.0, "volume": 0.0, "delta": 0.0022, "gamma": 0.0, "vega": 0.0682, "theta": -0.0011, "rho": 0.018, "theo": 0.0851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-09-23T12:58:04", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY280121P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4465, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.984985351562}, {"option": "SPY280121C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1805, "open_interest": 120.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0, "vega": 0.0662, "theta": -0.0011, "rho": 0.0174, "theo": 0.0827, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.08, "last_trade_time": "2026-10-19T14:32:18", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY280121P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4504, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.984985351562}, {"option": "SPY280121C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 39.0, "volume": 0.0, "delta": 0.0021, "gamma": 0.0, "vega": 0.0642, "theta": -0.001, "rho": 0.0169, "theo": 0.0804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T12:05:05", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY280121P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4543, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.984985351562}, {"option": "SPY280121C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.183, "open_interest": 149.0, "volume": 0.0, "delta": 0.002, "gamma": 0.0, "vega": 0.0624, "theta": -0.001, "rho": 0.0163, "theo": 0.0782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-10T11:12:04", "percent_change": 0.0, "prev_day_close": 0.0599999986588955}, {"option": "SPY280121P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4582, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 709.984985351562}, {"option": "SPY280121C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 5818.0, "volume": 400.0, "delta": 0.0019, "gamma": 0.0, "vega": 0.0606, "theta": -0.001, "rho": 0.0158, "theo": 0.0761, "change": 0.01, "open": 0.06, "high": 0.07, "low": 0.06, "tick": "up", "last_trade_price": 0.07, "last_trade_time": "2026-11-11T11:39:15", "percent_change": 16.6667, "prev_day_close": 0.0549999997019768}, {"option": "SPY280121P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4621, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1083, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 719.984985351562}, {"option": "SPY280616C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 3.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0458, "theo": 710.9315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 687.33, "last_trade_time": "2026-06-23T09:46:16", "percent_change": 0.0, "prev_day_close": 710.075012207031}, {"option": "SPY280616P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7072, "open_interest": 351.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.007, "theta": -0.0004, "rho": -0.0028, "theo": 0.0374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.02, "last_trade_time": "2026-10-22T10:02:15", "percent_change": 0.0, "prev_day_close": 0.0350000001490116}, {"option": "SPY280616C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0503, "theo": 705.9522, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 692.5, "last_trade_time": "2026-05-27T14:04:33", "percent_change": 0.0, "prev_day_close": 705.084991455078}, {"option": "SPY280616P00055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6961, "open_interest": 11.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.0084, "theta": -0.0004, "rho": -0.0034, "theo": 0.045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.04, "last_trade_time": "2026-10-20T10:12:09", "percent_change": 0.0, "prev_day_close": 0.0449999989941716}, {"option": "SPY280616C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0549, "theo": 700.9728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 637.05, "last_trade_time": "2026-04-15T12:51:51", "percent_change": 0.0, "prev_day_close": 700.095001220703}, {"option": "SPY280616P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6841, "open_interest": 545.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.01, "theta": -0.0005, "rho": -0.0041, "theo": 0.0536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-05T15:33:49", "percent_change": 0.0, "prev_day_close": 0.0549999997019768}, {"option": "SPY280616C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0596, "theo": 695.9935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 584.47, "last_trade_time": "2026-03-20T14:41:02", "percent_change": 0.0, "prev_day_close": 695.105010986328}, {"option": "SPY280616P00065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6718, "open_interest": 71.0, "volume": 0.0, "delta": -0.0003, "gamma": 0.0, "vega": 0.0117, "theta": -0.0006, "rho": -0.0048, "theo": 0.0634, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-06-02T11:12:21", "percent_change": 0.0, "prev_day_close": 0.0649999994784594}, {"option": "SPY280616C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0001, "theta": 0.0, "rho": 0.0692, "theo": 691.0142, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 567.09, "last_trade_time": "2026-03-27T13:53:29", "percent_change": 0.0, "prev_day_close": 690.119995117188}, {"option": "SPY280616P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6596, "open_interest": 192.0, "volume": 0.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0137, "theta": -0.0007, "rho": -0.0057, "theo": 0.0745, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-09-16T14:50:11", "percent_change": 0.0, "prev_day_close": 0.0750000011175871}, {"option": "SPY280616C00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.0776, "theo": 686.0371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 559.61, "last_trade_time": "2026-03-30T13:43:12", "percent_change": 0.0, "prev_day_close": 685.130004882812}, {"option": "SPY280616P00075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6477, "open_interest": 129.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0159, "theta": -0.0008, "rho": -0.0067, "theo": 0.0868, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-09T09:45:50", "percent_change": 0.0, "prev_day_close": 0.0899999998509884}, {"option": "SPY280616C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.0834, "theo": 681.0605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 683.86, "last_trade_time": "2026-09-09T11:00:17", "percent_change": 0.0, "prev_day_close": 680.144989013672}, {"option": "SPY280616P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6418, "open_interest": 101.0, "volume": 0.0, "delta": -0.0005, "gamma": 0.0, "vega": 0.0183, "theta": -0.0009, "rho": -0.0078, "theo": 0.1005, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.18, "last_trade_time": "2026-07-24T11:27:59", "percent_change": 0.0, "prev_day_close": 0.105000000447035}, {"option": "SPY280616C00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0004, "theta": 0.0, "rho": 0.1146, "theo": 676.089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 675.25}, {"option": "SPY280616P00085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6299, "open_interest": 0.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0209, "theta": -0.001, "rho": -0.009, "theo": 0.1157, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY280616C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1312, "theo": 671.116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 670.25}, {"option": "SPY280616P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.623, "open_interest": 42.0, "volume": 0.0, "delta": -0.0007, "gamma": 0.0, "vega": 0.0237, "theta": -0.0012, "rho": -0.0104, "theo": 0.1324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-05-13T10:23:05", "percent_change": 0.0, "prev_day_close": 0.135000001639128}, {"option": "SPY280616C00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1461, "theo": 666.1492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 665.25}, {"option": "SPY280616P00095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6155, "open_interest": 8.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0268, "theta": -0.0013, "rho": -0.0118, "theo": 0.1506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-06-30T09:30:05", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY280616C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0016, "theta": 0.0, "rho": 0.2236, "theo": 661.1944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 660.25}, {"option": "SPY280616P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.606, "open_interest": 177.0, "volume": 0.0, "delta": -0.0009, "gamma": 0.0, "vega": 0.0301, "theta": -0.0014, "rho": -0.0134, "theo": 0.1703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.19, "last_trade_time": "2026-09-28T09:50:43", "percent_change": 0.0, "prev_day_close": 0.170000001788139}, {"option": "SPY280616C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0018, "theta": 0.0, "rho": 0.298, "theo": 656.2527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 666.0, "last_trade_time": "2026-08-27T12:27:45", "percent_change": 0.0, "prev_day_close": 655.25}, {"option": "SPY280616P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5983, "open_interest": 1.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0337, "theta": -0.0016, "rho": -0.0152, "theo": 0.1917, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-07-07T12:41:36", "percent_change": 0.0, "prev_day_close": 0.190000005066395}, {"option": "SPY280616C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0035, "theta": 0.0, "rho": 0.3922, "theo": 651.3214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 650.25}, {"option": "SPY280616P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5919, "open_interest": 66.0, "volume": 0.0, "delta": -0.0012, "gamma": 0.0, "vega": 0.0375, "theta": -0.0017, "rho": -0.017, "theo": 0.2147, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.24, "last_trade_time": "2026-10-30T12:27:49", "percent_change": 0.0, "prev_day_close": 0.215000003576279}, {"option": "SPY280616C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0114, "theta": 0.0, "rho": 0.5441, "theo": 646.4284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 645.07, "last_trade_time": "2026-09-10T10:24:40", "percent_change": 0.0, "prev_day_close": 645.265014648438}, {"option": "SPY280616P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.584, "open_interest": 50.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.0415, "theta": -0.0019, "rho": -0.019, "theo": 0.2394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-05T09:54:00", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY280616C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0169, "theta": 0.0, "rho": 0.6986, "theo": 641.5544, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 640.279998779297}, {"option": "SPY280616P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5784, "open_interest": 9.0, "volume": 0.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0458, "theta": -0.0021, "rho": -0.0212, "theo": 0.2657, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.51, "last_trade_time": "2026-06-11T10:12:03", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY280616C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0242, "theta": 0.0, "rho": 0.7686, "theo": 636.7162, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 635.535003662109}, {"option": "SPY280616P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5725, "open_interest": 19.0, "volume": 0.0, "delta": -0.0016, "gamma": 0.0, "vega": 0.0503, "theta": -0.0023, "rho": -0.0235, "theo": 0.2937, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.35, "last_trade_time": "2026-09-14T10:24:42", "percent_change": 0.0, "prev_day_close": 0.290000006556511}, {"option": "SPY280616C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.03, "theta": 0.0, "rho": 0.8234, "theo": 631.8946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 630.529998779297}, {"option": "SPY280616P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5664, "open_interest": 31.0, "volume": 0.0, "delta": -0.0018, "gamma": 0.0, "vega": 0.0551, "theta": -0.0024, "rho": -0.0259, "theo": 0.3234, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-08-24T10:52:15", "percent_change": 0.0, "prev_day_close": 0.320000007748604}, {"option": "SPY280616C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0405, "theta": 0.0, "rho": 0.9149, "theo": 627.075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 553.94, "last_trade_time": "2026-02-09T09:31:09", "percent_change": 0.0, "prev_day_close": 625.5}, {"option": "SPY280616P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5602, "open_interest": 96.0, "volume": 0.0, "delta": -0.002, "gamma": 0.0, "vega": 0.0602, "theta": -0.0026, "rho": -0.0285, "theo": 0.3547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.64, "last_trade_time": "2026-06-22T12:02:06", "percent_change": 0.0, "prev_day_close": 0.355000004172325}, {"option": "SPY280616C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0484, "theta": 0.0, "rho": 1.129, "theo": 622.2724, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 551.5, "last_trade_time": "2026-02-09T10:04:54", "percent_change": 0.0, "prev_day_close": 620.709991455078}, {"option": "SPY280616P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5539, "open_interest": 167.0, "volume": 0.0, "delta": -0.0021, "gamma": 0.0, "vega": 0.0654, "theta": -0.0028, "rho": -0.0313, "theo": 0.3878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.41, "last_trade_time": "2026-10-28T16:01:09", "percent_change": 0.0, "prev_day_close": 0.385000005364418}, {"option": "SPY280616C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0579, "theta": 0.0, "rho": 1.2772, "theo": 617.5168, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 615.725006103516}, {"option": "SPY280616P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.549, "open_interest": 341.0, "volume": 0.0, "delta": -0.0023, "gamma": 0.0, "vega": 0.0709, "theta": -0.0031, "rho": -0.0342, "theo": 0.4225, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-10-28T15:54:25", "percent_change": 0.0, "prev_day_close": 0.424999997019768}, {"option": "SPY280616C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0641, "theta": 0.0, "rho": 1.3525, "theo": 612.7801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 608.0, "last_trade_time": "2026-06-03T15:56:04", "percent_change": 0.0, "prev_day_close": 611.109985351562}, {"option": "SPY280616P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5439, "open_interest": 801.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0, "vega": 0.0766, "theta": -0.0033, "rho": -0.0373, "theo": 0.459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.49, "last_trade_time": "2026-10-28T14:00:01", "percent_change": 0.0, "prev_day_close": 0.459999993443489}, {"option": "SPY280616C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0708, "theta": 0.0, "rho": 1.514, "theo": 608.0449, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 531.5, "last_trade_time": "2025-12-10T14:40:08", "percent_change": 0.0, "prev_day_close": 606.570007324219}, {"option": "SPY280616P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.538, "open_interest": 577.0, "volume": 0.0, "delta": -0.0028, "gamma": 0.0, "vega": 0.0825, "theta": -0.0035, "rho": -0.0404, "theo": 0.4972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.53, "last_trade_time": "2026-10-28T15:53:04", "percent_change": 0.0, "prev_day_close": 0.5}, {"option": "SPY280616C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9997, "gamma": 0.0, "vega": 0.0755, "theta": 0.0, "rho": 1.7778, "theo": 603.3514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 600.67, "last_trade_time": "2026-09-16T09:44:29", "percent_change": 0.0, "prev_day_close": 602.040008544922}, {"option": "SPY280616P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5333, "open_interest": 752.0, "volume": 0.0, "delta": -0.003, "gamma": 0.0, "vega": 0.0887, "theta": -0.0037, "rho": -0.0437, "theo": 0.5368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-10-28T16:00:48", "percent_change": 0.0, "prev_day_close": 0.53999999165535}, {"option": "SPY280616C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 8.0, "volume": 0.0, "delta": 0.9994, "gamma": 0.0, "vega": 0.0875, "theta": 0.0, "rho": 1.9357, "theo": 598.6754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 600.04, "last_trade_time": "2026-09-18T15:35:47", "percent_change": 0.0, "prev_day_close": 597.505004882812}, {"option": "SPY280616P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5278, "open_interest": 2001.0, "volume": 0.0, "delta": -0.0032, "gamma": 0.0, "vega": 0.0951, "theta": -0.004, "rho": -0.0471, "theo": 0.5781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.75, "last_trade_time": "2026-11-06T14:19:52", "percent_change": 0.0, "prev_day_close": 0.58500000834465}, {"option": "SPY280616C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9991, "gamma": 0.0, "vega": 0.1008, "theta": 0.0, "rho": 2.3107, "theo": 594.0349, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 592.975006103516}, {"option": "SPY280616P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5222, "open_interest": 197.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0, "vega": 0.1019, "theta": -0.0042, "rho": -0.0508, "theo": 0.6214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.71, "last_trade_time": "2026-11-10T14:35:59", "percent_change": 0.0, "prev_day_close": 0.625}, {"option": "SPY280616C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9988, "gamma": 0.0, "vega": 0.1073, "theta": 0.0, "rho": 2.5183, "theo": 589.4429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 588.195007324219}, {"option": "SPY280616P00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5176, "open_interest": 368.0, "volume": 0.0, "delta": -0.0038, "gamma": 0.0, "vega": 0.1088, "theta": -0.0044, "rho": -0.0545, "theo": 0.6661, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.78, "last_trade_time": "2026-11-10T11:52:17", "percent_change": 0.0, "prev_day_close": 0.6700000166893}, {"option": "SPY280616C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 0.9984, "gamma": 0.0, "vega": 0.1132, "theta": 0.0, "rho": 2.6277, "theo": 584.8669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 536.35, "last_trade_time": "2026-04-17T11:50:10", "percent_change": 0.0, "prev_day_close": 583.665008544922}, {"option": "SPY280616P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5121, "open_interest": 184.0, "volume": 0.0, "delta": -0.004, "gamma": 0.0, "vega": 0.116, "theta": -0.0047, "rho": -0.0585, "theo": 0.7123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.75, "last_trade_time": "2026-10-20T10:08:28", "percent_change": 0.0, "prev_day_close": 0.715000003576279}, {"option": "SPY280616C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9981, "gamma": 0.0, "vega": 0.1188, "theta": 0.0, "rho": 2.7093, "theo": 580.3027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 579.135009765625}, {"option": "SPY280616P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5072, "open_interest": 46.0, "volume": 0.0, "delta": -0.0043, "gamma": 0.0, "vega": 0.1234, "theta": -0.0049, "rho": -0.0626, "theo": 0.7606, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.86, "last_trade_time": "2026-11-10T14:35:59", "percent_change": 0.0, "prev_day_close": 0.764999985694885}, {"option": "SPY280616C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.124, "theta": 0.0, "rho": 2.7828, "theo": 575.7412, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 547.55, "last_trade_time": "2026-05-06T14:11:58", "percent_change": 0.0, "prev_day_close": 574.605010986328}, {"option": "SPY280616P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5024, "open_interest": 46.0, "volume": 0.0, "delta": -0.0046, "gamma": 0.0, "vega": 0.131, "theta": -0.0052, "rho": -0.0668, "theo": 0.8103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.93, "last_trade_time": "2026-10-30T14:14:38", "percent_change": 0.0, "prev_day_close": 0.814999997615814}, {"option": "SPY280616C00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9975, "gamma": 0.0, "vega": 0.1288, "theta": 0.0, "rho": 2.854, "theo": 571.1813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 544.95, "last_trade_time": "2026-05-12T13:19:11", "percent_change": 0.0, "prev_day_close": 570.079986572266}, {"option": "SPY280616P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4975, "open_interest": 18.0, "volume": 0.0, "delta": -0.0049, "gamma": 0.0, "vega": 0.1388, "theta": -0.0054, "rho": -0.0711, "theo": 0.8614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.99, "last_trade_time": "2026-10-30T14:14:43", "percent_change": 0.0, "prev_day_close": 0.865000009536743}, {"option": "SPY280616C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 20.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0, "vega": 0.1332, "theta": 0.0, "rho": 2.9245, "theo": 566.6223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 559.5, "last_trade_time": "2026-07-10T12:04:48", "percent_change": 0.0, "prev_day_close": 565.549987792969}, {"option": "SPY280616P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4932, "open_interest": 617.0, "volume": 0.0, "delta": -0.0053, "gamma": 0.0, "vega": 0.1468, "theta": -0.0057, "rho": -0.0757, "theo": 0.9151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.14, "last_trade_time": "2026-11-05T12:35:33", "percent_change": 0.0, "prev_day_close": 0.9200000166893}, {"option": "SPY280616C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9969, "gamma": 0.0, "vega": 0.1426, "theta": 0.0, "rho": 2.9949, "theo": 562.0638, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 561.024993896484}, {"option": "SPY280616P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4882, "open_interest": 1566.0, "volume": 0.0, "delta": -0.0056, "gamma": 0.0, "vega": 0.155, "theta": -0.006, "rho": -0.0804, "theo": 0.9692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.09, "last_trade_time": "2026-10-30T13:48:10", "percent_change": 0.0, "prev_day_close": 0.974999994039536}, {"option": "SPY280616C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3627, "open_interest": 1.0, "volume": 0.0, "delta": 0.9966, "gamma": 0.0, "vega": 0.1566, "theta": 0.0, "rho": 3.0653, "theo": 557.5104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 522.04, "last_trade_time": "2026-05-05T14:22:09", "percent_change": 0.0, "prev_day_close": 556.5}, {"option": "SPY280616P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4836, "open_interest": 4.0, "volume": 0.0, "delta": -0.006, "gamma": 0.0, "vega": 0.1636, "theta": -0.0063, "rho": -0.0853, "theo": 1.025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.06, "last_trade_time": "2026-02-03T12:23:25", "percent_change": 0.0, "prev_day_close": 1.02999997138977}, {"option": "SPY280616C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3847, "open_interest": 0.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0, "vega": 0.1702, "theta": 0.0, "rho": 3.125, "theo": 552.954, "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": 551.975006103516}, {"option": "SPY280616P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4788, "open_interest": 36.0, "volume": 0.0, "delta": -0.0063, "gamma": 0.0, "vega": 0.1725, "theta": -0.0065, "rho": -0.0902, "theo": 1.0831, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.37, "last_trade_time": "2026-08-12T14:35:42", "percent_change": 0.0, "prev_day_close": 1.08500003814697}, {"option": "SPY280616C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.395, "open_interest": 0.0, "volume": 0.0, "delta": 0.9959, "gamma": 0.0, "vega": 0.1786, "theta": 0.0, "rho": 3.1927, "theo": 548.4044, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 547.200012207031}, {"option": "SPY280616P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4744, "open_interest": 35.0, "volume": 0.0, "delta": -0.0067, "gamma": 0.0, "vega": 0.1817, "theta": -0.0068, "rho": -0.0955, "theo": 1.1426, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.78, "last_trade_time": "2026-07-27T13:36:52", "percent_change": 0.0, "prev_day_close": 1.14499998092651}, {"option": "SPY280616C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4024, "open_interest": 11.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0, "vega": 0.1868, "theta": 0.0, "rho": 3.2602, "theo": 543.8563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 514.5, "last_trade_time": "2026-06-10T13:12:51", "percent_change": 0.0, "prev_day_close": 542.679992675781}, {"option": "SPY280616P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4699, "open_interest": 29.0, "volume": 0.0, "delta": -0.0071, "gamma": 0.0, "vega": 0.1911, "theta": -0.0071, "rho": -0.1007, "theo": 1.2037, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.5, "last_trade_time": "2026-11-06T13:07:42", "percent_change": 0.0, "prev_day_close": 1.20500004291534}, {"option": "SPY280616C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4058, "open_interest": 1.0, "volume": 0.0, "delta": 0.9951, "gamma": 0.0, "vega": 0.1948, "theta": 0.0, "rho": 3.3278, "theo": 539.3095, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 546.22, "last_trade_time": "2026-10-29T14:53:50", "percent_change": 0.0, "prev_day_close": 538.154998779297}, {"option": "SPY280616P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4654, "open_interest": 15.0, "volume": 0.0, "delta": -0.0075, "gamma": 0.0, "vega": 0.2006, "theta": -0.0074, "rho": -0.1064, "theo": 1.2666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.45, "last_trade_time": "2026-11-09T09:39:50", "percent_change": 0.0, "prev_day_close": 1.26499998569489}, {"option": "SPY280616C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4087, "open_interest": 14.0, "volume": 0.0, "delta": 0.9947, "gamma": 0.0, "vega": 0.2024, "theta": 0.0, "rho": 3.3954, "theo": 534.7641, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 541.58, "last_trade_time": "2026-10-29T14:54:49", "percent_change": 0.0, "prev_day_close": 533.635009765625}, {"option": "SPY280616P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.461, "open_interest": 18.0, "volume": 0.0, "delta": -0.0079, "gamma": 0.0, "vega": 0.2104, "theta": -0.0077, "rho": -0.1122, "theo": 1.332, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.38, "last_trade_time": "2026-11-04T09:30:01", "percent_change": 0.0, "prev_day_close": 1.32499998807907}, {"option": "SPY280616C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3843, "open_interest": 2.0, "volume": 0.0, "delta": 0.9942, "gamma": 0.0, "vega": 0.2094, "theta": 0.0, "rho": 3.4632, "theo": 530.2198, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 526.0, "last_trade_time": "2026-05-29T10:47:19", "percent_change": 0.0, "prev_day_close": 529.109985351562}, {"option": "SPY280616P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4567, "open_interest": 22.0, "volume": 3.0, "delta": -0.0083, "gamma": 0.0, "vega": 0.2203, "theta": -0.008, "rho": -0.1182, "theo": 1.3975, "change": -0.085, "open": 1.43, "high": 1.43, "low": 1.42, "tick": "down", "last_trade_price": 1.42, "last_trade_time": "2026-11-11T09:30:05", "percent_change": -5.64784, "prev_day_close": 1.39499998092651}, {"option": "SPY280616C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3881, "open_interest": 0.0, "volume": 0.0, "delta": 0.9938, "gamma": 0.0, "vega": 0.216, "theta": 0.0, "rho": 3.5312, "theo": 525.6764, "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": 524.589996337891}, {"option": "SPY280616P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4524, "open_interest": 52.0, "volume": 1.0, "delta": -0.0088, "gamma": 0.0001, "vega": 0.2305, "theta": -0.0083, "rho": -0.1239, "theo": 1.4651, "change": -0.115, "open": 1.46, "high": 1.46, "low": 1.46, "tick": "down", "last_trade_price": 1.46, "last_trade_time": "2026-11-11T12:42:01", "percent_change": -7.30159, "prev_day_close": 1.45500004291534}, {"option": "SPY280616C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3909, "open_interest": 4.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0001, "vega": 0.2219, "theta": 0.0, "rho": 3.5994, "theo": 521.1337, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 445.86, "last_trade_time": "2025-12-22T09:38:46", "percent_change": 0.0, "prev_day_close": 520.075012207031}, {"option": "SPY280616P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4482, "open_interest": 501.0, "volume": 0.0, "delta": -0.0092, "gamma": 0.0001, "vega": 0.2408, "theta": -0.0086, "rho": -0.1301, "theo": 1.5348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.52, "last_trade_time": "2026-10-16T10:33:23", "percent_change": 0.0, "prev_day_close": 1.52499997615814}, {"option": "SPY280616C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3919, "open_interest": 0.0, "volume": 0.0, "delta": 0.9929, "gamma": 0.0001, "vega": 0.2347, "theta": 0.0, "rho": 3.6681, "theo": 516.5916, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 515.554992675781}, {"option": "SPY280616P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.444, "open_interest": 101.0, "volume": 0.0, "delta": -0.0097, "gamma": 0.0001, "vega": 0.2516, "theta": -0.0089, "rho": -0.1368, "theo": 1.6066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.6, "last_trade_time": "2026-10-06T15:08:47", "percent_change": 0.0, "prev_day_close": 1.59500002861023}, {"option": "SPY280616C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3929, "open_interest": 0.0, "volume": 0.0, "delta": 0.9925, "gamma": 0.0001, "vega": 0.2515, "theta": 0.0, "rho": 3.737, "theo": 512.0448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 511.040008544922}, {"option": "SPY280616P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.44, "open_interest": 202.0, "volume": 3.0, "delta": -0.0102, "gamma": 0.0001, "vega": 0.2629, "theta": -0.0092, "rho": -0.1435, "theo": 1.6809, "change": -0.145, "open": 1.66, "high": 1.66, "low": 1.66, "tick": "no_change", "last_trade_price": 1.66, "last_trade_time": "2026-11-11T13:56:50", "percent_change": -8.03324, "prev_day_close": 1.66999995708466}, {"option": "SPY280616C00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3926, "open_interest": 0.0, "volume": 0.0, "delta": 0.992, "gamma": 0.0001, "vega": 0.27, "theta": 0.0, "rho": 3.8063, "theo": 507.508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 506.520004272461}, {"option": "SPY280616P00265000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.436, "open_interest": 2349.0, "volume": 0.0, "delta": -0.0107, "gamma": 0.0001, "vega": 0.2743, "theta": -0.0095, "rho": -0.1498, "theo": 1.7547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.75, "last_trade_time": "2026-10-06T14:20:57", "percent_change": 0.0, "prev_day_close": 1.74500000476837}, {"option": "SPY280616C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3924, "open_interest": 0.0, "volume": 0.0, "delta": 0.9915, "gamma": 0.0001, "vega": 0.2818, "theta": 0.0, "rho": 3.8577, "theo": 502.9748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 502.005004882812}, {"option": "SPY280616P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4319, "open_interest": 147.0, "volume": 0.0, "delta": -0.0112, "gamma": 0.0001, "vega": 0.2858, "theta": -0.0098, "rho": -0.1568, "theo": 1.8315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.23, "last_trade_time": "2026-11-06T10:41:28", "percent_change": 0.0, "prev_day_close": 1.82499998807907}, {"option": "SPY280616C00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3916, "open_interest": 0.0, "volume": 0.0, "delta": 0.991, "gamma": 0.0001, "vega": 0.2928, "theta": 0.0, "rho": 3.9231, "theo": 498.4443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 497.490005493164}, {"option": "SPY280616P00275000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4278, "open_interest": 142.0, "volume": 0.0, "delta": -0.0118, "gamma": 0.0001, "vega": 0.2977, "theta": -0.0101, "rho": -0.1642, "theo": 1.9104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.0, "last_trade_time": "2026-11-02T10:52:12", "percent_change": 0.0, "prev_day_close": 1.89499998092651}, {"option": "SPY280616C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3904, "open_interest": 1.0, "volume": 0.0, "delta": 0.9904, "gamma": 0.0001, "vega": 0.3036, "theta": 0.0, "rho": 3.9885, "theo": 493.9104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 504.58, "last_trade_time": "2026-10-27T15:53:21", "percent_change": 0.0, "prev_day_close": 492.729995727539}, {"option": "SPY280616P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4241, "open_interest": 107.0, "volume": 0.0, "delta": -0.0123, "gamma": 0.0001, "vega": 0.31, "theta": -0.0104, "rho": -0.1719, "theo": 1.9913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.18, "last_trade_time": "2026-11-10T14:33:40", "percent_change": 0.0, "prev_day_close": 1.98000001907349}, {"option": "SPY280616C00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.389, "open_interest": 0.0, "volume": 0.0, "delta": 0.9898, "gamma": 0.0001, "vega": 0.3142, "theta": 0.0, "rho": 4.0538, "theo": 489.3834, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 488.214996337891}, {"option": "SPY280616P00285000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4201, "open_interest": 146.0, "volume": 0.0, "delta": -0.0129, "gamma": 0.0001, "vega": 0.3225, "theta": -0.0108, "rho": -0.1792, "theo": 2.0742, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.54, "last_trade_time": "2026-11-06T14:17:04", "percent_change": 0.0, "prev_day_close": 2.06499993801117}, {"option": "SPY280616C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3873, "open_interest": 0.0, "volume": 0.0, "delta": 0.9893, "gamma": 0.0001, "vega": 0.3244, "theta": 0.0, "rho": 4.1192, "theo": 484.8579, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 483.705001831055}, {"option": "SPY280616P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4163, "open_interest": 152.0, "volume": 0.0, "delta": -0.0135, "gamma": 0.0001, "vega": 0.3352, "theta": -0.0111, "rho": -0.1875, "theo": 2.1594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.44, "last_trade_time": "2026-11-10T11:49:46", "percent_change": 0.0, "prev_day_close": 2.1450001001358}, {"option": "SPY280616C00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3853, "open_interest": 0.0, "volume": 0.0, "delta": 0.9887, "gamma": 0.0001, "vega": 0.334, "theta": 0.0, "rho": 4.1847, "theo": 480.3391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.195007324219}, {"option": "SPY280616P00295000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4126, "open_interest": 141.0, "volume": 0.0, "delta": -0.0141, "gamma": 0.0001, "vega": 0.3482, "theta": -0.0114, "rho": -0.1956, "theo": 2.2471, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.43, "last_trade_time": "2026-10-26T12:48:38", "percent_change": 0.0, "prev_day_close": 2.23500001430511}, {"option": "SPY280616C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3834, "open_interest": 18.0, "volume": 0.0, "delta": 0.9881, "gamma": 0.0001, "vega": 0.3431, "theta": 0.0, "rho": 4.2504, "theo": 475.8167, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 484.71, "last_trade_time": "2026-09-21T09:51:41", "percent_change": 0.0, "prev_day_close": 474.690002441406}, {"option": "SPY280616P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4089, "open_interest": 384.0, "volume": 0.0, "delta": -0.0147, "gamma": 0.0001, "vega": 0.3614, "theta": -0.0118, "rho": -0.204, "theo": 2.3362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.75, "last_trade_time": "2026-11-09T09:30:04", "percent_change": 0.0, "prev_day_close": 2.32499992847443}, {"option": "SPY280616C00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3816, "open_interest": 0.0, "volume": 0.0, "delta": 0.9874, "gamma": 0.0001, "vega": 0.3515, "theta": 0.0, "rho": 4.3165, "theo": 471.2956, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 470.179992675781}, {"option": "SPY280616P00305000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4052, "open_interest": 338.0, "volume": 0.0, "delta": -0.0154, "gamma": 0.0001, "vega": 0.3752, "theta": -0.0121, "rho": -0.2126, "theo": 2.4286, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.73, "last_trade_time": "2026-10-23T10:15:58", "percent_change": 0.0, "prev_day_close": 2.41500008106232}, {"option": "SPY280616C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3793, "open_interest": 0.0, "volume": 0.0, "delta": 0.9868, "gamma": 0.0001, "vega": 0.364, "theta": 0.0, "rho": 4.3829, "theo": 466.7706, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 465.675003051758}, {"option": "SPY280616P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4016, "open_interest": 132.0, "volume": 0.0, "delta": -0.016, "gamma": 0.0001, "vega": 0.3892, "theta": -0.0124, "rho": -0.221, "theo": 2.5223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.69, "last_trade_time": "2026-11-02T09:59:16", "percent_change": 0.0, "prev_day_close": 2.51499998569489}, {"option": "SPY280616C00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.377, "open_interest": 0.0, "volume": 0.0, "delta": 0.9861, "gamma": 0.0001, "vega": 0.384, "theta": 0.0, "rho": 4.4498, "theo": 462.2514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 461.169998168945}, {"option": "SPY280616P00315000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3978, "open_interest": 22.0, "volume": 0.0, "delta": -0.0167, "gamma": 0.0001, "vega": 0.4034, "theta": -0.0128, "rho": -0.2301, "theo": 2.6188, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.56, "last_trade_time": "2026-10-12T13:36:42", "percent_change": 0.0, "prev_day_close": 2.61000001430511}, {"option": "SPY280616C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3744, "open_interest": 2.0, "volume": 0.0, "delta": 0.9855, "gamma": 0.0001, "vega": 0.406, "theta": 0.0, "rho": 4.5171, "theo": 457.733, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 463.43, "last_trade_time": "2026-11-04T10:31:59", "percent_change": 0.0, "prev_day_close": 456.664993286133}, {"option": "SPY280616P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3942, "open_interest": 174.0, "volume": 0.0, "delta": -0.0175, "gamma": 0.0001, "vega": 0.4179, "theta": -0.0132, "rho": -0.2395, "theo": 2.7179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.72, "last_trade_time": "2026-10-08T10:02:14", "percent_change": 0.0, "prev_day_close": 2.71000003814697}, {"option": "SPY280616C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3718, "open_interest": 0.0, "volume": 0.0, "delta": 0.9848, "gamma": 0.0001, "vega": 0.4272, "theta": 0.0, "rho": 4.5629, "theo": 453.2179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 452.164993286133}, {"option": "SPY280616P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3909, "open_interest": 74.0, "volume": 0.0, "delta": -0.0182, "gamma": 0.0001, "vega": 0.433, "theta": -0.0135, "rho": -0.2491, "theo": 2.8197, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.07, "last_trade_time": "2026-10-16T15:41:26", "percent_change": 0.0, "prev_day_close": 2.81499993801117}, {"option": "SPY280616C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3691, "open_interest": 1.0, "volume": 0.0, "delta": 0.984, "gamma": 0.0001, "vega": 0.4417, "theta": 0.0, "rho": 4.6254, "theo": 448.7173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 446.11, "last_trade_time": "2026-10-30T11:56:59", "percent_change": 0.0, "prev_day_close": 447.664993286133}, {"option": "SPY280616P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3874, "open_interest": 49.0, "volume": 0.0, "delta": -0.019, "gamma": 0.0001, "vega": 0.4486, "theta": -0.0139, "rho": -0.2593, "theo": 2.9242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.05, "last_trade_time": "2026-10-27T14:15:28", "percent_change": 0.0, "prev_day_close": 2.92000007629394}, {"option": "SPY280616C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3665, "open_interest": 0.0, "volume": 0.0, "delta": 0.9833, "gamma": 0.0001, "vega": 0.4562, "theta": 0.0, "rho": 4.6877, "theo": 444.2143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 443.164993286133}, {"option": "SPY280616P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.384, "open_interest": 336.0, "volume": 0.0, "delta": -0.0198, "gamma": 0.0001, "vega": 0.4646, "theta": -0.0142, "rho": -0.2689, "theo": 3.0324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.6, "last_trade_time": "2026-11-05T11:10:01", "percent_change": 0.0, "prev_day_close": 3.02999997138977}, {"option": "SPY280616C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.364, "open_interest": 13.0, "volume": 0.0, "delta": 0.9825, "gamma": 0.0001, "vega": 0.4707, "theta": 0.0, "rho": 4.7497, "theo": 439.714, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 452.16, "last_trade_time": "2026-08-04T14:31:08", "percent_change": 0.0, "prev_day_close": 438.664993286133}, {"option": "SPY280616P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3805, "open_interest": 586.0, "volume": 0.0, "delta": -0.0206, "gamma": 0.0001, "vega": 0.4805, "theta": -0.0146, "rho": -0.2797, "theo": 3.1421, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.33, "last_trade_time": "2026-09-17T11:40:02", "percent_change": 0.0, "prev_day_close": 3.13999998569488}, {"option": "SPY280616C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3614, "open_interest": 1.0, "volume": 0.0, "delta": 0.9816, "gamma": 0.0001, "vega": 0.4849, "theta": 0.0, "rho": 4.8117, "theo": 435.2164, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 449.35, "last_trade_time": "2026-08-07T12:14:41", "percent_change": 0.0, "prev_day_close": 434.169998168945}, {"option": "SPY280616P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3772, "open_interest": 561.0, "volume": 0.0, "delta": -0.0214, "gamma": 0.0001, "vega": 0.4974, "theta": -0.015, "rho": -0.2909, "theo": 3.2557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.88, "last_trade_time": "2026-11-05T11:10:01", "percent_change": 0.0, "prev_day_close": 3.25499999523163}, {"option": "SPY280616C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3588, "open_interest": 15.0, "volume": 0.0, "delta": 0.9808, "gamma": 0.0001, "vega": 0.4986, "theta": 0.0, "rho": 4.8736, "theo": 430.7216, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 438.39, "last_trade_time": "2026-10-29T14:49:18", "percent_change": 0.0, "prev_day_close": 429.675003051758}, {"option": "SPY280616P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3738, "open_interest": 256.0, "volume": 20.0, "delta": -0.0223, "gamma": 0.0001, "vega": 0.5144, "theta": -0.0153, "rho": -0.3023, "theo": 3.3724, "change": -0.14, "open": 3.52, "high": 3.52, "low": 3.52, "tick": "no_change", "last_trade_price": 3.52, "last_trade_time": "2026-11-11T10:17:25", "percent_change": -3.82514, "prev_day_close": 3.37000000476837}, {"option": "SPY280616C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.356, "open_interest": 0.0, "volume": 0.0, "delta": 0.9799, "gamma": 0.0001, "vega": 0.5118, "theta": 0.0, "rho": 4.9356, "theo": 426.2244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 425.184997558594}, {"option": "SPY280616P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3706, "open_interest": 12.0, "volume": 0.0, "delta": -0.0232, "gamma": 0.0002, "vega": 0.5316, "theta": -0.0157, "rho": -0.3137, "theo": 3.4929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.51, "last_trade_time": "2026-10-07T10:03:00", "percent_change": 0.0, "prev_day_close": 3.49500000476837}, {"option": "SPY280616C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3532, "open_interest": 2.0, "volume": 0.0, "delta": 0.979, "gamma": 0.0002, "vega": 0.5243, "theta": 0.0, "rho": 4.998, "theo": 421.7348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 307.48, "last_trade_time": "2026-03-31T09:41:50", "percent_change": 0.0, "prev_day_close": 420.690002441406}, {"option": "SPY280616P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3672, "open_interest": 179.0, "volume": 0.0, "delta": -0.0241, "gamma": 0.0002, "vega": 0.5493, "theta": -0.0161, "rho": -0.3262, "theo": 3.6172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.63, "last_trade_time": "2026-09-30T10:56:20", "percent_change": 0.0, "prev_day_close": 3.62000000476837}, {"option": "SPY280616C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3503, "open_interest": 1.0, "volume": 0.0, "delta": 0.9781, "gamma": 0.0002, "vega": 0.5359, "theta": 0.0, "rho": 5.0606, "theo": 417.2476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 303.43, "last_trade_time": "2026-03-31T09:43:54", "percent_change": 0.0, "prev_day_close": 416.199996948242}, {"option": "SPY280616P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3641, "open_interest": 623.0, "volume": 0.0, "delta": -0.0251, "gamma": 0.0002, "vega": 0.5676, "theta": -0.0165, "rho": -0.3385, "theo": 3.7437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.28, "last_trade_time": "2026-11-02T15:34:43", "percent_change": 0.0, "prev_day_close": 3.75}, {"option": "SPY280616C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3474, "open_interest": 7.0, "volume": 0.0, "delta": 0.9772, "gamma": 0.0002, "vega": 0.5522, "theta": 0.0, "rho": 5.1238, "theo": 412.7626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 427.51, "last_trade_time": "2026-10-09T10:00:28", "percent_change": 0.0, "prev_day_close": 411.710006713867}, {"option": "SPY280616P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3609, "open_interest": 33.0, "volume": 0.0, "delta": -0.0261, "gamma": 0.0002, "vega": 0.5862, "theta": -0.0169, "rho": -0.3506, "theo": 3.875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.15, "last_trade_time": "2026-11-02T09:42:13", "percent_change": 0.0, "prev_day_close": 3.87999999523163}, {"option": "SPY280616C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3445, "open_interest": 8.0, "volume": 0.0, "delta": 0.9762, "gamma": 0.0002, "vega": 0.5778, "theta": 0.0, "rho": 5.1876, "theo": 408.2796, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 406.13, "last_trade_time": "2026-09-15T13:02:56", "percent_change": 0.0, "prev_day_close": 407.225006103516}, {"option": "SPY280616P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3576, "open_interest": 1127.0, "volume": 1.0, "delta": -0.0271, "gamma": 0.0002, "vega": 0.6052, "theta": -0.0173, "rho": -0.363, "theo": 4.0105, "change": -0.255, "open": 4.11, "high": 4.11, "low": 4.11, "tick": "down", "last_trade_price": 4.11, "last_trade_time": "2026-11-11T09:31:17", "percent_change": -5.84192, "prev_day_close": 4.01499998569488}, {"option": "SPY280616C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3416, "open_interest": 1.0, "volume": 0.0, "delta": 0.9752, "gamma": 0.0002, "vega": 0.6058, "theta": 0.0, "rho": 5.252, "theo": 403.7983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 327.23, "last_trade_time": "2025-12-16T15:02:25", "percent_change": 0.0, "prev_day_close": 402.740005493164}, {"option": "SPY280616P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3545, "open_interest": 273.0, "volume": 0.0, "delta": -0.0282, "gamma": 0.0002, "vega": 0.6247, "theta": -0.0177, "rho": -0.3767, "theo": 4.1498, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 4.37, "last_trade_time": "2026-10-26T14:09:00", "percent_change": 0.0, "prev_day_close": 4.15499997138977}, {"option": "SPY280616C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3387, "open_interest": 66.0, "volume": 0.0, "delta": 0.9742, "gamma": 0.0002, "vega": 0.6344, "theta": 0.0, "rho": 5.2935, "theo": 399.3209, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 402.87, "last_trade_time": "2026-09-09T09:43:47", "percent_change": 0.0, "prev_day_close": 398.259994506836}, {"option": "SPY280616P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3515, "open_interest": 121.0, "volume": 0.0, "delta": -0.0293, "gamma": 0.0002, "vega": 0.6448, "theta": -0.0182, "rho": -0.3904, "theo": 4.2948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.43, "last_trade_time": "2026-11-05T15:08:43", "percent_change": 0.0, "prev_day_close": 4.29999995231628}, {"option": "SPY280616C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3358, "open_interest": 13.0, "volume": 0.0, "delta": 0.9731, "gamma": 0.0002, "vega": 0.6537, "theta": 0.0, "rho": 5.3455, "theo": 394.8621, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 373.95, "last_trade_time": "2026-11-06T10:22:00", "percent_change": 0.0, "prev_day_close": 394.029998779297}, {"option": "SPY280616P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3484, "open_interest": 931.0, "volume": 0.0, "delta": -0.0304, "gamma": 0.0002, "vega": 0.665, "theta": -0.0186, "rho": -0.4044, "theo": 4.4416, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.6, "last_trade_time": "2026-11-05T15:08:43", "percent_change": 0.0, "prev_day_close": 4.45000004768372}, {"option": "SPY280616C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3329, "open_interest": 9.0, "volume": 0.0, "delta": 0.972, "gamma": 0.0002, "vega": 0.6732, "theta": 0.0, "rho": 5.4028, "theo": 390.4026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 324.75, "last_trade_time": "2026-01-05T12:03:00", "percent_change": 0.0, "prev_day_close": 389.550003051758}, {"option": "SPY280616P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3454, "open_interest": 262.0, "volume": 0.0, "delta": -0.0316, "gamma": 0.0002, "vega": 0.6863, "theta": -0.019, "rho": -0.4193, "theo": 4.5944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.57, "last_trade_time": "2026-10-21T09:38:01", "percent_change": 0.0, "prev_day_close": 4.60000014305115}, {"option": "SPY280616C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3302, "open_interest": 377.0, "volume": 0.0, "delta": 0.9708, "gamma": 0.0002, "vega": 0.6927, "theta": 0.0, "rho": 5.4597, "theo": 385.9476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 372.0, "last_trade_time": "2026-11-09T09:58:36", "percent_change": 0.0, "prev_day_close": 385.074996948242}, {"option": "SPY280616P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3423, "open_interest": 522.0, "volume": 30.0, "delta": -0.0328, "gamma": 0.0002, "vega": 0.7084, "theta": -0.0194, "rho": -0.435, "theo": 4.7529, "change": -0.32, "open": 4.86, "high": 4.86, "low": 4.86, "tick": "no_change", "last_trade_price": 4.86, "last_trade_time": "2026-11-11T09:31:47", "percent_change": -6.17761, "prev_day_close": 4.75999999046326}, {"option": "SPY280616C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3274, "open_interest": 23.0, "volume": 23.0, "delta": 0.9696, "gamma": 0.0002, "vega": 0.7119, "theta": 0.0, "rho": 5.5164, "theo": 381.497, "change": 10.595, "open": 380.77, "high": 380.77, "low": 380.77, "tick": "no_change", "last_trade_price": 380.77, "last_trade_time": "2026-11-11T15:46:14", "percent_change": 2.86216, "prev_day_close": 380.600006103516}, {"option": "SPY280616P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3394, "open_interest": 9.0, "volume": 0.0, "delta": -0.034, "gamma": 0.0002, "vega": 0.7304, "theta": -0.0199, "rho": -0.451, "theo": 4.9147, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.42, "last_trade_time": "2026-10-30T15:53:12", "percent_change": 0.0, "prev_day_close": 4.91999983787537}, {"option": "SPY280616C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3245, "open_interest": 18.0, "volume": 0.0, "delta": 0.9683, "gamma": 0.0002, "vega": 0.7306, "theta": 0.0, "rho": 5.573, "theo": 377.0461, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 320.8, "last_trade_time": "2026-04-15T14:02:23", "percent_change": 0.0, "prev_day_close": 376.130004882812}, {"option": "SPY280616P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3365, "open_interest": 10.0, "volume": 0.0, "delta": -0.0354, "gamma": 0.0002, "vega": 0.753, "theta": -0.0204, "rho": -0.467, "theo": 5.0837, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.52, "last_trade_time": "2026-11-05T15:40:31", "percent_change": 0.0, "prev_day_close": 5.08999991416931}, {"option": "SPY280616C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3216, "open_interest": 1.0, "volume": 0.0, "delta": 0.967, "gamma": 0.0002, "vega": 0.7486, "theta": 0.0, "rho": 5.6296, "theo": 372.6047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 306.84, "last_trade_time": "2026-01-05T14:32:09", "percent_change": 0.0, "prev_day_close": 371.660003662109}, {"option": "SPY280616P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3336, "open_interest": 250.0, "volume": 0.0, "delta": -0.0367, "gamma": 0.0003, "vega": 0.7767, "theta": -0.0208, "rho": -0.4844, "theo": 5.2562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.55, "last_trade_time": "2026-10-26T12:12:13", "percent_change": 0.0, "prev_day_close": 5.2649998664856}, {"option": "SPY280616C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3187, "open_interest": 5.0, "volume": 0.0, "delta": 0.9657, "gamma": 0.0003, "vega": 0.7655, "theta": 0.0, "rho": 5.6866, "theo": 368.1677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 387.5, "last_trade_time": "2026-10-12T12:54:22", "percent_change": 0.0, "prev_day_close": 367.190002441406}, {"option": "SPY280616P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3308, "open_interest": 141.0, "volume": 0.0, "delta": -0.0381, "gamma": 0.0003, "vega": 0.8011, "theta": -0.0213, "rho": -0.5017, "theo": 5.4354, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.89, "last_trade_time": "2026-09-09T15:47:22", "percent_change": 0.0, "prev_day_close": 5.43999981880188}, {"option": "SPY280616C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3192, "open_interest": 33.0, "volume": 0.0, "delta": 0.9643, "gamma": 0.0003, "vega": 0.7814, "theta": 0.0, "rho": 5.7442, "theo": 363.7349, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 365.99, "last_trade_time": "2026-09-01T14:05:13", "percent_change": 0.0, "prev_day_close": 362.729995727539}, {"option": "SPY280616P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3279, "open_interest": 104.0, "volume": 0.0, "delta": -0.0395, "gamma": 0.0003, "vega": 0.8252, "theta": -0.0217, "rho": -0.519, "theo": 5.6212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.47, "last_trade_time": "2026-10-06T09:55:38", "percent_change": 0.0, "prev_day_close": 5.62999987602234}, {"option": "SPY280616C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3162, "open_interest": 3.0, "volume": 0.0, "delta": 0.9629, "gamma": 0.0003, "vega": 0.805, "theta": 0.0, "rho": 5.8025, "theo": 359.306, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 350.02, "last_trade_time": "2026-07-20T11:54:13", "percent_change": 0.0, "prev_day_close": 358.270004272461}, {"option": "SPY280616P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3251, "open_interest": 22.0, "volume": 0.0, "delta": -0.041, "gamma": 0.0003, "vega": 0.8496, "theta": -0.0222, "rho": -0.5367, "theo": 5.8136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.5, "last_trade_time": "2026-11-09T10:50:18", "percent_change": 0.0, "prev_day_close": 5.8199999332428}, {"option": "SPY280616C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3132, "open_interest": 26.0, "volume": 0.0, "delta": 0.9615, "gamma": 0.0003, "vega": 0.8387, "theta": 0.0, "rho": 5.8618, "theo": 354.8807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 343.38, "last_trade_time": "2026-07-31T09:30:01", "percent_change": 0.0, "prev_day_close": 353.809997558594}, {"option": "SPY280616P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3224, "open_interest": 6606.0, "volume": 0.0, "delta": -0.0426, "gamma": 0.0003, "vega": 0.8747, "theta": -0.0227, "rho": -0.5559, "theo": 6.0115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.7, "last_trade_time": "2026-11-10T13:35:29", "percent_change": 0.0, "prev_day_close": 6.01999998092651}, {"option": "SPY280616C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3103, "open_interest": 2.0, "volume": 0.0, "delta": 0.96, "gamma": 0.0003, "vega": 0.8759, "theta": 0.0, "rho": 5.9221, "theo": 350.4586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 356.77, "last_trade_time": "2026-10-29T16:05:09", "percent_change": 0.0, "prev_day_close": 349.604995727539}, {"option": "SPY280616P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3196, "open_interest": 22.0, "volume": 0.0, "delta": -0.0442, "gamma": 0.0003, "vega": 0.9003, "theta": -0.0232, "rho": -0.5758, "theo": 6.2165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.24, "last_trade_time": "2026-09-24T14:25:33", "percent_change": 0.0, "prev_day_close": 6.21499991416931}, {"option": "SPY280616C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3074, "open_interest": 0.0, "volume": 0.0, "delta": 0.9584, "gamma": 0.0003, "vega": 0.9094, "theta": 0.0, "rho": 5.9416, "theo": 346.0519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 269.0, "last_trade_time": "2026-03-09T16:12:03", "percent_change": 0.0, "prev_day_close": 345.154998779297}, {"option": "SPY280616P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3169, "open_interest": 231.0, "volume": 0.0, "delta": -0.0458, "gamma": 0.0003, "vega": 0.9272, "theta": -0.0237, "rho": -0.5958, "theo": 6.429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.94, "last_trade_time": "2026-09-02T12:26:03", "percent_change": 0.0, "prev_day_close": 6.4300000667572}, {"option": "SPY280616C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3044, "open_interest": 39.0, "volume": 0.0, "delta": 0.9568, "gamma": 0.0003, "vega": 0.935, "theta": 0.0, "rho": 5.9919, "theo": 341.6551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 333.77, "last_trade_time": "2026-10-30T14:40:33", "percent_change": 0.0, "prev_day_close": 340.705001831055}, {"option": "SPY280616P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3142, "open_interest": 133.0, "volume": 0.0, "delta": -0.0476, "gamma": 0.0003, "vega": 0.9552, "theta": -0.0242, "rho": -0.617, "theo": 6.6478, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.64, "last_trade_time": "2026-11-05T10:34:06", "percent_change": 0.0, "prev_day_close": 6.64999985694885}, {"option": "SPY280616C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3016, "open_interest": 27.0, "volume": 28.0, "delta": 0.9551, "gamma": 0.0003, "vega": 0.9607, "theta": 0.0, "rho": 6.0417, "theo": 337.265, "change": 10.65, "open": 333.8, "high": 336.57, "low": 332.25, "tick": "no_change", "last_trade_price": 336.57, "last_trade_time": "2026-11-11T15:46:14", "percent_change": 3.26767, "prev_day_close": 336.259994506836}, {"option": "SPY280616P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3116, "open_interest": 22.0, "volume": 0.0, "delta": -0.0493, "gamma": 0.0004, "vega": 0.9833, "theta": -0.0248, "rho": -0.638, "theo": 6.8719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.52, "last_trade_time": "2026-10-12T15:09:52", "percent_change": 0.0, "prev_day_close": 6.86999988555908}, {"option": "SPY280616C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3016, "open_interest": 4.0, "volume": 0.0, "delta": 0.9534, "gamma": 0.0004, "vega": 0.9864, "theta": 0.0, "rho": 6.0909, "theo": 332.877, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 332.75, "last_trade_time": "2026-08-03T12:26:52", "percent_change": 0.0, "prev_day_close": 331.820007324219}, {"option": "SPY280616P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.309, "open_interest": 154.0, "volume": 0.0, "delta": -0.0511, "gamma": 0.0004, "vega": 1.0116, "theta": -0.0253, "rho": -0.6598, "theo": 7.1062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.16, "last_trade_time": "2026-11-05T15:39:13", "percent_change": 0.0, "prev_day_close": 7.09999990463257}, {"option": "SPY280616C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2987, "open_interest": 4.0, "volume": 0.0, "delta": 0.9516, "gamma": 0.0004, "vega": 1.0115, "theta": 0.0, "rho": 6.1397, "theo": 328.5008, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 326.63, "last_trade_time": "2026-09-15T12:18:03", "percent_change": 0.0, "prev_day_close": 327.380004882812}, {"option": "SPY280616P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3065, "open_interest": 4.0, "volume": 0.0, "delta": -0.053, "gamma": 0.0004, "vega": 1.0424, "theta": -0.0258, "rho": -0.684, "theo": 7.3493, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.61, "last_trade_time": "2026-09-17T11:07:24", "percent_change": 0.0, "prev_day_close": 7.34500002861023}, {"option": "SPY280616C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2957, "open_interest": 25.0, "volume": 0.0, "delta": 0.9497, "gamma": 0.0004, "vega": 1.0358, "theta": 0.0, "rho": 6.1886, "theo": 324.1317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 344.34, "last_trade_time": "2026-10-09T15:15:48", "percent_change": 0.0, "prev_day_close": 323.199996948242}, {"option": "SPY280616P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3039, "open_interest": 19.0, "volume": 0.0, "delta": -0.055, "gamma": 0.0004, "vega": 1.0738, "theta": -0.0264, "rho": -0.7074, "theo": 7.5972, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.36, "last_trade_time": "2026-11-02T15:00:22", "percent_change": 0.0, "prev_day_close": 7.58500003814697}, {"option": "SPY280616C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2927, "open_interest": 60.0, "volume": 0.0, "delta": 0.9478, "gamma": 0.0004, "vega": 1.0588, "theta": 0.0, "rho": 6.2378, "theo": 319.7695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 339.96, "last_trade_time": "2026-10-09T15:15:48", "percent_change": 0.0, "prev_day_close": 