{"timestamp": "2026-11-10 02:44:04", "data": {"options": [{"option": "VFMF261120C00176000", "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": 0.8558, "gamma": 0.0235, "vega": 0.0738, "theta": -0.0966, "rho": 0.0399, "theo": 10.4754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.10000014305115}, {"option": "VFMF261120P00176000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3815, "open_interest": 1.0, "volume": 0.0, "delta": -0.1433, "gamma": 0.0234, "vega": 0.0739, "theta": -0.0976, "rho": -0.0089, "theo": 0.7124, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-10-14T13:15:32", "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF261120C00177000", "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": 0.8398, "gamma": 0.0263, "vega": 0.0791, "theta": -0.0996, "rho": 0.0407, "theo": 9.5414, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.35000014305115}, {"option": "VFMF261120P00177000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3598, "open_interest": 0.0, "volume": 0.0, "delta": -0.1592, "gamma": 0.0263, "vega": 0.0791, "theta": -0.1005, "rho": -0.0099, "theo": 0.7773, "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": 1.89999997615814}, {"option": "VFMF261120C00178000", "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": 0.8212, "gamma": 0.0296, "vega": 0.0849, "theta": -0.1027, "rho": 0.0406, "theo": 8.6182, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.60000014305115}, {"option": "VFMF261120P00178000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3402, "open_interest": 0.0, "volume": 0.0, "delta": -0.1778, "gamma": 0.0295, "vega": 0.0849, "theta": -0.1034, "rho": -0.0108, "theo": 0.8532, "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": 2.0}, {"option": "VFMF261120C00179000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2691, "open_interest": 0.0, "volume": 0.0, "delta": 0.7994, "gamma": 0.0333, "vega": 0.0911, "theta": -0.1056, "rho": 0.0409, "theo": 7.7092, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.85000002384186}, {"option": "VFMF261120P00179000", "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": -0.1996, "gamma": 0.0333, "vega": 0.091, "theta": -0.1063, "rho": -0.0123, "theo": 0.943, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.15000009536743}, {"option": "VFMF261120C00180000", "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": 0.7736, "gamma": 0.0375, "vega": 0.0976, "theta": -0.1085, "rho": 0.0406, "theo": 6.818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.12499988079071}, {"option": "VFMF261120P00180000", "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": -0.2253, "gamma": 0.0375, "vega": 0.0976, "theta": -0.1091, "rho": -0.0135, "theo": 1.0507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.25}, {"option": "VFMF261120C00181000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2441, "open_interest": 0.0, "volume": 0.0, "delta": 0.743, "gamma": 0.0423, "vega": 0.1045, "theta": -0.1111, "rho": 0.0403, "theo": 5.9506, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.44999998807907}, {"option": "VFMF261120P00181000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2783, "open_interest": 0.0, "volume": 0.0, "delta": -0.2559, "gamma": 0.0423, "vega": 0.1044, "theta": -0.1117, "rho": -0.0156, "theo": 1.1822, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.34999990463257}, {"option": "VFMF261120C00182000", "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": 0.7065, "gamma": 0.0475, "vega": 0.1114, "theta": -0.1134, "rho": 0.0394, "theo": 5.1146, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.69999995827675}, {"option": "VFMF261120P00182000", "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": -0.2924, "gamma": 0.0475, "vega": 0.1114, "theta": -0.1138, "rho": -0.0174, "theo": 1.3451, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.77500009536743}, {"option": "VFMF261120C00183000", "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": 0.6632, "gamma": 0.0529, "vega": 0.118, "theta": -0.1151, "rho": 0.0381, "theo": 4.3213, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.25}, {"option": "VFMF261120P00183000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2336, "open_interest": 0.0, "volume": 0.0, "delta": -0.3357, "gamma": 0.0529, "vega": 0.118, "theta": -0.1154, "rho": -0.0198, "theo": 1.5505, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.2250000834465}, {"option": "VFMF261120C00184000", "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": 0.6125, "gamma": 0.058, "vega": 0.1236, "theta": -0.116, "rho": 0.0361, "theo": 3.5853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.0}, {"option": "VFMF261120P00184000", "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": -0.3864, "gamma": 0.058, "vega": 0.1236, "theta": -0.1162, "rho": -0.0227, "theo": 1.8133, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.6499999165535}, {"option": "VFMF261120C00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1962, "open_interest": 2.0, "volume": 0.0, "delta": 0.5546, "gamma": 0.062, "vega": 0.1275, "theta": -0.1157, "rho": 0.0334, "theo": 2.9244, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.7, "last_trade_time": "2026-10-16T15:00:09", "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF261120P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1843, "open_interest": 0.0, "volume": 0.0, "delta": -0.4443, "gamma": 0.0621, "vega": 0.1275, "theta": -0.1159, "rho": -0.0257, "theo": 2.1514, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.32499998807907}, {"option": "VFMF261120C00186000", "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": 0.4917, "gamma": 0.0641, "vega": 0.1286, "theta": -0.1142, "rho": 0.0302, "theo": 2.3566, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "VFMF261120P00186000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1619, "open_interest": 0.0, "volume": 0.0, "delta": -0.5073, "gamma": 0.0642, "vega": 0.1287, "theta": -0.1143, "rho": -0.0288, "theo": 2.5825, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.94999992847443}, {"option": "VFMF261120C00187000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1948, "open_interest": 1.0, "volume": 0.0, "delta": 0.4278, "gamma": 0.0635, "vega": 0.1267, "theta": -0.1115, "rho": 0.0265, "theo": 1.8926, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.25, "last_trade_time": "2026-10-19T12:45:38", "percent_change": 0.0, "prev_day_close": 1.54999995231628}, {"option": "VFMF261120P00187000", "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": -0.5713, "gamma": 0.0636, "vega": 0.1267, "theta": -0.1115, "rho": -0.0317, "theo": 3.1174, "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": 5.70000004768372}, {"option": "VFMF261120C00188000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.21, "open_interest": 0.0, "volume": 0.0, "delta": 0.3674, "gamma": 0.0604, "vega": 0.1218, "theta": -0.1078, "rho": 0.023, "theo": 1.5302, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.45000004768372}, {"option": "VFMF261120P00188000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1189, "open_interest": 0.0, "volume": 0.0, "delta": -0.6317, "gamma": 0.0605, "vega": 0.1218, "theta": -0.1077, "rho": -0.0341, "theo": 3.754, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.55000007152557}, {"option": "VFMF261120C00189000", "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": 0.3139, "gamma": 0.0556, "vega": 0.115, "theta": -0.1034, "rho": 0.0197, "theo": 1.255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.375}, {"option": "VFMF261120P00189000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.112, "open_interest": 0.0, "volume": 0.0, "delta": -0.6853, "gamma": 0.0558, "vega": 0.115, "theta": -0.1032, "rho": -0.0358, "theo": 4.4779, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.39999985694885}, {"option": "VFMF261120C00190000", "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": 0.2686, "gamma": 0.0501, "vega": 0.1072, "theta": -0.0989, "rho": 0.0169, "theo": 1.0477, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.32500004768372}, {"option": "VFMF261120P00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0904, "open_interest": 0.0, "volume": 0.0, "delta": -0.7307, "gamma": 0.0502, "vega": 0.1072, "theta": -0.0986, "rho": -0.0379, "theo": 5.2697, "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": 8.34999990463257}, {"option": "VFMF261120C00191000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2529, "open_interest": 0.0, "volume": 0.0, "delta": 0.231, "gamma": 0.0445, "vega": 0.0992, "theta": -0.0943, "rho": 0.0145, "theo": 0.8902, "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": 