{"generated":"2026-10-22T00:28:47-04:00","rows":[{"symbol":"WDC","name":"Western Digital Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":136098284000,"underlying":375.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-23","atm_strike":375.0,"straddle_bid":30.05,"straddle_ask":31.8,"straddle_mid":30.925,"em_dollar":30.925,"em_pct":8.247,"atm_iv":138.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NEM","name":"Newmont Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":123081794000,"underlying":116.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-23","atm_strike":117.0,"straddle_bid":5.31,"straddle_ask":5.8,"straddle_mid":5.555,"em_dollar":5.555,"em_pct":4.761,"atm_iv":79.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BE","name":"Bloom Energy Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":65576514000,"underlying":234.0177,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-23","atm_strike":235.0,"straddle_bid":23.35,"straddle_ask":23.7,"straddle_mid":23.525,"em_dollar":23.525,"em_pct":10.053,"atm_iv":166.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FIX","name":"Comfort Systems USA, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":49169646000,"underlying":1390.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1380.0,"straddle_bid":214.0,"straddle_ask":234.5,"straddle_mid":224.25,"em_dollar":224.25,"em_pct":16.133,"atm_iv":70.17,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BBD","name":"Banco Bradesco Sa","report_date":"2026-10-22","timing":"AMC","market_cap":45683208000,"underlying":4.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.65,"straddle_ask":0.75,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":17.284,"atm_iv":76.18,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VRSN","name":"VeriSign, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":27679658000,"underlying":307.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":310.0,"straddle_bid":22.0,"straddle_ask":28.2,"straddle_mid":25.1,"em_dollar":25.1,"em_pct":8.169,"atm_iv":35.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OMC","name":"Omnicom Group Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":22252202000,"underlying":80.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":4.45,"straddle_ask":8.4,"straddle_mid":6.425,"em_dollar":6.425,"em_pct":7.981,"atm_iv":34.26,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SSNC","name":"SS&C Technologies Holdings, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":20396212200,"underlying":85.855,"quote_time":"2026-10-20T10:24:34","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":4.75,"straddle_ask":9.0,"straddle_mid":6.875,"em_dollar":6.875,"em_pct":8.008,"atm_iv":34.19,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DECK","name":"Deckers Outdoor Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":11918511100,"underlying":85.25,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-23","atm_strike":85.0,"straddle_bid":7.0,"straddle_ask":9.3,"straddle_mid":8.15,"em_dollar":8.15,"em_pct":9.56,"atm_iv":168.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KNSL","name":"Kinsale Capital Group, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":8473346600,"underlying":376.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":380.0,"straddle_bid":34.2,"straddle_ask":40.9,"straddle_mid":37.55,"em_dollar":37.55,"em_pct":9.968,"atm_iv":43.37,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"REXR","name":"Rexford Industrial Realty, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":8275089400,"underlying":36.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.15,"straddle_ask":4.9,"straddle_mid":3.025,"em_dollar":3.025,"em_pct":8.22,"atm_iv":30.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COLB","name":"Columbia Banking System, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":8201336800,"underlying":29.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.95,"straddle_ask":3.35,"straddle_mid":2.15,"em_dollar":2.15,"em_pct":7.363,"atm_iv":30.22,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APPF","name":"AppFolio, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":7922781200,"underlying":212.56,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":32.5,"straddle_ask":37.8,"straddle_mid":35.15,"em_dollar":35.15,"em_pct":16.537,"atm_iv":70.85,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RNG","name":"RingCentral, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":6815773200,"underlying":82.42,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-23","atm_strike":82.0,"straddle_bid":9.8,"straddle_ask":13.1,"straddle_mid":11.45,"em_dollar":11.45,"em_pct":13.892,"atm_iv":229.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MXL","name":"MaxLinear, Inc","report_date":"2026-10-22","timing":"AMC","market_cap":6666856400,"underlying":74.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":19.4,"straddle_ask":20.1,"straddle_mid":19.75,"em_dollar":19.75,"em_pct":26.624,"atm_iv":114.94,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GBCI","name":"Glacier Bancorp, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":5794432000,"underlying":44.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.65,"straddle_ask":8.5,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":10.237,"atm_iv":44.6,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASB","name":"Associated Banc-Corp","report_date":"2026-10-22","timing":"AMC","market_cap":5493636600,"underlying":29.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.0,"straddle_ask":4.6,"straddle_mid":2.8,"em_dollar":2.8,"em_pct":9.596,"atm_iv":40.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABCB","name":"Ameris Bancorp","report_date":"2026-10-22","timing":"AMC","market_cap":5414212100,"underlying":80.62,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":2.0,"straddle_ask":10.1,"straddle_mid":6.05,"em_dollar":6.05,"em_pct":7.504,"atm_iv":32.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SIGI","name":"Selective Insurance Group, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":5327861800,"underlying":91.1,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":2.3,"straddle_ask":10.9,"straddle_mid":6.6,"em_dollar":6.6,"em_pct":7.245,"atm_iv":30.92,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BYD","name":"Boyd Gaming Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":5203580900,"underlying":70.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":4.75,"straddle_ask":5.8,"straddle_mid":5.275,"em_dollar":5.275,"em_pct":7.471,"atm_iv":32.31,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EBC","name":"Eastern Bankshares, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":4906143200,"underlying":21.49,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.3,"straddle_ask":3.45,"straddle_mid":1.875,"em_dollar":1.875,"em_pct":8.725,"atm_iv":32.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENVA","name":"Enova International, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":4468012500,"underlying":180.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":18.3,"straddle_ask":25.1,"straddle_mid":21.7,"em_dollar":21.7,"em_pct":12.052,"atm_iv":52.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLM","name":"SLM Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":4183699200,"underlying":22.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":23.0,"straddle_bid":1.35,"straddle_ask":3.55,"straddle_mid":2.45,"em_dollar":2.45,"em_pct":10.731,"atm_iv":46.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KRC","name":"Kilroy Realty Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":4049879040,"underlying":34.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.7,"straddle_ask":5.7,"straddle_mid":3.2,"em_dollar":3.2,"em_pct":9.294,"atm_iv":39.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WSFS","name":"WSFS Financial Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":3949814780,"underlying":76.81,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":1.6,"straddle_ask":7.7,"straddle_mid":4.65,"em_dollar":4.65,"em_pct":6.054,"atm_iv":25.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RHI","name":"Robert Half Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":3464947970,"underlying":33.85,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":4.25,"straddle_ask":4.85,"straddle_mid":4.55,"em_dollar":4.55,"em_pct":13.442,"atm_iv":55.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FIBK","name":"First Interstate BancSystem, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":3389031940,"underlying":35.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.3,"straddle_ask":3.8,"straddle_mid":2.55,"em_dollar":2.55,"em_pct":7.149,"atm_iv":30.18,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KN","name":"Knowles Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":2931282430,"underlying":34.92,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.6,"straddle_ask":5.3,"straddle_mid":3.95,"em_dollar":3.95,"em_pct":11.312,"atm_iv":49.53,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CUBI","name":"Customers Bancorp, Inc","report_date":"2026-10-22","timing":"AMC","market_cap":2568244480,"underlying":76.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":77.5,"straddle_bid":3.05,"straddle_ask":10.9,"straddle_mid":6.975,"em_dollar":6.975,"em_pct":9.14,"atm_iv":39.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HTH","name":"Hilltop Holdings Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":2102984320,"underlying":36.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.5,"straddle_ask":9.8,"straddle_mid":5.15,"em_dollar":5.15,"em_pct":14.11,"atm_iv":60.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SRCE","name":"1st Source Corporation","report_date":"2026-10-22","timing":"AMC","market_cap":2080188160,"underlying":85.81,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":0.9,"straddle_ask":9.0,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":5.769,"atm_iv":24.84,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAM","name":"Boston Beer Company, Inc. (The)","report_date":"2026-10-22","timing":"AMC","market_cap":1895727620,"underlying":181.81,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":16.1,"straddle_ask":28.3,"straddle_mid":22.2,"em_dollar":22.2,"em_pct":12.211,"atm_iv":53.48,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UVE","name":"UNIVERSAL INSURANCE HOLDINGS INC","report_date":"2026-10-22","timing":"AMC","market_cap":1332795650,"underlying":47.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":2.8,"straddle_ask":6.6,"straddle_mid":4.7,"em_dollar":4.7,"em_pct":9.847,"atm_iv":38.82,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMTB","name":"Amerant Bancorp Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":1138857220,"underlying":29.13,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.25,"straddle_ask":7.45,"straddle_mid":3.85,"em_dollar":3.85,"em_pct":13.217,"atm_iv":55.84,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ORC","name":"Orchid Island Capital, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":980052860,"underlying":4.8522,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.3,"straddle_ask":0.5,"straddle_mid":0.4,"em_dollar":0.4,"em_pct":8.244,"atm_iv":29.84,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPFI","name":"South Plains Financial, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":824776000,"underlying":43.4,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.3,"straddle_ask":9.5,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":11.29,"atm_iv":46.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSBI","name":"Midland States Bancorp, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":675688770,"underlying":32.59,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.65,"straddle_ask":5.15,"straddle_mid":3.9,"em_dollar":3.9,"em_pct":11.967,"atm_iv":42.45,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FPH","name":"Five Point Holdings, LLC","report_date":"2026-10-22","timing":"AMC","market_cap":656585730,"underlying":4.3,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.25,"straddle_ask":1.1,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":15.698,"atm_iv":53.5,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FRBA","name":"First Bank","report_date":"2026-10-22","timing":"AMC","market_cap":451162528,"underlying":17.83,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.0,"straddle_ask":4.85,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":13.601,"atm_iv":59.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FRST","name":"Primis Financial Corp.","report_date":"2026-10-22","timing":"AMC","market_cap":388601472,"underlying":15.58,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.0,"straddle_ask":3.45,"straddle_mid":1.725,"em_dollar":1.725,"em_pct":11.072,"atm_iv":47.35,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JAKK","name":"JAKKS Pacific, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":334194336,"underlying":29.27,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.15,"straddle_ask":7.0,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":13.922,"atm_iv":59.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PINE","name":"Alpine Income Property Trust, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":317456704,"underlying":17.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.95,"straddle_ask":1.45,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":7.009,"atm_iv":29.47,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MYFW","name":"First Western Financial, Inc.","report_date":"2026-10-22","timing":"AMC","market_cap":292563264,"underlying":29.54,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.0,"straddle_ask":2.45,"straddle_mid":2.225,"em_dollar":2.225,"em_pct":7.532,"atm_iv":38.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXP","name":"American Express Company","report_date":"2026-10-23","timing":"BMO","market_cap":214978134000,"underlying":321.31,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-23","atm_strike":322.5,"straddle_bid":11.85,"straddle_ask":13.7,"straddle_mid":12.775,"em_dollar":12.775,"em_pct":3.976,"atm_iv":66.42,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"E","name":"ENI S.p.A.","report_date":"2026-10-23","timing":"BMO","market_cap":92609298000,"underlying":59.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":0.55,"straddle_ask":8.5,"straddle_mid":4.525,"em_dollar":4.525,"em_pct":7.644,"atm_iv":32.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLB","name":"SLB Limited","report_date":"2026-10-23","timing":"BMO","market_cap":74177479000,"underlying":51.1939,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-23","atm_strike":51.0,"straddle_bid":1.92,"straddle_ask":2.44,"straddle_mid":2.18,"em_dollar":2.18,"em_pct":4.258,"atm_iv":71.76,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INFY","name":"Infosys Limited","report_date":"2026-10-23","timing":"BMO","market_cap":51353518000,"underlying":12.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":0.8,"straddle_ask":1.9,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":10.588,"atm_iv":39.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FCNCA","name":"First Citizens BancShares, Inc.","report_date":"2026-10-23","timing":"BMO","market_cap":23945818100,"underlying":2145.5,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2140.0,"straddle_bid":135.4,"straddle_ask":167.6,"straddle_mid":151.5,"em_dollar":151.5,"em_pct":7.061,"atm_iv":30.75,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RCI","name":"Rogers Communication, Inc.","report_date":"2026-10-23","timing":"BMO","market_cap":17808074800,"underlying":31.75,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.55,"straddle_ask":4.55,"straddle_mid":3.05,"em_dollar":3.05,"em_pct":9.606,"atm_iv":37.39,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDY","name":"Dr. Reddy's Laboratories Ltd","report_date":"2026-10-23","timing":"UNK","market_cap":11067551700,"underlying":13.19,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.0,"straddle_ask":4.2,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":15.921,"atm_iv":67.84,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BAH","name":"Booz Allen Hamilton Holding Corporation","report_date":"2026-10-23","timing":"BMO","market_cap":9017764900,"underlying":75.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":7.7,"straddle_ask":9.0,"straddle_mid":8.35,"em_dollar":8.35,"em_pct":11.127,"atm_iv":48.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALV","name":"Autoliv, Inc.","report_date":"2026-10-23","timing":"BMO","market_cap":8592190500,"underlying":115.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":7.55,"straddle_ask":12.4,"straddle_mid":9.975,"em_dollar":9.975,"em_pct":8.604,"atm_iv":36.06,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCPC","name":"Balchem Corporation","report_date":"2026-10-23","timing":"BMO","market_cap":5470905900,"underlying":170.78,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":170.0,"straddle_bid":7.3,"straddle_ask":14.0,"straddle_mid":10.65,"em_dollar":10.65,"em_pct":6.236,"atm_iv":27.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RITM","name":"Rithm Capital Corp.","report_date":"2026-10-23","timing":"BMO","market_cap":4824636900,"underlying":8.55,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":0.55,"straddle_ask":0.9,"straddle_mid":0.725,"em_dollar":0.725,"em_pct":8.48,"atm_iv":30.31,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FLG","name":"Flagstar Bank, N.A.","report_date":"2026-10-23","timing":"BMO","market_cap":4615832600,"underlying":11.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":0.9,"straddle_ask":1.2,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":9.485,"atm_iv":41.34,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNTX","name":"Gentex Corporation","report_date":"2026-10-23","timing":"BMO","market_cap":4479127600,"underlying":21.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.6,"straddle_ask":1.95,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":8.452,"atm_iv":32.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BANF","name":"BancFirst Corporation","report_date":"2026-10-23","timing":"UNK","market_cap":3701237760,"underlying":109.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":2.25,"straddle_ask":9.6,"straddle_mid":5.925,"em_dollar":5.925,"em_pct":5.4,"atm_iv":23.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GRC","name":"Gorman-Rupp Company (The)","report_date":"2026-10-23","timing":"BMO","market_cap":1910252930,"underlying":73.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":3.0,"straddle_ask":11.0,"straddle_mid":7.0,"em_dollar":7.0,"em_pct":9.476,"atm_iv":40.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RBCAA","name":"Republic Bancorp, Inc.","report_date":"2026-10-23","timing":"UNK","market_cap":1805556480,"underlying":90.69,"quote_time":"2026-10-21T15:59:46","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":0.7,"straddle_ask":10.5,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":6.175,"atm_iv":26.52,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PFBC","name":"Preferred Bank","report_date":"2026-10-23","timing":"BMO","market_cap":1508746620,"underlying":105.65,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":2.1,"straddle_ask":11.8,"straddle_mid":6.95,"em_dollar":6.95,"em_pct":6.578,"atm_iv":28.91,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TV","name":"Grupo Televisa S.A.B.","report_date":"2026-10-23","timing":"UNK","market_cap":1468849410,"underlying":2.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":1.5,"straddle_mid":0.75,"em_dollar":0.75,"em_pct":31.78,"atm_iv":133.82,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TMP","name":"Tompkins Financial Corporation","report_date":"2026-10-23","timing":"UNK","market_cap":1428941570,"underlying":98.89,"quote_time":"2026-10-21T15:59:06","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":2.9,"straddle_ask":11.1,"straddle_mid":7.0,"em_dollar":7.0,"em_pct":7.079,"atm_iv":30.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCBS","name":"MetroCity Bankshares, Inc.","report_date":"2026-10-23","timing":"UNK","market_cap":1004177090,"underlying":34.51,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.0,"straddle_ask":9.8,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":14.199,"atm_iv":60.96,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SIFY","name":"Sify Technologies Limited","report_date":"2026-10-23","timing":"UNK","market_cap":833722430,"underlying":12.01,"quote_time":"2026-10-21T15:59:40","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.1,"straddle_ask":2.4,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":14.571,"atm_iv":60.74,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PDLB","name":"Ponce Financial Group, Inc.","report_date":"2026-10-23","timing":"UNK","market_cap":487386208,"underlying":20.17,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.0,"straddle_ask":9.8,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":24.294,"atm_iv":107.43,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EAF","name":"GrafTech International Ltd.","report_date":"2026-10-23","timing":"BMO","market_cap":181340544,"underlying":7.45,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":1.65,"straddle_ask":2.2,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":25.839,"atm_iv":116.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HOST","name":"Host Digital Inc.","report_date":"2026-10-23","timing":"UNK","market_cap":80777216,"underlying":2.84,"quote_time":"2026-10-21T15:59:45","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.3,"straddle_ask":3.55,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":67.782,"atm_iv":239.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LOAN","name":"Manhattan Bridge Capital, Inc","report_date":"2026-10-23","timing":"UNK","market_cap":39075240,"underlying":3.4,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.7,"straddle_ask":1.85,"straddle_mid":1.275,"em_dollar":1.275,"em_pct":37.5,"atm_iv":225.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VZ","name":"Verizon Communications Inc.","report_date":"2026-10-26","timing":"BMO","market_cap":185053692000,"underlying":43.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":43.5,"straddle_bid":1.83,"straddle_ask":2.26,"straddle_mid":2.045,"em_dollar":2.045,"em_pct":4.691,"atm_iv":37.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WELL","name":"Welltower Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":171594957000,"underlying":234.19,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":230.0,"straddle_bid":14.1,"straddle_ask":17.0,"straddle_mid":15.55,"em_dollar":15.55,"em_pct":6.64,"atm_iv":28.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CDNS","name":"Cadence Design Systems, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":88089960000,"underlying":325.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":325.0,"straddle_bid":22.3,"straddle_ask":29.2,"straddle_mid":25.75,"em_dollar":25.75,"em_pct":7.903,"atm_iv":62.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NUE","name":"Nucor Corporation","report_date":"2026-10-26","timing":"AMC","market_cap":59327988000,"underlying":264.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":23.8,"straddle_ask":25.8,"straddle_mid":24.8,"em_dollar":24.8,"em_pct":9.375,"atm_iv":40.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PSA","name":"Public Storage","report_date":"2026-10-26","timing":"AMC","market_cap":56384549000,"underlying":298.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":300.0,"straddle_bid":13.4,"straddle_ask":20.1,"straddle_mid":16.75,"em_dollar":16.75,"em_pct":5.615,"atm_iv":24.31,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HIG","name":"The Hartford Insurance Group, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":36944232000,"underlying":135.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":5.45,"straddle_ask":10.0,"straddle_mid":7.725,"em_dollar":7.725,"em_pct":5.688,"atm_iv":24.42,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLS","name":"Celestica, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":34413195000,"underlying":301.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":302.5,"straddle_bid":36.5,"straddle_ask":46.7,"straddle_mid":41.6,"em_dollar":41.6,"em_pct":13.786,"atm_iv":109.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CINF","name":"Cincinnati Financial Corporation","report_date":"2026-10-26","timing":"AMC","market_cap":26408968200,"underlying":173.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":9.3,"straddle_ask":11.9,"straddle_mid":10.6,"em_dollar":10.6,"em_pct":6.111,"atm_iv":26.5,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BRO","name":"Brown & Brown, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":23723874300,"underlying":70.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":4.3,"straddle_ask":6.5,"straddle_mid":5.4,"em_dollar":5.4,"em_pct":7.656,"atm_iv":33.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PFG","name":"Principal Financial Group Inc","report_date":"2026-10-26","timing":"AMC","market_cap":23110455300,"underlying":108.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":3.5,"straddle_ask":11.9,"straddle_mid":7.7,"em_dollar":7.7,"em_pct":7.101,"atm_iv":30.42,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PKX","name":"POSCO HOLDINGS INC.","report_date":"2026-10-26","timing":"UNK","market_cap":18200203300,"underlying":55.85,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":4.45,"straddle_ask":6.0,"straddle_mid":5.225,"em_dollar":5.225,"em_pct":9.355,"atm_iv":40.