318.770004272461}, {"option": "SPY280616P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3014, "open_interest": 811.0, "volume": 1.0, "delta": -0.057, "gamma": 0.0004, "vega": 1.1041, "theta": -0.0269, "rho": -0.7314, "theo": 7.8567, "change": -0.635, "open": 7.95, "high": 7.95, "low": 7.95, "tick": "down", "last_trade_price": 7.95, "last_trade_time": "2026-11-11T11:58:34", "percent_change": -7.39662, "prev_day_close": 7.84500002861023}, {"option": "SPY280616C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2922, "open_interest": 8.0, "volume": 0.0, "delta": 0.9458, "gamma": 0.0004, "vega": 1.0802, "theta": 0.0, "rho": 6.2877, "theo": 315.4138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 319.75, "last_trade_time": "2026-10-01T10:40:03", "percent_change": 0.0, "prev_day_close": 314.345001220703}, {"option": "SPY280616P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2989, "open_interest": 412.0, "volume": 0.0, "delta": -0.0592, "gamma": 0.0004, "vega": 1.1344, "theta": -0.0275, "rho": -0.7566, "theo": 8.1267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.85, "last_trade_time": "2026-10-05T15:41:37", "percent_change": 0.0, "prev_day_close": 8.11499977111816}, {"option": "SPY280616C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2893, "open_interest": 26.0, "volume": 0.0, "delta": 0.9438, "gamma": 0.0004, "vega": 1.1048, "theta": 0.0, "rho": 6.3387, "theo": 311.0644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 304.07, "last_trade_time": "2026-06-30T13:36:00", "percent_change": 0.0, "prev_day_close": 310.175003051758}, {"option": "SPY280616P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2965, "open_interest": 212.0, "volume": 2.0, "delta": -0.0613, "gamma": 0.0004, "vega": 1.1658, "theta": -0.0281, "rho": -0.783, "theo": 8.4029, "change": -0.77, "open": 8.41, "high": 8.41, "low": 8.41, "tick": "down", "last_trade_price": 8.41, "last_trade_time": "2026-11-11T15:51:45", "percent_change": -8.3878, "prev_day_close": 8.38500022888184}, {"option": "SPY280616C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2864, "open_interest": 17.0, "volume": 0.0, "delta": 0.9416, "gamma": 0.0004, "vega": 1.147, "theta": 0.0, "rho": 6.3912, "theo": 306.7205, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 306.9, "last_trade_time": "2026-09-16T14:29:03", "percent_change": 0.0, "prev_day_close": 305.759994506836}, {"option": "SPY280616P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.294, "open_interest": 221.0, "volume": 22.0, "delta": -0.0636, "gamma": 0.0005, "vega": 1.1983, "theta": -0.0286, "rho": -0.8101, "theo": 8.6892, "change": -0.815, "open": 8.71, "high": 8.71, "low": 8.68, "tick": "no_change", "last_trade_price": 8.68, "last_trade_time": "2026-11-11T14:48:48", "percent_change": -8.58346, "prev_day_close": 8.67000007629394}, {"option": "SPY280616C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2858, "open_interest": 11.0, "volume": 1.0, "delta": 0.9395, "gamma": 0.0004, "vega": 1.1936, "theta": 0.0, "rho": 6.4453, "theo": 302.3815, "change": 8.655, "open": 300.0, "high": 300.0, "low": 300.0, "tick": "up", "last_trade_price": 300.0, "last_trade_time": "2026-11-11T11:18:19", "percent_change": 2.9707, "prev_day_close": 301.345001220703}, {"option": "SPY280616P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2916, "open_interest": 683.0, "volume": 0.0, "delta": -0.066, "gamma": 0.0005, "vega": 1.232, "theta": -0.0292, "rho": -0.8374, "theo": 8.9875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.91, "last_trade_time": "2026-09-25T10:03:21", "percent_change": 0.0, "prev_day_close": 8.97000026702881}, {"option": "SPY280616C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2828, "open_interest": 102.0, "volume": 7.0, "delta": 0.9373, "gamma": 0.0005, "vega": 1.2362, "theta": 0.0, "rho": 6.4474, "theo": 298.0562, "change": 10.965, "open": 297.92, "high": 297.92, "low": 297.92, "tick": "up", "last_trade_price": 297.92, "last_trade_time": "2026-11-11T12:34:13", "percent_change": 3.82116, "prev_day_close": 297.190002441406}, {"option": "SPY280616P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2893, "open_interest": 717.0, "volume": 1.0, "delta": -0.0683, "gamma": 0.0005, "vega": 1.2661, "theta": -0.0298, "rho": -0.8631, "theo": 9.2915, "change": -0.54, "open": 9.61, "high": 9.61, "low": 9.61, "tick": "down", "last_trade_price": 9.61, "last_trade_time": "2026-11-11T09:30:00", "percent_change": -5.32019, "prev_day_close": 9.27499961853027}, {"option": "SPY280616C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2799, "open_interest": 8.0, "volume": 0.0, "delta": 0.9349, "gamma": 0.0005, "vega": 1.2686, "theta": 0.0, "rho": 6.488, "theo": 293.7556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 299.86, "last_trade_time": "2026-10-26T12:28:26", "percent_change": 0.0, "prev_day_close": 292.789993286133}, {"option": "SPY280616P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2869, "open_interest": 14.0, "volume": 0.0, "delta": -0.0709, "gamma": 0.0005, "vega": 1.3004, "theta": -0.0304, "rho": -0.8936, "theo": 9.6105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.94, "last_trade_time": "2026-10-22T11:20:43", "percent_change": 0.0, "prev_day_close": 9.59000015258789}, {"option": "SPY280616C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2792, "open_interest": 44.0, "volume": 0.0, "delta": 0.9325, "gamma": 0.0005, "vega": 1.3012, "theta": 0.0, "rho": 6.5276, "theo": 289.4549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 284.39, "last_trade_time": "2026-06-22T14:38:46", "percent_change": 0.0, "prev_day_close": 288.389999389648}, {"option": "SPY280616P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2846, "open_interest": 889.0, "volume": 0.0, "delta": -0.0734, "gamma": 0.0005, "vega": 1.3357, "theta": -0.031, "rho": -0.924, "theo": 9.9358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 12.06, "last_trade_time": "2026-11-06T10:03:16", "percent_change": 0.0, "prev_day_close": 9.91499996185303}, {"option": "SPY280616C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2762, "open_interest": 54.0, "volume": 0.0, "delta": 0.93, "gamma": 0.0005, "vega": 1.3334, "theta": 0.0, "rho": 6.5666, "theo": 285.1689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 303.05, "last_trade_time": "2026-08-13T10:46:33", "percent_change": 0.0, "prev_day_close": 284.25}, {"option": "SPY280616P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2823, "open_interest": 561.0, "volume": 0.0, "delta": -0.0761, "gamma": 0.0006, "vega": 1.3743, "theta": -0.0316, "rho": -0.9544, "theo": 10.273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.19, "last_trade_time": "2026-11-03T14:12:38", "percent_change": 0.0, "prev_day_close": 10.25}, {"option": "SPY280616C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2752, "open_interest": 38.0, "volume": 0.0, "delta": 0.9274, "gamma": 0.0005, "vega": 1.365, "theta": 0.0, "rho": 6.6052, "theo": 280.8927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 259.14, "last_trade_time": "2026-11-06T13:36:59", "percent_change": 0.0, "prev_day_close": 279.865005493164}, {"option": "SPY280616P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.28, "open_interest": 696.0, "volume": 0.0, "delta": -0.0788, "gamma": 0.0006, "vega": 1.413, "theta": -0.0323, "rho": -0.9864, "theo": 10.6234, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.36, "last_trade_time": "2026-11-06T15:41:57", "percent_change": 0.0, "prev_day_close": 10.5949997901916}, {"option": "SPY280616C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2722, "open_interest": 80.0, "volume": 0.0, "delta": 0.9248, "gamma": 0.0006, "vega": 1.3951, "theta": 0.0, "rho": 6.6439, "theo": 276.6263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 296.73, "last_trade_time": "2026-10-09T15:35:44", "percent_change": 0.0, "prev_day_close": 275.735000610352}, {"option": "SPY280616P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2778, "open_interest": 613.0, "volume": 0.0, "delta": -0.0817, "gamma": 0.0006, "vega": 1.4491, "theta": -0.0329, "rho": -1.0203, "theo": 10.9867, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.25, "last_trade_time": "2026-11-05T14:05:01", "percent_change": 0.0, "prev_day_close": 10.960000038147}, {"option": "SPY280616C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2711, "open_interest": 44.0, "volume": 1.0, "delta": 0.922, "gamma": 0.0006, "vega": 1.4235, "theta": 0.0, "rho": 6.6832, "theo": 272.3694, "change": 6.46, "open": 268.0, "high": 268.0, "low": 268.0, "tick": "no_change", "last_trade_price": 268.0, "last_trade_time": "2026-11-11T09:56:54", "percent_change": 2.46998, "prev_day_close": 271.360000610352}, {"option": "SPY280616P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2755, "open_interest": 392.0, "volume": 1.0, "delta": -0.0847, "gamma": 0.0006, "vega": 1.4865, "theta": -0.0335, "rho": -1.0551, "theo": 11.3646, "change": -1.06, "open": 11.35, "high": 11.35, "low": 11.35, "tick": "down", "last_trade_price": 11.35, "last_trade_time": "2026-11-11T15:16:20", "percent_change": -8.5415, "prev_day_close": 11.335000038147}, {"option": "SPY280616C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2681, "open_interest": 33.0, "volume": 0.0, "delta": 0.9192, "gamma": 0.0006, "vega": 1.4497, "theta": 0.0, "rho": 6.724, "theo": 268.1214, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 261.76, "last_trade_time": "2026-11-09T15:37:25", "percent_change": 0.0, "prev_day_close": 267.240005493164}, {"option": "SPY280616P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2733, "open_interest": 2079.0, "volume": 0.0, "delta": -0.0877, "gamma": 0.0006, "vega": 1.5269, "theta": -0.0342, "rho": -1.0897, "theo": 11.7484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 11.38, "last_trade_time": "2026-10-07T10:18:37", "percent_change": 0.0, "prev_day_close": 11.7150001525879}, {"option": "SPY280616C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2669, "open_interest": 18.0, "volume": 0.0, "delta": 0.9163, "gamma": 0.0006, "vega": 1.4896, "theta": 0.0, "rho": 6.7667, "theo": 263.8815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 273.94, "last_trade_time": "2026-10-20T12:12:11", "percent_change": 0.0, "prev_day_close": 262.875}, {"option": "SPY280616P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2711, "open_interest": 248.0, "volume": 0.0, "delta": -0.0909, "gamma": 0.0006, "vega": 1.5659, "theta": -0.0348, "rho": -1.1231, "theo": 12.1486, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.69, "last_trade_time": "2026-11-05T15:43:29", "percent_change": 0.0, "prev_day_close": 12.1199998855591}, {"option": "SPY280616C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.264, "open_interest": 11.0, "volume": 0.0, "delta": 0.9133, "gamma": 0.0006, "vega": 1.5437, "theta": 0.0, "rho": 6.8118, "theo": 259.6489, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 266.23, "last_trade_time": "2026-10-27T09:56:40", "percent_change": 0.0, "prev_day_close": 258.770004272461}, {"option": "SPY280616P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.269, "open_interest": 267.0, "volume": 0.0, "delta": -0.0942, "gamma": 0.0007, "vega": 1.6049, "theta": -0.0355, "rho": -1.1586, "theo": 12.5644, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.99, "last_trade_time": "2026-11-05T14:32:40", "percent_change": 0.0, "prev_day_close": 12.5349998474121}, {"option": "SPY280616C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2628, "open_interest": 795.0, "volume": 0.0, "delta": 0.9103, "gamma": 0.0006, "vega": 1.6013, "theta": 0.0, "rho": 6.8295, "theo": 255.4255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 234.03, "last_trade_time": "2026-11-06T15:22:17", "percent_change": 0.0, "prev_day_close": 254.380004882812}, {"option": "SPY280616P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2668, "open_interest": 850.0, "volume": 35.0, "delta": -0.0975, "gamma": 0.0007, "vega": 1.6452, "theta": -0.0362, "rho": -1.1969, "theo": 12.9896, "change": -1.185, "open": 13.22, "high": 13.5, "low": 12.94, "tick": "up", "last_trade_price": 13.0, "last_trade_time": "2026-11-11T15:52:54", "percent_change": -8.35389, "prev_day_close": 12.960000038147}, {"option": "SPY280616C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2599, "open_interest": 20.0, "volume": 2.0, "delta": 0.9071, "gamma": 0.0007, "vega": 1.6401, "theta": 0.0, "rho": 6.8276, "theo": 251.2336, "change": 10.31, "open": 250.93, "high": 250.93, "low": 250.93, "tick": "up", "last_trade_price": 250.93, "last_trade_time": "2026-11-11T12:04:48", "percent_change": 4.28476, "prev_day_close": 250.370002746582}, {"option": "SPY280616P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2647, "open_interest": 1076.0, "volume": 0.0, "delta": -0.101, "gamma": 0.0007, "vega": 1.6867, "theta": -0.0368, "rho": -1.2365, "theo": 13.432, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.36, "last_trade_time": "2026-11-05T15:44:18", "percent_change": 0.0, "prev_day_close": 13.3949999809265}, {"option": "SPY280616C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2585, "open_interest": 6.0, "volume": 0.0, "delta": 0.9038, "gamma": 0.0007, "vega": 1.679, "theta": -0.0009, "rho": 6.855, "theo": 247.0545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 227.44, "last_trade_time": "2026-11-05T12:28:00", "percent_change": 0.0, "prev_day_close": 246.189994812012}, {"option": "SPY280616P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2626, "open_interest": 286.0, "volume": 0.0, "delta": -0.1046, "gamma": 0.0008, "vega": 1.7303, "theta": -0.0375, "rho": -1.2737, "theo": 13.8849, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 15.15, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 13.8499999046326}, {"option": "SPY280616C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.257, "open_interest": 22.0, "volume": 2.0, "delta": 0.9004, "gamma": 0.0007, "vega": 1.7176, "theta": -0.0022, "rho": 6.8814, "theo": 242.8883, "change": 10.4, "open": 242.75, "high": 242.75, "low": 242.75, "tick": "up", "last_trade_price": 242.75, "last_trade_time": "2026-11-11T12:04:48", "percent_change": 4.47601, "prev_day_close": 241.854995727539}, {"option": "SPY280616P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2605, "open_interest": 211.0, "volume": 0.0, "delta": -0.1083, "gamma": 0.0008, "vega": 1.7766, "theta": -0.0382, "rho": -1.3153, "theo": 14.3552, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.97, "last_trade_time": "2026-11-09T11:07:15", "percent_change": 0.0, "prev_day_close": 14.3250002861023}, {"option": "SPY280616C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.254, "open_interest": 28.0, "volume": 0.0, "delta": 0.8968, "gamma": 0.0008, "vega": 1.7553, "theta": -0.0034, "rho": 6.9072, "theo": 238.7352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 215.96, "last_trade_time": "2026-11-05T15:15:37", "percent_change": 0.0, "prev_day_close": 237.879997253418}, {"option": "SPY280616P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2584, "open_interest": 793.0, "volume": 1.0, "delta": -0.1122, "gamma": 0.0008, "vega": 1.8196, "theta": -0.0389, "rho": -1.3591, "theo": 14.8462, "change": -1.435, "open": 14.78, "high": 14.78, "low": 14.78, "tick": "down", "last_trade_price": 14.78, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -8.84983, "prev_day_close": 14.8150000572205}, {"option": "SPY280616C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2525, "open_interest": 17.0, "volume": 0.0, "delta": 0.8932, "gamma": 0.0008, "vega": 1.7914, "theta": -0.0046, "rho": 6.9331, "theo": 234.5951, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 213.0, "last_trade_time": "2026-11-06T13:29:16", "percent_change": 0.0, "prev_day_close": 233.580001831055}, {"option": "SPY280616P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2564, "open_interest": 1372.0, "volume": 0.0, "delta": -0.1161, "gamma": 0.0008, "vega": 1.862, "theta": -0.0395, "rho": -1.4021, "theo": 15.3472, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.6, "last_trade_time": "2026-11-05T10:21:42", "percent_change": 0.0, "prev_day_close": 15.3099999427795}, {"option": "SPY280616C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2509, "open_interest": 24.0, "volume": 0.0, "delta": 0.8895, "gamma": 0.0008, "vega": 1.8252, "theta": -0.0059, "rho": 6.9601, "theo": 230.4675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 211.41, "last_trade_time": "2026-11-06T12:00:26", "percent_change": 0.0, "prev_day_close": 229.465003967285}, {"option": "SPY280616P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2544, "open_interest": 260.0, "volume": 5.0, "delta": -0.1202, "gamma": 0.0009, "vega": 1.91, "theta": -0.0402, "rho": -1.4428, "theo": 15.8671, "change": -1.43, "open": 16.5, "high": 16.5, "low": 15.9, "tick": "down", "last_trade_price": 15.9, "last_trade_time": "2026-11-11T15:53:37", "percent_change": -8.25159, "prev_day_close": 15.835000038147}, {"option": "SPY280616C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2493, "open_interest": 16.0, "volume": 0.0, "delta": 0.8857, "gamma": 0.0008, "vega": 1.8562, "theta": -0.0071, "rho": 6.9891, "theo": 226.3518, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 242.97, "last_trade_time": "2026-08-07T12:21:48", "percent_change": 0.0, "prev_day_close": 225.36499786377}, {"option": "SPY280616P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2523, "open_interest": 122.0, "volume": 0.0, "delta": -0.1245, "gamma": 0.0009, "vega": 1.954, "theta": -0.0409, "rho": -1.4898, "theo": 16.4077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.48, "last_trade_time": "2026-11-09T10:21:11", "percent_change": 0.0, "prev_day_close": 16.375}, {"option": "SPY280616C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2463, "open_interest": 11.0, "volume": 0.0, "delta": 0.8818, "gamma": 0.0008, "vega": 1.9028, "theta": -0.0083, "rho": 7.0211, "theo": 222.2467, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 229.15, "last_trade_time": "2026-10-29T14:53:50", "percent_change": 0.0, "prev_day_close": 221.444999694824}, {"option": "SPY280616P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2502, "open_interest": 100.0, "volume": 0.0, "delta": -0.1288, "gamma": 0.0009, "vega": 1.9965, "theta": -0.0416, "rho": -1.535, "theo": 16.9594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.77, "last_trade_time": "2026-11-10T14:01:08", "percent_change": 0.0, "prev_day_close": 16.9350004196167}, {"option": "SPY280616C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2447, "open_interest": 28.0, "volume": 0.0, "delta": 0.8778, "gamma": 0.0009, "vega": 1.967, "theta": -0.0096, "rho": 7.0567, "theo": 218.151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 205.63, "last_trade_time": "2026-11-10T13:30:12", "percent_change": 0.0, "prev_day_close": 217.73999786377}, {"option": "SPY280616P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 724.0, "volume": 0.0, "delta": -0.1334, "gamma": 0.001, "vega": 2.0431, "theta": -0.0423, "rho": -1.5812, "theo": 17.5346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 22.86, "last_trade_time": "2026-11-05T16:11:05", "percent_change": 0.0, "prev_day_close": 17.5100002288818}, {"option": "SPY280616C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2431, "open_interest": 373.0, "volume": 1.0, "delta": 0.8736, "gamma": 0.0009, "vega": 2.026, "theta": -0.0108, "rho": 7.0152, "theo": 214.0766, "change": 9.9, "open": 213.83, "high": 213.83, "low": 213.83, "tick": "up", "last_trade_price": 213.83, "last_trade_time": "2026-11-11T12:28:20", "percent_change": 4.85461, "prev_day_close": 213.159996032715}, {"option": "SPY280616P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2463, "open_interest": 2045.0, "volume": 0.0, "delta": -0.138, "gamma": 0.001, "vega": 2.0916, "theta": -0.043, "rho": -1.6282, "theo": 18.1241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 19.49, "last_trade_time": "2026-11-10T15:52:28", "percent_change": 0.0, "prev_day_close": 18.0950002670288}, {"option": "SPY280616C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2414, "open_interest": 61.0, "volume": 1.0, "delta": 0.8693, "gamma": 0.0009, "vega": 2.07, "theta": -0.012, "rho": 7.0285, "theo": 210.0338, "change": 10.61, "open": 210.55, "high": 210.55, "low": 210.55, "tick": "up", "last_trade_price": 210.55, "last_trade_time": "2026-11-11T12:34:53", "percent_change": 5.30659, "prev_day_close": 209.279998779297}, {"option": "SPY280616P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2443, "open_interest": 119.0, "volume": 0.0, "delta": -0.1428, "gamma": 0.001, "vega": 2.1379, "theta": -0.0437, "rho": -1.6756, "theo": 18.7355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 20.7, "last_trade_time": "2026-11-02T15:34:22", "percent_change": 0.0, "prev_day_close": 18.7150001525879}, {"option": "SPY280616C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2396, "open_interest": 134.0, "volume": 0.0, "delta": 0.8649, "gamma": 0.001, "vega": 2.1138, "theta": -0.0132, "rho": 7.0404, "theo": 206.0076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 210.8, "last_trade_time": "2026-10-16T14:18:53", "percent_change": 0.0, "prev_day_close": 205.684997558594}, {"option": "SPY280616P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2424, "open_interest": 176.0, "volume": 0.0, "delta": -0.1478, "gamma": 0.001, "vega": 2.1901, "theta": -0.0444, "rho": -1.7287, "theo": 19.3645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 25.0, "last_trade_time": "2026-11-05T13:05:30", "percent_change": 0.0, "prev_day_close": 19.3500003814697}, {"option": "SPY280616C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2377, "open_interest": 23.0, "volume": 0.0, "delta": 0.8603, "gamma": 0.001, "vega": 2.1569, "theta": -0.0144, "rho": 7.0511, "theo": 201.9984, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 192.06, "last_trade_time": "2026-11-10T10:59:42", "percent_change": 0.0, "prev_day_close": 200.494995117188}, {"option": "SPY280616P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2405, "open_interest": 74.0, "volume": 0.0, "delta": -0.1529, "gamma": 0.0011, "vega": 2.2365, "theta": -0.0452, "rho": -1.7804, "theo": 20.0145, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 19.18, "last_trade_time": "2026-11-04T15:40:03", "percent_change": 0.0, "prev_day_close": 20.0100002288818}, {"option": "SPY280616C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2358, "open_interest": 184.0, "volume": 0.0, "delta": 0.8556, "gamma": 0.001, "vega": 2.1985, "theta": -0.0156, "rho": 7.0616, "theo": 198.0062, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.5, "last_trade_time": "2026-11-09T09:33:50", "percent_change": 0.0, "prev_day_close": 196.5}, {"option": "SPY280616P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2385, "open_interest": 86.0, "volume": 0.0, "delta": -0.1582, "gamma": 0.0011, "vega": 2.2863, "theta": -0.0459, "rho": -1.8321, "theo": 20.6909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 23.3, "last_trade_time": "2026-11-10T11:21:18", "percent_change": 0.0, "prev_day_close": 20.6850004196167}, {"option": "SPY280616C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2339, "open_interest": 137.0, "volume": 1.0, "delta": 0.8508, "gamma": 0.001, "vega": 2.2377, "theta": -0.0168, "rho": 7.073, "theo": 194.0306, "change": 9.43, "open": 194.25, "high": 194.25, "low": 194.25, "tick": "down", "last_trade_price": 194.25, "last_trade_time": "2026-11-11T12:28:19", "percent_change": 5.10226, "prev_day_close": 193.805000305176}, {"option": "SPY280616P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2366, "open_interest": 487.0, "volume": 0.0, "delta": -0.1637, "gamma": 0.0012, "vega": 2.3368, "theta": -0.0466, "rho": -1.8872, "theo": 21.3866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.49, "last_trade_time": "2026-11-10T14:56:55", "percent_change": 0.0, "prev_day_close": 21.3899993896484}, {"option": "SPY280616C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.232, "open_interest": 93.0, "volume": 0.0, "delta": 0.8458, "gamma": 0.0011, "vega": 2.2737, "theta": -0.018, "rho": 7.0868, "theo": 190.0709, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 206.22, "last_trade_time": "2026-10-13T11:13:01", "percent_change": 0.0, "prev_day_close": 188.720001220703}, {"option": "SPY280616P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2347, "open_interest": 206.0, "volume": 3.0, "delta": -0.1693, "gamma": 0.0012, "vega": 2.3832, "theta": -0.0473, "rho": -1.94, "theo": 22.1063, "change": -2.115, "open": 22.67, "high": 22.67, "low": 22.09, "tick": "down", "last_trade_price": 22.09, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -8.73786, "prev_day_close": 22.1150007247925}, {"option": "SPY280616C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2301, "open_interest": 383.0, "volume": 0.0, "delta": 0.8408, "gamma": 0.0011, "vega": 2.3112, "theta": -0.0192, "rho": 7.1044, "theo": 186.1257, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 165.0, "last_trade_time": "2026-11-05T13:02:35", "percent_change": 0.0, "prev_day_close": 185.400001525879}, {"option": "SPY280616P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2328, "open_interest": 179.0, "volume": 1.0, "delta": -0.1751, "gamma": 0.0012, "vega": 2.4293, "theta": -0.048, "rho": -1.996, "theo": 22.8479, "change": -1.555, "open": 23.46, "high": 23.46, "low": 23.46, "tick": "down", "last_trade_price": 23.46, "last_trade_time": "2026-11-11T09:30:32", "percent_change": -6.21627, "prev_day_close": 22.8600006103516}, {"option": "SPY280616C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2282, "open_interest": 55.0, "volume": 1.0, "delta": 0.8356, "gamma": 0.0011, "vega": 2.3806, "theta": -0.0203, "rho": 7.1269, "theo": 182.1931, "change": 6.455, "open": 179.0, "high": 179.0, "low": 179.0, "tick": "down", "last_trade_price": 179.0, "last_trade_time": "2026-11-11T10:27:14", "percent_change": 3.74105, "prev_day_close": 181.449996948242}, {"option": "SPY280616P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.231, "open_interest": 113.0, "volume": 0.0, "delta": -0.1811, "gamma": 0.0013, "vega": 2.4836, "theta": -0.0487, "rho": -2.0511, "theo": 23.6104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.0, "last_trade_time": "2026-11-05T14:25:56", "percent_change": 0.0, "prev_day_close": 23.6300001144409}, {"option": "SPY280616C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2273, "open_interest": 62.0, "volume": 0.0, "delta": 0.8302, "gamma": 0.0012, "vega": 2.4474, "theta": -0.0215, "rho": 7.0631, "theo": 178.288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 161.37, "last_trade_time": "2026-11-06T11:31:55", "percent_change": 0.0, "prev_day_close": 177.514999389648}, {"option": "SPY280616P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2291, "open_interest": 46.0, "volume": 5.0, "delta": -0.1873, "gamma": 0.0013, "vega": 2.5288, "theta": -0.0494, "rho": -2.1065, "theo": 24.396, "change": -2.445, "open": 24.29, "high": 24.29, "low": 24.29, "tick": "down", "last_trade_price": 24.29, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -9.14531, "prev_day_close": 24.4300003051758}, {"option": "SPY280616C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2252, "open_interest": 330.0, "volume": 1.0, "delta": 0.8247, "gamma": 0.0012, "vega": 2.4944, "theta": -0.0226, "rho": 7.0591, "theo": 174.4147, "change": 10.015, "open": 175.0, "high": 175.0, "low": 175.0, "tick": "up", "last_trade_price": 175.0, "last_trade_time": "2026-11-11T12:40:21", "percent_change": 6.07025, "prev_day_close": 172.974998474121}, {"option": "SPY280616P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2273, "open_interest": 1549.0, "volume": 0.0, "delta": -0.1937, "gamma": 0.0014, "vega": 2.5833, "theta": -0.0501, "rho": -2.1602, "theo": 25.2118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 31.12, "last_trade_time": "2026-11-06T15:07:37", "percent_change": 0.0, "prev_day_close": 25.2550001144409}, {"option": "SPY280616C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2231, "open_interest": 60.0, "volume": 0.0, "delta": 0.819, "gamma": 0.0012, "vega": 2.5409, "theta": -0.0237, "rho": 7.0533, "theo": 170.5672, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 181.05, "last_trade_time": "2026-10-20T12:31:16", "percent_change": 0.0, "prev_day_close": 169.925003051758}, {"option": "SPY280616P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2254, "open_interest": 93.0, "volume": 0.0, "delta": -0.2004, "gamma": 0.0014, "vega": 2.6336, "theta": -0.0508, "rho": -2.2276, "theo": 26.0619, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.25, "last_trade_time": "2026-11-06T16:13:55", "percent_change": 0.0, "prev_day_close": 26.1050004959106}, {"option": "SPY280616C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.221, "open_interest": 365.0, "volume": 1.0, "delta": 0.8131, "gamma": 0.0013, "vega": 2.5864, "theta": -0.0248, "rho": 7.0463, "theo": 166.7415, "change": 9.395, "open": 166.88, "high": 166.88, "low": 166.88, "tick": "up", "last_trade_price": 166.88, "last_trade_time": "2026-11-11T14:08:34", "percent_change": 5.96565, "prev_day_close": 166.025001525879}, {"option": "SPY280616P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2235, "open_interest": 6249.0, "volume": 0.0, "delta": -0.2072, "gamma": 0.0014, "vega": 2.6828, "theta": -0.0515, "rho": -2.2866, "theo": 26.9351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.03, "last_trade_time": "2026-11-09T11:42:42", "percent_change": 0.0, "prev_day_close": 26.9849996566772}, {"option": "SPY280616C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2198, "open_interest": 46.0, "volume": 0.0, "delta": 0.8071, "gamma": 0.0013, "vega": 2.63, "theta": -0.0259, "rho": 7.0391, "theo": 162.9375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 156.46, "last_trade_time": "2026-11-05T10:03:59", "percent_change": 0.0, "prev_day_close": 162.129997253418}, {"option": "SPY280616P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2218, "open_interest": 1171.0, "volume": 1.0, "delta": -0.2142, "gamma": 0.0015, "vega": 2.7358, "theta": -0.0522, "rho": -2.3422, "theo": 27.831, "change": -2.64, "open": 27.9, "high": 27.9, "low": 27.9, "tick": "down", "last_trade_price": 27.9, "last_trade_time": "2026-11-11T16:06:03", "percent_change": -8.6444, "prev_day_close": 27.8900003433228}, {"option": "SPY280616C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2177, "open_interest": 87.0, "volume": 0.0, "delta": 0.801, "gamma": 0.0014, "vega": 2.6708, "theta": -0.027, "rho": 7.0336, "theo": 159.1547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 144.63, "last_trade_time": "2026-11-05T11:48:06", "percent_change": 0.0, "prev_day_close": 158.504997253418}, {"option": "SPY280616P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2199, "open_interest": 411.0, "volume": 0.0, "delta": -0.2215, "gamma": 0.0015, "vega": 2.782, "theta": -0.0529, "rho": -2.4122, "theo": 28.7695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.68, "last_trade_time": "2026-11-10T14:44:05", "percent_change": 0.0, "prev_day_close": 28.8249998092651}, {"option": "SPY280616C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2164, "open_interest": 68.0, "volume": 0.0, "delta": 0.7946, "gamma": 0.0014, "vega": 2.7078, "theta": -0.0281, "rho": 7.0318, "theo": 155.3918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 138.8, "last_trade_time": "2026-11-05T10:54:37", "percent_change": 0.0, "prev_day_close": 154.639999389648}, {"option": "SPY280616P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2181, "open_interest": 1397.0, "volume": 0.0, "delta": -0.229, "gamma": 0.0016, "vega": 2.8292, "theta": -0.0536, "rho": -2.4689, "theo": 29.7293, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.0, "last_trade_time": "2026-11-05T10:45:34", "percent_change": 0.0, "prev_day_close": 29.7950000762939}, {"option": "SPY280616C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2142, "open_interest": 307.0, "volume": 0.0, "delta": 0.7882, "gamma": 0.0014, "vega": 2.7517, "theta": -0.0291, "rho": 7.0359, "theo": 151.6469, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 133.5, "last_trade_time": "2026-11-05T13:28:34", "percent_change": 0.0, "prev_day_close": 151.035003662109}, {"option": "SPY280616P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2163, "open_interest": 964.0, "volume": 0.0, "delta": -0.2367, "gamma": 0.0016, "vega": 2.8813, "theta": -0.0543, "rho": -2.5321, "theo": 30.7216, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.96, "last_trade_time": "2026-11-04T10:58:28", "percent_change": 0.0, "prev_day_close": 30.789999961853}, {"option": "SPY280616C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 248.0, "volume": 0.0, "delta": 0.7816, "gamma": 0.0015, "vega": 2.8288, "theta": -0.0302, "rho": 7.0474, "theo": 147.9173, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 148.0, "last_trade_time": "2026-10-30T10:09:51", "percent_change": 0.0, "prev_day_close": 147.440002441406}, {"option": "SPY280616P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2145, "open_interest": 893.0, "volume": 0.0, "delta": -0.2447, "gamma": 0.0017, "vega": 2.9262, "theta": -0.055, "rho": -2.5957, "theo": 31.7438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 35.02, "last_trade_time": "2026-11-10T10:16:02", "percent_change": 0.0, "prev_day_close": 31.8249998092651}, {"option": "SPY280616C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2115, "open_interest": 463.0, "volume": 0.0, "delta": 0.7747, "gamma": 0.0015, "vega": 2.8814, "theta": -0.0312, "rho": 6.9398, "theo": 144.2379, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 134.51, "last_trade_time": "2026-11-10T10:57:12", "percent_change": 0.0, "prev_day_close": 143.61499786377}, {"option": "SPY280616P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2126, "open_interest": 466.0, "volume": 13.0, "delta": -0.2529, "gamma": 0.0018, "vega": 2.9761, "theta": -0.0557, "rho": -2.6552, "theo": 32.7999, "change": -3.02, "open": 32.93, "high": 32.98, "low": 32.93, "tick": "down", "last_trade_price": 32.95, "last_trade_time": "2026-11-11T14:10:45", "percent_change": -8.39588, "prev_day_close": 32.8899993896484}, {"option": "SPY280616C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2091, "open_interest": 173.0, "volume": 0.0, "delta": 0.7677, "gamma": 0.0015, "vega": 2.9276, "theta": -0.0321, "rho": 6.9151, "theo": 140.5908, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 123.23, "last_trade_time": "2026-11-06T14:58:09", "percent_change": 0.0, "prev_day_close": 140.050003051758}, {"option": "SPY280616P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2109, "open_interest": 631.0, "volume": 0.0, "delta": -0.2614, "gamma": 0.0018, "vega": 3.0253, "theta": -0.0563, "rho": -2.7244, "theo": 33.8958, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.6, "last_trade_time": "2026-11-10T10:23:22", "percent_change": 0.0, "prev_day_close": 33.9950008392334}, {"option": "SPY280616C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2076, "open_interest": 308.0, "volume": 2.0, "delta": 0.7605, "gamma": 0.0016, "vega": 2.9728, "theta": -0.0331, "rho": 6.8886, "theo": 136.9707, "change": 5.755, "open": 134.56, "high": 134.56, "low": 134.0, "tick": "down", "last_trade_price": 134.0, "last_trade_time": "2026-11-11T09:40:53", "percent_change": 4.48751, "prev_day_close": 136.5}, {"option": "SPY280616P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.209, "open_interest": 1756.0, "volume": 1.0, "delta": -0.2703, "gamma": 0.0019, "vega": 3.07, "theta": -0.057, "rho": -2.7848, "theo": 35.0399, "change": -3.285, "open": 35.13, "high": 35.13, "low": 35.13, "tick": "down", "last_trade_price": 35.13, "last_trade_time": "2026-11-11T16:13:19", "percent_change": -8.55134, "prev_day_close": 35.1149997711182}, {"option": "SPY280616C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.206, "open_interest": 294.0, "volume": 0.0, "delta": 0.7532, "gamma": 0.0016, "vega": 3.0161, "theta": -0.034, "rho": 6.8616, "theo": 133.3779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 119.93, "last_trade_time": "2026-11-09T09:35:57", "percent_change": 0.0, "prev_day_close": 132.714996337891}, {"option": "SPY280616P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2072, "open_interest": 577.0, "volume": 2.0, "delta": -0.2794, "gamma": 0.0019, "vega": 3.1171, "theta": -0.0577, "rho": -2.8525, "theo": 36.2035, "change": -3.69, "open": 36.87, "high": 36.87, "low": 36.0, "tick": "down", "last_trade_price": 36.0, "last_trade_time": "2026-11-11T13:25:34", "percent_change": -9.29705, "prev_day_close": 36.2899990081787}, {"option": "SPY280616C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2044, "open_interest": 235.0, "volume": 0.0, "delta": 0.7456, "gamma": 0.0017, "vega": 3.0566, "theta": -0.0349, "rho": 6.8362, "theo": 129.8118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.85, "last_trade_time": "2026-11-06T11:47:23", "percent_change": 0.0, "prev_day_close": 129.189998626709}, {"option": "SPY280616P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2054, "open_interest": 417.0, "volume": 2.0, "delta": -0.2888, "gamma": 0.002, "vega": 3.1587, "theta": -0.0583, "rho": -2.9163, "theo": 37.4237, "change": -3.515, "open": 37.5, "high": 37.5, "low": 37.5, "tick": "down", "last_trade_price": 37.5, "last_trade_time": "2026-11-11T15:10:31", "percent_change": -8.57003, "prev_day_close": 37.5100002288818}, {"option": "SPY280616C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2027, "open_interest": 358.0, "volume": 0.0, "delta": 0.7379, "gamma": 0.0017, "vega": 3.0934, "theta": -0.0358, "rho": 6.8155, "theo": 126.2711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 113.04, "last_trade_time": "2026-11-09T09:30:00", "percent_change": 0.0, "prev_day_close": 125.685001373291}, {"option": "SPY280616P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2036, "open_interest": 418.0, "volume": 0.0, "delta": -0.2985, "gamma": 0.002, "vega": 3.2031, "theta": -0.059, "rho": -2.9799, "theo": 38.6741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 42.38, "last_trade_time": "2026-11-02T15:34:22", "percent_change": 0.0, "prev_day_close": 38.7600002288818}, {"option": "SPY280616C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.201, "open_interest": 126.0, "volume": 4.0, "delta": 0.73, "gamma": 0.0017, "vega": 3.1257, "theta": -0.0367, "rho": 6.8023, "theo": 122.7531, "change": 4.485, "open": 118.9, "high": 119.64, "low": 118.9, "tick": "down", "last_trade_price": 119.08, "last_trade_time": "2026-11-11T09:47:59", "percent_change": 3.91378, "prev_day_close": 122.194999694824}, {"option": "SPY280616P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2019, "open_interest": 1672.0, "volume": 1.0, "delta": -0.3084, "gamma": 0.0021, "vega": 3.2433, "theta": -0.0596, "rho": -3.0359, "theo": 39.9596, "change": -3.715, "open": 40.05, "high": 40.05, "low": 40.05, "tick": "down", "last_trade_price": 40.05, "last_trade_time": "2026-11-11T16:05:32", "percent_change": -8.48852, "prev_day_close": 40.0499992370606}, {"option": "SPY280616C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1993, "open_interest": 99.0, "volume": 0.0, "delta": 0.7219, "gamma": 0.0018, "vega": 3.202, "theta": -0.0375, "rho": 6.7991, "theo": 119.267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 102.86, "last_trade_time": "2026-11-06T10:34:00", "percent_change": 0.0, "prev_day_close": 118.715000152588}, {"option": "SPY280616P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 1690.0, "volume": 5.0, "delta": -0.3188, "gamma": 0.0022, "vega": 3.2801, "theta": -0.0602, "rho": -3.1072, "theo": 41.3005, "change": -4.22, "open": 42.67, "high": 43.14, "low": 41.02, "tick": "down", "last_trade_price": 41.02, "last_trade_time": "2026-11-11T13:48:32", "percent_change": -9.32803, "prev_day_close": 41.3899993896484}, {"option": "SPY280616C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1976, "open_interest": 920.0, "volume": 10.0, "delta": 0.7136, "gamma": 0.0018, "vega": 3.2475, "theta": -0.0383, "rho": 6.6592, "theo": 115.8186, "change": 8.86, "open": 116.6, "high": 116.6, "low": 116.6, "tick": "no_change", "last_trade_price": 116.6, "last_trade_time": "2026-11-11T12:36:21", "percent_change": 8.2235, "prev_day_close": 115.505001068115}, {"option": "SPY280616P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1983, "open_interest": 597.0, "volume": 2.0, "delta": -0.3295, "gamma": 0.0022, "vega": 3.3226, "theta": -0.0609, "rho": -3.1791, "theo": 42.6853, "change": -4.01, "open": 42.74, "high": 42.74, "low": 42.74, "tick": "down", "last_trade_price": 42.74, "last_trade_time": "2026-11-11T15:10:31", "percent_change": -8.57754, "prev_day_close": 42.7649993896484}, {"option": "SPY280616C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1957, "open_interest": 442.0, "volume": 1.0, "delta": 0.705, "gamma": 0.0019, "vega": 3.2888, "theta": -0.0391, "rho": 6.6131, "theo": 112.4185, "change": 6.63, "open": 111.22, "high": 111.22, "low": 111.22, "tick": "up", "last_trade_price": 111.22, "last_trade_time": "2026-11-11T11:05:50", "percent_change": 6.33904, "prev_day_close": 112.060001373291}, {"option": "SPY280616P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1965, "open_interest": 174.0, "volume": 1.0, "delta": -0.3406, "gamma": 0.0023, "vega": 3.3563, "theta": -0.0615, "rho": -3.2237, "theo": 44.1295, "change": -3.3, "open": 45.0, "high": 45.0, "low": 45.0, "tick": "down", "last_trade_price": 45.0, "last_trade_time": "2026-11-11T10:56:06", "percent_change": -6.8323, "prev_day_close": 44.1900005340576}, {"option": "SPY280616C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1938, "open_interest": 182.0, "volume": 1.0, "delta": 0.6964, "gamma": 0.0019, "vega": 3.3285, "theta": -0.0398, "rho": 6.5652, "theo": 109.0518, "change": 3.705, "open": 104.91, "high": 104.91, "low": 104.91, "tick": "up", "last_trade_price": 104.91, "last_trade_time": "2026-11-11T09:50:29", "percent_change": 3.66088, "prev_day_close": 108.630001068115}, {"option": "SPY280616P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1948, "open_interest": 274.0, "volume": 0.0, "delta": -0.352, "gamma": 0.0024, "vega": 3.3904, "theta": -0.0621, "rho": -3.2882, "theo": 45.6002, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.63, "last_trade_time": "2026-11-09T11:42:42", "percent_change": 0.0, "prev_day_close": 45.6649990081787}, {"option": "SPY280616C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1926, "open_interest": 308.0, "volume": 0.0, "delta": 0.6874, "gamma": 0.002, "vega": 3.3659, "theta": -0.0405, "rho": 6.5175, "theo": 105.7186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 98.26, "last_trade_time": "2026-11-09T10:50:55", "percent_change": 0.0, "prev_day_close": 105.220001220703}, {"option": "SPY280616P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.193, "open_interest": 259.0, "volume": 2.0, "delta": -0.3638, "gamma": 0.0024, "vega": 3.4216, "theta": -0.0627, "rho": -3.3493, "theo": 47.1352, "change": -4.5, "open": 47.08, "high": 47.08, "low": 47.08, "tick": "down", "last_trade_price": 47.08, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -8.72431, "prev_day_close": 47.189998626709}, {"option": "SPY280616C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1906, "open_interest": 505.0, "volume": 0.0, "delta": 0.6783, "gamma": 0.002, "vega": 3.4001, "theta": -0.0411, "rho": 6.4735, "theo": 102.418, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 94.5, "last_trade_time": "2026-11-10T10:45:02", "percent_change": 0.0, "prev_day_close": 102.075000762939}, {"option": "SPY280616P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1912, "open_interest": 519.0, "volume": 5.0, "delta": -0.3759, "gamma": 0.0025, "vega": 3.4479, "theta": -0.0633, "rho": -3.39, "theo": 48.7158, "change": -4.3, "open": 50.2, "high": 50.2, "low": 48.99, "tick": "down", "last_trade_price": 48.99, "last_trade_time": "2026-11-11T12:28:29", "percent_change": -8.06905, "prev_day_close": 48.7700004577637}, {"option": "SPY280616C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1892, "open_interest": 301.0, "volume": 7.0, "delta": 0.6691, "gamma": 0.002, "vega": 3.4304, "theta": -0.0417, "rho": 6.4376, "theo": 99.1595, "change": 6.14, "open": 97.69, "high": 98.0, "low": 96.03, "tick": "down", "last_trade_price": 97.94, "last_trade_time": "2026-11-11T11:17:37", "percent_change": 6.68845, "prev_day_close": 98.7000007629394}, {"option": "SPY280616P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1894, "open_interest": 624.0, "volume": 0.0, "delta": -0.3887, "gamma": 0.0026, "vega": 3.4727, "theta": -0.0639, "rho": -3.4521, "theo": 50.3751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 55.5, "last_trade_time": "2026-11-10T10:26:09", "percent_change": 0.0, "prev_day_close": 50.4050006866455}, {"option": "SPY280616C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1872, "open_interest": 498.0, "volume": 4.0, "delta": 0.6596, "gamma": 0.0021, "vega": 3.4686, "theta": -0.0423, "rho": 6.413, "theo": 95.9156, "change": 7.3, "open": 96.72, "high": 96.72, "low": 95.75, "tick": "up", "last_trade_price": 96.0, "last_trade_time": "2026-11-11T16:04:02", "percent_change": 8.22999, "prev_day_close": 96.5800018310547}, {"option": "SPY280616P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1877, "open_interest": 434.0, "volume": 11.0, "delta": -0.4018, "gamma": 0.0027, "vega": 3.4946, "theta": -0.0646, "rho": -3.5126, "theo": 52.078, "change": -4.875, "open": 52.25, "high": 52.25, "low": 52.04, "tick": "up", "last_trade_price": 52.06, "last_trade_time": "2026-11-11T15:29:17", "percent_change": -8.5624, "prev_day_close": 52.0899982452393}, {"option": "SPY280616C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 666.0, "volume": 2.0, "delta": 0.6498, "gamma": 0.0021, "vega": 3.5197, "theta": -0.0429, "rho": 6.2634, "theo": 92.7125, "change": 7.38, "open": 89.92, "high": 93.0, "low": 89.92, "tick": "up", "last_trade_price": 93.0, "last_trade_time": "2026-11-11T12:15:54", "percent_change": 8.61948, "prev_day_close": 92.5099983215332}, {"option": "SPY280616P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.186, "open_interest": 694.0, "volume": 0.0, "delta": -0.4154, "gamma": 0.0028, "vega": 3.5095, "theta": -0.0652, "rho": -3.5383, "theo": 53.8541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.9, "last_trade_time": "2026-11-06T12:10:05", "percent_change": 0.0, "prev_day_close": 53.8499984741211}, {"option": "SPY280616C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 589.0, "volume": 0.0, "delta": 0.6399, "gamma": 0.0022, "vega": 3.5519, "theta": -0.0434, "rho": 6.1962, "theo": 89.5783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.0, "last_trade_time": "2026-11-05T14:22:45", "percent_change": 0.0, "prev_day_close": 89.189998626709}, {"option": "SPY280616P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1842, "open_interest": 1422.0, "volume": 1.0, "delta": -0.4295, "gamma": 0.0028, "vega": 3.5246, "theta": -0.0658, "rho": -3.5888, "theo": 55.6843, "change": -5.28, "open": 55.57, "high": 55.57, "low": 55.57, "tick": "down", "last_trade_price": 55.57, "last_trade_time": "2026-11-11T16:12:56", "percent_change": -8.67708, "prev_day_close": 55.6700000762939}, {"option": "SPY280616C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1828, "open_interest": 136.0, "volume": 0.0, "delta": 0.6298, "gamma": 0.0022, "vega": 3.5822, "theta": -0.0438, "rho": 6.1271, "theo": 86.4854, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 74.36, "last_trade_time": "2026-11-05T11:03:14", "percent_change": 0.0, "prev_day_close": 86.3549995422363}, {"option": "SPY280616P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1825, "open_interest": 481.0, "volume": 0.0, "delta": -0.4439, "gamma": 0.0029, "vega": 3.5355, "theta": -0.0664, "rho": -3.6316, "theo": 57.5708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 64.18, "last_trade_time": "2026-11-10T12:19:50", "percent_change": 0.0, "prev_day_close": 57.5550003051758}, {"option": "SPY280616C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 422.0, "volume": 1.0, "delta": 0.6195, "gamma": 0.0022, "vega": 3.61, "theta": -0.0442, "rho": 6.0581, "theo": 83.4341, "change": 4.225, "open": 80.92, "high": 80.92, "low": 80.92, "tick": "up", "last_trade_price": 80.92, "last_trade_time": "2026-11-11T10:06:38", "percent_change": 5.50883, "prev_day_close": 83.3199996948242}, {"option": "SPY280616P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1808, "open_interest": 2983.0, "volume": 0.0, "delta": -0.4591, "gamma": 0.003, "vega": 3.5342, "theta": -0.0671, "rho": -3.6338, "theo": 59.5503, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 66.34, "last_trade_time": "2026-11-10T12:19:50", "percent_change": 0.0, "prev_day_close": 59.5200004577637}, {"option": "SPY280616C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 265.0, "volume": 0.0, "delta": 0.609, "gamma": 0.0023, "vega": 3.6349, "theta": -0.0446, "rho": 5.9941, "theo": 80.4347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 75.69, "last_trade_time": "2026-11-10T10:03:24", "percent_change": 0.0, "prev_day_close": 80.3300018310547}, {"option": "SPY280616P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1791, "open_interest": 193.0, "volume": 0.0, "delta": -0.4747, "gamma": 0.0031, "vega": 3.5318, "theta": -0.0678, "rho": -3.681, "theo": 61.5921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 69.87, "last_trade_time": "2026-11-05T10:25:35", "percent_change": 0.0, "prev_day_close": 61.5500011444092}, {"option": "SPY280616C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.178, "open_interest": 195.0, "volume": 3.0, "delta": 0.5982, "gamma": 0.0023, "vega": 3.6564, "theta": -0.0449, "rho": 5.9398, "theo": 77.4623, "change": 3.295, "open": 74.28, "high": 74.28, "low": 74.28, "tick": "up", "last_trade_price": 74.28, "last_trade_time": "2026-11-11T09:55:45", "percent_change": 4.64182, "prev_day_close": 77.3899993896484}, {"option": "SPY280616P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 559.0, "volume": 0.0, "delta": -0.4909, "gamma": 0.0032, "vega": 3.5295, "theta": -0.0685, "rho": -3.6812, "theo": 63.7108, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.8, "last_trade_time": "2026-11-05T16:06:03", "percent_change": 0.0, "prev_day_close": 63.6599998474121}, {"option": "SPY280616C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1765, "open_interest": 585.0, "volume": 3.0, "delta": 0.5873, "gamma": 0.0023, "vega": 3.6797, "theta": -0.0452, "rho": 5.9007, "theo": 74.5235, "change": 6.325, "open": 75.15, "high": 75.15, "low": 74.49, "tick": "down", "last_trade_price": 74.49, "last_trade_time": "2026-11-11T12:12:52", "percent_change": 9.27895, "prev_day_close": 74.4850006103516}, {"option": "SPY280616P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 86.0, "volume": 0.0, "delta": -0.5079, "gamma": 0.0033, "vega": 3.4991, "theta": -0.0693, "rho": -3.6927, "theo": 65.9243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.0, "last_trade_time": "2026-10-16T13:04:36", "percent_change": 0.0, "prev_day_close": 65.8699989318848}, {"option": "SPY280616C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1749, "open_interest": 2130.0, "volume": 11.0, "delta": 0.5762, "gamma": 0.0024, "vega": 3.7082, "theta": -0.0454, "rho": 5.7174, "theo": 71.6488, "change": 6.88, "open": 69.28, "high": 72.32, "low": 69.28, "tick": "up", "last_trade_price": 72.32, "last_trade_time": "2026-11-11T12:34:13", "percent_change": 10.5134, "prev_day_close": 71.6300010681152}, {"option": "SPY280616P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.174, "open_interest": 902.0, "volume": 0.0, "delta": -0.5254, "gamma": 0.0034, "vega": 3.4881, "theta": -0.07, "rho": -3.7209, "theo": 68.2213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 82.74, "last_trade_time": "2026-11-06T09:37:54", "percent_change": 0.0, "prev_day_close": 68.1399993896484}, {"option": "SPY280616C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1733, "open_interest": 318.0, "volume": 0.0, "delta": 0.5649, "gamma": 0.0024, "vega": 3.7256, "theta": -0.0456, "rho": 5.629, "theo": 68.8437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 65.0, "last_trade_time": "2026-11-09T14:38:31", "percent_change": 0.0, "prev_day_close": 68.8199996948242}, {"option": "SPY280616P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1723, "open_interest": 141.0, "volume": 0.0, "delta": -0.5436, "gamma": 0.0035, "vega": 3.4556, "theta": -0.0709, "rho": -3.6736, "theo": 70.6102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 85.35, "last_trade_time": "2026-11-06T09:40:20", "percent_change": 0.0, "prev_day_close": 70.5150032043457}, {"option": "SPY280616C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1713, "open_interest": 550.0, "volume": 0.0, "delta": 0.5534, "gamma": 0.0024, "vega": 3.7403, "theta": -0.0457, "rho": 5.5398, "theo": 66.1003, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.22, "last_trade_time": "2026-11-09T09:54:02", "percent_change": 0.0, "prev_day_close": 66.0699996948242}, {"option": "SPY280616P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1706, "open_interest": 587.0, "volume": 2.0, "delta": -0.5624, "gamma": 0.0036, "vega": 3.4011, "theta": -0.0717, "rho": -3.6583, "theo": 73.097, "change": -3.92, "open": 75.7, "high": 75.81, "low": 75.7, "tick": "up", "last_trade_price": 75.81, "last_trade_time": "2026-11-11T09:54:46", "percent_change": -4.91659, "prev_day_close": 72.9750022888184}, {"option": "SPY280616C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1697, "open_interest": 646.0, "volume": 1.0, "delta": 0.5418, "gamma": 0.0025, "vega": 3.7523, "theta": -0.0458, "rho": 5.453, "theo": 63.3982, "change": 5.265, "open": 62.86, "high": 62.86, "low": 62.86, "tick": "up", "last_trade_price": 62.86, "last_trade_time": "2026-11-11T11:03:20", "percent_change": 9.14142, "prev_day_close": 63.2899990081787}, {"option": "SPY280616P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 163.0, "volume": 0.0, "delta": -0.5817, "gamma": 0.0037, "vega": 3.3694, "theta": -0.0723, "rho": -3.6279, "theo": 75.6782, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 79.32, "last_trade_time": "2026-11-02T14:19:55", "percent_change": 0.0, "prev_day_close": 75.5299987792969}, {"option": "SPY280616C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 501.0, "volume": 0.0, "delta": 0.5299, "gamma": 0.0025, "vega": 3.7619, "theta": -0.0458, "rho": 5.3756, "theo": 60.7457, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 55.3, "last_trade_time": "2026-11-10T09:51:05", "percent_change": 0.0, "prev_day_close": 60.6599998474121}, {"option": "SPY280616P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1672, "open_interest": 148.0, "volume": 0.0, "delta": -0.6021, "gamma": 0.0038, "vega": 3.2874, "theta": -0.0731, "rho": -3.5556, "theo": 78.3841, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 95.92, "last_trade_time": "2026-11-05T14:00:08", "percent_change": 0.0, "prev_day_close": 78.2049980163574}, {"option": "SPY280616C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1668, "open_interest": 1189.0, "volume": 0.0, "delta": 0.5179, "gamma": 0.0025, "vega": 3.7697, "theta": -0.0458, "rho": 5.3147, "theo": 58.1382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 52.06, "last_trade_time": "2026-11-10T10:50:03", "percent_change": 0.0, "prev_day_close": 58.079999923706}, {"option": "SPY280616P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 12.0, "volume": 0.0, "delta": -0.6228, "gamma": 0.004, "vega": 3.2198, "theta": -0.0737, "rho": -3.5576, "theo": 81.1887, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 84.79, "last_trade_time": "2026-11-03T13:53:35", "percent_change": 0.0, "prev_day_close": 80.9700012207031}, {"option": "SPY280616C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1653, "open_interest": 72.0, "volume": 2.0, "delta": 0.5058, "gamma": 0.0026, "vega": 3.7707, "theta": -0.0457, "rho": 5.1305, "theo": 55.5995, "change": 5.435, "open": 55.7, "high": 55.7, "low": 55.7, "tick": "up", "last_trade_price": 55.7, "last_trade_time": "2026-11-11T11:47:50", "percent_change": 10.8127, "prev_day_close": 55.5599994659424}, {"option": "SPY280616P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 826.0, "volume": 0.0, "delta": -0.6442, "gamma": 0.004, "vega": 3.1437, "theta": -0.0742, "rho": -3.4242, "theo": 84.1107, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 79.12, "last_trade_time": "2026-11-04T13:34:55", "percent_change": 0.0, "prev_day_close": 83.8699989318848}, {"option": "SPY280616C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 3265.0, "volume": 0.0, "delta": 0.4935, "gamma": 0.0026, "vega": 3.7704, "theta": -0.0456, "rho": 5.0251, "theo": 53.1405, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.64, "last_trade_time": "2026-11-10T14:07:31", "percent_change": 0.0, "prev_day_close": 53.1000003814697}, {"option": "SPY280616P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1623, "open_interest": 63.0, "volume": 0.0, "delta": -0.6661, "gamma": 0.0041, "vega": 3.0317, "theta": -0.0742, "rho": -3.3517, "theo": 87.1599, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 78.57, "last_trade_time": "2026-10-14T09:47:58", "percent_change": 0.0, "prev_day_close": 86.8800010681152}, {"option": "SPY280616C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1624, "open_interest": 1046.0, "volume": 1.0, "delta": 0.4811, "gamma": 0.0026, "vega": 3.7669, "theta": -0.0454, "rho": 4.919, "theo": 50.743, "change": 3.08, "open": 48.77, "high": 48.77, "low": 48.77, "tick": "up", "last_trade_price": 48.77, "last_trade_time": "2026-11-11T10:14:11", "percent_change": 6.74108, "prev_day_close": 50.7100009918213}, {"option": "SPY280616P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1607, "open_interest": 2235.0, "volume": 0.0, "delta": -0.6882, "gamma": 0.0042, "vega": 2.9426, "theta": -0.0738, "rho": -3.2449, "theo": 90.3137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 109.31, "last_trade_time": "2026-11-06T16:08:10", "percent_change": 0.0, "prev_day_close": 90.0249977111816}, {"option": "SPY280616C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.161, "open_interest": 221.0, "volume": 0.0, "delta": 0.4686, "gamma": 0.0026, "vega": 3.7607, "theta": -0.0451, "rho": 4.8164, "theo": 48.4067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 39.0, "last_trade_time": "2026-11-05T14:47:18", "percent_change": 0.0, "prev_day_close": 48.3700008392334}, {"option": "SPY280616P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.159, "open_interest": 679.0, "volume": 0.0, "delta": -0.7115, "gamma": 0.0042, "vega": 2.7935, "theta": -0.073, "rho": -3.1048, "theo": 93.6309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 105.45, "last_trade_time": "2026-11-05T10:27:59", "percent_change": 0.0, "prev_day_close": 93.2999992370606}, {"option": "SPY280616C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1597, "open_interest": 6544.0, "volume": 86.0, "delta": 0.456, "gamma": 0.0026, "vega": 3.7532, "theta": -0.0448, "rho": 4.7252, "theo": 46.129, "change": 4.77, "open": 44.76, "high": 47.03, "low": 44.35, "tick": "down", "last_trade_price": 46.14, "last_trade_time": "2026-11-11T16:02:06", "percent_change": 11.5301, "prev_day_close": 46.1000003814697}, {"option": "SPY280616P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 2103.0, "volume": 0.0, "delta": -0.7347, "gamma": 0.0043, "vega": 2.668, "theta": -0.0719, "rho": -2.9723, "theo": 97.0499, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 112.82, "last_trade_time": "2026-11-06T11:47:28", "percent_change": 0.0, "prev_day_close": 96.6100006103516}, {"option": "SPY280616C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1584, "open_interest": 216.0, "volume": 1.0, "delta": 0.4433, "gamma": 0.0026, "vega": 3.7462, "theta": -0.0445, "rho": 4.6537, "theo": 43.9038, "change": 3.68, "open": 42.99, "high": 42.99, "low": 42.99, "tick": "up", "last_trade_price": 42.99, "last_trade_time": "2026-11-11T09:39:04", "percent_change": 9.36149, "prev_day_close": 43.8999996185303}, {"option": "SPY280616P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 81.0, "volume": 0.0, "delta": -0.7589, "gamma": 0.0044, "vega": 2.524, "theta": -0.0698, "rho": -2.822, "theo": 100.6213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 121.8, "last_trade_time": "2026-11-05T15:15:52", "percent_change": 0.0, "prev_day_close": 100.395000457764}, {"option": "SPY280616C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 121.0, "volume": 0.0, "delta": 0.4306, "gamma": 0.0026, "vega": 3.7141, "theta": -0.0442, "rho": 4.453, "theo": 41.7633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.8, "last_trade_time": "2026-11-06T10:51:13", "percent_change": 0.0, "prev_day_close": 41.7549991607666}, {"option": "SPY280616P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.155, "open_interest": 10.0, "volume": 0.0, "delta": -0.7848, "gamma": 0.0046, "vega": 2.3587, "theta": -0.0672, "rho": -2.7235, "theo": 104.3178, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 106.25, "last_trade_time": "2026-10-30T12:41:32", "percent_change": 0.0, "prev_day_close": 104.009998321533}, {"option": "SPY280616C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 172.0, "volume": 63.0, "delta": 0.4179, "gamma": 0.0026, "vega": 3.6927, "theta": -0.0437, "rho": 4.3362, "theo": 39.7027, "change": 4.8, "open": 40.19, "high": 40.19, "low": 40.19, "tick": "up", "last_trade_price": 40.19, "last_trade_time": "2026-11-11T14:57:35", "percent_change": 13.5632, "prev_day_close": 39.6849994659424}, {"option": "SPY280616P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.154, "open_interest": 8.0, "volume": 0.0, "delta": -0.8109, "gamma": 0.0048, "vega": 2.2064, "theta": -0.0656, "rho": -2.3276, "theo": 108.1412, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 98.25, "last_trade_time": "2026-09-22T13:24:54", "percent_change": 0.0, "prev_day_close": 107.950000762939}, {"option": "SPY280616C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 2286.0, "volume": 1.0, "delta": 0.4052, "gamma": 0.0026, "vega": 3.6682, "theta": -0.0432, "rho": 4.2205, "theo": 37.7093, "change": 4.315, "open": 37.85, "high": 37.85, "low": 37.85, "tick": "up", "last_trade_price": 37.85, "last_trade_time": "2026-11-11T11:40:55", "percent_change": 12.8672, "prev_day_close": 37.6849994659424}, {"option": "SPY280616P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1527, "open_interest": 5.0, "volume": 0.0, "delta": -0.8399, "gamma": 0.0051, "vega": 1.968, "theta": -0.0637, "rho": -2.2891, "theo": 112.1525, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 118.0, "last_trade_time": "2026-11-05T09:57:37", "percent_change": 0.0, "prev_day_close": 111.384998321533}, {"option": "SPY280616C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1532, "open_interest": 1288.0, "volume": 175.0, "delta": 0.3924, "gamma": 0.0026, "vega": 3.6418, "theta": -0.0427, "rho": 4.1116, "theo": 35.7739, "change": 4.48, "open": 36.23, "high": 36.23, "low": 36.23, "tick": "no_change", "last_trade_price": 36.23, "last_trade_time": "2026-11-11T14:57:35", "percent_change": 14.1102, "prev_day_close": 35.7400016784668}, {"option": "SPY280616P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 4.0, "volume": 0.0, "delta": -0.8694, "gamma": 0.0055, "vega": 1.7662, "theta": -0.0636, "rho": -1.9109, "theo": 116.2736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 115.52, "last_trade_time": "2026-10-23T10:45:39", "percent_change": 0.0, "prev_day_close": 115.625}, {"option": "SPY280616C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1521, "open_interest": 226.0, "volume": 0.0, "delta": 0.3797, "gamma": 0.0026, "vega": 3.6165, "theta": -0.0422, "rho": 4.0198, "theo": 33.9136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 36.62, "last_trade_time": "2026-11-04T11:16:45", "percent_change": 0.0, "prev_day_close": 33.8800010681152}, {"option": "SPY280616P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 0.0, "volume": 0.0, "delta": -0.8963, "gamma": 0.0055, "vega": 1.5127, "theta": -0.0697, "rho": -1.2512, "theo": 120.5898, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 113.88, "last_trade_time": "2026-09-30T09:30:11", "percent_change": 0.0, "prev_day_close": 120.505001068115}, {"option": "SPY280616C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.151, "open_interest": 710.0, "volume": 0.0, "delta": 0.367, "gamma": 0.0026, "vega": 3.5865, "theta": -0.0415, "rho": 3.8662, "theo": 32.1016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 28.47, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 32.0900001525879}, {"option": "SPY280616P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1485, "open_interest": 0.0, "volume": 0.0, "delta": -0.921, "gamma": 0.0051, "vega": 1.1617, "theta": -0.0852, "rho": -1.1361, "theo": 125.1165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 125.029998779297}, {"option": "SPY280616C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 445.0, "volume": 0.0, "delta": 0.3544, "gamma": 0.0026, "vega": 3.5259, "theta": -0.0409, "rho": 3.7251, "theo": 30.3886, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.85, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 30.3600006103516}, {"option": "SPY280616P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1516, "open_interest": 3.0, "volume": 0.0, "delta": -0.9425, "gamma": 0.0045, "vega": 0.8319, "theta": -0.0937, "rho": 0.0, "theo": 129.