1.29999995231628}, {"option": "VFMF261120P00191000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7683, "gamma": 0.0446, "vega": 0.0991, "theta": -0.0939, "rho": -0.0393, "theo": 6.1115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.25000023841858}, {"option": "VFMF261120C00192000", "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": 0.2001, "gamma": 0.0394, "vega": 0.0915, "theta": -0.0899, "rho": 0.0126, "theo": 0.7687, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.27499997615814}, {"option": "VFMF261120P00192000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.7993, "gamma": 0.0395, "vega": 0.0914, "theta": -0.0894, "rho": -0.0392, "theo": 6.9892, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.2999999523163}, {"option": "VFMF261120C00193000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2916, "open_interest": 0.0, "volume": 0.0, "delta": 0.1748, "gamma": 0.0347, "vega": 0.0843, "theta": -0.0857, "rho": 0.011, "theo": 0.6731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.25}, {"option": "VFMF261120P00193000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8247, "gamma": 0.0348, "vega": 0.0842, "theta": -0.0851, "rho": -0.0406, "theo": 7.8929, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.2000002861023}, {"option": "VFMF261120C00194000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3107, "open_interest": 0.0, "volume": 0.0, "delta": 0.1538, "gamma": 0.0307, "vega": 0.0777, "theta": -0.0818, "rho": 0.0096, "theo": 0.5964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.22500002384186}, {"option": "VFMF261120P00194000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8458, "gamma": 0.0308, "vega": 0.0775, "theta": -0.0811, "rho": -0.04, "theo": 8.8154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.2000002861023}, {"option": "VFMF261218C00173000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2828, "open_interest": 0.0, "volume": 0.0, "delta": 0.7882, "gamma": 0.0164, "vega": 0.1751, "theta": -0.0624, "rho": 0.1382, "theo": 14.9603, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5}, {"option": "VFMF261218P00173000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2672, "open_interest": 0.0, "volume": 0.0, "delta": -0.2082, "gamma": 0.0164, "vega": 0.1752, "theta": -0.0636, "rho": -0.0416, "theo": 2.1232, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.29999995231628}, {"option": "VFMF261218C00174000", "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": 0.7771, "gamma": 0.0175, "vega": 0.1804, "theta": -0.0622, "rho": 0.1385, "theo": 14.0343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.6999998092651}, {"option": "VFMF261218P00174000", "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": -0.2193, "gamma": 0.0175, "vega": 0.1805, "theta": -0.0634, "rho": -0.0432, "theo": 2.1931, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.40000009536743}, {"option": "VFMF261218C00175000", "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": 0.7649, "gamma": 0.0187, "vega": 0.186, "theta": -0.062, "rho": 0.1385, "theo": 13.1154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.89999985694885}, {"option": "VFMF261218P00175000", "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": -0.2315, "gamma": 0.0187, "vega": 0.186, "theta": -0.0632, "rho": -0.0457, "theo": 2.2698, "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": 2.5}, {"option": "VFMF261218C00176000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2597, "open_interest": 0.0, "volume": 0.0, "delta": 0.7515, "gamma": 0.02, "vega": 0.1916, "theta": -0.0618, "rho": 0.1381, "theo": 12.2047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.15000009536743}, {"option": "VFMF261218P00176000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2411, "open_interest": 0.0, "volume": 0.0, "delta": -0.2449, "gamma": 0.02, "vega": 0.1917, "theta": -0.0628, "rho": -0.0484, "theo": 2.3547, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.59999990463257}, {"option": "VFMF261218C00177000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2477, "open_interest": 0.0, "volume": 0.0, "delta": 0.7367, "gamma": 0.0214, "vega": 0.1974, "theta": -0.0614, "rho": 0.1373, "theo": 11.3039, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.35000014305115}, {"option": "VFMF261218P00177000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2272, "open_interest": 0.0, "volume": 0.0, "delta": -0.2597, "gamma": 0.0214, "vega": 0.1976, "theta": -0.0625, "rho": -0.0511, "theo": 2.4493, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.77500000037253}, {"option": "VFMF261218C00178000", "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": 0.7204, "gamma": 0.0229, "vega": 0.2035, "theta": -0.0611, "rho": 0.1359, "theo": 10.4149, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.59999990463257}, {"option": "VFMF261218P00178000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2156, "open_interest": 0.0, "volume": 0.0, "delta": -0.2761, "gamma": 0.023, "vega": 0.2037, "theta": -0.062, "rho": -0.0535, "theo": 2.5562, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.0500001013279}, {"option": "VFMF261218C00179000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2369, "open_interest": 0.0, "volume": 0.0, "delta": 0.7022, "gamma": 0.0246, "vega": 0.2096, "theta": -0.0606, "rho": 0.1338, "theo": 9.5408, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.84999990463257}, {"option": "VFMF261218P00179000", "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": -0.2943, "gamma": 0.0246, "vega": 0.2098, "theta": -0.0615, "rho": -0.0572, "theo": 2.6777, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.30000001192093}, {"option": "VFMF261218C00180000", "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": 0.682, "gamma": 0.0263, "vega": 0.2157, "theta": -0.0601, "rho": 0.1312, "theo": 8.685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.14999997615814}, {"option": "VFMF261218P00180000", "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": -0.3146, "gamma": 0.0264, "vega": 0.2159, "theta": -0.0609, "rho": -0.0609, "theo": 2.8174, "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": 3.54999989271164}, {"option": "VFMF261218C00181000", "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": 0.6594, "gamma": 0.0282, "vega": 0.2217, "theta": -0.0595, "rho": 0.128, "theo": 7.8521, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.50000011920929}, {"option": "VFMF261218P00181000", "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": -0.3373, "gamma": 0.0283, "vega": 0.222, "theta": -0.0603, "rho": -0.0642, "theo": 2.9804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.92499989271164}, {"option": "VFMF261218C00182000", "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": 0.6342, "gamma": 0.0301, "vega": 0.2275, "theta": -0.0589, "rho": 0.1239, "theo": 7.0483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.89999985694885}, {"option": "VFMF261218P00182000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1738, "open_interest": 0.0, "volume": 0.0, "delta": -0.3626, "gamma": 0.0302, "vega": 0.2277, "theta": -0.0595, "rho": -0.0693, "theo": 3.1725, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.32499992847443}, {"option": "VFMF261218C00183000", "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": 0.6062, "gamma": 0.032, "vega": 0.2326, "theta": -0.0581, "rho": 0.1192, "theo": 6.2816, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.22500002384186}, {"option": "VFMF261218P00183000", "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": -0.3908, "gamma": 0.0321, "vega": 0.2329, "theta": -0.0587, "rho": -0.0738, "theo": 3.4016, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.65000003576279}, {"option": "VFMF261218C00184000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1976, "open_interest": 0.0, "volume": 0.0, "delta": 0.5754, "gamma": 0.0337, "vega": 0.2369, "theta": -0.0574, "rho": 0.1136, "theo": 5.5615, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.75}, {"option": "VFMF261218P00184000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.163, "open_interest": 0.0, "volume": 0.0, "delta": -0.4219, "gamma": 0.0339, "vega": 0.2371, "theta": -0.0578, "rho": -0.0789, "theo": 3.6781, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.20000004768372}, {"option": "VFMF261218C00185000", "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": 0.5418, "gamma": 0.0351, "vega": 0.2399, "theta": -0.0565, "rho": 0.1074, "theo": 4.8993, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.22499999403954}, {"option": "VFMF261218P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1567, "open_interest": 0.0, "volume": 0.0, "delta": -0.4556, "gamma": 0.0353, "vega": 