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CX","name":"Cemex S.A.B. de C.V.","report_date":"2026-10-26","timing":"BMO","market_cap":15568458800,"underlying":10.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.45,"straddle_ask":1.45,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":9.143,"atm_iv":43.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SUI","name":"Sun Communities, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":14546688000,"underlying":116.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":5.75,"straddle_ask":8.3,"straddle_mid":7.025,"em_dollar":7.025,"em_pct":6.032,"atm_iv":25.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BMRN","name":"BioMarin Pharmaceutical Inc.","report_date":"2026-10-26","timing":"UNK","market_cap":10925302800,"underlying":55.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":2.55,"straddle_ask":9.1,"straddle_mid":5.825,"em_dollar":5.825,"em_pct":10.551,"atm_iv":45.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GGB","name":"Gerdau S.A.","report_date":"2026-10-26","timing":"AMC","market_cap":10364814300,"underlying":5.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.3,"straddle_ask":1.6,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":18.13,"atm_iv":79.01,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMKR","name":"Amkor Technology, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":10360468500,"underlying":43.06,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":43.0,"straddle_bid":5.4,"straddle_ask":6.45,"straddle_mid":5.925,"em_dollar":5.925,"em_pct":13.76,"atm_iv":108.65,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RMBS","name":"Rambus, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":10024021000,"underlying":92.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":92.5,"straddle_bid":15.5,"straddle_ask":17.8,"straddle_mid":16.65,"em_dollar":16.65,"em_pct":17.942,"atm_iv":78.53,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BRX","name":"Brixmor Property Group Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":8506500600,"underlying":27.42,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.4,"straddle_ask":4.35,"straddle_mid":3.375,"em_dollar":3.375,"em_pct":12.309,"atm_iv":42.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARE","name":"Alexandria Real Estate Equities, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":7431659000,"underlying":42.26,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":4.35,"straddle_ask":5.1,"straddle_mid":4.725,"em_dollar":4.725,"em_pct":11.181,"atm_iv":48.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SSD","name":"Simpson Manufacturing Company, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":7401833500,"underlying":180.11,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":11.9,"straddle_ask":17.4,"straddle_mid":14.65,"em_dollar":14.65,"em_pct":8.134,"atm_iv":35.6,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NE","name":"Noble Corporation plc","report_date":"2026-10-26","timing":"AMC","market_cap":6829494300,"underlying":44.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.9,"straddle_ask":5.8,"straddle_mid":4.35,"em_dollar":4.35,"em_pct":9.884,"atm_iv":42.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PSMT","name":"PriceSmart, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":5347203100,"underlying":171.0,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":170.0,"straddle_bid":10.6,"straddle_ask":18.8,"straddle_mid":14.7,"em_dollar":14.7,"em_pct":8.596,"atm_iv":37.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PECO","name":"Phillips Edison & Company, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":4908618200,"underlying":37.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.8,"straddle_ask":7.4,"straddle_mid":4.1,"em_dollar":4.1,"em_pct":10.96,"atm_iv":42.5,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MMYT","name":"MakeMyTrip Limited","report_date":"2026-10-26","timing":"BMO","market_cap":4318233100,"underlying":44.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.7,"straddle_ask":8.6,"straddle_mid":6.65,"em_dollar":6.65,"em_pct":15.011,"atm_iv":64.98,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DORM","name":"Dorman Products, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":3677996030,"underlying":123.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":10.0,"straddle_ask":17.9,"straddle_mid":13.95,"em_dollar":13.95,"em_pct":11.309,"atm_iv":48.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARLP","name":"Alliance Resource Partners, L.P.","report_date":"2026-10-26","timing":"BMO","market_cap":3297524990,"underlying":25.6449,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.3,"straddle_ask":2.25,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":6.921,"atm_iv":27.21,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AGYS","name":"Agilysys, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":3283153660,"underlying":116.02,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":14.9,"straddle_ask":22.1,"straddle_mid":18.5,"em_dollar":18.5,"em_pct":15.946,"atm_iv":70.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HWKN","name":"Hawkins, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":2734431490,"underlying":130.3,"quote_time":"2026-10-21T15:59:44","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":8.5,"straddle_ask":17.3,"straddle_mid":12.9,"em_dollar":12.9,"em_pct":9.9,"atm_iv":43.32,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BOH","name":"Bank of Hawaii Corporation","report_date":"2026-10-26","timing":"BMO","market_cap":2707875070,"underlying":68.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":2.1,"straddle_ask":7.4,"straddle_mid":4.75,"em_dollar":4.75,"em_pct":6.89,"atm_iv":29.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HTO","name":"H2O America ","report_date":"2026-10-26","timing":"AMC","market_cap":2380396540,"underlying":56.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.65,"straddle_ask":7.6,"straddle_mid":4.625,"em_dollar":4.625,"em_pct":8.259,"atm_iv":35.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NWBI","name":"Northwest Bancshares, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":2209335810,"underlying":15.055,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.35,"straddle_ask":3.0,"straddle_mid":1.675,"em_dollar":1.675,"em_pct":11.126,"atm_iv":48.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BLX","name":"Bladex, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":2095387780,"underlying":54.92,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.1,"straddle_ask":9.8,"straddle_mid":5.45,"em_dollar":5.45,"em_pct":9.924,"atm_iv":42.72,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTOS","name":"Custom Truck One Source, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":2070300420,"underlying":9.35,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.25,"straddle_ask":2.55,"straddle_mid":1.4,"em_dollar":1.4,"em_pct":14.973,"atm_iv":55.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GABC","name":"German American Bancorp, Inc.","report_date":"2026-10-26","timing":"UNK","market_cap":1892468740,"underlying":49.94,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.2,"straddle_ask":9.9,"straddle_mid":5.05,"em_dollar":5.05,"em_pct":10.112,"atm_iv":43.98,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WHR","name":"Whirlpool Corporation","report_date":"2026-10-26","timing":"AMC","market_cap":1828190590,"underlying":26.53,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":27.5,"straddle_bid":4.3,"straddle_ask":4.85,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":17.245,"atm_iv":73.21,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LKFN","name":"Lakeland Financial Corporation","report_date":"2026-10-26","timing":"BMO","market_cap":1456420860,"underlying":58.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":1.0,"straddle_ask":10.4,"straddle_mid":5.7,"em_dollar":5.7,"em_pct":9.824,"atm_iv":39.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HBT","name":"HBT Financial, Inc.","report_date":"2026-10-26","timing":"BMO","market_cap":1296434050,"underlying":35.3,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.1,"straddle_ask":8.8,"straddle_mid":4.45,"em_dollar":4.45,"em_pct":12.606,"atm_iv":55.16,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRI","name":"Carter's, Inc.","report_date":"2026-10-26","timing":"UNK","market_cap":1235331330,"underlying":32.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":32.5,"straddle_bid":3.95,"straddle_ask":5.3,"straddle_mid":4.625,"em_dollar":4.625,"em_pct":14.24,"atm_iv":61.78,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GBX","name":"Greenbrier Companies, Inc. (The)","report_date":"2026-10-26","timing":"AMC","market_cap":1163641600,"underlying":37.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":3.95,"straddle_ask":5.35,"straddle_mid":4.65,"em_dollar":4.65,"em_pct":12.337,"atm_iv":53.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PDM","name":"Piedmont Realty Trust, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":1157478660,"underlying":9.25,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":4.15,"straddle_mid":2.075,"em_dollar":2.075,"em_pct":22.432,"atm_iv":90.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSBC","name":"Five Star Bancorp","report_date":"2026-10-26","timing":"AMC","market_cap":1060963200,"underlying":43.09,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":1.1,"straddle_ask":8.1,"straddle_mid":4.6,"em_dollar":4.6,"em_pct":10.675,"atm_iv":42.5,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DEA","name":"Easterly Government Properties, Inc.","report_date":"2026-10-26","timing":"BMO","market_cap":1049120260,"underlying":22.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.85,"straddle_ask":1.9,"straddle_mid":1.375,"em_dollar":1.375,"em_pct":6.222,"atm_iv":21.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BFST","name":"Business First Bancshares, Inc.","report_date":"2026-10-26","timing":"BMO","market_cap":1027599810,"underlying":31.36,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.1,"straddle_ask":5.75,"straddle_mid":2.925,"em_dollar":2.925,"em_pct":9.327,"atm_iv":37.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KFRC","name":"Kforce, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":908523580,"underlying":51.4,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":4.6,"straddle_ask":13.5,"straddle_mid":9.05,"em_dollar":9.05,"em_pct":17.607,"atm_iv":77.77,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBNK","name":"Capital Bancorp, Inc.","report_date":"2026-10-26","timing":"UNK","market_cap":659600580,"underlying":40.34,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":0.0,"straddle_ask":9.8,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":12.147,"atm_iv":53.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VLRS","name":"Controladora Vuela Compania de Aviacion, S.A.B. de C.V.","report_date":"2026-10-26","timing":"AMC","market_cap":657668930,"underlying":5.66,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.45,"straddle_ask":2.35,"straddle_mid":1.4,"em_dollar":1.4,"em_pct":24.735,"atm_iv":103.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UHT","name":"Universal Health Realty Income Trust","report_date":"2026-10-26","timing":"UNK","market_cap":525092288,"underlying":36.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.3,"straddle_ask":5.9,"straddle_mid":3.6,"em_dollar":3.6,"em_pct":9.751,"atm_iv":36.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FMAO","name":"Farmers & Merchants Bancorp, Inc.","report_date":"2026-10-26","timing":"UNK","market_cap":489635904,"underlying":35.2,"quote_time":"2026-10-21T15:59:39","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.55,"straddle_ask":9.7,"straddle_mid":5.125,"em_dollar":5.125,"em_pct":14.56,"atm_iv":63.9,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"METC","name":"Ramaco Resources, Inc.","report_date":"2026-10-26","timing":"UNK","market_cap":459793248,"underlying":7.4,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":1.25,"straddle_ask":1.65,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":19.595,"atm_iv":87.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BMRC","name":"Bank of Marin Bancorp","report_date":"2026-10-26","timing":"BMO","market_cap":436111104,"underlying":26.64,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.5,"straddle_ask":5.45,"straddle_mid":2.975,"em_dollar":2.975,"em_pct":11.167,"atm_iv":46.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLW","name":"Clearwater Paper Corporation","report_date":"2026-10-26","timing":"AMC","market_cap":305782400,"underlying":18.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.4,"straddle_ask":4.95,"straddle_mid":3.175,"em_dollar":3.175,"em_pct":16.942,"atm_iv":72.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NXH","name":"Neighborhood Intelligence, Inc. ","report_date":"2026-10-26","timing":"UNK","market_cap":167126512,"underlying":1.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.35,"straddle_ask":0.65,"straddle_mid":0.5,"em_dollar":0.5,"em_pct":35.461,"atm_iv":142.21,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABOS","name":"Acumen Pharmaceuticals, Inc.","report_date":"2026-10-26","timing":"BMO","market_cap":145719328,"underlying":2.03,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.4,"straddle_ask":3.1,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":86.207,"atm_iv":345.05,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MED","name":"MEDIFAST INC","report_date":"2026-10-26","timing":"BMO","market_cap":134839280,"underlying":12.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.8,"straddle_ask":1.85,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":10.95,"atm_iv":45.6,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AEYE","name":"AudioEye, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":102945632,"underlying":7.88,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":0.9,"straddle_ask":2.1,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":19.036,"atm_iv":82.81,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZDGE","name":"Zedge, Inc.","report_date":"2026-10-26","timing":"AMC","market_cap":50512208,"underlying":2.76,"quote_time":"2026-10-20T15:59:54","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.15,"straddle_ask":1.15,"straddle_mid":0.65,"em_dollar":0.65,"em_pct":23.551,"atm_iv":93.96,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"V","name":"Visa Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":726441070000,"underlying":407.85,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":407.5,"straddle_bid":13.6,"straddle_ask":16.5,"straddle_mid":15.05,"em_dollar":15.05,"em_pct":3.69,"atm_iv":29.33,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KO","name":"Coca-Cola Company (The)","report_date":"2026-10-27","timing":"BMO","market_cap":402245321000,"underlying":92.76,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":93.0,"straddle_bid":2.96,"straddle_ask":3.53,"straddle_mid":3.245,"em_dollar":3.245,"em_pct":3.498,"atm_iv":26.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HSBC","name":"HSBC Holdings plc","report_date":"2026-10-27","timing":"UNK","market_cap":319229985000,"underlying":93.9,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-30","atm_strike":94.0,"straddle_bid":4.1,"straddle_ask":4.95,"straddle_mid":4.525,"em_dollar":4.525,"em_pct":4.819,"atm_iv":38.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVS","name":"Novartis AG","report_date":"2026-10-27","timing":"BMO","market_cap":293168415000,"underlying":153.93,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":7.4,"straddle_ask":11.6,"straddle_mid":9.5,"em_dollar":9.5,"em_pct":6.172,"atm_iv":26.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SCCO","name":"Southern Copper Corporation","report_date":"2026-10-27","timing":"UNK","market_cap":168818672000,"underlying":198.07,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":197.5,"straddle_bid":9.9,"straddle_ask":15.7,"straddle_mid":12.8,"em_dollar":12.8,"em_pct":6.462,"atm_iv":51.59,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STX","name":"Seagate Technology Holdings PLC","report_date":"2026-10-27","timing":"AMC","market_cap":154414760000,"underlying":685.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":685.0,"straddle_bid":68.6,"straddle_ask":86.1,"straddle_mid":77.35,"em_dollar":77.35,"em_pct":11.289,"atm_iv":88.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BA","name":"Boeing Company (The)","report_date":"2026-10-27","timing":"BMO","market_cap":150541779000,"underlying":191.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":192.5,"straddle_bid":11.25,"straddle_ask":12.1,"straddle_mid":11.675,"em_dollar":11.675,"em_pct":6.1,"atm_iv":48.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPGI","name":"S&P Global Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":129157775000,"underlying":443.16,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":442.5,"straddle_bid":20.1,"straddle_ask":24.3,"straddle_mid":22.2,"em_dollar":22.2,"em_pct":5.009,"atm_iv":39.9,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GLW","name":"Corning Incorporated","report_date":"2026-10-27","timing":"BMO","market_cap":113927217000,"underlying":132.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":133.0,"straddle_bid":12.5,"straddle_ask":14.7,"straddle_mid":13.6,"em_dollar":13.6,"em_pct":10.245,"atm_iv":80.27,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HCA","name":"HCA Healthcare, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":100835574000,"underlying":459.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":460.0,"straddle_bid":37.0,"straddle_ask":42.4,"straddle_mid":39.7,"em_dollar":39.7,"em_pct":8.642,"atm_iv":37.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FCX","name":"Freeport-McMoran, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":98898526000,"underlying":68.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":69.0,"straddle_bid":4.37,"straddle_ask":5.23,"straddle_mid":4.8,"em_dollar":4.8,"em_pct":6.967,"atm_iv":55.4,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WM","name":"Waste Management, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":92626002000,"underlying":229.4,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":230.0,"straddle_bid":11.2,"straddle_ask":13.1,"straddle_mid":12.15,"em_dollar":12.15,"em_pct":5.296,"atm_iv":22.9,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JCI","name":"Johnson Controls International plc","report_date":"2026-10-27","timing":"BMO","market_cap":89613394000,"underlying":150.06,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":12.9,"straddle_ask":14.4,"straddle_mid":13.65,"em_dollar":13.65,"em_pct":9.096,"atm_iv":39.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HOOD","name":"Robinhood Markets, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":88298873000,"underlying":100.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":100.0,"straddle_bid":10.35,"straddle_ask":10.6,"straddle_mid":10.475,"em_dollar":10.475,"em_pct":10.425,"atm_iv":81.71,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMT","name":"American Tower Corporation (REIT)","report_date":"2026-10-27","timing":"BMO","market_cap":85531623000,"underlying":177.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":10.9,"straddle_ask":15.6,"straddle_mid":13.25,"em_dollar":13.25,"em_pct":7.459,"atm_iv":32.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UPS","name":"United Parcel Service, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":83819004000,"underlying":99.57,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":100.0,"straddle_bid":6.27,"straddle_ask":7.15,"straddle_mid":6.71,"em_dollar":6.71,"em_pct":6.739,"atm_iv":53.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHW","name":"Sherwin-Williams Company (The)","report_date":"2026-10-27","timing":"BMO","market_cap":81569169000,"underlying":337.27,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":20.7,"straddle_ask":28.0,"straddle_mid":24.35,"em_dollar":24.35,"em_pct":7.22,"atm_iv":31.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLT","name":"Hilton Worldwide Holdings Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":80863568000,"underlying":362.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":362.5,"straddle_bid":15.6,"straddle_ask":21.1,"straddle_mid":18.35,"em_dollar":18.35,"em_pct":5.066,"atm_iv":40.34,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ECL","name":"Ecolab Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":80779493000,"underlying":288.09,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":290.0,"straddle_bid":17.8,"straddle_ask":20.4,"straddle_mid":19.1,"em_dollar":19.1,"em_pct":6.63,"atm_iv":28.76,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ITW","name":"Illinois Tool Works Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":78311457000,"underlying":276.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":280.0,"straddle_bid":14.1,"straddle_ask":18.2,"straddle_mid":16.15,"em_dollar":16.15,"em_pct":5.835,"atm_iv":25.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RCL","name":"Royal Caribbean Cruises Ltd.","report_date":"2026-10-27","timing":"BMO","market_cap":76975383000,"underlying":288.53,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":287.5,"straddle_bid":21.8,"straddle_ask":26.9,"straddle_mid":24.35,"em_dollar":24.35,"em_pct":8.439,"atm_iv":67.31,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NXPI","name":"NXP Semiconductors N.V.","report_date":"2026-10-27","timing":"AMC","market_cap":59914207000,"underlying":244.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":26.7,"straddle_ask":33.0,"straddle_mid":29.85,"em_dollar":29.85,"em_pct":12.234,"atm_iv":53.85,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OKE","name":"ONEOK, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":58529825000,"underlying":92.1709,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":92.5,"straddle_bid":5.65,"straddle_ask":7.0,"straddle_mid":6.325,"em_dollar":6.325,"em_pct":6.862,"atm_iv":29.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PCAR","name":"PACCAR Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":57936990000,"underlying":110.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":5.6,"straddle_ask":10.8,"straddle_mid":8.2,"em_dollar":8.2,"em_pct":7.44,"atm_iv":32.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BKR","name":"Baker Hughes Company","report_date":"2026-10-27","timing":"AMC","market_cap":55242314000,"underlying":56.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":4.5,"straddle_ask":5.4,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":8.82,"atm_iv":38.37,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TER","name":"Teradyne, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":52622733000,"underlying":339.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":340.0,"straddle_bid":37.8,"straddle_ask":52.0,"straddle_mid":44.9,"em_dollar":44.9,"em_pct":13.241,"atm_iv":104.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PYPL","name":"PayPal Holdings, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":48881033000,"underlying":57.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":57.0,"straddle_bid":4.1,"straddle_ask":5.06,"straddle_mid":4.58,"em_dollar":4.58,"em_pct":8.034,"atm_iv":63.85,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VTR","name":"Ventas, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":44364730000,"underlying":85.38,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":3.15,"straddle_ask":8.6,"straddle_mid":5.875,"em_dollar":5.875,"em_pct":6.881,"atm_iv":29.48,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IQV","name":"IQVIA Holdings, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":44088111000,"underlying":276.63,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":280.0,"straddle_bid":29.3,"straddle_ask":33.2,"straddle_mid":31.25,"em_dollar":31.25,"em_pct":11.297,"atm_iv":48.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNC","name":"Centene Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":34979787000,"underlying":70.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":70.0,"straddle_bid":5.45,"straddle_ask":6.75,"straddle_mid":6.1,"em_dollar":6.1,"em_pct":8.685,"atm_iv":69.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACGL","name":"Arch Capital Group Ltd.","report_date":"2026-10-27","timing":"AMC","market_cap":34563097000,"underlying":100.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":3.5,"straddle_ask":8.5,"straddle_mid":6.0,"em_dollar":6.0,"em_pct":5.983,"atm_iv":26.16,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EQT","name":"EQT Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":34290786300,"underlying":54.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":54.0,"straddle_bid":2.7,"straddle_ask":3.13,"straddle_mid":2.915,"em_dollar":2.915,"em_pct":5.391,"atm_iv":42.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXR","name":"Extra Space Storage Inc","report_date":"2026-10-27","timing":"AMC","market_cap":29799571500,"underlying":139.87,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":6.9,"straddle_ask":10.0,"straddle_mid":8.45,"em_dollar":8.45,"em_pct":6.041,"atm_iv":26.28,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNP","name":"CenterPoint Energy, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":26506903600,"underlying":40.