{"timestamp": "2026-11-10 05:47:28", "data": {"options": [{"option": "VTSI261120C00002500", "bid": 0.0, "bid_size": 0.0, "ask": 0.65, "ask_size": 374.0, "iv": 1.6929, "open_interest": 254.0, "volume": 0.0, "delta": 0.5887, "gamma": 0.8904, "vega": 0.0017, "theta": -0.0079, "rho": 0.0005, "theo": 0.2031, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-04T11:26:14", "percent_change": 0.0, "prev_day_close": 0.374999988824129}, {"option": "VTSI261120P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 0.5, "ask_size": 311.0, "iv": 1.5864, "open_interest": 24.0, "volume": 0.0, "delta": -0.4178, "gamma": 0.898, "vega": 0.0017, "theta": -0.008, "rho": -0.0003, "theo": 0.1465, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.2, "last_trade_time": "2026-10-07T11:18:41", "percent_change": 0.0, "prev_day_close": 0.25}, {"option": "VTSI261120C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.1, "ask_size": 14.0, "iv": 2.6257, "open_interest": 211.0, "volume": 0.0, "delta": 0.1089, "gamma": 0.1599, "vega": 0.0008, "theta": -0.0094, "rho": 0.0001, "theo": 0.0494, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-10-13T09:46:14", "percent_change": 0.0, "prev_day_close": 0.0500000007450581}, {"option": "VTSI261120P00005000", "bid": 1.9, "bid_size": 126.0, "ask": 2.85, "ask_size": 84.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": -0.8977, "gamma": 0.1624, "vega": 0.0008, "theta": -0.0093, "rho": -0.0008, "theo": 2.4942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.03, "last_trade_time": "2026-09-08T09:44:25", "percent_change": 0.0, "prev_day_close": 2.27500003576279}, {"option": "VTSI261120C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 0.5, "ask_size": 1439.0, "iv": 5.4839, "open_interest": 916.0, "volume": 0.0, "delta": 0.0688, "gamma": 0.0861, "vega": 0.0006, "theta": -0.0085, "rho": 0.0, "theo": 0.0359, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-08-25T14:59:48", "percent_change": 0.0, "prev_day_close": 0.25}, {"option": "VTSI261120P00007500", "bid": 4.1, "bid_size": 156.0, "ask": 5.3, "ask_size": 96.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9379, "gamma": 0.0882, "vega": 0.0005, "theta": -0.0082, "rho": -0.001, "theo": 4.9803, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.70000004768372}, {"option": "VTSI261218C00002500", "bid": 0.1, "bid_size": 1187.0, "ask": 0.85, "ask_size": 505.0, "iv": 1.3262, "open_interest": 1.0, "volume": 0.0, "delta": 0.6054, "gamma": 0.6737, "vega": 0.0032, "theta": -0.0029, "rho": 0.0014, "theo": 0.2699, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.5, "last_trade_time": "2026-10-22T14:00:51", "percent_change": 0.0, "prev_day_close": 0.475000012665987}, {"option": "VTSI261218P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 0.75, "ask_size": 537.0, "iv": 1.2565, "open_interest": 0.0, "volume": 0.0, "delta": -0.4096, "gamma": 0.6886, "vega": 0.0032, "theta": -0.0029, "rho": -0.0011, "theo": 0.1924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VTSI261218C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.45, "ask_size": 1852.0, "iv": 2.1504, "open_interest": 0.0, "volume": 0.0, "delta": 0.1577, "gamma": 0.1821, "vega": 0.002, "theta": -0.004, "rho": 0.0004, "theo": 0.0856, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.224999994039536}, {"option": "VTSI261218P00005000", "bid": 1.7, "bid_size": 157.0, "ask": 2.8, "ask_size": 97.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8614, "gamma": 0.1898, "vega": 0.0018, "theta": -0.0039, "rho": -0.0025, "theo": 2.5102, "change": 0.0, "open": 0.0, "high": 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": "VTSI261218C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 0.5, "ask_size": 1828.0, "iv": 2.8962, "open_interest": 0.0, "volume": 0.0, "delta": 0.1104, "gamma": 0.1087, "vega": 0.0016, "theta": -0.004, "rho": 0.0002, "theo": 0.0686, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.25}, {"option": "VTSI261218P00007500", "bid": 4.2, "bid_size": 157.0, "ask": 5.3, "ask_size": 97.