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 122.19, "last_trade_time": "2026-09-25T11:47:20", "percent_change": 0.0, "prev_day_close": 129.985000610352}, {"option": "SPY280616C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1488, "open_interest": 103.0, "volume": 3.0, "delta": 0.342, "gamma": 0.0026, "vega": 3.4836, "theta": -0.0402, "rho": 3.6058, "theo": 28.7451, "change": 2.565, "open": 27.85, "high": 27.85, "low": 27.85, "tick": "up", "last_trade_price": 27.85, "last_trade_time": "2026-11-11T09:36:47", "percent_change": 10.1444, "prev_day_close": 28.7000007629394}, {"option": "SPY280616P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1552, "open_interest": 3.0, "volume": 0.0, "delta": -0.9617, "gamma": 0.003, "vega": 0.3767, "theta": -0.1273, "rho": 0.0, "theo": 134.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 123.43, "last_trade_time": "2026-09-25T12:34:00", "percent_change": 0.0, "prev_day_close": 134.985000610352}, {"option": "SPY280616C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 1172.0, "volume": 1.0, "delta": 0.3297, "gamma": 0.0026, "vega": 3.4394, "theta": -0.0395, "rho": 3.4915, "theo": 27.1669, "change": 2.755, "open": 26.6, "high": 26.6, "low": 26.6, "tick": "up", "last_trade_price": 26.6, "last_trade_time": "2026-11-11T10:51:15", "percent_change": 11.5538, "prev_day_close": 27.1150007247925}, {"option": "SPY280616P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1587, "open_interest": 0.0, "volume": 0.0, "delta": -0.9776, "gamma": 0.0018, "vega": 0.0083, "theta": -0.13, "rho": 0.0, "theo": 139.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 134.01, "last_trade_time": "2026-10-16T12:49:01", "percent_change": 0.0, "prev_day_close": 139.985000610352}, {"option": "SPY280616C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 165.0, "volume": 6.0, "delta": 0.3175, "gamma": 0.0026, "vega": 3.396, "theta": -0.0388, "rho": 3.3906, "theo": 25.6557, "change": 2.32, "open": 24.78, "high": 24.78, "low": 24.78, "tick": "up", "last_trade_price": 24.78, "last_trade_time": "2026-11-11T10:37:06", "percent_change": 10.3295, "prev_day_close": 25.5900001525879}, {"option": "SPY280616P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1622, "open_interest": 0.0, "volume": 0.0, "delta": -0.9888, "gamma": 0.0009, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 166.5, "last_trade_time": "2026-05-15T16:00:25", "percent_change": 0.0, "prev_day_close": 144.985000610352}, {"option": "SPY280616C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1459, "open_interest": 288.0, "volume": 1.0, "delta": 0.3054, "gamma": 0.0025, "vega": 3.3572, "theta": -0.038, "rho": 3.3111, "theo": 24.1914, "change": 3.115, "open": 24.26, "high": 24.26, "low": 24.26, "tick": "up", "last_trade_price": 24.26, "last_trade_time": "2026-11-11T15:29:18", "percent_change": 14.7316, "prev_day_close": 24.1449995040894}, {"option": "SPY280616P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 0.0, "volume": 0.0, "delta": -0.9977, "gamma": 0.0002, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 142.67, "last_trade_time": "2026-08-06T12:33:47", "percent_change": 0.0, "prev_day_close": 149.985000610352}, {"option": "SPY280616C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.145, "open_interest": 325.0, "volume": 23.0, "delta": 0.2935, "gamma": 0.0025, "vega": 3.2855, "theta": -0.0372, "rho": 3.1186, "theo": 22.8115, "change": 3.315, "open": 22.16, "high": 23.23, "low": 22.16, "tick": "no_change", "last_trade_price": 23.21, "last_trade_time": "2026-11-11T14:10:24", "percent_change": 16.6625, "prev_day_close": 22.7650003433228}, {"option": "SPY280616P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 176.5, "last_trade_time": "2026-05-15T16:00:25", "percent_change": 0.0, "prev_day_close": 154.985000610352}, {"option": "SPY280616C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1441, "open_interest": 350.0, "volume": 0.0, "delta": 0.2819, "gamma": 0.0025, "vega": 3.2178, "theta": -0.0364, "rho": 3.003, "theo": 21.4999, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.88, "last_trade_time": "2026-11-09T14:38:30", "percent_change": 0.0, "prev_day_close": 21.4400005340576}, {"option": "SPY280616P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1724, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 148.39, "last_trade_time": "2026-08-05T14:56:51", "percent_change": 0.0, "prev_day_close": 159.985000610352}, {"option": "SPY280616C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1432, "open_interest": 357.0, "volume": 0.0, "delta": 0.2705, "gamma": 0.0024, "vega": 3.1592, "theta": -0.0355, "rho": 2.8916, "theo": 20.2485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.69, "last_trade_time": "2026-11-10T14:50:10", "percent_change": 0.0, "prev_day_close": 20.1950006484985}, {"option": "SPY280616P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 148.93, "last_trade_time": "2026-10-07T12:55:10", "percent_change": 0.0, "prev_day_close": 164.985000610352}, {"option": "SPY280616C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1425, "open_interest": 503.0, "volume": 1.0, "delta": 0.2593, "gamma": 0.0024, "vega": 3.1011, "theta": -0.0346, "rho": 2.7906, "theo": 19.0538, "change": 1.815, "open": 18.31, "high": 18.31, "low": 18.31, "tick": "up", "last_trade_price": 18.31, "last_trade_time": "2026-11-11T09:45:23", "percent_change": 11.0033, "prev_day_close": 18.9949998855591}, {"option": "SPY280616P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.179, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 186.28, "last_trade_time": "2026-06-05T13:07:53", "percent_change": 0.0, "prev_day_close": 169.985000610352}, {"option": "SPY280616C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1418, "open_interest": 369.0, "volume": 10.0, "delta": 0.2483, "gamma": 0.0024, "vega": 3.0475, "theta": -0.0338, "rho": 2.7081, "theo": 17.909, "change": 2.13, "open": 17.61, "high": 17.61, "low": 17.61, "tick": "no_change", "last_trade_price": 17.61, "last_trade_time": "2026-11-11T09:31:47", "percent_change": 13.7597, "prev_day_close": 17.8650007247925}, {"option": "SPY280616P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1823, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 174.985000610352}, {"option": "SPY280616C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 425.0, "volume": 1.0, "delta": 0.2375, "gamma": 0.0023, "vega": 2.9807, "theta": -0.0328, "rho": 2.5461, "theo": 16.8276, "change": 2.475, "open": 17.0, "high": 17.0, "low": 17.0, "tick": "down", "last_trade_price": 17.0, "last_trade_time": "2026-11-11T14:20:00", "percent_change": 17.0396, "prev_day_close": 16.7950000762939}, {"option": "SPY280616P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1855, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 162.55, "last_trade_time": "2026-10-07T14:23:46", "percent_change": 0.0, "prev_day_close": 179.985000610352}, {"option": "SPY280616C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1404, "open_interest": 418.0, "volume": 0.0, "delta": 0.2272, "gamma": 0.0023, "vega": 2.8911, "theta": -0.032, "rho": 2.4401, "theo": 15.8129, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.69, "last_trade_time": "2026-11-10T14:48:00", "percent_change": 0.0, "prev_day_close": 15.7800002098084}, {"option": "SPY280616P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1887, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 212.62, "last_trade_time": "2026-06-09T14:11:35", "percent_change": 0.0, "prev_day_close": 184.985000610352}, {"option": "SPY280616C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1398, "open_interest": 887.0, "volume": 6.0, "delta": 0.2171, "gamma": 0.0022, "vega": 2.8234, "theta": -0.031, "rho": 2.3381, "theo": 14.8507, "change": 2.105, "open": 14.8, "high": 14.87, "low": 14.8, "tick": "no_change", "last_trade_price": 14.87, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 16.4904, "prev_day_close": 14.8200001716614}, {"option": "SPY280616P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1919, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 189.985000610352}, {"option": "SPY280616C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1392, "open_interest": 528.0, "volume": 0.0, "delta": 0.2072, "gamma": 0.0022, "vega": 2.7563, "theta": -0.0301, "rho": 2.244, "theo": 13.938, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.21, "last_trade_time": "2026-11-09T10:20:53", "percent_change": 0.0, "prev_day_close": 13.9050002098084}, {"option": "SPY280616P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.195, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 194.985000610352}, {"option": "SPY280616C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 107.0, "volume": 1.0, "delta": 0.1976, "gamma": 0.0021, "vega": 2.693, "theta": -0.0292, "rho": 2.1646, "theo": 13.0695, "change": 2.125, "open": 13.32, "high": 13.32, "low": 13.32, "tick": "up", "last_trade_price": 13.32, "last_trade_time": "2026-11-11T14:50:45", "percent_change": 18.9817, "prev_day_close": 13.0499997138977}, {"option": "SPY280616P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1981, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY280616C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 466.0, "volume": 2.0, "delta": 0.1883, "gamma": 0.0021, "vega": 2.6289, "theta": -0.0283, "rho": 2.0329, "theo": 12.2471, "change": 1.78, "open": 12.27, "high": 12.27, "low": 12.27, "tick": "up", "last_trade_price": 12.27, "last_trade_time": "2026-11-11T15:29:17", "percent_change": 16.9685, "prev_day_close": 12.2400002479553}, {"option": "SPY280616P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2012, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY280616C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 269.0, "volume": 0.0, "delta": 0.1794, "gamma": 0.002, "vega": 2.5453, "theta": -0.0274, "rho": 1.9403, "theo": 11.4849, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.7, "last_trade_time": "2026-10-22T09:43:22", "percent_change": 0.0, "prev_day_close": 11.4749999046326}, {"option": "SPY280616P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2043, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY280616C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 77.0, "volume": 0.0, "delta": 0.1709, "gamma": 0.002, "vega": 2.4606, "theta": -0.0265, "rho": 1.8517, "theo": 10.7663, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.17, "last_trade_time": "2026-11-10T15:39:38", "percent_change": 0.0, "prev_day_close": 10.7599997520447}, {"option": "SPY280616P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2073, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 214.985000610352}, {"option": "SPY280616C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 211.0, "volume": 0.0, "delta": 0.1626, "gamma": 0.0019, "vega": 2.3906, "theta": -0.0256, "rho": 1.7688, "theo": 10.0887, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.69, "last_trade_time": "2026-11-05T12:19:50", "percent_change": 0.0, "prev_day_close": 10.0800004005432}, {"option": "SPY280616P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2103, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 219.985000610352}, {"option": "SPY280616C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1363, "open_interest": 41.0, "volume": 0.0, "delta": 0.1546, "gamma": 0.0018, "vega": 2.3235, "theta": -0.0247, "rho": 1.6962, "theo": 9.4484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.77, "last_trade_time": "2026-11-05T14:41:08", "percent_change": 0.0, "prev_day_close": 9.44000005722046}, {"option": "SPY280616P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2133, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 224.985000610352}, {"option": "SPY280616C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.136, "open_interest": 265.0, "volume": 0.0, "delta": 0.1469, "gamma": 0.0018, "vega": 2.2627, "theta": -0.0238, "rho": 1.6389, "theo": 8.8401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.35, "last_trade_time": "2026-11-05T13:50:27", "percent_change": 0.0, "prev_day_close": 8.84499979019165}, {"option": "SPY280616P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2162, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 229.985000610352}, {"option": "SPY280616C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1356, "open_interest": 398.0, "volume": 0.0, "delta": 0.1396, "gamma": 0.0017, "vega": 2.1872, "theta": -0.023, "rho": 1.5167, "theo": 8.2818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.55, "last_trade_time": "2026-11-06T09:32:34", "percent_change": 0.0, "prev_day_close": 8.28499984741211}, {"option": "SPY280616P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2192, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 234.985000610352}, {"option": "SPY280616C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1353, "open_interest": 4065.0, "volume": 27.0, "delta": 0.1326, "gamma": 0.0017, "vega": 2.108, "theta": -0.0222, "rho": 1.4431, "theo": 7.7589, "change": 0.85, "open": 7.47, "high": 7.53, "low": 7.44, "tick": "down", "last_trade_price": 7.44, "last_trade_time": "2026-11-11T09:59:52", "percent_change": 12.8983, "prev_day_close": 7.75499987602234}, {"option": "SPY280616P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 239.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 319.0, "last_trade_time": "2025-12-19T14:29:16", "percent_change": 0.0, "prev_day_close": 239.985000610352}, {"option": "SPY280616C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.135, "open_interest": 265.0, "volume": 0.0, "delta": 0.1259, "gamma": 0.0016, "vega": 2.0317, "theta": -0.0214, "rho": 1.3736, "theo": 7.2685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.14, "last_trade_time": "2026-10-28T15:37:58", "percent_change": 0.0, "prev_day_close": 7.26500010490418}, {"option": "SPY280616P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 244.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 244.985000610352}, {"option": "SPY280616C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 266.0, "volume": 0.0, "delta": 0.1195, "gamma": 0.0016, "vega": 1.9663, "theta": -0.0206, "rho": 1.3105, "theo": 6.808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.68, "last_trade_time": "2026-10-30T15:27:30", "percent_change": 0.0, "prev_day_close": 6.8050000667572}, {"option": "SPY280616P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2278, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 249.985000610352}, {"option": "SPY280616C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1346, "open_interest": 378.0, "volume": 0.0, "delta": 0.1134, "gamma": 0.0015, "vega": 1.905, "theta": -0.0198, "rho": 1.2572, "theo": 6.3739, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.79, "last_trade_time": "2026-10-12T15:26:10", "percent_change": 0.0, "prev_day_close": 6.375}, {"option": "SPY280616P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2307, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 254.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 254.985000610352}, {"option": "SPY280616C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 1124.0, "volume": 0.0, "delta": 0.1075, "gamma": 0.0014, "vega": 1.8446, "theta": -0.019, "rho": 1.1722, "theo": 5.9676, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.36, "last_trade_time": "2026-11-06T14:49:15", "percent_change": 0.0, "prev_day_close": 5.97000002861023}, {"option": "SPY280616P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2335, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.985000610352}, {"option": "SPY280616C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1342, "open_interest": 114.0, "volume": 0.0, "delta": 0.102, "gamma": 0.0014, "vega": 1.7771, "theta": -0.0183, "rho": 1.1134, "theo": 5.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.16, "last_trade_time": "2026-10-08T15:52:18", "percent_change": 0.0, "prev_day_close": 5.58999991416931}, {"option": "SPY280616P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2363, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 264.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 264.985000610352}, {"option": "SPY280616C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.134, "open_interest": 123.0, "volume": 0.0, "delta": 0.0968, "gamma": 0.0014, "vega": 1.709, "theta": -0.0176, "rho": 1.0578, "theo": 5.2468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.47, "last_trade_time": "2026-10-29T16:04:59", "percent_change": 0.0, "prev_day_close": 5.24000000953674}, {"option": "SPY280616P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.985000610352}, {"option": "SPY280616C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 133.0, "volume": 0.0, "delta": 0.0918, "gamma": 0.0013, "vega": 1.6413, "theta": -0.0169, "rho": 1.0056, "theo": 4.9199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.68, "last_trade_time": "2026-10-06T15:31:23", "percent_change": 0.0, "prev_day_close": 4.91000008583069}, {"option": "SPY280616P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2419, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 274.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 274.985000610352}, {"option": "SPY280616C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 557.0, "volume": 0.0, "delta": 0.087, "gamma": 0.0012, "vega": 1.5848, "theta": -0.0162, "rho": 0.959, "theo": 4.6166, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.97, "last_trade_time": "2026-11-02T12:37:26", "percent_change": 0.0, "prev_day_close": 4.60500001907349}, {"option": "SPY280616P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2446, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 279.985000610352}, {"option": "SPY280616C01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 543.0, "volume": 0.0, "delta": 0.0825, "gamma": 0.0012, "vega": 1.5315, "theta": -0.0156, "rho": 0.9193, "theo": 4.3289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.02, "last_trade_time": "2026-11-05T15:58:05", "percent_change": 0.0, "prev_day_close": 4.3199999332428}, {"option": "SPY280616P01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2473, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 284.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 284.985000610352}, {"option": "SPY280616C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 168.0, "volume": 1.0, "delta": 0.0782, "gamma": 0.0012, "vega": 1.4792, "theta": -0.015, "rho": 0.8559, "theo": 4.0621, "change": 0.455, "open": 3.91, "high": 3.91, "low": 3.91, "tick": "up", "last_trade_price": 3.91, "last_trade_time": "2026-11-11T09:59:52", "percent_change": 13.1693, "prev_day_close": 4.0550000667572}, {"option": "SPY280616P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.25, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.985000610352}, {"option": "SPY280616C01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 6.0, "volume": 0.0, "delta": 0.0743, "gamma": 0.0011, "vega": 1.4238, "theta": -0.0144, "rho": 0.813, "theo": 3.8189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.72, "last_trade_time": "2026-11-06T09:30:01", "percent_change": 0.0, "prev_day_close": 3.80499994754791}, {"option": "SPY280616P01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2527, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 294.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 294.985000610352}, {"option": "SPY280616C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 60.0, "volume": 0.0, "delta": 0.0705, "gamma": 0.0011, "vega": 1.3687, "theta": -0.0138, "rho": 0.7723, "theo": 3.59, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.39, "last_trade_time": "2026-08-20T14:59:14", "percent_change": 0.0, "prev_day_close": 3.57499992847443}, {"option": "SPY280616P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2554, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 299.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.985000610352}, {"option": "SPY280616C01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 171.0, "volume": 0.0, "delta": 0.0669, "gamma": 0.001, "vega": 1.3143, "theta": -0.0133, "rho": 0.7346, "theo": 3.3783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.37, "last_trade_time": "2026-11-05T15:58:05", "percent_change": 0.0, "prev_day_close": 3.36000001430512}, {"option": "SPY280616P01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2581, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 304.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 304.985000610352}, {"option": "SPY280616C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1338, "open_interest": 148.0, "volume": 0.0, "delta": 0.0635, "gamma": 0.001, "vega": 1.2636, "theta": -0.0128, "rho": 0.6998, "theo": 3.179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.29, "last_trade_time": "2026-11-03T14:40:39", "percent_change": 0.0, "prev_day_close": 3.1599999666214}, {"option": "SPY280616P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2607, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.985000610352}, {"option": "SPY280616C01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1339, "open_interest": 153.0, "volume": 0.0, "delta": 0.0603, "gamma": 0.0009, "vega": 1.2192, "theta": -0.0123, "rho": 0.6693, "theo": 2.9924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.22, "last_trade_time": "2026-11-05T13:37:39", "percent_change": 0.0, "prev_day_close": 2.97000002861023}, {"option": "SPY280616P01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2633, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 314.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 314.985000610352}, {"option": "SPY280616C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1341, "open_interest": 24.0, "volume": 0.0, "delta": 0.0572, "gamma": 0.0009, "vega": 1.1784, "theta": -0.0118, "rho": 0.6442, "theo": 2.8176, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.7, "last_trade_time": "2026-08-05T09:30:12", "percent_change": 0.0, "prev_day_close": 2.79999995231628}, {"option": "SPY280616P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2659, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.985000610352}, {"option": "SPY280616C01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1342, "open_interest": 347.0, "volume": 0.0, "delta": 0.0544, "gamma": 0.0009, "vega": 1.1348, "theta": -0.0114, "rho": 0.5964, "theo": 2.6576, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.01, "last_trade_time": "2026-11-02T10:03:09", "percent_change": 0.0, "prev_day_close": 2.63999998569489}, {"option": "SPY280616P01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2685, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 324.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 324.985000610352}, {"option": "SPY280616C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1344, "open_interest": 503.0, "volume": 0.0, "delta": 0.0517, "gamma": 0.0008, "vega": 1.0922, "theta": -0.0109, "rho": 0.5674, "theo": 2.5088, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.98, "last_trade_time": "2026-11-05T12:13:00", "percent_change": 0.0, "prev_day_close": 2.49000000953674}, {"option": "SPY280616P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2711, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.985000610352}, {"option": "SPY280616C01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1346, "open_interest": 264.0, "volume": 0.0, "delta": 0.0492, "gamma": 0.0008, "vega": 1.0508, "theta": -0.0105, "rho": 0.5403, "theo": 2.3699, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.34, "last_trade_time": "2026-09-23T13:43:27", "percent_change": 0.0, "prev_day_close": 2.35500001907349}, {"option": "SPY280616P01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2737, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 334.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 334.985000610352}, {"option": "SPY280616C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1348, "open_interest": 3046.0, "volume": 0.0, "delta": 0.0468, "gamma": 0.0008, "vega": 1.0102, "theta": -0.0101, "rho": 0.5148, "theo": 2.2401, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.65, "last_trade_time": "2026-11-06T09:32:32", "percent_change": 0.0, "prev_day_close": 2.22500002384186}, {"option": "SPY280616P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2762, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 339.985000610352}, {"option": "SPY280616C01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1349, "open_interest": 253.0, "volume": 0.0, "delta": 0.0446, "gamma": 0.0007, "vega": 0.9704, "theta": -0.0097, "rho": 0.4914, "theo": 2.1186, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.8, "last_trade_time": "2026-10-26T09:46:01", "percent_change": 0.0, "prev_day_close": 2.10500001907349}, {"option": "SPY280616P01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2787, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 344.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 344.985000610352}, {"option": "SPY280616C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1352, "open_interest": 257.0, "volume": 0.0, "delta": 0.0424, "gamma": 0.0007, "vega": 0.9366, "theta": -0.0094, "rho": 0.4705, "theo": 2.0045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.75, "last_trade_time": "2026-11-10T10:51:53", "percent_change": 0.0, "prev_day_close": 1.99000000953674}, {"option": "SPY280616P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2812, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.985000610352}, {"option": "SPY280616C01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1355, "open_interest": 750.0, "volume": 0.0, "delta": 0.0404, "gamma": 0.0007, "vega": 0.905, "theta": -0.009, "rho": 0.4527, "theo": 1.897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.29, "last_trade_time": "2026-10-29T16:10:10", "percent_change": 0.0, "prev_day_close": 1.88999998569489}, {"option": "SPY280616P01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2837, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 354.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 354.985000610352}, {"option": "SPY280616C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1358, "open_interest": 60.0, "volume": 1.0, "delta": 0.0385, "gamma": 0.0006, "vega": 0.8734, "theta": -0.0087, "rho": 0.4222, "theo": 1.7972, "change": 0.225, "open": 1.79, "high": 1.79, "low": 1.79, "tick": "up", "last_trade_price": 1.79, "last_trade_time": "2026-11-11T11:04:25", "percent_change": 14.377, "prev_day_close": 1.79000002145767}, {"option": "SPY280616P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.985000610352}, {"option": "SPY280616C01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 556.0, "volume": 0.0, "delta": 0.0367, "gamma": 0.0006, "vega": 0.8418, "theta": -0.0084, "rho": 0.4028, "theo": 1.7054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.47, "last_trade_time": "2026-11-10T11:55:45", "percent_change": 0.0, "prev_day_close": 1.69999998807907}, {"option": "SPY280616P01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2887, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 364.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 364.985000610352}, {"option": "SPY280616C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1364, "open_interest": 355.0, "volume": 0.0, "delta": 0.035, "gamma": 0.0006, "vega": 0.8115, "theta": -0.0081, "rho": 0.3846, "theo": 1.6196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.25, "last_trade_time": "2026-11-05T13:47:43", "percent_change": 0.0, "prev_day_close": 1.61000001430511}, {"option": "SPY280616P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2911, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.985000610352}, {"option": "SPY280616C01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1368, "open_interest": 272.0, "volume": 0.0, "delta": 0.0334, "gamma": 0.0006, "vega": 0.7817, "theta": -0.0078, "rho": 0.3673, "theo": 1.5377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.2, "last_trade_time": "2026-10-06T15:12:32", "percent_change": 0.0, "prev_day_close": 1.52999997138977}, {"option": "SPY280616P01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2936, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 374.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 374.985000610352}, {"option": "SPY280616C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 47.0, "volume": 0.0, "delta": 0.0319, "gamma": 0.0006, "vega": 0.7534, "theta": -0.0075, "rho": 0.3512, "theo": 1.4621, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.34, "last_trade_time": "2026-11-05T10:13:14", "percent_change": 0.0, "prev_day_close": 1.45999997854233}, {"option": "SPY280616P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.296, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 379.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.985000610352}, {"option": "SPY280616C01145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 351.0, "volume": 0.0, "delta": 0.0305, "gamma": 0.0005, "vega": 0.7256, "theta": -0.0072, "rho": 0.3364, "theo": 1.3911, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.88, "last_trade_time": "2026-10-06T15:37:17", "percent_change": 0.0, "prev_day_close": 1.38999998569489}, {"option": "SPY280616P01145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2984, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 384.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 384.985000610352}, {"option": "SPY280616C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 684.0, "volume": 25.0, "delta": 0.0292, "gamma": 0.0005, "vega": 0.7002, "theta": -0.007, "rho": 0.3229, "theo": 1.3241, "change": 0.15, "open": 1.32, "high": 1.32, "low": 1.32, "tick": "up", "last_trade_price": 1.32, "last_trade_time": "2026-11-11T11:04:02", "percent_change": 12.8205, "prev_day_close": 1.32499998807907}, {"option": "SPY280616P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3008, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.985000610352}, {"option": "SPY280616C01155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1383, "open_interest": 0.0, "volume": 0.0, "delta": 0.0279, "gamma": 0.0005, "vega": 0.6774, "theta": -0.0068, "rho": 0.3109, "theo": 1.2609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.26499998569489}, {"option": "SPY280616P01155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3032, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 394.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 394.985000610352}, {"option": "SPY280616C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1387, "open_interest": 140.0, "volume": 113.0, "delta": 0.0267, "gamma": 0.0005, "vega": 0.6557, "theta": -0.0065, "rho": 0.2962, "theo": 1.2013, "change": 0.17, "open": 1.24, "high": 1.24, "low": 1.24, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-11T09:30:00", "percent_change": 15.8879, "prev_day_close": 1.2049999833107}, {"option": "SPY280616P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3056, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.985000610352}, {"option": "SPY280616C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1396, "open_interest": 123.0, "volume": 0.0, "delta": 0.0245, "gamma": 0.0004, "vega": 0.6122, "theta": -0.0061, "rho": 0.2684, "theo": 1.0953, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.88, "last_trade_time": "2026-11-05T12:38:02", "percent_change": 0.0, "prev_day_close": 1.10000002384186}, {"option": "SPY280616P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3103, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.985000610352}, {"option": "SPY280616C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1404, "open_interest": 1340.0, "volume": 0.0, "delta": 0.0225, "gamma": 0.0004, "vega": 0.5721, "theta": -0.0057, "rho": 0.2471, "theo": 1.0012, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.96, "last_trade_time": "2026-11-09T11:39:12", "percent_change": 0.0, "prev_day_close": 1.00999999046326}, {"option": "SPY280616P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3149, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 419.985000610352}, {"option": "SPY280616C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1413, "open_interest": 214.0, "volume": 0.0, "delta": 0.0208, "gamma": 0.0004, "vega": 0.5348, "theta": -0.0054, "rho": 0.2282, "theo": 0.9175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.79, "last_trade_time": "2026-11-05T10:13:42", "percent_change": 0.0, "prev_day_close": 0.930000007152557}, {"option": "SPY280616P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3195, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.985000610352}, {"option": "SPY280616C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1423, "open_interest": 960.0, "volume": 0.0, "delta": 0.0192, "gamma": 0.0004, "vega": 0.501, "theta": -0.005, "rho": 0.212, "theo": 0.8435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.84, "last_trade_time": "2026-11-09T10:52:24", "percent_change": 0.0, "prev_day_close": 0.854999989271164}, {"option": "SPY280616P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3241, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 439.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 439.985000610352}, {"option": "SPY280616C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1432, "open_interest": 8.0, "volume": 0.0, "delta": 0.0177, "gamma": 0.0003, "vega": 0.4718, "theta": -0.0047, "rho": 0.1957, "theo": 0.7762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.79, "last_trade_time": "2026-11-09T14:14:32", "percent_change": 0.0, "prev_day_close": 0.78999999165535}, {"option": "SPY280616P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3286, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.985000610352}, {"option": "SPY280616C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 718.0, "volume": 0.0, "delta": 0.0164, "gamma": 0.0003, "vega": 0.4436, "theta": -0.0045, "rho": 0.1798, "theo": 0.7176, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.72, "last_trade_time": "2026-11-09T10:09:05", "percent_change": 0.0, "prev_day_close": 0.729999989271164}, {"option": "SPY280616P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3331, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 459.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.985000610352}, {"option": "SPY280616C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 506.0, "volume": 0.0, "delta": 0.0153, "gamma": 0.0003, "vega": 0.4175, "theta": -0.0042, "rho": 0.1671, "theo": 0.6648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.52, "last_trade_time": "2026-11-05T14:44:35", "percent_change": 0.0, "prev_day_close": 0.680000007152557}, {"option": "SPY280616P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3375, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.985000610352}, {"option": "SPY280616C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1462, "open_interest": 1310.0, "volume": 0.0, "delta": 0.0142, "gamma": 0.0003, "vega": 0.3934, "theta": -0.004, "rho": 0.1558, "theo": 0.6175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.72, "last_trade_time": "2026-11-04T09:46:39", "percent_change": 0.0, "prev_day_close": 0.629999995231628}, {"option": "SPY280616P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3419, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.985000610352}, {"option": "SPY280616C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1472, "open_interest": 236.0, "volume": 50.0, "delta": 0.0133, "gamma": 0.0002, "vega": 0.371, "theta": -0.0038, "rho": 0.1457, "theo": 0.575, "change": 0.07, "open": 0.6, "high": 0.6, "low": 0.6, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-11-11T11:04:02", "percent_change": 13.2075, "prev_day_close": 0.590000003576279}, {"option": "SPY280616P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3462, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.985000610352}, {"option": "SPY280616C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1482, "open_interest": 1010.0, "volume": 0.0, "delta": 0.0124, "gamma": 0.0002, "vega": 0.3506, "theta": -0.0036, "rho": 0.1369, "theo": 0.5366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.02, "last_trade_time": "2026-09-21T12:25:13", "percent_change": 0.0, "prev_day_close": 0.549999982118607}, {"option": "SPY280616P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3505, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.985000610352}, {"option": "SPY280616C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1494, "open_interest": 195.0, "volume": 0.0, "delta": 0.0116, "gamma": 0.0002, "vega": 0.3327, "theta": -0.0034, "rho": 0.1284, "theo": 0.5015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.99, "last_trade_time": "2026-08-18T15:54:23", "percent_change": 0.0, "prev_day_close": 0.514999985694885}, {"option": "SPY280616P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3548, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 509.984985351562}, {"option": "SPY280616C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1504, "open_interest": 327.0, "volume": 0.0, "delta": 0.0109, "gamma": 0.0002, "vega": 0.3157, "theta": -0.0033, "rho": 0.119, "theo": 0.4708, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.52, "last_trade_time": "2026-11-04T09:40:07", "percent_change": 0.0, "prev_day_close": 0.480000004172325}, {"option": "SPY280616P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.359, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 519.984985351562}, {"option": "SPY280616C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1514, "open_interest": 273.0, "volume": 0.0, "delta": 0.0103, "gamma": 0.0002, "vega": 0.2999, "theta": -0.0031, "rho": 0.1119, "theo": 0.4428, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.12, "last_trade_time": "2026-08-13T10:08:07", "percent_change": 0.0, "prev_day_close": 0.454999998211861}, {"option": "SPY280616P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3632, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 529.984985351562}, {"option": "SPY280616C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1525, "open_interest": 1012.0, "volume": 0.0, "delta": 0.0097, "gamma": 0.0002, "vega": 0.2852, "theta": -0.003, "rho": 0.1056, "theo": 0.4175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.43, "last_trade_time": "2026-11-09T12:17:22", "percent_change": 0.0, "prev_day_close": 0.429999992251396}, {"option": "SPY280616P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3674, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 539.984985351562}, {"option": "SPY280616C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1537, "open_interest": 84.0, "volume": 0.0, "delta": 0.0091, "gamma": 0.0002, "vega": 0.2712, "theta": -0.0028, "rho": 0.0996, "theo": 0.3938, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.34, "last_trade_time": "2026-11-06T15:39:56", "percent_change": 0.0, "prev_day_close": 0.399999991059303}, {"option": "SPY280616P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3715, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.984985351562}, {"option": "SPY280616C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1546, "open_interest": 3.0, "volume": 0.0, "delta": 0.0086, "gamma": 0.0002, "vega": 0.2585, "theta": -0.0027, "rho": 0.0943, "theo": 0.3728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.73, "last_trade_time": "2026-09-22T12:46:25", "percent_change": 0.0, "prev_day_close": 0.38000001013279}, {"option": "SPY280616P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3755, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.984985351562}, {"option": "SPY280616C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1557, "open_interest": 180.0, "volume": 0.0, "delta": 0.0082, "gamma": 0.0001, "vega": 0.2472, "theta": -0.0026, "rho": 0.0898, "theo": 0.3543, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.32, "last_trade_time": "2026-11-10T11:40:14", "percent_change": 0.0, "prev_day_close": 0.359999999403954}, {"option": "SPY280616P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3796, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 569.984985351562}, {"option": "SPY280616C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1567, "open_interest": 372.0, "volume": 0.0, "delta": 0.0078, "gamma": 0.0001, "vega": 0.2366, "theta": -0.0025, "rho": 0.0856, "theo": 0.3366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-11-10T13:40:32", "percent_change": 0.0, "prev_day_close": 0.340000003576279}, {"option": "SPY280616P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3836, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 579.984985351562}, {"option": "SPY280616C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 222.0, "volume": 27.0, "delta": 0.0074, "gamma": 0.0001, "vega": 0.2269, "theta": -0.0024, "rho": 0.0806, "theo": 0.3205, "change": 0.055, "open": 0.32, "high": 0.34, "low": 0.32, "tick": "up", "last_trade_price": 0.34, "last_trade_time": "2026-11-11T14:18:48", "percent_change": 19.2982, "prev_day_close": 0.320000007748604}, {"option": "SPY280616P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3876, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 589.984985351562}, {"option": "SPY280616C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1588, "open_interest": 2001.0, "volume": 0.0, "delta": 0.007, "gamma": 0.0001, "vega": 0.2177, "theta": -0.0023, "rho": 0.0766, "theo": 0.3059, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.29, "last_trade_time": "2026-11-09T09:50:59", "percent_change": 0.0, "prev_day_close": 0.304999992251396}, {"option": "SPY280616P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3915, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 668.0, "last_trade_time": "2026-01-29T15:11:22", "percent_change": 0.0, "prev_day_close": 599.984985351562}, {"option": "SPY280616C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1599, "open_interest": 33.0, "volume": 0.0, "delta": 0.0067, "gamma": 0.0001, "vega": 0.2089, "theta": -0.0023, "rho": 0.073, "theo": 0.2923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.44, "last_trade_time": "2026-10-14T10:34:15", "percent_change": 0.0, "prev_day_close": 0.290000006556511}, {"option": "SPY280616P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3954, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.984985351562}, {"option": "SPY280616C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1606, "open_interest": 33.0, "volume": 0.0, "delta": 0.0064, "gamma": 0.0001, "vega": 0.2009, "theta": -0.0022, "rho": 0.0698, "theo": 0.2801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-09-28T12:46:38", "percent_change": 0.0, "prev_day_close": 0.274999991059303}, {"option": "SPY280616P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3993, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.984985351562}, {"option": "SPY280616C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1619, "open_interest": 87.0, "volume": 0.0, "delta": 0.0062, "gamma": 0.0001, "vega": 0.1934, "theta": -0.0021, "rho": 0.0668, "theo": 0.2687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-05T15:28:44", "percent_change": 0.0, "prev_day_close": 0.259999997913837}, {"option": "SPY280616P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4031, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.984985351562}, {"option": "SPY280616C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1631, "open_interest": 236.0, "volume": 0.0, "delta": 0.0059, "gamma": 0.0001, "vega": 0.1863, "theta": -0.002, "rho": 0.064, "theo": 0.2581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-11-04T11:27:44", "percent_change": 0.0, "prev_day_close": 0.250000007450581}, {"option": "SPY280616P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4069, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.984985351562}, {"option": "SPY280616C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1639, "open_interest": 4.0, "volume": 0.0, "delta": 0.0057, "gamma": 0.0001, "vega": 0.1797, "theta": -0.002, "rho": 0.0615, "theo": 0.2485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-10T12:15:19", "percent_change": 0.0, "prev_day_close": 0.234999999403954}, {"option": "SPY280616P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4107, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.984985351562}, {"option": "SPY280616C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 13.0, "volume": 0.0, "delta": 0.0054, "gamma": 0.0001, "vega": 0.1735, "theta": -0.0019, "rho": 0.0591, "theo": 0.2394, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.21, "last_trade_time": "2026-11-02T16:14:10", "percent_change": 0.0, "prev_day_close": 0.224999994039536}, {"option": "SPY280616P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4144, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.984985351562}, {"option": "SPY280616C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 2.0, "volume": 0.0, "delta": 0.0052, "gamma": 0.0001, "vega": 0.1675, "theta": -0.0019, "rho": 0.0569, "theo": 0.2309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-09-15T12:23:14", "percent_change": 0.0, "prev_day_close": 0.215000003576279}, {"option": "SPY280616P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4181, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.984985351562}, {"option": "SPY280616C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 861.0, "volume": 0.0, "delta": 0.005, "gamma": 0.0001, "vega": 0.1621, "theta": -0.0018, "rho": 0.0549, "theo": 0.2229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-10-23T13:13:14", "percent_change": 0.0, "prev_day_close": 0.204999998211861}, {"option": "SPY280616P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4218, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.984985351562}, {"option": "SPY280616C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.168, "open_interest": 17.0, "volume": 0.0, "delta": 0.0049, "gamma": 0.0001, "vega": 0.1571, "theta": -0.0018, "rho": 0.0531, "theo": 0.2155, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.11, "last_trade_time": "2026-11-05T15:15:42", "percent_change": 0.0, "prev_day_close": 0.195000000298023}, {"option": "SPY280616P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4255, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.984985351562}, {"option": "SPY280616C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1693, "open_interest": 71.0, "volume": 0.0, "delta": 0.0047, "gamma": 0.0001, "vega": 0.1523, "theta": -0.0017, "rho": 0.0508, "theo": 0.2085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.23, "last_trade_time": "2026-11-04T09:30:00", "percent_change": 0.0, "prev_day_close": 0.189999997615814}, {"option": "SPY280616P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4291, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.984985351562}, {"option": "SPY280616C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 489.0, "volume": 2.0, "delta": 0.0045, "gamma": 0.0001, "vega": 0.1478, "theta": -0.0017, "rho": 0.049, "theo": 0.2022, "change": 0.02, "open": 0.18, "high": 0.18, "low": 0.18, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-11-11T14:18:48", "percent_change": 12.5, "prev_day_close": 0.179999999701977}, {"option": "SPY280616P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4327, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 702.07, "last_trade_time": "2026-09-23T15:49:43", "percent_change": 0.0, "prev_day_close": 709.984985351562}, {"option": "SPY280616C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1709, "open_interest": 785.0, "volume": 0.0, "delta": 0.0044, "gamma": 0.0001, "vega": 0.1433, "theta": -0.0017, "rho": 0.0473, "theo": 0.196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-11-05T12:55:25", "percent_change": 0.0, "prev_day_close": 0.174999997019768}, {"option": "SPY280616P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4363, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.13, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 712.09, "last_trade_time": "2026-09-23T15:49:43", "percent_change": 0.0, "prev_day_close": 719.984985351562}, {"option": "SPY281215C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0439, "theo": 710.9579, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 718.25, "last_trade_time": "2026-08-18T13:35:45", "percent_change": 0.0, "prev_day_close": 710.079986572266}, {"option": "SPY281215P00050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6513, "open_interest": 5869.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0, "vega": 0.01, "theta": -0.0004, "rho": -0.0047, "theo": 0.0502, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T15:48:38", "percent_change": 0.0, "prev_day_close": 0.0599999986588955}, {"option": "SPY281215C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.0566, "theo": 700.9999, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 689.74, "last_trade_time": "2026-06-17T13:33:45", "percent_change": 0.0, "prev_day_close": 700.100006103516}, {"option": "SPY281215P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6261, "open_interest": 167.0, "volume": 25.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.015, "theta": -0.0006, "rho": -0.0073, "theo": 0.0779, "change": 0.0, "open": 0.09, "high": 0.09, "low": 0.09, "tick": "down", "last_trade_price": 0.09, "last_trade_time": "2026-11-11T10:16:59", "percent_change": 1.65568e-07, "prev_day_close": 0.0850000008940697}, {"option": "SPY281215C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.0726, "theo": 691.0426, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 619.49, "last_trade_time": "2026-03-04T14:56:40", "percent_change": 0.0, "prev_day_close": 690.130004882812}, {"option": "SPY281215P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6045, "open_interest": 22.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0214, "theta": -0.0008, "rho": -0.0107, "theo": 0.1136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-09-24T14:14:01", "percent_change": 0.0, "prev_day_close": 0.114999998360872}, {"option": "SPY281215C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0012, "theta": 0.0, "rho": 0.1112, "theo": 681.1066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 680.165008544922}, {"option": "SPY281215P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5856, "open_interest": 164.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.0289, "theta": -0.001, "rho": -0.0148, "theo": 0.1575, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.18, "last_trade_time": "2026-10-21T09:30:01", "percent_change": 0.0, "prev_day_close": 0.149999998509884}, {"option": "SPY281215C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0021, "theta": 0.0, "rho": 0.2151, "theo": 671.1883, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 585.88, "last_trade_time": "2026-04-08T10:05:47", "percent_change": 0.0, "prev_day_close": 670.454986572266}, {"option": "SPY281215P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5715, "open_interest": 58.0, "volume": 0.0, "delta": -0.001, "gamma": 0.0, "vega": 0.0379, "theta": -0.0013, "rho": -0.02, "theo": 0.2106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-08-25T13:16:20", "percent_change": 0.0, "prev_day_close": 0.200000002980232}, {"option": "SPY281215C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0023, "theta": 0.0, "rho": 0.3706, "theo": 661.3181, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 668.58, "last_trade_time": "2026-08-18T13:35:45", "percent_change": 0.0, "prev_day_close": 660.494995117188}, {"option": "SPY281215P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.56, "open_interest": 1034.0, "volume": 0.0, "delta": -0.0013, "gamma": 0.0, "vega": 0.048, "theta": -0.0016, "rho": -0.0259, "theo": 0.2727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-10-23T11:00:12", "percent_change": 0.0, "prev_day_close": 0.265000000596046}, {"option": "SPY281215C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0095, "theta": 0.0, "rho": 0.6215, "theo": 651.5291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 662.54, "last_trade_time": "2026-08-04T13:53:28", "percent_change": 0.0, "prev_day_close": 650.540008544922}, {"option": "SPY281215P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5472, "open_interest": 97.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0595, "theta": -0.002, "rho": -0.0327, "theo": 0.3439, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.38, "last_trade_time": "2026-09-09T15:28:24", "percent_change": 0.0, "prev_day_close": 0.329999998211861}, {"option": "SPY281215C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0276, "theta": 0.0, "rho": 0.7875, "theo": 641.8637, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 652.72, "last_trade_time": "2026-08-04T13:53:28", "percent_change": 0.0, "prev_day_close": 640.570007324219}, {"option": "SPY281215P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.537, "open_interest": 135.0, "volume": 0.0, "delta": -0.0021, "gamma": 0.0, "vega": 0.0723, "theta": -0.0023, "rho": -0.0406, "theo": 0.4243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-09-14T09:30:28", "percent_change": 0.0, "prev_day_close": 0.415000006556511}, {"option": "SPY281215C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 9.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0469, "theta": 0.0, "rho": 1.0518, "theo": 632.2557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 645.56, "last_trade_time": "2026-10-21T14:41:24", "percent_change": 0.0, "prev_day_close": 630.519989013672}, {"option": "SPY281215P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5272, "open_interest": 524.0, "volume": 1.0, "delta": -0.0025, "gamma": 0.0, "vega": 0.0861, "theta": -0.0027, "rho": -0.0493, "theo": 0.5137, "change": -0.04, "open": 0.51, "high": 0.51, "low": 0.51, "tick": "down", "last_trade_price": 0.51, "last_trade_time": "2026-11-11T10:16:20", "percent_change": -7.27272, "prev_day_close": 0.509999990463257}, {"option": "SPY281215C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 16.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0727, "theta": 0.0, "rho": 1.5285, "theo": 622.8057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 618.77, "last_trade_time": "2026-09-10T15:02:20", "percent_change": 0.0, "prev_day_close": 620.910003662109}, {"option": "SPY281215P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5171, "open_interest": 109.0, "volume": 0.0, "delta": -0.003, "gamma": 0.0, "vega": 0.1013, "theta": -0.0031, "rho": -0.0589, "theo": 0.6118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.7, "last_trade_time": "2026-11-10T11:40:15", "percent_change": 0.0, "prev_day_close": 0.609999984502792}, {"option": "SPY281215C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 30.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.106, "theta": 0.0, "rho": 2.031, "theo": 613.5074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 609.94, "last_trade_time": "2026-09-10T15:02:25", "percent_change": 0.0, "prev_day_close": 611.790008544922}, {"option": "SPY281215P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.508, "open_interest": 296.0, "volume": 0.0, "delta": -0.0035, "gamma": 0.0, "vega": 0.1177, "theta": -0.0036, "rho": -0.0696, "theo": 0.7185, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.8, "last_trade_time": "2026-11-09T14:26:22", "percent_change": 0.0, "prev_day_close": 0.724999994039536}, {"option": "SPY281215C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9998, "gamma": 0.0, "vega": 0.1269, "theta": 0.0, "rho": 3.0603, "theo": 604.508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 625.12, "last_trade_time": "2026-10-06T12:03:21", "percent_change": 0.0, "prev_day_close": 602.855010986328}, {"option": "SPY281215P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4988, "open_interest": 158.0, "volume": 0.0, "delta": -0.0041, "gamma": 0.0, "vega": 0.135, "theta": -0.004, "rho": -0.0812, "theo": 0.8335, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.92, "last_trade_time": "2026-11-09T13:42:05", "percent_change": 0.0, "prev_day_close": 0.840000003576279}, {"option": "SPY281215C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9992, "gamma": 0.0, "vega": 0.1372, "theta": 0.0, "rho": 3.2384, "theo": 595.6492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 582.29, "last_trade_time": "2026-05-22T12:36:51", "percent_change": 0.0, "prev_day_close": 594.179992675781}, {"option": "SPY281215P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4894, "open_interest": 46.0, "volume": 34.0, "delta": -0.0048, "gamma": 0.0, "vega": 0.1534, "theta": -0.0045, "rho": -0.0936, "theo": 0.9571, "change": -0.055, "open": 0.94, "high": 0.98, "low": 0.94, "tick": "no_change", "last_trade_price": 0.98, "last_trade_time": "2026-11-11T15:25:38", "percent_change": -5.31401, "prev_day_close": 0.969999998807907}, {"option": "SPY281215C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": 0.9985, "gamma": 0.0, "vega": 0.1632, "theta": 0.0, "rho": 3.4181, "theo": 586.7918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 587.0, "last_trade_time": "2026-09-09T11:11:11", "percent_change": 0.0, "prev_day_close": 585.260009765625}, {"option": "SPY281215P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4802, "open_interest": 117.