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.4,"straddle_ask":2.65,"straddle_mid":2.025,"em_dollar":2.025,"em_pct":5.04,"atm_iv":20.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FE","name":"FirstEnergy Corp.","report_date":"2026-10-27","timing":"AMC","market_cap":26455416800,"underlying":45.51,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":46.0,"straddle_bid":0.6,"straddle_ask":4.35,"straddle_mid":2.475,"em_dollar":2.475,"em_pct":5.438,"atm_iv":22.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FFIV","name":"F5, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":25862199300,"underlying":458.59,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":460.0,"straddle_bid":54.1,"straddle_ask":61.3,"straddle_mid":57.7,"em_dollar":57.7,"em_pct":12.582,"atm_iv":54.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LPLA","name":"LPL Financial Holdings Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":25345568800,"underlying":325.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":320.0,"straddle_bid":31.9,"straddle_ask":35.1,"straddle_mid":33.5,"em_dollar":33.5,"em_pct":10.308,"atm_iv":45.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XYL","name":"Xylem Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":24520785900,"underlying":106.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":8.1,"straddle_ask":10.0,"straddle_mid":9.05,"em_dollar":9.05,"em_pct":8.51,"atm_iv":36.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HUBB","name":"Hubbell Inc","report_date":"2026-10-27","timing":"BMO","market_cap":24267057200,"underlying":460.76,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":460.0,"straddle_bid":35.6,"straddle_ask":45.2,"straddle_mid":40.4,"em_dollar":40.4,"em_pct":8.768,"atm_iv":38.22,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PPG","name":"PPG Industries, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":24144003100,"underlying":110.17,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":110.0,"straddle_bid":2.65,"straddle_ask":5.95,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":3.903,"atm_iv":31.16,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMS","name":"CMS Energy Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":21458264100,"underlying":68.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":2.5,"straddle_ask":4.25,"straddle_mid":3.375,"em_dollar":3.375,"em_pct":4.954,"atm_iv":17.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXE","name":"Expand Energy Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":21453455400,"underlying":92.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":93.0,"straddle_bid":3.6,"straddle_ask":5.55,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":4.928,"atm_iv":39.13,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SOFI","name":"SoFi Technologies, Inc. ","report_date":"2026-10-27","timing":"BMO","market_cap":18960252900,"underlying":14.7785,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":15.0,"straddle_bid":1.43,"straddle_ask":1.47,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":9.812,"atm_iv":76.94,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ESS","name":"Essex Property Trust, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":17486157800,"underlying":274.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":270.0,"straddle_bid":11.7,"straddle_ask":15.9,"straddle_mid":13.8,"em_dollar":13.8,"em_pct":5.034,"atm_iv":21.39,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LOGI","name":"Logitech International S.A.","report_date":"2026-10-27","timing":"AMC","market_cap":15647621100,"underlying":110.34,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":9.7,"straddle_ask":11.1,"straddle_mid":10.4,"em_dollar":10.4,"em_pct":9.425,"atm_iv":41.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRU","name":"TransUnion","report_date":"2026-10-27","timing":"BMO","market_cap":14988867600,"underlying":78.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":8.0,"straddle_ask":10.6,"straddle_mid":9.3,"em_dollar":9.3,"em_pct":11.783,"atm_iv":50.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RNR","name":"RenaissanceRe Holdings Ltd.","report_date":"2026-10-27","timing":"AMC","market_cap":14723082200,"underlying":355.07,"quote_time":"2026-10-21T15:59:45","expiry":"2026-11-20","atm_strike":360.0,"straddle_bid":19.2,"straddle_ask":24.5,"straddle_mid":21.85,"em_dollar":21.85,"em_pct":6.154,"atm_iv":26.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WPC","name":"W. P. Carey Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":14623565800,"underlying":62.57,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":2.4,"straddle_ask":3.9,"straddle_mid":3.15,"em_dollar":3.15,"em_pct":5.034,"atm_iv":17.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LECO","name":"Lincoln Electric Holdings, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":14175857700,"underlying":261.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":18.1,"straddle_ask":25.1,"straddle_mid":21.6,"em_dollar":21.6,"em_pct":8.266,"atm_iv":35.72,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MANH","name":"Manhattan Associates, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":13576895500,"underlying":235.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":29.0,"straddle_ask":34.4,"straddle_mid":31.7,"em_dollar":31.7,"em_pct":13.442,"atm_iv":58.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CSGP","name":"CoStar Group, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":13391779800,"underlying":32.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":4.75,"straddle_ask":5.35,"straddle_mid":5.05,"em_dollar":5.05,"em_pct":15.443,"atm_iv":61.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ICLR","name":"ICON plc","report_date":"2026-10-27","timing":"AMC","market_cap":13337262100,"underlying":185.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":185.0,"straddle_bid":23.7,"straddle_ask":30.5,"straddle_mid":27.1,"em_dollar":27.1,"em_pct":14.629,"atm_iv":64.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARCC","name":"Ares Capital Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":13290602500,"underlying":18.38,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":18.0,"straddle_bid":0.85,"straddle_ask":1.05,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":5.169,"atm_iv":21.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IVZ","name":"Invesco Plc","report_date":"2026-10-27","timing":"BMO","market_cap":12706363400,"underlying":29.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":29.0,"straddle_bid":2.05,"straddle_ask":2.95,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":8.547,"atm_iv":36.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WSO","name":"Watsco, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":12569315300,"underlying":305.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":310.0,"straddle_bid":27.2,"straddle_ask":31.1,"straddle_mid":29.15,"em_dollar":29.15,"em_pct":9.556,"atm_iv":41.14,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INIO","name":"INNIO N.V.","report_date":"2026-10-27","timing":"BMO","market_cap":12172500000,"underlying":16.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":3.2,"straddle_ask":4.1,"straddle_mid":3.65,"em_dollar":3.65,"em_pct":21.598,"atm_iv":92.33,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AIT","name":"Applied Industrial Technologies, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":12151572500,"underlying":338.89,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":20.4,"straddle_ask":25.9,"straddle_mid":23.15,"em_dollar":23.15,"em_pct":6.831,"atm_iv":29.71,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CR","name":"Crane Company","report_date":"2026-10-27","timing":"AMC","market_cap":11633477600,"underlying":204.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":200.0,"straddle_bid":17.6,"straddle_ask":22.1,"straddle_mid":19.85,"em_dollar":19.85,"em_pct":9.71,"atm_iv":42.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UHS","name":"Universal Health Services, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":10939206700,"underlying":182.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":185.0,"straddle_bid":15.9,"straddle_ask":18.6,"straddle_mid":17.25,"em_dollar":17.25,"em_pct":9.433,"atm_iv":40.78,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RRC","name":"Range Resources Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":10195437600,"underlying":42.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":43.0,"straddle_bid":2.9,"straddle_ask":4.05,"straddle_mid":3.475,"em_dollar":3.475,"em_pct":8.093,"atm_iv":35.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UMBF","name":"UMB Financial Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":10108189700,"underlying":132.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":2.5,"straddle_ask":12.4,"straddle_mid":7.45,"em_dollar":7.45,"em_pct":5.605,"atm_iv":23.7,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BXP","name":"BXP, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":9431207900,"underlying":58.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":3.45,"straddle_ask":5.85,"straddle_mid":4.65,"em_dollar":4.65,"em_pct":7.93,"atm_iv":33.52,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RGEN","name":"Repligen Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":8751406100,"underlying":180.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":22.4,"straddle_ask":29.9,"straddle_mid":26.15,"em_dollar":26.15,"em_pct":14.527,"atm_iv":63.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PNR","name":"Pentair plc.","report_date":"2026-10-27","timing":"BMO","market_cap":8441654800,"underlying":52.88,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":52.5,"straddle_bid":4.4,"straddle_ask":5.35,"straddle_mid":4.875,"em_dollar":4.875,"em_pct":9.219,"atm_iv":40.2,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBC","name":"Central Bancompany, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":8035397100,"underlying":33.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.2,"straddle_ask":8.2,"straddle_mid":4.2,"em_dollar":4.2,"em_pct":12.613,"atm_iv":48.8,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZWS","name":"Zurn Elkay Water Solutions Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":7913376300,"underlying":47.71,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":47.5,"straddle_bid":1.6,"straddle_ask":6.8,"straddle_mid":4.2,"em_dollar":4.2,"em_pct":8.803,"atm_iv":37.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MOD","name":"Modine Manufacturing Company","report_date":"2026-10-27","timing":"UNK","market_cap":7804519900,"underlying":148.34,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":28.0,"straddle_ask":33.3,"straddle_mid":30.65,"em_dollar":30.65,"em_pct":20.662,"atm_iv":89.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALKS","name":"Alkermes plc","report_date":"2026-10-27","timing":"UNK","market_cap":7400037900,"underlying":43.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":43.0,"straddle_bid":3.4,"straddle_ask":7.9,"straddle_mid":5.65,"em_dollar":5.65,"em_pct":12.994,"atm_iv":56.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SFD","name":"Smithfield Foods, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":7343762400,"underlying":18.32,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.25,"straddle_ask":1.75,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":8.188,"atm_iv":31.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AWI","name":"Armstrong World Industries Inc","report_date":"2026-10-27","timing":"BMO","market_cap":7163971600,"underlying":168.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":170.0,"straddle_bid":10.7,"straddle_ask":16.1,"straddle_mid":13.4,"em_dollar":13.4,"em_pct":7.941,"atm_iv":34.52,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STAG","name":"Stag Industrial, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":7054856700,"underlying":36.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.0,"straddle_ask":2.75,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":6.514,"atm_iv":23.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSA","name":"MSA Safety Incorporporated","report_date":"2026-10-27","timing":"UNK","market_cap":7029349900,"underlying":183.34,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":185.0,"straddle_bid":7.4,"straddle_ask":15.5,"straddle_mid":11.45,"em_dollar":11.45,"em_pct":6.245,"atm_iv":26.86,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NOV","name":"NOV Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":6758825500,"underlying":19.27,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":19.0,"straddle_bid":1.45,"straddle_ask":2.45,"straddle_mid":1.95,"em_dollar":1.95,"em_pct":10.119,"atm_iv":44.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHE","name":"Chemed Corp.","report_date":"2026-10-27","timing":"AMC","market_cap":6745014800,"underlying":511.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":510.0,"straddle_bid":38.3,"straddle_ask":53.0,"straddle_mid":45.65,"em_dollar":45.65,"em_pct":8.927,"atm_iv":38.98,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KNSA","name":"Kiniksa Pharmaceuticals International, plc","report_date":"2026-10-27","timing":"UNK","market_cap":6489257000,"underlying":79.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":7.5,"straddle_ask":12.2,"straddle_mid":9.85,"em_dollar":9.85,"em_pct":12.346,"atm_iv":53.76,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVLT","name":"Commvault Systems, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":6459135500,"underlying":162.55,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":165.0,"straddle_bid":20.4,"straddle_ask":26.7,"straddle_mid":23.55,"em_dollar":23.55,"em_pct":14.488,"atm_iv":62.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KOF","name":"Coca Cola Femsa S.A.B. de C.V.","report_date":"2026-10-27","timing":"BMO","market_cap":6212686300,"underlying":117.81,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":2.2,"straddle_ask":10.5,"straddle_mid":6.35,"em_dollar":6.35,"em_pct":5.39,"atm_iv":22.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXLS","name":"ExlService Holdings, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":6194886700,"underlying":41.02,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.2,"straddle_ask":5.65,"straddle_mid":4.425,"em_dollar":4.425,"em_pct":10.787,"atm_iv":46.83,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GLXY","name":"Galaxy Digital Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":6160412200,"underlying":16.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":16.5,"straddle_bid":1.89,"straddle_ask":2.67,"straddle_mid":2.28,"em_dollar":2.28,"em_pct":13.735,"atm_iv":102.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ST","name":"Sensata Technologies Holding plc","report_date":"2026-10-27","timing":"AMC","market_cap":6112506400,"underlying":42.28,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":3.8,"straddle_ask":5.45,"straddle_mid":4.625,"em_dollar":4.625,"em_pct":10.939,"atm_iv":47.65,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CZR","name":"Caesars Entertainment, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":5926225400,"underlying":28.8872,"quote_time":"2026-10-21T15:59:56","expiry":"2026-10-30","atm_strike":29.0,"straddle_bid":0.0,"straddle_ask":4.6,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":7.962,"atm_iv":63.29,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAKE","name":"The Cheesecake Factory Incorporated","report_date":"2026-10-27","timing":"AMC","market_cap":5793630700,"underlying":114.09,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":11.2,"straddle_ask":14.5,"straddle_mid":12.85,"em_dollar":12.85,"em_pct":11.263,"atm_iv":48.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LSTR","name":"Landstar System, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":5766901800,"underlying":171.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":170.0,"straddle_bid":11.3,"straddle_ask":17.7,"straddle_mid":14.5,"em_dollar":14.5,"em_pct":8.466,"atm_iv":36.84,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RUSHA","name":"Rush Enterprises, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":5353254400,"underlying":45.86,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.15,"straddle_ask":8.2,"straddle_mid":5.175,"em_dollar":5.175,"em_pct":11.284,"atm_iv":48.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AROC","name":"Archrock, Inc.","report_date":"2026-10-27","timing":"UNK","market_cap":5121628200,"underlying":29.77,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.45,"straddle_ask":3.8,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":10.497,"atm_iv":45.55,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENPH","name":"Enphase Energy, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":4259022080,"underlying":31.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":32.0,"straddle_bid":3.95,"straddle_ask":4.95,"straddle_mid":4.45,"em_dollar":4.45,"em_pct":14.003,"atm_iv":110.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HRI","name":"Herc Holdings Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":4191634430,"underlying":131.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":19.4,"straddle_ask":23.0,"straddle_mid":21.2,"em_dollar":21.2,"em_pct":16.094,"atm_iv":70.88,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARQT","name":"Arcutis Biotherapeutics, Inc.","report_date":"2026-10-27","timing":"UNK","market_cap":4125210110,"underlying":31.78,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":32.5,"straddle_bid":1.55,"straddle_ask":5.7,"straddle_mid":3.625,"em_dollar":3.625,"em_pct":11.407,"atm_iv":48.63,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TNL","name":"Travel   Leisure Co.","report_date":"2026-10-27","timing":"BMO","market_cap":4108028160,"underlying":67.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":67.5,"straddle_bid":3.95,"straddle_ask":8.3,"straddle_mid":6.125,"em_dollar":6.125,"em_pct":9.117,"atm_iv":39.52,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MRP","name":"Millrose Properties, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":3895484420,"underlying":23.0,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.1,"straddle_ask":2.9,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":10.87,"atm_iv":46.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MIR","name":"Mirion Technologies, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":3795333630,"underlying":15.38,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.5,"straddle_ask":2.45,"straddle_mid":1.975,"em_dollar":1.975,"em_pct":12.841,"atm_iv":55.82,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ITRI","name":"Itron, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":3705234940,"underlying":85.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":9.1,"straddle_ask":11.2,"straddle_mid":10.15,"em_dollar":10.15,"em_pct":11.94,"atm_iv":52.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RNST","name":"Renasant Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":3687256060,"underlying":40.31,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.05,"straddle_ask":8.5,"straddle_mid":4.775,"em_dollar":4.775,"em_pct":11.846,"atm_iv":52.01,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INTA","name":"Intapp, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":3434392580,"underlying":45.33,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.85,"straddle_ask":8.8,"straddle_mid":6.825,"em_dollar":6.825,"em_pct":15.056,"atm_iv":66.29,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FFBC","name":"First Financial Bancorp.","report_date":"2026-10-27","timing":"AMC","market_cap":3349040640,"underlying":31.65,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.6,"straddle_ask":6.3,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":10.9,"atm_iv":46.47,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HIW","name":"Highwoods Properties, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":3220941310,"underlying":29.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.6,"straddle_ask":5.0,"straddle_mid":3.3,"em_dollar":3.3,"em_pct":11.29,"atm_iv":45.22,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AB","name":"AllianceBernstein Holding L.P.","report_date":"2026-10-27","timing":"BMO","market_cap":3213064190,"underlying":34.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.5,"straddle_ask":2.4,"straddle_mid":1.95,"em_dollar":1.95,"em_pct":5.613,"atm_iv":21.09,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBU","name":"Community Financial System, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":3199573250,"underlying":60.74,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":0.0,"straddle_ask":9.9,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":8.149,"atm_iv":34.98,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLDE","name":"Slide Insurance Holdings, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":3193632510,"underlying":27.7753,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.65,"straddle_ask":4.1,"straddle_mid":3.375,"em_dollar":3.375,"em_pct":12.151,"atm_iv":35.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SBCF","name":"Seacoast Banking Corporation of Florida","report_date":"2026-10-27","timing":"AMC","market_cap":3175787780,"underlying":32.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.0,"straddle_ask":9.8,"straddle_mid":5.4,"em_dollar":5.4,"em_pct":16.484,"atm_iv":65.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KAI","name":"Kadant Inc","report_date":"2026-10-27","timing":"UNK","market_cap":3127172350,"underlying":264.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":20.7,"straddle_ask":27.9,"straddle_mid":24.3,"em_dollar":24.3,"em_pct":9.197,"atm_iv":39.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABG","name":"Asbury Automotive Group Inc","report_date":"2026-10-27","timing":"BMO","market_cap":3090063360,"underlying":164.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":165.0,"straddle_bid":17.5,"straddle_ask":21.1,"straddle_mid":19.3,"em_dollar":19.3,"em_pct":11.765,"atm_iv":51.2,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PII","name":"Polaris Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":3057995260,"underlying":54.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":4.3,"straddle_ask":8.8,"straddle_mid":6.55,"em_dollar":6.55,"em_pct":12.065,"atm_iv":52.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RCUS","name":"Arcus Biosciences, Inc.","report_date":"2026-10-27","timing":"UNK","market_cap":3024167680,"underlying":18.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.0,"straddle_ask":5.9,"straddle_mid":3.95,"em_dollar":3.95,"em_pct":21.908,"atm_iv":88.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BANC","name":"Banc of California, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":2742021120,"underlying":17.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.8,"straddle_ask":2.15,"straddle_mid":1.475,"em_dollar":1.475,"em_pct":8.492,"atm_iv":36.81,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NBTB","name":"NBT Bancorp Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":2680099840,"underlying":51.45,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":2.85,"straddle_ask":7.8,"straddle_mid":5.325,"em_dollar":5.325,"em_pct":10.35,"atm_iv":44.15,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APAM","name":"Artisan Partners Asset Management Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":2672155140,"underlying":33.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.1,"straddle_ask":5.8,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":10.414,"atm_iv":27.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRMK","name":"Trustmark Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":2636404220,"underlying":45.29,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.2,"straddle_ask":7.2,"straddle_mid":3.7,"em_dollar":3.7,"em_pct":8.17,"atm_iv":35.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BUSE","name":"First Busey Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":2487366140,"underlying":29.77,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.05,"straddle_ask":6.0,"straddle_mid":3.025,"em_dollar":3.025,"em_pct":10.161,"atm_iv":44.17,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EEFT","name":"Euronet Worldwide, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":2474247940,"underlying":65.92,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.8,"straddle_ask":9.1,"straddle_mid":6.95,"em_dollar":6.95,"em_pct":10.543,"atm_iv":46.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ROG","name":"Rogers Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":2444566780,"underlying":140.51,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":13.3,"straddle_ask":19.2,"straddle_mid":16.25,"em_dollar":16.25,"em_pct":11.565,"atm_iv":50.65,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NTB","name":"Bank of N.T. Butterfield & Son Limited (The)","report_date":"2026-10-27","timing":"AMC","market_cap":2373600000,"underlying":59.47,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":0.75,"straddle_ask":7.5,"straddle_mid":4.125,"em_dollar":4.125,"em_pct":6.936,"atm_iv":29.34,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IVT","name":"InvenTrust Properties Corp.","report_date":"2026-10-27","timing":"AMC","market_cap":2337793280,"underlying":29.