0.2401, "theta": -0.057, "rho": -0.0847, "theo": 4.012, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.72500014305115}, {"option": "VFMF261218C00186000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1874, "open_interest": 0.0, "volume": 0.0, "delta": 0.5063, "gamma": 0.0361, "vega": 0.2413, "theta": -0.0557, "rho": 0.1007, "theo": 4.3055, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.72500004805624}, {"option": "VFMF261218P00186000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1518, "open_interest": 0.0, "volume": 0.0, "delta": -0.4914, "gamma": 0.0363, "vega": 0.2415, "theta": -0.0561, "rho": -0.0899, "theo": 4.4154, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.24999988079071}, {"option": "VFMF261218C00187000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1818, "open_interest": 0.0, "volume": 0.0, "delta": 0.4698, "gamma": 0.0365, "vega": 0.2408, "theta": -0.055, "rho": 0.0937, "theo": 3.7887, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VFMF261218P00187000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1451, "open_interest": 0.0, "volume": 0.0, "delta": -0.5282, "gamma": 0.0367, "vega": 0.2409, "theta": -0.0553, "rho": -0.0955, "theo": 4.8954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.84999990463257}, {"option": "VFMF261218C00188000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1746, "open_interest": 0.0, "volume": 0.0, "delta": 0.4338, "gamma": 0.0362, "vega": 0.2384, "theta": -0.0543, "rho": 0.0866, "theo": 3.3513, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.34999990463257}, {"option": "VFMF261218P00188000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1406, "open_interest": 0.0, "volume": 0.0, "delta": -0.5645, "gamma": 0.0364, "vega": 0.2383, "theta": -0.0545, "rho": -0.1008, "theo": 5.4557, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.44999980926514}, {"option": "VFMF261218C00189000", "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": 0.3994, "gamma": 0.0352, "vega": 0.2343, "theta": -0.0537, "rho": 0.0798, "theo": 2.9897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.20000004768372}, {"option": "VFMF261218P00189000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1361, "open_interest": 0.0, "volume": 0.0, "delta": -0.5991, "gamma": 0.0356, "vega": 0.2342, "theta": -0.0539, "rho": -0.1054, "theo": 6.0915, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.15000009536743}, {"option": "VFMF261218C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1689, "open_interest": 0.0, "volume": 0.0, "delta": 0.3677, "gamma": 0.0338, "vega": 0.2289, "theta": -0.0532, "rho": 0.0735, "theo": 2.6945, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.04999995231628}, {"option": "VFMF261218P00190000", "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": -0.6311, "gamma": 0.0342, "vega": 0.2285, "theta": -0.0533, "rho": -0.1096, "theo": 6.7946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.89999985694885}, {"option": "VFMF261218C00191000", "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": 0.3391, "gamma": 0.0322, "vega": 0.2226, "theta": -0.0528, "rho": 0.0678, "theo": 2.4548, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.95000004768372}, {"option": "VFMF261218P00191000", "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": -0.66, "gamma": 0.0325, "vega": 0.2221, "theta": -0.0529, "rho": -0.1138, "theo": 7.5527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.75}, {"option": "VFMF261218C00192000", "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": 0.3136, "gamma": 0.0304, "vega": 0.216, "theta": -0.0525, "rho": 0.0627, "theo": 2.2591, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.85000002384186}, {"option": "VFMF261218P00192000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1194, "open_interest": 0.0, "volume": 0.0, "delta": -0.6857, "gamma": 0.0307, "vega": 0.215, "theta": -0.0525, "rho": -0.1156, "theo": 8.3554, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.5500001907349}, {"option": "VFMF270115C00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8763, "open_interest": 0.0, "volume": 0.0, "delta": 0.9694, "gamma": 0.0011, "vega": 0.0517, "theta": -0.0282, "rho": 0.0836, "theo": 86.4492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 82.25}, {"option": "VFMF270115P00100000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9811, "open_interest": 0.0, "volume": 0.0, "delta": -0.0337, "gamma": 0.0011, "vega": 0.0595, "theta": -0.038, "rho": -0.0131, "theo": 1.0387, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF270115C00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8036, "open_interest": 0.0, "volume": 0.0, "delta": 0.9658, "gamma": 0.0012, "vega": 0.0568, "theta": -0.0297, "rho": 0.0909, "theo": 81.5156, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 77.3500022888184}, {"option": "VFMF270115P00105000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.9154, "open_interest": 0.0, "volume": 0.0, "delta": -0.0374, "gamma": 0.0012, "vega": 0.0649, "theta": -0.039, "rho": -0.0143, "theo": 1.096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF270115C00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7619, "open_interest": 0.0, "volume": 0.0, "delta": 0.9617, "gamma": 0.0014, "vega": 0.0619, "theta": -0.0312, "rho": 0.0974, "theo": 76.5859, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 72.2999992370606}, {"option": "VFMF270115P00110000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.8525, "open_interest": 0.0, "volume": 0.0, "delta": -0.0416, "gamma": 0.0014, "vega": 0.0707, "theta": -0.04, "rho": -0.0158, "theo": 1.1571, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF270115C00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7039, "open_interest": 0.0, "volume": 0.0, "delta": 0.9571, "gamma": 0.0017, "vega": 0.0672, "theta": -0.0328, "rho": 0.1038, "theo": 71.6597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 67.3500022888184}, {"option": "VFMF270115P00115000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7922, "open_interest": 0.0, "volume": 0.0, "delta": -0.0463, "gamma": 0.0017, "vega": 0.0771, "theta": -0.041, "rho": -0.0175, "theo": 1.2223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF270115C00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6559, "open_interest": 0.0, "volume": 0.0, "delta": 0.952, "gamma": 0.0019, "vega": 0.0728, "theta": -0.0343, "rho": 0.1098, "theo": 66.7376, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 62.4000015258789}, {"option": "VFMF270115P00120000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.7342, "open_interest": 0.0, "volume": 0.0, "delta": -0.0516, "gamma": 0.0019, "vega": 0.0841, "theta": -0.042, "rho": -0.0193, "theo": 1.2923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF270115C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6092, "open_interest": 0.0, "volume": 0.0, "delta": 0.9461, "gamma": 0.0023, "vega": 0.0844, "theta": -0.0358, "rho": 0.1213, "theo": 61.8212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 57.4500007629394}, {"option": "VFMF270115P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6782, "open_interest": 0.0, "volume": 0.0, "delta": -0.0577, "gamma": 0.0023, "vega": 0.0921, "theta": -0.0429, "rho": -0.0213, "theo": 1.3683, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.85000002384186}, {"option": "VFMF270115C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5634, "open_interest": 0.0, "volume": 0.0, "delta": 0.9393, "gamma": 0.0026, "vega": 0.092, "theta": -0.0372, "rho": 0.1285, "theo": 56.9166, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 52.5}, {"option": "VFMF270115P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.6286, "open_interest": 0.0, "volume": 0.0, "delta": -0.0647, "gamma": 0.0027, "vega": 0.1007, "theta": -0.0438, "rho": -0.0238, "theo": 1.4516, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.85000002384186}, {"option": "VFMF270115C00135000", "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": 0.9314, "gamma": 0.0031, "vega": 0.1001, "theta": -0.0386, "rho": 0.1355, "theo": 52.0191, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 47.6000003814697}, {"option": "VFMF270115P00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5757, "open_interest": 0.0, "volume": 0.0, "delta": -0.0729, "gamma": 0.0031, "vega": 0.1103, "theta": -0.0446, "rho": -0.0267, "theo": 1.5433, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.89999997615814}, {"option": "VFMF270115C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4844, "open_interest": 0.0, "volume": 0.0, "delta": 0.9221, "gamma": 0.0037, "vega": 0.1092, "theta": -0.04, "rho": 0.143, "theo": 