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0, "vega": 0.1732, "theta": -0.005, "rho": -0.1068, "theo": 1.0885, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.32, "last_trade_time": "2026-11-06T14:17:12", "percent_change": 0.0, "prev_day_close": 1.10000002384186}, {"option": "SPY281215C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9978, "gamma": 0.0, "vega": 0.1898, "theta": 0.0, "rho": 3.5792, "theo": 577.9474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 598.95, "last_trade_time": "2026-10-06T11:46:35", "percent_change": 0.0, "prev_day_close": 576.339996337891}, {"option": "SPY281215P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4714, "open_interest": 312.0, "volume": 0.0, "delta": -0.0062, "gamma": 0.0, "vega": 0.1941, "theta": -0.0055, "rho": -0.1211, "theo": 1.2279, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.3, "last_trade_time": "2026-10-26T13:36:33", "percent_change": 0.0, "prev_day_close": 1.24000000953674}, {"option": "SPY281215C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 92.0, "volume": 0.0, "delta": 0.997, "gamma": 0.0, "vega": 0.2075, "theta": 0.0, "rho": 3.7519, "theo": 569.1221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 560.16, "last_trade_time": "2026-10-30T14:58:55", "percent_change": 0.0, "prev_day_close": 567.424987792969}, {"option": "SPY281215P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4626, "open_interest": 2917.0, "volume": 0.0, "delta": -0.007, "gamma": 0.0, "vega": 0.2159, "theta": -0.006, "rho": -0.136, "theo": 1.3752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.55, "last_trade_time": "2026-11-09T09:30:01", "percent_change": 0.0, "prev_day_close": 1.37999999523163}, {"option": "SPY281215C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2918, "open_interest": 7.0, "volume": 0.0, "delta": 0.9962, "gamma": 0.0, "vega": 0.2229, "theta": 0.0, "rho": 3.9256, "theo": 560.2968, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 581.17, "last_trade_time": "2026-10-06T11:49:08", "percent_change": 0.0, "prev_day_close": 558.765014648438}, {"option": "SPY281215P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4543, "open_interest": 139.0, "volume": 0.0, "delta": -0.0079, "gamma": 0.0, "vega": 0.2387, "theta": -0.0065, "rho": -0.1514, "theo": 1.5305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.75, "last_trade_time": "2026-11-05T10:26:41", "percent_change": 0.0, "prev_day_close": 1.52999997138977}, {"option": "SPY281215C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3654, "open_interest": 21.0, "volume": 0.0, "delta": 0.9953, "gamma": 0.0, "vega": 0.2381, "theta": 0.0, "rho": 4.101, "theo": 551.4741, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 552.9, "last_trade_time": "2026-10-01T11:19:52", "percent_change": 0.0, "prev_day_close": 549.855010986328}, {"option": "SPY281215P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4459, "open_interest": 35.0, "volume": 0.0, "delta": -0.0088, "gamma": 0.0, "vega": 0.2626, "theta": -0.0071, "rho": -0.1674, "theo": 1.6934, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.97, "last_trade_time": "2026-08-05T12:20:33", "percent_change": 0.0, "prev_day_close": 1.68999999761581}, {"option": "SPY281215C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.362, "open_interest": 18.0, "volume": 0.0, "delta": 0.9944, "gamma": 0.0, "vega": 0.2788, "theta": 0.0, "rho": 4.2781, "theo": 542.6468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 556.0, "last_trade_time": "2026-08-11T10:29:03", "percent_change": 0.0, "prev_day_close": 540.950012207031}, {"option": "SPY281215P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4377, "open_interest": 209.0, "volume": 0.0, "delta": -0.0097, "gamma": 0.0001, "vega": 0.2876, "theta": -0.0076, "rho": -0.1853, "theo": 1.8638, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.8, "last_trade_time": "2026-10-15T11:06:40", "percent_change": 0.0, "prev_day_close": 1.86000001430511}, {"option": "SPY281215C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3572, "open_interest": 7.0, "volume": 0.0, "delta": 0.9934, "gamma": 0.0001, "vega": 0.3084, "theta": 0.0, "rho": 4.4269, "theo": 533.8477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 527.0, "last_trade_time": "2026-09-16T14:59:53", "percent_change": 0.0, "prev_day_close": 532.299987792969}, {"option": "SPY281215P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.43, "open_interest": 143.0, "volume": 0.0, "delta": -0.0108, "gamma": 0.0001, "vega": 0.3142, "theta": -0.0082, "rho": -0.2037, "theo": 2.0425, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.4, "last_trade_time": "2026-11-06T14:17:01", "percent_change": 0.0, "prev_day_close": 2.0349999666214}, {"option": "SPY281215C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3685, "open_interest": 33.0, "volume": 5.0, "delta": 0.9924, "gamma": 0.0001, "vega": 0.3317, "theta": 0.0, "rho": 4.5945, "theo": 525.0557, "change": 10.115, "open": 523.0, "high": 523.0, "low": 523.0, "tick": "no_change", "last_trade_price": 523.0, "last_trade_time": "2026-11-11T11:51:50", "percent_change": 1.97218, "prev_day_close": 523.404998779297}, {"option": "SPY281215P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4222, "open_interest": 3644.0, "volume": 2.0, "delta": -0.0118, "gamma": 0.0001, "vega": 0.3418, "theta": -0.0087, "rho": -0.2233, "theo": 2.2291, "change": -0.15, "open": 2.27, "high": 2.27, "low": 2.22, "tick": "down", "last_trade_price": 2.22, "last_trade_time": "2026-11-11T11:31:25", "percent_change": -6.32911, "prev_day_close": 2.22000002861023}, {"option": "SPY281215C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.362, "open_interest": 15.0, "volume": 0.0, "delta": 0.9912, "gamma": 0.0001, "vega": 0.3529, "theta": 0.0, "rho": 4.7626, "theo": 516.2694, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 525.74, "last_trade_time": "2026-10-27T13:20:48", "percent_change": 0.0, "prev_day_close": 514.765014648438}, {"option": "SPY281215P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4148, "open_interest": 1153.0, "volume": 0.0, "delta": -0.013, "gamma": 0.0001, "vega": 0.3701, "theta": -0.0093, "rho": -0.244, "theo": 2.424, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.61, "last_trade_time": "2026-11-09T14:20:37", "percent_change": 0.0, "prev_day_close": 2.41000008583069}, {"option": "SPY281215C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3556, "open_interest": 10.0, "volume": 0.0, "delta": 0.9901, "gamma": 0.0001, "vega": 0.3713, "theta": 0.0, "rho": 4.9322, "theo": 507.4875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 520.0, "last_trade_time": "2026-08-11T10:30:52", "percent_change": 0.0, "prev_day_close": 505.880004882812}, {"option": "SPY281215P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4074, "open_interest": 887.0, "volume": 13.0, "delta": -0.0142, "gamma": 0.0001, "vega": 0.3996, "theta": -0.0099, "rho": -0.2654, "theo": 2.6267, "change": -0.19, "open": 2.67, "high": 2.71, "low": 2.6, "tick": "down", "last_trade_price": 2.6, "last_trade_time": "2026-11-11T13:11:36", "percent_change": -6.81003, "prev_day_close": 2.61000001430511}, {"option": "SPY281215C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3593, "open_interest": 4.0, "volume": 0.0, "delta": 0.9889, "gamma": 0.0001, "vega": 0.4042, "theta": 0.0, "rho": 5.1038, "theo": 498.7032, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 499.5, "last_trade_time": "2026-09-09T11:10:33", "percent_change": 0.0, "prev_day_close": 496.994995117188}, {"option": "SPY281215P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4002, "open_interest": 53.0, "volume": 2.0, "delta": -0.0155, "gamma": 0.0001, "vega": 0.4302, "theta": -0.0104, "rho": -0.2878, "theo": 2.8389, "change": -0.115, "open": 2.9, "high": 2.9, "low": 2.9, "tick": "down", "last_trade_price": 2.9, "last_trade_time": "2026-11-11T09:41:55", "percent_change": -3.81426, "prev_day_close": 2.82499992847443}, {"option": "SPY281215C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3518, "open_interest": 6.0, "volume": 0.0, "delta": 0.9876, "gamma": 0.0001, "vega": 0.4558, "theta": 0.0, "rho": 5.2775, "theo": 489.9298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 486.0, "last_trade_time": "2026-09-10T10:08:32", "percent_change": 0.0, "prev_day_close": 488.369995117188}, {"option": "SPY281215P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3932, "open_interest": 941.0, "volume": 106.0, "delta": -0.0169, "gamma": 0.0001, "vega": 0.463, "theta": -0.011, "rho": -0.3112, "theo": 3.0586, "change": -0.155, "open": 3.11, "high": 3.14, "low": 3.1, "tick": "down", "last_trade_price": 3.1, "last_trade_time": "2026-11-11T10:04:43", "percent_change": -4.7619, "prev_day_close": 3.04499995708466}, {"option": "SPY281215C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3532, "open_interest": 91.0, "volume": 0.0, "delta": 0.9862, "gamma": 0.0001, "vega": 0.4868, "theta": 0.0, "rho": 5.4079, "theo": 481.1759, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 461.6, "last_trade_time": "2026-11-05T10:57:06", "percent_change": 0.0, "prev_day_close": 479.494995117188}, {"option": "SPY281215P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3866, "open_interest": 2594.0, "volume": 1.0, "delta": -0.0183, "gamma": 0.0001, "vega": 0.4962, "theta": -0.0116, "rho": -0.3363, "theo": 3.2895, "change": -0.125, "open": 3.38, "high": 3.38, "low": 3.38, "tick": "down", "last_trade_price": 3.38, "last_trade_time": "2026-11-11T09:45:04", "percent_change": -3.56633, "prev_day_close": 3.27499997615814}, {"option": "SPY281215C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3458, "open_interest": 19.0, "volume": 0.0, "delta": 0.9847, "gamma": 0.0001, "vega": 0.517, "theta": 0.0, "rho": 5.568, "theo": 472.4362, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 469.0, "last_trade_time": "2026-09-15T10:43:49", "percent_change": 0.0, "prev_day_close": 470.880004882812}, {"option": "SPY281215P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3799, "open_interest": 968.0, "volume": 2.0, "delta": -0.0198, "gamma": 0.0001, "vega": 0.5318, "theta": -0.0123, "rho": -0.3639, "theo": 3.5312, "change": -0.165, "open": 3.6, "high": 3.6, "low": 3.6, "tick": "down", "last_trade_price": 3.6, "last_trade_time": "2026-11-11T09:51:22", "percent_change": -4.38247, "prev_day_close": 3.51999998092651}, {"option": "SPY281215C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3448, "open_interest": 121.0, "volume": 0.0, "delta": 0.9831, "gamma": 0.0001, "vega": 0.5451, "theta": 0.0, "rho": 5.7284, "theo": 463.7054, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 473.2, "last_trade_time": "2026-10-28T09:50:11", "percent_change": 0.0, "prev_day_close": 462.020004272461}, {"option": "SPY281215P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3734, "open_interest": 1033.0, "volume": 0.0, "delta": -0.0215, "gamma": 0.0001, "vega": 0.568, "theta": -0.0129, "rho": -0.3909, "theo": 3.7842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.86, "last_trade_time": "2026-10-28T09:39:29", "percent_change": 0.0, "prev_day_close": 3.77499997615814}, {"option": "SPY281215C00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3411, "open_interest": 13.0, "volume": 0.0, "delta": 0.9823, "gamma": 0.0001, "vega": 0.5582, "theta": 0.0, "rho": 5.809, "theo": 459.3481, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 464.07, "last_trade_time": "2026-11-04T10:31:59", "percent_change": 0.0, "prev_day_close": 457.839996337891}, {"option": "SPY281215P00325000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3701, "open_interest": 95.0, "volume": 0.0, "delta": -0.0223, "gamma": 0.0001, "vega": 0.586, "theta": -0.0132, "rho": -0.4058, "theo": 3.9151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.8, "last_trade_time": "2026-10-14T13:48:31", "percent_change": 0.0, "prev_day_close": 3.91000008583069}, {"option": "SPY281215C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3374, "open_interest": 26.0, "volume": 0.0, "delta": 0.9815, "gamma": 0.0001, "vega": 0.5703, "theta": 0.0, "rho": 5.8902, "theo": 454.9877, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 441.22, "last_trade_time": "2026-11-10T11:24:40", "percent_change": 0.0, "prev_day_close": 453.414993286133}, {"option": "SPY281215P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.367, "open_interest": 214.0, "volume": 0.0, "delta": -0.0232, "gamma": 0.0001, "vega": 0.6052, "theta": -0.0135, "rho": -0.4202, "theo": 4.0491, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.45, "last_trade_time": "2026-11-10T09:34:34", "percent_change": 0.0, "prev_day_close": 4.04000020027161}, {"option": "SPY281215C00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3397, "open_interest": 9.0, "volume": 0.0, "delta": 0.9806, "gamma": 0.0001, "vega": 0.5816, "theta": 0.0, "rho": 5.9718, "theo": 450.6291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 435.5, "last_trade_time": "2026-06-08T11:32:07", "percent_change": 0.0, "prev_day_close": 448.990005493164}, {"option": "SPY281215P00335000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3639, "open_interest": 29.0, "volume": 0.0, "delta": -0.0241, "gamma": 0.0001, "vega": 0.6252, "theta": -0.0138, "rho": -0.4359, "theo": 4.1865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.23, "last_trade_time": "2026-09-15T13:01:02", "percent_change": 0.0, "prev_day_close": 4.1800000667572}, {"option": "SPY281215C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3362, "open_interest": 22.0, "volume": 0.0, "delta": 0.9798, "gamma": 0.0001, "vega": 0.6043, "theta": 0.0, "rho": 6.0541, "theo": 446.267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 432.36, "last_trade_time": "2026-11-10T11:18:37", "percent_change": 0.0, "prev_day_close": 444.815002441406}, {"option": "SPY281215P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3608, "open_interest": 622.0, "volume": 12.0, "delta": -0.025, "gamma": 0.0001, "vega": 0.6454, "theta": -0.0142, "rho": -0.4507, "theo": 4.3284, "change": -0.29, "open": 4.44, "high": 4.46, "low": 4.34, "tick": "down", "last_trade_price": 4.34, "last_trade_time": "2026-11-11T15:09:57", "percent_change": -6.2635, "prev_day_close": 4.32500004768372}, {"option": "SPY281215C00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3324, "open_interest": 4.0, "volume": 0.0, "delta": 0.9789, "gamma": 0.0001, "vega": 0.6333, "theta": 0.0, "rho": 6.1372, "theo": 441.9113, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 439.0, "last_trade_time": "2026-09-15T10:39:54", "percent_change": 0.0, "prev_day_close": 440.395004272461}, {"option": "SPY281215P00345000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3577, "open_interest": 77.0, "volume": 0.0, "delta": -0.026, "gamma": 0.0002, "vega": 0.6655, "theta": -0.0145, "rho": -0.4668, "theo": 4.4732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.0, "last_trade_time": "2026-10-30T14:53:21", "percent_change": 0.0, "prev_day_close": 4.47000002861023}, {"option": "SPY281215C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3335, "open_interest": 93.0, "volume": 0.0, "delta": 0.978, "gamma": 0.0002, "vega": 0.6649, "theta": 0.0, "rho": 6.2209, "theo": 437.5566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 423.0, "last_trade_time": "2026-11-09T09:51:50", "percent_change": 0.0, "prev_day_close": 435.970001220703}, {"option": "SPY281215P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3546, "open_interest": 721.0, "volume": 12.0, "delta": -0.027, "gamma": 0.0002, "vega": 0.6856, "theta": -0.0148, "rho": -0.4831, "theo": 4.6219, "change": -0.345, "open": 4.76, "high": 4.76, "low": 4.6, "tick": "down", "last_trade_price": 4.6, "last_trade_time": "2026-11-11T13:22:24", "percent_change": -6.97674, "prev_day_close": 4.62000012397766}, {"option": "SPY281215C00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3298, "open_interest": 14.0, "volume": 0.0, "delta": 0.977, "gamma": 0.0002, "vega": 0.6944, "theta": 0.0, "rho": 6.2606, "theo": 433.2079, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 432.93, "last_trade_time": "2026-09-16T14:00:16", "percent_change": 0.0, "prev_day_close": 431.554992675781}, {"option": "SPY281215P00355000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3518, "open_interest": 28.0, "volume": 0.0, "delta": -0.028, "gamma": 0.0002, "vega": 0.7067, "theta": -0.0152, "rho": -0.5006, "theo": 4.7744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.99, "last_trade_time": "2026-11-02T12:26:57", "percent_change": 0.0, "prev_day_close": 4.77499985694885}, {"option": "SPY281215C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3262, "open_interest": 11.0, "volume": 0.0, "delta": 0.976, "gamma": 0.0002, "vega": 0.7146, "theta": 0.0, "rho": 6.3355, "theo": 428.8724, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 438.59, "last_trade_time": "2026-10-29T11:32:18", "percent_change": 0.0, "prev_day_close": 427.384994506836}, {"option": "SPY281215P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3488, "open_interest": 108.0, "volume": 0.0, "delta": -0.029, "gamma": 0.0002, "vega": 0.7296, "theta": -0.0155, "rho": -0.5187, "theo": 4.9292, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.81, "last_trade_time": "2026-11-04T10:09:30", "percent_change": 0.0, "prev_day_close": 4.92999982833862}, {"option": "SPY281215C00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3226, "open_interest": 1.0, "volume": 0.0, "delta": 0.975, "gamma": 0.0002, "vega": 0.7348, "theta": 0.0, "rho": 6.41, "theo": 424.5409, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 386.12, "last_trade_time": "2026-05-04T09:45:58", "percent_change": 0.0, "prev_day_close": 422.970001220703}, {"option": "SPY281215P00365000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3459, "open_interest": 61.0, "volume": 0.0, "delta": -0.0301, "gamma": 0.0002, "vega": 0.753, "theta": -0.0159, "rho": -0.5347, "theo": 5.0912, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.55, "last_trade_time": "2026-11-09T10:34:59", "percent_change": 0.0, "prev_day_close": 5.09000015258789}, {"option": "SPY281215C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3234, "open_interest": 11.0, "volume": 0.0, "delta": 0.974, "gamma": 0.0002, "vega": 0.7548, "theta": 0.0, "rho": 6.4842, "theo": 420.2133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 406.36, "last_trade_time": "2026-11-10T13:58:55", "percent_change": 0.0, "prev_day_close": 418.559997558594}, {"option": "SPY281215P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3429, "open_interest": 141.0, "volume": 1.0, "delta": -0.0312, "gamma": 0.0002, "vega": 0.7752, "theta": -0.0162, "rho": -0.5529, "theo": 5.2558, "change": -0.43, "open": 5.21, "high": 5.21, "low": 5.21, "tick": "down", "last_trade_price": 5.21, "last_trade_time": "2026-11-11T13:42:48", "percent_change": -7.62411, "prev_day_close": 5.25999999046326}, {"option": "SPY281215C00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3198, "open_interest": 16.0, "volume": 0.0, "delta": 0.9728, "gamma": 0.0002, "vega": 0.7744, "theta": 0.0, "rho": 6.5583, "theo": 415.8948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 430.0, "last_trade_time": "2026-09-23T09:43:10", "percent_change": 0.0, "prev_day_close": 414.399993896484}, {"option": "SPY281215P00375000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3402, "open_interest": 84.0, "volume": 0.0, "delta": -0.0323, "gamma": 0.0002, "vega": 0.7977, "theta": -0.0166, "rho": -0.5729, "theo": 5.4288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.96, "last_trade_time": "2026-11-10T09:43:17", "percent_change": 0.0, "prev_day_close": 5.42999982833862}, {"option": "SPY281215C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3203, "open_interest": 20.0, "volume": 0.0, "delta": 0.9717, "gamma": 0.0002, "vega": 0.7935, "theta": 0.0, "rho": 6.6323, "theo": 411.5754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 413.0, "last_trade_time": "2026-10-22T14:53:04", "percent_change": 0.0, "prev_day_close": 409.990005493164}, {"option": "SPY281215P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3373, "open_interest": 213.0, "volume": 10.0, "delta": -0.0335, "gamma": 0.0002, "vega": 0.8213, "theta": -0.0169, "rho": -0.5932, "theo": 5.6035, "change": -0.345, "open": 5.67, "high": 5.67, "low": 5.67, "tick": "down", "last_trade_price": 5.67, "last_trade_time": "2026-11-11T09:33:26", "percent_change": -5.73566, "prev_day_close": 5.59999990463257}, {"option": "SPY281215C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3169, "open_interest": 6.0, "volume": 0.0, "delta": 0.9706, "gamma": 0.0002, "vega": 0.8118, "theta": 0.0, "rho": 6.7065, "theo": 407.2601, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 383.57, "last_trade_time": "2026-05-12T11:12:16", "percent_change": 0.0, "prev_day_close": 405.585006713867}, {"option": "SPY281215P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3345, "open_interest": 80.0, "volume": 0.0, "delta": -0.0347, "gamma": 0.0002, "vega": 0.8457, "theta": -0.0173, "rho": -0.6136, "theo": 5.7835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.15, "last_trade_time": "2026-11-05T15:29:16", "percent_change": 0.0, "prev_day_close": 5.78499984741211}, {"option": "SPY281215C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3134, "open_interest": 2.0, "volume": 0.0, "delta": 0.9694, "gamma": 0.0002, "vega": 0.8291, "theta": 0.0, "rho": 6.7811, "theo": 402.9438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 339.84, "last_trade_time": "2026-02-09T11:24:20", "percent_change": 0.0, "prev_day_close": 401.429992675781}, {"option": "SPY281215P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3317, "open_interest": 117.0, "volume": 2.0, "delta": -0.036, "gamma": 0.0002, "vega": 0.8713, "theta": -0.0177, "rho": -0.6338, "theo": 5.9687, "change": -0.47, "open": 6.04, "high": 6.04, "low": 5.94, "tick": "down", "last_trade_price": 5.94, "last_trade_time": "2026-11-11T13:28:18", "percent_change": -7.33229, "prev_day_close": 5.97000002861023}, {"option": "SPY281215C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3134, "open_interest": 2.0, "volume": 0.0, "delta": 0.9682, "gamma": 0.0002, "vega": 0.8454, "theta": 0.0, "rho": 6.8564, "theo": 398.6363, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 360.89, "last_trade_time": "2026-05-04T09:44:40", "percent_change": 0.0, "prev_day_close": 397.029998779297}, {"option": "SPY281215P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.329, "open_interest": 21.0, "volume": 0.0, "delta": -0.0373, "gamma": 0.0002, "vega": 0.8967, "theta": -0.018, "rho": -0.6547, "theo": 6.1592, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.14, "last_trade_time": "2026-10-01T14:27:09", "percent_change": 0.0, "prev_day_close": 6.16499996185303}, {"option": "SPY281215C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3098, "open_interest": 106.0, "volume": 0.0, "delta": 0.9669, "gamma": 0.0002, "vega": 0.8604, "theta": 0.0, "rho": 6.9325, "theo": 394.3324, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 382.89, "last_trade_time": "2026-11-10T09:56:53", "percent_change": 0.0, "prev_day_close": 392.884994506836}, {"option": "SPY281215P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3263, "open_interest": 1530.0, "volume": 8.0, "delta": -0.0386, "gamma": 0.0002, "vega": 0.9219, "theta": -0.0184, "rho": -0.6757, "theo": 6.3584, "change": -0.475, "open": 6.58, "high": 6.58, "low": 6.33, "tick": "up", "last_trade_price": 6.36, "last_trade_time": "2026-11-11T15:58:48", "percent_change": -6.94952, "prev_day_close": 6.35500001907349}, {"option": "SPY281215C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3064, "open_interest": 7.0, "volume": 0.0, "delta": 0.9656, "gamma": 0.0002, "vega": 0.8945, "theta": 0.0, "rho": 7.0095, "theo": 390.0318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 399.19, "last_trade_time": "2026-10-29T11:35:46", "percent_change": 0.0, "prev_day_close": 388.490005493164}, {"option": "SPY281215P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3238, "open_interest": 330.0, "volume": 0.0, "delta": -0.04, "gamma": 0.0002, "vega": 0.947, "theta": -0.0188, "rho": -0.6987, "theo": 6.5621, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.94, "last_trade_time": "2026-09-09T10:51:03", "percent_change": 0.0, "prev_day_close": 6.56000018119812}, {"option": "SPY281215C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3061, "open_interest": 151.0, "volume": 0.0, "delta": 0.9643, "gamma": 0.0002, "vega": 0.9325, "theta": 0.0, "rho": 7.0876, "theo": 385.7343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 395.87, "last_trade_time": "2026-10-28T11:21:36", "percent_change": 0.0, "prev_day_close": 384.095001220703}, {"option": "SPY281215P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3212, "open_interest": 1336.0, "volume": 0.0, "delta": -0.0414, "gamma": 0.0003, "vega": 0.9748, "theta": -0.0192, "rho": -0.7221, "theo": 6.7717, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.44, "last_trade_time": "2026-11-05T13:05:52", "percent_change": 0.0, "prev_day_close": 6.76999998092651}, {"option": "SPY281215C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3027, "open_interest": 32.0, "volume": 0.0, "delta": 0.963, "gamma": 0.0003, "vega": 0.9741, "theta": 0.0, "rho": 7.1669, "theo": 381.4395, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 391.07, "last_trade_time": "2026-10-29T11:32:18", "percent_change": 0.0, "prev_day_close": 379.955001831055}, {"option": "SPY281215P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3186, "open_interest": 191.0, "volume": 0.0, "delta": -0.0429, "gamma": 0.0003, "vega": 1.004, "theta": -0.0196, "rho": -0.7459, "theo": 6.9873, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.21, "last_trade_time": "2026-10-26T14:35:59", "percent_change": 0.0, "prev_day_close": 6.98499989509582}, {"option": "SPY281215C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3024, "open_interest": 31.0, "volume": 0.0, "delta": 0.9615, "gamma": 0.0003, "vega": 1.0068, "theta": 0.0, "rho": 7.1826, "theo": 377.1601, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 378.01, "last_trade_time": "2026-09-15T10:00:21", "percent_change": 0.0, "prev_day_close": 375.570007324219}, {"option": "SPY281215P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.316, "open_interest": 401.0, "volume": 0.0, "delta": -0.0445, "gamma": 0.0003, "vega": 1.0327, "theta": -0.02, "rho": -0.7685, "theo": 7.2112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.59, "last_trade_time": "2026-11-05T12:26:53", "percent_change": 0.0, "prev_day_close": 7.21000003814697}, {"option": "SPY281215C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.299, "open_interest": 12.0, "volume": 0.0, "delta": 0.96, "gamma": 0.0003, "vega": 1.0334, "theta": 0.0, "rho": 7.2487, "theo": 372.8985, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 364.76, "last_trade_time": "2026-11-09T15:17:49", "percent_change": 0.0, "prev_day_close": 371.440002441406}, {"option": "SPY281215P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3135, "open_interest": 282.0, "volume": 0.0, "delta": -0.046, "gamma": 0.0003, "vega": 1.0607, "theta": -0.0204, "rho": -0.7928, "theo": 7.4412, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.05, "last_trade_time": "2026-10-30T15:46:31", "percent_change": 0.0, "prev_day_close": 7.43499994277954}, {"option": "SPY281215C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2985, "open_interest": 3.0, "volume": 0.0, "delta": 0.9585, "gamma": 0.0003, "vega": 1.0599, "theta": 0.0, "rho": 7.3142, "theo": 368.6385, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 387.27, "last_trade_time": "2026-10-07T14:13:23", "percent_change": 0.0, "prev_day_close": 367.059997558594}, {"option": "SPY281215P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3111, "open_interest": 1497.0, "volume": 0.0, "delta": -0.0476, "gamma": 0.0003, "vega": 1.0889, "theta": -0.0209, "rho": -0.8196, "theo": 7.6805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.26, "last_trade_time": "2026-11-10T15:39:03", "percent_change": 0.0, "prev_day_close": 7.67499995231628}, {"option": "SPY281215C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2952, "open_interest": 20.0, "volume": 0.0, "delta": 0.9569, "gamma": 0.0003, "vega": 1.0861, "theta": 0.0, "rho": 7.3792, "theo": 364.3853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 383.15, "last_trade_time": "2026-10-07T14:13:23", "percent_change": 0.0, "prev_day_close": 362.934997558594}, {"option": "SPY281215P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3087, "open_interest": 278.0, "volume": 0.0, "delta": -0.0493, "gamma": 0.0003, "vega": 1.1194, "theta": -0.0213, "rho": -0.847, "theo": 7.9271, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.5, "last_trade_time": "2026-11-06T13:48:40", "percent_change": 0.0, "prev_day_close": 7.92499995231628}, {"option": "SPY281215C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2947, "open_interest": 10.0, "volume": 0.0, "delta": 0.9553, "gamma": 0.0003, "vega": 1.1118, "theta": 0.0, "rho": 7.444, "theo": 360.134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 381.26, "last_trade_time": "2026-10-06T10:06:05", "percent_change": 0.0, "prev_day_close": 358.559997558594}, {"option": "SPY281215P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3063, "open_interest": 841.0, "volume": 0.0, "delta": -0.0511, "gamma": 0.0003, "vega": 1.1517, "theta": -0.0217, "rho": -0.8756, "theo": 8.1787, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.83, "last_trade_time": "2026-11-09T14:24:04", "percent_change": 0.0, "prev_day_close": 8.16999959945679}, {"option": "SPY281215C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2914, "open_interest": 3.0, "volume": 0.0, "delta": 0.9536, "gamma": 0.0003, "vega": 1.1365, "theta": 0.0, "rho": 7.5089, "theo": 355.8943, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 367.2, "last_trade_time": "2026-09-23T13:17:53", "percent_change": 0.0, "prev_day_close": 354.445007324219}, {"option": "SPY281215P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3039, "open_interest": 658.0, "volume": 0.0, "delta": -0.0529, "gamma": 0.0003, "vega": 1.1838, "theta": -0.0222, "rho": -0.9038, "theo": 8.4411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.4, "last_trade_time": "2026-11-10T09:30:50", "percent_change": 0.0, "prev_day_close": 8.44000005722046}, {"option": "SPY281215C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2905, "open_interest": 81.0, "volume": 0.0, "delta": 0.9519, "gamma": 0.0003, "vega": 1.16, "theta": 0.0, "rho": 7.5742, "theo": 351.6614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 335.15, "last_trade_time": "2026-11-05T11:27:03", "percent_change": 0.0, "prev_day_close": 350.080001831055}, {"option": "SPY281215P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3016, "open_interest": 1186.0, "volume": 10.0, "delta": -0.0547, "gamma": 0.0004, "vega": 1.2154, "theta": -0.0226, "rho": -0.9333, "theo": 8.7113, "change": -0.4, "open": 8.99, "high": 8.99, "low": 8.99, "tick": "down", "last_trade_price": 8.99, "last_trade_time": "2026-11-11T10:13:16", "percent_change": -4.25985, "prev_day_close": 8.71000003814697}, {"option": "SPY281215C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2873, "open_interest": 16.0, "volume": 0.0, "delta": 0.9501, "gamma": 0.0003, "vega": 1.182, "theta": 0.0, "rho": 7.6403, "theo": 347.4348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 364.28, "last_trade_time": "2026-10-08T11:00:08", "percent_change": 0.0, "prev_day_close": 345.970001220703}, {"option": "SPY281215P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2993, "open_interest": 407.0, "volume": 0.0, "delta": -0.0566, "gamma": 0.0004, "vega": 1.2473, "theta": -0.0231, "rho": -0.963, "theo": 8.9908, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.48, "last_trade_time": "2026-11-09T09:30:49", "percent_change": 0.0, "prev_day_close": 8.99000024795532}, {"option": "SPY281215C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2864, "open_interest": 131.0, "volume": 0.0, "delta": 0.9483, "gamma": 0.0004, "vega": 1.2023, "theta": 0.0, "rho": 7.7076, "theo": 343.2143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 349.24, "last_trade_time": "2026-10-27T10:05:42", "percent_change": 0.0, "prev_day_close": 341.619995117188}, {"option": "SPY281215P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.297, "open_interest": 1130.0, "volume": 0.0, "delta": -0.0586, "gamma": 0.0004, "vega": 1.2811, "theta": -0.0235, "rho": -0.9947, "theo": 9.2811, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 11.45, "last_trade_time": "2026-11-05T15:10:25", "percent_change": 0.0, "prev_day_close": 9.28000020980835}, {"option": "SPY281215C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2832, "open_interest": 16.0, "volume": 0.0, "delta": 0.9464, "gamma": 0.0004, "vega": 1.2393, "theta": 0.0, "rho": 7.7764, "theo": 338.9993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 353.0, "last_trade_time": "2026-08-07T10:28:48", "percent_change": 0.0, "prev_day_close": 337.514999389648}, {"option": "SPY281215P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2948, "open_interest": 74.0, "volume": 0.0, "delta": -0.0606, "gamma": 0.0004, "vega": 1.3171, "theta": -0.024, "rho": -1.0254, "theo": 9.5788, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.21, "last_trade_time": "2026-10-15T11:19:32", "percent_change": 0.0, "prev_day_close": 9.58000040054321}, {"option": "SPY281215C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2822, "open_interest": 3.0, "volume": 0.0, "delta": 0.9445, "gamma": 0.0004, "vega": 1.287, "theta": 0.0, "rho": 7.847, "theo": 334.7894, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 339.6, "last_trade_time": "2026-09-11T09:52:38", "percent_change": 0.0, "prev_day_close": 333.169998168945}, {"option": "SPY281215P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2926, "open_interest": 200.0, "volume": 0.0, "delta": -0.0627, "gamma": 0.0004, "vega": 1.3523, "theta": -0.0245, "rho": -1.0553, "theo": 9.8866, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.89, "last_trade_time": "2026-11-06T13:48:30", "percent_change": 0.0, "prev_day_close": 9.8899998664856}, {"option": "SPY281215C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2791, "open_interest": 40.0, "volume": 0.0, "delta": 0.9426, "gamma": 0.0004, "vega": 1.3396, "theta": 0.0, "rho": 7.9194, "theo": 330.5839, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 338.63, "last_trade_time": "2026-10-29T12:41:44", "percent_change": 0.0, "prev_day_close": 329.080001831055}, {"option": "SPY281215P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2904, "open_interest": 747.0, "volume": 0.0, "delta": -0.0649, "gamma": 0.0004, "vega": 1.3863, "theta": -0.025, "rho": -1.0883, "theo": 10.206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.9, "last_trade_time": "2026-11-10T15:55:34", "percent_change": 0.0, "prev_day_close": 10.2050004005432}, {"option": "SPY281215C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 5.0, "volume": 0.0, "delta": 0.9405, "gamma": 0.0004, "vega": 1.3803, "theta": 0.0, "rho": 7.9086, "theo": 326.3999, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 345.96, "last_trade_time": "2026-10-09T15:02:54", "percent_change": 0.0, "prev_day_close": 324.994995117188}, {"option": "SPY281215P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2883, "open_interest": 145.0, "volume": 0.0, "delta": -0.0672, "gamma": 0.0004, "vega": 1.4203, "theta": -0.0255, "rho": -1.124, "theo": 10.5329, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.26, "last_trade_time": "2026-10-23T10:22:31", "percent_change": 0.0, "prev_day_close": 10.5350003242493}, {"option": "SPY281215C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.277, "open_interest": 18.0, "volume": 0.0, "delta": 0.9384, "gamma": 0.0004, "vega": 1.414, "theta": 0.0, "rho": 7.9627, "theo": 322.2374, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 319.53, "last_trade_time": "2026-06-16T11:33:00", "percent_change": 0.0, "prev_day_close": 320.664993286133}, {"option": "SPY281215P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 278.0, "volume": 0.0, "delta": -0.0695, "gamma": 0.0004, "vega": 1.4565, "theta": -0.026, "rho": -1.1595, "theo": 10.8744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.67, "last_trade_time": "2026-10-15T10:43:15", "percent_change": 0.0, "prev_day_close": 10.875}, {"option": "SPY281215C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 5.0, "volume": 0.0, "delta": 0.9362, "gamma": 0.0004, "vega": 1.4476, "theta": 0.0, "rho": 8.0158, "theo": 318.0795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 335.5, "last_trade_time": "2026-10-08T12:17:30", "percent_change": 0.0, "prev_day_close": 316.585006713867}, {"option": "SPY281215P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2841, "open_interest": 76.0, "volume": 0.0, "delta": -0.0719, "gamma": 0.0005, "vega": 1.4962, "theta": -0.0265, "rho": -1.1974, "theo": 11.224, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.44, "last_trade_time": "2026-11-06T12:30:47", "percent_change": 0.0, "prev_day_close": 11.2199997901916}, {"option": "SPY281215C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2728, "open_interest": 7.0, "volume": 0.0, "delta": 0.9339, "gamma": 0.0004, "vega": 1.4807, "theta": 0.0, "rho": 8.0684, "theo": 313.9264, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 314.4, "last_trade_time": "2026-09-14T10:25:07", "percent_change": 0.0, "prev_day_close": 312.514999389648}, {"option": "SPY281215P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.282, "open_interest": 25.0, "volume": 0.0, "delta": -0.0743, "gamma": 0.0005, "vega": 1.5364, "theta": -0.027, "rho": -1.2338, "theo": 11.5844, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 11.14, "last_trade_time": "2026-09-29T10:50:22", "percent_change": 0.0, "prev_day_close": 11.5900001525879}, {"option": "SPY281215C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2715, "open_interest": 200.0, "volume": 1.0, "delta": 0.9316, "gamma": 0.0005, "vega": 1.5128, "theta": 0.0, "rho": 8.1207, "theo": 309.7879, "change": 6.66, "open": 304.86, "high": 304.86, "low": 304.86, "tick": "up", "last_trade_price": 304.86, "last_trade_time": "2026-11-11T09:34:49", "percent_change": 2.2334, "prev_day_close": 308.199996948242}, {"option": "SPY281215P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.28, "open_interest": 1247.0, "volume": 33.0, "delta": -0.0768, "gamma": 0.0005, "vega": 1.5748, "theta": -0.0275, "rho": -1.2709, "theo": 11.9537, "change": -0.985, "open": 12.36, "high": 12.36, "low": 11.9, "tick": "down", "last_trade_price": 11.93, "last_trade_time": "2026-11-11T15:59:46", "percent_change": -7.62679, "prev_day_close": 11.960000038147}, {"option": "SPY281215C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2684, "open_interest": 5.0, "volume": 0.0, "delta": 0.9292, "gamma": 0.0005, "vega": 1.5436, "theta": 0.0, "rho": 8.1734, "theo": 305.6588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 283.0, "last_trade_time": "2026-11-06T15:15:21", "percent_change": 0.0, "prev_day_close": 304.139999389648}, {"option": "SPY281215P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.278, "open_interest": 233.0, "volume": 0.0, "delta": -0.0795, "gamma": 0.0005, "vega": 1.6141, "theta": -0.028, "rho": -1.3117, "theo": 12.3438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.23, "last_trade_time": "2026-10-27T11:23:42", "percent_change": 0.0, "prev_day_close": 12.3450002670288}, {"option": "SPY281215C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2671, "open_interest": 30.0, "volume": 0.0, "delta": 0.9267, "gamma": 0.0005, "vega": 1.5725, "theta": 0.0, "rho": 8.227, "theo": 301.5389, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 318.13, "last_trade_time": "2026-09-22T15:41:31", "percent_change": 0.0, "prev_day_close": 300.085006713867}, {"option": "SPY281215P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.276, "open_interest": 62.0, "volume": 2.0, "delta": -0.0822, "gamma": 0.0005, "vega": 1.6546, "theta": -0.0285, "rho": -1.3522, "theo": 12.7351, "change": -1.01, "open": 12.75, "high": 12.75, "low": 12.75, "tick": "down", "last_trade_price": 12.75, "last_trade_time": "2026-11-11T14:22:58", "percent_change": -7.34011, "prev_day_close": 12.7449998855591}, {"option": "SPY281215C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2657, "open_interest": 11.0, "volume": 0.0, "delta": 0.9242, "gamma": 0.0005, "vega": 1.5992, "theta": 0.0, "rho": 8.2822, "theo": 297.4276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 313.17, "last_trade_time": "2026-09-22T13:42:55", "percent_change": 0.0, "prev_day_close": 296.035003662109}, {"option": "SPY281215P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 259.0, "volume": 0.0, "delta": -0.0849, "gamma": 0.0005, "vega": 1.6979, "theta": -0.0291, "rho": -1.3939, "theo": 13.1443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.3, "last_trade_time": "2026-11-09T14:30:09", "percent_change": 0.0, "prev_day_close": 13.1499996185303}, {"option": "SPY281215C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2643, "open_interest": 64.0, "volume": 0.0, "delta": 0.9216, "gamma": 0.0005, "vega": 1.6286, "theta": 0.0, "rho": 8.3394, "theo": 293.3243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 303.27, "last_trade_time": "2026-10-20T12:14:24", "percent_change": 0.0, "prev_day_close": 291.740005493164}, {"option": "SPY281215P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.272, "open_interest": 237.0, "volume": 0.0, "delta": -0.0878, "gamma": 0.0006, "vega": 1.7392, "theta": -0.0296, "rho": -1.4345, "theo": 13.5678, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.92, "last_trade_time": "2026-11-10T09:34:59", "percent_change": 0.0, "prev_day_close": 13.5699996948242}, {"option": "SPY281215C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2629, "open_interest": 39.0, "volume": 0.0, "delta": 0.919, "gamma": 0.0005, "vega": 1.6844, "theta": 0.0, "rho": 8.3993, "theo": 289.228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 269.29, "last_trade_time": "2026-11-06T10:01:26", "percent_change": 0.0, "prev_day_close": 287.705001831055}, {"option": "SPY281215P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2701, "open_interest": 747.0, "volume": 1.0, "delta": -0.0908, "gamma": 0.0006, "vega": 1.7792, "theta": -0.0302, "rho": -1.4772, "theo": 14.0064, "change": -1.045, "open": 14.09, "high": 14.09, "low": 14.09, "tick": "down", "last_trade_price": 14.09, "last_trade_time": "2026-11-11T12:00:47", "percent_change": -6.90453, "prev_day_close": 14.0100002288818}, {"option": "SPY281215C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.26, "open_interest": 19.0, "volume": 0.0, "delta": 0.9163, "gamma": 0.0006, "vega": 1.7463, "theta": 0.0, "rho": 8.462, "theo": 285.1378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 305.94, "last_trade_time": "2026-10-06T10:15:35", "percent_change": 0.0, "prev_day_close": 283.669998168945}, {"option": "SPY281215P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2682, "open_interest": 348.0, "volume": 0.0, "delta": -0.0938, "gamma": 0.0006, "vega": 1.8189, "theta": -0.0307, "rho": -1.5216, "theo": 14.4566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.18, "last_trade_time": "2026-11-02T12:32:36", "percent_change": 0.0, "prev_day_close": 14.4549999237061}, {"option": "SPY281215C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2586, "open_interest": 32.0, "volume": 0.0, "delta": 0.9135, "gamma": 0.0006, "vega": 1.801, "theta": 0.0, "rho": 8.4266, "theo": 281.067, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 258.57, "last_trade_time": "2026-11-06T10:41:58", "percent_change": 0.0, "prev_day_close": 279.645004272461}, {"option": "SPY281215P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2663, "open_interest": 5210.0, "volume": 1.0, "delta": -0.097, "gamma": 0.0006, "vega": 1.8621, "theta": -0.0313, "rho": -1.5677, "theo": 14.9193, "change": -1.18, "open": 14.93, "high": 14.93, "low": 14.93, "tick": "down", "last_trade_price": 14.93, "last_trade_time": "2026-11-11T15:11:14", "percent_change": -7.32465, "prev_day_close": 14.9200000762939}, {"option": "SPY281215C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2571, "open_interest": 7.0, "volume": 0.0, "delta": 0.9106, "gamma": 0.0006, "vega": 1.8413, "theta": 0.0, "rho": 8.4661, "theo": 277.023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 257.69, "last_trade_time": "2026-11-06T10:14:27", "percent_change": 0.0, "prev_day_close": 275.509994506836}, {"option": "SPY281215P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2644, "open_interest": 444.0, "volume": 0.0, "delta": -0.1002, "gamma": 0.0006, "vega": 1.9098, "theta": -0.0318, "rho": -1.6122, "theo": 15.3945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 17.35, "last_trade_time": "2026-11-05T10:23:13", "percent_change": 0.0, "prev_day_close": 15.3949999809265}, {"option": "SPY281215C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2556, "open_interest": 13.0, "volume": 0.0, "delta": 0.9076, "gamma": 0.0006, "vega": 1.8814, "theta": 0.0, "rho": 8.5044, "theo": 272.9913, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 258.54, "last_trade_time": "2026-11-10T13:21:25", "percent_change": 0.0, "prev_day_close": 271.479995727539}, {"option": "SPY281215P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2626, "open_interest": 276.0, "volume": 0.0, "delta": -0.1036, "gamma": 0.0007, "vega": 1.9549, "theta": -0.0324, "rho": -1.6566, "theo": 15.8863, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 19.87, "last_trade_time": "2026-11-05T15:38:23", "percent_change": 0.0, "prev_day_close": 15.8850002288818}, {"option": "SPY281215C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.254, "open_interest": 152.0, "volume": 0.0, "delta": 0.9045, "gamma": 0.0006, "vega": 1.9208, "theta": 0.0, "rho": 8.5418, "theo": 268.9719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 244.95, "last_trade_time": "2026-11-06T12:37:46", "percent_change": 0.0, "prev_day_close": 267.460006713867}, {"option": "SPY281215P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2607, "open_interest": 3103.0, "volume": 16.0, "delta": -0.107, "gamma": 0.0007, "vega": 1.9989, "theta": -0.033, "rho": -1.7092, "theo": 16.3953, "change": -1.36, "open": 16.89, "high": 16.89, "low": 16.3, "tick": "no_change", "last_trade_price": 16.34, "last_trade_time": "2026-11-11T14:48:48", "percent_change": -7.68362, "prev_day_close": 16.3899993896484}, {"option": "SPY281215C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2524, "open_interest": 142.0, "volume": 0.0, "delta": 0.9013, "gamma": 0.0006, "vega": 1.9591, "theta": -0.0004, "rho": 8.579, "theo": 264.9648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 246.0, "last_trade_time": "2026-11-09T09:32:44", "percent_change": 0.0, "prev_day_close": 263.610000610352}, {"option": "SPY281215P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2589, "open_interest": 214.0, "volume": 3.0, "delta": -0.1105, "gamma": 0.0007, "vega": 2.0443, "theta": -0.0336, "rho": -1.7598, "theo": 16.9167, "change": -1.045, "open": 17.22, "high": 17.22, "low": 17.22, "tick": "down", "last_trade_price": 17.22, "last_trade_time": "2026-11-11T11:00:47", "percent_change": -5.72133, "prev_day_close": 16.9099998474121}, {"option": "SPY281215C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2507, "open_interest": 46.0, "volume": 4.0, "delta": 0.8981, "gamma": 0.0007, "vega": 1.9956, "theta": -0.0014, "rho": 8.6168, "theo": 260.9697, "change": 9.58, "open": 258.93, "high": 258.93, "low": 258.93, "tick": "down", "last_trade_price": 258.93, "last_trade_time": "2026-11-11T11:41:10", "percent_change": 3.84199, "prev_day_close": 259.619995117188}, {"option": "SPY281215P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2571, "open_interest": 259.0, "volume": 0.0, "delta": -0.1142, "gamma": 0.0007, "vega": 2.0942, "theta": -0.0342, "rho": -1.8148, "theo": 17.4566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 21.45, "last_trade_time": "2026-11-05T15:26:43", "percent_change": 0.0, "prev_day_close": 17.4500007629395}, {"option": "SPY281215C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2491, "open_interest": 9.0, "volume": 0.0, "delta": 0.8948, "gamma": 0.0007, "vega": 2.0298, "theta": -0.0024, "rho": 8.656, "theo": 256.9861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 249.61, "last_trade_time": "2026-10-30T15:41:42", "percent_change": 0.0, "prev_day_close": 255.634994506836}, {"option": "SPY281215P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2553, "open_interest": 292.0, "volume": 41.0, "delta": -0.1179, "gamma": 0.0008, "vega": 2.1433, "theta": -0.0347, "rho": -1.8638, "theo": 18.0082, "change": -1.545, "open": 17.96, "high": 17.96, "low": 17.9, "tick": "down", "last_trade_price": 17.9, "last_trade_time": "2026-11-11T15:46:41", "percent_change": -7.94549, "prev_day_close": 18.0}, {"option": "SPY281215C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2474, "open_interest": 35.0, "volume": 0.0, "delta": 0.8914, "gamma": 0.0007, "vega": 2.0613, "theta": -0.0034, "rho": 8.6975, "theo": 253.0132, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 240.48, "last_trade_time": "2026-11-10T11:36:37", "percent_change": 0.0, "prev_day_close": 251.654998779297}, {"option": "SPY281215P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2535, "open_interest": 221.0, "volume": 2.0, "delta": -0.1218, "gamma": 0.0008, "vega": 2.1894, "theta": -0.0353, "rho": -1.9166, "theo": 18.5867, "change": -1.495, "open": 18.56, "high": 18.56, "low": 18.56, "tick": "down", "last_trade_price": 18.56, "last_trade_time": "2026-11-11T14:22:58", "percent_change": -7.4545, "prev_day_close": 18.5649995803833}, {"option": "SPY281215C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2457, "open_interest": 37.0, "volume": 0.0, "delta": 0.8879, "gamma": 0.0007, "vega": 2.0963, "theta": -0.0044, "rho": 8.7423, "theo": 249.05, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 247.11, "last_trade_time": "2026-11-02T09:40:32", "percent_change": 0.0, "prev_day_close": 247.680000305176}, {"option": "SPY281215P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2517, "open_interest": 1516.0, "volume": 0.0, "delta": -0.1258, "gamma": 0.0008, "vega": 2.2338, "theta": -0.0359, "rho": -1.9684, "theo": 19.1713, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.4, "last_trade_time": "2026-11-10T12:42:06", "percent_change": 0.0, "prev_day_close": 19.1549997329712}, {"option": "SPY281215C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.244, "open_interest": 67.0, "volume": 0.0, "delta": 0.8843, "gamma": 0.0007, "vega": 2.1622, "theta": -0.0054, "rho": 8.7909, "theo": 245.0952, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 223.85, "last_trade_time": "2026-11-06T13:58:37", "percent_change": 0.0, "prev_day_close": 243.714996337891}, {"option": "SPY281215P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.25, "open_interest": 1006.0, "volume": 40.0, "delta": -0.1299, "gamma": 0.0008, "vega": 2.2804, "theta": -0.0365, "rho": -2.0206, "theo": 19.7766, "change": -1.61, "open": 19.74, "high": 19.74, "low": 19.74, "tick": "down", "last_trade_price": 19.74, "last_trade_time": "2026-11-11T13:08:27", "percent_change": -7.54098, "prev_day_close": 19.7600002288818}, {"option": "SPY281215C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2424, "open_interest": 20.0, "volume": 0.0, "delta": 0.8807, "gamma": 0.0008, "vega": 2.2356, "theta": -0.0064, "rho": 8.8438, "theo": 241.1474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 225.0, "last_trade_time": "2026-11-09T09:39:50", "percent_change": 0.0, "prev_day_close": 239.800003051758}, {"option": "SPY281215P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2482, "open_interest": 389.0, "volume": 0.0, "delta": -0.1341, "gamma": 0.0008, "vega": 2.3305, "theta": -0.0371, "rho": -2.0743, "theo": 20.398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 22.96, "last_trade_time": "2026-11-05T10:22:39", "percent_change": 0.0, "prev_day_close": 20.3800001144409}, {"option": "SPY281215C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2418, "open_interest": 48.0, "volume": 1.0, "delta": 0.877, "gamma": 0.0008, "vega": 2.2868, "theta": -0.0074, "rho": 8.7657, "theo": 237.2367, "change": 6.19, "open": 232.0, "high": 232.0, "low": 232.0, "tick": "up", "last_trade_price": 232.0, "last_trade_time": "2026-11-11T10:02:29", "percent_change": 2.74124, "prev_day_close": 235.669998168945}, {"option": "SPY281215P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2465, "open_interest": 1167.0, "volume": 1.0, "delta": -0.1384, "gamma": 0.0009, "vega": 2.3803, "theta": -0.0377, "rho": -2.1321, "theo": 21.0386, "change": -1.785, "open": 20.92, "high": 20.92, "low": 20.92, "tick": "down", "last_trade_price": 20.92, "last_trade_time": "2026-11-11T13:00:53", "percent_change": -7.8617, "prev_day_close": 21.0200004577637}, {"option": "SPY281215C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.24, "open_interest": 16.0, "volume": 0.0, "delta": 0.8731, "gamma": 0.0008, "vega": 2.3319, "theta": -0.0084, "rho": 8.7873, "theo": 233.347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 232.22, "last_trade_time": "2026-11-02T09:58:09", "percent_change": 0.0, "prev_day_close": 232.014999389648}, {"option": "SPY281215P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2448, "open_interest": 1059.0, "volume": 0.0, "delta": -0.1429, "gamma": 0.0009, "vega": 2.4299, "theta": -0.0383, "rho": -2.1892, "theo": 21.7034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 25.99, "last_trade_time": "2026-11-06T15:13:26", "percent_change": 0.0, "prev_day_close": 21.6800003051758}, {"option": "SPY281215C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2382, "open_interest": 297.0, "volume": 0.0, "delta": 0.8691, "gamma": 0.0008, "vega": 2.3765, "theta": -0.0094, "rho": 8.8077, "theo": 229.4723, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 219.01, "last_trade_time": "2026-11-10T15:35:20", "percent_change": 0.0, "prev_day_close": 228.149993896484}, {"option": "SPY281215P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2431, "open_interest": 2548.0, "volume": 16.0, "delta": -0.1474, "gamma": 0.0009, "vega": 2.4761, "theta": -0.0389, "rho": -2.2535, "theo": 22.376, "change": -1.995, "open": 22.64, "high": 23.19, "low": 22.16, "tick": "down", "last_trade_price": 22.16, "last_trade_time": "2026-11-11T13:30:31", "percent_change": -8.25916, "prev_day_close": 22.3549995422363}, {"option": "SPY281215C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2363, "open_interest": 49.0, "volume": 0.0, "delta": 0.865, "gamma": 0.0008, "vega": 2.42, "theta": -0.0103, "rho": 8.8274, "theo": 225.6127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 221.85, "last_trade_time": "2026-11-05T09:43:47", "percent_change": 0.0, "prev_day_close": 224.299995422363}, {"option": "SPY281215P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2414, "open_interest": 1343.0, "volume": 40.0, "delta": -0.1522, "gamma": 0.001, "vega": 2.5305, "theta": -0.0396, "rho": -2.3161, "theo": 23.0709, "change": -1.885, "open": 23.03, "high": 23.03, "low": 23.03, "tick": "down", "last_trade_price": 23.03, "last_trade_time": "2026-11-11T13:08:27", "percent_change": -7.56572, "prev_day_close": 23.0600004196167}, {"option": "SPY281215C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2355, "open_interest": 33.0, "volume": 0.0, "delta": 0.8609, "gamma": 0.0009, "vega": 2.4618, "theta": -0.0113, "rho": 8.8474, "theo": 221.7679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 212.25, "last_trade_time": "2026-11-10T10:21:48", "percent_change": 0.0, "prev_day_close": 220.459999084473}, {"option": "SPY281215P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2397, "open_interest": 998.0, "volume": 0.0, "delta": -0.157, "gamma": 0.001, "vega": 2.5861, "theta": -0.0402, "rho": -2.3747, "theo": 23.7874, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 26.17, "last_trade_time": "2026-11-09T10:41:25", "percent_change": 0.0, "prev_day_close": 23.7749996185303}, {"option": "SPY281215C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2336, "open_interest": 22.0, "volume": 0.0, "delta": 0.8566, "gamma": 0.0009, "vega": 2.5012, "theta": -0.0122, "rho": 8.8687, "theo": 217.9375, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 219.0, "last_trade_time": "2026-10-23T13:04:32", "percent_change": 0.0, "prev_day_close": 216.440002441406}, {"option": "SPY281215P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.238, "open_interest": 150.0, "volume": 0.0, "delta": -0.1621, "gamma": 0.001, "vega": 2.6369, "theta": -0.0408, "rho": -2.4379, "theo": 24.5367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.53, "last_trade_time": "2026-11-09T12:31:33", "percent_change": 0.0, "prev_day_close": 24.5149993896484}, {"option": "SPY281215C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2317, "open_interest": 83.0, "volume": 0.0, "delta": 0.8523, "gamma": 0.0009, "vega": 2.5376, "theta": -0.0132, "rho": 8.8929, "theo": 214.1205, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 194.95, "last_trade_time": "2026-11-06T09:45:52", "percent_change": 0.0, "prev_day_close": 212.854995727539}, {"option": "SPY281215P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2364, "open_interest": 972.0, "volume": 40.0, "delta": -0.1671, "gamma": 0.001, "vega": 2.6846, "theta": -0.0414, "rho": -2.4988, "theo": 25.2927, "change": -2.07, "open": 25.24, "high": 25.24, "low": 25.24, "tick": "down", "last_trade_price": 25.24, "last_trade_time": "2026-11-11T13:08:27", "percent_change": -7.57964, "prev_day_close": 25.2749996185303}, {"option": "SPY281215C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2308, "open_interest": 47.0, "volume": 0.0, "delta": 0.8478, "gamma": 0.001, "vega": 2.5706, "theta": -0.0142, "rho": 8.9211, "theo": 210.3158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 188.0, "last_trade_time": "2026-11-06T15:53:37", "percent_change": 0.0, "prev_day_close": 209.075004577637}, {"option": "SPY281215P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2347, "open_interest": 2033.0, "volume": 0.0, "delta": -0.1725, "gamma": 0.0011, "vega": 2.7326, "theta": -0.042, "rho": -2.5619, "theo": 26.0833, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 30.28, "last_trade_time": "2026-11-06T10:23:45", "percent_change": 0.0, "prev_day_close": 26.0600004196167}, {"option": "SPY281215C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2289, "open_interest": 948.0, "volume": 1.0, "delta": 0.8433, "gamma": 0.001, "vega": 2.6286, "theta": -0.0151, "rho": 8.9544, "theo": 206.5217, "change": 10.245, "open": 206.0, "high": 206.0, "low": 206.0, "tick": "up", "last_trade_price": 206.0, "last_trade_time": "2026-11-11T12:21:03", "percent_change": 5.23358, "prev_day_close": 205.309997558594}, {"option": "SPY281215P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2331, "open_interest": 984.0, "volume": 0.0, "delta": -0.1779, "gamma": 0.0011, "vega": 2.7849, "theta": -0.0426, "rho": -2.6239, "theo": 26.8862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.09, "last_trade_time": "2026-11-09T13:30:39", "percent_change": 0.0, "prev_day_close": 26.8649997711182}, {"option": "SPY281215C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.228, "open_interest": 333.0, "volume": 0.0, "delta": 0.8387, "gamma": 0.001, "vega": 2.707, "theta": -0.016, "rho": 8.9935, "theo": 202.7366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 183.4, "last_trade_time": "2026-11-06T11:03:31", "percent_change": 0.0, "prev_day_close": 201.574996948242}, {"option": "SPY281215P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2314, "open_interest": 2079.0, "volume": 1.0, "delta": -0.1835, "gamma": 0.0012, "vega": 2.8358, "theta": -0.0433, "rho": -2.6934, "theo": 27.7121, "change": -1.71, "open": 28.22, "high": 28.22, "low": 28.22, "tick": "down", "last_trade_price": 28.22, "last_trade_time": "2026-11-11T11:15:06", "percent_change": -5.71333, "prev_day_close": 27.6949996948242}, {"option": "SPY281215C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.226, "open_interest": 834.0, "volume": 0.0, "delta": 0.8339, "gamma": 0.001, "vega": 2.7674, "theta": -0.017, "rho": 8.8859, "theo": 198.9872, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 190.0, "last_trade_time": "2026-11-09T13:22:28", "percent_change": 0.0, "prev_day_close": 197.849998474121}, {"option": "SPY281215P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2298, "open_interest": 636.0, "volume": 1.0, "delta": -0.1893, "gamma": 0.0012, "vega": 2.8857, "theta": -0.0439, "rho": -2.7562, "theo": 28.562, "change": -2.245, "open": 28.6, "high": 28.6, "low": 28.6, "tick": "down", "last_trade_price": 28.6, "last_trade_time": "2026-11-11T12:40:21", "percent_change": -7.27833, "prev_day_close": 28.5500001907349}, {"option": "SPY281215C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2249, "open_interest": 1036.0, "volume": 0.0, "delta": 0.829, "gamma": 0.001, "vega": 2.8149, "theta": -0.0179, "rho": 8.8881, "theo": 195.2685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 182.25, "last_trade_time": "2026-11-09T09:54:02", "percent_change": 0.0, "prev_day_close": 194.150001525879}, {"option": "SPY281215P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2282, "open_interest": 333.0, "volume": 0.0, "delta": -0.1952, "gamma": 0.0012, "vega": 2.9345, "theta": -0.0445, "rho": -2.8274, "theo": 29.4334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.82, "last_trade_time": "2026-11-10T15:39:39", "percent_change": 0.0, "prev_day_close": 