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.0,"straddle_ask":7.35,"straddle_mid":3.675,"em_dollar":3.675,"em_pct":12.504,"atm_iv":53.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UCTT","name":"Ultra Clean Holdings, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":2334936320,"underlying":52.0,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":8.6,"straddle_ask":13.1,"straddle_mid":10.85,"em_dollar":10.85,"em_pct":20.865,"atm_iv":91.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FCF","name":"First Commonwealth Financial Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":2075688700,"underlying":20.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.0,"straddle_ask":4.95,"straddle_mid":2.475,"em_dollar":2.475,"em_pct":12.061,"atm_iv":52.97,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WGS","name":"GeneDx Holdings Corp.","report_date":"2026-10-27","timing":"UNK","market_cap":2050001410,"underlying":68.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":69.0,"straddle_bid":7.7,"straddle_ask":14.8,"straddle_mid":11.25,"em_dollar":11.25,"em_pct":16.319,"atm_iv":130.12,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCRI","name":"Monarch Casino & Resort, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":2047648000,"underlying":113.16,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":6.55,"straddle_ask":13.5,"straddle_mid":10.025,"em_dollar":10.025,"em_pct":8.859,"atm_iv":38.03,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WERN","name":"Werner Enterprises, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":1787319300,"underlying":29.88,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.4,"straddle_ask":6.25,"straddle_mid":3.825,"em_dollar":3.825,"em_pct":12.801,"atm_iv":55.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NBHC","name":"National Bank Holdings Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":1693838980,"underlying":38.03,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":0.3,"straddle_ask":9.8,"straddle_mid":5.05,"em_dollar":5.05,"em_pct":13.279,"atm_iv":58.14,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTS","name":"CTS Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":1579728770,"underlying":56.23,"quote_time":"2026-10-21T15:59:48","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.0,"straddle_ask":10.4,"straddle_mid":5.7,"em_dollar":5.7,"em_pct":10.137,"atm_iv":44.14,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HYMC","name":"Hycroft Mining Holding Corporation","report_date":"2026-10-27","timing":"UNK","market_cap":1579429500,"underlying":17.22,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":17.0,"straddle_bid":2.7,"straddle_ask":3.55,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":18.148,"atm_iv":80.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OCFC","name":"OceanFirst Financial Corp.","report_date":"2026-10-27","timing":"AMC","market_cap":1555021570,"underlying":16.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.7,"straddle_ask":2.45,"straddle_mid":1.575,"em_dollar":1.575,"em_pct":9.783,"atm_iv":37.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NBR","name":"Nabors Industries Ltd.","report_date":"2026-10-27","timing":"AMC","market_cap":1339718530,"underlying":81.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":9.1,"straddle_ask":14.0,"straddle_mid":11.55,"em_dollar":11.55,"em_pct":14.256,"atm_iv":62.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AAT","name":"American Assets Trust, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":1274137470,"underlying":20.47,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.0,"straddle_ask":7.65,"straddle_mid":3.825,"em_dollar":3.825,"em_pct":18.686,"atm_iv":82.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PDS","name":"Precision Drilling Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":1146294780,"underlying":91.81,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":6.4,"straddle_ask":12.0,"straddle_mid":9.2,"em_dollar":9.2,"em_pct":10.021,"atm_iv":43.77,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JBLU","name":"JetBlue Airways Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":1097978500,"underlying":2.9221,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":3.0,"straddle_bid":0.3,"straddle_ask":0.46,"straddle_mid":0.38,"em_dollar":0.38,"em_pct":13.004,"atm_iv":107.86,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BBAI","name":"BigBear.ai, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":1040503040,"underlying":2.19,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":2.0,"straddle_bid":0.32,"straddle_ask":0.38,"straddle_mid":0.35,"em_dollar":0.35,"em_pct":15.982,"atm_iv":118.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMPL","name":"The Simply Good Foods Company","report_date":"2026-10-27","timing":"BMO","market_cap":972181380,"underlying":10.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.15,"straddle_ask":2.05,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":14.995,"atm_iv":61.47,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAC","name":"Camden National Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":960935170,"underlying":56.405,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.05,"straddle_ask":9.5,"straddle_mid":5.275,"em_dollar":5.275,"em_pct":9.352,"atm_iv":40.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BBNX","name":"Beta Bionics, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":933866620,"underlying":18.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.25,"straddle_ask":8.5,"straddle_mid":4.375,"em_dollar":4.375,"em_pct":23.777,"atm_iv":103.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HAFC","name":"Hanmi Financial Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":933062080,"underlying":31.5,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.15,"straddle_ask":8.5,"straddle_mid":4.325,"em_dollar":4.325,"em_pct":13.73,"atm_iv":58.2,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OI","name":"O-I Glass, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":908129090,"underlying":6.04,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.75,"straddle_ask":1.25,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":16.556,"atm_iv":72.55,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"THFF","name":"First Financial Corporation ","report_date":"2026-10-27","timing":"UNK","market_cap":892248960,"underlying":74.59,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":0.65,"straddle_ask":9.8,"straddle_mid":5.225,"em_dollar":5.225,"em_pct":7.005,"atm_iv":30.39,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SXC","name":"SunCoke Energy, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":832622270,"underlying":9.89,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.0,"straddle_ask":1.35,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":11.881,"atm_iv":50.18,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JBGS","name":"JBG SMITH Properties","report_date":"2026-10-27","timing":"UNK","market_cap":819310530,"underlying":10.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":3.5,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":16.34,"atm_iv":69.05,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IBCP","name":"Independent Bank Corporation","report_date":"2026-10-27","timing":"BMO","market_cap":806500420,"underlying":35.8,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.1,"straddle_ask":7.4,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":10.475,"atm_iv":45.26,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PGC","name":"Peapack-Gladstone Financial Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":778257090,"underlying":43.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.1,"straddle_ask":10.0,"straddle_mid":5.05,"em_dollar":5.05,"em_pct":11.49,"atm_iv":49.03,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTO","name":"CTO Realty Growth, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":759830140,"underlying":19.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.35,"straddle_ask":1.95,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":5.873,"atm_iv":23.95,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LU","name":"Lufax Holding Ltd","report_date":"2026-10-27","timing":"AMC","market_cap":741972350,"underlying":0.8321,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.0,"straddle_ask":1.05,"straddle_mid":0.525,"em_dollar":0.525,"em_pct":63.093,"atm_iv":459.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DQ","name":"DAQO New Energy Corp.","report_date":"2026-10-27","timing":"BMO","market_cap":698314560,"underlying":10.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.05,"straddle_ask":2.2,"straddle_mid":1.625,"em_dollar":1.625,"em_pct":15.807,"atm_iv":69.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WVE","name":"Wave Life Sciences, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":674519940,"underlying":3.3901,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":3.5,"straddle_bid":0.15,"straddle_ask":5.95,"straddle_mid":3.05,"em_dollar":3.05,"em_pct":89.968,"atm_iv":433.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KIDS","name":"OrthoPediatrics Corp.","report_date":"2026-10-27","timing":"AMC","market_cap":613580030,"underlying":23.84,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.1,"straddle_ask":9.9,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":20.973,"atm_iv":88.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DBVT","name":"DBV Technologies S.A.","report_date":"2026-10-27","timing":"UNK","market_cap":561332610,"underlying":9.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":10.0,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":51.335,"atm_iv":226.1,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CWH","name":"Camping World Holdings, Inc.","report_date":"2026-10-27","timing":"UNK","market_cap":466893024,"underlying":4.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.7,"straddle_ask":1.0,"straddle_mid":0.85,"em_dollar":0.85,"em_pct":19.54,"atm_iv":83.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LXFR","name":"Luxfer Holdings PLC","report_date":"2026-10-27","timing":"UNK","market_cap":462667264,"underlying":17.27,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.0,"straddle_ask":5.0,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":14.476,"atm_iv":61.91,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BRSP","name":"BrightSpire Capital, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":454221792,"underlying":3.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.75,"straddle_ask":1.55,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":31.421,"atm_iv":91.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ORN","name":"Orion Group Holdings, Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":352309024,"underlying":8.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.6,"straddle_ask":4.65,"straddle_mid":2.625,"em_dollar":2.625,"em_pct":30.312,"atm_iv":133.2,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NAUT","name":"Nautilus Biotechnology, Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":324500832,"underlying":2.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.65,"straddle_ask":0.9,"straddle_mid":0.775,"em_dollar":0.775,"em_pct":29.026,"atm_iv":126.49,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SNDL","name":"SNDL Inc.","report_date":"2026-10-27","timing":"BMO","market_cap":312014784,"underlying":1.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.1,"straddle_ask":0.35,"straddle_mid":0.225,"em_dollar":0.225,"em_pct":17.578,"atm_iv":58.81,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HRZN","name":"Horizon Technology Finance Corporation","report_date":"2026-10-27","timing":"UNK","market_cap":274839040,"underlying":4.0405,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.3,"straddle_ask":1.6,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":23.512,"atm_iv":52.86,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WNEB","name":"Western New England Bancorp, Inc.","report_date":"2026-10-27","timing":"UNK","market_cap":271220640,"underlying":13.53,"quote_time":"2026-10-20T15:59:54","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.0,"straddle_ask":4.3,"straddle_mid":2.15,"em_dollar":2.15,"em_pct":15.891,"atm_iv":64.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RBBN","name":"Ribbon Communications Inc. ","report_date":"2026-10-27","timing":"AMC","market_cap":252140928,"underlying":1.37,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.75,"straddle_ask":1.55,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":83.942,"atm_iv":171.8,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SEVN","name":"Seven Hills Realty Trust ","report_date":"2026-10-27","timing":"AMC","market_cap":138884992,"underlying":6.07,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.75,"straddle_ask":1.9,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":21.829,"atm_iv":70.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RVSB","name":"Riverview Bancorp Inc","report_date":"2026-10-27","timing":"UNK","market_cap":121366888,"underlying":6.02,"quote_time":"2026-10-21T15:59:45","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.0,"straddle_ask":1.85,"straddle_mid":0.925,"em_dollar":0.925,"em_pct":15.365,"atm_iv":67.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BOOM","name":"DMC Global Inc.","report_date":"2026-10-27","timing":"AMC","market_cap":110304896,"underlying":5.46,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.4,"straddle_ask":1.5,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":17.399,"atm_iv":70.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LUNG","name":"Pulmonx Corporation","report_date":"2026-10-27","timing":"AMC","market_cap":78165848,"underlying":1.83,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.35,"straddle_ask":1.55,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":51.913,"atm_iv":157.01,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TZOO","name":"Travelzoo","report_date":"2026-10-27","timing":"UNK","market_cap":52542036,"underlying":5.15,"quote_time":"2026-10-20T15:59:46","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.75,"straddle_ask":1.35,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":20.388,"atm_iv":87.46,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSP","name":"Franklin Street Properties Corp.","report_date":"2026-10-27","timing":"UNK","market_cap":40314936,"underlying":0.4183,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":1.5,"straddle_ask":3.3,"straddle_mid":2.4,"em_dollar":2.4,"em_pct":573.751,"atm_iv":null,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GOOG","name":"Alphabet Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4161563260000,"underlying":329.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":330.0,"straddle_bid":19.95,"straddle_ask":20.65,"straddle_mid":20.3,"em_dollar":20.3,"em_pct":6.168,"atm_iv":48.71,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GOOGL","name":"Alphabet Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4161563260000,"underlying":333.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":332.5,"straddle_bid":20.2,"straddle_ask":21.05,"straddle_mid":20.625,"em_dollar":20.625,"em_pct":6.192,"atm_iv":48.98,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSFT","name":"Microsoft Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":3949424800000,"underlying":530.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":530.0,"straddle_bid":28.6,"straddle_ask":29.6,"straddle_mid":29.1,"em_dollar":29.1,"em_pct":5.487,"atm_iv":43.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GEV","name":"GE Vernova Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":237124780000,"underlying":915.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":915.0,"straddle_bid":69.8,"straddle_ask":78.4,"straddle_mid":74.1,"em_dollar":74.1,"em_pct":8.098,"atm_iv":63.63,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KLAC","name":"KLA Corporation ","report_date":"2026-10-28","timing":"AMC","market_cap":211071746000,"underlying":158.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":157.5,"straddle_bid":13.4,"straddle_ask":19.0,"straddle_mid":16.2,"em_dollar":16.2,"em_pct":10.214,"atm_iv":76.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APH","name":"Amphenol Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":195600499000,"underlying":78.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":77.5,"straddle_bid":8.3,"straddle_ask":9.6,"straddle_mid":8.95,"em_dollar":8.95,"em_pct":11.401,"atm_iv":49.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TMUS","name":"T-Mobile US, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":169213952000,"underlying":153.9999,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":155.0,"straddle_bid":8.4,"straddle_ask":9.8,"straddle_mid":9.1,"em_dollar":9.1,"em_pct":5.909,"atm_iv":46.65,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NOW","name":"ServiceNow, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":154624360000,"underlying":152.6,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":152.5,"straddle_bid":16.7,"straddle_ask":17.0,"straddle_mid":16.85,"em_dollar":16.85,"em_pct":11.042,"atm_iv":87.74,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UBS","name":"UBS AG","report_date":"2026-10-28","timing":"BMO","market_cap":146575245000,"underlying":47.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":47.5,"straddle_bid":3.25,"straddle_ask":3.75,"straddle_mid":3.5,"em_dollar":3.5,"em_pct":7.302,"atm_iv":31.74,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BBVA","name":"Banco Bilbao Vizcaya Argentaria S.A.","report_date":"2026-10-28","timing":"AMC","market_cap":144496787000,"underlying":25.79,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.0,"straddle_ask":5.15,"straddle_mid":3.075,"em_dollar":3.075,"em_pct":11.923,"atm_iv":51.52,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTNT","name":"Fortinet, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":125413671000,"underlying":173.55,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":172.5,"straddle_bid":17.95,"straddle_ask":23.05,"straddle_mid":20.5,"em_dollar":20.5,"em_pct":11.812,"atm_iv":94.03,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PSX","name":"Phillips 66","report_date":"2026-10-28","timing":"BMO","market_cap":116127056000,"underlying":291.0,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":290.0,"straddle_bid":16.4,"straddle_ask":20.1,"straddle_mid":18.25,"em_dollar":18.25,"em_pct":6.271,"atm_iv":50.08,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADP","name":"Automatic Data Processing, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":116002644000,"underlying":294.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":295.0,"straddle_bid":12.0,"straddle_ask":18.9,"straddle_mid":15.45,"em_dollar":15.45,"em_pct":5.25,"atm_iv":41.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GSK","name":"GSK plc","report_date":"2026-10-28","timing":"BMO","market_cap":99876905000,"underlying":50.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":50.0,"straddle_bid":1.3,"straddle_ask":4.0,"straddle_mid":2.65,"em_dollar":2.65,"em_pct":5.298,"atm_iv":42.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EQIX","name":"Equinix, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":97432371000,"underlying":993.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":990.0,"straddle_bid":75.6,"straddle_ask":91.1,"straddle_mid":83.35,"em_dollar":83.35,"em_pct":8.391,"atm_iv":36.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AEM","name":"Agnico Eagle Mines Limited","report_date":"2026-10-28","timing":"AMC","market_cap":94210130000,"underlying":187.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":187.5,"straddle_bid":10.1,"straddle_ask":12.4,"straddle_mid":11.25,"em_dollar":11.25,"em_pct":6.004,"atm_iv":47.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VRT","name":"Vertiv Holdings, LLC","report_date":"2026-10-28","timing":"BMO","market_cap":78368195000,"underlying":213.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":212.5,"straddle_bid":22.15,"straddle_ask":24.85,"straddle_mid":23.5,"em_dollar":23.5,"em_pct":11.033,"atm_iv":88.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CP","name":"Canadian Pacific Kansas City Limited","report_date":"2026-10-28","timing":"AMC","market_cap":77624459000,"underlying":88.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":87.5,"straddle_bid":2.2,"straddle_ask":7.7,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":5.619,"atm_iv":24.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ORLY","name":"O'Reilly Automotive, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":72822653000,"underlying":89.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":5.15,"straddle_ask":8.1,"straddle_mid":6.625,"em_dollar":6.625,"em_pct":7.431,"atm_iv":32.17,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FDX","name":"FedEx Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":70707659000,"underlying":298.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":297.5,"straddle_bid":19.85,"straddle_ask":23.5,"straddle_mid":21.675,"em_dollar":21.675,"em_pct":7.268,"atm_iv":57.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AEP","name":"American Electric Power Company, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":69258232000,"underlying":127.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":5.95,"straddle_ask":6.9,"straddle_mid":6.425,"em_dollar":6.425,"em_pct":5.044,"atm_iv":20.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVNA","name":"Carvana Co.","report_date":"2026-10-28","timing":"AMC","market_cap":66313945000,"underlying":59.11,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":59.0,"straddle_bid":7.7,"straddle_ask":8.45,"straddle_mid":8.075,"em_dollar":8.075,"em_pct":13.661,"atm_iv":108.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BSX","name":"Boston Scientific Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":66055881000,"underlying":44.6,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":44.5,"straddle_bid":3.5,"straddle_ask":4.4,"straddle_mid":3.95,"em_dollar":3.95,"em_pct":8.857,"atm_iv":70.69,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AON","name":"Aon plc","report_date":"2026-10-28","timing":"BMO","market_cap":62939738000,"underlying":294.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":290.0,"straddle_bid":21.4,"straddle_ask":25.0,"straddle_mid":23.2,"em_dollar":23.2,"em_pct":7.882,"atm_iv":34.2,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TEL","name":"TE Connectivity plc","report_date":"2026-10-28","timing":"BMO","market_cap":61857395000,"underlying":214.09,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":17.9,"straddle_ask":23.9,"straddle_mid":20.9,"em_dollar":20.9,"em_pct":9.762,"atm_iv":42.08,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GRMN","name":"Garmin Ltd.","report_date":"2026-10-28","timing":"BMO","market_cap":55994733000,"underlying":291.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":290.0,"straddle_bid":26.9,"straddle_ask":31.7,"straddle_mid":29.3,"em_dollar":29.3,"em_pct":10.064,"atm_iv":43.97,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EBAY","name":"eBay Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":53929550000,"underlying":122.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":122.0,"straddle_bid":6.9,"straddle_ask":11.15,"straddle_mid":9.025,"em_dollar":9.025,"em_pct":7.398,"atm_iv":58.45,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HONA","name":"Honeywell Aerospace Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":50680742000,"underlying":162.005,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":160.0,"straddle_bid":15.6,"straddle_ask":20.1,"straddle_mid":17.85,"em_dollar":17.85,"em_pct":11.018,"atm_iv":48.1,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UMC","name":"United Microelectronics Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":49521807000,"underlying":19.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":2.55,"straddle_ask":2.95,"straddle_mid":2.75,"em_dollar":2.75,"em_pct":13.875,"atm_iv":60.38,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"F","name":"Ford Motor Company","report_date":"2026-10-28","timing":"AMC","market_cap":47588434000,"underlying":11.8801,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":12.0,"straddle_bid":0.76,"straddle_ask":0.81,"straddle_mid":0.785,"em_dollar":0.785,"em_pct":6.608,"atm_iv":51.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FMX","name":"Fomento Economico Mexicano S.A.B. de C.V.","report_date":"2026-10-28","timing":"BMO","market_cap":43985383000,"underlying":127.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":3.65,"straddle_ask":12.5,"straddle_mid":8.075,"em_dollar":8.075,"em_pct":6.31,"atm_iv":27.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ODFL","name":"Old Dominion Freight Line, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":39051473000,"underlying":189.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":190.0,"straddle_bid":14.8,"straddle_ask":19.2,"straddle_mid":17.0,"em_dollar":17.0,"em_pct":8.98,"atm_iv":39.12,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMG","name":"Chipotle Mexican Grill, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":37519643000,"underlying":28.