47.1298, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 42.6999988555908}, {"option": "VFMF270115P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5281, "open_interest": 0.0, "volume": 0.0, "delta": -0.0825, "gamma": 0.0037, "vega": 0.1215, "theta": -0.0454, "rho": -0.0299, "theo": 1.6452, "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": 1.95000004768372}, {"option": "VFMF270115C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4396, "open_interest": 0.0, "volume": 0.0, "delta": 0.911, "gamma": 0.0045, "vega": 0.1258, "theta": -0.0414, "rho": 0.1557, "theo": 42.2526, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 37.8500003814697}, {"option": "VFMF270115P00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4811, "open_interest": 0.0, "volume": 0.0, "delta": -0.0939, "gamma": 0.0045, "vega": 0.1338, "theta": -0.046, "rho": -0.0337, "theo": 1.7609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.0}, {"option": "VFMF270115C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3995, "open_interest": 0.0, "volume": 0.0, "delta": 0.8976, "gamma": 0.0054, "vega": 0.1379, "theta": -0.0426, "rho": 0.1629, "theo": 37.3977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.0499992370606}, {"option": "VFMF270115P00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4345, "open_interest": 0.0, "volume": 0.0, "delta": -0.1078, "gamma": 0.0054, "vega": 0.1478, "theta": -0.0466, "rho": -0.0385, "theo": 1.8933, "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": 2.09999990463257}, {"option": "VFMF270115C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3662, "open_interest": 0.0, "volume": 0.0, "delta": 0.881, "gamma": 0.0066, "vega": 0.1515, "theta": -0.0437, "rho": 0.1695, "theo": 32.5609, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.2999992370606}, {"option": "VFMF270115P00155000", "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": -0.125, "gamma": 0.0066, "vega": 0.1644, "theta": -0.0471, "rho": -0.044, "theo": 2.0487, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.20000004768372}, {"option": "VFMF270115C00159000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3434, "open_interest": 0.0, "volume": 0.0, "delta": 0.8646, "gamma": 0.0079, "vega": 0.171, "theta": -0.0446, "rho": 0.1818, "theo": 28.7109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 24.6000003814697}, {"option": "VFMF270115P00159000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3543, "open_interest": 0.0, "volume": 0.0, "delta": -0.1419, "gamma": 0.0078, "vega": 0.1792, "theta": -0.0473, "rho": -0.0496, "theo": 2.1954, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.34999990463257}, {"option": "VFMF270115C00160000", "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": 0.86, "gamma": 0.0082, "vega": 0.1745, "theta": -0.0447, "rho": 0.1826, "theo": 27.7541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.75}, {"option": "VFMF270115P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3444, "open_interest": 0.0, "volume": 0.0, "delta": -0.1467, "gamma": 0.0082, "vega": 0.1832, "theta": -0.0473, "rho": -0.0512, "theo": 2.2359, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.34999990463257}, {"option": "VFMF270115C00161000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3266, "open_interest": 0.0, "volume": 0.0, "delta": 0.855, "gamma": 0.0086, "vega": 0.1781, "theta": -0.0449, "rho": 0.1834, "theo": 26.7988, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.8499994277954}, {"option": "VFMF270115P00161000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3372, "open_interest": 0.0, "volume": 0.0, "delta": -0.1517, "gamma": 0.0086, "vega": 0.1874, "theta": -0.0474, "rho": -0.0529, "theo": 2.2783, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.40000009536743}, {"option": "VFMF270115C00162000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3225, "open_interest": 0.0, "volume": 0.0, "delta": 0.8499, "gamma": 0.009, "vega": 0.1818, "theta": -0.045, "rho": 0.1839, "theo": 25.8451, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.8499994277954}, {"option": "VFMF270115P00162000", "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": -0.157, "gamma": 0.009, "vega": 0.1919, "theta": -0.0474, "rho": -0.0546, "theo": 2.3227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.37, "last_trade_time": "2026-05-18T13:10:15", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "VFMF270115C00163000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3152, "open_interest": 0.0, "volume": 0.0, "delta": 0.8444, "gamma": 0.0095, "vega": 0.1856, "theta": -0.0452, "rho": 0.1843, "theo": 24.8934, "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": 20.9499998092651}, {"option": "VFMF270115P00163000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3198, "open_interest": 0.0, "volume": 0.0, "delta": -0.1627, "gamma": 0.0094, "vega": 0.1964, "theta": -0.0474, "rho": -0.0562, "theo": 2.3696, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VFMF270115C00164000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3049, "open_interest": 0.0, "volume": 0.0, "delta": 0.8386, "gamma": 0.0099, "vega": 0.1895, "theta": -0.0453, "rho": 0.1845, "theo": 23.9436, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.0500001907349}, {"option": "VFMF270115P00164000", "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": -0.1686, "gamma": 0.0098, "vega": 0.2009, "theta": -0.0474, "rho": -0.0582, "theo": 2.4188, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.54999995231628}, {"option": "VFMF270115C00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3001, "open_interest": 0.0, "volume": 0.0, "delta": 0.8324, "gamma": 0.0104, "vega": 0.1935, "theta": -0.0454, "rho": 0.1846, "theo": 22.996, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.1500000953674}, {"option": "VFMF270115P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2996, "open_interest": 0.0, "volume": 0.0, "delta": -0.175, "gamma": 0.0103, "vega": 0.2056, "theta": -0.0473, "rho": -0.0602, "theo": 2.4707, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.59999990463257}, {"option": "VFMF270115C00166000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2977, "open_interest": 0.0, "volume": 0.0, "delta": 0.8259, "gamma": 0.011, "vega": 0.1975, "theta": -0.0456, "rho": 0.1845, "theo": 22.0508, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.2000002861023}, {"option": "VFMF270115P00166000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2945, "open_interest": 1.0, "volume": 0.0, "delta": -0.1817, "gamma": 0.0108, "vega": 0.2104, "theta": -0.0473, "rho": -0.0626, "theo": 2.5255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.79, "last_trade_time": "2026-05-18T13:10:15", "percent_change": 0.0, "prev_day_close": 2.65000009536743}, {"option": "VFMF270115C00167000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2923, "open_interest": 0.0, "volume": 0.0, "delta": 0.8189, "gamma": 0.0115, "vega": 0.2033, "theta": -0.0457, "rho": 0.1842, "theo": 21.1082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.4499998092651}, {"option": "VFMF270115P00167000", "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": -0.1888, "gamma": 0.0114, "vega": 0.2154, "theta": -0.0472, "rho": -0.0648, "theo": 2.5835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.70000004768372}, {"option": "VFMF270115C00168000", "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": 0.8115, "gamma": 0.0122, "vega": 0.2119, "theta": -0.0458, "rho": 0.1837, "theo": 20.1685, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.5}, {"option": "VFMF270115P00168000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 0.0, "volume": 0.0, "delta": -0.1965, "gamma": 0.012, "vega": 0.2206, "theta": -0.0471, "rho": -0.0672, "theo": 2.6451, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.79999995231628}, {"option": "VFMF270115C00169000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.276, "open_interest": 0.0, "volume": 0.0, "delta": 0.8035, "gamma": 0.0128, "vega": 0.2179, "theta": -0.0458, "rho": 0.1913, "theo": 19.235, "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": 15.6500000953674}, {"option": "VFMF270115P00169000", "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": -0.2046, "gamma": 0.0126, "vega": 0.2262, "theta": -0.047, "rho": -0.0698, "theo": 2.7109, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.84999990463257}, {"option": "VFMF270115C00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2699, "open_interest": 0.0, "volume": 0.0, "delta": 0.795, "gamma": 0.0135, "vega": 0.2229, "theta": -0.0459, "rho": 0.1902, "theo": 18.3068, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.8499994277954}, {"option": "VFMF270115P00170000", "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": -0.2134, "gamma": 