29.4299993515015}, {"option": "SPY281215C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2229, "open_interest": 3032.0, "volume": 11.0, "delta": 0.824, "gamma": 0.0011, "vega": 2.8618, "theta": -0.0188, "rho": 8.8888, "theo": 191.568, "change": 9.43, "open": 187.7, "high": 191.96, "low": 187.0, "tick": "up", "last_trade_price": 190.48, "last_trade_time": "2026-11-11T16:06:13", "percent_change": 5.2085, "prev_day_close": 190.464996337891}, {"option": "SPY281215P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2266, "open_interest": 2021.0, "volume": 5.0, "delta": -0.2012, "gamma": 0.0013, "vega": 2.9895, "theta": -0.0451, "rho": -2.8882, "theo": 30.3235, "change": -2.515, "open": 30.82, "high": 30.97, "low": 30.25, "tick": "down", "last_trade_price": 30.25, "last_trade_time": "2026-11-11T13:18:22", "percent_change": -7.67588, "prev_day_close": 30.335000038147}, {"option": "SPY281215C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2217, "open_interest": 583.0, "volume": 3.0, "delta": 0.8189, "gamma": 0.0011, "vega": 2.9075, "theta": -0.0196, "rho": 8.8886, "theo": 187.8858, "change": 9.21, "open": 187.0, "high": 187.51, "low": 186.97, "tick": "up", "last_trade_price": 187.51, "last_trade_time": "2026-11-11T12:25:42", "percent_change": 5.16545, "prev_day_close": 186.269996643066}, {"option": "SPY281215P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.225, "open_interest": 425.0, "volume": 24.0, "delta": -0.2075, "gamma": 0.0013, "vega": 3.0474, "theta": -0.0458, "rho": -2.9644, "theo": 31.2506, "change": -2.63, "open": 31.23, "high": 31.23, "low": 31.15, "tick": "down", "last_trade_price": 31.15, "last_trade_time": "2026-11-11T15:29:32", "percent_change": -7.78567, "prev_day_close": 31.2649993896484}, {"option": "SPY281215C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2196, "open_interest": 838.0, "volume": 0.0, "delta": 0.8136, "gamma": 0.0011, "vega": 2.9513, "theta": -0.0205, "rho": 8.8888, "theo": 184.2218, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 176.54, "last_trade_time": "2026-11-10T10:03:28", "percent_change": 0.0, "prev_day_close": 182.625}, {"option": "SPY281215P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2234, "open_interest": 3295.0, "volume": 0.0, "delta": -0.2139, "gamma": 0.0013, "vega": 3.0981, "theta": -0.0464, "rho": -3.034, "theo": 32.206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 38.61, "last_trade_time": "2026-11-06T15:19:45", "percent_change": 0.0, "prev_day_close": 32.2150001525879}, {"option": "SPY281215C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2184, "open_interest": 374.0, "volume": 0.0, "delta": 0.8083, "gamma": 0.0012, "vega": 2.9925, "theta": -0.0214, "rho": 8.8911, "theo": 180.5752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 159.27, "last_trade_time": "2026-11-06T09:31:42", "percent_change": 0.0, "prev_day_close": 179.544998168945}, {"option": "SPY281215P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2218, "open_interest": 1585.0, "volume": 0.0, "delta": -0.2205, "gamma": 0.0014, "vega": 3.1448, "theta": -0.047, "rho": -3.0975, "theo": 33.1829, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 40.13, "last_trade_time": "2026-11-06T09:32:41", "percent_change": 0.0, "prev_day_close": 33.2049999237061}, {"option": "SPY281215C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2171, "open_interest": 555.0, "volume": 12.0, "delta": 0.8028, "gamma": 0.0012, "vega": 3.0304, "theta": -0.0222, "rho": 8.8972, "theo": 176.9451, "change": 7.675, "open": 174.99, "high": 178.87, "low": 174.99, "tick": "down", "last_trade_price": 175.13, "last_trade_time": "2026-11-11T15:55:27", "percent_change": 4.58332, "prev_day_close": 175.785003662109}, {"option": "SPY281215P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2202, "open_interest": 1640.0, "volume": 0.0, "delta": -0.2273, "gamma": 0.0014, "vega": 3.192, "theta": -0.0476, "rho": -3.1639, "theo": 34.1899, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.11, "last_trade_time": "2026-11-10T14:43:52", "percent_change": 0.0, "prev_day_close": 34.2150001525879}, {"option": "SPY281215C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2158, "open_interest": 639.0, "volume": 0.0, "delta": 0.7972, "gamma": 0.0012, "vega": 3.0645, "theta": -0.0231, "rho": 8.9088, "theo": 173.3298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 165.12, "last_trade_time": "2026-11-09T12:52:42", "percent_change": 0.0, "prev_day_close": 172.209999084473}, {"option": "SPY281215P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2187, "open_interest": 1231.0, "volume": 0.0, "delta": -0.2343, "gamma": 0.0014, "vega": 3.2418, "theta": -0.0483, "rho": -3.2406, "theo": 35.2227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.84, "last_trade_time": "2026-11-10T15:58:18", "percent_change": 0.0, "prev_day_close": 35.2549991607666}, {"option": "SPY281215C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2145, "open_interest": 675.0, "volume": 0.0, "delta": 0.7916, "gamma": 0.0012, "vega": 3.1236, "theta": -0.0239, "rho": 8.9275, "theo": 169.7273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 158.06, "last_trade_time": "2026-11-09T09:56:19", "percent_change": 0.0, "prev_day_close": 168.209999084473}, {"option": "SPY281215P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2171, "open_interest": 2349.0, "volume": 0.0, "delta": -0.2415, "gamma": 0.0015, "vega": 3.2917, "theta": -0.0489, "rho": -3.3158, "theo": 36.2846, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 40.19, "last_trade_time": "2026-11-10T13:17:54", "percent_change": 0.0, "prev_day_close": 36.3249988555908}, {"option": "SPY281215C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2124, "open_interest": 1450.0, "volume": 0.0, "delta": 0.7858, "gamma": 0.0013, "vega": 3.2086, "theta": -0.0248, "rho": 8.9541, "theo": 166.1355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 155.92, "last_trade_time": "2026-11-10T09:52:53", "percent_change": 0.0, "prev_day_close": 164.669998168945}, {"option": "SPY281215P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2155, "open_interest": 1791.0, "volume": 8.0, "delta": -0.2489, "gamma": 0.0015, "vega": 3.337, "theta": -0.0495, "rho": -3.3802, "theo": 37.378, "change": -2.895, "open": 37.51, "high": 37.51, "low": 37.51, "tick": "down", "last_trade_price": 37.51, "last_trade_time": "2026-11-11T14:45:49", "percent_change": -7.16496, "prev_day_close": 37.4300003051758}, {"option": "SPY281215C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2111, "open_interest": 2123.0, "volume": 2.0, "delta": 0.7798, "gamma": 0.0013, "vega": 3.256, "theta": -0.0256, "rho": 8.7952, "theo": 162.6027, "change": 8.105, "open": 162.14, "high": 162.14, "low": 161.81, "tick": "down", "last_trade_price": 161.81, "last_trade_time": "2026-11-11T15:48:33", "percent_change": 5.27309, "prev_day_close": 161.139999389648}, {"option": "SPY281215P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.214, "open_interest": 1781.0, "volume": 1.0, "delta": -0.2565, "gamma": 0.0016, "vega": 3.3852, "theta": -0.0502, "rho": -3.4437, "theo": 38.4989, "change": -3.14, "open": 38.49, "high": 38.49, "low": 38.49, "tick": "down", "last_trade_price": 38.49, "last_trade_time": "2026-11-11T15:31:48", "percent_change": -7.54264, "prev_day_close": 38.5599994659424}, {"option": "SPY281215C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2096, "open_interest": 2482.0, "volume": 2.0, "delta": 0.7737, "gamma": 0.0013, "vega": 3.3024, "theta": -0.0264, "rho": 8.7749, "theo": 159.0923, "change": 9.92, "open": 160.43, "high": 160.43, "low": 160.18, "tick": "down", "last_trade_price": 160.18, "last_trade_time": "2026-11-11T13:26:55", "percent_change": 6.60189, "prev_day_close": 157.644996643066}, {"option": "SPY281215P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2124, "open_interest": 3111.0, "volume": 2.0, "delta": -0.2644, "gamma": 0.0016, "vega": 3.4336, "theta": -0.0508, "rho": -3.5174, "theo": 39.6543, "change": -3.125, "open": 39.76, "high": 39.76, "low": 39.75, "tick": "down", "last_trade_price": 39.75, "last_trade_time": "2026-11-11T16:14:47", "percent_change": -7.28863, "prev_day_close": 39.7200012207031}, {"option": "SPY281215C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2081, "open_interest": 856.0, "volume": 501.0, "delta": 0.7675, "gamma": 0.0014, "vega": 3.3478, "theta": -0.0271, "rho": 8.7531, "theo": 155.6043, "change": 8.935, "open": 155.2, "high": 155.2, "low": 155.11, "tick": "down", "last_trade_price": 155.11, "last_trade_time": "2026-11-11T14:23:10", "percent_change": 6.11254, "prev_day_close": 154.174995422363}, {"option": "SPY281215P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2109, "open_interest": 7473.0, "volume": 16.0, "delta": -0.2724, "gamma": 0.0017, "vega": 3.4881, "theta": -0.0514, "rho": -3.5928, "theo": 40.8447, "change": -3.28, "open": 42.0, "high": 42.0, "low": 40.5, "tick": "up", "last_trade_price": 40.88, "last_trade_time": "2026-11-11T15:31:48", "percent_change": -7.42754, "prev_day_close": 40.9200000762939}, {"option": "SPY281215C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2066, "open_interest": 427.0, "volume": 0.0, "delta": 0.7612, "gamma": 0.0014, "vega": 3.3916, "theta": -0.0279, "rho": 8.731, "theo": 152.1388, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 145.51, "last_trade_time": "2026-11-09T15:44:30", "percent_change": 0.0, "prev_day_close": 150.724998474121}, {"option": "SPY281215P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2093, "open_interest": 1562.0, "volume": 0.0, "delta": -0.2808, "gamma": 0.0017, "vega": 3.5291, "theta": -0.052, "rho": -3.649, "theo": 42.0797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 44.87, "last_trade_time": "2026-11-09T15:13:32", "percent_change": 0.0, "prev_day_close": 42.1549987792969}, {"option": "SPY281215C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.205, "open_interest": 2238.0, "volume": 11.0, "delta": 0.7547, "gamma": 0.0014, "vega": 3.4329, "theta": -0.0286, "rho": 8.7105, "theo": 148.6954, "change": 9.17, "open": 145.34, "high": 149.43, "low": 144.77, "tick": "up", "last_trade_price": 149.43, "last_trade_time": "2026-11-11T13:13:07", "percent_change": 6.53786, "prev_day_close": 147.29500579834}, {"option": "SPY281215P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2077, "open_interest": 1719.0, "volume": 0.0, "delta": -0.2894, "gamma": 0.0018, "vega": 3.5694, "theta": -0.0527, "rho": -3.7237, "theo": 43.3485, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 46.15, "last_trade_time": "2026-11-09T15:16:39", "percent_change": 0.0, "prev_day_close": 43.4249992370606}, {"option": "SPY281215C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2042, "open_interest": 652.0, "volume": 0.0, "delta": 0.7481, "gamma": 0.0014, "vega": 3.4712, "theta": -0.0293, "rho": 8.694, "theo": 145.2729, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 136.59, "last_trade_time": "2026-11-10T10:29:33", "percent_change": 0.0, "prev_day_close": 143.895004272461}, {"option": "SPY281215P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2062, "open_interest": 499.0, "volume": 1.0, "delta": -0.2982, "gamma": 0.0018, "vega": 3.6104, "theta": -0.0533, "rho": -3.8094, "theo": 44.6457, "change": -2.18, "open": 46.07, "high": 46.07, "low": 46.07, "tick": "down", "last_trade_price": 46.07, "last_trade_time": "2026-11-11T09:36:38", "percent_change": -4.51813, "prev_day_close": 44.730001449585}, {"option": "SPY281215C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2026, "open_interest": 1209.0, "volume": 1.0, "delta": 0.7414, "gamma": 0.0015, "vega": 3.5058, "theta": -0.03, "rho": 8.684, "theo": 141.8699, "change": 6.53, "open": 140.27, "high": 140.27, "low": 140.27, "tick": "up", "last_trade_price": 140.27, "last_trade_time": "2026-11-11T15:45:10", "percent_change": 4.88261, "prev_day_close": 141.059997558594}, {"option": "SPY281215P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2047, "open_interest": 1429.0, "volume": 1.0, "delta": -0.3073, "gamma": 0.0019, "vega": 3.6563, "theta": -0.0539, "rho": -3.8693, "theo": 45.9771, "change": -2.505, "open": 47.2, "high": 47.2, "low": 47.2, "tick": "down", "last_trade_price": 47.2, "last_trade_time": "2026-11-11T09:31:04", "percent_change": -5.03973, "prev_day_close": 46.0699996948242}, {"option": "SPY281215C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.201, "open_interest": 282.0, "volume": 6.0, "delta": 0.7345, "gamma": 0.0015, "vega": 3.5394, "theta": -0.0307, "rho": 8.6828, "theo": 138.4838, "change": 8.54, "open": 137.55, "high": 139.0, "low": 137.38, "tick": "up", "last_trade_price": 138.23, "last_trade_time": "2026-11-11T14:23:10", "percent_change": 6.58493, "prev_day_close": 137.180000305176}, {"option": "SPY281215P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2031, "open_interest": 604.0, "volume": 13.0, "delta": -0.3166, "gamma": 0.0019, "vega": 3.6913, "theta": -0.0546, "rho": -3.9187, "theo": 47.3576, "change": -2.54, "open": 48.88, "high": 48.95, "low": 48.65, "tick": "down", "last_trade_price": 48.65, "last_trade_time": "2026-11-11T10:37:32", "percent_change": -4.96191, "prev_day_close": 47.4499988555908}, {"option": "SPY281215C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1994, "open_interest": 1274.0, "volume": 2.0, "delta": 0.7275, "gamma": 0.0015, "vega": 3.6219, "theta": -0.0314, "rho": 8.6917, "theo": 135.1121, "change": 8.76, "open": 135.35, "high": 135.35, "low": 135.08, "tick": "down", "last_trade_price": 135.08, "last_trade_time": "2026-11-11T12:17:49", "percent_change": 6.93477, "prev_day_close": 133.854995727539}, {"option": "SPY281215P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2016, "open_interest": 975.0, "volume": 0.0, "delta": -0.3263, "gamma": 0.002, "vega": 3.7291, "theta": -0.0552, "rho": -3.9875, "theo": 48.7752, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 56.18, "last_trade_time": "2026-11-06T09:51:35", "percent_change": 0.0, "prev_day_close": 48.8700008392334}, {"option": "SPY281215C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1984, "open_interest": 1474.0, "volume": 0.0, "delta": 0.7204, "gamma": 0.0016, "vega": 3.671, "theta": -0.032, "rho": 8.5031, "theo": 131.7996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 124.82, "last_trade_time": "2026-11-10T10:29:51", "percent_change": 0.0, "prev_day_close": 131.099998474121}, {"option": "SPY281215P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2, "open_interest": 1275.0, "volume": 0.0, "delta": -0.3362, "gamma": 0.002, "vega": 3.7657, "theta": -0.0558, "rho": -4.0719, "theo": 50.2327, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 56.4, "last_trade_time": "2026-11-09T09:45:08", "percent_change": 0.0, "prev_day_close": 50.3350009918213}, {"option": "SPY281215C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1966, "open_interest": 1550.0, "volume": 13.0, "delta": 0.713, "gamma": 0.0016, "vega": 3.7127, "theta": -0.0326, "rho": 8.4593, "theo": 128.5209, "change": 9.105, "open": 127.38, "high": 128.4, "low": 127.21, "tick": "up", "last_trade_price": 128.4, "last_trade_time": "2026-11-11T14:53:31", "percent_change": 7.63234, "prev_day_close": 127.304996490479}, {"option": "SPY281215P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1985, "open_interest": 4626.0, "volume": 0.0, "delta": -0.3464, "gamma": 0.0021, "vega": 3.8003, "theta": -0.0565, "rho": -4.0954, "theo": 51.7381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 57.49, "last_trade_time": "2026-11-10T10:54:02", "percent_change": 0.0, "prev_day_close": 51.8449993133545}, {"option": "SPY281215C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1955, "open_interest": 1468.0, "volume": 0.0, "delta": 0.7056, "gamma": 0.0016, "vega": 3.7531, "theta": -0.0332, "rho": 8.4138, "theo": 125.2701, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 116.64, "last_trade_time": "2026-11-10T14:08:15", "percent_change": 0.0, "prev_day_close": 124.615001678467}, {"option": "SPY281215P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1969, "open_interest": 436.0, "volume": 0.0, "delta": -0.3571, "gamma": 0.0022, "vega": 3.8297, "theta": -0.0572, "rho": -4.1694, "theo": 53.3083, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 59.19, "last_trade_time": "2026-11-10T10:55:14", "percent_change": 0.0, "prev_day_close": 53.3899993896484}, {"option": "SPY281215C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1937, "open_interest": 1856.0, "volume": 1.0, "delta": 0.698, "gamma": 0.0017, "vega": 3.7916, "theta": -0.0338, "rho": 8.3681, "theo": 122.0473, "change": 7.595, "open": 121.64, "high": 121.64, "low": 121.64, "tick": "up", "last_trade_price": 121.64, "last_trade_time": "2026-11-11T14:08:53", "percent_change": 6.65965, "prev_day_close": 120.860000610352}, {"option": "SPY281215P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1954, "open_interest": 1419.0, "volume": 2.0, "delta": -0.3681, "gamma": 0.0022, "vega": 3.8601, "theta": -0.0578, "rho": -4.2446, "theo": 54.9142, "change": -3.5, "open": 56.61, "high": 56.61, "low": 55.81, "tick": "down", "last_trade_price": 55.81, "last_trade_time": "2026-11-11T11:15:15", "percent_change": -5.9012, "prev_day_close": 54.9900016784668}, {"option": "SPY281215C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1925, "open_interest": 1093.0, "volume": 201.0, "delta": 0.6903, "gamma": 0.0017, "vega": 3.8277, "theta": -0.0343, "rho": 8.3249, "theo": 118.852, "change": 8.175, "open": 118.09, "high": 118.87, "low": 118.09, "tick": "up", "last_trade_price": 118.87, "last_trade_time": "2026-11-11T14:33:42", "percent_change": 7.38516, "prev_day_close": 117.575000762939}, {"option": "SPY281215P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1939, "open_interest": 903.0, "volume": 0.0, "delta": -0.3793, "gamma": 0.0023, "vega": 3.888, "theta": -0.0585, "rho": -4.2984, "theo": 56.5558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 60.09, "last_trade_time": "2026-11-09T15:38:19", "percent_change": 0.0, "prev_day_close": 56.6350002288818}, {"option": "SPY281215C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1913, "open_interest": 2692.0, "volume": 1623.0, "delta": 0.6824, "gamma": 0.0017, "vega": 3.8607, "theta": -0.0348, "rho": 8.2876, "theo": 115.6869, "change": 7.34, "open": 114.11, "high": 117.39, "low": 114.11, "tick": "no_change", "last_trade_price": 115.0, "last_trade_time": "2026-11-11T15:54:11", "percent_change": 6.81776, "prev_day_close": 114.434997558594}, {"option": "SPY281215P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1924, "open_interest": 1022.0, "volume": 9.0, "delta": -0.3909, "gamma": 0.0024, "vega": 3.9057, "theta": -0.0591, "rho": -4.3208, "theo": 58.2608, "change": -4.595, "open": 57.7, "high": 58.55, "low": 57.7, "tick": "down", "last_trade_price": 58.29, "last_trade_time": "2026-11-11T15:29:18", "percent_change": -7.30699, "prev_day_close": 58.329999923706}, {"option": "SPY281215C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1894, "open_interest": 1037.0, "volume": 3.0, "delta": 0.6744, "gamma": 0.0018, "vega": 3.8902, "theta": -0.0353, "rho": 8.2593, "theo": 112.538, "change": 8.13, "open": 112.78, "high": 112.78, "low": 112.77, "tick": "down", "last_trade_price": 112.77, "last_trade_time": "2026-11-11T15:22:54", "percent_change": 7.7695, "prev_day_close": 111.419998168945}, {"option": "SPY281215P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1908, "open_interest": 959.0, "volume": 5.0, "delta": -0.4029, "gamma": 0.0024, "vega": 3.9257, "theta": -0.0598, "rho": -4.3953, "theo": 60.0264, "change": -4.66, "open": 61.41, "high": 61.41, "low": 60.16, "tick": "down", "last_trade_price": 60.16, "last_trade_time": "2026-11-11T16:06:35", "percent_change": -7.18914, "prev_day_close": 60.0849990844726}, {"option": "SPY281215C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1882, "open_interest": 1588.0, "volume": 0.0, "delta": 0.6663, "gamma": 0.0018, "vega": 3.9205, "theta": -0.0358, "rho": 8.2429, "theo": 109.4141, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 102.12, "last_trade_time": "2026-11-09T14:31:20", "percent_change": 0.0, "prev_day_close": 108.340000152588}, {"option": "SPY281215P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1894, "open_interest": 968.0, "volume": 0.0, "delta": -0.4152, "gamma": 0.0025, "vega": 3.9467, "theta": -0.0604, "rho": -4.4443, "theo": 61.8318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 66.51, "last_trade_time": "2026-11-09T16:00:10", "percent_change": 0.0, "prev_day_close": 61.8950004577637}, {"option": "SPY281215C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1869, "open_interest": 1978.0, "volume": 0.0, "delta": 0.658, "gamma": 0.0018, "vega": 3.9862, "theta": -0.0363, "rho": 8.0638, "theo": 106.3295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 99.14, "last_trade_time": "2026-11-09T14:31:20", "percent_change": 0.0, "prev_day_close": 105.28999710083}, {"option": "SPY281215P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1878, "open_interest": 906.0, "volume": 1.0, "delta": -0.4281, "gamma": 0.0026, "vega": 3.9436, "theta": -0.0612, "rho": -4.4202, "theo": 63.7098, "change": -5.095, "open": 63.7, "high": 63.7, "low": 63.7, "tick": "down", "last_trade_price": 63.7, "last_trade_time": "2026-11-11T14:30:11", "percent_change": -7.40606, "prev_day_close": 63.75}, {"option": "SPY281215C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1855, "open_interest": 2604.0, "volume": 2.0, "delta": 0.6495, "gamma": 0.0018, "vega": 4.0193, "theta": -0.0367, "rho": 7.9867, "theo": 103.302, "change": 3.01, "open": 99.46, "high": 99.46, "low": 99.46, "tick": "up", "last_trade_price": 99.46, "last_trade_time": "2026-11-11T09:48:11", "percent_change": 3.12079, "prev_day_close": 102.279998779297}, {"option": "SPY281215P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1863, "open_interest": 2948.0, "volume": 9.0, "delta": -0.4416, "gamma": 0.0026, "vega": 3.9466, "theta": -0.062, "rho": -4.4787, "theo": 65.6679, "change": -5.385, "open": 68.04, "high": 68.04, "low": 65.5, "tick": "down", "last_trade_price": 65.5, "last_trade_time": "2026-11-11T16:14:28", "percent_change": -7.59681, "prev_day_close": 65.6800003051758}, {"option": "SPY281215C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.184, "open_interest": 914.0, "volume": 0.0, "delta": 0.6409, "gamma": 0.0019, "vega": 4.0509, "theta": -0.0371, "rho": 7.9174, "theo": 100.3131, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.0, "last_trade_time": "2026-11-09T10:57:30", "percent_change": 0.0, "prev_day_close": 99.310001373291}, {"option": "SPY281215P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1848, "open_interest": 813.0, "volume": 2.0, "delta": -0.4552, "gamma": 0.0027, "vega": 3.9642, "theta": -0.0626, "rho": -4.5546, "theo": 67.6738, "change": -5.05, "open": 68.0, "high": 68.0, "low": 68.0, "tick": "down", "last_trade_price": 68.0, "last_trade_time": "2026-11-11T12:00:56", "percent_change": -6.91307, "prev_day_close": 67.6649971008301}, {"option": "SPY281215C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 160.0, "volume": 0.0, "delta": 0.6322, "gamma": 0.0019, "vega": 4.0805, "theta": -0.0374, "rho": 7.8474, "theo": 97.3594, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 87.54, "last_trade_time": "2026-11-09T09:43:33", "percent_change": 0.0, "prev_day_close": 96.3499984741211}, {"option": "SPY281215P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1833, "open_interest": 287.0, "volume": 0.0, "delta": -0.4695, "gamma": 0.0028, "vega": 3.9633, "theta": -0.0636, "rho": -4.5306, "theo": 69.7331, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 77.32, "last_trade_time": "2026-11-10T11:59:49", "percent_change": 0.0, "prev_day_close": 69.7150001525879}, {"option": "SPY281215C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 105.0, "volume": 0.0, "delta": 0.6233, "gamma": 0.0019, "vega": 4.1078, "theta": -0.0378, "rho": 7.7796, "theo": 94.4408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.0, "last_trade_time": "2026-11-05T10:54:15", "percent_change": 0.0, "prev_day_close": 94.3250007629394}, {"option": "SPY281215P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1818, "open_interest": 172.0, "volume": 0.0, "delta": -0.4842, "gamma": 0.0029, "vega": 3.9392, "theta": -0.0644, "rho": -4.549, "theo": 71.8801, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 86.03, "last_trade_time": "2026-11-05T14:20:16", "percent_change": 0.0, "prev_day_close": 71.8400001525879}, {"option": "SPY281215C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1812, "open_interest": 4859.0, "volume": 38.0, "delta": 0.6143, "gamma": 0.002, "vega": 4.1326, "theta": -0.0381, "rho": 7.7181, "theo": 91.556, "change": 6.41, "open": 89.5, "high": 93.0, "low": 89.5, "tick": "down", "last_trade_price": 91.08, "last_trade_time": "2026-11-11T16:11:10", "percent_change": 7.57057, "prev_day_close": 91.5550003051758}, {"option": "SPY281215P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1803, "open_interest": 378.0, "volume": 5.0, "delta": -0.4993, "gamma": 0.003, "vega": 3.9346, "theta": -0.0651, "rho": -4.6019, "theo": 74.0949, "change": -6.16, "open": 76.48, "high": 76.48, "low": 73.27, "tick": "down", "last_trade_price": 73.81, "last_trade_time": "2026-11-11T16:12:34", "percent_change": -7.70289, "prev_day_close": 74.0349998474121}, {"option": "SPY281215C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 359.0, "volume": 0.0, "delta": 0.6051, "gamma": 0.002, "vega": 4.1546, "theta": -0.0384, "rho": 7.6676, "theo": 88.7028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 74.58, "last_trade_time": "2026-11-06T15:49:00", "percent_change": 0.0, "prev_day_close": 88.1549987792969}, {"option": "SPY281215P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1789, "open_interest": 191.0, "volume": 0.0, "delta": -0.515, "gamma": 0.0031, "vega": 3.9132, "theta": -0.066, "rho": -4.4914, "theo": 76.3827, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.67, "last_trade_time": "2026-10-29T10:14:19", "percent_change": 0.0, "prev_day_close": 76.2999992370606}, {"option": "SPY281215C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1786, "open_interest": 1229.0, "volume": 1.0, "delta": 0.5958, "gamma": 0.002, "vega": 4.174, "theta": -0.0386, "rho": 7.6317, "theo": 85.8776, "change": 7.98, "open": 87.22, "high": 87.22, "low": 87.22, "tick": "up", "last_trade_price": 87.22, "last_trade_time": "2026-11-11T13:00:18", "percent_change": 10.0707, "prev_day_close": 85.9449996948242}, {"option": "SPY281215P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1775, "open_interest": 1577.0, "volume": 0.0, "delta": -0.5315, "gamma": 0.0032, "vega": 3.8498, "theta": -0.067, "rho": -4.4787, "theo": 78.7861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 83.1, "last_trade_time": "2026-11-09T15:15:09", "percent_change": 0.0, "prev_day_close": 78.6450004577637}, {"option": "SPY281215C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.177, "open_interest": 320.0, "volume": 1.0, "delta": 0.5864, "gamma": 0.002, "vega": 4.2106, "theta": -0.0389, "rho": 7.4147, "theo": 83.0983, "change": 7.89, "open": 84.49, "high": 84.49, "low": 84.49, "tick": "up", "last_trade_price": 84.49, "last_trade_time": "2026-11-11T13:00:18", "percent_change": 10.3003, "prev_day_close": 83.1450004577637}, {"option": "SPY281215P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1759, "open_interest": 465.0, "volume": 0.0, "delta": -0.5482, "gamma": 0.0033, "vega": 3.8269, "theta": -0.0678, "rho": -4.4909, "theo": 81.2517, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.42, "last_trade_time": "2026-10-13T10:05:07", "percent_change": 0.0, "prev_day_close": 81.0850028991699}, {"option": "SPY281215C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1759, "open_interest": 820.0, "volume": 2.0, "delta": 0.5768, "gamma": 0.0021, "vega": 4.2298, "theta": -0.039, "rho": 7.3239, "theo": 80.391, "change": 8.15, "open": 82.15, "high": 82.15, "low": 82.13, "tick": "down", "last_trade_price": 82.13, "last_trade_time": "2026-11-11T13:26:55", "percent_change": 11.0165, "prev_day_close": 79.8999977111816}, {"option": "SPY281215P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 310.0, "volume": 22.0, "delta": -0.5661, "gamma": 0.0034, "vega": 3.7959, "theta": -0.0693, "rho": -4.4421, "theo": 83.7993, "change": -7.08, "open": 86.38, "high": 86.41, "low": 83.28, "tick": "no_change", "last_trade_price": 83.28, "last_trade_time": "2026-11-11T12:23:40", "percent_change": -7.83533, "prev_day_close": 83.6100006103516}, {"option": "SPY281215C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 421.0, "volume": 0.0, "delta": 0.5671, "gamma": 0.0021, "vega": 4.2469, "theta": -0.0392, "rho": 7.2313, "theo": 77.7269, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.33, "last_trade_time": "2026-11-10T15:21:46", "percent_change": 0.0, "prev_day_close": 77.8450012207031}, {"option": "SPY281215P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.173, "open_interest": 80.0, "volume": 0.0, "delta": -0.5842, "gamma": 0.0035, "vega": 3.7213, "theta": -0.0705, "rho": -4.3955, "theo": 86.4445, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 93.51, "last_trade_time": "2026-11-10T15:38:52", "percent_change": 0.0, "prev_day_close": 86.2199974060059}, {"option": "SPY281215C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1733, "open_interest": 1192.0, "volume": 4.0, "delta": 0.5573, "gamma": 0.0021, "vega": 4.2618, "theta": -0.0393, "rho": 7.139, "theo": 75.1064, "change": 6.82, "open": 74.67, "high": 75.75, "low": 74.67, "tick": "up", "last_trade_price": 75.75, "last_trade_time": "2026-11-11T12:38:29", "percent_change": 9.8941, "prev_day_close": 75.2249984741211}, {"option": "SPY281215P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1716, "open_interest": 611.0, "volume": 3.0, "delta": -0.6027, "gamma": 0.0036, "vega": 3.6676, "theta": -0.0714, "rho": -4.397, "theo": 89.1874, "change": -5.43, "open": 90.7, "high": 90.7, "low": 90.7, "tick": "down", "last_trade_price": 90.7, "last_trade_time": "2026-11-11T10:50:03", "percent_change": -5.6486, "prev_day_close": 88.9449996948242}, {"option": "SPY281215C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1715, "open_interest": 923.0, "volume": 800.0, "delta": 0.5474, "gamma": 0.0022, "vega": 4.2744, "theta": -0.0394, "rho": 7.0512, "theo": 72.5289, "change": 7.715, "open": 73.91, "high": 74.2, "low": 73.91, "tick": "no_change", "last_trade_price": 74.2, "last_trade_time": "2026-11-11T13:23:20", "percent_change": 11.6041, "prev_day_close": 72.4850006103516}, {"option": "SPY281215P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1701, "open_interest": 443.0, "volume": 0.0, "delta": -0.6217, "gamma": 0.0037, "vega": 3.6024, "theta": -0.0722, "rho": -4.1845, "theo": 92.0196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 111.09, "last_trade_time": "2026-11-05T13:41:49", "percent_change": 0.0, "prev_day_close": 91.7400016784668}, {"option": "SPY281215C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1702, "open_interest": 992.0, "volume": 500.0, "delta": 0.5374, "gamma": 0.0022, "vega": 4.2853, "theta": -0.0395, "rho": 6.9739, "theo": 70.0024, "change": 7.55, "open": 71.63, "high": 71.63, "low": 71.58, "tick": "up", "last_trade_price": 71.63, "last_trade_time": "2026-11-11T13:22:43", "percent_change": 11.7821, "prev_day_close": 69.9699974060059}, {"option": "SPY281215P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1686, "open_interest": 413.0, "volume": 0.0, "delta": -0.6413, "gamma": 0.0038, "vega": 3.4614, "theta": -0.0728, "rho": -4.1362, "theo": 95.003, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 114.47, "last_trade_time": "2026-11-05T13:41:49", "percent_change": 0.0, "prev_day_close": 94.6599998474121}, {"option": "SPY281215C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 2012.0, "volume": 3.0, "delta": 0.5272, "gamma": 0.0022, "vega": 4.2947, "theta": -0.0395, "rho": 6.9116, "theo": 67.5033, "change": 3.76, "open": 64.78, "high": 66.25, "low": 64.78, "tick": "down", "last_trade_price": 65.48, "last_trade_time": "2026-11-11T10:23:06", "percent_change": 6.09203, "prev_day_close": 67.5050010681152}, {"option": "SPY281215P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1671, "open_interest": 2151.0, "volume": 0.0, "delta": -0.6612, "gamma": 0.0038, "vega": 3.379, "theta": -0.0732, "rho": -3.9202, "theo": 98.0666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 117.52, "last_trade_time": "2026-11-06T16:14:55", "percent_change": 0.0, "prev_day_close": 97.685001373291}, {"option": "SPY281215C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1678, "open_interest": 1841.0, "volume": 6.0, "delta": 0.5169, "gamma": 0.0022, "vega": 4.3034, "theta": -0.0395, "rho": 6.8689, "theo": 65.0368, "change": 7.015, "open": 65.9, "high": 66.43, "low": 65.9, "tick": "up", "last_trade_price": 66.43, "last_trade_time": "2026-11-11T13:18:59", "percent_change": 11.8068, "prev_day_close": 65.0800018310547}, {"option": "SPY281215P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 3648.0, "volume": 3.0, "delta": -0.6825, "gamma": 0.0039, "vega": 3.2574, "theta": -0.074, "rho": -3.8637, "theo": 101.261, "change": -8.49, "open": 101.44, "high": 101.44, "low": 100.5, "tick": "down", "last_trade_price": 100.5, "last_trade_time": "2026-11-11T14:37:18", "percent_change": -7.7897, "prev_day_close": 100.819999694824}, {"option": "SPY281215C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1666, "open_interest": 181.0, "volume": 8.0, "delta": 0.5066, "gamma": 0.0022, "vega": 4.3005, "theta": -0.0395, "rho": 6.5911, "theo": 62.6542, "change": 7.02, "open": 63.82, "high": 64.18, "low": 63.52, "tick": "up", "last_trade_price": 64.18, "last_trade_time": "2026-11-11T13:57:18", "percent_change": 12.2813, "prev_day_close": 62.7000007629394}, {"option": "SPY281215P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1642, "open_interest": 1249.0, "volume": 0.0, "delta": -0.7042, "gamma": 0.004, "vega": 3.1296, "theta": -0.0742, "rho": -3.7842, "theo": 104.561, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 124.85, "last_trade_time": "2026-11-06T16:08:17", "percent_change": 0.0, "prev_day_close": 104.099998474121}, {"option": "SPY281215C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1654, "open_interest": 250.0, "volume": 0.0, "delta": 0.4962, "gamma": 0.0022, "vega": 4.3005, "theta": -0.0394, "rho": 6.4799, "theo": 60.3323, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 55.62, "last_trade_time": "2026-11-10T10:37:00", "percent_change": 0.0, "prev_day_close": 60.375}, {"option": "SPY281215P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1629, "open_interest": 1265.0, "volume": 0.0, "delta": -0.7263, "gamma": 0.0041, "vega": 3.0283, "theta": -0.0739, "rho": -3.6748, "theo": 107.9534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 117.5, "last_trade_time": "2026-11-09T10:13:08", "percent_change": 0.0, "prev_day_close": 107.494998931885}, {"option": "SPY281215C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1642, "open_interest": 306.0, "volume": 0.0, "delta": 0.4857, "gamma": 0.0023, "vega": 4.298, "theta": -0.0393, "rho": 6.3691, "theo": 58.0611, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 53.97, "last_trade_time": "2026-11-09T12:58:44", "percent_change": 0.0, "prev_day_close": 58.105001449585}, {"option": "SPY281215P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1615, "open_interest": 19.0, "volume": 0.0, "delta": -0.7484, "gamma": 0.0042, "vega": 2.8885, "theta": -0.0726, "rho": -3.4018, "theo": 111.4765, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 131.43, "last_trade_time": "2026-11-06T09:33:15", "percent_change": 0.0, "prev_day_close": 111.014999389648}, {"option": "SPY281215C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.163, "open_interest": 232.0, "volume": 1.0, "delta": 0.4752, "gamma": 0.0023, "vega": 4.2937, "theta": -0.0392, "rho": 6.2635, "theo": 55.8487, "change": 3.245, "open": 53.94, "high": 53.94, "low": 53.94, "tick": "up", "last_trade_price": 53.94, "last_trade_time": "2026-11-11T10:11:15", "percent_change": 6.40102, "prev_day_close": 55.8850002288818}, {"option": "SPY281215P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 59.0, "volume": 0.0, "delta": -0.7724, "gamma": 0.0044, "vega": 2.6906, "theta": -0.0707, "rho": -3.3706, "theo": 115.1361, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 135.46, "last_trade_time": "2026-11-06T13:17:56", "percent_change": 0.0, "prev_day_close": 114.71000289917}, {"option": "SPY281215C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 251.0, "volume": 0.0, "delta": 0.4646, "gamma": 0.0023, "vega": 4.2883, "theta": -0.039, "rho": 6.1685, "theo": 53.6748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 49.88, "last_trade_time": "2026-11-09T12:51:11", "percent_change": 0.0, "prev_day_close": 53.7049999237061}, {"option": "SPY281215P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 275.0, "volume": 1.0, "delta": -0.7959, "gamma": 0.0045, "vega": 2.5056, "theta": -0.0679, "rho": -2.872, "theo": 118.9356, "change": -8.575, "open": 119.34, "high": 119.34, "low": 119.34, "tick": "down", "last_trade_price": 119.34, "last_trade_time": "2026-11-11T11:52:09", "percent_change": -6.70367, "prev_day_close": 118.525001525879}, {"option": "SPY281215C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1608, "open_interest": 342.0, "volume": 2.0, "delta": 0.4539, "gamma": 0.0023, "vega": 4.2831, "theta": -0.0388, "rho": 6.0909, "theo": 51.5442, "change": 5.075, "open": 50.1, "high": 51.73, "low": 50.1, "tick": "up", "last_trade_price": 51.73, "last_trade_time": "2026-11-11T11:29:50", "percent_change": 10.8777, "prev_day_close": 51.5949993133545}, {"option": "SPY281215P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1579, "open_interest": 220.0, "volume": 0.0, "delta": -0.823, "gamma": 0.0048, "vega": 2.2823, "theta": -0.0653, "rho": -2.5511, "theo": 122.8774, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 128.61, "last_trade_time": "2026-11-09T15:08:14", "percent_change": 0.0, "prev_day_close": 122.270000457764}, {"option": "SPY281215C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 161.0, "volume": 4.0, "delta": 0.4431, "gamma": 0.0023, "vega": 4.2773, "theta": -0.0386, "rho": 6.0136, "theo": 49.4475, "change": 5.435, "open": 49.19, "high": 50.15, "low": 49.19, "tick": "up", "last_trade_price": 50.15, "last_trade_time": "2026-11-11T11:59:26", "percent_change": 12.1548, "prev_day_close": 49.5300006866455}, {"option": "SPY281215P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 35.0, "volume": 0.0, "delta": -0.8501, "gamma": 0.005, "vega": 2.0398, "theta": -0.0682, "rho": -2.4677, "theo": 126.9693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 119.63, "last_trade_time": "2026-08-13T11:37:57", "percent_change": 0.0, "prev_day_close": 126.485000610352}, {"option": "SPY281215C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 1382.0, "volume": 1005.0, "delta": 0.4325, "gamma": 0.0023, "vega": 4.2379, "theta": -0.0384, "rho": 5.7472, "theo": 47.4495, "change": 5.54, "open": 47.38, "high": 48.42, "low": 47.38, "tick": "no_change", "last_trade_price": 48.37, "last_trade_time": "2026-11-11T13:06:56", "percent_change": 12.9349, "prev_day_close": 47.5100002288818}, {"option": "SPY281215P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1562, "open_interest": 49.0, "volume": 0.0, "delta": -0.8758, "gamma": 0.0051, "vega": 1.8552, "theta": -0.0701, "rho": -2.2634, "theo": 131.1404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 135.8, "last_trade_time": "2026-11-02T15:21:00", "percent_change": 0.0, "prev_day_close": 131.415000915527}, {"option": "SPY281215C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 2199.0, "volume": 0.0, "delta": 0.4218, "gamma": 0.0023, "vega": 4.2182, "theta": -0.0381, "rho": 5.624, "theo": 45.5085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 41.08, "last_trade_time": "2026-11-09T10:27:48", "percent_change": 0.0, "prev_day_close": 45.5499992370606}, {"option": "SPY281215P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 10.0, "volume": 0.0, "delta": -0.8992, "gamma": 0.0049, "vega": 1.5862, "theta": -0.0786, "rho": -1.5209, "theo": 135.5336, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 132.5, "last_trade_time": "2026-08-31T10:06:52", "percent_change": 0.0, "prev_day_close": 135.415000915527}, {"option": "SPY281215C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1565, "open_interest": 4522.0, "volume": 2052.0, "delta": 0.4111, "gamma": 0.0023, "vega": 4.1961, "theta": -0.0377, "rho": 5.5028, "theo": 43.6213, "change": 4.37, "open": 42.4, "high": 45.0, "low": 41.9, "tick": "down", "last_trade_price": 43.59, "last_trade_time": "2026-11-11T16:11:10", "percent_change": 11.1423, "prev_day_close": 43.6499996185303}, {"option": "SPY281215P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1543, "open_interest": 22.0, "volume": 4.0, "delta": -0.9212, "gamma": 0.0046, "vega": 1.2647, "theta": -0.0902, "rho": -1.2209, "theo": 140.0455, "change": -10.555, "open": 138.87, "high": 140.05, "low": 138.87, "tick": "up", "last_trade_price": 140.05, "last_trade_time": "2026-11-11T16:12:34", "percent_change": -7.0084, "prev_day_close": 139.985000610352}, {"option": "SPY281215C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1555, "open_interest": 411.0, "volume": 16.0, "delta": 0.4005, "gamma": 0.0023, "vega": 4.1727, "theta": -0.0374, "rho": 5.3887, "theo": 41.7863, "change": 2.895, "open": 40.44, "high": 40.44, "low": 40.4, "tick": "down", "last_trade_price": 40.4, "last_trade_time": "2026-11-11T09:42:36", "percent_change": 7.71897, "prev_day_close": 41.8050003051758}, {"option": "SPY281215P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1576, "open_interest": 0.0, "volume": 0.0, "delta": -0.9396, "gamma": 0.004, "vega": 0.8839, "theta": -0.0986, "rho": 0.0, "theo": 144.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 133.45, "last_trade_time": "2026-09-25T12:34:00", "percent_change": 0.0, "prev_day_close": 144.985000610352}, {"option": "SPY281215C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1545, "open_interest": 379.0, "volume": 43.0, "delta": 0.3898, "gamma": 0.0023, "vega": 4.15, "theta": -0.037, "rho": 5.289, "theo": 40.0072, "change": 5.345, "open": 38.67, "high": 41.18, "low": 38.67, "tick": "up", "last_trade_price": 41.18, "last_trade_time": "2026-11-11T13:39:53", "percent_change": 14.9156, "prev_day_close": 40.0050010681152}, {"option": "SPY281215P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1608, "open_interest": 2.0, "volume": 0.0, "delta": -0.9562, "gamma": 0.0029, "vega": 0.4075, "theta": -0.1095, "rho": 0.0, "theo": 149.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 137.65, "last_trade_time": "2026-09-23T09:36:02", "percent_change": 0.0, "prev_day_close": 149.985000610352}, {"option": "SPY281215C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 319.0, "volume": 1.0, "delta": 0.3792, "gamma": 0.0023, "vega": 4.1298, "theta": -0.0366, "rho": 5.2094, "theo": 38.2638, "change": 2.8, "open": 37.02, "high": 37.02, "low": 37.02, "tick": "up", "last_trade_price": 37.02, "last_trade_time": "2026-11-11T09:37:31", "percent_change": 8.18235, "prev_day_close": 38.2750015258789}, {"option": "SPY281215P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 0.0, "volume": 0.0, "delta": -0.9712, "gamma": 0.0019, "vega": 0.0249, "theta": -0.1095, "rho": 0.0, "theo": 154.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 145.07, "last_trade_time": "2026-10-05T09:30:06", "percent_change": 0.0, "prev_day_close": 154.985000610352}, {"option": "SPY281215C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1527, "open_interest": 460.0, "volume": 0.0, "delta": 0.3686, "gamma": 0.0023, "vega": 4.0924, "theta": -0.0362, "rho": 4.9718, "theo": 36.5712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.78, "last_trade_time": "2026-11-09T14:12:56", "percent_change": 0.0, "prev_day_close": 36.5900001525879}, {"option": "SPY281215P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1672, "open_interest": 3.0, "volume": 0.0, "delta": -0.9836, "gamma": 0.0011, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 159.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 142.58, "last_trade_time": "2026-10-13T10:19:49", "percent_change": 0.0, "prev_day_close": 159.985000610352}, {"option": "SPY281215C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1518, "open_interest": 572.0, "volume": 0.0, "delta": 0.3581, "gamma": 0.0023, "vega": 4.0327, "theta": -0.0358, "rho": 4.8446, "theo": 34.9653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 30.73, "last_trade_time": "2026-11-10T15:01:25", "percent_change": 0.0, "prev_day_close": 34.9600009918213}, {"option": "SPY281215P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1704, "open_interest": 4.0, "volume": 0.0, "delta": -0.9925, "gamma": 0.0005, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 164.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 147.47, "last_trade_time": "2026-10-13T10:19:49", "percent_change": 0.0, "prev_day_close": 164.985000610352}, {"option": "SPY281215C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1509, "open_interest": 619.0, "volume": 43.0, "delta": 0.3478, "gamma": 0.0023, "vega": 3.9938, "theta": -0.0353, "rho": 4.7188, "theo": 33.4126, "change": 4.765, "open": 32.53, "high": 34.47, "low": 32.23, "tick": "up", "last_trade_price": 34.47, "last_trade_time": "2026-11-11T13:39:53", "percent_change": 16.0411, "prev_day_close": 33.3899993896484}, {"option": "SPY281215P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 0.0, "volume": 0.0, "delta": -0.9997, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 169.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 164.43, "last_trade_time": "2026-08-26T13:27:56", "percent_change": 0.0, "prev_day_close": 169.985000610352}, {"option": "SPY281215C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.15, "open_interest": 389.0, "volume": 0.0, "delta": 0.3375, "gamma": 0.0023, "vega": 3.9534, "theta": -0.0348, "rho": 4.5978, "theo": 31.9115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.26, "last_trade_time": "2026-11-10T14:43:51", "percent_change": 0.0, "prev_day_close": 31.8800001144409}, {"option": "SPY281215P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1766, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 174.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 170.7, "last_trade_time": "2026-08-24T11:55:35", "percent_change": 0.0, "prev_day_close": 174.985000610352}, {"option": "SPY281215C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1492, "open_interest": 309.0, "volume": 0.0, "delta": 0.3273, "gamma": 0.0022, "vega": 3.9134, "theta": -0.0343, "rho": 4.4879, "theo": 30.4653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.69, "last_trade_time": "2026-11-10T10:57:08", "percent_change": 0.0, "prev_day_close": 30.4050006866455}, {"option": "SPY281215P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1796, "open_interest": 2.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 179.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 163.76, "last_trade_time": "2026-10-08T10:32:43", "percent_change": 0.0, "prev_day_close": 179.985000610352}, {"option": "SPY281215C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1484, "open_interest": 471.0, "volume": 0.0, "delta": 0.3172, "gamma": 0.0022, "vega": 3.8761, "theta": -0.0338, "rho": 4.3949, "theo": 29.057, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 27.4, "last_trade_time": "2026-11-09T14:42:01", "percent_change": 0.0, "prev_day_close": 28.9949998855591}, {"option": "SPY281215P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 184.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 208.0, "last_trade_time": "2026-06-11T15:50:32", "percent_change": 0.0, "prev_day_close": 184.985000610352}, {"option": "SPY281215C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1477, "open_interest": 834.0, "volume": 3.0, "delta": 0.3071, "gamma": 0.0022, "vega": 3.8442, "theta": -0.0333, "rho": 4.3247, "theo": 27.6864, "change": 3.05, "open": 27.03, "high": 27.5, "low": 26.87, "tick": "up", "last_trade_price": 27.5, "last_trade_time": "2026-11-11T11:18:39", "percent_change": 12.4744, "prev_day_close": 27.6549997329712}, {"option": "SPY281215P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1856, "open_interest": 3.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 189.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 189.58, "last_trade_time": "2026-10-01T12:00:24", "percent_change": 0.0, "prev_day_close": 189.985000610352}, {"option": "SPY281215C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 379.0, "volume": 3.0, "delta": 0.2973, "gamma": 0.0022, "vega": 3.7699, "theta": -0.0327, "rho": 4.0711, "theo": 26.3909, "change": 3.46, "open": 25.74, "high": 26.73, "low": 25.74, "tick": "up", "last_trade_price": 26.73, "last_trade_time": "2026-11-11T11:54:48", "percent_change": 14.8689, "prev_day_close": 26.3450002670288}, {"option": "SPY281215P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1886, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 194.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 183.44, "last_trade_time": "2026-09-25T12:34:00", "percent_change": 0.0, "prev_day_close": 194.985000610352}, {"option": "SPY281215C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1463, "open_interest": 512.0, "volume": 1.0, "delta": 0.2877, "gamma": 0.0022, "vega": 3.6997, "theta": -0.0321, "rho": 3.9492, "theo": 25.1528, "change": 3.725, "open": 25.85, "high": 25.85, "low": 25.85, "tick": "up", "last_trade_price": 25.85, "last_trade_time": "2026-11-11T12:23:35", "percent_change": 16.8362, "prev_day_close": 25.0900001525879}, {"option": "SPY281215P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1915, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 199.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 232.96, "last_trade_time": "2026-06-10T15:51:33", "percent_change": 0.0, "prev_day_close": 199.985000610352}, {"option": "SPY281215C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1456, "open_interest": 400.0, "volume": 0.0, "delta": 0.2782, "gamma": 0.0021, "vega": 3.6459, "theta": -0.0315, "rho": 3.8308, "theo": 23.9624, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 21.09, "last_trade_time": "2026-11-10T11:05:19", "percent_change": 0.0, "prev_day_close": 23.8999996185303}, {"option": "SPY281215P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1944, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 204.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 238.22, "last_trade_time": "2026-06-10T15:37:28", "percent_change": 0.0, "prev_day_close": 204.985000610352}, {"option": "SPY281215C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1449, "open_interest": 253.0, "volume": 0.0, "delta": 0.2689, "gamma": 0.0021, "vega": 3.5922, "theta": -0.0309, "rho": 3.7209, "theo": 22.8221, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.84, "last_trade_time": "2026-11-06T10:14:16", "percent_change": 0.0, "prev_day_close": 22.75}, {"option": "SPY281215P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1973, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 209.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 193.6, "last_trade_time": "2026-08-14T14:58:07", "percent_change": 0.0, "prev_day_close": 209.985000610352}, {"option": "SPY281215C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 1068.0, "volume": 8.0, "delta": 0.2597, "gamma": 0.0021, "vega": 3.5407, "theta": -0.0303, "rho": 3.6242, "theo": 21.7184, "change": 2.92, "open": 21.91, "high": 21.91, "low": 21.91, "tick": "up", "last_trade_price": 21.91, "last_trade_time": "2026-11-11T14:45:49", "percent_change": 15.3765, "prev_day_close": 21.6450004577637}, {"option": "SPY281215P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 214.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 199.0, "last_trade_time": "2026-08-13T11:51:34", "percent_change": 0.0, "prev_day_close": 214.985000610352}, {"option": "SPY281215C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1438, "open_interest": 706.0, "volume": 0.0, "delta": 0.2506, "gamma": 0.002, "vega": 3.4944, "theta": -0.0297, "rho": 3.5468, "theo": 20.6509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.77, "last_trade_time": "2026-11-06T13:32:46", "percent_change": 0.0, "prev_day_close": 20.5950002670288}, {"option": "SPY281215P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 219.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 209.54, "last_trade_time": "2026-08-27T11:03:34", "percent_change": 0.0, "prev_day_close": 219.985000610352}, {"option": "SPY281215C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 583.0, "volume": 0.0, "delta": 0.2418, "gamma": 0.002, "vega": 3.4349, "theta": -0.0291, "rho": 3.3431, "theo": 19.6301, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.56, "last_trade_time": "2026-11-05T13:54:54", "percent_change": 0.0, "prev_day_close": 19.585000038147}, {"option": "SPY281215P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2058, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 224.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 254.37, "last_trade_time": "2026-06-10T12:34:28", "percent_change": 0.0, "prev_day_close": 224.985000610352}, {"option": "SPY281215C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1427, "open_interest": 658.0, "volume": 0.0, "delta": 0.2332, "gamma": 0.002, "vega": 3.3507, "theta": -0.0284, "rho": 3.2313, "theo": 18.6723, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 16.42, "last_trade_time": "2026-11-10T09:46:48", "percent_change": 0.0, "prev_day_close": 18.6149997711182}, {"option": "SPY281215P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2085, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 229.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 262.73, "last_trade_time": "2026-06-10T15:14:51", "percent_change": 0.0, "prev_day_close": 229.985000610352}, {"option": "SPY281215C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1422, "open_interest": 183.0, "volume": 0.0, "delta": 0.2248, "gamma": 0.002, "vega": 3.2766, "theta": -0.0278, "rho": 3.1232, "theo": 17.7598, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 14.72, "last_trade_time": "2026-11-09T09:40:25", "percent_change": 0.0, "prev_day_close": 17.7049999237061}, {"option": "SPY281215P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2113, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 234.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 234.61, "last_trade_time": "2026-10-30T09:56:44", "percent_change": 0.0, "prev_day_close": 234.985000610352}, {"option": "SPY281215C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 10946.0, "volume": 80.0, "delta": 0.2167, "gamma": 0.0019, "vega": 3.2144, "theta": -0.0272, "rho": 3.0202, "theo": 16.8828, "change": 2.195, "open": 16.47, "high": 17.63, "low": 16.11, "tick": "down", "last_trade_price": 16.85, "last_trade_time": "2026-11-11T16:11:10", "percent_change": 14.9778, "prev_day_close": 16.8249998092651}, {"option": "SPY281215P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.214, "open_interest": 0.0, "volume": 2.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 239.795, "change": -10.805, "open": 237.5, "high": 239.78, "low": 237.5, "tick": "up", "last_trade_price": 239.78, "last_trade_time": "2026-11-11T16:12:34", "percent_change": -4.31191, "prev_day_close": 239.985000610352}, {"option": "SPY281215C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 131.0, "volume": 0.0, "delta": 0.2087, "gamma": 0.0019, "vega": 3.1538, "theta": -0.0265, "rho": 2.927, "theo": 16.0427, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.33, "last_trade_time": "2026-11-10T10:26:39", "percent_change": 0.0, "prev_day_close": 15.9800000190735}, {"option": "SPY281215P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 244.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 311.54, "last_trade_time": "2026-01-12T09:52:23", "percent_change": 0.0, "prev_day_close": 244.985000610352}, {"option": "SPY281215C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1408, "open_interest": 426.0, "volume": 0.0, "delta": 0.2008, "gamma": 0.0018, "vega": 3.0974, "theta": -0.0259, "rho": 2.8486, "theo": 15.2353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.53, "last_trade_time": "2026-11-10T09:44:23", "percent_change": 0.0, "prev_day_close": 15.1900000572205}, {"option": "SPY281215P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2194, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 249.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 232.87, "last_trade_time": "2026-08-13T09:48:48", "percent_change": 0.0, "prev_day_close": 249.985000610352}, {"option": "SPY281215C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 145.0, "volume": 0.0, "delta": 0.1931, "gamma": 0.0018, "vega": 3.0468, "theta": -0.0253, "rho": 2.7786, "theo": 14.4533, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.87, "last_trade_time": "2026-11-10T10:24:33", "percent_change": 0.0, "prev_day_close": 14.4300003051758}, {"option": "SPY281215P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2221, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 254.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 254.985000610352}, {"option": "SPY281215C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 259.0, "volume": 0.0, "delta": 0.1858, "gamma": 0.0018, "vega": 2.9706, "theta": -0.0246, "rho": 2.5943, "theo": 13.736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.29, "last_trade_time": "2026-11-10T10:26:00", "percent_change": 0.0, "prev_day_close": 13.6999998092651}, {"option": "SPY281215P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2247, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 259.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 259.985000610352}, {"option": "SPY281215C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 359.0, "volume": 0.0, "delta": 0.1788, "gamma": 0.0017, "vega": 2.8878, "theta": -0.024, "rho": 2.4999, "theo": 13.0496, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.84, "last_trade_time": "2026-11-06T10:10:36", "percent_change": 0.0, "prev_day_close": 13.0150003433228}, {"option": "SPY281215P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2274, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 264.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 264.985000610352}, {"option": "SPY281215C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 456.0, "volume": 0.0, "delta": 0.1719, "gamma": 0.0017, "vega": 2.8124, "theta": -0.0234, "rho": 2.4094, "theo": 12.396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.54, "last_trade_time": "2026-11-10T11:48:47", "percent_change": 0.0, "prev_day_close": 12.3649997711182}, {"option": "SPY281215P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.23, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 269.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 269.985000610352}, {"option": "SPY281215C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1391, "open_interest": 172.0, "volume": 0.0, "delta": 0.1652, "gamma": 0.0016, "vega": 2.7488, "theta": -0.0228, "rho": 2.325, "theo": 11.7732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 10.62, "last_trade_time": "2026-11-10T10:22:34", "percent_change": 0.0, "prev_day_close": 11.7399997711182}, {"option": "SPY281215P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2326, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 274.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 274.985000610352}, {"option": "SPY281215C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1388, "open_interest": 238.0, "volume": 11.0, "delta": 0.1587, "gamma": 0.0016, "vega": 2.6879, "theta": -0.0221, "rho": 2.2504, "theo": 11.1785, "change": 1.655, "open": 11.29, "high": 11.29, "low": 11.29, "tick": "no_change", "last_trade_price": 11.29, "last_trade_time": "2026-11-11T11:41:58", "percent_change": 17.177, "prev_day_close": 11.1499996185303}, {"option": "SPY281215P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2352, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 279.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 279.985000610352}, {"option": "SPY281215C01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 145.0, "volume": 60.0, "delta": 0.1524, "gamma": 0.0016, "vega": 2.6318, "theta": -0.0215, "rho": 2.1888, "theo": 10.6086, "change": 1.635, "open": 10.8, "high": 10.8, "low": 10.78, "tick": "down", "last_trade_price": 10.78, "last_trade_time": "2026-11-11T11:43:39", "percent_change": 17.8786, "prev_day_close": 10.5900001525879}, {"option": "SPY281215P01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2377, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 284.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 305.5, "last_trade_time": "2026-06-29T09:54:10", "percent_change": 0.0, "prev_day_close": 284.985000610352}, {"option": "SPY281215C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 1735.0, "volume": 8.0, "delta": 0.1462, "gamma": 0.0015, "vega": 2.5745, "theta": -0.0209, "rho": 2.0629, "theo": 10.0649, "change": 1.015, "open": 9.7, "high": 9.7, "low": 9.7, "tick": "up", "last_trade_price": 9.7, "last_trade_time": "2026-11-11T09:45:04", "percent_change": 11.6868, "prev_day_close": 10.0599999427795}, {"option": "SPY281215P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2403, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 289.