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":28.0,"straddle_bid":2.24,"straddle_ask":2.32,"straddle_mid":2.28,"em_dollar":2.28,"em_pct":8.114,"atm_iv":64.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BIIB","name":"Biogen Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":35918995000,"underlying":240.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":240.0,"straddle_bid":11.9,"straddle_ask":19.4,"straddle_mid":15.65,"em_dollar":15.65,"em_pct":6.494,"atm_iv":51.69,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FLEX","name":"Flex Ltd.","report_date":"2026-10-28","timing":"BMO","market_cap":32324094000,"underlying":85.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":13.2,"straddle_ask":18.8,"straddle_mid":16.0,"em_dollar":16.0,"em_pct":18.824,"atm_iv":81.35,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GEHC","name":"GE HealthCare Technologies Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":31721924600,"underlying":68.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":68.0,"straddle_bid":3.8,"straddle_ask":6.7,"straddle_mid":5.25,"em_dollar":5.25,"em_pct":7.721,"atm_iv":60.24,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RJF","name":"Raymond James Financial, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":29868003300,"underlying":155.69,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":7.15,"straddle_ask":13.2,"straddle_mid":10.175,"em_dollar":10.175,"em_pct":6.535,"atm_iv":28.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KGC","name":"Kinross Gold Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":28137898000,"underlying":23.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":23.5,"straddle_bid":1.25,"straddle_ask":2.39,"straddle_mid":1.82,"em_dollar":1.82,"em_pct":7.663,"atm_iv":60.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OTIS","name":"Otis Worldwide Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":27434840100,"underlying":72.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":72.5,"straddle_bid":2.95,"straddle_ask":6.6,"straddle_mid":4.775,"em_dollar":4.775,"em_pct":6.6,"atm_iv":27.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AWK","name":"American Water Works","report_date":"2026-10-28","timing":"AMC","market_cap":26985408500,"underlying":134.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":6.4,"straddle_ask":8.1,"straddle_mid":7.25,"em_dollar":7.25,"em_pct":5.38,"atm_iv":22.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NMR","name":"Nomura Holdings Inc ADR","report_date":"2026-10-28","timing":"BMO","market_cap":26489208800,"underlying":9.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.55,"straddle_ask":1.5,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":11.117,"atm_iv":36.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LH","name":"Labcorp Holdings Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":26205843500,"underlying":323.75,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":320.0,"straddle_bid":20.5,"straddle_ask":26.7,"straddle_mid":23.6,"em_dollar":23.6,"em_pct":7.29,"atm_iv":31.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VICI","name":"VICI Properties Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":25732182000,"underlying":23.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":1.05,"straddle_ask":1.3,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":5.045,"atm_iv":19.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARXS","name":"Arxis, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":22457839600,"underlying":51.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":7.75,"straddle_ask":10.3,"straddle_mid":9.025,"em_dollar":9.025,"em_pct":17.443,"atm_iv":76.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AER","name":"AerCap Holdings N.V.","report_date":"2026-10-28","timing":"BMO","market_cap":22302789600,"underlying":147.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":8.6,"straddle_ask":11.2,"straddle_mid":9.9,"em_dollar":9.9,"em_pct":6.695,"atm_iv":28.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DINO","name":"HF Sinclair Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":22278094800,"underlying":127.56,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":15.8,"straddle_ask":17.5,"straddle_mid":16.65,"em_dollar":16.65,"em_pct":13.053,"atm_iv":55.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMRZ","name":"Amrize Ltd","report_date":"2026-10-28","timing":"AMC","market_cap":21237123100,"underlying":38.8,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.85,"straddle_ask":4.8,"straddle_mid":3.825,"em_dollar":3.825,"em_pct":9.858,"atm_iv":41.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NI","name":"NiSource, Inc","report_date":"2026-10-28","timing":"BMO","market_cap":20505989100,"underlying":42.99,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.0,"straddle_ask":3.55,"straddle_mid":2.775,"em_dollar":2.775,"em_pct":6.455,"atm_iv":22.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GFL","name":"GFL Environmental Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":19306119200,"underlying":43.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":43.5,"straddle_bid":3.1,"straddle_ask":8.0,"straddle_mid":5.55,"em_dollar":5.55,"em_pct":12.735,"atm_iv":101.31,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IP","name":"International Paper Company","report_date":"2026-10-28","timing":"BMO","market_cap":17841209300,"underlying":33.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":34.0,"straddle_bid":2.1,"straddle_ask":2.85,"straddle_mid":2.475,"em_dollar":2.475,"em_pct":7.36,"atm_iv":57.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTV","name":"Fortive Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":17625714700,"underlying":58.64,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":2.85,"straddle_ask":5.15,"straddle_mid":4.0,"em_dollar":4.0,"em_pct":6.821,"atm_iv":28.37,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IEX","name":"IDEX Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":17188530200,"underlying":235.43,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":12.5,"straddle_ask":20.0,"straddle_mid":16.25,"em_dollar":16.25,"em_pct":6.902,"atm_iv":29.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLH","name":"Clean Harbors, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":16695551000,"underlying":319.26,"quote_time":"2026-10-21T15:59:45","expiry":"2026-11-20","atm_strike":320.0,"straddle_bid":22.4,"straddle_ask":29.4,"straddle_mid":25.9,"em_dollar":25.9,"em_pct":8.113,"atm_iv":35.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHRW","name":"C.H. Robinson Worldwide, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":16425781200,"underlying":140.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":13.0,"straddle_ask":18.3,"straddle_mid":15.65,"em_dollar":15.65,"em_pct":11.103,"atm_iv":48.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INVH","name":"Invitation Homes Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":15946826800,"underlying":26.81,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":27.5,"straddle_bid":1.25,"straddle_ask":2.1,"straddle_mid":1.675,"em_dollar":1.675,"em_pct":6.248,"atm_iv":25.7,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TYL","name":"Tyler Technologies, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":15445968900,"underlying":375.76,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":380.0,"straddle_bid":33.3,"straddle_ask":47.0,"straddle_mid":40.15,"em_dollar":40.15,"em_pct":10.685,"atm_iv":46.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EG","name":"Everest Group, Ltd.","report_date":"2026-10-28","timing":"AMC","market_cap":15075979300,"underlying":394.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":390.0,"straddle_bid":23.5,"straddle_ask":29.5,"straddle_mid":26.5,"em_dollar":26.5,"em_pct":6.713,"atm_iv":29.21,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAS","name":"Masco Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":14722013200,"underlying":74.56,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":5.05,"straddle_ask":9.2,"straddle_mid":7.125,"em_dollar":7.125,"em_pct":9.556,"atm_iv":41.58,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GEN","name":"Gen Digital Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":14413975600,"underlying":24.01,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":24.0,"straddle_bid":2.5,"straddle_ask":3.75,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":13.015,"atm_iv":56.94,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JLL","name":"Jones Lang LaSalle Incorporated","report_date":"2026-10-28","timing":"BMO","market_cap":14159999000,"underlying":306.05,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":310.0,"straddle_bid":25.4,"straddle_ask":31.2,"straddle_mid":28.3,"em_dollar":28.3,"em_pct":9.247,"atm_iv":39.97,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAA","name":"Mid-America Apartment Communities, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":13616336900,"underlying":117.68,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":4.55,"straddle_ask":8.1,"straddle_mid":6.325,"em_dollar":6.325,"em_pct":5.375,"atm_iv":22.36,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CSL","name":"Carlisle Companies Incorporated","report_date":"2026-10-28","timing":"AMC","market_cap":13494465500,"underlying":338.11,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":26.7,"straddle_ask":38.8,"straddle_mid":32.75,"em_dollar":32.75,"em_pct":9.686,"atm_iv":41.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AGI","name":"Alamos Gold Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":13325807600,"underlying":31.72,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":32.0,"straddle_bid":3.2,"straddle_ask":3.75,"straddle_mid":3.475,"em_dollar":3.475,"em_pct":10.955,"atm_iv":47.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STRL","name":"Sterling Infrastructure, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":12610116600,"underlying":412.96,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":410.0,"straddle_bid":70.7,"straddle_ask":84.7,"straddle_mid":77.7,"em_dollar":77.7,"em_pct":18.815,"atm_iv":82.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LII","name":"Lennox International, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":12572136400,"underlying":366.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":370.0,"straddle_bid":34.8,"straddle_ask":42.0,"straddle_mid":38.4,"em_dollar":38.4,"em_pct":10.481,"atm_iv":45.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STLA","name":"Stellantis N.V.","report_date":"2026-10-28","timing":"BMO","market_cap":12546102300,"underlying":4.2367,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":4.0,"straddle_bid":0.3,"straddle_ask":0.5,"straddle_mid":0.4,"em_dollar":0.4,"em_pct":9.441,"atm_iv":68.94,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EHC","name":"Encompass Health Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":12003157000,"underlying":120.47,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":10.0,"straddle_ask":12.2,"straddle_mid":11.1,"em_dollar":11.1,"em_pct":9.214,"atm_iv":40.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NXT","name":"Nextpower Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":11991184400,"underlying":81.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":13.8,"straddle_ask":15.5,"straddle_mid":14.65,"em_dollar":14.65,"em_pct":17.91,"atm_iv":78.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AR","name":"Antero Resources Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":11937856500,"underlying":38.51,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":38.5,"straddle_bid":2.0,"straddle_ask":2.7,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":6.102,"atm_iv":48.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNRC","name":"Generac Holdings Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":11482638300,"underlying":203.14,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":202.5,"straddle_bid":19.3,"straddle_ask":25.4,"straddle_mid":22.35,"em_dollar":22.35,"em_pct":11.002,"atm_iv":87.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AVTR","name":"Avantor, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":11241083900,"underlying":17.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.0,"straddle_bid":2.1,"straddle_ask":2.95,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":14.629,"atm_iv":64.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SCI","name":"Service Corporation International","report_date":"2026-10-28","timing":"AMC","market_cap":11230121000,"underlying":81.16,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":3.55,"straddle_ask":6.6,"straddle_mid":5.075,"em_dollar":5.075,"em_pct":6.253,"atm_iv":26.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALGN","name":"Align Technology, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":10691142700,"underlying":151.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":152.5,"straddle_bid":14.0,"straddle_ask":20.6,"straddle_mid":17.3,"em_dollar":17.3,"em_pct":11.424,"atm_iv":90.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GKOS","name":"Glaukos Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":10229583900,"underlying":176.85,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":27.4,"straddle_ask":30.4,"straddle_mid":28.9,"em_dollar":28.9,"em_pct":16.342,"atm_iv":71.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AUR","name":"Aurora Innovation, Inc. ","report_date":"2026-10-28","timing":"AMC","market_cap":10040817700,"underlying":5.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":5.0,"straddle_bid":0.4,"straddle_ask":0.85,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":12.475,"atm_iv":99.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MUSA","name":"Murphy USA Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":9882009600,"underlying":536.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":540.0,"straddle_bid":44.0,"straddle_ask":54.8,"straddle_mid":49.4,"em_dollar":49.4,"em_pct":9.207,"atm_iv":40.08,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OGE","name":"OGE Energy Corp","report_date":"2026-10-28","timing":"BMO","market_cap":9820874800,"underlying":47.95,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.55,"straddle_ask":4.9,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":5.683,"atm_iv":20.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AM","name":"Antero Midstream Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":9764043800,"underlying":20.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":21.0,"straddle_bid":0.9,"straddle_ask":1.6,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":6.024,"atm_iv":25.12,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LFUS","name":"Littelfuse, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":9743721500,"underlying":389.65,"quote_time":"2026-10-21T15:59:47","expiry":"2026-11-20","atm_strike":390.0,"straddle_bid":40.8,"straddle_ask":48.5,"straddle_mid":44.65,"em_dollar":44.65,"em_pct":11.459,"atm_iv":49.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EVR","name":"Evercore Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":9695205400,"underlying":252.01,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":250.0,"straddle_bid":23.0,"straddle_ask":27.3,"straddle_mid":25.15,"em_dollar":25.15,"em_pct":9.98,"atm_iv":43.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EDU","name":"New Oriental Education & Technology Group, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":9480058900,"underlying":59.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":5.45,"straddle_ask":7.8,"straddle_mid":6.625,"em_dollar":6.625,"em_pct":11.134,"atm_iv":47.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EGO","name":"Eldorado Gold Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":9158847500,"underlying":34.96,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.15,"straddle_ask":4.95,"straddle_mid":4.05,"em_dollar":4.05,"em_pct":11.585,"atm_iv":50.49,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLI","name":"Houlihan Lokey, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":9108308000,"underlying":128.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":9.4,"straddle_ask":15.1,"straddle_mid":12.25,"em_dollar":12.25,"em_pct":9.541,"atm_iv":41.33,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FLS","name":"Flowserve Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":8888996900,"underlying":71.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":5.8,"straddle_ask":10.5,"straddle_mid":8.15,"em_dollar":8.15,"em_pct":11.384,"atm_iv":49.96,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FORM","name":"FormFactor, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":8413602300,"underlying":111.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":19.9,"straddle_ask":22.2,"straddle_mid":21.05,"em_dollar":21.05,"em_pct":18.964,"atm_iv":82.71,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PB","name":"Prosperity Bancshares, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":8202064400,"underlying":68.12,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":1.9,"straddle_ask":8.0,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":7.267,"atm_iv":30.09,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EAT","name":"Brinker International, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":8181085200,"underlying":188.06,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":190.0,"straddle_bid":22.8,"straddle_ask":27.2,"straddle_mid":25.0,"em_dollar":25.0,"em_pct":13.294,"atm_iv":58.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NEU","name":"NewMarket Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":8090078200,"underlying":884.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":885.0,"straddle_bid":54.2,"straddle_ask":72.0,"straddle_mid":63.1,"em_dollar":63.1,"em_pct":7.13,"atm_iv":31.04,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"THG","name":"The Hanover Insurance Group, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":8077246500,"underlying":231.93,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":230.0,"straddle_bid":7.5,"straddle_ask":16.5,"straddle_mid":12.0,"em_dollar":12.0,"em_pct":5.174,"atm_iv":22.4,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ETSY","name":"Etsy, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":8022642700,"underlying":87.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":87.0,"straddle_bid":9.55,"straddle_ask":11.2,"straddle_mid":10.375,"em_dollar":10.375,"em_pct":11.894,"atm_iv":94.97,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MORN","name":"Morningstar, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":7943874000,"underlying":213.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":18.0,"straddle_ask":26.9,"straddle_mid":22.45,"em_dollar":22.45,"em_pct":10.501,"atm_iv":45.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VIST","name":"Vista Energy S.A.B. de C.V.","report_date":"2026-10-28","timing":"AMC","market_cap":7865687600,"underlying":70.66,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":6.7,"straddle_ask":10.0,"straddle_mid":8.35,"em_dollar":8.35,"em_pct":11.817,"atm_iv":50.6,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MGM","name":"MGM Resorts International","report_date":"2026-10-28","timing":"AMC","market_cap":7465539100,"underlying":28.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":29.0,"straddle_bid":2.65,"straddle_ask":3.0,"straddle_mid":2.825,"em_dollar":2.825,"em_pct":9.809,"atm_iv":42.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXS","name":"Axis Capital Holdings Limited","report_date":"2026-10-28","timing":"AMC","market_cap":7334574100,"underlying":100.57,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":5.15,"straddle_ask":8.2,"straddle_mid":6.675,"em_dollar":6.675,"em_pct":6.637,"atm_iv":29.03,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SIMO","name":"Silicon Motion Technology Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":7246189600,"underlying":222.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":43.1,"straddle_ask":52.1,"straddle_mid":47.6,"em_dollar":47.6,"em_pct":21.441,"atm_iv":94.53,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KEX","name":"Kirby Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":7191887900,"underlying":137.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":11.2,"straddle_ask":14.9,"straddle_mid":13.05,"em_dollar":13.05,"em_pct":9.509,"atm_iv":40.72,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VFC","name":"V.F. Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":6864129500,"underlying":17.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":17.0,"straddle_bid":1.5,"straddle_ask":1.97,"straddle_mid":1.735,"em_dollar":1.735,"em_pct":10.117,"atm_iv":80.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PPC","name":"Pilgrim's Pride Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":6719422500,"underlying":27.75,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":28.0,"straddle_bid":0.0,"straddle_ask":6.3,"straddle_mid":3.15,"em_dollar":3.15,"em_pct":11.351,"atm_iv":49.17,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WEX","name":"WEX Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":6309187600,"underlying":187.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":190.0,"straddle_bid":17.8,"straddle_ask":22.1,"straddle_mid":19.95,"em_dollar":19.95,"em_pct":10.638,"atm_iv":46.1,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PLXS","name":"Plexus Corp.","report_date":"2026-10-28","timing":"AMC","market_cap":6301622300,"underlying":238.71,"quote_time":"2026-10-21T15:59:45","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":19.3,"straddle_ask":28.8,"straddle_mid":24.05,"em_dollar":24.05,"em_pct":10.075,"atm_iv":43.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BLCO","name":"Bausch + Lomb Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":6046807600,"underlying":17.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.0,"straddle_bid":1.6,"straddle_ask":2.45,"straddle_mid":2.025,"em_dollar":2.025,"em_pct":11.787,"atm_iv":51.98,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SFM","name":"Sprouts Farmers Market, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":6034986500,"underlying":65.51,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":5.2,"straddle_ask":10.9,"straddle_mid":8.05,"em_dollar":8.05,"em_pct":12.288,"atm_iv":53.69,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TEX","name":"Terex Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":6016752100,"underlying":53.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":5.65,"straddle_ask":7.25,"straddle_mid":6.45,"em_dollar":6.45,"em_pct":12.154,"atm_iv":50.76,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHDN","name":"Churchill Downs, Incorporated","report_date":"2026-10-28","timing":"AMC","market_cap":5786862600,"underlying":82.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":6.25,"straddle_ask":9.1,"straddle_mid":7.675,"em_dollar":7.675,"em_pct":9.27,"atm_iv":39.05,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JMKE","name":"Jersey Mike's Subs Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":5660325400,"underlying":17.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.0,"straddle_ask":2.8,"straddle_mid":2.4,"em_dollar":2.4,"em_pct":13.575,"atm_iv":59.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PI","name":"Impinj, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":5433796600,"underlying":178.82,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":29.9,"straddle_ask":37.7,"straddle_mid":33.8,"em_dollar":33.8,"em_pct":18.902,"atm_iv":82.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WHD","name":"Cactus, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":5007204400,"underlying":64.17,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":5.35,"straddle_ask":5.85,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":8.727,"atm_iv":37.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHEF","name":"The Chefs' Warehouse, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":4819636200,"underlying":110.1,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":8.1,"straddle_ask":15.0,"straddle_mid":11.55,"em_dollar":11.55,"em_pct":10.49,"atm_iv":45.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PSN","name":"Parsons Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":4768860700,"underlying":45.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.4,"straddle_ask":8.1,"straddle_mid":6.25,"em_dollar":6.25,"em_pct":13.767,"atm_iv":60.37,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PTEN","name":"Patterson-UTI Energy, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4435506200,"underlying":11.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.0,"straddle_bid":1.3,"straddle_ask":1.7,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":12.766,"atm_iv":54.