0.0133, "vega": 0.2318, "theta": -0.0469, "rho": -0.0723, "theo": 2.7815, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.90000009536743}, {"option": "VFMF270115C00171000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2635, "open_interest": 0.0, "volume": 0.0, "delta": 0.7859, "gamma": 0.0142, "vega": 0.2279, "theta": -0.0459, "rho": 0.1888, "theo": 17.3832, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.0}, {"option": "VFMF270115P00171000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2496, "open_interest": 0.0, "volume": 0.0, "delta": -0.2227, "gamma": 0.014, "vega": 0.2374, "theta": -0.0468, "rho": -0.0753, "theo": 2.8574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.0}, {"option": "VFMF270115C00172000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2612, "open_interest": 0.0, "volume": 0.0, "delta": 0.776, "gamma": 0.015, "vega": 0.233, "theta": -0.0459, "rho": 0.1872, "theo": 16.4648, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.2000002861023}, {"option": "VFMF270115P00172000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2411, "open_interest": 0.0, "volume": 0.0, "delta": -0.2328, "gamma": 0.0148, "vega": 0.2432, "theta": -0.0466, "rho": -0.0788, "theo": 2.9392, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.09999990463257}, {"option": "VFMF270115C00173000", "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": 0.7653, "gamma": 0.0159, "vega": 0.2381, "theta": -0.0459, "rho": 0.1853, "theo": 15.5523, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.3500003814697}, {"option": "VFMF270115P00173000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2346, "open_interest": 0.0, "volume": 0.0, "delta": -0.2436, "gamma": 0.0156, "vega": 0.2492, "theta": -0.0464, "rho": -0.0819, "theo": 3.0278, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.20000004768372}, {"option": "VFMF270115C00174000", "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": 0.7537, "gamma": 0.0168, "vega": 0.2436, "theta": -0.0458, "rho": 0.1833, "theo": 14.6464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5499997138977}, {"option": "VFMF270115P00174000", "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": -0.2554, "gamma": 0.0165, "vega": 0.2554, "theta": -0.0462, "rho": -0.0855, "theo": 3.1243, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.29999995231628}, {"option": "VFMF270115C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2414, "open_interest": 8.0, "volume": 0.0, "delta": 0.7412, "gamma": 0.0178, "vega": 0.2547, "theta": -0.0458, "rho": 0.1844, "theo": 13.7483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.0, "last_trade_time": "2026-05-20T09:33:06", "percent_change": 0.0, "prev_day_close": 10.8000001907349}, {"option": "VFMF270115P00175000", "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": -0.2681, "gamma": 0.0174, "vega": 0.262, "theta": -0.046, "rho": -0.0891, "theo": 3.2304, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.40000009536743}, {"option": "VFMF270115C00176000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2353, "open_interest": 0.0, "volume": 0.0, "delta": 0.7276, "gamma": 0.0188, "vega": 0.261, "theta": -0.0456, "rho": 0.1861, "theo": 12.8649, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.0}, {"option": "VFMF270115P00176000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2093, "open_interest": 0.0, "volume": 0.0, "delta": -0.2819, "gamma": 0.0184, "vega": 0.2682, "theta": -0.0457, "rho": -0.0936, "theo": 3.3475, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.5}, {"option": "VFMF270115C00177000", "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": 0.7127, "gamma": 0.02, "vega": 0.2668, "theta": -0.0454, "rho": 0.1827, "theo": 11.9937, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.30000019073486}, {"option": "VFMF270115P00177000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2016, "open_interest": 0.0, "volume": 0.0, "delta": -0.2968, "gamma": 0.0195, "vega": 0.2746, "theta": -0.0454, "rho": -0.0979, "theo": 3.4772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.72500009834766}, {"option": "VFMF270115C00180000", "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": 0.6593, "gamma": 0.0236, "vega": 0.2884, "theta": -0.0448, "rho": 0.1776, "theo": 9.4748, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.79, "last_trade_time": "2026-08-26T09:52:24", "percent_change": 0.0, "prev_day_close": 7.20000004768372}, {"option": "VFMF270115P00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1763, "open_interest": 2.0, "volume": 0.0, "delta": -0.3503, "gamma": 0.023, "vega": 0.2933, "theta": -0.0442, "rho": -0.114, "theo": 3.9716, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.0, "last_trade_time": "2026-08-20T09:30:20", "percent_change": 0.0, "prev_day_close": 4.5749998986721}, {"option": "VFMF270115C00185000", "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": 0.5355, "gamma": 0.0289, "vega": 0.311, "theta": -0.0428, "rho": 0.1507, "theo": 5.8977, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.32500004768372}, {"option": "VFMF270115P00185000", "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": -0.4728, "gamma": 0.0281, "vega": 0.3139, "theta": -0.0416, "rho": -0.1489, "theo": 5.4185, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.57500004768372}, {"option": "VFMF270115C00190000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1698, "open_interest": 5.0, "volume": 0.0, "delta": 0.393, "gamma": 0.028, "vega": 0.3032, "theta": -0.0406, "rho": 0.1182, "theo": 3.6688, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.7, "last_trade_time": "2026-08-26T09:52:24", "percent_change": 0.0, "prev_day_close": 2.90000009536743}, {"option": "VFMF270115P00190000", "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": -0.6118, "gamma": 0.0274, "vega": 0.3017, "theta": -0.0393, "rho": -0.1863, "theo": 8.2128, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.60000014305115}, {"option": "VFMF270115C00195000", "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": 0.289, "gamma": 0.0224, "vega": 0.2712, "theta": -0.0393, "rho": 0.0911, "theo": 2.6295, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.29999995231628}, {"option": "VFMF270115P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0868, "open_interest": 0.0, "volume": 0.0, "delta": -0.7132, "gamma": 0.0222, "vega": 0.2687, "theta": -0.0378, "rho": -0.2125, "theo": 12.1759, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.6500005722046}, {"option": "VFMF270115C00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2153, "open_interest": 0.0, "volume": 0.0, "delta": 0.2247, "gamma": 0.0173, "vega": 0.2393, "theta": -0.0385, "rho": 0.0718, "theo": 2.117, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.0}, {"option": "VFMF270115P00200000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.776, "gamma": 0.0173, "vega": 0.2361, "theta": -0.0367, "rho": -0.2303, "theo": 16.6522, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.1499996185303}, {"option": "VFMF270115C00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2454, "open_interest": 0.0, "volume": 0.0, "delta": 0.1834, "gamma": 0.0137, "vega": 0.2126, "theta": -0.038, "rho": 0.0592, "theo": 1.8165, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.85000002384186}, {"option": "VFMF270115P00205000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8165, "gamma": 0.0137, "vega": 0.2094, "theta": -0.0357, "rho": -0.2418, "theo": 21.334, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.1999998092651}, {"option": "VFMF270115C00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2763, "open_interest": 0.0, "volume": 0.0, "delta": 0.155, "gamma": 0.0111, "vega": 0.1911, "theta": -0.0375, "rho": 0.0504, "theo": 1.616, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.79999995231628}, {"option": "VFMF270115P00210000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8445, "gamma": 0.0111, "vega": 0.1875, "theta": -0.0347, "rho": -0.2519, "theo": 26.1127, "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": 28.2000007629394}, {"option": "VFMF270115C00215000", "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": 0.1343, "gamma": 0.0092, "vega": 0.1735, "theta": -0.0371, "rho": 0.0438, "theo": 1.4703, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.75}, {"option": "VFMF270115P00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8649, "gamma": 0.0092, "vega": 0.1702, "theta": -0.0337, "rho": -0.2606, "theo": 30.9443, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.2000007629394}, {"option": "VFMF270115C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3386, "open_interest": 