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 289.985000610352}, {"option": "SPY281215C01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1381, "open_interest": 154.0, "volume": 0.0, "delta": 0.1405, "gamma": 0.0015, "vega": 2.504, "theta": -0.0204, "rho": 1.9749, "theo": 9.5654, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.66, "last_trade_time": "2026-11-10T10:23:31", "percent_change": 0.0, "prev_day_close": 9.55499982833862}, {"option": "SPY281215P01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2428, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 294.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 294.985000610352}, {"option": "SPY281215C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 132.0, "volume": 0.0, "delta": 0.1349, "gamma": 0.0015, "vega": 2.4301, "theta": -0.0198, "rho": 1.8995, "theo": 9.0893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.32, "last_trade_time": "2026-11-10T10:20:45", "percent_change": 0.0, "prev_day_close": 9.08500003814697}, {"option": "SPY281215P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2453, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 299.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 299.985000610352}, {"option": "SPY281215C01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 69.0, "volume": 0.0, "delta": 0.1295, "gamma": 0.0014, "vega": 2.3556, "theta": -0.0192, "rho": 1.8277, "theo": 8.6376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.79, "last_trade_time": "2026-11-10T10:19:47", "percent_change": 0.0, "prev_day_close": 8.625}, {"option": "SPY281215P01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2478, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 304.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 304.985000610352}, {"option": "SPY281215C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 814.0, "volume": 0.0, "delta": 0.1244, "gamma": 0.0014, "vega": 2.2961, "theta": -0.0187, "rho": 1.7612, "theo": 8.2087, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.59, "last_trade_time": "2026-11-09T14:00:02", "percent_change": 0.0, "prev_day_close": 8.2000002861023}, {"option": "SPY281215P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2502, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 309.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 309.985000610352}, {"option": "SPY281215C01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 159.0, "volume": 0.0, "delta": 0.1193, "gamma": 0.0013, "vega": 2.2392, "theta": -0.0181, "rho": 1.7022, "theo": 7.8006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.69, "last_trade_time": "2026-11-10T13:55:09", "percent_change": 0.0, "prev_day_close": 7.79499983787537}, {"option": "SPY281215P01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2527, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 314.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 314.985000610352}, {"option": "SPY281215C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 359.0, "volume": 2.0, "delta": 0.1145, "gamma": 0.0013, "vega": 2.1864, "theta": -0.0176, "rho": 1.6528, "theo": 7.4107, "change": 1.155, "open": 7.49, "high": 7.55, "low": 7.49, "tick": "up", "last_trade_price": 7.55, "last_trade_time": "2026-11-11T14:28:14", "percent_change": 18.061, "prev_day_close": 7.41000008583069}, {"option": "SPY281215P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 319.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 319.985000610352}, {"option": "SPY281215C01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 70.0, "volume": 0.0, "delta": 0.1098, "gamma": 0.0013, "vega": 2.1347, "theta": -0.0171, "rho": 1.5715, "theo": 7.0389, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.48, "last_trade_time": "2026-11-09T12:15:00", "percent_change": 0.0, "prev_day_close": 7.04500007629394}, {"option": "SPY281215P01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2576, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 324.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 324.985000610352}, {"option": "SPY281215C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 98.0, "volume": 0.0, "delta": 0.1054, "gamma": 0.0012, "vega": 2.0741, "theta": -0.0166, "rho": 1.489, "theo": 6.6996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.01, "last_trade_time": "2026-11-10T09:36:26", "percent_change": 0.0, "prev_day_close": 6.70499992370606}, {"option": "SPY281215P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.26, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 329.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 329.985000610352}, {"option": "SPY281215C01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 389.0, "volume": 0.0, "delta": 0.1012, "gamma": 0.0012, "vega": 2.0128, "theta": -0.0161, "rho": 1.4313, "theo": 6.377, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.69, "last_trade_time": "2026-11-05T15:49:53", "percent_change": 0.0, "prev_day_close": 6.38499999046326}, {"option": "SPY281215P01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2624, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 334.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 334.985000610352}, {"option": "SPY281215C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 8296.0, "volume": 33.0, "delta": 0.0972, "gamma": 0.0012, "vega": 1.9502, "theta": -0.0156, "rho": 1.3765, "theo": 6.0717, "change": 0.82, "open": 5.95, "high": 6.08, "low": 5.87, "tick": "up", "last_trade_price": 6.08, "last_trade_time": "2026-11-11T11:16:58", "percent_change": 15.5894, "prev_day_close": 6.07000017166138}, {"option": "SPY281215P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2647, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 339.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 332.0, "last_trade_time": "2026-11-04T13:59:26", "percent_change": 0.0, "prev_day_close": 339.985000610352}, {"option": "SPY281215C01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1371, "open_interest": 20.0, "volume": 0.0, "delta": 0.0933, "gamma": 0.0011, "vega": 1.8897, "theta": -0.0152, "rho": 1.325, "theo": 5.7826, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.72, "last_trade_time": "2026-11-02T15:40:24", "percent_change": 0.0, "prev_day_close": 5.77999997138977}, {"option": "SPY281215P01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2671, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 344.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 344.985000610352}, {"option": "SPY281215C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 264.0, "volume": 0.0, "delta": 0.0896, "gamma": 0.0011, "vega": 1.8396, "theta": -0.0147, "rho": 1.2781, "theo": 5.5084, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.05, "last_trade_time": "2026-11-09T11:56:04", "percent_change": 0.0, "prev_day_close": 5.50999999046326}, {"option": "SPY281215P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2694, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 349.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 349.985000610352}, {"option": "SPY281215C01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 412.0, "volume": 0.0, "delta": 0.086, "gamma": 0.0011, "vega": 1.7921, "theta": -0.0143, "rho": 1.2372, "theo": 5.2476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.88, "last_trade_time": "2026-11-09T11:02:34", "percent_change": 0.0, "prev_day_close": 5.25}, {"option": "SPY281215P01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2718, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 354.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 354.985000610352}, {"option": "SPY281215C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1372, "open_interest": 346.0, "volume": 2.0, "delta": 0.0826, "gamma": 0.001, "vega": 1.7482, "theta": -0.0139, "rho": 1.2032, "theo": 4.9985, "change": 0.46, "open": 4.81, "high": 4.81, "low": 4.81, "tick": "up", "last_trade_price": 4.81, "last_trade_time": "2026-11-11T09:55:29", "percent_change": 10.5747, "prev_day_close": 5.0}, {"option": "SPY281215P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2741, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 359.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 359.985000610352}, {"option": "SPY281215C01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 109.0, "volume": 0.0, "delta": 0.0793, "gamma": 0.001, "vega": 1.7023, "theta": -0.0134, "rho": 1.1231, "theo": 4.7658, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.26, "last_trade_time": "2026-11-02T09:43:54", "percent_change": 0.0, "prev_day_close": 4.76999998092651}, {"option": "SPY281215P01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2764, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 364.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 364.985000610352}, {"option": "SPY281215C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 586.0, "volume": 1.0, "delta": 0.0762, "gamma": 0.001, "vega": 1.6533, "theta": -0.0131, "rho": 1.0803, "theo": 4.5498, "change": 0.435, "open": 4.4, "high": 4.4, "low": 4.4, "tick": "up", "last_trade_price": 4.4, "last_trade_time": "2026-11-11T09:41:49", "percent_change": 10.971, "prev_day_close": 4.54999995231628}, {"option": "SPY281215P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2787, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 369.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 369.985000610352}, {"option": "SPY281215C01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 341.0, "volume": 0.0, "delta": 0.0733, "gamma": 0.0009, "vega": 1.6049, "theta": -0.0127, "rho": 1.0395, "theo": 4.3455, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.3, "last_trade_time": "2026-10-14T15:35:35", "percent_change": 0.0, "prev_day_close": 4.34500002861023}, {"option": "SPY281215P01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.281, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 374.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 374.985000610352}, {"option": "SPY281215C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 255.0, "volume": 173.0, "delta": 0.0705, "gamma": 0.0009, "vega": 1.5567, "theta": -0.0123, "rho": 1.0009, "theo": 4.1523, "change": 0.565, "open": 4.19, "high": 4.19, "low": 4.19, "tick": "no_change", "last_trade_price": 4.19, "last_trade_time": "2026-11-11T15:41:10", "percent_change": 15.5862, "prev_day_close": 4.15000009536743}, {"option": "SPY281215P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2832, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 379.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 379.985000610352}, {"option": "SPY281215C01145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 85.0, "volume": 0.0, "delta": 0.0678, "gamma": 0.0009, "vega": 1.5082, "theta": -0.012, "rho": 0.9644, "theo": 3.9694, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.35, "last_trade_time": "2026-09-30T11:16:31", "percent_change": 0.0, "prev_day_close": 3.9650000333786}, {"option": "SPY281215P01145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2855, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 384.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 384.985000610352}, {"option": "SPY281215C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 1120.0, "volume": 1.0, "delta": 0.0652, "gamma": 0.0008, "vega": 1.4642, "theta": -0.0116, "rho": 0.9307, "theo": 3.7955, "change": 0.525, "open": 3.85, "high": 3.85, "low": 3.85, "tick": "up", "last_trade_price": 3.85, "last_trade_time": "2026-11-11T14:17:24", "percent_change": 15.7895, "prev_day_close": 3.79499995708466}, {"option": "SPY281215P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2877, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 389.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 389.985000610352}, {"option": "SPY281215C01155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 5.0, "volume": 0.0, "delta": 0.0627, "gamma": 0.0008, "vega": 1.4259, "theta": -0.0113, "rho": 0.9006, "theo": 3.6315, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.47, "last_trade_time": "2026-10-23T10:11:01", "percent_change": 0.0, "prev_day_close": 3.62999999523163}, {"option": "SPY281215P01155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.29, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 394.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 394.985000610352}, {"option": "SPY281215C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 418.0, "volume": 0.0, "delta": 0.0604, "gamma": 0.0008, "vega": 1.3898, "theta": -0.011, "rho": 0.8745, "theo": 3.4746, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.72, "last_trade_time": "2026-11-05T13:38:20", "percent_change": 0.0, "prev_day_close": 3.47000002861023}, {"option": "SPY281215P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2922, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 399.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 399.985000610352}, {"option": "SPY281215C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1386, "open_interest": 306.0, "volume": 0.0, "delta": 0.0559, "gamma": 0.0008, "vega": 1.3191, "theta": -0.0104, "rho": 0.7939, "theo": 3.187, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.63, "last_trade_time": "2026-11-05T11:53:36", "percent_change": 0.0, "prev_day_close": 3.18500006198883}, {"option": "SPY281215P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2966, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 409.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 409.985000610352}, {"option": "SPY281215C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.139, "open_interest": 17.0, "volume": 0.0, "delta": 0.052, "gamma": 0.0007, "vega": 1.2468, "theta": -0.0098, "rho": 0.7386, "theo": 2.9345, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.52, "last_trade_time": "2026-11-10T13:20:34", "percent_change": 0.0, "prev_day_close": 2.92499995231628}, {"option": "SPY281215P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3009, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 419.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 440.71, "last_trade_time": "2026-05-11T10:02:28", "percent_change": 0.0, "prev_day_close": 419.985000610352}, {"option": "SPY281215C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1395, "open_interest": 1159.0, "volume": 13.0, "delta": 0.0484, "gamma": 0.0007, "vega": 1.1774, "theta": -0.0093, "rho": 0.6888, "theo": 2.7078, "change": 0.49, "open": 2.7, "high": 2.9, "low": 2.7, "tick": "no_change", "last_trade_price": 2.9, "last_trade_time": "2026-11-11T13:28:21", "percent_change": 20.332, "prev_day_close": 2.70000004768372}, {"option": "SPY281215P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3052, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 429.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 429.985000610352}, {"option": "SPY281215C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1401, "open_interest": 5937.0, "volume": 18.0, "delta": 0.0451, "gamma": 0.0006, "vega": 1.1119, "theta": -0.0088, "rho": 0.6451, "theo": 2.5035, "change": 0.255, "open": 2.48, "high": 2.61, "low": 2.45, "tick": "up", "last_trade_price": 2.49, "last_trade_time": "2026-11-11T16:03:10", "percent_change": 11.4094, "prev_day_close": 2.49500000476837}, {"option": "SPY281215P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3095, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 439.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 516.56, "last_trade_time": "2026-02-17T15:07:23", "percent_change": 0.0, "prev_day_close": 439.985000610352}, {"option": "SPY281215C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1407, "open_interest": 716.0, "volume": 0.0, "delta": 0.042, "gamma": 0.0006, "vega": 1.0579, "theta": -0.0084, "rho": 0.6093, "theo": 2.3164, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.09, "last_trade_time": "2026-11-10T12:32:37", "percent_change": 0.0, "prev_day_close": 2.31499993801117}, {"option": "SPY281215P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3137, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 449.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 449.985000610352}, {"option": "SPY281215C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1414, "open_interest": 607.0, "volume": 0.0, "delta": 0.0392, "gamma": 0.0006, "vega": 1.0074, "theta": -0.008, "rho": 0.557, "theo": 2.1498, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.93, "last_trade_time": "2026-11-05T10:25:13", "percent_change": 0.0, "prev_day_close": 2.15499997138977}, {"option": "SPY281215P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3179, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 459.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 459.985000610352}, {"option": "SPY281215C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1421, "open_interest": 594.0, "volume": 0.0, "delta": 0.0368, "gamma": 0.0005, "vega": 0.9568, "theta": -0.0076, "rho": 0.522, "theo": 2.0026, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.9, "last_trade_time": "2026-11-10T09:44:34", "percent_change": 0.0, "prev_day_close": 2.0}, {"option": "SPY281215P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.322, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 469.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 469.985000610352}, {"option": "SPY281215C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 611.0, "volume": 0.0, "delta": 0.0345, "gamma": 0.0005, "vega": 0.9091, "theta": -0.0072, "rho": 0.4903, "theo": 1.8695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.62, "last_trade_time": "2026-11-06T12:47:03", "percent_change": 0.0, "prev_day_close": 1.87000000476837}, {"option": "SPY281215P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3261, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 479.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 479.985000610352}, {"option": "SPY281215C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1435, "open_interest": 4207.0, "volume": 0.0, "delta": 0.0324, "gamma": 0.0005, "vega": 0.8635, "theta": -0.0069, "rho": 0.4617, "theo": 1.7488, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.7, "last_trade_time": "2026-11-10T10:27:50", "percent_change": 0.0, "prev_day_close": 1.75}, {"option": "SPY281215P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3302, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 489.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 489.985000610352}, {"option": "SPY281215C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1443, "open_interest": 819.0, "volume": 0.0, "delta": 0.0305, "gamma": 0.0004, "vega": 0.8211, "theta": -0.0066, "rho": 0.4366, "theo": 1.639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.65, "last_trade_time": "2026-11-03T15:59:03", "percent_change": 0.0, "prev_day_close": 1.63999998569489}, {"option": "SPY281215P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3342, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 499.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 499.985000610352}, {"option": "SPY281215C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1452, "open_interest": 73.0, "volume": 0.0, "delta": 0.0287, "gamma": 0.0004, "vega": 0.7858, "theta": -0.0063, "rho": 0.4157, "theo": 1.5383, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.34, "last_trade_time": "2026-11-06T11:42:03", "percent_change": 0.0, "prev_day_close": 1.54000002145767}, {"option": "SPY281215P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3382, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 509.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 521.55, "last_trade_time": "2026-07-21T15:46:05", "percent_change": 0.0, "prev_day_close": 509.984985351562}, {"option": "SPY281215C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.146, "open_interest": 787.0, "volume": 0.0, "delta": 0.0271, "gamma": 0.0004, "vega": 0.7526, "theta": -0.006, "rho": 0.3841, "theo": 1.4468, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.27, "last_trade_time": "2026-11-05T11:01:16", "percent_change": 0.0, "prev_day_close": 1.44999998807907}, {"option": "SPY281215P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3421, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 519.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 512.1, "last_trade_time": "2026-08-18T15:51:23", "percent_change": 0.0, "prev_day_close": 519.984985351562}, {"option": "SPY281215C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 493.0, "volume": 0.0, "delta": 0.0256, "gamma": 0.0004, "vega": 0.7194, "theta": -0.0058, "rho": 0.3632, "theo": 1.3653, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.21, "last_trade_time": "2026-11-06T12:49:29", "percent_change": 0.0, "prev_day_close": 1.36500000953674}, {"option": "SPY281215P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.346, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 529.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 522.12, "last_trade_time": "2026-08-18T15:51:23", "percent_change": 0.0, "prev_day_close": 529.984985351562}, {"option": "SPY281215C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1476, "open_interest": 3452.0, "volume": 43.0, "delta": 0.0243, "gamma": 0.0004, "vega": 0.6889, "theta": -0.0056, "rho": 0.3446, "theo": 1.2921, "change": 0.1, "open": 1.28, "high": 1.3, "low": 1.28, "tick": "up", "last_trade_price": 1.3, "last_trade_time": "2026-11-11T15:45:45", "percent_change": 8.33333, "prev_day_close": 1.29000002145767}, {"option": "SPY281215P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3499, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 539.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 559.26, "last_trade_time": "2026-05-20T15:50:45", "percent_change": 0.0, "prev_day_close": 539.984985351562}, {"option": "SPY281215C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1486, "open_interest": 710.0, "volume": 0.0, "delta": 0.023, "gamma": 0.0003, "vega": 0.6596, "theta": -0.0054, "rho": 0.3272, "theo": 1.2239, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.46, "last_trade_time": "2026-10-29T13:47:04", "percent_change": 0.0, "prev_day_close": 1.22000002861023}, {"option": "SPY281215P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3537, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 549.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.984985351562}, {"option": "SPY281215C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 816.0, "volume": 0.0, "delta": 0.0219, "gamma": 0.0003, "vega": 0.6317, "theta": -0.0052, "rho": 0.3113, "theo": 1.1614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.94, "last_trade_time": "2026-11-05T14:00:56", "percent_change": 0.0, "prev_day_close": 1.16000002622604}, {"option": "SPY281215P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3575, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 559.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 559.984985351562}, {"option": "SPY281215C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1504, "open_interest": 821.0, "volume": 2.0, "delta": 0.0208, "gamma": 0.0003, "vega": 0.605, "theta": -0.005, "rho": 0.297, "theo": 1.1039, "change": 0.065, "open": 1.1, "high": 1.1, "low": 1.1, "tick": "up", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T10:16:53", "percent_change": 6.2802, "prev_day_close": 1.10500001907349}, {"option": "SPY281215P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3613, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 569.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 674.64, "last_trade_time": "2026-03-23T15:57:03", "percent_change": 0.0, "prev_day_close": 569.984985351562}, {"option": "SPY281215C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1515, "open_interest": 1524.0, "volume": 0.0, "delta": 0.0198, "gamma": 0.0003, "vega": 0.5823, "theta": -0.0048, "rho": 0.2845, "theo": 1.0508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.08, "last_trade_time": "2026-11-03T13:56:37", "percent_change": 0.0, "prev_day_close": 1.05000001192093}, {"option": "SPY281215P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.365, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 579.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 705.45, "last_trade_time": "2026-03-27T15:56:14", "percent_change": 0.0, "prev_day_close": 579.984985351562}, {"option": "SPY281215C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 5432.0, "volume": 121.0, "delta": 0.0189, "gamma": 0.0003, "vega": 0.5617, "theta": -0.0046, "rho": 0.2738, "theo": 1.0015, "change": 0.085, "open": 1.03, "high": 1.07, "low": 1.01, "tick": "no_change", "last_trade_price": 1.03, "last_trade_time": "2026-11-11T14:21:43", "percent_change": 8.99471, "prev_day_close": 1.00499999523163}, {"option": "SPY281215P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3688, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 589.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 609.24, "last_trade_time": "2026-05-20T15:50:45", "percent_change": 0.0, "prev_day_close": 589.984985351562}, {"option": "SPY281215C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1534, "open_interest": 959.0, "volume": 0.0, "delta": 0.0181, "gamma": 0.0003, "vega": 0.5417, "theta": -0.0045, "rho": 0.2556, "theo": 0.9567, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.98, "last_trade_time": "2026-11-09T15:01:08", "percent_change": 0.0, "prev_day_close": 0.955000013113022}, {"option": "SPY281215P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3724, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 599.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 599.984985351562}, {"option": "SPY281215C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1544, "open_interest": 1704.0, "volume": 32.0, "delta": 0.0173, "gamma": 0.0003, "vega": 0.5222, "theta": -0.0043, "rho": 0.2445, "theo": 0.916, "change": 0.065, "open": 0.93, "high": 0.93, "low": 0.93, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-11T11:30:18", "percent_change": 7.51445, "prev_day_close": 0.91499999165535}, {"option": "SPY281215P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3761, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 609.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 609.984985351562}, {"option": "SPY281215C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1555, "open_interest": 1233.0, "volume": 0.0, "delta": 0.0166, "gamma": 0.0002, "vega": 0.5039, "theta": -0.0042, "rho": 0.2343, "theo": 0.8784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.78, "last_trade_time": "2026-11-05T10:58:54", "percent_change": 0.0, "prev_day_close": 0.880000025033951}, {"option": "SPY281215P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3797, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 619.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 619.984985351562}, {"option": "SPY281215C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1564, "open_interest": 2150.0, "volume": 0.0, "delta": 0.0159, "gamma": 0.0002, "vega": 0.4866, "theta": -0.0041, "rho": 0.2248, "theo": 0.8435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.84, "last_trade_time": "2026-11-10T14:11:44", "percent_change": 0.0, "prev_day_close": 0.844999998807907}, {"option": "SPY281215P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3833, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 629.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 629.984985351562}, {"option": "SPY281215C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1575, "open_interest": 3647.0, "volume": 2.0, "delta": 0.0153, "gamma": 0.0002, "vega": 0.4703, "theta": -0.004, "rho": 0.2161, "theo": 0.8111, "change": 0.025, "open": 0.8, "high": 0.8, "low": 0.8, "tick": "down", "last_trade_price": 0.8, "last_trade_time": "2026-11-11T09:42:09", "percent_change": 3.22581, "prev_day_close": 0.814999997615814}, {"option": "SPY281215P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3868, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 639.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 639.984985351562}, {"option": "SPY281215C01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1585, "open_interest": 19.0, "volume": 0.0, "delta": 0.0147, "gamma": 0.0002, "vega": 0.4548, "theta": -0.0039, "rho": 0.208, "theo": 0.781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.69, "last_trade_time": "2026-11-05T15:58:35", "percent_change": 0.0, "prev_day_close": 0.784999996423721}, {"option": "SPY281215P01410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3904, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 649.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 649.984985351562}, {"option": "SPY281215C01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1595, "open_interest": 18.0, "volume": 0.0, "delta": 0.0141, "gamma": 0.0002, "vega": 0.4399, "theta": -0.0038, "rho": 0.2005, "theo": 0.7529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.71, "last_trade_time": "2026-11-10T09:45:57", "percent_change": 0.0, "prev_day_close": 0.754999995231628}, {"option": "SPY281215P01420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3939, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 659.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 659.984985351562}, {"option": "SPY281215C01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1604, "open_interest": 112.0, "volume": 0.0, "delta": 0.0136, "gamma": 0.0002, "vega": 0.4258, "theta": -0.0037, "rho": 0.1936, "theo": 0.7267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.0, "last_trade_time": "2026-09-21T13:19:13", "percent_change": 0.0, "prev_day_close": 0.724999994039536}, {"option": "SPY281215P01430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3974, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 669.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 669.984985351562}, {"option": "SPY281215C01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1616, "open_interest": 32.0, "volume": 0.0, "delta": 0.0132, "gamma": 0.0002, "vega": 0.4136, "theta": -0.0036, "rho": 0.1874, "theo": 0.7022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.83, "last_trade_time": "2026-10-19T16:12:15", "percent_change": 0.0, "prev_day_close": 0.700000017881394}, {"option": "SPY281215P01440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4008, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 679.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 679.984985351562}, {"option": "SPY281215C01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1625, "open_interest": 89.0, "volume": 0.0, "delta": 0.0127, "gamma": 0.0002, "vega": 0.4022, "theta": -0.0035, "rho": 0.1819, "theo": 0.679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.73, "last_trade_time": "2026-11-09T12:10:54", "percent_change": 0.0, "prev_day_close": 0.674999982118606}, {"option": "SPY281215P01450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4042, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 689.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 689.984985351562}, {"option": "SPY281215C01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1636, "open_interest": 606.0, "volume": 1.0, "delta": 0.0123, "gamma": 0.0002, "vega": 0.3915, "theta": -0.0034, "rho": 0.1753, "theo": 0.6574, "change": 0.045, "open": 0.67, "high": 0.67, "low": 0.67, "tick": "up", "last_trade_price": 0.67, "last_trade_time": "2026-11-11T12:11:48", "percent_change": 7.2, "prev_day_close": 0.655000001192093}, {"option": "SPY281215P01460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4076, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 699.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 699.984985351562}, {"option": "SPY281215C01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1646, "open_interest": 4465.0, "volume": 0.0, "delta": 0.0119, "gamma": 0.0002, "vega": 0.3807, "theta": -0.0033, "rho": 0.1671, "theo": 0.6376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.64, "last_trade_time": "2026-11-09T10:22:15", "percent_change": 0.0, "prev_day_close": 0.635000020265579}, {"option": "SPY281215P01470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.411, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 709.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 709.984985351562}, {"option": "SPY281215C01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1656, "open_interest": 15724.0, "volume": 2.0, "delta": 0.0115, "gamma": 0.0002, "vega": 0.3704, "theta": -0.0033, "rho": 0.1618, "theo": 0.619, "change": 0.035, "open": 0.6, "high": 0.62, "low": 0.6, "tick": "up", "last_trade_price": 0.62, "last_trade_time": "2026-11-11T12:01:14", "percent_change": 5.9829, "prev_day_close": 0.614999979734421}, {"option": "SPY281215P01480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4144, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.1095, "rho": 0.0, "theo": 719.795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 709.06, "last_trade_time": "2026-08-27T11:14:53", "percent_change": 0.0, "prev_day_close": 719.984985351562}, {"option": "SPY290119C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 6.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.0564, "theo": 700.9842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 704.67, "last_trade_time": "2026-11-04T11:25:13", "percent_change": 0.0, "prev_day_close": 700.105010986328}, {"option": "SPY290119P00060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6162, "open_interest": 52.0, "volume": 5.0, "delta": -0.0004, "gamma": 0.0, "vega": 0.0162, "theta": -0.0006, "rho": -0.008, "theo": 0.0835, "change": 0.025, "open": 0.12, "high": 0.12, "low": 0.12, "tick": "down", "last_trade_price": 0.12, "last_trade_time": "2026-11-11T15:43:27", "percent_change": 26.3158, "prev_day_close": 0.0849999990314245}, {"option": "SPY290119C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0003, "theta": 0.0, "rho": 0.0662, "theo": 691.0266, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 700.03, "last_trade_time": "2026-10-27T15:08:54", "percent_change": 0.0, "prev_day_close": 690.130004882812}, {"option": "SPY290119P00070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5943, "open_interest": 14.0, "volume": 0.0, "delta": -0.0006, "gamma": 0.0, "vega": 0.0229, "theta": -0.0008, "rho": -0.0116, "theo": 0.1213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.12, "last_trade_time": "2026-11-03T09:35:21", "percent_change": 0.0, "prev_day_close": 0.119999997317791}, {"option": "SPY290119C00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.001, "theta": 0.0, "rho": 0.1069, "theo": 681.0752, "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": 680.165008544922}, {"option": "SPY290119P00080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5822, "open_interest": 6.0, "volume": 0.0, "delta": -0.0008, "gamma": 0.0, "vega": 0.031, "theta": -0.001, "rho": -0.0161, "theo": 0.1679, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-11-10T14:11:44", "percent_change": 0.0, "prev_day_close": 0.175000004470348}, {"option": "SPY290119C00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0011, "theta": 0.0, "rho": 0.1779, "theo": 671.1365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 670.25}, {"option": "SPY290119P00090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5624, "open_interest": 2.0, "volume": 1.0, "delta": -0.0011, "gamma": 0.0, "vega": 0.0404, "theta": -0.0013, "rho": -0.0215, "theo": 0.2238, "change": -0.005, "open": 0.22, "high": 0.22, "low": 0.22, "tick": "down", "last_trade_price": 0.22, "last_trade_time": "2026-11-11T13:51:39", "percent_change": -2.22222, "prev_day_close": 0.204999998211861}, {"option": "SPY290119C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.002, "theta": 0.0, "rho": 0.2652, "theo": 661.2404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 660.255004882812}, {"option": "SPY290119P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5494, "open_interest": 16.0, "volume": 0.0, "delta": -0.0014, "gamma": 0.0, "vega": 0.0512, "theta": -0.0016, "rho": -0.0278, "theo": 0.289, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.31, "last_trade_time": "2026-11-06T10:05:21", "percent_change": 0.0, "prev_day_close": 0.270000003278255}, {"option": "SPY290119C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0074, "theta": 0.0, "rho": 0.5052, "theo": 651.4072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 650.299987792969}, {"option": "SPY290119P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5385, "open_interest": 1.0, "volume": 0.0, "delta": -0.0017, "gamma": 0.0, "vega": 0.0634, "theta": -0.002, "rho": -0.035, "theo": 0.3637, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.37, "last_trade_time": "2026-11-09T10:06:42", "percent_change": 0.0, "prev_day_close": 0.344999998807907}, {"option": "SPY290119C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0266, "theta": 0.0, "rho": 0.7811, "theo": 641.704, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 640.325012207031}, {"option": "SPY290119P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5287, "open_interest": 15.0, "volume": 0.0, "delta": -0.0022, "gamma": 0.0, "vega": 0.0766, "theta": -0.0023, "rho": -0.0433, "theo": 0.448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.54, "last_trade_time": "2026-11-05T15:31:29", "percent_change": 0.0, "prev_day_close": 0.435000002384186}, {"option": "SPY290119C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0515, "theta": 0.0, "rho": 1.1565, "theo": 632.1127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 645.61, "last_trade_time": "2026-10-21T14:41:24", "percent_change": 0.0, "prev_day_close": 630.269989013672}, {"option": "SPY290119P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5192, "open_interest": 52.0, "volume": 0.0, "delta": -0.0026, "gamma": 0.0, "vega": 0.0913, "theta": -0.0027, "rho": -0.0526, "theo": 0.5415, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.51, "last_trade_time": "2026-09-23T10:18:18", "percent_change": 0.0, "prev_day_close": 0.534999996423721}, {"option": "SPY290119C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.0751, "theta": 0.0, "rho": 1.3559, "theo": 622.6514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 620.920013427734}, {"option": "SPY290119P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5096, "open_interest": 50.0, "volume": 0.0, "delta": -0.0031, "gamma": 0.0, "vega": 0.1073, "theta": -0.0031, "rho": -0.0627, "theo": 0.6428, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-09-28T10:56:30", "percent_change": 0.0, "prev_day_close": 0.645000010728836}, {"option": "SPY290119C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0, "vega": 0.1046, "theta": 0.0, "rho": 1.859, "theo": 613.2918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 614.31, "last_trade_time": "2026-09-17T14:04:14", "percent_change": 0.0, "prev_day_close": 611.809997558594}, {"option": "SPY290119P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5001, "open_interest": 15.0, "volume": 0.0, "delta": -0.0037, "gamma": 0.0, "vega": 0.1244, "theta": -0.0036, "rho": -0.0741, "theo": 0.7552, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.89, "last_trade_time": "2026-11-06T12:10:54", "percent_change": 0.0, "prev_day_close": 0.760000020265579}, {"option": "SPY290119C00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9993, "gamma": 0.0, "vega": 0.1343, "theta": 0.0, "rho": 3.0683, "theo": 604.2503, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 602.880004882812}, {"option": "SPY290119P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4911, "open_interest": 4.0, "volume": 0.0, "delta": -0.0043, "gamma": 0.0, "vega": 0.1426, "theta": -0.004, "rho": -0.0863, "theo": 0.8762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.93, "last_trade_time": "2026-11-09T15:47:31", "percent_change": 0.0, "prev_day_close": 0.885000020265579}, {"option": "SPY290119C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9986, "gamma": 0.0, "vega": 0.1498, "theta": 0.0, "rho": 3.2444, "theo": 595.4015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 594.204986572266}, {"option": "SPY290119P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4826, "open_interest": 7.0, "volume": 0.0, "delta": -0.005, "gamma": 0.0, "vega": 0.1621, "theta": -0.0045, "rho": -0.0994, "theo": 1.0061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.21, "last_trade_time": "2026-11-06T16:11:13", "percent_change": 0.0, "prev_day_close": 1.01499998569489}, {"option": "SPY290119C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9979, "gamma": 0.0, "vega": 0.1667, "theta": 0.0, "rho": 3.4202, "theo": 586.5581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 585.285003662109}, {"option": "SPY290119P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4732, "open_interest": 13.0, "volume": 0.0, "delta": -0.0057, "gamma": 0.0, "vega": 0.1832, "theta": -0.005, "rho": -0.1136, "theo": 1.1444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.24, "last_trade_time": "2026-11-10T09:38:47", "percent_change": 0.0, "prev_day_close": 1.15500003099442}, {"option": "SPY290119C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3759, "open_interest": 0.0, "volume": 0.0, "delta": 0.9972, "gamma": 0.0, "vega": 0.1972, "theta": 0.0, "rho": 3.5907, "theo": 577.7199, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 576.369995117188}, {"option": "SPY290119P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4645, "open_interest": 8.0, "volume": 1.0, "delta": -0.0064, "gamma": 0.0, "vega": 0.2051, "theta": -0.0055, "rho": -0.1292, "theo": 1.2909, "change": -0.05, "open": 1.33, "high": 1.33, "low": 1.33, "tick": "no_change", "last_trade_price": 1.33, "last_trade_time": "2026-11-11T09:30:11", "percent_change": -3.62319, "prev_day_close": 1.2950000166893}, {"option": "SPY290119C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3734, "open_interest": 22.0, "volume": 7.0, "delta": 0.9964, "gamma": 0.0, "vega": 0.2173, "theta": 0.0, "rho": 3.7629, "theo": 568.899, "change": 12.085, "open": 568.13, "high": 568.77, "low": 568.06, "tick": "up", "last_trade_price": 568.77, "last_trade_time": "2026-11-11T14:01:01", "percent_change": 2.17089, "prev_day_close": 567.459991455078}, {"option": "SPY290119P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4559, "open_interest": 132.0, "volume": 0.0, "delta": -0.0073, "gamma": 0.0, "vega": 0.2277, "theta": -0.006, "rho": -0.145, "theo": 1.4461, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.52, "last_trade_time": "2026-11-09T15:30:01", "percent_change": 0.0, "prev_day_close": 1.44999998807907}, {"option": "SPY290119C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3696, "open_interest": 1.0, "volume": 0.0, "delta": 0.9955, "gamma": 0.0, "vega": 0.2373, "theta": 0.0, "rho": 3.935, "theo": 560.0842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 571.0, "last_trade_time": "2026-10-02T13:20:00", "percent_change": 0.0, "prev_day_close": 558.799987792969}, {"option": "SPY290119P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.448, "open_interest": 26.0, "volume": 0.0, "delta": -0.0081, "gamma": 0.0, "vega": 0.2513, "theta": -0.0065, "rho": -0.1609, "theo": 1.6072, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.79, "last_trade_time": "2026-11-09T09:39:58", "percent_change": 0.0, "prev_day_close": 1.59999996423721}, {"option": "SPY290119C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.387, "open_interest": 0.0, "volume": 0.0, "delta": 0.9946, "gamma": 0.0, "vega": 0.2574, "theta": 0.0, "rho": 4.1068, "theo": 551.2748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 549.894989013672}, {"option": "SPY290119P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4393, "open_interest": 15.0, "volume": 0.0, "delta": -0.0091, "gamma": 0.0, "vega": 0.277, "theta": -0.007, "rho": -0.1788, "theo": 1.7808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.87, "last_trade_time": "2026-11-09T15:41:52", "percent_change": 0.0, "prev_day_close": 1.76999998092651}, {"option": "SPY290119C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3794, "open_interest": 1.0, "volume": 0.0, "delta": 0.9937, "gamma": 0.0, "vega": 0.2914, "theta": 0.0, "rho": 4.2784, "theo": 542.4702, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 552.0, "last_trade_time": "2026-10-21T10:19:20", "percent_change": 0.0, "prev_day_close": 541.244995117188}, {"option": "SPY290119P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4318, "open_interest": 79.0, "volume": 0.0, "delta": -0.0101, "gamma": 0.0001, "vega": 0.3034, "theta": -0.0076, "rho": -0.1976, "theo": 1.9566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.9, "last_trade_time": "2026-11-04T13:39:33", "percent_change": 0.0, "prev_day_close": 1.93999999761581}, {"option": "SPY290119C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3721, "open_interest": 9.0, "volume": 0.0, "delta": 0.9926, "gamma": 0.0001, "vega": 0.32, "theta": 0.0, "rho": 4.4423, "theo": 533.6794, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 544.71, "last_trade_time": "2026-10-28T13:23:01", "percent_change": 0.0, "prev_day_close": 532.350006103516}, {"option": "SPY290119P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4357, "open_interest": 262.0, "volume": 0.0, "delta": -0.0111, "gamma": 0.0001, "vega": 0.3311, "theta": -0.0081, "rho": -0.2186, "theo": 2.1438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.31, "last_trade_time": "2026-11-10T13:03:16", "percent_change": 0.0, "prev_day_close": 2.50999999046326}, {"option": "SPY290119C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3775, "open_interest": 3.0, "volume": 0.0, "delta": 0.9915, "gamma": 0.0001, "vega": 0.3457, "theta": 0.0, "rho": 4.6093, "theo": 524.8986, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 535.6, "last_trade_time": "2026-10-28T13:35:39", "percent_change": 0.0, "prev_day_close": 523.454986572266}, {"option": "SPY290119P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4163, "open_interest": 2964.0, "volume": 0.0, "delta": -0.0122, "gamma": 0.0001, "vega": 0.3592, "theta": -0.0086, "rho": -0.2382, "theo": 2.3396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.82, "last_trade_time": "2026-11-06T13:02:15", "percent_change": 0.0, "prev_day_close": 2.14000010490417}, {"option": "SPY290119C00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3695, "open_interest": 2.0, "volume": 0.0, "delta": 0.9904, "gamma": 0.0001, "vega": 0.3713, "theta": 0.0, "rho": 4.7759, "theo": 516.1246, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 527.04, "last_trade_time": "2026-10-28T13:41:03", "percent_change": 0.0, "prev_day_close": 514.815002441406}, {"option": "SPY290119P00260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.409, "open_interest": 1077.0, "volume": 0.0, "delta": -0.0134, "gamma": 0.0001, "vega": 0.3887, "theta": -0.0092, "rho": -0.2602, "theo": 2.5437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.62, "last_trade_time": "2026-10-26T09:30:02", "percent_change": 0.0, "prev_day_close": 2.51500001549721}, {"option": "SPY290119C00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3711, "open_interest": 1.0, "volume": 0.0, "delta": 0.9892, "gamma": 0.0001, "vega": 0.3992, "theta": 0.0, "rho": 4.9422, "theo": 507.3568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 518.36, "last_trade_time": "2026-10-28T13:44:32", "percent_change": 0.0, "prev_day_close": 505.934997558594}, {"option": "SPY290119P00270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4262, "open_interest": 2586.0, "volume": 13.0, "delta": -0.0147, "gamma": 0.0001, "vega": 0.4198, "theta": -0.0098, "rho": -0.2842, "theo": 2.7561, "change": -0.675, "open": 2.68, "high": 2.8, "low": 2.68, "tick": "up", "last_trade_price": 2.79, "last_trade_time": "2026-11-11T13:10:03", "percent_change": -19.4805, "prev_day_close": 3.64499998092651}, {"option": "SPY290119C00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3631, "open_interest": 0.0, "volume": 0.0, "delta": 0.9879, "gamma": 0.0001, "vega": 0.4392, "theta": 0.0, "rho": 5.1082, "theo": 498.595, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 503.0, "last_trade_time": "2026-10-16T13:54:16", "percent_change": 0.0, "prev_day_close": 497.304992675781}, {"option": "SPY290119P00280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4202, "open_interest": 203.0, "volume": 0.0, "delta": -0.016, "gamma": 0.0001, "vega": 0.4524, "theta": -0.0104, "rho": -0.3081, "theo": 2.9775, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.16, "last_trade_time": "2026-11-10T13:57:16", "percent_change": 0.0, "prev_day_close": 3.87999999523163}, {"option": "SPY290119C00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3626, "open_interest": 0.0, "volume": 0.0, "delta": 0.9865, "gamma": 0.0001, "vega": 0.4726, "theta": 0.0, "rho": 5.2676, "theo": 489.8492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 488.434997558594}, {"option": "SPY290119P00290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3847, "open_interest": 730.0, "volume": 100.0, "delta": -0.0174, "gamma": 0.0001, "vega": 0.4867, "theta": -0.0109, "rho": -0.3327, "theo": 3.2089, "change": -0.045, "open": 3.31, "high": 3.31, "low": 3.31, "tick": "down", "last_trade_price": 3.31, "last_trade_time": "2026-11-11T09:31:19", "percent_change": -1.34128, "prev_day_close": 2.94000005722046}, {"option": "SPY290119C00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3546, "open_interest": 2.0, "volume": 0.0, "delta": 0.9851, "gamma": 0.0001, "vega": 0.5048, "theta": 0.0, "rho": 5.4281, "theo": 481.1141, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 471.93, "last_trade_time": "2026-11-09T15:57:29", "percent_change": 0.0, "prev_day_close": 479.815002441406}, {"option": "SPY290119P00300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4039, "open_interest": 2550.0, "volume": 0.0, "delta": -0.0189, "gamma": 0.0001, "vega": 0.5216, "theta": -0.0115, "rho": -0.3612, "theo": 3.4513, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.74, "last_trade_time": "2026-11-10T10:38:18", "percent_change": 0.0, "prev_day_close": 4.35999989509582}, {"option": "SPY290119C00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3529, "open_interest": 0.0, "volume": 0.0, "delta": 0.9835, "gamma": 0.0001, "vega": 0.5376, "theta": 0.0, "rho": 5.5874, "theo": 472.3882, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 470.955001831055}, {"option": "SPY290119P00310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3735, "open_interest": 748.0, "volume": 0.0, "delta": -0.0205, "gamma": 0.0001, "vega": 0.5573, "theta": -0.0121, "rho": -0.388, "theo": 3.7045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.26, "last_trade_time": "2026-11-06T13:36:04", "percent_change": 0.0, "prev_day_close": 3.44000005722046}, {"option": "SPY290119C00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3452, "open_interest": 2.0, "volume": 0.0, "delta": 0.9819, "gamma": 0.0001, "vega": 0.5714, "theta": 0.0, "rho": 5.7459, "theo": 463.6719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 437.59, "last_trade_time": "2026-11-05T15:20:06", "percent_change": 0.0, "prev_day_close": 462.350006103516}, {"option": "SPY290119P00320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3881, "open_interest": 708.0, "volume": 0.0, "delta": -0.0221, "gamma": 0.0001, "vega": 0.5944, "theta": -0.0128, "rho": -0.418, "theo": 3.9693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.06, "last_trade_time": "2026-10-28T09:39:29", "percent_change": 0.0, "prev_day_close": 4.8549998998642}, {"option": "SPY290119C00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3427, "open_interest": 20.0, "volume": 0.0, "delta": 0.9802, "gamma": 0.0001, "vega": 0.617, "theta": 0.0, "rho": 5.9038, "theo": 454.9655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 441.36, "last_trade_time": "2026-11-10T11:24:40", "percent_change": 0.0, "prev_day_close": 453.5}, {"option": "SPY290119P00330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.379, "open_interest": 450.0, "volume": 0.0, "delta": -0.0239, "gamma": 0.0001, "vega": 0.6349, "theta": -0.0134, "rho": -0.4484, "theo": 4.2455, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.25, "last_trade_time": "2026-11-06T14:52:46", "percent_change": 0.0, "prev_day_close": 5.12999987602234}, {"option": "SPY290119C00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3352, "open_interest": 0.0, "volume": 0.0, "delta": 0.9784, "gamma": 0.0001, "vega": 0.6584, "theta": 0.0, "rho": 6.0599, "theo": 446.2767, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 432.5, "last_trade_time": "2026-11-10T11:20:10", "percent_change": 0.0, "prev_day_close": 444.914993286133}, {"option": "SPY290119P00340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3705, "open_interest": 2006.0, "volume": 12.0, "delta": -0.0258, "gamma": 0.0001, "vega": 0.6754, "theta": -0.014, "rho": -0.4808, "theo": 4.5362, "change": -0.24, "open": 4.67, "high": 4.71, "low": 4.56, "tick": "down", "last_trade_price": 4.56, "last_trade_time": "2026-11-11T15:09:57", "percent_change": -5.0, "prev_day_close": 5.41499996185303}, {"option": "SPY290119C00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3327, "open_interest": 4.0, "volume": 0.0, "delta": 0.9765, "gamma": 0.0002, "vega": 0.6984, "theta": 0.0, "rho": 6.212, "theo": 437.6039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 439.0, "last_trade_time": "2026-10-16T15:06:34", "percent_change": 0.0, "prev_day_close": 436.100006103516}, {"option": "SPY290119P00350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3615, "open_interest": 1475.0, "volume": 0.0, "delta": -0.0277, "gamma": 0.0002, "vega": 0.719, "theta": -0.0147, "rho": -0.5169, "theo": 4.8429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.12, "last_trade_time": "2026-11-09T15:16:41", "percent_change": 0.0, "prev_day_close": 5.60500001907349}, {"option": "SPY290119C00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3257, "open_interest": 0.0, "volume": 0.0, "delta": 0.9745, "gamma": 0.0002, "vega": 0.7397, "theta": 0.0, "rho": 6.3621, "theo": 428.9453, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 427.544998168945}, {"option": "SPY290119P00360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3439, "open_interest": 124.0, "volume": 0.0, "delta": -0.0298, "gamma": 0.0002, "vega": 0.7642, "theta": -0.0153, "rho": -0.5539, "theo": 5.1648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.3, "last_trade_time": "2026-10-22T12:47:17", "percent_change": 0.0, "prev_day_close": 4.92000007629394}, {"option": "SPY290119C00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3227, "open_interest": 0.0, "volume": 0.0, "delta": 0.9723, "gamma": 0.0002, "vega": 0.783, "theta": 0.0, "rho": 6.5104, "theo": 420.3021, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 418.994995117188}, {"option": "SPY290119P00370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3393, "open_interest": 387.0, "volume": 0.0, "delta": -0.0321, "gamma": 0.0002, "vega": 0.8099, "theta": -0.016, "rho": -0.5917, "theo": 5.506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.24, "last_trade_time": "2026-09-25T11:38:53", "percent_change": 0.0, "prev_day_close": 5.50999987125397}, {"option": "SPY290119C00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3194, "open_interest": 2.0, "volume": 0.0, "delta": 0.97, "gamma": 0.0002, "vega": 0.8368, "theta": 0.0, "rho": 6.6572, "theo": 411.6755, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 396.41, "last_trade_time": "2026-11-09T09:50:13", "percent_change": 0.0, "prev_day_close": 410.210006713867}, {"option": "SPY290119P00380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3346, "open_interest": 106.0, "volume": 0.0, "delta": -0.0344, "gamma": 0.0002, "vega": 0.8578, "theta": -0.0167, "rho": -0.6338, "theo": 5.8656, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.5, "last_trade_time": "2026-11-05T10:49:57", "percent_change": 0.0, "prev_day_close": 5.7150000333786}, {"option": "SPY290119C00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.316, "open_interest": 0.0, "volume": 0.0, "delta": 0.9688, "gamma": 0.0002, "vega": 0.862, "theta": 0.0, "rho": 6.7376, "theo": 407.3715, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 406.0}, {"option": "SPY290119P00385000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3307, "open_interest": 22.0, "volume": 0.0, "delta": -0.0357, "gamma": 0.0002, "vega": 0.8832, "theta": -0.0171, "rho": -0.6534, "theo": 6.0529, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.33, "last_trade_time": "2026-11-05T15:29:16", "percent_change": 0.0, "prev_day_close": 5.81999981403351}, {"option": "SPY290119C00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.312, "open_interest": 1.0, "volume": 0.0, "delta": 0.9676, "gamma": 0.0002, "vega": 0.886, "theta": 0.0, "rho": 6.8093, "theo": 403.0739, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 411.5, "last_trade_time": "2026-09-21T10:07:41", "percent_change": 0.0, "prev_day_close": 401.679992675781}, {"option": "SPY290119P00390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3384, "open_interest": 65.0, "volume": 0.0, "delta": -0.0369, "gamma": 0.0002, "vega": 0.9084, "theta": -0.0174, "rho": -0.6746, "theo": 6.2448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.66, "last_trade_time": "2026-11-10T12:49:21", "percent_change": 0.0, "prev_day_close": 7.08999967575073}, {"option": "SPY290119C00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3125, "open_interest": 0.0, "volume": 0.0, "delta": 0.9664, "gamma": 0.0002, "vega": 0.9105, "theta": 0.0, "rho": 6.881, "theo": 398.7814, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 397.25}, {"option": "SPY290119P00395000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3219, "open_interest": 1.0, "volume": 0.0, "delta": -0.0383, "gamma": 0.0002, "vega": 0.9352, "theta": -0.0178, "rho": -0.6993, "theo": 6.4438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.62, "last_trade_time": "2026-10-22T11:22:19", "percent_change": 0.0, "prev_day_close": 6.25}, {"option": "SPY290119C00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3088, "open_interest": 68.0, "volume": 0.0, "delta": 0.965, "gamma": 0.0002, "vega": 0.9354, "theta": 0.0, "rho": 6.9533, "theo": 394.4944, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 384.0, "last_trade_time": "2026-11-09T10:59:30", "percent_change": 0.0, "prev_day_close": 393.164993286133}, {"option": "SPY290119P00400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3346, "open_interest": 584.0, "volume": 3.0, "delta": -0.0396, "gamma": 0.0002, "vega": 0.9614, "theta": -0.0182, "rho": -0.7206, "theo": 6.6486, "change": -1.155, "open": 6.76, "high": 6.76, "low": 6.63, "tick": "up", "last_trade_price": 6.66, "last_trade_time": "2026-11-11T15:58:48", "percent_change": -14.7793, "prev_day_close": 7.56500005722046}, {"option": "SPY290119C00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3058, "open_interest": 24.0, "volume": 0.0, "delta": 0.9637, "gamma": 0.0002, "vega": 0.9607, "theta": 0.0, "rho": 7.027, "theo": 390.2128, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 393.53, "last_trade_time": "2026-10-16T14:03:51", "percent_change": 0.0, "prev_day_close": 388.75}, {"option": "SPY290119P00405000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3213, "open_interest": 1.0, "volume": 0.0, "delta": -0.041, "gamma": 0.0002, "vega": 0.9893, "theta": -0.0186, "rho": -0.7429, "theo": 6.8588, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.8, "last_trade_time": "2026-09-30T15:49:19", "percent_change": 0.0, "prev_day_close": 6.88500022888184}, {"option": "SPY290119C00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3051, "open_interest": 24.0, "volume": 0.0, "delta": 0.9623, "gamma": 0.0002, "vega": 0.9866, "theta": 0.0, "rho": 7.1031, "theo": 385.9371, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 396.87, "last_trade_time": "2026-10-14T12:57:59", "percent_change": 0.0, "prev_day_close": 384.410003662109}, {"option": "SPY290119P00410000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3288, "open_interest": 373.0, "volume": 0.0, "delta": -0.0425, "gamma": 0.0003, "vega": 1.0176, "theta": -0.019, "rho": -0.7718, "theo": 7.0757, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.15, "last_trade_time": "2026-10-26T14:39:48", "percent_change": 0.0, "prev_day_close": 6.85999989509582}, {"option": "SPY290119C00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3021, "open_interest": 25.0, "volume": 0.0, "delta": 0.9609, "gamma": 0.0003, "vega": 1.015, "theta": 0.0, "rho": 7.1849, "theo": 381.6676, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 399.8, "last_trade_time": "2026-10-12T14:55:18", "percent_change": 0.0, "prev_day_close": 380.25}, {"option": "SPY290119P00415000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3165, "open_interest": 463.0, "volume": 0.0, "delta": -0.044, "gamma": 0.0003, "vega": 1.0472, "theta": -0.0193, "rho": -0.7942, "theo": 7.2997, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.37, "last_trade_time": "2026-10-26T14:35:59", "percent_change": 0.0, "prev_day_close": 7.09000015258789}, {"option": "SPY290119C00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3012, "open_interest": 0.0, "volume": 0.0, "delta": 0.9594, "gamma": 0.0003, "vega": 1.0458, "theta": 0.0, "rho": 7.2831, "theo": 377.4048, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 375.914993286133}, {"option": "SPY290119P00420000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.323, "open_interest": 