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FELE","name":"Franklin Electric Co., Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":4429546500,"underlying":101.24,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":3.0,"straddle_ask":12.5,"straddle_mid":7.75,"em_dollar":7.75,"em_pct":7.655,"atm_iv":33.42,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UFPI","name":"UFP Industries, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4403542000,"underlying":79.99,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":1.65,"straddle_ask":10.0,"straddle_mid":5.825,"em_dollar":5.825,"em_pct":7.282,"atm_iv":31.69,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TENB","name":"Tenable Holdings, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4293256450,"underlying":40.27,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":5.1,"straddle_ask":7.9,"straddle_mid":6.5,"em_dollar":6.5,"em_pct":16.141,"atm_iv":69.93,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MYRG","name":"MYR Group, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4278429950,"underlying":275.21,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":280.0,"straddle_bid":25.3,"straddle_ask":52.6,"straddle_mid":38.95,"em_dollar":38.95,"em_pct":14.153,"atm_iv":61.35,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EPR","name":"EPR Properties","report_date":"2026-10-28","timing":"AMC","market_cap":4241836030,"underlying":54.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":2.5,"straddle_ask":4.1,"straddle_mid":3.3,"em_dollar":3.3,"em_pct":6.051,"atm_iv":25.83,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SITE","name":"SiteOne Landscape Supply, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":4216237570,"underlying":97.45,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":10.3,"straddle_ask":15.2,"straddle_mid":12.75,"em_dollar":12.75,"em_pct":13.084,"atm_iv":57.28,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RSI","name":"Rush Street Interactive, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4134836740,"underlying":17.84,"quote_time":"2026-10-20T15:59:57","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.4,"straddle_ask":3.05,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":15.275,"atm_iv":65.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QTWO","name":"Q2 Holdings, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":4112915710,"underlying":66.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":7.1,"straddle_ask":9.3,"straddle_mid":8.2,"em_dollar":8.2,"em_pct":12.348,"atm_iv":53.64,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTH","name":"Meritage Homes Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":3925435650,"underlying":59.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":5.6,"straddle_ask":6.9,"straddle_mid":6.25,"em_dollar":6.25,"em_pct":10.593,"atm_iv":45.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OLED","name":"Universal Display Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":3773417470,"underlying":84.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":9.4,"straddle_ask":12.0,"straddle_mid":10.7,"em_dollar":10.7,"em_pct":12.643,"atm_iv":55.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WING","name":"Wingstop Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":3549976060,"underlying":120.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":15.5,"straddle_ask":24.6,"straddle_mid":20.05,"em_dollar":20.05,"em_pct":16.708,"atm_iv":72.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CSTM","name":"Constellium SE","report_date":"2026-10-28","timing":"BMO","market_cap":3491194370,"underlying":25.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":26.0,"straddle_bid":2.5,"straddle_ask":3.35,"straddle_mid":2.925,"em_dollar":2.925,"em_pct":11.435,"atm_iv":49.39,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BNL","name":"Broadstone Net Lease, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":3408019200,"underlying":17.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.4,"straddle_ask":2.7,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":8.996,"atm_iv":38.47,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VKTX","name":"Viking Therapeutics, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":3357143810,"underlying":26.38,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":26.5,"straddle_bid":1.9,"straddle_ask":2.66,"straddle_mid":2.28,"em_dollar":2.28,"em_pct":8.643,"atm_iv":68.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCHB","name":"Mechanics Bancorp","report_date":"2026-10-28","timing":"AMC","market_cap":3216556030,"underlying":14.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.45,"straddle_ask":6.4,"straddle_mid":3.425,"em_dollar":3.425,"em_pct":23.411,"atm_iv":101.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DAN","name":"Dana Incorporated","report_date":"2026-10-28","timing":"BMO","market_cap":3140163330,"underlying":29.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":29.0,"straddle_bid":1.5,"straddle_ask":7.4,"straddle_mid":4.45,"em_dollar":4.45,"em_pct":15.318,"atm_iv":67.32,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PFS","name":"Provident Financial Services, Inc","report_date":"2026-10-28","timing":"AMC","market_cap":2938421500,"underlying":22.54,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.0,"straddle_ask":9.8,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":21.739,"atm_iv":94.86,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXTR","name":"Extreme Networks, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":2936832770,"underlying":22.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.0,"straddle_bid":2.05,"straddle_ask":4.5,"straddle_mid":3.275,"em_dollar":3.275,"em_pct":14.627,"atm_iv":63.62,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPI","name":"Group 1 Automotive, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":2897339140,"underlying":224.85,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":22.2,"straddle_ask":36.0,"straddle_mid":29.1,"em_dollar":29.1,"em_pct":12.942,"atm_iv":55.77,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TR","name":"Tootsie Roll Industries, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":2770143740,"underlying":36.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":1.1,"straddle_ask":4.25,"straddle_mid":2.675,"em_dollar":2.675,"em_pct":7.349,"atm_iv":36.34,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MGRC","name":"McGrath RentCorp","report_date":"2026-10-28","timing":"AMC","market_cap":2736407040,"underlying":114.27,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":0.0,"straddle_ask":40.0,"straddle_mid":20.0,"em_dollar":20.0,"em_pct":17.502,"atm_iv":76.46,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TOWN","name":"Towne Bank","report_date":"2026-10-28","timing":"UNK","market_cap":2672046590,"underlying":35.82,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.4,"straddle_ask":7.2,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":12.004,"atm_iv":52.49,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GRBK","name":"Green Brick Partners, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2666233090,"underlying":60.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":3.6,"straddle_ask":8.4,"straddle_mid":6.0,"em_dollar":6.0,"em_pct":9.888,"atm_iv":42.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HAYW","name":"Hayward Holdings, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":2562404610,"underlying":12.06,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.0,"straddle_bid":0.7,"straddle_ask":1.5,"straddle_mid":1.1,"em_dollar":1.1,"em_pct":9.121,"atm_iv":40.14,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FBNC","name":"First Bancorp","report_date":"2026-10-28","timing":"UNK","market_cap":2548950780,"underlying":61.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":1.05,"straddle_ask":9.8,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":8.864,"atm_iv":38.68,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BHE","name":"Benchmark Electronics, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2529840900,"underlying":71.25,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":6.4,"straddle_ask":12.3,"straddle_mid":9.35,"em_dollar":9.35,"em_pct":13.123,"atm_iv":57.08,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COHU","name":"Cohu, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2496628990,"underlying":55.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":8.6,"straddle_ask":13.0,"straddle_mid":10.8,"em_dollar":10.8,"em_pct":19.53,"atm_iv":85.74,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BELFB","name":"Bel Fuse Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2479253500,"underlying":220.55,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":23.0,"straddle_ask":41.6,"straddle_mid":32.3,"em_dollar":32.3,"em_pct":14.645,"atm_iv":64.11,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UE","name":"Urban Edge Properties","report_date":"2026-10-28","timing":"BMO","market_cap":2463029500,"underlying":19.11,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.45,"straddle_ask":2.4,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":7.457,"atm_iv":27.45,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BLKB","name":"Blackbaud, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":2431547390,"underlying":53.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":2.6,"straddle_ask":10.9,"straddle_mid":6.75,"em_dollar":6.75,"em_pct":12.575,"atm_iv":53.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BHC","name":"Bausch Health Companies Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2401019390,"underlying":6.45,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-30","atm_strike":6.5,"straddle_bid":0.3,"straddle_ask":0.85,"straddle_mid":0.575,"em_dollar":0.575,"em_pct":8.915,"atm_iv":89.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FCPT","name":"Four Corners Property Trust, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2399275010,"underlying":21.19,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.8,"straddle_ask":2.7,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":8.259,"atm_iv":30.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRCH","name":"Porch Group, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2396706560,"underlying":18.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":3.55,"straddle_ask":4.4,"straddle_mid":3.975,"em_dollar":3.975,"em_pct":21.211,"atm_iv":94.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PBI","name":"Pitney Bowes Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2381256960,"underlying":17.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.0,"straddle_bid":1.5,"straddle_ask":2.75,"straddle_mid":2.125,"em_dollar":2.125,"em_pct":12.213,"atm_iv":53.35,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DBD","name":"Diebold Nixdorf Incorporated","report_date":"2026-10-28","timing":"BMO","market_cap":2302936580,"underlying":68.16,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":4.3,"straddle_ask":10.0,"straddle_mid":7.15,"em_dollar":7.15,"em_pct":10.49,"atm_iv":44.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MBIN","name":"Merchants Bancorp","report_date":"2026-10-28","timing":"AMC","market_cap":2224321540,"underlying":47.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.6,"straddle_ask":9.7,"straddle_mid":5.15,"em_dollar":5.15,"em_pct":10.783,"atm_iv":43.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNXN","name":"PC Connection, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2185114620,"underlying":88.1,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":7.1,"straddle_ask":8.0,"straddle_mid":7.55,"em_dollar":7.55,"em_pct":8.57,"atm_iv":36.35,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NEO","name":"NeoGenomics, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":2135261820,"underlying":17.04,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":17.0,"straddle_bid":1.75,"straddle_ask":5.1,"straddle_mid":3.425,"em_dollar":3.425,"em_pct":20.1,"atm_iv":88.31,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXGN","name":"AxoGen, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":2122148610,"underlying":36.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":5.7,"straddle_ask":9.0,"straddle_mid":7.35,"em_dollar":7.35,"em_pct":20.148,"atm_iv":88.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARR","name":"ARMOUR Residential REIT, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":2118795010,"underlying":12.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":0.75,"straddle_ask":1.1,"straddle_mid":0.925,"em_dollar":0.925,"em_pct":7.227,"atm_iv":27.46,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHCO","name":"City Holding Company","report_date":"2026-10-28","timing":"UNK","market_cap":1995817220,"underlying":140.88,"quote_time":"2026-10-21T15:59:48","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":2.8,"straddle_ask":12.5,"straddle_mid":7.65,"em_dollar":7.65,"em_pct":5.43,"atm_iv":23.39,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMPR","name":"Cimpress PLC","report_date":"2026-10-28","timing":"AMC","market_cap":1961959040,"underlying":81.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":8.7,"straddle_ask":14.6,"straddle_mid":11.65,"em_dollar":11.65,"em_pct":14.383,"atm_iv":63.09,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EPAC","name":"Enerpac Tool Group Corp.","report_date":"2026-10-28","timing":"AMC","market_cap":1818454660,"underlying":35.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.0,"straddle_ask":9.5,"straddle_mid":5.25,"em_dollar":5.25,"em_pct":14.805,"atm_iv":65.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HOPE","name":"Hope Bancorp, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":1739843840,"underlying":13.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.0,"straddle_ask":6.4,"straddle_mid":3.2,"em_dollar":3.2,"em_pct":23.426,"atm_iv":102.94,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HAPN","name":"Happen, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":1682640770,"underlying":14.72,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.8,"straddle_ask":2.45,"straddle_mid":2.125,"em_dollar":2.125,"em_pct":14.436,"atm_iv":62.21,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EFOR","name":"Everforth, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":1605970050,"underlying":39.47,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":5.15,"straddle_ask":9.4,"straddle_mid":7.275,"em_dollar":7.275,"em_pct":18.432,"atm_iv":80.25,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CCS","name":"Century Communities, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":1577172990,"underlying":54.28,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":4.4,"straddle_ask":9.2,"straddle_mid":6.8,"em_dollar":6.8,"em_pct":12.528,"atm_iv":54.05,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALKT","name":"Alkami Technology, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":1567769470,"underlying":15.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.55,"straddle_ask":2.8,"straddle_mid":2.175,"em_dollar":2.175,"em_pct":14.404,"atm_iv":63.42,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RYZ","name":"Ryerson Holding Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":1444339460,"underlying":27.83,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.5,"straddle_ask":5.65,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":16.439,"atm_iv":61.13,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SCL","name":"Stepan Company","report_date":"2026-10-28","timing":"BMO","market_cap":1436469250,"underlying":63.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":2.4,"straddle_ask":10.3,"straddle_mid":6.35,"em_dollar":6.35,"em_pct":9.937,"atm_iv":42.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNMD","name":"CONMED Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":1425080320,"underlying":47.11,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.15,"straddle_ask":8.7,"straddle_mid":6.425,"em_dollar":6.425,"em_pct":13.638,"atm_iv":58.6,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DMC","name":"Del Monte Corporation","report_date":"2026-10-28","timing":"BMO","market_cap":1383270020,"underlying":27.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.1,"straddle_ask":3.65,"straddle_mid":2.875,"em_dollar":2.875,"em_pct":10.305,"atm_iv":33.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDWR","name":"Radware Ltd.","report_date":"2026-10-28","timing":"BMO","market_cap":1240651900,"underlying":30.28,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.4,"straddle_ask":6.15,"straddle_mid":3.775,"em_dollar":3.775,"em_pct":12.467,"atm_iv":54.6,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRG","name":"PROG Holdings, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":1231594110,"underlying":30.65,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.3,"straddle_ask":6.5,"straddle_mid":3.9,"em_dollar":3.9,"em_pct":12.724,"atm_iv":55.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UVSP","name":"Univest Financial Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":1153703550,"underlying":41.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.3,"straddle_ask":9.9,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":13.42,"atm_iv":57.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TDOC","name":"Teladoc Health, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":1128257790,"underlying":6.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":6.5,"straddle_bid":0.67,"straddle_ask":0.9,"straddle_mid":0.785,"em_dollar":0.785,"em_pct":12.46,"atm_iv":95.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ULCC","name":"Frontier Group Holdings, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":1128057220,"underlying":5.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.9,"straddle_ask":1.2,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":21.0,"atm_iv":91.75,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HRTG","name":"Heritage Insurance Holdings, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":1099504770,"underlying":37.08,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.65,"straddle_ask":8.8,"straddle_mid":5.725,"em_dollar":5.725,"em_pct":15.44,"atm_iv":67.01,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPF","name":"CPB Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":948020420,"underlying":36.86,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.2,"straddle_ask":9.8,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":13.565,"atm_iv":57.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NWPX","name":"NWPX Infrastructure, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":939338050,"underlying":99.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":5.4,"straddle_ask":14.2,"straddle_mid":9.8,"em_dollar":9.8,"em_pct":9.864,"atm_iv":42.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PUMP","name":"ProPetro Holding Corp.","report_date":"2026-10-28","timing":"BMO","market_cap":937146500,"underlying":7.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.15,"straddle_ask":1.75,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":18.807,"atm_iv":83.51,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EIG","name":"Employers Holdings Inc","report_date":"2026-10-28","timing":"AMC","market_cap":928558140,"underlying":51.7,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.5,"straddle_ask":8.9,"straddle_mid":4.7,"em_dollar":4.7,"em_pct":9.091,"atm_iv":37.54,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MPB","name":"Mid Penn Bancorp","report_date":"2026-10-28","timing":"UNK","market_cap":924988670,"underlying":36.3,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.7,"straddle_ask":8.3,"straddle_mid":4.5,"em_dollar":4.5,"em_pct":12.397,"atm_iv":52.84,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FMNB","name":"Farmers National Banc Corp.","report_date":"2026-10-28","timing":"UNK","market_cap":916559940,"underlying":15.31,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.0,"straddle_ask":2.05,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":6.695,"atm_iv":27.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HTB","name":"HomeTrust Bancshares, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":786749570,"underlying":47.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":1.2,"straddle_ask":10.0,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":11.824,"atm_iv":48.99,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALRS","name":"Alerus Financial Corporation","report_date":"2026-10-28","timing":"AMC","market_cap":785217090,"underlying":31.34,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.1,"straddle_ask":6.4,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":11.966,"atm_iv":49.75,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMBC","name":"Southern Missouri Bancorp, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":783594820,"underlying":70.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":0.3,"straddle_ask":9.9,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":7.244,"atm_iv":31.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LXU","name":"Lsb Industries Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":741574270,"underlying":10.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.05,"straddle_ask":1.95,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":14.549,"atm_iv":62.31,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAX","name":"MediaAlpha, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":722302270,"underlying":11.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.85,"straddle_ask":2.9,"straddle_mid":1.875,"em_dollar":1.875,"em_pct":16.276,"atm_iv":61.4,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADAM","name":"Adamas Trust, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":679994750,"underlying":7.4434,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.15,"straddle_ask":1.55,"straddle_mid":0.85,"em_dollar":0.85,"em_pct":11.42,"atm_iv":49.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MDXG","name":"MiMedx Group, Inc","report_date":"2026-10-28","timing":"AMC","market_cap":616566780,"underlying":3.6999,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.8,"straddle_ask":2.3,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":41.893,"atm_iv":149.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHEN","name":"Shenandoah Telecommunications Co","report_date":"2026-10-28","timing":"BMO","market_cap":541117820,"underlying":9.76,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":2.3,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":11.783,"atm_iv":49.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FBRT","name":"Franklin BSP Realty Trust, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":505746592,"underlying":6.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.05,"straddle_ask":1.5,"straddle_mid":0.775,"em_dollar":0.775,"em_pct":12.874,"atm_iv":55.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QUAD","name":"Quad Graphics, Inc","report_date":"2026-10-28","timing":"AMC","market_cap":491970048,"underlying":9.56,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.85,"straddle_ask":2.2,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":15.952,"atm_iv":57.09,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTLS","name":"Materialise NV","report_date":"2026-10-28","timing":"BMO","market_cap":484941600,"underlying":8.57,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.1,"straddle_ask":1.75,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":16.628,"atm_iv":58.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPFI","name":"OppFi Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":479722432,"underlying":5.68,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.55,"straddle_ask":1.55,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":18.486,"atm_iv":73.45,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMSF","name":"AMERISAFE, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":469889056,"underlying":25.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.0,"straddle_ask":8.6,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":16.85,"atm_iv":74.59,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ILPT","name":"Industrial Logistics Properties Trust","report_date":"2026-10-28","timing":"AMC","market_cap":463883872,"underlying":6.92,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.6,"straddle_ask":1.7,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":16.618,"atm_iv":63.97,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLB","name":"Core Laboratories Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":461598496,"underlying":10.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.2,"straddle_ask":1.65,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":14.067,"atm_iv":61.65,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASTL","name":"Algoma Steel Group Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":431081568,"underlying":4.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.7,"straddle_ask":1.15,"straddle_mid":0.925,"em_dollar":0.925,"em_pct":20.601,"atm_iv":86.83,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBAN","name":"Colony Bankcorp, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":423994880,"underlying":19.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.1,"straddle_ask":8.0,"straddle_mid":4.05,"em_dollar":4.05,"em_pct":20.455,"atm_iv":88.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OTLY","name":"Oatly Group AB","report_date":"2026-10-28","timing":"BMO","market_cap":407838656,"underlying":12.23,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":12.0,"straddle_bid":1.8,"straddle_ask":2.7,"straddle_mid":2.25,"em_dollar":2.25,"em_pct":18.397,"atm_iv":81.