0.0, "volume": 0.0, "delta": 0.1185, "gamma": 0.0078, "vega": 0.1593, "theta": -0.0367, "rho": 0.0387, "theo": 1.3578, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.75}, {"option": "VFMF270115P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8804, "gamma": 0.0078, "vega": 0.1558, "theta": -0.0327, "rho": -0.2691, "theo": 35.8087, "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": 38.2000007629394}, {"option": "VFMF270115C00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3686, "open_interest": 0.0, "volume": 0.0, "delta": 0.1062, "gamma": 0.0067, "vega": 0.1471, "theta": -0.0363, "rho": 0.0345, "theo": 1.268, "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": 1.75}, {"option": "VFMF270115P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8926, "gamma": 0.0067, "vega": 0.1439, "theta": -0.0318, "rho": -0.2764, "theo": 40.6946, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.2000007629394}, {"option": "VFMF270115C00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3972, "open_interest": 0.0, "volume": 0.0, "delta": 0.0962, "gamma": 0.0059, "vega": 0.137, "theta": -0.0359, "rho": 0.0313, "theo": 1.1936, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.75}, {"option": "VFMF270115P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9024, "gamma": 0.0059, "vega": 0.1335, "theta": -0.0308, "rho": -0.2818, "theo": 45.5957, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.2000007629394}, {"option": "VFMF270115C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4247, "open_interest": 0.0, "volume": 0.0, "delta": 0.088, "gamma": 0.0052, "vega": 0.1282, "theta": -0.0355, "rho": 0.0285, "theo": 1.1308, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "VFMF270115P00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9105, "gamma": 0.0052, "vega": 0.1246, "theta": -0.0298, "rho": -0.2894, "theo": 50.5082, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.2000007629394}, {"option": "VFMF270115C00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4511, "open_interest": 0.0, "volume": 0.0, "delta": 0.0811, "gamma": 0.0046, "vega": 0.1204, "theta": -0.0351, "rho": 0.0261, "theo": 1.0768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "VFMF270115P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9173, "gamma": 0.0046, "vega": 0.1172, "theta": -0.0288, "rho": -0.2947, "theo": 55.429, "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": 58.2000007629394}, {"option": "VFMF270115C00245000", "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": 0.0753, "gamma": 0.0042, "vega": 0.1138, "theta": -0.0348, "rho": 0.0242, "theo": 1.0297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "VFMF270115P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9231, "gamma": 0.0042, "vega": 0.1107, "theta": -0.0279, "rho": -0.302, "theo": 60.3564, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.2000007629394}, {"option": "VFMF270115C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5011, "open_interest": 0.0, "volume": 0.0, "delta": 0.0703, "gamma": 0.0038, "vega": 0.1079, "theta": -0.0344, "rho": 0.0226, "theo": 0.9881, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "VFMF270115P00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.928, "gamma": 0.0038, "vega": 0.1046, "theta": -0.0269, "rho": -0.3066, "theo": 65.2893, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.2000007629394}, {"option": "VFMF270115C00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5248, "open_interest": 0.0, "volume": 0.0, "delta": 0.0659, "gamma": 0.0035, "vega": 0.1026, "theta": -0.0341, "rho": 0.0211, "theo": 0.9509, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "VFMF270115P00255000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9323, "gamma": 0.0035, "vega": 0.099, "theta": -0.026, "rho": -0.313, "theo": 70.227, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 73.2000007629394}, {"option": "VFMF270416C00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9313, "gamma": 0.0028, "vega": 0.1446, "theta": -0.0203, "rho": 0.2079, "theo": 61.9331, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.5}, {"option": "VFMF270416P00125000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5851, "open_interest": 0.0, "volume": 0.0, "delta": -0.0782, "gamma": 0.0025, "vega": 0.1782, "theta": -0.0258, "rho": -0.0687, "theo": 2.2734, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.65000009536743}, {"option": "VFMF270416C00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9222, "gamma": 0.0033, "vega": 0.1569, "theta": -0.0214, "rho": 0.2203, "theo": 57.0716, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 53.5999984741211}, {"option": "VFMF270416P00130000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.5438, "open_interest": 0.0, "volume": 0.0, "delta": -0.0872, "gamma": 0.0029, "vega": 0.1935, "theta": -0.0262, "rho": -0.0759, "theo": 2.4091, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.69999980926514}, {"option": "VFMF270416C00135000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9116, "gamma": 0.0038, "vega": 0.1849, "theta": -0.0226, "rho": 0.2512, "theo": 52.223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.9500007629394}, {"option": "VFMF270416P00135000", "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": -0.0975, "gamma": 0.0034, "vega": 0.21, "theta": -0.0266, "rho": -0.0841, "theo": 2.5584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.80000019073486}, {"option": "VFMF270416C00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.8992, "gamma": 0.0044, "vega": 0.202, "theta": -0.0236, "rho": 0.2666, "theo": 47.4041, "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": 44.2000007629394}, {"option": "VFMF270416P00140000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4643, "open_interest": 0.0, "volume": 0.0, "delta": -0.1096, "gamma": 0.004, "vega": 0.2286, "theta": -0.0269, "rho": -0.0939, "theo": 2.7245, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.90000009536743}, {"option": "VFMF270416C00145000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2639, "open_interest": 0.0, "volume": 0.0, "delta": 0.8847, "gamma": 0.0052, "vega": 0.2194, "theta": -0.0245, "rho": 0.2788, "theo": 42.6041, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 39.5999984741211}, {"option": "VFMF270416P00145000", "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": -0.1237, "gamma": 0.0047, "vega": 0.2492, "theta": -0.0272, "rho": -0.1052, "theo": 2.9126, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416C00150000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2489, "open_interest": 0.0, "volume": 0.0, "delta": 0.8674, "gamma": 0.0061, "vega": 0.2468, "theta": -0.0253, "rho": 0.2884, "theo": 37.8254, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 35.0500001907349}, {"option": "VFMF270416P00150000", "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": -0.1406, "gamma": 0.0056, "vega": 0.2716, "theta": -0.0274, "rho": -0.1185, "theo": 3.1286, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416C00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2461, "open_interest": 0.0, "volume": 0.0, "delta": 0.8462, "gamma": 0.0073, "vega": 0.2761, "theta": -0.026, "rho": 0.3194, "theo": 33.0948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.5999994277954}, {"option": "VFMF270416P00155000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3528, "open_interest": 0.0, "volume": 0.0, "delta": -0.161, "gamma": 0.0066, "vega": 0.2974, "theta": -0.0275, "rho": -0.1348, "theo": 3.3817, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416C00160000", "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": 0.8203, "gamma": 0.0087, "vega": 0.3002, "theta": -0.0265, "rho": 0.3302, "theo": 28.4148, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.1000003814697}, {"option": "VFMF270416P00160000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3134, "open_interest": 0.0, "volume": 0.0, "delta": -0.1862, "gamma": 0.008, "vega": 0.3255, "theta": -0.0275, "rho": -0.1544, "theo": 3.6874, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416C00165000", "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": 0.7874, "gamma": 0.0105, "vega": 0.3422, "theta": -0.0269, "rho": 0.3525, "theo": 23.8081, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.0}, {"option": "VFMF270416P00165000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.274, "open_interest": 0.0, "volume": 0.0, "delta": -0.2179, "gamma": 0.0097, "vega": 0.3574, "theta": -0.0273, "rho": -0.1792, "theo": 4.0692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416C00170000", "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": 