22.0, "volume": 0.0, "delta": -0.0455, "gamma": 0.0003, "vega": 1.0765, "theta": -0.0197, "rho": -0.8226, "theo": 7.5302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 7.32, "last_trade_time": "2026-09-30T14:00:54", "percent_change": 0.0, "prev_day_close": 7.5699999332428}, {"option": "SPY290119C00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2983, "open_interest": 1.0, "volume": 0.0, "delta": 0.958, "gamma": 0.0003, "vega": 1.0756, "theta": 0.0, "rho": 7.3987, "theo": 373.1514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 391.5, "last_trade_time": "2026-10-12T12:59:58", "percent_change": 0.0, "prev_day_close": 371.75}, {"option": "SPY290119P00425000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3094, "open_interest": 160.0, "volume": 0.0, "delta": -0.0471, "gamma": 0.0003, "vega": 1.1051, "theta": -0.0201, "rho": -0.8466, "theo": 7.7686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.38, "last_trade_time": "2026-10-30T15:46:31", "percent_change": 0.0, "prev_day_close": 7.56500029563904}, {"option": "SPY290119C00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.295, "open_interest": 24.0, "volume": 0.0, "delta": 0.9564, "gamma": 0.0003, "vega": 1.1049, "theta": 0.0, "rho": 7.5275, "theo": 368.9078, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 360.49, "last_trade_time": "2026-11-09T15:38:40", "percent_change": 0.0, "prev_day_close": 367.434997558594}, {"option": "SPY290119P00430000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3164, "open_interest": 1111.0, "volume": 0.0, "delta": -0.0488, "gamma": 0.0003, "vega": 1.1347, "theta": -0.0206, "rho": -0.8768, "theo": 8.0137, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.59, "last_trade_time": "2026-11-09T10:11:27", "percent_change": 0.0, "prev_day_close": 8.89500021934509}, {"option": "SPY290119C00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2943, "open_interest": 0.0, "volume": 0.0, "delta": 0.9548, "gamma": 0.0003, "vega": 1.1346, "theta": 0.0, "rho": 7.6826, "theo": 364.6747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 363.080001831055}, {"option": "SPY290119P00435000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3046, "open_interest": 262.0, "volume": 0.0, "delta": -0.0505, "gamma": 0.0003, "vega": 1.1662, "theta": -0.021, "rho": -0.9032, "theo": 8.2677, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 8.24, "last_trade_time": "2026-10-26T13:48:01", "percent_change": 0.0, "prev_day_close": 8.0699999332428}, {"option": "SPY290119C00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2909, "open_interest": 0.0, "volume": 0.0, "delta": 0.9532, "gamma": 0.0003, "vega": 1.1651, "theta": 0.0, "rho": 7.8102, "theo": 360.4538, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 358.975006103516}, {"option": "SPY290119P00440000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3034, "open_interest": 618.0, "volume": 5.0, "delta": -0.0522, "gamma": 0.0003, "vega": 1.1979, "theta": -0.0214, "rho": -0.9338, "theo": 8.5283, "change": -0.6, "open": 8.53, "high": 8.53, "low": 8.53, "tick": "down", "last_trade_price": 8.53, "last_trade_time": "2026-11-11T13:19:59", "percent_change": -6.57174, "prev_day_close": 8.57999992370606}, {"option": "SPY290119C00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.29, "open_interest": 0.0, "volume": 0.0, "delta": 0.9515, "gamma": 0.0003, "vega": 1.196, "theta": 0.0, "rho": 7.879, "theo": 356.2463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 354.619995117188}, {"option": "SPY290119P00445000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3103, "open_interest": 121.0, "volume": 0.0, "delta": -0.054, "gamma": 0.0003, "vega": 1.2299, "theta": -0.0218, "rho": -0.9602, "theo": 8.7983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.87, "last_trade_time": "2026-11-10T09:30:50", "percent_change": 0.0, "prev_day_close": 8.85499978065491}, {"option": "SPY290119C00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2867, "open_interest": 7.0, "volume": 0.0, "delta": 0.9498, "gamma": 0.0003, "vega": 1.2273, "theta": 0.0, "rho": 7.9426, "theo": 352.047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 352.27, "last_trade_time": "2026-11-02T11:10:21", "percent_change": 0.0, "prev_day_close": 350.524993896484}, {"option": "SPY290119P00450000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2986, "open_interest": 473.0, "volume": 1.0, "delta": -0.0559, "gamma": 0.0004, "vega": 1.2614, "theta": -0.0222, "rho": -0.9887, "theo": 9.0767, "change": -1.345, "open": 9.2, "high": 9.2, "low": 9.2, "tick": "down", "last_trade_price": 9.2, "last_trade_time": "2026-11-11T12:53:38", "percent_change": -12.7549, "prev_day_close": 8.89000010490418}, {"option": "SPY290119C00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2856, "open_interest": 24.0, "volume": 0.0, "delta": 0.948, "gamma": 0.0003, "vega": 1.259, "theta": 0.0, "rho": 8.0053, "theo": 347.8558, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 351.47, "last_trade_time": "2026-10-16T14:03:51", "percent_change": 0.0, "prev_day_close": 346.184997558594}, {"option": "SPY290119P00455000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2961, "open_interest": 86.0, "volume": 1.0, "delta": -0.0578, "gamma": 0.0004, "vega": 1.295, "theta": -0.0227, "rho": -1.0192, "theo": 9.3626, "change": -0.68, "open": 9.6, "high": 9.6, "low": 9.6, "tick": "down", "last_trade_price": 9.6, "last_trade_time": "2026-11-11T15:13:05", "percent_change": -6.61478, "prev_day_close": 9.1800000667572}, {"option": "SPY290119C00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2824, "open_interest": 26.0, "volume": 0.0, "delta": 0.9461, "gamma": 0.0004, "vega": 1.2912, "theta": 0.0, "rho": 8.0672, "theo": 343.6728, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 350.0, "last_trade_time": "2026-11-04T14:55:56", "percent_change": 0.0, "prev_day_close": 342.095001220703}, {"option": "SPY290119P00460000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2939, "open_interest": 426.0, "volume": 0.0, "delta": -0.0598, "gamma": 0.0004, "vega": 1.3298, "theta": -0.0231, "rho": -1.0555, "theo": 9.6584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 11.3, "last_trade_time": "2026-11-05T11:52:26", "percent_change": 0.0, "prev_day_close": 9.47999978065491}, {"option": "SPY290119C00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2813, "open_interest": 24.0, "volume": 0.0, "delta": 0.9442, "gamma": 0.0004, "vega": 1.3241, "theta": 0.0, "rho": 8.1281, "theo": 339.4982, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 357.77, "last_trade_time": "2026-10-12T14:55:18", "percent_change": 0.0, "prev_day_close": 338.009994506836}, {"option": "SPY290119P00465000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2925, "open_interest": 0.0, "volume": 0.0, "delta": -0.0618, "gamma": 0.0004, "vega": 1.3655, "theta": -0.0236, "rho": -1.087, "theo": 9.9626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.80000019073486}, {"option": "SPY290119C00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2801, "open_interest": 4.0, "volume": 0.0, "delta": 0.9423, "gamma": 0.0004, "vega": 1.3578, "theta": 0.0, "rho": 8.1879, "theo": 335.3322, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 345.1, "last_trade_time": "2026-09-30T15:36:17", "percent_change": 0.0, "prev_day_close": 333.684997558594}, {"option": "SPY290119P00470000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2892, "open_interest": 7.0, "volume": 0.0, "delta": -0.064, "gamma": 0.0004, "vega": 1.4024, "theta": -0.024, "rho": -1.1279, "theo": 10.2772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.56, "last_trade_time": "2026-10-23T10:40:01", "percent_change": 0.0, "prev_day_close": 10.1199998855591}, {"option": "SPY290119C00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2769, "open_interest": 1.0, "volume": 0.0, "delta": 0.9403, "gamma": 0.0004, "vega": 1.3922, "theta": 0.0, "rho": 8.2465, "theo": 331.1751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 339.45, "last_trade_time": "2026-10-29T12:41:44", "percent_change": 0.0, "prev_day_close": 329.610000610352}, {"option": "SPY290119P00475000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2877, "open_interest": 249.0, "volume": 0.0, "delta": -0.0661, "gamma": 0.0004, "vega": 1.4388, "theta": -0.0245, "rho": -1.157, "theo": 10.6027, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.46, "last_trade_time": "2026-11-06T12:27:07", "percent_change": 0.0, "prev_day_close": 10.6849999427795}, {"option": "SPY290119C00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2757, "open_interest": 0.0, "volume": 0.0, "delta": 0.9382, "gamma": 0.0004, "vega": 1.4274, "theta": 0.0, "rho": 8.3037, "theo": 327.0273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 325.539993286133}, {"option": "SPY290119P00480000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2862, "open_interest": 4.0, "volume": 0.0, "delta": -0.0684, "gamma": 0.0004, "vega": 1.4752, "theta": -0.025, "rho": -1.195, "theo": 10.9387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 10.5, "last_trade_time": "2026-10-05T10:57:39", "percent_change": 0.0, "prev_day_close": 10.7799997329712}, {"option": "SPY290119C00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2744, "open_interest": 0.0, "volume": 0.0, "delta": 0.9361, "gamma": 0.0004, "vega": 1.4634, "theta": 0.0, "rho": 8.3595, "theo": 322.8889, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 321.225006103516}, {"option": "SPY290119P00485000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2829, "open_interest": 0.0, "volume": 0.0, "delta": -0.0707, "gamma": 0.0004, "vega": 1.5127, "theta": -0.0254, "rho": -1.2286, "theo": 11.2848, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.375}, {"option": "SPY290119C00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2713, "open_interest": 0.0, "volume": 0.0, "delta": 0.9339, "gamma": 0.0004, "vega": 1.5001, "theta": 0.0, "rho": 8.4138, "theo": 318.7604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 317.164993286133}, {"option": "SPY290119P00490000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2814, "open_interest": 114.0, "volume": 0.0, "delta": -0.0731, "gamma": 0.0005, "vega": 1.5526, "theta": -0.0259, "rho": -1.2702, "theo": 11.642, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.69, "last_trade_time": "2026-11-06T13:48:30", "percent_change": 0.0, "prev_day_close": 11.4900002479553}, {"option": "SPY290119C00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.27, "open_interest": 10.0, "volume": 0.0, "delta": 0.9316, "gamma": 0.0004, "vega": 1.5373, "theta": 0.0, "rho": 8.4667, "theo": 314.642, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 305.1, "last_trade_time": "2026-11-10T10:15:27", "percent_change": 0.0, "prev_day_close": 313.110000610352}, {"option": "SPY290119P00495000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2812, "open_interest": 11.0, "volume": 0.0, "delta": -0.0756, "gamma": 0.0005, "vega": 1.5913, "theta": -0.0264, "rho": -1.3057, "theo": 12.0105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.89, "last_trade_time": "2026-10-30T15:23:31", "percent_change": 0.0, "prev_day_close": 12.0}, {"option": "SPY290119C00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2686, "open_interest": 251.0, "volume": 0.0, "delta": 0.9293, "gamma": 0.0005, "vega": 1.575, "theta": 0.0, "rho": 8.5183, "theo": 310.534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 291.0, "last_trade_time": "2026-11-06T11:32:12", "percent_change": 0.0, "prev_day_close": 308.815002441406}, {"option": "SPY290119P00500000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2809, "open_interest": 140.0, "volume": 0.0, "delta": -0.0781, "gamma": 0.0005, "vega": 1.6269, "theta": -0.0269, "rho": -1.3482, "theo": 12.3897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 13.33, "last_trade_time": "2026-11-10T15:53:50", "percent_change": 0.0, "prev_day_close": 12.875}, {"option": "SPY290119C00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2672, "open_interest": 1.0, "volume": 0.0, "delta": 0.9269, "gamma": 0.0005, "vega": 1.6131, "theta": 0.0, "rho": 8.5686, "theo": 306.4367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 323.4, "last_trade_time": "2026-09-22T15:41:51", "percent_change": 0.0, "prev_day_close": 304.770004272461}, {"option": "SPY290119P00505000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.275, "open_interest": 8.0, "volume": 0.0, "delta": -0.0808, "gamma": 0.0005, "vega": 1.6659, "theta": -0.0274, "rho": -1.386, "theo": 12.7836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.76, "last_trade_time": "2026-10-26T15:45:21", "percent_change": 0.0, "prev_day_close": 12.6599998474121}, {"option": "SPY290119C00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2658, "open_interest": 23.0, "volume": 0.0, "delta": 0.9244, "gamma": 0.0005, "vega": 1.6516, "theta": 0.0, "rho": 8.6178, "theo": 302.3502, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 293.21, "last_trade_time": "2026-11-05T10:05:47", "percent_change": 0.0, "prev_day_close": 300.729995727539}, {"option": "SPY290119P00510000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2733, "open_interest": 94.0, "volume": 0.0, "delta": -0.0835, "gamma": 0.0005, "vega": 1.7071, "theta": -0.0279, "rho": -1.4262, "theo": 13.1869, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.7, "last_trade_time": "2026-11-06T11:18:33", "percent_change": 0.0, "prev_day_close": 13.085000038147}, {"option": "SPY290119C00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2627, "open_interest": 6.0, "volume": 0.0, "delta": 0.9219, "gamma": 0.0005, "vega": 1.6905, "theta": 0.0, "rho": 8.6659, "theo": 298.2747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 290.75, "last_trade_time": "2026-11-09T15:41:18", "percent_change": 0.0, "prev_day_close": 296.699996948242}, {"option": "SPY290119P00515000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2717, "open_interest": 57.0, "volume": 0.0, "delta": -0.0862, "gamma": 0.0005, "vega": 1.7516, "theta": -0.0284, "rho": -1.476, "theo": 13.6011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 16.15, "last_trade_time": "2026-11-06T11:18:02", "percent_change": 0.0, "prev_day_close": 13.5199999809265}, {"option": "SPY290119C00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2613, "open_interest": 2.0, "volume": 0.0, "delta": 0.9193, "gamma": 0.0005, "vega": 1.7299, "theta": 0.0, "rho": 8.7129, "theo": 294.2103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 275.3, "last_trade_time": "2026-11-06T09:53:30", "percent_change": 0.0, "prev_day_close": 292.669998168945}, {"option": "SPY290119P00520000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.27, "open_interest": 104.0, "volume": 0.0, "delta": -0.0891, "gamma": 0.0006, "vega": 1.7953, "theta": -0.029, "rho": -1.5163, "theo": 14.0298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.86, "last_trade_time": "2026-10-30T14:31:54", "percent_change": 0.0, "prev_day_close": 13.9949998855591}, {"option": "SPY290119C00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2598, "open_interest": 30.0, "volume": 0.0, "delta": 0.9166, "gamma": 0.0005, "vega": 1.77, "theta": 0.0, "rho": 8.7586, "theo": 290.1574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 267.0, "last_trade_time": "2026-11-06T15:36:48", "percent_change": 0.0, "prev_day_close": 288.649993896484}, {"option": "SPY290119P00525000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2683, "open_interest": 133.0, "volume": 0.0, "delta": -0.0921, "gamma": 0.0006, "vega": 1.8393, "theta": -0.0295, "rho": -1.554, "theo": 14.4719, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.97, "last_trade_time": "2026-10-27T12:33:21", "percent_change": 0.0, "prev_day_close": 14.2750000953674}, {"option": "SPY290119C00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2582, "open_interest": 1.0, "volume": 0.0, "delta": 0.9139, "gamma": 0.0006, "vega": 1.8108, "theta": 0.0, "rho": 8.8028, "theo": 286.116, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 278.5, "last_trade_time": "2026-10-30T14:19:52", "percent_change": 0.0, "prev_day_close": 284.384994506836}, {"option": "SPY290119P00530000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2665, "open_interest": 111.0, "volume": 0.0, "delta": -0.0951, "gamma": 0.0006, "vega": 1.8798, "theta": -0.03, "rho": -1.6071, "theo": 14.9299, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.2, "last_trade_time": "2026-10-30T14:28:33", "percent_change": 0.0, "prev_day_close": 14.9200000762939}, {"option": "SPY290119C00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2567, "open_interest": 1.0, "volume": 0.0, "delta": 0.9111, "gamma": 0.0006, "vega": 1.8524, "theta": 0.0, "rho": 8.8455, "theo": 282.0865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 295.0, "last_trade_time": "2026-10-08T13:26:23", "percent_change": 0.0, "prev_day_close": 280.380004882812}, {"option": "SPY290119P00535000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2647, "open_interest": 14.0, "volume": 0.0, "delta": -0.0982, "gamma": 0.0006, "vega": 1.9255, "theta": -0.0305, "rho": -1.6591, "theo": 15.3996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.45, "last_trade_time": "2026-10-26T15:11:20", "percent_change": 0.0, "prev_day_close": 15.3899998664856}, {"option": "SPY290119C00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2551, "open_interest": 4.0, "volume": 0.0, "delta": 0.9082, "gamma": 0.0006, "vega": 1.8948, "theta": 0.0, "rho": 8.8862, "theo": 278.0693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 258.69, "last_trade_time": "2026-11-06T10:14:27", "percent_change": 0.0, "prev_day_close": 276.375}, {"option": "SPY290119P00540000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2629, "open_interest": 18.0, "volume": 0.0, "delta": -0.1015, "gamma": 0.0006, "vega": 1.9716, "theta": -0.0311, "rho": -1.7019, "theo": 15.8834, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.96, "last_trade_time": "2026-10-30T14:33:08", "percent_change": 0.0, "prev_day_close": 15.7399997711182}, {"option": "SPY290119C00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2535, "open_interest": 7.0, "volume": 0.0, "delta": 0.9052, "gamma": 0.0006, "vega": 1.9378, "theta": 0.0, "rho": 8.9251, "theo": 274.0645, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 259.82, "last_trade_time": "2026-11-10T13:14:44", "percent_change": 0.0, "prev_day_close": 272.380004882812}, {"option": "SPY290119P00545000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2611, "open_interest": 102.0, "volume": 0.0, "delta": -0.1048, "gamma": 0.0007, "vega": 2.018, "theta": -0.0316, "rho": -1.7562, "theo": 16.383, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.39, "last_trade_time": "2026-10-12T12:15:26", "percent_change": 0.0, "prev_day_close": 16.3649997711182}, {"option": "SPY290119C00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2519, "open_interest": 77.0, "volume": 0.0, "delta": 0.9022, "gamma": 0.0006, "vega": 1.9814, "theta": 0.0, "rho": 8.9621, "theo": 270.0727, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 248.21, "last_trade_time": "2026-11-06T13:57:33", "percent_change": 0.0, "prev_day_close": 268.395004272461}, {"option": "SPY290119P00550000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2593, "open_interest": 191.0, "volume": 0.0, "delta": -0.1082, "gamma": 0.0007, "vega": 2.0604, "theta": -0.0322, "rho": -1.8007, "theo": 16.8987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.6, "last_trade_time": "2026-11-09T10:30:28", "percent_change": 0.0, "prev_day_close": 16.8600001335144}, {"option": "SPY290119C00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2502, "open_interest": 11.0, "volume": 0.0, "delta": 0.899, "gamma": 0.0006, "vega": 2.0254, "theta": 0.0, "rho": 8.9973, "theo": 266.094, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 260.3, "last_trade_time": "2026-11-03T09:56:35", "percent_change": 0.0, "prev_day_close": 264.410003662109}, {"option": "SPY290119P00555000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2574, "open_interest": 52.0, "volume": 0.0, "delta": -0.1118, "gamma": 0.0007, "vega": 2.1023, "theta": -0.0327, "rho": -1.8566, "theo": 17.4287, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.67, "last_trade_time": "2026-11-06T10:28:07", "percent_change": 0.0, "prev_day_close": 17.3649997711182}, {"option": "SPY290119C00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2486, "open_interest": 4.0, "volume": 0.0, "delta": 0.8958, "gamma": 0.0007, "vega": 2.0697, "theta": 0.0, "rho": 9.031, "theo": 262.1288, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 267.3, "last_trade_time": "2026-10-26T12:43:21", "percent_change": 0.0, "prev_day_close": 260.434997558594}, {"option": "SPY290119P00560000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2555, "open_interest": 2.0, "volume": 0.0, "delta": -0.1154, "gamma": 0.0007, "vega": 2.1498, "theta": -0.0333, "rho": -1.9033, "theo": 17.9742, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.66, "last_trade_time": "2026-11-02T14:56:02", "percent_change": 0.0, "prev_day_close": 17.7950000762939}, {"option": "SPY290119C00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2468, "open_interest": 59.0, "volume": 4.0, "delta": 0.8925, "gamma": 0.0007, "vega": 2.1142, "theta": -0.0006, "rho": 9.0632, "theo": 258.1773, "change": 8.845, "open": 256.01, "high": 256.01, "low": 256.01, "tick": "up", "last_trade_price": 256.01, "last_trade_time": "2026-11-11T11:41:10", "percent_change": 3.57858, "prev_day_close": 256.714996337891}, {"option": "SPY290119P00565000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2536, "open_interest": 4.0, "volume": 0.0, "delta": -0.1191, "gamma": 0.0008, "vega": 2.2014, "theta": -0.0338, "rho": -1.9522, "theo": 18.5297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 17.62, "last_trade_time": "2026-09-25T14:18:31", "percent_change": 0.0, "prev_day_close": 18.6499996185303}, {"option": "SPY290119C00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2451, "open_interest": 5.0, "volume": 0.0, "delta": 0.8892, "gamma": 0.0007, "vega": 2.1589, "theta": -0.0016, "rho": 9.0942, "theo": 254.2396, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 233.64, "last_trade_time": "2026-11-05T12:29:18", "percent_change": 0.0, "prev_day_close": 252.754997253418}, {"option": "SPY290119P00570000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2546, "open_interest": 12.0, "volume": 0.0, "delta": -0.1229, "gamma": 0.0008, "vega": 2.251, "theta": -0.0344, "rho": -2.0149, "theo": 19.1013, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.76, "last_trade_time": "2026-10-22T15:10:14", "percent_change": 0.0, "prev_day_close": 19.75}, {"option": "SPY290119C00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2434, "open_interest": 7.0, "volume": 0.0, "delta": 0.8857, "gamma": 0.0007, "vega": 2.2039, "theta": -0.0025, "rho": 9.1239, "theo": 250.3159, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 227.6, "last_trade_time": "2026-11-05T13:21:19", "percent_change": 0.0, "prev_day_close": 248.805000305176}, {"option": "SPY290119P00575000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2498, "open_interest": 10.0, "volume": 0.0, "delta": -0.1269, "gamma": 0.0008, "vega": 2.2962, "theta": -0.035, "rho": -2.0663, "theo": 19.7018, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 24.6, "last_trade_time": "2026-11-05T10:53:05", "percent_change": 0.0, "prev_day_close": 19.7150001525879}, {"option": "SPY290119C00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2417, "open_interest": 0.0, "volume": 0.0, "delta": 0.8821, "gamma": 0.0007, "vega": 2.2494, "theta": -0.0035, "rho": 9.1521, "theo": 246.4063, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 244.855003356934}, {"option": "SPY290119P00580000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2479, "open_interest": 7.0, "volume": 0.0, "delta": -0.131, "gamma": 0.0008, "vega": 2.3466, "theta": -0.0355, "rho": -2.1235, "theo": 20.3104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 19.11, "last_trade_time": "2026-10-13T10:07:07", "percent_change": 0.0, "prev_day_close": 20.2349996566772}, {"option": "SPY290119C00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.241, "open_interest": 1.0, "volume": 0.0, "delta": 0.8785, "gamma": 0.0008, "vega": 2.2955, "theta": -0.0045, "rho": 9.1786, "theo": 242.511, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 240.919998168945}, {"option": "SPY290119P00585000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.247, "open_interest": 3.0, "volume": 0.0, "delta": -0.1352, "gamma": 0.0008, "vega": 2.397, "theta": -0.0361, "rho": -2.1829, "theo": 20.942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 20.58, "last_trade_time": "2026-10-29T15:59:56", "percent_change": 0.0, "prev_day_close": 20.8000001907349}, {"option": "SPY290119C00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 4.0, "volume": 0.0, "delta": 0.8748, "gamma": 0.0008, "vega": 2.3422, "theta": -0.0054, "rho": 9.203, "theo": 238.6305, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 227.0, "last_trade_time": "2026-11-10T11:14:51", "percent_change": 0.0, "prev_day_close": 236.98999786377}, {"option": "SPY290119P00590000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2492, "open_interest": 4.0, "volume": 0.0, "delta": -0.1395, "gamma": 0.0009, "vega": 2.4498, "theta": -0.0367, "rho": -2.2458, "theo": 21.5859, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.37, "last_trade_time": "2026-11-05T13:08:41", "percent_change": 0.0, "prev_day_close": 22.6350002288818}, {"option": "SPY290119C00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2374, "open_interest": 28.0, "volume": 0.0, "delta": 0.871, "gamma": 0.0008, "vega": 2.3895, "theta": -0.0064, "rho": 9.2252, "theo": 234.7649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 211.96, "last_trade_time": "2026-11-05T15:09:13", "percent_change": 0.0, "prev_day_close": 233.315002441406}, {"option": "SPY290119P00595000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.243, "open_interest": 0.0, "volume": 0.0, "delta": -0.1439, "gamma": 0.0009, "vega": 2.4989, "theta": -0.0373, "rho": -2.298, "theo": 22.2541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.2200002670288}, {"option": "SPY290119C00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2356, "open_interest": 74.0, "volume": 12.0, "delta": 0.867, "gamma": 0.0008, "vega": 2.4374, "theta": -0.0074, "rho": 9.245, "theo": 230.9149, "change": 6.755, "open": 225.63, "high": 226.99, "low": 225.63, "tick": "up", "last_trade_price": 226.99, "last_trade_time": "2026-11-11T10:38:12", "percent_change": 3.06718, "prev_day_close": 229.400001525879}, {"option": "SPY290119P00600000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2433, "open_interest": 78.0, "volume": 0.0, "delta": -0.1484, "gamma": 0.0009, "vega": 2.5455, "theta": -0.0379, "rho": -2.3638, "theo": 22.9367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.49, "last_trade_time": "2026-11-10T16:02:42", "percent_change": 0.0, "prev_day_close": 23.1499996185303}, {"option": "SPY290119C00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2348, "open_interest": 109.0, "volume": 0.0, "delta": 0.863, "gamma": 0.0008, "vega": 2.4856, "theta": -0.0083, "rho": 9.2625, "theo": 227.0808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 212.64, "last_trade_time": "2026-11-05T10:44:21", "percent_change": 0.0, "prev_day_close": 225.495002746582}, {"option": "SPY290119P00605000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2399, "open_interest": 64.0, "volume": 5.0, "delta": -0.1532, "gamma": 0.001, "vega": 2.594, "theta": -0.0384, "rho": -2.4239, "theo": 23.6452, "change": -2.41, "open": 23.94, "high": 23.94, "low": 23.94, "tick": "no_change", "last_trade_price": 23.94, "last_trade_time": "2026-11-11T12:42:19", "percent_change": -9.14611, "prev_day_close": 24.6750001907349}, {"option": "SPY290119C00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2329, "open_interest": 11.0, "volume": 0.0, "delta": 0.8589, "gamma": 0.0009, "vega": 2.534, "theta": -0.0093, "rho": 9.2779, "theo": 223.2629, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 235.03, "last_trade_time": "2026-10-14T12:21:54", "percent_change": 0.0, "prev_day_close": 221.845001220703}, {"option": "SPY290119P00610000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2426, "open_interest": 14.0, "volume": 0.0, "delta": -0.158, "gamma": 0.001, "vega": 2.6422, "theta": -0.039, "rho": -2.4854, "theo": 24.3669, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 23.45, "last_trade_time": "2026-10-09T15:33:42", "percent_change": 0.0, "prev_day_close": 25.2799997329712}, {"option": "SPY290119C00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.231, "open_interest": 11.0, "volume": 0.0, "delta": 0.8547, "gamma": 0.0009, "vega": 2.5825, "theta": -0.0102, "rho": 9.2915, "theo": 219.4615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 224.04, "last_trade_time": "2026-09-17T13:22:20", "percent_change": 0.0, "prev_day_close": 217.959999084473}, {"option": "SPY290119P00615000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 20.0, "volume": 0.0, "delta": -0.163, "gamma": 0.001, "vega": 2.7012, "theta": -0.0396, "rho": -2.5467, "theo": 25.1121, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.15, "last_trade_time": "2026-10-22T14:53:29", "percent_change": 0.0, "prev_day_close": 25.1700000762939}, {"option": "SPY290119C00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2301, "open_interest": 63.0, "volume": 0.0, "delta": 0.8504, "gamma": 0.0009, "vega": 2.6308, "theta": -0.0112, "rho": 9.3034, "theo": 215.6769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 221.0, "last_trade_time": "2026-11-04T12:02:15", "percent_change": 0.0, "prev_day_close": 214.330001831055}, {"option": "SPY290119P00620000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2391, "open_interest": 29.0, "volume": 0.0, "delta": -0.168, "gamma": 0.001, "vega": 2.7504, "theta": -0.0402, "rho": -2.6104, "theo": 25.8734, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.8, "last_trade_time": "2026-11-10T09:40:43", "percent_change": 0.0, "prev_day_close": 26.7799997329712}, {"option": "SPY290119C00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2282, "open_interest": 47.0, "volume": 0.0, "delta": 0.846, "gamma": 0.0009, "vega": 2.6792, "theta": -0.0121, "rho": 9.314, "theo": 211.9092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 217.36, "last_trade_time": "2026-10-29T15:16:03", "percent_change": 0.0, "prev_day_close": 210.455001831055}, {"option": "SPY290119P00625000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2368, "open_interest": 27.0, "volume": 0.0, "delta": -0.1733, "gamma": 0.0011, "vega": 2.7988, "theta": -0.0408, "rho": -2.6793, "theo": 26.6675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 29.2, "last_trade_time": "2026-11-10T13:58:35", "percent_change": 0.0, "prev_day_close": 27.6700000762939}, {"option": "SPY290119C00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2271, "open_interest": 356.0, "volume": 0.0, "delta": 0.8415, "gamma": 0.001, "vega": 2.7276, "theta": -0.013, "rho": 9.323, "theo": 208.1586, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 198.4, "last_trade_time": "2026-11-09T11:56:00", "percent_change": 0.0, "prev_day_close": 206.845001220703}, {"option": "SPY290119P00630000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2357, "open_interest": 6.0, "volume": 0.0, "delta": -0.1786, "gamma": 0.0011, "vega": 2.8529, "theta": -0.0414, "rho": -2.7327, "theo": 27.4689, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 33.08, "last_trade_time": "2026-11-06T14:05:52", "percent_change": 0.0, "prev_day_close": 28.6199998855591}, {"option": "SPY290119C00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2252, "open_interest": 29.0, "volume": 0.0, "delta": 0.8369, "gamma": 0.001, "vega": 2.7763, "theta": -0.014, "rho": 9.3302, "theo": 204.4254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 192.23, "last_trade_time": "2026-11-09T10:02:01", "percent_change": 0.0, "prev_day_close": 202.98999786377}, {"option": "SPY290119P00635000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2333, "open_interest": 0.0, "volume": 0.0, "delta": -0.1842, "gamma": 0.0011, "vega": 2.9102, "theta": -0.042, "rho": -2.8197, "theo": 28.3036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 29.2600002288818}, {"option": "SPY290119C00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2241, "open_interest": 10.0, "volume": 0.0, "delta": 0.8322, "gamma": 0.001, "vega": 2.8253, "theta": -0.0149, "rho": 9.3352, "theo": 200.7098, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 209.69, "last_trade_time": "2026-10-27T11:34:43", "percent_change": 0.0, "prev_day_close": 199.400001525879}, {"option": "SPY290119P00640000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.232, "open_interest": 114.0, "volume": 0.0, "delta": -0.1899, "gamma": 0.0012, "vega": 2.961, "theta": -0.0426, "rho": -2.8876, "theo": 29.1574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 32.58, "last_trade_time": "2026-11-09T13:11:28", "percent_change": 0.0, "prev_day_close": 30.210000038147}, {"option": "SPY290119C00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 2.0, "volume": 0.0, "delta": 0.8274, "gamma": 0.001, "vega": 2.8747, "theta": -0.0158, "rho": 9.3376, "theo": 197.0123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 177.0, "last_trade_time": "2026-11-06T15:27:04", "percent_change": 0.0, "prev_day_close": 195.565002441406}, {"option": "SPY290119P00645000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2304, "open_interest": 53.0, "volume": 0.0, "delta": -0.1958, "gamma": 0.0012, "vega": 3.0091, "theta": -0.0432, "rho": -2.9482, "theo": 30.0459, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 29.71, "last_trade_time": "2026-10-20T13:00:08", "percent_change": 0.0, "prev_day_close": 31.125}, {"option": "SPY290119C00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.221, "open_interest": 73.0, "volume": 1.0, "delta": 0.8225, "gamma": 0.0011, "vega": 2.9245, "theta": -0.0167, "rho": 9.3372, "theo": 193.3334, "change": 10.67, "open": 193.74, "high": 193.74, "low": 193.74, "tick": "up", "last_trade_price": 193.74, "last_trade_time": "2026-11-11T14:05:15", "percent_change": 5.82837, "prev_day_close": 191.995002746582}, {"option": "SPY290119P00650000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2292, "open_interest": 112.0, "volume": 3.0, "delta": -0.2017, "gamma": 0.0012, "vega": 3.0582, "theta": -0.0438, "rho": -3.0246, "theo": 30.9385, "change": -1.63, "open": 31.75, "high": 31.75, "low": 31.75, "tick": "down", "last_trade_price": 31.75, "last_trade_time": "2026-11-11T12:59:36", "percent_change": -4.88316, "prev_day_close": 32.1499996185303}, {"option": "SPY290119C00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2198, "open_interest": 6.0, "volume": 0.0, "delta": 0.8175, "gamma": 0.0011, "vega": 2.9745, "theta": -0.0175, "rho": 9.3338, "theo": 189.6738, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 181.5, "last_trade_time": "2026-11-09T12:51:21", "percent_change": 0.0, "prev_day_close": 188.430000305176}, {"option": "SPY290119P00655000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2275, "open_interest": 2.0, "volume": 0.0, "delta": -0.2079, "gamma": 0.0013, "vega": 3.1083, "theta": -0.0444, "rho": -3.0932, "theo": 31.8712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 30.11, "last_trade_time": "2026-10-06T15:32:58", "percent_change": 0.0, "prev_day_close": 33.0649995803833}, {"option": "SPY290119C00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2186, "open_interest": 20.0, "volume": 0.0, "delta": 0.8123, "gamma": 0.0011, "vega": 3.0244, "theta": -0.0184, "rho": 9.3279, "theo": 186.0337, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 175.73, "last_trade_time": "2026-11-10T10:45:02", "percent_change": 0.0, "prev_day_close": 184.875}, {"option": "SPY290119P00660000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.223, "open_interest": 94.0, "volume": 0.0, "delta": -0.2143, "gamma": 0.0013, "vega": 3.1626, "theta": -0.045, "rho": -3.1608, "theo": 32.8208, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.95, "last_trade_time": "2026-11-10T14:44:05", "percent_change": 0.0, "prev_day_close": 32.8549995422363}, {"option": "SPY290119C00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2165, "open_interest": 31.0, "volume": 0.0, "delta": 0.8071, "gamma": 0.0011, "vega": 3.074, "theta": -0.0192, "rho": 9.3197, "theo": 182.4138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 175.0, "last_trade_time": "2026-11-09T12:31:59", "percent_change": 0.0, "prev_day_close": 181.084999084473}, {"option": "SPY290119P00665000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2206, "open_interest": 88.0, "volume": 0.0, "delta": -0.2209, "gamma": 0.0014, "vega": 3.2137, "theta": -0.0456, "rho": -3.2205, "theo": 33.811, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 41.0, "last_trade_time": "2026-11-06T09:37:37", "percent_change": 0.0, "prev_day_close": 34.7849998474121}, {"option": "SPY290119C00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2152, "open_interest": 41.0, "volume": 1.0, "delta": 0.8017, "gamma": 0.0012, "vega": 3.1233, "theta": -0.0201, "rho": 9.3097, "theo": 178.8143, "change": 7.76, "open": 176.5, "high": 176.5, "low": 176.5, "tick": "up", "last_trade_price": 176.5, "last_trade_time": "2026-11-11T09:33:05", "percent_change": 4.59879, "prev_day_close": 177.550003051758}, {"option": "SPY290119P00670000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2198, "open_interest": 19.0, "volume": 0.0, "delta": -0.2276, "gamma": 0.0014, "vega": 3.2615, "theta": -0.0462, "rho": -3.2941, "theo": 34.8228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.5, "last_trade_time": "2026-11-10T10:53:20", "percent_change": 0.0, "prev_day_close": 35.8649997711182}, {"option": "SPY290119C00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2139, "open_interest": 22.0, "volume": 2.0, "delta": 0.7962, "gamma": 0.0012, "vega": 3.1721, "theta": -0.0209, "rho": 9.298, "theo": 175.2354, "change": 4.055, "open": 169.5, "high": 170.16, "low": 169.5, "tick": "up", "last_trade_price": 170.16, "last_trade_time": "2026-11-11T09:46:48", "percent_change": 2.44122, "prev_day_close": 174.029998779297}, {"option": "SPY290119P00675000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2183, "open_interest": 97.0, "volume": 0.0, "delta": -0.2345, "gamma": 0.0014, "vega": 3.3079, "theta": -0.0468, "rho": -3.3692, "theo": 35.8559, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 38.71, "last_trade_time": "2026-11-03T13:06:04", "percent_change": 0.0, "prev_day_close": 36.1550006866455}, {"option": "SPY290119C00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2132, "open_interest": 133.0, "volume": 1.0, "delta": 0.7906, "gamma": 0.0012, "vega": 3.2207, "theta": -0.0217, "rho": 9.2847, "theo": 171.6773, "change": 9.62, "open": 171.87, "high": 171.87, "low": 171.87, "tick": "up", "last_trade_price": 171.87, "last_trade_time": "2026-11-11T14:59:21", "percent_change": 5.92912, "prev_day_close": 170.824996948242}, {"option": "SPY290119P00680000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2167, "open_interest": 40.0, "volume": 3.0, "delta": -0.2416, "gamma": 0.0015, "vega": 3.3702, "theta": -0.0474, "rho": -3.4346, "theo": 36.9166, "change": -2.44, "open": 38.45, "high": 38.45, "low": 37.48, "tick": "down", "last_trade_price": 37.48, "last_trade_time": "2026-11-11T14:42:01", "percent_change": -6.11222, "prev_day_close": 37.1949996948242}, {"option": "SPY290119C00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2112, "open_interest": 23.0, "volume": 1.0, "delta": 0.7849, "gamma": 0.0012, "vega": 3.2691, "theta": -0.0226, "rho": 9.2694, "theo": 168.1404, "change": 8.7, "open": 167.0, "high": 167.0, "low": 167.0, "tick": "up", "last_trade_price": 167.0, "last_trade_time": "2026-11-11T11:39:01", "percent_change": 5.49589, "prev_day_close": 167.019996643066}, {"option": "SPY290119P00685000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 63.0, "volume": 0.0, "delta": -0.249, "gamma": 0.0015, "vega": 3.4174, "theta": -0.048, "rho": -3.5233, "theo": 38.0219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 37.0, "last_trade_time": "2026-11-04T10:32:39", "percent_change": 0.0, "prev_day_close": 38.2600002288818}, {"option": "SPY290119C00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2098, "open_interest": 96.0, "volume": 0.0, "delta": 0.779, "gamma": 0.0013, "vega": 3.3174, "theta": -0.0234, "rho": 9.2514, "theo": 164.6251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 157.0, "last_trade_time": "2026-11-09T14:28:12", "percent_change": 0.0, "prev_day_close": 163.529998779297}, {"option": "SPY290119P00690000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2159, "open_interest": 44.0, "volume": 0.0, "delta": -0.2566, "gamma": 0.0016, "vega": 3.4595, "theta": -0.0486, "rho": -3.5931, "theo": 39.1593, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.26, "last_trade_time": "2026-11-05T14:18:57", "percent_change": 0.0, "prev_day_close": 40.2600002288818}, {"option": "SPY290119C00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2083, "open_interest": 117.0, "volume": 0.0, "delta": 0.7731, "gamma": 0.0013, "vega": 3.3658, "theta": -0.0241, "rho": 9.2304, "theo": 161.1319, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 151.65, "last_trade_time": "2026-11-10T14:04:53", "percent_change": 0.0, "prev_day_close": 160.055000305176}, {"option": "SPY290119P00695000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.215, "open_interest": 324.0, "volume": 0.0, "delta": -0.2643, "gamma": 0.0016, "vega": 3.5061, "theta": -0.0493, "rho": -3.6586, "theo": 40.3185, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 50.7, "last_trade_time": "2026-11-05T15:43:18", "percent_change": 0.0, "prev_day_close": 41.6650009155273}, {"option": "SPY290119C00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2069, "open_interest": 304.0, "volume": 0.0, "delta": 0.767, "gamma": 0.0013, "vega": 3.4142, "theta": -0.0249, "rho": 9.2059, "theo": 157.6617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 149.0, "last_trade_time": "2026-11-10T14:03:28", "percent_change": 0.0, "prev_day_close": 156.589996337891}, {"option": "SPY290119P00700000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2104, "open_interest": 132.0, "volume": 15.0, "delta": -0.2723, "gamma": 0.0016, "vega": 3.5524, "theta": -0.0499, "rho": -3.7249, "theo": 41.5167, "change": -5.145, "open": 43.1, "high": 43.1, "low": 39.54, "tick": "down", "last_trade_price": 39.54, "last_trade_time": "2026-11-11T16:08:53", "percent_change": -11.5139, "prev_day_close": 41.7849998474121}, {"option": "SPY290119C00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2054, "open_interest": 8.0, "volume": 0.0, "delta": 0.7608, "gamma": 0.0014, "vega": 3.4623, "theta": -0.0256, "rho": 9.1781, "theo": 154.2151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 145.01, "last_trade_time": "2026-11-10T14:05:56", "percent_change": 0.0, "prev_day_close": 153.139999389648}, {"option": "SPY290119P00705000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2119, "open_interest": 18.0, "volume": 0.0, "delta": -0.2806, "gamma": 0.0017, "vega": 3.6016, "theta": -0.0505, "rho": -3.7973, "theo": 42.7436, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 42.19, "last_trade_time": "2026-11-04T10:51:10", "percent_change": 0.0, "prev_day_close": 43.8549995422363}, {"option": "SPY290119C00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2038, "open_interest": 354.0, "volume": 0.0, "delta": 0.7545, "gamma": 0.0014, "vega": 3.51, "theta": -0.0264, "rho": 9.1473, "theo": 150.7927, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 141.5, "last_trade_time": "2026-11-10T14:21:07", "percent_change": 0.0, "prev_day_close": 149.699996948242}, {"option": "SPY290119P00710000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2099, "open_interest": 37.0, "volume": 0.0, "delta": -0.2891, "gamma": 0.0018, "vega": 3.6409, "theta": -0.0511, "rho": -3.8677, "theo": 44.0167, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.9, "last_trade_time": "2026-11-06T14:07:55", "percent_change": 0.0, "prev_day_close": 45.2399997711182}, {"option": "SPY290119C00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 20.0, "volume": 4.0, "delta": 0.748, "gamma": 0.0014, "vega": 3.5568, "theta": -0.0271, "rho": 9.114, "theo": 147.3952, "change": 8.84, "open": 148.04, "high": 148.04, "low": 147.08, "tick": "no_change", "last_trade_price": 147.08, "last_trade_time": "2026-11-11T14:45:37", "percent_change": 6.39468, "prev_day_close": 146.519996643066}, {"option": "SPY290119P00715000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2086, "open_interest": 7.0, "volume": 0.0, "delta": -0.2978, "gamma": 0.0018, "vega": 3.6843, "theta": -0.0517, "rho": -3.939, "theo": 45.3154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 47.1, "last_trade_time": "2026-10-22T14:03:10", "percent_change": 0.0, "prev_day_close": 46.6399993896484}, {"option": "SPY290119C00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2014, "open_interest": 18.0, "volume": 0.0, "delta": 0.7414, "gamma": 0.0014, "vega": 3.6029, "theta": -0.0278, "rho": 9.0789, "theo": 144.0229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 125.39, "last_trade_time": "2026-11-06T13:14:51", "percent_change": 0.0, "prev_day_close": 143.105003356934}, {"option": "SPY290119P00720000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2042, "open_interest": 33.0, "volume": 0.0, "delta": -0.3068, "gamma": 0.0018, "vega": 3.7216, "theta": -0.0523, "rho": -3.99, "theo": 46.6565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 54.9, "last_trade_time": "2026-11-06T14:17:43", "percent_change": 0.0, "prev_day_close": 46.8950004577637}, {"option": "SPY290119C00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1998, "open_interest": 108.0, "volume": 15.0, "delta": 0.7347, "gamma": 0.0015, "vega": 3.6481, "theta": -0.0285, "rho": 9.042, "theo": 140.676, "change": 7.46, "open": 139.1, "high": 139.57, "low": 139.1, "tick": "up", "last_trade_price": 139.2, "last_trade_time": "2026-11-11T11:13:01", "percent_change": 5.66267, "prev_day_close": 139.699996948242}, {"option": "SPY290119P00725000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.203, "open_interest": 92.0, "volume": 10.0, "delta": -0.3159, "gamma": 0.0019, "vega": 3.7688, "theta": -0.053, "rho": -4.0589, "theo": 48.0179, "change": -0.5, "open": 51.5, "high": 51.5, "low": 51.5, "tick": "no_change", "last_trade_price": 51.5, "last_trade_time": "2026-11-11T10:48:39", "percent_change": -0.961538, "prev_day_close": 48.3449993133545}, {"option": "SPY290119C00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1988, "open_interest": 55.0, "volume": 0.0, "delta": 0.7278, "gamma": 0.0015, "vega": 3.6926, "theta": -0.0291, "rho": 9.0032, "theo": 137.3551, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 129.0, "last_trade_time": "2026-11-10T15:17:09", "percent_change": 0.0, "prev_day_close": 136.559997558594}, {"option": "SPY290119P00730000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2016, "open_interest": 1552.0, "volume": 1.0, "delta": -0.3256, "gamma": 0.002, "vega": 3.8094, "theta": -0.0536, "rho": -4.1716, "theo": 49.457, "change": -4.47, "open": 49.88, "high": 49.88, "low": 49.88, "tick": "down", "last_trade_price": 49.88, "last_trade_time": "2026-11-11T13:05:54", "percent_change": -8.22447, "prev_day_close": 50.7099990844727}, {"option": "SPY290119C00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1971, "open_interest": 40.0, "volume": 0.0, "delta": 0.7208, "gamma": 0.0015, "vega": 3.7365, "theta": -0.0298, "rho": 8.9618, "theo": 134.0605, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 127.7, "last_trade_time": "2026-11-10T10:07:39", "percent_change": 0.0, "prev_day_close": 133.184997558594}, {"option": "SPY290119P00735000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2001, "open_interest": 1555.0, "volume": 0.0, "delta": -0.3354, "gamma": 0.002, "vega": 3.8412, "theta": -0.0542, "rho": -4.2282, "theo": 50.9291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.0, "last_trade_time": "2026-11-10T11:42:43", "percent_change": 0.0, "prev_day_close": 51.3099994659424}, {"option": "SPY290119C00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.196, "open_interest": 82.0, "volume": 21.0, "delta": 0.7137, "gamma": 0.0016, "vega": 3.7799, "theta": -0.0304, "rho": 8.917, "theo": 130.7932, "change": 8.285, "open": 127.15, "high": 130.57, "low": 126.8, "tick": "down", "last_trade_price": 130.25, "last_trade_time": "2026-11-11T14:43:44", "percent_change": 6.79293, "prev_day_close": 130.074996948242}, {"option": "SPY290119P00740000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2008, "open_interest": 36.0, "volume": 1.0, "delta": -0.3455, "gamma": 0.0021, "vega": 3.8704, "theta": -0.0548, "rho": -4.2427, "theo": 52.4301, "change": -4.065, "open": 53.38, "high": 53.38, "low": 53.38, "tick": "down", "last_trade_price": 53.38, "last_trade_time": "2026-11-11T14:42:01", "percent_change": -7.07633, "prev_day_close": 52.8199996948242}, {"option": "SPY290119C00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1943, "open_interest": 127.0, "volume": 2.0, "delta": 0.7064, "gamma": 0.0016, "vega": 3.8227, "theta": -0.031, "rho": 8.8682, "theo": 127.5539, "change": 9.74, "open": 129.9, "high": 129.9, "low": 128.64, "tick": "down", "last_trade_price": 128.64, "last_trade_time": "2026-11-11T14:07:10", "percent_change": 8.19176, "prev_day_close": 126.724998474121}, {"option": "SPY290119P00745000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.197, "open_interest": 28.0, "volume": 0.0, "delta": -0.3561, "gamma": 0.0021, "vega": 3.9049, "theta": -0.0555, "rho": -4.323, "theo": 53.9983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.97, "last_trade_time": "2026-11-10T09:36:45", "percent_change": 0.0, "prev_day_close": 54.3549995422363}, {"option": "SPY290119C00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 221.0, "volume": 24.0, "delta": 0.699, "gamma": 0.0016, "vega": 3.8648, "theta": -0.0316, "rho": 8.8155, "theo": 124.3436, "change": 9.22, "open": 122.0, "high": 125.85, "low": 120.66, "tick": "down", "last_trade_price": 125.07, "last_trade_time": "2026-11-11T14:07:21", "percent_change": 7.95857, "prev_day_close": 123.639999389648}, {"option": "SPY290119P00750000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1955, "open_interest": 73.0, "volume": 9.0, "delta": -0.3668, "gamma": 0.0022, "vega": 3.9356, "theta": -0.0561, "rho": -4.4101, "theo": 55.5985, "change": -3.205, "open": 56.92, "high": 56.92, "low": 56.91, "tick": "down", "last_trade_price": 56.91, "last_trade_time": "2026-11-11T10:53:29", "percent_change": -5.33145, "prev_day_close": 55.9150009155273}, {"option": "SPY290119C00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.192, "open_interest": 156.0, "volume": 2.0, "delta": 0.6915, "gamma": 0.0017, "vega": 3.906, "theta": -0.0321, "rho": 8.7593, "theo": 121.1634, "change": 7.9, "open": 118.0, "high": 120.72, "low": 118.0, "tick": "up", "last_trade_price": 120.72, "last_trade_time": "2026-11-11T11:52:50", "percent_change": 7.00231, "prev_day_close": 120.314998626709}, {"option": "SPY290119P00755000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1945, "open_interest": 47.0, "volume": 0.0, "delta": -0.3778, "gamma": 0.0023, "vega": 3.9601, "theta": -0.0568, "rho": -4.4248, "theo": 57.24, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 63.23, "last_trade_time": "2026-11-09T13:11:28", "percent_change": 0.0, "prev_day_close": 57.75}, {"option": "SPY290119C00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1902, "open_interest": 177.0, "volume": 17.0, "delta": 0.6838, "gamma": 0.0017, "vega": 3.9459, "theta": -0.0326, "rho": 8.7003, "theo": 118.014, "change": 8.7, "open": 114.84, "high": 119.51, "low": 114.84, "tick": "up", "last_trade_price": 118.5, "last_trade_time": "2026-11-11T15:59:53", "percent_change": 7.9235, "prev_day_close": 117.259998321533}, {"option": "SPY290119P00760000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1928, "open_interest": 177.0, "volume": 28.0, "delta": -0.3894, "gamma": 0.0023, "vega": 3.9766, "theta": -0.0574, "rho": -4.4516, "theo": 58.9496, "change": -3.48, "open": 60.5, "high": 60.98, "low": 59.0, "tick": "up", "last_trade_price": 60.21, "last_trade_time": "2026-11-11T15:11:34", "percent_change": -5.46397, "prev_day_close": 60.204999923706}, {"option": "SPY290119C00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1889, "open_interest": 89.0, "volume": 4.0, "delta": 0.676, "gamma": 0.0017, "vega": 3.9845, "theta": -0.0332, "rho": 8.6393, "theo": 114.896, "change": 7.74, "open": 115.0, "high": 115.0, "low": 114.54, "tick": "no_change", "last_trade_price": 114.54, "last_trade_time": "2026-11-11T15:11:44", "percent_change": 7.24719, "prev_day_close": 114.220001220703}, {"option": "SPY290119P00765000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1917, "open_interest": 98.0, "volume": 0.0, "delta": -0.4012, "gamma": 0.0024, "vega": 3.9986, "theta": -0.0581, "rho": -4.546, "theo": 60.6921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 64.75, "last_trade_time": "2026-11-09T15:37:01", "percent_change": 0.0, "prev_day_close": 61.2450008392334}, {"option": "SPY290119C00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1876, "open_interest": 1390.0, "volume": 4.0, "delta": 0.6681, "gamma": 0.0018, "vega": 4.0217, "theta": -0.0336, "rho": 8.5766, "theo": 111.8099, "change": 8.41, "open": 108.33, "high": 112.46, "low": 108.33, "tick": "up", "last_trade_price": 112.46, "last_trade_time": "2026-11-11T14:11:19", "percent_change": 8.08265, "prev_day_close": 111.194999694824}, {"option": "SPY290119P00770000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1898, "open_interest": 199.0, "volume": 5.0, "delta": -0.4134, "gamma": 0.0025, "vega": 4.0264, "theta": -0.0588, "rho": -4.6002, "theo": 62.5082, "change": -4.635, "open": 64.92, "high": 64.92, "low": 61.83, "tick": "down", "last_trade_price": 63.0, "last_trade_time": "2026-11-11T15:44:31", "percent_change": -6.85296, "prev_day_close": 62.9799995422363}, {"option": "SPY290119C00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1863, "open_interest": 148.0, "volume": 0.0, "delta": 0.66, "gamma": 0.0018, "vega": 4.0576, "theta": -0.0341, "rho": 8.5119, "theo": 108.7563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 100.05, "last_trade_time": "2026-11-09T09:57:31", "percent_change": 0.0, "prev_day_close": 108.185001373291}, {"option": "SPY290119P00775000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1885, "open_interest": 57.0, "volume": 0.0, "delta": -0.4261, "gamma": 0.0025, "vega": 4.0237, "theta": -0.0595, "rho": -4.6049, "theo": 64.3921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.0, "last_trade_time": "2026-11-05T10:36:22", "percent_change": 0.0, "prev_day_close": 64.8500003814697}, {"option": "SPY290119C00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.185, "open_interest": 224.0, "volume": 2.0, "delta": 0.6518, "gamma": 0.0018, "vega": 4.0922, "theta": -0.0345, "rho": 8.4441, "theo": 105.7359, "change": 8.97, "open": 102.72, "high": 106.87, "low": 102.72, "tick": "up", "last_trade_price": 106.87, "last_trade_time": "2026-11-11T13:41:42", "percent_change": 9.16241, "prev_day_close": 105.194999694824}, {"option": "SPY290119P00780000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1871, "open_interest": 165.0, "volume": 1.0, "delta": -0.4394, "gamma": 0.0026, "vega": 4.0257, "theta": -0.0602, "rho": -4.6397, "theo": 66.3541, "change": -5.59, "open": 66.36, "high": 66.36, "low": 66.36, "tick": "down", "last_trade_price": 66.36, "last_trade_time": "2026-11-11T13:41:42", "percent_change": -7.76929, "prev_day_close": 66.8250007629394}, {"option": "SPY290119C00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1836, "open_interest": 134.0, "volume": 2.0, "delta": 0.6434, "gamma": 0.0018, "vega": 4.1256, "theta": -0.035, "rho": 8.3724, "theo": 102.7499, "change": 4.15, "open": 98.49, "high": 99.37, "low": 98.49, "tick": "up", "last_trade_price": 99.37, "last_trade_time": "2026-11-11T09:46:48", "percent_change": 4.35833, "prev_day_close": 102.220001220703}, {"option": "SPY290119P00785000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1858, "open_interest": 33.0, "volume": 0.0, "delta": -0.4527, "gamma": 0.0027, "vega": 4.0419, "theta": -0.0609, "rho": -4.723, "theo": 68.3307, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.0, "last_trade_time": "2026-11-02T10:13:07", "percent_change": 0.0, "prev_day_close": 68.8250007629394}, {"option": "SPY290119C00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1822, "open_interest": 25.0, "volume": 1.0, "delta": 0.6349, "gamma": 0.0019, "vega": 4.1577, "theta": -0.0353, "rho": 8.2962, "theo": 99.7996, "change": 8.755, "open": 101.06, "high": 101.06, "low": 101.06, "tick": "up", "last_trade_price": 101.06, "last_trade_time": "2026-11-11T13:12:44", "percent_change": 9.48486, "prev_day_close": 99.2599983215332}, {"option": "SPY290119P00790000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 20.0, "volume": 0.0, "delta": -0.4668, "gamma": 0.0028, "vega": 4.0356, "theta": -0.0617, "rho": -4.6795, "theo": 70.3971, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 82.41, "last_trade_time": "2026-11-05T14:54:54", "percent_change": 0.0, "prev_day_close": 70.8600006103516}, {"option": "SPY290119C00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1813, "open_interest": 45.0, "volume": 18.0, "delta": 0.6263, "gamma": 0.0019, "vega": 4.1883, "theta": -0.0357, "rho": 8.2158, "theo": 96.8862, "change": 4.33, "open": 94.1, "high": 94.18, "low": 93.69, "tick": "up", "last_trade_price": 93.74, "last_trade_time": "2026-11-11T09:45:54", "percent_change": 4.84286, "prev_day_close": 96.3199996948242}, {"option": "SPY290119P00795000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1826, "open_interest": 8.0, "volume": 0.0, "delta": -0.4816, "gamma": 0.0029, "vega": 4.0086, "theta": -0.0626, "rho": -4.6762, "theo": 72.5674, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.0, "last_trade_time": "2026-10-26T12:22:25", "percent_change": 0.0, "prev_day_close": 72.935001373291}, {"option": "SPY290119C00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1798, "open_interest": 404.0, "volume": 2.0, "delta": 0.6175, "gamma": 0.0019, "vega": 4.2172, "theta": -0.036, "rho": 8.132, "theo": 94.0109, "change": 7.165, "open": 93.55, "high": 93.95, "low": 93.55, "tick": "up", "last_trade_price": 93.95, "last_trade_time": "2026-11-11T14:43:44", "percent_change": 8.25603, "prev_day_close": 93.4000015258789}, {"option": "SPY290119P00800000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1816, "open_interest": 238.0, "volume": 0.0, "delta": -0.4965, "gamma": 0.003, "vega": 4.0083, "theta": -0.0634, "rho": -4.7194, "theo": 74.7695, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 81.19, "last_trade_time": "2026-11-10T15:40:16", "percent_change": 0.0, "prev_day_close": 75.2849998474121}, {"option": "SPY290119C00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 56.0, "volume": 0.0, "delta": 0.6086, "gamma": 0.002, "vega": 4.2442, "theta": -0.0363, "rho": 8.046, "theo": 91.1748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 84.1, "last_trade_time": "2026-11-10T10:56:57", "percent_change": 0.0, "prev_day_close": 90.75}, {"option": "SPY290119P00805000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.18, "open_interest": 5.0, "volume": 0.0, "delta": -0.5118, "gamma": 0.0031, "vega": 4.0006, "theta": -0.0643, "rho": -4.6859, "theo": 77.0251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 70.82, "last_trade_time": "2026-10-13T09:38:33", "percent_change": 0.0, "prev_day_close": 77.4249992370606}, {"option": "SPY290119C00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1773, "open_interest": 114.0, "volume": 0.0, "delta": 0.5996, "gamma": 0.002, "vega": 4.2692, "theta": -0.0366, "rho": 7.9585, "theo": 88.3783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 81.03, "last_trade_time": "2026-11-10T14:35:38", "percent_change": 0.0, "prev_day_close": 87.8650016784668}, {"option": "SPY290119P00810000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1788, "open_interest": 16.0, "volume": 0.0, "delta": -0.528, "gamma": 0.0032, "vega": 3.9359, "theta": -0.0652, "rho": -4.6584, "theo": 79.4022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 77.17, "last_trade_time": "2026-10-29T16:01:48", "percent_change": 0.0, "prev_day_close": 79.8600006103516}, {"option": "SPY290119C00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1757, "open_interest": 21.0, "volume": 0.0, "delta": 0.5904, "gamma": 0.002, "vega": 4.2923, "theta": -0.0368, "rho": 7.8692, "theo": 85.6222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 82.8, "last_trade_time": "2026-11-02T15:54:08", "percent_change": 0.0, "prev_day_close": 85.25}, {"option": "SPY290119P00815000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1774, "open_interest": 20.0, "volume": 0.0, "delta": -0.5446, "gamma": 0.0032, "vega": 3.9124, "theta": -0.0662, "rho": -4.7058, "theo": 81.8687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 74.08, "last_trade_time": "2026-10-13T15:32:00", "percent_change": 