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CYH","name":"Community Health Systems, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":401876672,"underlying":2.82,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.05,"straddle_ask":1.1,"straddle_mid":0.575,"em_dollar":0.575,"em_pct":20.39,"atm_iv":84.14,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FNLC","name":"First Bancorp, Inc (ME)","report_date":"2026-10-28","timing":"UNK","market_cap":387886848,"underlying":34.56,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.15,"straddle_ask":9.8,"straddle_mid":4.975,"em_dollar":4.975,"em_pct":14.395,"atm_iv":62.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PKBK","name":"Parke Bancorp, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":386011456,"underlying":32.51,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.2,"straddle_ask":8.7,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":15.226,"atm_iv":56.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BRBS","name":"Blue Ridge Bankshares, Inc.","report_date":"2026-10-28","timing":"UNK","market_cap":356064736,"underlying":4.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.35,"straddle_ask":3.15,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":43.75,"atm_iv":152.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NNBR","name":"NN, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":332791936,"underlying":3.47,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.85,"straddle_ask":2.75,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":51.873,"atm_iv":144.75,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KREF","name":"KKR Real Estate Finance Trust Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":330379616,"underlying":5.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.6,"straddle_ask":1.65,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":20.529,"atm_iv":85.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MGPI","name":"MGP Ingredients, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":323994976,"underlying":14.88,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.65,"straddle_ask":2.55,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":14.113,"atm_iv":60.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NEWT","name":"NewtekOne, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":323220128,"underlying":11.18,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.05,"straddle_ask":1.75,"straddle_mid":1.4,"em_dollar":1.4,"em_pct":12.522,"atm_iv":34.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JMSB","name":"John Marshall Bancorp, Inc.","report_date":"2026-10-28","timing":"BMO","market_cap":321756640,"underlying":22.94,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.05,"straddle_ask":9.8,"straddle_mid":4.925,"em_dollar":4.925,"em_pct":21.469,"atm_iv":94.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MRAM","name":"Everspin Technologies, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":321663616,"underlying":13.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":2.45,"straddle_ask":3.7,"straddle_mid":3.075,"em_dollar":3.075,"em_pct":22.948,"atm_iv":92.11,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLPT","name":"ClearPoint Neuro Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":288264960,"underlying":9.2,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":0.85,"straddle_ask":3.45,"straddle_mid":2.15,"em_dollar":2.15,"em_pct":23.37,"atm_iv":103.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GBFH","name":"GBank Financial Holdings Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":251279872,"underlying":16.98,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.6,"straddle_ask":4.45,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":14.87,"atm_iv":63.43,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HDSN","name":"Hudson Technologies, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":223279744,"underlying":5.38,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.4,"straddle_ask":1.6,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":18.587,"atm_iv":76.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MVIS","name":"Microvision, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":34974032,"underlying":1.195,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":1.0,"straddle_bid":0.15,"straddle_ask":0.4,"straddle_mid":0.275,"em_dollar":0.275,"em_pct":23.013,"atm_iv":134.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AWRE","name":"Aware, Inc.","report_date":"2026-10-28","timing":"AMC","market_cap":19195120,"underlying":0.9,"quote_time":"2026-10-21T15:30:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.95,"straddle_ask":3.8,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":263.889,"atm_iv":381.76,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMZN","name":"Amazon.com, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":2832809590000,"underlying":261.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":262.5,"straddle_bid":19.65,"straddle_ask":20.1,"straddle_mid":19.875,"em_dollar":19.875,"em_pct":7.605,"atm_iv":60.28,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LLY","name":"Eli Lilly and Company","report_date":"2026-10-29","timing":"BMO","market_cap":1208382390000,"underlying":1272.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":1270.0,"straddle_bid":82.9,"straddle_ask":99.0,"straddle_mid":90.95,"em_dollar":90.95,"em_pct":7.147,"atm_iv":56.96,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MA","name":"Mastercard Incorporated","report_date":"2026-10-29","timing":"BMO","market_cap":543494078000,"underlying":622.62,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":622.5,"straddle_bid":22.7,"straddle_ask":29.9,"straddle_mid":26.3,"em_dollar":26.3,"em_pct":4.224,"atm_iv":33.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INTC","name":"Intel Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":484588028000,"underlying":90.9423,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":91.0,"straddle_bid":9.75,"straddle_ask":10.2,"straddle_mid":9.975,"em_dollar":9.975,"em_pct":10.968,"atm_iv":85.13,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MRK","name":"Merck & Company, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":365881557000,"underlying":149.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":149.0,"straddle_bid":9.15,"straddle_ask":10.1,"straddle_mid":9.625,"em_dollar":9.625,"em_pct":6.46,"atm_iv":51.05,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAT","name":"Caterpillar, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":333374620000,"underlying":740.21,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":740.0,"straddle_bid":51.75,"straddle_ask":61.65,"straddle_mid":56.7,"em_dollar":56.7,"em_pct":7.66,"atm_iv":61.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHEL","name":"Shell PLC","report_date":"2026-10-29","timing":"BMO","market_cap":289511342000,"underlying":105.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":105.0,"straddle_bid":3.25,"straddle_ask":4.85,"straddle_mid":4.05,"em_dollar":4.05,"em_pct":3.844,"atm_iv":30.46,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LIN","name":"Linde plc","report_date":"2026-10-29","timing":"BMO","market_cap":231361331000,"underlying":496.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":495.0,"straddle_bid":25.9,"straddle_ask":31.5,"straddle_mid":28.7,"em_dollar":28.7,"em_pct":5.786,"atm_iv":24.63,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SNDK","name":"Sandisk Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":198427509000,"underlying":1348.8032,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":1350.0,"straddle_bid":152.7,"straddle_ask":161.2,"straddle_mid":156.95,"em_dollar":156.95,"em_pct":11.636,"atm_iv":90.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TTE","name":"TotalEnergies SE","report_date":"2026-10-29","timing":"BMO","market_cap":194513207000,"underlying":90.34,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":4.85,"straddle_ask":5.6,"straddle_mid":5.225,"em_dollar":5.225,"em_pct":5.784,"atm_iv":25.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GILD","name":"Gilead Sciences, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":194065383000,"underlying":153.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":152.5,"straddle_bid":7.05,"straddle_ask":12.6,"straddle_mid":9.825,"em_dollar":9.825,"em_pct":6.392,"atm_iv":50.94,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BUD","name":"Anheuser-Busch Inbev SA","report_date":"2026-10-29","timing":"BMO","market_cap":164337844000,"underlying":82.29,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-30","atm_strike":82.0,"straddle_bid":4.1,"straddle_ask":4.7,"straddle_mid":4.4,"em_dollar":4.4,"em_pct":5.347,"atm_iv":42.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BMY","name":"Bristol-Myers Squibb Company","report_date":"2026-10-29","timing":"BMO","market_cap":125994639000,"underlying":61.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":61.0,"straddle_bid":3.06,"straddle_ask":3.76,"straddle_mid":3.41,"em_dollar":3.41,"em_pct":5.579,"atm_iv":41.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MO","name":"Altria Group","report_date":"2026-10-29","timing":"BMO","market_cap":124629688000,"underlying":73.82,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":74.0,"straddle_bid":2.64,"straddle_ask":3.31,"straddle_mid":2.975,"em_dollar":2.975,"em_pct":4.03,"atm_iv":31.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SYK","name":"Stryker Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":116759634000,"underlying":296.3241,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":300.0,"straddle_bid":26.5,"straddle_ask":28.9,"straddle_mid":27.7,"em_dollar":27.7,"em_pct":9.348,"atm_iv":40.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SBUX","name":"Starbucks Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":113281802000,"underlying":99.08,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":99.0,"straddle_bid":3.7,"straddle_ask":8.45,"straddle_mid":6.075,"em_dollar":6.075,"em_pct":6.131,"atm_iv":48.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TT","name":"Trane Technologies plc","report_date":"2026-10-29","timing":"BMO","market_cap":101523096000,"underlying":471.42,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":470.0,"straddle_bid":36.2,"straddle_ask":41.5,"straddle_mid":38.85,"em_dollar":38.85,"em_pct":8.241,"atm_iv":36.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ING","name":"ING Group, N.V.","report_date":"2026-10-29","timing":"BMO","market_cap":95664349000,"underlying":33.42,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":33.0,"straddle_bid":2.3,"straddle_ask":2.75,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":7.555,"atm_iv":32.76,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASX","name":"ASE Technology Holding Co., Ltd.","report_date":"2026-10-29","timing":"BMO","market_cap":90790666000,"underlying":41.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":5.25,"straddle_ask":6.3,"straddle_mid":5.775,"em_dollar":5.775,"em_pct":13.816,"atm_iv":59.47,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ICE","name":"Intercontinental Exchange Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":89020326000,"underlying":157.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":157.5,"straddle_bid":5.25,"straddle_ask":8.9,"straddle_mid":7.075,"em_dollar":7.075,"em_pct":4.487,"atm_iv":35.48,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PWR","name":"Quanta Services, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":87808549000,"underlying":599.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":600.0,"straddle_bid":71.3,"straddle_ask":78.9,"straddle_mid":75.1,"em_dollar":75.1,"em_pct":12.518,"atm_iv":54.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HWM","name":"Howmet Aerospace Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":84398342000,"underlying":208.15,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":207.5,"straddle_bid":13.3,"straddle_ask":19.2,"straddle_mid":16.25,"em_dollar":16.25,"em_pct":7.807,"atm_iv":62.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MDLZ","name":"Mondelez International, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":81670955000,"underlying":62.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":63.0,"straddle_bid":1.3,"straddle_ask":4.2,"straddle_mid":2.75,"em_dollar":2.75,"em_pct":4.383,"atm_iv":34.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LYG","name":"Lloyds Banking Group Plc","report_date":"2026-10-29","timing":"BMO","market_cap":81310081000,"underlying":5.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.2,"straddle_ask":1.6,"straddle_mid":0.9,"em_dollar":0.9,"em_pct":16.393,"atm_iv":66.03,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EPD","name":"Enterprise Products Partners L.P.","report_date":"2026-10-29","timing":"BMO","market_cap":79857467000,"underlying":36.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":36.5,"straddle_bid":0.57,"straddle_ask":1.55,"straddle_mid":1.06,"em_dollar":1.06,"em_pct":2.896,"atm_iv":16.51,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RSG","name":"Republic Services, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":71341498000,"underlying":230.32,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":230.0,"straddle_bid":9.2,"straddle_ask":13.6,"straddle_mid":11.4,"em_dollar":11.4,"em_pct":4.95,"atm_iv":21.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AJG","name":"Arthur J. Gallagher & Co.","report_date":"2026-10-29","timing":"AMC","market_cap":66448339000,"underlying":258.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":18.8,"straddle_ask":22.7,"straddle_mid":20.75,"em_dollar":20.75,"em_pct":8.031,"atm_iv":34.94,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DLR","name":"Digital Realty Trust, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":64871043000,"underlying":176.31,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":177.5,"straddle_bid":9.3,"straddle_ask":12.2,"straddle_mid":10.75,"em_dollar":10.75,"em_pct":6.097,"atm_iv":48.13,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TAK","name":"Takeda Pharmaceutical Company Limited","report_date":"2026-10-29","timing":"BMO","market_cap":63449678000,"underlying":19.93,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.95,"straddle_ask":2.35,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":8.279,"atm_iv":36.11,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MPWR","name":"Monolithic Power Systems, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":61366829000,"underlying":1256.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1260.0,"straddle_bid":177.3,"straddle_ask":201.0,"straddle_mid":189.15,"em_dollar":189.15,"em_pct":15.06,"atm_iv":64.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSTR","name":"Strategy Inc","report_date":"2026-10-29","timing":"AMC","market_cap":60224688000,"underlying":152.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":152.5,"straddle_bid":13.8,"straddle_ask":14.3,"straddle_mid":14.05,"em_dollar":14.05,"em_pct":9.243,"atm_iv":73.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LNG","name":"Cheniere Energy, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":58521453000,"underlying":284.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":285.0,"straddle_bid":12.8,"straddle_ask":16.0,"straddle_mid":14.4,"em_dollar":14.4,"em_pct":5.066,"atm_iv":40.13,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRH","name":"CRH PLC","report_date":"2026-10-29","timing":"BMO","market_cap":57041105000,"underlying":86.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":86.0,"straddle_bid":5.25,"straddle_ask":5.95,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":6.509,"atm_iv":51.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VALE","name":"VALE S.A.","report_date":"2026-10-29","timing":"AMC","market_cap":55589077000,"underlying":12.7,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":12.5,"straddle_bid":0.76,"straddle_ask":0.85,"straddle_mid":0.805,"em_dollar":0.805,"em_pct":6.339,"atm_iv":49.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABEV","name":"Ambev S.A.","report_date":"2026-10-29","timing":"UNK","market_cap":52328641000,"underlying":3.27,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.75,"straddle_ask":0.9,"straddle_mid":0.825,"em_dollar":0.825,"em_pct":25.229,"atm_iv":67.29,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XEL","name":"Xcel Energy Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":47896957000,"underlying":76.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":77.5,"straddle_bid":2.9,"straddle_ask":5.35,"straddle_mid":4.125,"em_dollar":4.125,"em_pct":5.372,"atm_iv":23.11,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LHX","name":"L3Harris Technologies, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":46324609000,"underlying":247.55,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":247.5,"straddle_bid":11.8,"straddle_ask":13.7,"straddle_mid":12.75,"em_dollar":12.75,"em_pct":5.15,"atm_iv":40.94,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CARR","name":"Carrier Global Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":46302339000,"underlying":56.47,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":56.0,"straddle_bid":2.7,"straddle_ask":4.1,"straddle_mid":3.4,"em_dollar":3.4,"em_pct":6.021,"atm_iv":47.29,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COIN","name":"Coinbase Global, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":45076537000,"underlying":175.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":175.0,"straddle_bid":17.15,"straddle_ask":18.55,"straddle_mid":17.85,"em_dollar":17.85,"em_pct":10.191,"atm_iv":80.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLN","name":"Haleon plc","report_date":"2026-10-29","timing":"BMO","market_cap":44137947000,"underlying":10.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.25,"straddle_ask":1.2,"straddle_mid":0.725,"em_dollar":0.725,"em_pct":7.236,"atm_iv":31.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMP","name":"AMERIPRISE FINANCIAL SERVICES, LLC","report_date":"2026-10-29","timing":"BMO","market_cap":43840111000,"underlying":490.51,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":490.0,"straddle_bid":31.1,"straddle_ask":40.4,"straddle_mid":35.75,"em_dollar":35.75,"em_pct":7.288,"atm_iv":31.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STM","name":"STMicroelectronics N.V.","report_date":"2026-10-29","timing":"BMO","market_cap":40860721000,"underlying":48.1632,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":48.0,"straddle_bid":5.2,"straddle_ask":6.45,"straddle_mid":5.825,"em_dollar":5.825,"em_pct":12.094,"atm_iv":97.1,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ILMN","name":"Illumina, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":40457429000,"underlying":282.6763,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":280.0,"straddle_bid":40.6,"straddle_ask":47.5,"straddle_mid":44.05,"em_dollar":44.05,"em_pct":15.583,"atm_iv":68.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TWLO","name":"Twilio Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":39728374000,"underlying":266.68,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":267.5,"straddle_bid":38.2,"straddle_ask":44.6,"straddle_mid":41.4,"em_dollar":41.4,"em_pct":15.524,"atm_iv":123.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DHI","name":"D.R. Horton, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":39205728000,"underlying":138.98,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":139.0,"straddle_bid":7.7,"straddle_ask":13.2,"straddle_mid":10.45,"em_dollar":10.45,"em_pct":7.519,"atm_iv":59.83,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARES","name":"Ares Management Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":38407938000,"underlying":117.01,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":117.0,"straddle_bid":7.9,"straddle_ask":9.8,"straddle_mid":8.85,"em_dollar":8.85,"em_pct":7.563,"atm_iv":60.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RBLX","name":"Roblox Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":37397582000,"underlying":52.55,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":53.0,"straddle_bid":7.05,"straddle_ask":7.75,"straddle_mid":7.4,"em_dollar":7.4,"em_pct":14.082,"atm_iv":111.81,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WEC","name":"WEC Energy Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":35436122000,"underlying":108.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":3.7,"straddle_ask":5.4,"straddle_mid":4.55,"em_dollar":4.55,"em_pct":4.194,"atm_iv":16.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RMD","name":"ResMed Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":34526933000,"underlying":246.2,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":250.0,"straddle_bid":20.9,"straddle_ask":24.7,"straddle_mid":22.8,"em_dollar":22.8,"em_pct":9.261,"atm_iv":39.78,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QSR","name":"Restaurant Brands International Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":34138163200,"underlying":75.11,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":4.3,"straddle_ask":5.05,"straddle_mid":4.675,"em_dollar":4.675,"em_pct":6.224,"atm_iv":26.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HSY","name":"Hershey Company (The)","report_date":"2026-10-29","timing":"BMO","market_cap":34072973300,"underlying":167.81,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":167.5,"straddle_bid":6.45,"straddle_ask":9.1,"straddle_mid":7.775,"em_dollar":7.775,"em_pct":4.633,"atm_iv":36.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VMC","name":"Vulcan Materials Company","report_date":"2026-10-29","timing":"BMO","market_cap":33939263500,"underlying":264.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":17.8,"straddle_ask":24.6,"straddle_mid":21.2,"em_dollar":21.2,"em_pct":8.011,"atm_iv":34.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DXCM","name":"DexCom, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":32354912300,"underlying":80.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":80.0,"straddle_bid":4.95,"straddle_ask":9.3,"straddle_mid":7.125,"em_dollar":7.125,"em_pct":8.894,"atm_iv":70.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RKT","name":"Rocket Companies, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":31855976400,"underlying":11.075,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":11.0,"straddle_bid":0.67,"straddle_ask":1.0,"straddle_mid":0.835,"em_dollar":0.835,"em_pct":7.54,"atm_iv":59.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TECK","name":"Teck Resources Ltd","report_date":"2026-10-29","timing":"BMO","market_cap":31511312400,"underlying":62.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":63.0,"straddle_bid":3.75,"straddle_ask":4.9,"straddle_mid":4.325,"em_dollar":4.325,"em_pct":6.889,"atm_iv":54.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CQP","name":"Cheniere Energy Partners, LP","report_date":"2026-10-29","timing":"BMO","market_cap":31294330900,"underlying":63.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":3.05,"straddle_ask":6.3,"straddle_mid":4.675,"em_dollar":4.675,"em_pct":7.332,"atm_iv":29.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EME","name":"EMCOR Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":30986324000,"underlying":699.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":700.0,"straddle_bid":74.3,"straddle_ask":89.9,"straddle_mid":82.1,"em_dollar":82.1,"em_pct":11.742,"atm_iv":51.22,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALNY","name":"Alnylam Pharmaceuticals, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":30871101400,"underlying":225.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":230.0,"straddle_bid":29.0,"straddle_ask":37.0,"straddle_mid":33.0,"em_dollar":33.0,"em_pct":14.66,"atm_iv":63.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTSH","name":"Cognizant Technology Solutions Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":30711285800,"underlying":69.14,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":6.35,"straddle_ask":9.9,"straddle_mid":8.125,"em_dollar":8.125,"em_pct":11.752,"atm_iv":50.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IR","name":"Ingersoll Rand Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":30492874800,"underlying":79.06,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":6.7,"straddle_ask":8.3,"straddle_mid":7.5,"em_dollar":7.5,"em_pct":9.486,"atm_iv":41.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDDT","name":"Reddit, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":29946517500,"underlying":154.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":155.0,"straddle_bid":20.7,"straddle_ask":22.35,"straddle_mid":21.525,"em_dollar":21.525,"em_pct":13.977,"atm_iv":111.18,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WTW","name":"Willis Towers Watson Public Limited Company","report_date":"2026-10-29","timing":"BMO","market_cap":29600143400,"underlying":317.19,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":320.0,"straddle_bid":20.1,"straddle_ask":27.2,"straddle_mid":23.65,"em_dollar":23.65,"em_pct":7.456,"atm_iv":32.