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9093, "gamma": 0.1159, "vega": 0.0014, "theta": -0.0038, "rho": -0.0031, "theo": 4.9915, "change": 0.0, "open": 0.0, "high": 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": "VTSI270219C00002500", "bid": 0.3, "bid_size": 1.0, "ask": 0.95, "ask_size": 529.0, "iv": 1.0515, "open_interest": 8.0, "volume": 0.0, "delta": 0.6463, "gamma": 0.3662, "vega": 0.0052, "theta": -0.0019, "rho": 0.0033, "theo": 0.4842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.55, "last_trade_time": "2026-10-13T09:46:14", "percent_change": 0.0, "prev_day_close": 0.625}, {"option": "VTSI270219P00002500", "bid": 0.05, "bid_size": 1588.0, "ask": 0.75, "ask_size": 465.0, "iv": 0.8644, "open_interest": 2.0, "volume": 0.0, "delta": -0.385, "gamma": 0.3796, "vega": 0.0052, "theta": -0.002, "rho": -0.0029, "theo": 0.3556, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.32, "last_trade_time": "2026-07-16T15:35:18", "percent_change": 0.0, "prev_day_close": 0.300000006332994}, {"option": "VTSI270219C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.5, "ask_size": 2088.0, "iv": 1.3534, "open_interest": 481.0, "volume": 0.0, "delta": 0.2152, "gamma": 0.1985, "vega": 0.004, "theta": -0.0021, "rho": 0.0012, "theo": 0.1368, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-09-01T12:04:50", "percent_change": 0.0, "prev_day_close": 0.25}, {"option": "VTSI270219P00005000", "bid": 2.0, "bid_size": 156.0, "ask": 2.65, "ask_size": 27.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": -0.8356, "gamma": 0.2204, "vega": 0.0033, "theta": -0.002, "rho": -0.0053, "theo": 2.5153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.1, "last_trade_time": "2026-08-11T09:30:30", "percent_change": 0.0, "prev_day_close": 2.32500004768372}, {"option": "VTSI270219C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 0.25, "ask_size": 105.0, "iv": 1.446, "open_interest": 451.0, "volume": 0.0, "delta": 0.1374, "gamma": 0.1212, "vega": 0.003, "theta": -0.0019, "rho": 0.0007, "theo": 0.0921, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-08-12T14:59:32", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "VTSI270219P00007500", "bid": 4.4, "bid_size": 157.0, "ask": 5.2, "ask_size": 97.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9203, "gamma": 0.1438, "vega": 0.0019, "theta": -0.0016, "rho": -0.005, "theo": 4.9751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.79999995231628}, {"option": "VTSI270521C00002500", "bid": 0.4, "bid_size": 188.0, "ask": 1.0, "ask_size": 748.0, "iv": 0.8012, "open_interest": 0.0, "volume": 0.0, "delta": 0.6965, "gamma": 0.278, "vega": 0.007, "theta": -0.0013, "rho": 0.0059, "theo": 0.6531, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.700000002980232}, {"option": "VTSI270521P00002500", "bid": 0.1, "bid_size": 1008.0, "ask": 0.9, "ask_size": 484.0, "iv": 0.8112, "open_interest": 15.0, "volume": 0.0, "delta": -0.362, "gamma": 0.2959, "vega": 0.007, "theta": -0.0014, "rho": -0.0054, "theo": 0.4463, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.6, "last_trade_time": "2026-10-14T09:30:30", "percent_change": 0.0, "prev_day_close": 0.399999994784594}, {"option": "VTSI270521C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.5, "ask_size": 809.0, "iv": 0.9496, "open_interest": 90.0, "volume": 0.0, "delta": 0.2601, "gamma": 0.2113, "vega": 0.0061, "theta": -0.0013, "rho": 0.0025, "theo": 0.1798, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.15, "last_trade_time": "2026-10-01T13:21:55", "percent_change": 0.0, "prev_day_close": 0.25}, {"option": "VTSI270521P00005000", "bid": 2.0, "bid_size": 157.0, "ask": 2.9, "ask_size": 97.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8466, "gamma": 0.2621, "vega": 0.0042, "theta": -0.0014, "rho": -0.0074, "theo": 2.4966, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.35000002384186}, {"option": "VTSI270521C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 0.3, "ask_size": 190.0, "iv": 1.0752, "open_interest": 100.0, "volume": 0.0, "delta": 0.1705, "gamma": 0.1349, "vega": 0.0047, "theta": -0.0012, "rho": 0.0016, "theo": 0.1228, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.1, "last_trade_time": "2026-10-01T13:16:10", "percent_change": 0.0, "prev_day_close": 0.150000005960464}, {"option": "VTSI270521P00007500", "bid": 4.0, "bid_size": 157.0, "ask": 5.9, "ask_size": 97.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9517, "gamma": 0.1851, "vega": 0.0018, "theta": -0.0011, "rho": -0.0047, "theo": 4.9597, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.95000004768372}], "symbol": "VTSI", "security_type": "stock", "exchange_id": 2, "current_price": 2.56, "price_change": -0.1599, "price_change_percent": -6.3705, "bid": 2.5, "ask": 3.0, "bid_size": 100, "ask_size": 200, "open": 2.69, "high": 2.69, "low": 2.51, "close": 2.5101, "prev_day_close": 2.51, "volume": 40387, "iv30": 77.573, "iv30_change": -0.545, "iv30_change_percent": -0.6977, "seqno": 10414843615, "last_trade_time": "2026-11-09T15:58:44", "tick": "down"}, "symbol": "VTSI"}