0.7451, "gamma": 0.0127, "vega": 0.3764, "theta": -0.0269, "rho": 0.354, "theo": 19.3247, "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": 18.0}, {"option": "VFMF270416P00170000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2342, "open_interest": 0.0, "volume": 0.0, "delta": -0.2589, "gamma": 0.0118, "vega": 0.3916, "theta": -0.0269, "rho": -0.2113, "theo": 4.5709, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416C00175000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.201, "open_interest": 0.0, "volume": 0.0, "delta": 0.6888, "gamma": 0.0154, "vega": 0.4152, "theta": -0.0265, "rho": 0.3618, "theo": 15.047, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.2999997138977}, {"option": "VFMF270416P00175000", "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": -0.3133, "gamma": 0.0144, "vega": 0.4271, "theta": -0.0263, "rho": -0.2532, "theo": 5.2762, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.39999981224537}, {"option": "VFMF270416C00178000", "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": 0.6462, "gamma": 0.0171, "vega": 0.4398, "theta": -0.0262, "rho": 0.3507, "theo": 12.6399, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.2999997138977}, {"option": "VFMF270416P00178000", "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": -0.3544, "gamma": 0.0162, "vega": 0.4474, "theta": -0.0257, "rho": -0.2843, "theo": 5.8612, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.30000007152557}, {"option": "VFMF270416C00179000", "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": 0.6303, "gamma": 0.0176, "vega": 0.4471, "theta": -0.026, "rho": 0.3561, "theo": 11.8773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5}, {"option": "VFMF270416P00179000", "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": -0.3697, "gamma": 0.0168, "vega": 0.4534, "theta": -0.0255, "rho": -0.2964, "theo": 6.0948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.60000020265579}, {"option": "VFMF270416C00180000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.192, "open_interest": 0.0, "volume": 0.0, "delta": 0.6138, "gamma": 0.0182, "vega": 0.4521, "theta": -0.0258, "rho": 0.3504, "theo": 11.1381, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.0}, {"option": "VFMF270416P00180000", "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": -0.3859, "gamma": 0.0173, "vega": 0.459, "theta": -0.0253, "rho": -0.3093, "theo": 6.3519, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.89999979734421}, {"option": "VFMF270416C00181000", "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": 0.5963, "gamma": 0.0187, "vega": 0.4587, "theta": -0.0257, "rho": 0.3435, "theo": 10.4229, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.1999998092651}, {"option": "VFMF270416P00181000", "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": -0.4028, "gamma": 0.0178, "vega": 0.4641, "theta": -0.025, "rho": -0.322, "theo": 6.6359, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.30000007152557}, {"option": "VFMF270416C00182000", "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": 0.578, "gamma": 0.0191, "vega": 0.4646, "theta": -0.0255, "rho": 0.3372, "theo": 9.7419, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.69999980926514}, {"option": "VFMF270416P00182000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.17, "open_interest": 1.0, "volume": 0.0, "delta": -0.4205, "gamma": 0.0183, "vega": 0.4684, "theta": -0.0248, "rho": -0.3351, "theo": 6.95, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.0, "last_trade_time": "2026-10-19T09:30:16", "percent_change": 0.0, "prev_day_close": 7.69999992847443}, {"option": "VFMF270416C00183000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1834, "open_interest": 0.0, "volume": 0.0, "delta": 0.5588, "gamma": 0.0195, "vega": 0.4687, "theta": -0.0253, "rho": 0.3329, "theo": 9.0938, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.0}, {"option": "VFMF270416P00183000", "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": -0.439, "gamma": 0.0188, "vega": 0.4718, "theta": -0.0245, "rho": -0.3498, "theo": 7.2968, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.10000014305115}, {"option": "VFMF270416C00184000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1792, "open_interest": 0.0, "volume": 0.0, "delta": 0.5393, "gamma": 0.0198, "vega": 0.4713, "theta": -0.0251, "rho": 0.3265, "theo": 8.4808, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.60000014305115}, {"option": "VFMF270416P00184000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1665, "open_interest": 0.0, "volume": 0.0, "delta": -0.458, "gamma": 0.0191, "vega": 0.4743, "theta": -0.0243, "rho": -0.3647, "theo": 7.6792, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.5}, {"option": "VFMF270416C00185000", "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": 0.5192, "gamma": 0.0201, "vega": 0.4738, "theta": -0.0249, "rho": 0.3171, "theo": 7.9038, "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": 8.0}, {"option": "VFMF270416P00185000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1642, "open_interest": 0.0, "volume": 0.0, "delta": -0.4774, "gamma": 0.0194, "vega": 0.4757, "theta": -0.024, "rho": -0.3795, "theo": 8.1006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.0}, {"option": "VFMF270416C00186000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.176, "open_interest": 0.0, "volume": 0.0, "delta": 0.4989, "gamma": 0.0202, "vega": 0.4752, "theta": -0.0247, "rho": 0.3084, "theo": 7.3731, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.5}, {"option": "VFMF270416P00186000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1614, "open_interest": 0.0, "volume": 0.0, "delta": -0.497, "gamma": 0.0196, "vega": 0.4761, "theta": -0.0237, "rho": -0.3947, "theo": 8.5628, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.39999985694885}, {"option": "VFMF270416C00187000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1727, "open_interest": 0.0, "volume": 0.0, "delta": 0.4786, "gamma": 0.0203, "vega": 0.475, "theta": -0.0245, "rho": 0.3008, "theo": 6.8833, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.0}, {"option": "VFMF270416P00187000", "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": -0.5167, "gamma": 0.0197, "vega": 0.4753, "theta": -0.0235, "rho": -0.4106, "theo": 9.0662, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.89999985694885}, {"option": "VFMF270416C00188000", "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": 0.4584, "gamma": 0.0202, "vega": 0.4735, "theta": -0.0244, "rho": 0.2901, "theo": 6.4338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.5}, {"option": "VFMF270416P00188000", "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": -0.5362, "gamma": 0.0196, "vega": 0.4733, "theta": -0.0232, "rho": -0.4264, "theo": 9.6112, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.3999998569489}, {"option": "VFMF270416C00189000", "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": 0.4387, "gamma": 0.02, "vega": 0.471, "theta": -0.0242, "rho": 0.2801, "theo": 6.0255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.0}, {"option": "VFMF270416P00189000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1571, "open_interest": 0.0, "volume": 0.0, "delta": -0.5553, "gamma": 0.0195, "vega": 0.4702, "theta": -0.023, "rho": -0.441, "theo": 10.1976, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.0}, {"option": "VFMF270416C00190000", "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": 0.4196, "gamma": 0.0198, "vega": 0.4674, "theta": -0.0241, "rho": 0.2699, "theo": 5.6607, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.60000020265579}, {"option": "VFMF270416P00190000", "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": -0.5739, "gamma": 0.0193, "vega": 0.4664, "theta": -0.0227, "rho": -0.4559, "theo": 10.823, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5}, {"option": "VFMF270416C00191000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1618, "open_interest": 0.0, "volume": 0.0, "delta": 0.4012, "gamma": 0.0194, "vega": 0.4634, "theta": -0.024, "rho": 0.2605, "theo": 5.331, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.3000001013279}, {"option": "VFMF270416P00191000", "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": -0.5917, "gamma": 0.019, "vega": 0.4617, "theta": -0.0225, "rho": -0.4714, "theo": 11.4845, "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": 12.0}, {"option": "VFMF270416C00192000", "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": 0.3836, "gamma": 0.0191, "vega": 0.4587, "theta": -0.0238, "rho": 0.2503, "theo": 5.0334, "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": 