0.0, "prev_day_close": 82.3250007629394}, {"option": "SPY290119C00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1747, "open_interest": 33.0, "volume": 0.0, "delta": 0.5811, "gamma": 0.002, "vega": 4.3133, "theta": -0.0371, "rho": 7.7774, "theo": 82.9075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 71.02, "last_trade_time": "2026-11-05T12:09:51", "percent_change": 0.0, "prev_day_close": 82.4099998474121}, {"option": "SPY290119P00820000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 89.0, "volume": 1.0, "delta": -0.5621, "gamma": 0.0034, "vega": 3.8742, "theta": -0.0676, "rho": -4.5779, "theo": 84.4024, "change": -5.18, "open": 86.0, "high": 86.0, "low": 86.0, "tick": "down", "last_trade_price": 86.0, "last_trade_time": "2026-11-11T12:16:32", "percent_change": -5.68107, "prev_day_close": 84.8349990844726}, {"option": "SPY290119C00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1736, "open_interest": 34.0, "volume": 0.0, "delta": 0.5717, "gamma": 0.002, "vega": 4.3324, "theta": -0.0372, "rho": 7.6816, "theo": 80.2352, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 75.93, "last_trade_time": "2026-11-09T14:54:17", "percent_change": 0.0, "prev_day_close": 79.8349990844726}, {"option": "SPY290119P00825000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1745, "open_interest": 32.0, "volume": 0.0, "delta": -0.5801, "gamma": 0.0035, "vega": 3.7887, "theta": -0.0687, "rho": -4.5388, "theo": 87.0535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 94.96, "last_trade_time": "2026-11-10T15:38:52", "percent_change": 0.0, "prev_day_close": 87.3899993896484}, {"option": "SPY290119C00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1719, "open_interest": 41.0, "volume": 0.0, "delta": 0.5622, "gamma": 0.0021, "vega": 4.3493, "theta": -0.0374, "rho": 7.5812, "theo": 77.607, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 73.26, "last_trade_time": "2026-11-09T15:59:57", "percent_change": 0.0, "prev_day_close": 77.2849998474121}, {"option": "SPY290119P00830000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1735, "open_interest": 100.0, "volume": 0.0, "delta": -0.5982, "gamma": 0.0036, "vega": 3.7351, "theta": -0.0696, "rho": -4.4945, "theo": 89.7884, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 89.44, "last_trade_time": "2026-10-22T16:00:30", "percent_change": 0.0, "prev_day_close": 89.9900016784668}, {"option": "SPY290119C00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1707, "open_interest": 25.0, "volume": 0.0, "delta": 0.5525, "gamma": 0.0021, "vega": 4.3639, "theta": -0.0375, "rho": 7.4765, "theo": 75.0242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 62.51, "last_trade_time": "2026-11-05T13:00:08", "percent_change": 0.0, "prev_day_close": 74.7550010681152}, {"option": "SPY290119P00835000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1717, "open_interest": 95.0, "volume": 0.0, "delta": -0.6171, "gamma": 0.0036, "vega": 3.6911, "theta": -0.0707, "rho": -4.3612, "theo": 92.5942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 88.95, "last_trade_time": "2026-10-19T15:35:33", "percent_change": 0.0, "prev_day_close": 92.8800010681152}, {"option": "SPY290119C00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1695, "open_interest": 626.0, "volume": 0.0, "delta": 0.5428, "gamma": 0.0021, "vega": 4.3762, "theta": -0.0376, "rho": 7.3688, "theo": 72.4882, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 59.88, "last_trade_time": "2026-11-05T15:52:55", "percent_change": 0.0, "prev_day_close": 72.2449989318848}, {"option": "SPY290119P00840000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1705, "open_interest": 118.0, "volume": 16.0, "delta": -0.6365, "gamma": 0.0037, "vega": 3.5743, "theta": -0.0715, "rho": -4.2979, "theo": 95.5316, "change": -5.0, "open": 98.81, "high": 98.96, "low": 98.02, "tick": "up", "last_trade_price": 98.1, "last_trade_time": "2026-11-11T10:40:30", "percent_change": -4.84966, "prev_day_close": 95.8250007629394}, {"option": "SPY290119C00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1683, "open_interest": 129.0, "volume": 0.0, "delta": 0.5329, "gamma": 0.0021, "vega": 4.386, "theta": -0.0377, "rho": 7.2595, "theo": 69.9997, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 63.91, "last_trade_time": "2026-11-10T12:09:59", "percent_change": 0.0, "prev_day_close": 69.7599983215332}, {"option": "SPY290119P00845000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1691, "open_interest": 96.0, "volume": 0.0, "delta": -0.6563, "gamma": 0.0038, "vega": 3.4609, "theta": -0.0723, "rho": -4.1692, "theo": 98.5805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 88.46, "last_trade_time": "2026-10-13T15:33:30", "percent_change": 0.0, "prev_day_close": 98.8199996948242}, {"option": "SPY290119C00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1676, "open_interest": 96.0, "volume": 0.0, "delta": 0.523, "gamma": 0.0022, "vega": 4.3934, "theta": -0.0378, "rho": 7.1495, "theo": 67.5593, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 61.67, "last_trade_time": "2026-11-10T11:24:42", "percent_change": 0.0, "prev_day_close": 67.2949981689453}, {"option": "SPY290119P00850000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1675, "open_interest": 196.0, "volume": 0.0, "delta": -0.6773, "gamma": 0.0039, "vega": 3.3432, "theta": -0.0731, "rho": -3.9957, "theo": 101.7535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 110.12, "last_trade_time": "2026-11-10T15:36:45", "percent_change": 0.0, "prev_day_close": 101.869998931885}, {"option": "SPY290119C00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1662, "open_interest": 16.0, "volume": 0.0, "delta": 0.5129, "gamma": 0.0022, "vega": 4.3983, "theta": -0.0378, "rho": 7.0382, "theo": 65.1675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 59.37, "last_trade_time": "2026-11-10T11:24:42", "percent_change": 0.0, "prev_day_close": 64.8500003814697}, {"option": "SPY290119P00855000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1665, "open_interest": 10.0, "volume": 0.0, "delta": -0.6983, "gamma": 0.004, "vega": 3.2001, "theta": -0.0732, "rho": -3.9106, "theo": 105.043, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 107.37, "last_trade_time": "2026-10-23T10:23:22", "percent_change": 0.0, "prev_day_close": 104.974998474121}, {"option": "SPY290119C00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1649, "open_interest": 15.0, "volume": 0.0, "delta": 0.5028, "gamma": 0.0022, "vega": 4.4006, "theta": -0.0377, "rho": 6.9243, "theo": 62.825, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 57.28, "last_trade_time": "2026-11-10T14:52:19", "percent_change": 0.0, "prev_day_close": 63.1200008392334}, {"option": "SPY290119P00860000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1655, "open_interest": 3.0, "volume": 0.0, "delta": -0.7199, "gamma": 0.004, "vega": 3.0888, "theta": -0.0729, "rho": -3.7683, "theo": 108.4238, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 116.1, "last_trade_time": "2026-11-10T14:49:58", "percent_change": 0.0, "prev_day_close": 108.395000457764}, {"option": "SPY290119C00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 39.0, "volume": 4.0, "delta": 0.4926, "gamma": 0.0022, "vega": 4.4001, "theta": -0.0377, "rho": 6.8065, "theo": 60.5332, "change": 4.89, "open": 60.0, "high": 60.0, "low": 60.0, "tick": "up", "last_trade_price": 60.0, "last_trade_time": "2026-11-11T09:31:53", "percent_change": 8.87316, "prev_day_close": 60.2900009155274}, {"option": "SPY290119P00865000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1643, "open_interest": 2.0, "volume": 0.0, "delta": -0.7418, "gamma": 0.0041, "vega": 2.9759, "theta": -0.072, "rho": -3.5742, "theo": 111.9149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 131.13, "last_trade_time": "2026-11-06T09:37:39", "percent_change": 0.0, "prev_day_close": 111.875}, {"option": "SPY290119C00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 13.0, "volume": 0.0, "delta": 0.4824, "gamma": 0.0022, "vega": 4.3966, "theta": -0.0376, "rho": 6.6846, "theo": 58.2931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 61.92, "last_trade_time": "2026-11-04T10:51:06", "percent_change": 0.0, "prev_day_close": 58.170000076294}, {"option": "SPY290119P00870000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1629, "open_interest": 0.0, "volume": 0.0, "delta": -0.7651, "gamma": 0.0043, "vega": 2.8147, "theta": -0.0703, "rho": -3.4994, "theo": 115.53, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 115.665000915527}, {"option": "SPY290119C00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.164, "open_interest": 39.0, "volume": 0.0, "delta": 0.4721, "gamma": 0.0022, "vega": 4.3903, "theta": -0.0375, "rho": 6.5598, "theo": 56.106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 44.95, "last_trade_time": "2026-11-05T14:23:33", "percent_change": 0.0, "prev_day_close": 57.125}, {"option": "SPY290119P00875000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1622, "open_interest": 24.0, "volume": 13.0, "delta": -0.7887, "gamma": 0.0044, "vega": 2.6152, "theta": -0.0679, "rho": -3.0067, "theo": 119.2874, "change": -7.255, "open": 120.93, "high": 121.13, "low": 120.55, "tick": "up", "last_trade_price": 121.13, "last_trade_time": "2026-11-11T11:12:00", "percent_change": -5.65097, "prev_day_close": 119.284999847412}, {"option": "SPY290119C00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1608, "open_interest": 279.0, "volume": 0.0, "delta": 0.4617, "gamma": 0.0022, "vega": 4.3812, "theta": -0.0374, "rho": 6.4338, "theo": 53.9723, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 51.46, "last_trade_time": "2026-11-09T14:38:42", "percent_change": 0.0, "prev_day_close": 53.75}, {"option": "SPY290119P00880000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1601, "open_interest": 30.0, "volume": 0.0, "delta": -0.815, "gamma": 0.0046, "vega": 2.3735, "theta": -0.0653, "rho": -2.843, "theo": 123.2105, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 142.94, "last_trade_time": "2026-11-06T14:19:24", "percent_change": 0.0, "prev_day_close": 123.215000152588}, {"option": "SPY290119C00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1598, "open_interest": 122.0, "volume": 0.0, "delta": 0.4513, "gamma": 0.0022, "vega": 4.3695, "theta": -0.0372, "rho": 6.3082, "theo": 51.892, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 68.89, "last_trade_time": "2026-10-06T12:42:51", "percent_change": 0.0, "prev_day_close": 51.7049999237061}, {"option": "SPY290119P00885000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.16, "open_interest": 1.0, "volume": 0.0, "delta": -0.8419, "gamma": 0.0049, "vega": 2.1558, "theta": -0.0644, "rho": -2.5491, "theo": 127.2395, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 120.78, "last_trade_time": "2026-09-23T15:51:11", "percent_change": 0.0, "prev_day_close": 127.464996337891}, {"option": "SPY290119C00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1587, "open_interest": 64.0, "volume": 0.0, "delta": 0.4409, "gamma": 0.0023, "vega": 4.3552, "theta": -0.037, "rho": 6.1826, "theo": 49.8652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 39.33, "last_trade_time": "2026-11-05T15:09:12", "percent_change": 0.0, "prev_day_close": 49.6849994659424}, {"option": "SPY290119P00890000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1586, "open_interest": 18.0, "volume": 0.0, "delta": -0.8674, "gamma": 0.005, "vega": 1.9612, "theta": -0.0661, "rho": -2.3942, "theo": 131.3977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 154.62, "last_trade_time": "2026-11-06T09:31:44", "percent_change": 0.0, "prev_day_close": 131.544998168945}, {"option": "SPY290119C00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 124.0, "volume": 0.0, "delta": 0.4305, "gamma": 0.0023, "vega": 4.3381, "theta": -0.0368, "rho": 6.0558, "theo": 47.8919, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 50.99, "last_trade_time": "2026-10-23T10:23:22", "percent_change": 0.0, "prev_day_close": 47.9400005340576}, {"option": "SPY290119P00895000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1585, "open_interest": 0.0, "volume": 0.0, "delta": -0.8913, "gamma": 0.0051, "vega": 1.7482, "theta": -0.0677, "rho": -1.6048, "theo": 135.6699, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 135.934997558594}, {"option": "SPY290119C00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1589, "open_interest": 203.0, "volume": 1.0, "delta": 0.4201, "gamma": 0.0023, "vega": 4.3179, "theta": -0.0365, "rho": 5.9262, "theo": 45.9726, "change": 5.54, "open": 47.0, "high": 47.0, "low": 47.0, "tick": "up", "last_trade_price": 47.0, "last_trade_time": "2026-11-11T12:15:12", "percent_change": 13.3623, "prev_day_close": 47.0}, {"option": "SPY290119P00900000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1577, "open_interest": 142.0, "volume": 1.0, "delta": -0.9136, "gamma": 0.0048, "vega": 1.4373, "theta": -0.0799, "rho": -1.39, "theo": 140.158, "change": -11.95, "open": 138.8, "high": 138.8, "low": 138.8, "tick": "down", "last_trade_price": 138.8, "last_trade_time": "2026-11-11T13:51:42", "percent_change": -7.92703, "prev_day_close": 140.419998168945}, {"option": "SPY290119C00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1567, "open_interest": 21.0, "volume": 0.0, "delta": 0.4097, "gamma": 0.0023, "vega": 4.2944, "theta": -0.0362, "rho": 5.7935, "theo": 44.1081, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 35.52, "last_trade_time": "2026-11-05T14:57:58", "percent_change": 0.0, "prev_day_close": 44.0300006866455}, {"option": "SPY290119P00905000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1594, "open_interest": 0.0, "volume": 0.0, "delta": -0.9327, "gamma": 0.0043, "vega": 1.0558, "theta": -0.084, "rho": 0.0, "theo": 144.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 128.04, "last_trade_time": "2026-10-06T10:37:55", "percent_change": 0.0, "prev_day_close": 145.235000610352}, {"option": "SPY290119C00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1548, "open_interest": 45.0, "volume": 0.0, "delta": 0.3993, "gamma": 0.0023, "vega": 4.2678, "theta": -0.036, "rho": 5.659, "theo": 42.2987, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 33.3, "last_trade_time": "2026-11-05T13:33:44", "percent_change": 0.0, "prev_day_close": 42.3600006103516}, {"option": "SPY290119P00910000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1626, "open_interest": 0.0, "volume": 0.0, "delta": -0.95, "gamma": 0.0032, "vega": 0.5354, "theta": -0.1087, "rho": 0.0, "theo": 149.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 162.57, "last_trade_time": "2026-11-10T10:47:25", "percent_change": 0.0, "prev_day_close": 150.235000610352}, {"option": "SPY290119C00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1536, "open_interest": 343.0, "volume": 0.0, "delta": 0.389, "gamma": 0.0023, "vega": 4.2385, "theta": -0.0356, "rho": 5.5248, "theo": 40.5442, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 36.07, "last_trade_time": "2026-11-10T10:47:02", "percent_change": 0.0, "prev_day_close": 40.4699993133545}, {"option": "SPY290119P00915000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1658, "open_interest": 0.0, "volume": 0.0, "delta": -0.9654, "gamma": 0.0022, "vega": 0.1144, "theta": -0.113, "rho": 0.0, "theo": 154.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 167.52, "last_trade_time": "2026-11-10T10:49:07", "percent_change": 0.0, "prev_day_close": 155.235000610352}, {"option": "SPY290119C00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1529, "open_interest": 127.0, "volume": 96.0, "delta": 0.3787, "gamma": 0.0023, "vega": 4.2068, "theta": -0.0353, "rho": 5.3921, "theo": 38.8441, "change": 5.405, "open": 40.0, "high": 40.0, "low": 40.0, "tick": "no_change", "last_trade_price": 40.0, "last_trade_time": "2026-11-11T12:55:11", "percent_change": 15.6236, "prev_day_close": 38.8600006103516}, {"option": "SPY290119P00920000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.169, "open_interest": 0.0, "volume": 0.0, "delta": -0.979, "gamma": 0.0014, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 159.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 141.71, "last_trade_time": "2026-10-12T13:06:08", "percent_change": 0.0, "prev_day_close": 160.235000610352}, {"option": "SPY290119C00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1522, "open_interest": 78.0, "volume": 0.0, "delta": 0.3684, "gamma": 0.0022, "vega": 4.1729, "theta": -0.0349, "rho": 5.2609, "theo": 37.1975, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 28.67, "last_trade_time": "2026-11-05T14:23:33", "percent_change": 0.0, "prev_day_close": 37.0249996185303}, {"option": "SPY290119P00925000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1722, "open_interest": 1.0, "volume": 0.0, "delta": -0.9893, "gamma": 0.0007, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 164.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 156.74, "last_trade_time": "2026-10-29T10:48:51", "percent_change": 0.0, "prev_day_close": 165.235000610352}, {"option": "SPY290119C00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1515, "open_interest": 67.0, "volume": 0.0, "delta": 0.3582, "gamma": 0.0022, "vega": 4.1366, "theta": -0.0345, "rho": 5.1296, "theo": 35.6039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 27.25, "last_trade_time": "2026-11-06T13:04:28", "percent_change": 0.0, "prev_day_close": 35.4650001525879}, {"option": "SPY290119P00930000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1753, "open_interest": 1.0, "volume": 0.0, "delta": -0.9973, "gamma": 0.0002, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 169.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 152.63, "last_trade_time": "2026-10-09T11:27:06", "percent_change": 0.0, "prev_day_close": 170.235000610352}, {"option": "SPY290119C00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1507, "open_interest": 393.0, "volume": 0.0, "delta": 0.3482, "gamma": 0.0022, "vega": 4.0973, "theta": -0.0341, "rho": 4.9966, "theo": 34.0633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 31.0, "last_trade_time": "2026-11-09T13:09:53", "percent_change": 0.0, "prev_day_close": 33.9300003051758}, {"option": "SPY290119P00935000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1783, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 174.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 175.235000610352}, {"option": "SPY290119C00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1499, "open_interest": 151.0, "volume": 1.0, "delta": 0.3381, "gamma": 0.0022, "vega": 4.055, "theta": -0.0336, "rho": 4.8621, "theo": 32.5755, "change": 4.535, "open": 33.44, "high": 33.44, "low": 33.44, "tick": "up", "last_trade_price": 33.44, "last_trade_time": "2026-11-11T13:01:51", "percent_change": 15.6893, "prev_day_close": 32.4250001907349}, {"option": "SPY290119P00940000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1814, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 179.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 180.235000610352}, {"option": "SPY290119C00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.149, "open_interest": 28.0, "volume": 0.0, "delta": 0.3282, "gamma": 0.0022, "vega": 4.0098, "theta": -0.0332, "rho": 4.7275, "theo": 31.1404, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 37.75, "last_trade_time": "2026-10-19T12:00:30", "percent_change": 0.0, "prev_day_close": 31.4449996948242}, {"option": "SPY290119P00945000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1844, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 184.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 185.235000610352}, {"option": "SPY290119C00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1481, "open_interest": 115.0, "volume": 4.0, "delta": 0.3185, "gamma": 0.0022, "vega": 3.9624, "theta": -0.0327, "rho": 4.5948, "theo": 29.7569, "change": 4.91, "open": 29.84, "high": 31.25, "low": 29.51, "tick": "up", "last_trade_price": 31.25, "last_trade_time": "2026-11-11T12:50:35", "percent_change": 18.6409, "prev_day_close": 29.7399997711182}, {"option": "SPY290119P00950000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1873, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 189.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 189.11, "last_trade_time": "2026-10-01T10:27:02", "percent_change": 0.0, "prev_day_close": 190.235000610352}, {"option": "SPY290119C00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1472, "open_interest": 32.0, "volume": 0.0, "delta": 0.3088, "gamma": 0.0022, "vega": 3.9135, "theta": -0.0322, "rho": 4.4651, "theo": 28.424, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 24.84, "last_trade_time": "2026-11-10T09:32:24", "percent_change": 0.0, "prev_day_close": 28.3149995803833}, {"option": "SPY290119P00955000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1903, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 194.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 195.235000610352}, {"option": "SPY290119C00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1468, "open_interest": 44.0, "volume": 0.0, "delta": 0.2993, "gamma": 0.0022, "vega": 3.8631, "theta": -0.0317, "rho": 4.3377, "theo": 27.1402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 21.03, "last_trade_time": "2026-11-06T13:30:39", "percent_change": 0.0, "prev_day_close": 27.1599998474121}, {"option": "SPY290119P00960000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1932, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 199.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 200.235000610352}, {"option": "SPY290119C00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1461, "open_interest": 6.0, "volume": 1.0, "delta": 0.2899, "gamma": 0.0021, "vega": 3.8109, "theta": -0.0312, "rho": 4.211, "theo": 25.9048, "change": 1.85, "open": 25.0, "high": 25.0, "low": 25.0, "tick": "up", "last_trade_price": 25.0, "last_trade_time": "2026-11-11T10:30:44", "percent_change": 7.99136, "prev_day_close": 25.8999996185303}, {"option": "SPY290119P00965000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1961, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 204.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 205.235000610352}, {"option": "SPY290119C00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 148.0, "volume": 0.0, "delta": 0.2806, "gamma": 0.0021, "vega": 3.7566, "theta": -0.0306, "rho": 4.084, "theo": 24.7172, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 18.62, "last_trade_time": "2026-11-06T15:54:03", "percent_change": 0.0, "prev_day_close": 25.5749998092651}, {"option": "SPY290119P00970000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1989, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 209.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 210.235000610352}, {"option": "SPY290119C00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1474, "open_interest": 99.0, "volume": 1.0, "delta": 0.2716, "gamma": 0.0021, "vega": 3.6997, "theta": -0.0301, "rho": 3.9569, "theo": 23.5769, "change": 3.27, "open": 24.0, "high": 24.0, "low": 24.0, "tick": "up", "last_trade_price": 24.0, "last_trade_time": "2026-11-11T11:52:05", "percent_change": 15.7742, "prev_day_close": 24.2449998855591}, {"option": "SPY290119P00975000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2018, "open_interest": 5.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 214.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 222.61, "last_trade_time": "2026-11-02T16:08:32", "percent_change": 0.0, "prev_day_close": 215.235000610352}, {"option": "SPY290119C00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.147, "open_interest": 95.0, "volume": 1.0, "delta": 0.2626, "gamma": 0.002, "vega": 3.6409, "theta": -0.0295, "rho": 3.8314, "theo": 22.4831, "change": 1.155, "open": 21.6, "high": 21.6, "low": 21.6, "tick": "up", "last_trade_price": 21.6, "last_trade_time": "2026-11-11T10:46:05", "percent_change": 5.6493, "prev_day_close": 23.1999998092651}, {"option": "SPY290119P00980000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2046, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 219.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 220.235000610352}, {"option": "SPY290119C00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 260.0, "volume": 0.0, "delta": 0.2539, "gamma": 0.002, "vega": 3.5808, "theta": -0.029, "rho": 3.7092, "theo": 21.4343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.4, "last_trade_time": "2026-11-09T12:48:35", "percent_change": 0.0, "prev_day_close": 21.2749996185303}, {"option": "SPY290119P00985000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2074, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 224.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 225.235000610352}, {"option": "SPY290119C00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1428, "open_interest": 35.0, "volume": 5.0, "delta": 0.2453, "gamma": 0.002, "vega": 3.5201, "theta": -0.0284, "rho": 3.5909, "theo": 20.429, "change": 2.57, "open": 19.56, "high": 21.47, "low": 19.56, "tick": "down", "last_trade_price": 20.9, "last_trade_time": "2026-11-11T13:56:24", "percent_change": 14.0207, "prev_day_close": 20.2650003433228}, {"option": "SPY290119P00990000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2102, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 229.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 230.235000610352}, {"option": "SPY290119C00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.143, "open_interest": 376.0, "volume": 0.0, "delta": 0.237, "gamma": 0.002, "vega": 3.4589, "theta": -0.0278, "rho": 3.4753, "theo": 19.4659, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.0, "last_trade_time": "2026-11-10T10:50:03", "percent_change": 0.0, "prev_day_close": 20.1549997329712}, {"option": "SPY290119P00995000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2129, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 234.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 235.235000610352}, {"option": "SPY290119C01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1442, "open_interest": 1057.0, "volume": 50.0, "delta": 0.2288, "gamma": 0.0019, "vega": 3.397, "theta": -0.0272, "rho": 3.3611, "theo": 18.5438, "change": 3.11, "open": 17.96, "high": 19.86, "low": 17.65, "tick": "up", "last_trade_price": 19.86, "last_trade_time": "2026-11-11T16:13:51", "percent_change": 18.5672, "prev_day_close": 19.1850004196167}, {"option": "SPY290119P01000000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2156, "open_interest": 6.0, "volume": 1.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 239.8, "change": -6.585, "open": 244.0, "high": 244.0, "low": 244.0, "tick": "down", "last_trade_price": 244.0, "last_trade_time": "2026-11-11T10:02:31", "percent_change": -2.62785, "prev_day_close": 240.235000610352}, {"option": "SPY290119C01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 36.0, "volume": 1.0, "delta": 0.2208, "gamma": 0.0019, "vega": 3.3338, "theta": -0.0266, "rho": 3.2475, "theo": 17.6621, "change": 2.215, "open": 17.0, "high": 17.0, "low": 17.0, "tick": "up", "last_trade_price": 17.0, "last_trade_time": "2026-11-11T09:42:06", "percent_change": 14.9814, "prev_day_close": 17.6199998855591}, {"option": "SPY290119P01005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2183, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 244.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 245.235000610352}, {"option": "SPY290119C01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1389, "open_interest": 4.0, "volume": 2.0, "delta": 0.213, "gamma": 0.0019, "vega": 3.2691, "theta": -0.0261, "rho": 3.1352, "theo": 16.8199, "change": 2.455, "open": 16.44, "high": 16.86, "low": 16.44, "tick": "up", "last_trade_price": 16.86, "last_trade_time": "2026-11-11T11:20:56", "percent_change": 17.0427, "prev_day_close": 16.0299997329712}, {"option": "SPY290119P01010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.221, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 249.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 250.235000610352}, {"option": "SPY290119C01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1411, "open_interest": 6.0, "volume": 0.0, "delta": 0.2054, "gamma": 0.0018, "vega": 3.2034, "theta": -0.0255, "rho": 3.0256, "theo": 16.016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.5, "last_trade_time": "2026-11-06T11:46:20", "percent_change": 0.0, "prev_day_close": 15.7950000762939}, {"option": "SPY290119P01015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2237, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 254.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 255.235000610352}, {"option": "SPY290119C01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1383, "open_interest": 10.0, "volume": 5.0, "delta": 0.198, "gamma": 0.0018, "vega": 3.1378, "theta": -0.0249, "rho": 2.9205, "theo": 15.2523, "change": 2.56, "open": 15.12, "high": 15.76, "low": 14.86, "tick": "no_change", "last_trade_price": 15.76, "last_trade_time": "2026-11-11T12:22:57", "percent_change": 19.3939, "prev_day_close": 14.539999961853}, {"option": "SPY290119P01020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2263, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 259.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 260.235000610352}, {"option": "SPY290119C01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1379, "open_interest": 120.0, "volume": 1.0, "delta": 0.1908, "gamma": 0.0018, "vega": 3.0721, "theta": -0.0243, "rho": 2.8189, "theo": 14.5203, "change": 2.85, "open": 15.22, "high": 15.22, "low": 15.22, "tick": "up", "last_trade_price": 15.22, "last_trade_time": "2026-11-11T13:42:02", "percent_change": 23.0396, "prev_day_close": 13.8200001716614}, {"option": "SPY290119P01025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.229, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 264.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 265.235000610352}, {"option": "SPY290119C01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 19.0, "volume": 0.0, "delta": 0.1838, "gamma": 0.0017, "vega": 3.007, "theta": -0.0237, "rho": 2.7203, "theo": 13.8222, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.67, "last_trade_time": "2026-11-09T12:16:17", "percent_change": 0.0, "prev_day_close": 13.3099999427795}, {"option": "SPY290119P01030000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2316, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 269.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 263.0, "last_trade_time": "2026-11-04T15:50:05", "percent_change": 0.0, "prev_day_close": 270.235000610352}, {"option": "SPY290119C01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1395, "open_interest": 3.0, "volume": 0.0, "delta": 0.177, "gamma": 0.0017, "vega": 2.9418, "theta": -0.0232, "rho": 2.6231, "theo": 13.1539, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 16.0, "last_trade_time": "2026-10-16T14:19:20", "percent_change": 0.0, "prev_day_close": 13.1050000190735}, {"option": "SPY290119P01035000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2341, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 274.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 275.235000610352}, {"option": "SPY290119C01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1395, "open_interest": 19.0, "volume": 0.0, "delta": 0.1704, "gamma": 0.0016, "vega": 2.8767, "theta": -0.0226, "rho": 2.5277, "theo": 12.5206, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.5, "last_trade_time": "2026-11-06T10:09:59", "percent_change": 0.0, "prev_day_close": 12.539999961853}, {"option": "SPY290119P01040000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2367, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 279.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 273.95, "last_trade_time": "2026-09-17T09:30:06", "percent_change": 0.0, "prev_day_close": 280.235000610352}, {"option": "SPY290119C01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1384, "open_interest": 21.0, "volume": 0.0, "delta": 0.1641, "gamma": 0.0016, "vega": 2.8116, "theta": -0.022, "rho": 2.4347, "theo": 11.9211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 12.0, "last_trade_time": "2026-10-30T13:07:52", "percent_change": 0.0, "prev_day_close": 11.7350001335144}, {"option": "SPY290119P01045000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2392, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 284.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 285.235000610352}, {"option": "SPY290119C01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1394, "open_interest": 13.0, "volume": 0.0, "delta": 0.1579, "gamma": 0.0016, "vega": 2.7459, "theta": -0.0214, "rho": 2.3442, "theo": 11.3484, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.92, "last_trade_time": "2026-11-06T09:34:40", "percent_change": 0.0, "prev_day_close": 11.5100002288818}, {"option": "SPY290119P01050000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2417, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 289.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 290.235000610352}, {"option": "SPY290119C01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1382, "open_interest": 96.0, "volume": 0.0, "delta": 0.152, "gamma": 0.0015, "vega": 2.6803, "theta": -0.0209, "rho": 2.2572, "theo": 10.8017, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.0, "last_trade_time": "2026-11-04T12:58:53", "percent_change": 0.0, "prev_day_close": 10.6799998283386}, {"option": "SPY290119P01055000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2442, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 294.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 295.235000610352}, {"option": "SPY290119C01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.138, "open_interest": 8.0, "volume": 6.0, "delta": 0.1462, "gamma": 0.0015, "vega": 2.616, "theta": -0.0204, "rho": 2.1744, "theo": 10.2845, "change": 1.745, "open": 10.32, "high": 10.5, "low": 10.32, "tick": "up", "last_trade_price": 10.5, "last_trade_time": "2026-11-11T12:36:49", "percent_change": 19.9315, "prev_day_close": 10.1700000762939}, {"option": "SPY290119P01060000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2467, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 299.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 300.235000610352}, {"option": "SPY290119C01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 11.0, "volume": 0.0, "delta": 0.1406, "gamma": 0.0015, "vega": 2.5529, "theta": -0.0198, "rho": 2.0947, "theo": 9.7931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.0, "last_trade_time": "2026-11-09T09:30:55", "percent_change": 0.0, "prev_day_close": 9.67499995231628}, {"option": "SPY290119P01065000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2492, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 304.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 305.235000610352}, {"option": "SPY290119C01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 40.0, "volume": 0.0, "delta": 0.1353, "gamma": 0.0014, "vega": 2.491, "theta": -0.0193, "rho": 2.0173, "theo": 9.3263, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.9, "last_trade_time": "2026-11-06T12:42:38", "percent_change": 0.0, "prev_day_close": 9.19000005722046}, {"option": "SPY290119P01070000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2516, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 309.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 310.235000610352}, {"option": "SPY290119C01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 4.0, "volume": 0.0, "delta": 0.1301, "gamma": 0.0014, "vega": 2.4298, "theta": -0.0188, "rho": 1.9415, "theo": 8.8834, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.73, "last_trade_time": "2026-11-06T13:31:49", "percent_change": 0.0, "prev_day_close": 8.72000002861023}, {"option": "SPY290119P01075000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2541, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 314.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 315.235000610352}, {"option": "SPY290119C01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 4.0, "volume": 0.0, "delta": 0.1251, "gamma": 0.0014, "vega": 2.3691, "theta": -0.0183, "rho": 1.8676, "theo": 8.4633, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.11, "last_trade_time": "2026-11-09T15:31:27", "percent_change": 0.0, "prev_day_close": 8.26500010490418}, {"option": "SPY290119P01080000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2565, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 319.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 320.235000610352}, {"option": "SPY290119C01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1378, "open_interest": 2.0, "volume": 0.0, "delta": 0.1204, "gamma": 0.0013, "vega": 2.3089, "theta": -0.0178, "rho": 1.7962, "theo": 8.0651, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 12.8, "last_trade_time": "2026-10-07T11:34:41", "percent_change": 0.0, "prev_day_close": 8.00999975204468}, {"option": "SPY290119P01085000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2589, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 324.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 325.235000610352}, {"option": "SPY290119C01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1374, "open_interest": 90.0, "volume": 0.0, "delta": 0.1158, "gamma": 0.0013, "vega": 2.2494, "theta": -0.0173, "rho": 1.728, "theo": 7.6878, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.2, "last_trade_time": "2026-11-05T15:53:19", "percent_change": 0.0, "prev_day_close": 7.60500001907349}, {"option": "SPY290119P01090000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2613, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 329.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 330.235000610352}, {"option": "SPY290119C01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 45.0, "volume": 4.0, "delta": 0.1113, "gamma": 0.0012, "vega": 2.191, "theta": -0.0168, "rho": 1.6631, "theo": 7.3302, "change": 0.835, "open": 7.81, "high": 7.81, "low": 7.2, "tick": "down", "last_trade_price": 7.2, "last_trade_time": "2026-11-11T15:54:46", "percent_change": 13.1186, "prev_day_close": 7.27999997138977}, {"option": "SPY290119P01095000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2636, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 334.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 335.235000610352}, {"option": "SPY290119C01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1433, "open_interest": 153.0, "volume": 0.0, "delta": 0.1071, "gamma": 0.0012, "vega": 2.134, "theta": -0.0164, "rho": 1.6013, "theo": 6.9911, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.3, "last_trade_time": "2026-11-09T12:10:32", "percent_change": 0.0, "prev_day_close": 7.94000005722046}, {"option": "SPY290119P01100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.266, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 339.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 340.235000610352}, {"option": "SPY290119C01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1373, "open_interest": 144.0, "volume": 0.0, "delta": 0.103, "gamma": 0.0012, "vega": 2.0787, "theta": -0.0159, "rho": 1.5419, "theo": 6.6696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.0, "last_trade_time": "2026-11-05T13:03:29", "percent_change": 0.0, "prev_day_close": 6.6399998664856}, {"option": "SPY290119P01105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2683, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 344.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 345.235000610352}, {"option": "SPY290119C01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1367, "open_interest": 322.0, "volume": 0.0, "delta": 0.0991, "gamma": 0.0012, "vega": 2.0248, "theta": -0.0155, "rho": 1.4844, "theo": 6.365, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.1, "last_trade_time": "2026-11-05T13:28:01", "percent_change": 0.0, "prev_day_close": 6.17000007629394}, {"option": "SPY290119P01110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2707, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 349.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 339.7, "last_trade_time": "2026-09-25T14:26:11", "percent_change": 0.0, "prev_day_close": 350.235000610352}, {"option": "SPY290119C01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1375, "open_interest": 4.0, "volume": 0.0, "delta": 0.0953, "gamma": 0.0011, "vega": 1.972, "theta": -0.015, "rho": 1.4285, "theo": 6.0765, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 8.0, "last_trade_time": "2026-10-22T13:01:47", "percent_change": 0.0, "prev_day_close": 5.85500001907349}, {"option": "SPY290119P01115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.273, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 354.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 355.235000610352}, {"option": "SPY290119C01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 203.0, "volume": 0.0, "delta": 0.0917, "gamma": 0.0011, "vega": 1.9203, "theta": -0.0146, "rho": 1.3744, "theo": 5.8033, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 5.0, "last_trade_time": "2026-11-05T13:39:49", "percent_change": 0.0, "prev_day_close": 5.54999995231628}, {"option": "SPY290119P01120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2753, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 359.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 360.235000610352}, {"option": "SPY290119C01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 7.0, "volume": 0.0, "delta": 0.0883, "gamma": 0.001, "vega": 1.8694, "theta": -0.0142, "rho": 1.3223, "theo": 5.5448, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.0, "last_trade_time": "2026-10-19T11:35:58", "percent_change": 0.0, "prev_day_close": 5.26999986171722}, {"option": "SPY290119P01125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2776, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 364.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 365.235000610352}, {"option": "SPY290119C01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.137, "open_interest": 138.0, "volume": 0.0, "delta": 0.085, "gamma": 0.001, "vega": 1.8196, "theta": -0.0138, "rho": 1.2727, "theo": 5.3001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.5, "last_trade_time": "2026-10-23T10:28:23", "percent_change": 0.0, "prev_day_close": 5.01500010490418}, {"option": "SPY290119P01130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2798, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 369.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 370.235000610352}, {"option": "SPY290119C01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 2.0, "volume": 0.0, "delta": 0.0818, "gamma": 0.001, "vega": 1.771, "theta": -0.0134, "rho": 1.2256, "theo": 5.0684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.04, "last_trade_time": "2026-10-14T15:37:30", "percent_change": 0.0, "prev_day_close": 4.79999995231628}, {"option": "SPY290119P01135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2821, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 374.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 375.235000610352}, {"option": "SPY290119C01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1369, "open_interest": 160.0, "volume": 0.0, "delta": 0.0788, "gamma": 0.001, "vega": 1.7238, "theta": -0.0131, "rho": 1.181, "theo": 4.8488, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.88, "last_trade_time": "2026-10-06T15:37:17", "percent_change": 0.0, "prev_day_close": 4.57500016689301}, {"option": "SPY290119P01140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2844, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 379.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 380.235000610352}, {"option": "SPY290119C01145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1377, "open_interest": 2.0, "volume": 0.0, "delta": 0.0758, "gamma": 0.0009, "vega": 1.678, "theta": -0.0127, "rho": 1.1384, "theo": 4.6408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.51, "last_trade_time": "2026-10-06T15:41:22", "percent_change": 0.0, "prev_day_close": 4.37000012397766}, {"option": "SPY290119P01145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2866, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 384.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 385.235000610352}, {"option": "SPY290119C01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1417, "open_interest": 445.0, "volume": 0.0, "delta": 0.0731, "gamma": 0.0009, "vega": 1.634, "theta": -0.0124, "rho": 1.0976, "theo": 4.4446, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.22, "last_trade_time": "2026-11-06T10:50:29", "percent_change": 0.0, "prev_day_close": 4.92499995231628}, {"option": "SPY290119P01150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2888, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 389.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 390.235000610352}, {"option": "SPY290119C01155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1376, "open_interest": 3.0, "volume": 0.0, "delta": 0.0704, "gamma": 0.0009, "vega": 1.5909, "theta": -0.012, "rho": 1.0579, "theo": 4.2568, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.33, "last_trade_time": "2026-11-06T09:36:31", "percent_change": 0.0, "prev_day_close": 3.9799998998642}, {"option": "SPY290119P01155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.291, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 394.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 395.235000610352}, {"option": "SPY290119C01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1383, "open_interest": 122.0, "volume": 1.0, "delta": 0.0679, "gamma": 0.0009, "vega": 1.5493, "theta": -0.0117, "rho": 1.0195, "theo": 4.0798, "change": 1.31, "open": 5.0, "high": 5.0, "low": 5.0, "tick": "down", "last_trade_price": 5.0, "last_trade_time": "2026-11-11T12:44:23", "percent_change": 35.5014, "prev_day_close": 3.80000001192093}, {"option": "SPY290119P01160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2932, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 399.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 400.235000610352}, {"option": "SPY290119C01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1457, "open_interest": 3.0, "volume": 0.0, "delta": 0.0631, "gamma": 0.0008, "vega": 1.4692, "theta": -0.0111, "rho": 0.9472, "theo": 3.7534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.9, "last_trade_time": "2026-11-05T11:22:54", "percent_change": 0.0, "prev_day_close": 4.57500004768372}, {"option": "SPY290119P01170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2976, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 409.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 410.235000610352}, {"option": "SPY290119C01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1472, "open_interest": 19.0, "volume": 1.0, "delta": 0.0587, "gamma": 0.0008, "vega": 1.3933, "theta": -0.0105, "rho": 0.8815, "theo": 3.4604, "change": -0.56, "open": 3.22, "high": 3.22, "low": 3.22, "tick": "no_change", "last_trade_price": 3.22, "last_trade_time": "2026-11-11T09:30:03", "percent_change": -14.8148, "prev_day_close": 4.22499990463257}, {"option": "SPY290119P01180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3019, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 419.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 420.235000610352}, {"option": "SPY290119C01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1473, "open_interest": 212.0, "volume": 0.0, "delta": 0.0548, "gamma": 0.0007, "vega": 1.3218, "theta": -0.01, "rho": 0.8224, "theo": 3.1966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.13, "last_trade_time": "2026-11-04T13:57:50", "percent_change": 0.0, "prev_day_close": 3.97499990463257}, {"option": "SPY290119P01190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3062, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 429.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 430.235000610352}, {"option": "SPY290119C01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1405, "open_interest": 428.0, "volume": 0.0, "delta": 0.0511, "gamma": 0.0007, "vega": 1.2552, "theta": -0.0095, "rho": 0.7683, "theo": 2.9589, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.9, "last_trade_time": "2026-11-10T15:19:33", "percent_change": 0.0, "prev_day_close": 2.67000007629395}, {"option": "SPY290119P01200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3104, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 439.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 440.235000610352}, {"option": "SPY290119C01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1397, "open_interest": 261.0, "volume": 0.0, "delta": 0.0478, "gamma": 0.0006, "vega": 1.1931, "theta": -0.009, "rho": 0.718, "theo": 2.7444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.39, "last_trade_time": "2026-11-04T10:30:03", "percent_change": 0.0, "prev_day_close": 2.45500005781651}, {"option": "SPY290119P01210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3146, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 449.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 450.235000610352}, {"option": "SPY290119C01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1412, "open_interest": 359.0, "volume": 0.0, "delta": 0.0447, "gamma": 0.0006, "vega": 1.1348, "theta": -0.0086, "rho": 0.6713, "theo": 2.5509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.91, "last_trade_time": "2026-10-21T13:14:30", "percent_change": 0.0, "prev_day_close": 2.25999991595745}, {"option": "SPY290119P01220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3187, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 459.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 460.235000610352}, {"option": "SPY290119C01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1431, "open_interest": 332.0, "volume": 0.0, "delta": 0.0419, "gamma": 0.0006, "vega": 1.0797, "theta": -0.0082, "rho": 0.6286, "theo": 2.3761, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.74, "last_trade_time": "2026-09-24T15:00:05", "percent_change": 0.0, "prev_day_close": 2.125}, {"option": "SPY290119P01230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3228, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 469.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 470.235000610352}, {"option": "SPY290119C01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1455, "open_interest": 279.0, "volume": 0.0, "delta": 0.0393, "gamma": 0.0005, "vega": 1.028, "theta": -0.0078, "rho": 0.59, "theo": 2.2179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.48, "last_trade_time": "2026-09-24T15:21:51", "percent_change": 0.0, "prev_day_close": 2.04500007629395}, {"option": "SPY290119P01240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3268, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 479.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 480.235000610352}, {"option": "SPY290119C01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1478, "open_interest": 71.0, "volume": 0.0, "delta": 0.037, "gamma": 0.0005, "vega": 0.9796, "theta": -0.0075, "rho": 0.555, "theo": 2.0743, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.54, "last_trade_time": "2026-10-20T10:24:05", "percent_change": 0.0, "prev_day_close": 1.98500002361834}, {"option": "SPY290119P01250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3308, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 489.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 490.235000610352}, {"option": "SPY290119C01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1582, "open_interest": 127.0, "volume": 0.0, "delta": 0.0348, "gamma": 0.0005, "vega": 0.9346, "theta": -0.0071, "rho": 0.5228, "theo": 1.9437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.96, "last_trade_time": "2026-11-09T15:51:52", "percent_change": 0.0, "prev_day_close": 3.35000002384186}, {"option": "SPY290119P01260000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3348, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 499.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 500.235000610352}, {"option": "SPY290119C01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1524, "open_interest": 414.0, "volume": 0.0, "delta": 0.0328, "gamma": 0.0005, "vega": 0.8923, "theta": -0.0068, "rho": 0.4925, "theo": 1.8241, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.91, "last_trade_time": "2026-11-09T09:30:02", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "SPY290119P01270000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3388, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 509.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 510.234985351562}, {"option": "SPY290119C01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1547, "open_interest": 782.0, "volume": 0.0, "delta": 0.031, "gamma": 0.0004, "vega": 0.853, "theta": -0.0066, "rho": 0.4644, "theo": 1.7161, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.6, "last_trade_time": "2026-11-06T13:03:49", "percent_change": 0.0, "prev_day_close": 2.50499999988824}, {"option": "SPY290119P01280000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3427, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 519.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 520.234985351562}, {"option": "SPY290119C01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.157, "open_interest": 347.0, "volume": 0.0, "delta": 0.0293, "gamma": 0.0004, "vega": 0.8161, "theta": -0.0063, "rho": 0.4386, "theo": 1.6175, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.5, "last_trade_time": "2026-11-06T13:03:25", "percent_change": 0.0, "prev_day_close": 2.50499999988824}, {"option": "SPY290119P01290000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3465, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 529.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 530.234985351562}, {"option": "SPY290119C01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1495, "open_interest": 948.0, "volume": 5.0, "delta": 0.0277, "gamma": 0.0004, "vega": 0.7813, "theta": -0.006, "rho": 0.415, "theo": 1.5276, "change": -0.125, "open": 1.7, "high": 1.92, "low": 1.5, "tick": "down", "last_trade_price": 1.5, "last_trade_time": "2026-11-11T15:54:46", "percent_change": -7.69231, "prev_day_close": 1.69999998807907}, {"option": "SPY290119P01300000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3504, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 539.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 540.234985351562}, {"option": "SPY290119C01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1613, "open_interest": 214.0, "volume": 0.0, "delta": 0.0263, "gamma": 0.0004, "vega": 0.7486, "theta": -0.0058, "rho": 0.3935, "theo": 1.4452, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.95, "last_trade_time": "2026-10-15T09:30:06", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "SPY290119P01310000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3542, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 549.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 550.234985351562}, {"option": "SPY290119C01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1696, "open_interest": 86.0, "volume": 1.0, "delta": 0.025, "gamma": 0.0004, "vega": 0.718, "theta": -0.0056, "rho": 0.3738, "theo": 1.3697, "change": -1.645, "open": 1.41, "high": 1.41, "low": 1.41, "tick": "down", "last_trade_price": 1.41, "last_trade_time": "2026-11-11T10:19:15", "percent_change": -53.8462, "prev_day_close": 3.08999997377396}, {"option": "SPY290119P01320000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3579, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 559.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 560.234985351562}, {"option": "SPY290119C01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1509, "open_interest": 437.0, "volume": 0.0, "delta": 0.0237, "gamma": 0.0003, "vega": 0.6894, "theta": -0.0054, "rho": 0.3555, "theo": 1.3004, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.3, "last_trade_time": "2026-11-05T10:39:37", "percent_change": 0.0, "prev_day_close": 1.37999999988824}, {"option": "SPY290119P01330000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3617, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 569.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 570.234985351562}, {"option": "SPY290119C01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1498, "open_interest": 822.0, "volume": 0.0, "delta": 0.0226, "gamma": 0.0003, "vega": 0.6627, "theta": -0.0052, "rho": 0.3385, "theo": 1.2366, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.35, "last_trade_time": "2026-11-02T12:40:19", "percent_change": 0.0, "prev_day_close": 2.1599999666214}, {"option": "SPY290119P01340000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3654, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 579.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 580.234985351562}, {"option": "SPY290119C01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1526, "open_interest": 1397.0, "volume": 111.0, "delta": 0.0215, "gamma": 0.0003, "vega": 0.6377, "theta": -0.005, "rho": 0.3225, "theo": 1.178, "change": -0.075, "open": 1.22, "high": 1.26, "low": 1.2, "tick": "no_change", "last_trade_price": 1.25, "last_trade_time": "2026-11-11T14:21:48", "percent_change": -5.66038, "prev_day_close": 0.925000011920929}, {"option": "SPY290119P01350000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.369, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 589.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 590.234985351562}, {"option": "SPY290119C01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1447, "open_interest": 1052.0, "volume": 0.0, "delta": 0.0206, "gamma": 0.0003, "vega": 0.6142, "theta": -0.0048, "rho": 0.3076, "theo": 1.1239, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.14, "last_trade_time": "2026-11-10T11:05:16", "percent_change": 0.0, "prev_day_close": 1.19999998807907}, {"option": "SPY290119P01360000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3727, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 599.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 600.234985351562}, {"option": "SPY290119C01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1427, "open_interest": 1286.0, "volume": 32.0, "delta": 0.0197, "gamma": 0.0003, "vega": 0.5925, "theta": -0.0047, "rho": 0.2939, "theo": 1.0752, "change": 0.105, "open": 1.1, "high": 1.1, "low": 1.1, "tick": "up", "last_trade_price": 1.1, "last_trade_time": "2026-11-11T11:30:18", "percent_change": 10.5528, "prev_day_close": 1.22500004805624}, {"option": "SPY290119P01370000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3763, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 609.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 610.234985351562}, {"option": "SPY290119C01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1453, "open_interest": 1134.0, "volume": 0.0, "delta": 0.0188, "gamma": 0.0003, "vega": 0.5716, "theta": -0.0046, "rho": 0.2811, "theo": 1.0291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.14, "last_trade_time": "2026-11-04T15:16:13", "percent_change": 0.0, "prev_day_close": 1.93000003695488}, {"option": "SPY290119P01380000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3799, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 619.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 620.234985351562}, {"option": "SPY290119C01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1553, "open_interest": 5397.0, "volume": 0.0, "delta": 0.018, "gamma": 0.0003, "vega": 0.5518, "theta": -0.0044, "rho": 0.2692, "theo": 0.9865, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.08, "last_trade_time": "2026-11-10T15:50:43", "percent_change": 0.0, "prev_day_close": 1.07499998807907}, {"option": "SPY290119P01390000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3834, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 629.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 630.234985351562}, {"option": "SPY290119C01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1573, "open_interest": 7233.0, "volume": 33.0, "delta": 0.0173, "gamma": 0.0002, "vega": 0.5332, "theta": -0.0043, "rho": 0.2583, "theo": 0.947, "change": 0.095, "open": 1.0, "high": 1.05, "low": 1.0, "tick": "up", "last_trade_price": 1.05, "last_trade_time": "2026-11-11T12:46:49", "percent_change": 9.94765, "prev_day_close": 1.00999999046326}, {"option": "SPY290119P01400000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3869, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.113, "rho": 0.0, "theo": 639.8, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 643.6, "last_trade_time": "2026-11-03T13:00:22", "percent_change": 0.0, "prev_day_close": 640.234985351562}], "symbol": "SPY", "security_type": "stock", "exchange_id": 3, "current_price": 757.06, "price_change": -2.7546, "price_change_percent": -0.3625, "bid": 757.03, "ask": 757.06, "bid_size": 200, "ask_size": 280, "open": 756.68, "high": 762.51, "low": 754.9, "close": 759.81, "prev_day_close": 759.81, "volume": 39150971, "iv30": 13.606, "iv30_change": 0.031, "iv30_change_percent": 0.2284, "seqno": 30698992735, "last_trade_time": "2026-11-11T16:00:00", "tick": "down"}, "symbol": "SPY"}