5.0}, {"option": "VFMF270416P00192000", "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": -0.6087, "gamma": 0.0186, "vega": 0.4561, "theta": -0.0222, "rho": -0.4849, "theo": 12.1797, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.7000002861023}, {"option": "VFMF270416C00193000", "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": 0.367, "gamma": 0.0186, "vega": 0.4517, "theta": -0.0237, "rho": 0.2412, "theo": 4.7693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416P00193000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 0.0, "volume": 0.0, "delta": -0.6248, "gamma": 0.0182, "vega": 0.4499, "theta": -0.022, "rho": -0.4976, "theo": 12.9056, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.3999996185303}, {"option": "VFMF270416C00194000", "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": 0.3514, "gamma": 0.0181, "vega": 0.4458, "theta": -0.0236, "rho": 0.2324, "theo": 4.5338, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416P00194000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1471, "open_interest": 0.0, "volume": 0.0, "delta": -0.64, "gamma": 0.0177, "vega": 0.4436, "theta": -0.0218, "rho": -0.5108, "theo": 13.6585, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.0}, {"option": "VFMF270416C00195000", "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": 0.3366, "gamma": 0.0176, "vega": 0.4398, "theta": -0.0235, "rho": 0.2233, "theo": 4.3214, "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": 5.0}, {"option": "VFMF270416P00195000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1469, "open_interest": 0.0, "volume": 0.0, "delta": -0.6543, "gamma": 0.0172, "vega": 0.4371, "theta": -0.0216, "rho": -0.5238, "theo": 14.435, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.6000003814697}, {"option": "VFMF270416C00196000", "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": 0.3228, "gamma": 0.0171, "vega": 0.4337, "theta": -0.0235, "rho": 0.2147, "theo": 4.1291, "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": 5.0}, {"option": "VFMF270416P00196000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.1438, "open_interest": 0.0, "volume": 0.0, "delta": -0.6676, "gamma": 0.0167, "vega": 0.4301, "theta": -0.0214, "rho": -0.5354, "theo": 15.2326, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.5}, {"option": "VFMF270416C00200000", "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": 0.2761, "gamma": 0.015, "vega": 0.4053, "theta": -0.0232, "rho": 0.186, "theo": 3.5347, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416P00200000", "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": -0.713, "gamma": 0.0147, "vega": 0.402, "theta": -0.0206, "rho": -0.5755, "theo": 18.5869, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.7999997138977}, {"option": "VFMF270416C00205000", "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": 0.2327, "gamma": 0.0126, "vega": 0.3716, "theta": -0.0229, "rho": 0.1582, "theo": 3.0384, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "VFMF270416P00205000", "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": -0.7553, "gamma": 0.0125, "vega": 0.3687, "theta": -0.0197, "rho": -0.612, "theo": 23.0208, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.1500005722046}, {"option": "VFMF270416C00210000", "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": 0.2009, "gamma": 0.0107, "vega": 0.3419, "theta": -0.0226, "rho": 0.1373, "theo": 2.6978, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.75}, {"option": "VFMF270416P00210000", "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": -0.7867, "gamma": 0.0107, "vega": 0.3399, "theta": -0.0189, "rho": -0.6347, "theo": 27.6071, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 28.1499996185303}, {"option": "VFMF270416C00215000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2935, "open_interest": 0.0, "volume": 0.0, "delta": 0.1767, "gamma": 0.0092, "vega": 0.3179, "theta": -0.0224, "rho": 0.1215, "theo": 2.4478, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.59999990463257}, {"option": "VFMF270416P00215000", "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": -0.8109, "gamma": 0.0093, "vega": 0.3148, "theta": -0.0182, "rho": -0.644, "theo": 32.2853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 33.1499996185303}, {"option": "VFMF270416C00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3134, "open_interest": 0.0, "volume": 0.0, "delta": 0.1579, "gamma": 0.0081, "vega": 0.2951, "theta": -0.0222, "rho": 0.1084, "theo": 2.2572, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.5}, {"option": "VFMF270416P00220000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2298, "open_interest": 0.0, "volume": 0.0, "delta": -0.8302, "gamma": 0.0082, "vega": 0.293, "theta": -0.0175, "rho": -0.6424, "theo": 37.022, "change": 0.0, "open": 0.0, "high": 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": "VFMF270416C00225000", "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": 0.1427, "gamma": 0.0071, "vega": 0.2769, "theta": -0.022, "rho": 0.0982, "theo": 2.1035, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.44999980926514}, {"option": "VFMF270416P00225000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2523, "open_interest": 0.0, "volume": 0.0, "delta": -0.846, "gamma": 0.0073, "vega": 0.2738, "theta": -0.0168, "rho": -0.6415, "theo": 41.8011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 43.1499996185303}, {"option": "VFMF270416C00230000", "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": 0.1304, "gamma": 0.0063, "vega": 0.2598, "theta": -0.0218, "rho": 0.0898, "theo": 1.9784, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.40000009536743}, {"option": "VFMF270416P00230000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.2739, "open_interest": 0.0, "volume": 0.0, "delta": -0.8593, "gamma": 0.0066, "vega": 0.257, "theta": -0.0161, "rho": -0.6302, "theo": 46.6103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 48.1499996185303}, {"option": "VFMF270416C00235000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3741, "open_interest": 0.0, "volume": 0.0, "delta": 0.1201, "gamma": 0.0057, "vega": 0.2458, "theta": -0.0216, "rho": 0.0824, "theo": 1.8725, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.40000009536743}, {"option": "VFMF270416P00235000", "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": -0.8705, "gamma": 0.006, "vega": 0.2419, "theta": -0.0154, "rho": -0.6251, "theo": 51.4432, "change": 0.0, "open": 0.0, "high": 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": "VFMF270416C00240000", "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": 0.1113, "gamma": 0.0051, "vega": 0.2327, "theta": -0.0214, "rho": 0.0764, "theo": 1.7819, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.40000009536743}, {"option": "VFMF270416P00240000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.315, "open_interest": 0.0, "volume": 0.0, "delta": -0.8802, "gamma": 0.0054, "vega": 0.2281, "theta": -0.0147, "rho": -0.611, "theo": 56.2948, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 58.1499996185303}, {"option": "VFMF270416C00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.413, "open_interest": 0.0, "volume": 0.0, "delta": 0.1039, "gamma": 0.0047, "vega": 0.2212, "theta": -0.0212, "rho": 0.0712, "theo": 1.7036, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.40000009536743}, {"option": "VFMF270416P00245000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.3346, "open_interest": 0.0, "volume": 0.0, "delta": -0.8886, "gamma": 0.005, "vega": 0.216, "theta": -0.014, "rho": -0.6019, "theo": 61.1614, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 63.1499996185303}, {"option": "VFMF270416C00250000", "bid": 0.0, "bid_size": 0.0, "ask": 0.0, "ask_size": 0.0, "iv": 0.4297, "open_interest": 0.0, "volume": 0.0, "delta": 0.0974, "gamma": 0.0043, "vega": 0.2114, "theta": -0.021, "rho": 0.0667, "theo": 1.6343, "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": 4.34999990463257}, {"option": "VFMF270416P00250000", "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": -0.896, "gamma": 0.0046, "vega": 0.2045, "theta": -0.0132, "rho": -0.5924, "theo": 66.0405, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 68.1499996185303}], "symbol": "VFMF", "security_type": "stock", "exchange_id": 3, "current_price": 185.85, "price_change": 4.69, "price_change_percent": 2.5889, "bid": 184.51, "ask": 186.92, "bid_size": 200, "ask_size": 200, "open": 183.43, "high": 186.455, "low": 183.305, "close": 185.85, "prev_day_close": 181.16, "volume": 234876, "iv30": 18.302, "iv30_change": 0.0, "iv30_change_percent": 0.0, "seqno": 10415214703, "last_trade_time": "2026-11-09T15:59:59", "tick": "down"}, "symbol": "VFMF"}