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TW","name":"Tradeweb Markets Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":27935952900,"underlying":120.96,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":6.8,"straddle_ask":9.8,"straddle_mid":8.3,"em_dollar":8.3,"em_pct":6.862,"atm_iv":30.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WST","name":"West Pharmaceutical Services, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":27360688100,"underlying":393.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":390.0,"straddle_bid":39.4,"straddle_ask":45.0,"straddle_mid":42.2,"em_dollar":42.2,"em_pct":10.725,"atm_iv":46.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTI","name":"TechnipFMC plc","report_date":"2026-10-29","timing":"BMO","market_cap":27031892000,"underlying":70.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":5.65,"straddle_ask":6.7,"straddle_mid":6.175,"em_dollar":6.175,"em_pct":8.821,"atm_iv":38.53,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATI","name":"ATI Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":24928712700,"underlying":180.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":21.6,"straddle_ask":25.2,"straddle_mid":23.4,"em_dollar":23.4,"em_pct":12.95,"atm_iv":56.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VLTO","name":"Veralto Corp.","report_date":"2026-10-29","timing":"AMC","market_cap":24710893600,"underlying":101.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":4.8,"straddle_ask":10.5,"straddle_mid":7.65,"em_dollar":7.65,"em_pct":7.551,"atm_iv":32.98,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INCY","name":"Incyte Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":23637598200,"underlying":114.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":10.4,"straddle_ask":17.5,"straddle_mid":13.95,"em_dollar":13.95,"em_pct":12.237,"atm_iv":54.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"THC","name":"Tenet Healthcare Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":21926934500,"underlying":269.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":270.0,"straddle_bid":28.2,"straddle_ask":33.2,"straddle_mid":30.7,"em_dollar":30.7,"em_pct":11.407,"atm_iv":49.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XPO","name":"XPO, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":21865898000,"underlying":188.46,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":190.0,"straddle_bid":18.6,"straddle_ask":23.0,"straddle_mid":20.8,"em_dollar":20.8,"em_pct":11.037,"atm_iv":48.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENTG","name":"Entegris, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":21835120600,"underlying":146.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":145.0,"straddle_bid":22.1,"straddle_ask":27.7,"straddle_mid":24.9,"em_dollar":24.9,"em_pct":16.993,"atm_iv":74.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TROW","name":"T. Rowe Price Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":21785948200,"underlying":103.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":5.25,"straddle_ask":7.6,"straddle_mid":6.425,"em_dollar":6.425,"em_pct":6.22,"atm_iv":26.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EIX","name":"Edison International","report_date":"2026-10-29","timing":"AMC","market_cap":21753534500,"underlying":57.19,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":4.3,"straddle_ask":5.45,"straddle_mid":4.875,"em_dollar":4.875,"em_pct":8.524,"atm_iv":37.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INSM","name":"Insmed Incorporated","report_date":"2026-10-29","timing":"BMO","market_cap":20892559400,"underlying":94.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":11.5,"straddle_ask":18.0,"straddle_mid":14.75,"em_dollar":14.75,"em_pct":15.554,"atm_iv":68.08,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VIV","name":"Telefonica Brasil S.A.","report_date":"2026-10-29","timing":"UNK","market_cap":20483835900,"underlying":12.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.0,"straddle_ask":3.95,"straddle_mid":1.975,"em_dollar":1.975,"em_pct":15.286,"atm_iv":66.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BG","name":"Bunge Global SA","report_date":"2026-10-29","timing":"BMO","market_cap":19788269600,"underlying":102.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":8.5,"straddle_ask":11.0,"straddle_mid":9.75,"em_dollar":9.75,"em_pct":9.537,"atm_iv":40.85,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSLR","name":"First Solar, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":18745954300,"underlying":174.8,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-30","atm_strike":175.0,"straddle_bid":15.0,"straddle_ask":21.25,"straddle_mid":18.125,"em_dollar":18.125,"em_pct":10.369,"atm_iv":82.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RIVN","name":"Rivian Automotive, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":17996908500,"underlying":12.41,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-30","atm_strike":12.5,"straddle_bid":1.24,"straddle_ask":1.31,"straddle_mid":1.275,"em_dollar":1.275,"em_pct":10.274,"atm_iv":81.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LNT","name":"Alliant Energy Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":17701365800,"underlying":67.9329,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":67.5,"straddle_bid":0.65,"straddle_ask":5.7,"straddle_mid":3.175,"em_dollar":3.175,"em_pct":4.674,"atm_iv":20.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APG","name":"APi Group Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":17282091000,"underlying":40.21,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.65,"straddle_ask":5.75,"straddle_mid":3.7,"em_dollar":3.7,"em_pct":9.202,"atm_iv":39.97,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TPG","name":"TPG Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":16772034600,"underlying":44.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.95,"straddle_ask":7.6,"straddle_mid":5.275,"em_dollar":5.275,"em_pct":11.98,"atm_iv":50.21,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WCC","name":"WESCO International, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":16648604700,"underlying":348.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":350.0,"straddle_bid":39.8,"straddle_ask":45.6,"straddle_mid":42.7,"em_dollar":42.7,"em_pct":12.238,"atm_iv":53.42,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"H","name":"Hyatt Hotels Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":16593611800,"underlying":178.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":12.8,"straddle_ask":19.5,"straddle_mid":16.15,"em_dollar":16.15,"em_pct":9.042,"atm_iv":39.31,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FDXF","name":"FedEx Freight Holding Company, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":16378216400,"underlying":107.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":11.9,"straddle_ask":15.7,"straddle_mid":13.8,"em_dollar":13.8,"em_pct":12.784,"atm_iv":55.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTAI","name":"FTAI Aviation Ltd.","report_date":"2026-10-29","timing":"BMO","market_cap":16222584800,"underlying":163.0,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":162.5,"straddle_bid":13.1,"straddle_ask":26.4,"straddle_mid":19.75,"em_dollar":19.75,"em_pct":12.117,"atm_iv":96.32,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXEL","name":"Exelixis, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":15954663400,"underlying":64.51,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.5,"straddle_ask":7.2,"straddle_mid":5.85,"em_dollar":5.85,"em_pct":9.068,"atm_iv":39.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KIM","name":"Kimco Realty Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":15428155400,"underlying":22.72,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.95,"straddle_ask":1.45,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":5.282,"atm_iv":22.24,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTZ","name":"MasTec, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":15044328400,"underlying":180.96,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":29.4,"straddle_ask":32.7,"straddle_mid":31.05,"em_dollar":31.05,"em_pct":17.158,"atm_iv":75.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OWL","name":"Blue Owl Capital Inc. ","report_date":"2026-10-29","timing":"BMO","market_cap":14343648300,"underlying":9.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":9.0,"straddle_bid":0.6,"straddle_ask":1.0,"straddle_mid":0.8,"em_dollar":0.8,"em_pct":8.724,"atm_iv":69.09,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WY","name":"Weyerhaeuser Company","report_date":"2026-10-29","timing":"AMC","market_cap":13939034100,"underlying":18.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":19.0,"straddle_bid":1.3,"straddle_ask":1.7,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":7.903,"atm_iv":34.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GDDY","name":"GoDaddy Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":13779270700,"underlying":108.22,"quote_time":"2026-10-21T15:59:57","expiry":"2026-10-30","atm_strike":108.0,"straddle_bid":8.2,"straddle_ask":12.1,"straddle_mid":10.15,"em_dollar":10.15,"em_pct":9.379,"atm_iv":74.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AVY","name":"Avery Dennison Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":13499383800,"underlying":179.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":10.1,"straddle_ask":14.6,"straddle_mid":12.35,"em_dollar":12.35,"em_pct":6.898,"atm_iv":30.04,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TXT","name":"Textron Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":13268790300,"underlying":77.28,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":77.5,"straddle_bid":3.9,"straddle_ask":6.4,"straddle_mid":5.15,"em_dollar":5.15,"em_pct":6.664,"atm_iv":29.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PINS","name":"Pinterest, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":13013873700,"underlying":23.0432,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":23.0,"straddle_bid":2.64,"straddle_ask":2.84,"straddle_mid":2.74,"em_dollar":2.74,"em_pct":11.891,"atm_iv":95.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BAX","name":"Baxter International Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":12671572000,"underlying":24.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":24.5,"straddle_bid":1.75,"straddle_ask":3.1,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":9.818,"atm_iv":78.2,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DTM","name":"DT Midstream, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":12494833700,"underlying":124.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":3.6,"straddle_ask":12.0,"straddle_mid":7.8,"em_dollar":7.8,"em_pct":6.266,"atm_iv":27.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SKM","name":"SK Telecom Co., Ltd.","report_date":"2026-10-29","timing":"UNK","market_cap":12378126300,"underlying":32.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":32.5,"straddle_bid":2.9,"straddle_ask":4.2,"straddle_mid":3.55,"em_dollar":3.55,"em_pct":11.076,"atm_iv":47.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BWA","name":"BorgWarner Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":11928738800,"underlying":57.45,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":5.25,"straddle_ask":6.15,"straddle_mid":5.7,"em_dollar":5.7,"em_pct":9.922,"atm_iv":43.2,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAIR","name":"Madison Air Solutions Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":11634947100,"underlying":23.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.8,"straddle_ask":4.0,"straddle_mid":3.4,"em_dollar":3.4,"em_pct":14.643,"atm_iv":63.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GLPI","name":"Gaming and Leisure Properties, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":11386610700,"underlying":38.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":0.7,"straddle_ask":4.05,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":6.193,"atm_iv":24.95,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ERIE","name":"Erie Indemnity Company","report_date":"2026-10-29","timing":"AMC","market_cap":11359508500,"underlying":244.12,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":20.8,"straddle_ask":26.0,"straddle_mid":23.4,"em_dollar":23.4,"em_pct":9.585,"atm_iv":41.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DVA","name":"DaVita Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":11187330000,"underlying":176.81,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":19.7,"straddle_ask":23.9,"straddle_mid":21.8,"em_dollar":21.8,"em_pct":12.33,"atm_iv":54.08,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RYAN","name":"Ryan Specialty Holdings, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":10971895800,"underlying":42.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":42.0,"straddle_bid":2.7,"straddle_ask":8.8,"straddle_mid":5.75,"em_dollar":5.75,"em_pct":13.606,"atm_iv":59.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARW","name":"Arrow Electronics, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":10941102100,"underlying":219.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":22.8,"straddle_ask":26.2,"straddle_mid":24.5,"em_dollar":24.5,"em_pct":11.181,"atm_iv":48.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HII","name":"Huntington Ingalls Industries, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":10727113700,"underlying":273.95,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":270.0,"straddle_bid":27.1,"straddle_ask":31.9,"straddle_mid":29.5,"em_dollar":29.5,"em_pct":10.768,"atm_iv":47.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PBF","name":"PBF Energy Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":9838557200,"underlying":81.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":82.5,"straddle_bid":13.4,"straddle_ask":15.5,"straddle_mid":14.45,"em_dollar":14.45,"em_pct":17.721,"atm_iv":77.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CFR","name":"Cullen/Frost Bankers, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":9696453600,"underlying":155.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":8.7,"straddle_ask":12.0,"straddle_mid":10.35,"em_dollar":10.35,"em_pct":6.651,"atm_iv":28.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DAR","name":"Darling Ingredients Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":9345088500,"underlying":59.09,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":5.9,"straddle_ask":7.7,"straddle_mid":6.8,"em_dollar":6.8,"em_pct":11.508,"atm_iv":49.72,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LTH","name":"Life Time Group Holdings, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":9199928300,"underlying":40.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.7,"straddle_ask":6.35,"straddle_mid":5.025,"em_dollar":5.025,"em_pct":12.328,"atm_iv":53.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SIRI","name":"SiriusXM Holdings Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":9154737200,"underlying":27.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":27.0,"straddle_bid":1.22,"straddle_ask":2.3,"straddle_mid":1.76,"em_dollar":1.76,"em_pct":6.511,"atm_iv":51.88,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TFII","name":"TFI International Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":9134814200,"underlying":112.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":9.4,"straddle_ask":13.2,"straddle_mid":11.3,"em_dollar":11.3,"em_pct":10.033,"atm_iv":42.88,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DRS","name":"Leonardo DRS, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":9058297900,"underlying":33.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":34.0,"straddle_bid":1.0,"straddle_ask":5.3,"straddle_mid":3.15,"em_dollar":3.15,"em_pct":9.281,"atm_iv":40.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAIA","name":"Saia, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":8900263900,"underlying":338.84,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":37.2,"straddle_ask":51.2,"straddle_mid":44.2,"em_dollar":44.2,"em_pct":13.045,"atm_iv":56.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CUBE","name":"CubeSmart","report_date":"2026-10-29","timing":"AMC","market_cap":8860134400,"underlying":38.96,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":0.95,"straddle_ask":3.15,"straddle_mid":2.05,"em_dollar":2.05,"em_pct":5.262,"atm_iv":20.59,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IDCC","name":"InterDigital, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":8432886800,"underlying":334.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":330.0,"straddle_bid":34.2,"straddle_ask":40.5,"straddle_mid":37.35,"em_dollar":37.35,"em_pct":11.16,"atm_iv":48.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPXC","name":"SPX Technologies, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":8226101800,"underlying":168.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":170.0,"straddle_bid":15.7,"straddle_ask":19.5,"straddle_mid":17.6,"em_dollar":17.6,"em_pct":10.468,"atm_iv":45.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OSK","name":"Oshkosh Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":8205830100,"underlying":135.53,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":9.7,"straddle_ask":16.9,"straddle_mid":13.3,"em_dollar":13.3,"em_pct":9.813,"atm_iv":42.71,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AOS","name":"A.O. Smith Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":8091996700,"underlying":59.65,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":4.1,"straddle_ask":5.25,"straddle_mid":4.675,"em_dollar":4.675,"em_pct":7.837,"atm_iv":33.99,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MHK","name":"Mohawk Industries, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":8057452500,"underlying":118.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":10.8,"straddle_ask":14.7,"straddle_mid":12.75,"em_dollar":12.75,"em_pct":10.801,"atm_iv":46.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WLK","name":"Westlake Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":8011565600,"underlying":60.84,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":3.5,"straddle_ask":11.4,"straddle_mid":7.45,"em_dollar":7.45,"em_pct":12.245,"atm_iv":52.92,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATR","name":"AptarGroup, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":7996598800,"underlying":125.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":4.85,"straddle_ask":11.4,"straddle_mid":8.125,"em_dollar":8.125,"em_pct":6.467,"atm_iv":28.27,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IDA","name":"IDACORP, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":7984515600,"underlying":138.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":2.95,"straddle_ask":9.8,"straddle_mid":6.375,"em_dollar":6.375,"em_pct":4.6,"atm_iv":19.16,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BVN","name":"Buenaventura Mining Company Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":7680562700,"underlying":30.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.8,"straddle_ask":3.95,"straddle_mid":2.875,"em_dollar":2.875,"em_pct":9.445,"atm_iv":40.47,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AGCO","name":"AGCO Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":7328820200,"underlying":105.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":9.1,"straddle_ask":12.4,"straddle_mid":10.75,"em_dollar":10.75,"em_pct":10.217,"atm_iv":44.57,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EMN","name":"Eastman Chemical Company","report_date":"2026-10-29","timing":"AMC","market_cap":7262966300,"underlying":63.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.8,"straddle_ask":6.25,"straddle_mid":5.525,"em_dollar":5.525,"em_pct":8.701,"atm_iv":36.82,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACA","name":"Arcosa, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":7240799200,"underlying":149.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":0.0,"straddle_ask":5.05,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":1.694,"atm_iv":5.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXTA","name":"Axalta Coating Systems Ltd.","report_date":"2026-10-29","timing":"BMO","market_cap":7223174700,"underlying":34.98,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.0,"straddle_ask":7.1,"straddle_mid":4.05,"em_dollar":4.05,"em_pct":11.578,"atm_iv":39.46,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NCLH","name":"Norwegian Cruise Line Holdings Ltd.","report_date":"2026-10-29","timing":"BMO","market_cap":7186289700,"underlying":15.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":15.5,"straddle_bid":1.22,"straddle_ask":1.87,"straddle_mid":1.545,"em_dollar":1.545,"em_pct":9.968,"atm_iv":79.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSS","name":"Federal Signal Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":6999031300,"underlying":116.69,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":10.6,"straddle_ask":15.5,"straddle_mid":13.05,"em_dollar":13.05,"em_pct":11.183,"atm_iv":48.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TAL","name":"TAL Education Group","report_date":"2026-10-29","timing":"BMO","market_cap":6423440400,"underlying":10.57,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":1.15,"straddle_ask":1.45,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":12.299,"atm_iv":49.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALGM","name":"Allegro MicroSystems, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":6320893400,"underlying":34.32,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":5.7,"straddle_ask":7.0,"straddle_mid":6.35,"em_dollar":6.35,"em_pct":18.502,"atm_iv":79.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INGM","name":"Ingram Micro Holding Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":6244017700,"underlying":27.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.6,"straddle_ask":5.15,"straddle_mid":3.375,"em_dollar":3.375,"em_pct":12.215,"atm_iv":42.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MBLY","name":"Mobileye Global Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":6206369300,"underlying":7.01,"quote_time":"2026-10-21T15:59:56","expiry":"2026-10-30","atm_strike":7.0,"straddle_bid":0.21,"straddle_ask":1.18,"straddle_mid":0.695,"em_dollar":0.695,"em_pct":9.914,"atm_iv":78.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LGND","name":"Ligand Pharmaceuticals Incorporated","report_date":"2026-10-29","timing":"BMO","market_cap":6108270600,"underlying":314.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":310.0,"straddle_bid":26.0,"straddle_ask":33.5,"straddle_mid":29.75,"em_dollar":29.75,"em_pct":9.451,"atm_iv":41.19,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HR","name":"Healthcare Realty Trust Incorporated","report_date":"2026-10-29","timing":"AMC","market_cap":6086703100,"underlying":17.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.25,"straddle_ask":2.15,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":6.961,"atm_iv":28.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CROX","name":"Crocs, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":5819093500,"underlying":118.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":14.1,"straddle_ask":18.6,"straddle_mid":16.35,"em_dollar":16.35,"em_pct":13.816,"atm_iv":59.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BLDR","name":"Builders FirstSource, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":5801601000,"underlying":53.51,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":52.5,"straddle_bid":6.8,"straddle_ask":8.4,"straddle_mid":7.6,"em_dollar":7.6,"em_pct":14.203,"atm_iv":62.12,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GATX","name":"GATX Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":5706951200,"underlying":163.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":165.0,"straddle_bid":10.6,"straddle_ask":15.0,"straddle_mid":12.8,"em_dollar":12.8,"em_pct":7.843,"atm_iv":33.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LKQ","name":"LKQ Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":5447134700,"underlying":21.42,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.2,"straddle_ask":3.25,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":12.722,"atm_iv":49.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MMSI","name":"Merit Medical Systems, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":5444396000,"underlying":91.4,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":4.9,"straddle_ask":10.6,"straddle_mid":7.75,"em_dollar":7.75,"em_pct":8.479,"atm_iv":36.73,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SNDR","name":"Schneider National, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":5409785900,"underlying":30.92,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.95,"straddle_ask":7.1,"straddle_mid":4.025,"em_dollar":4.025,"em_pct":13.017,"atm_iv":57.1,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LAUR","name":"Laureate Education, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":5366714900,"underlying":38.31,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.65,"straddle_ask":5.4,"straddle_mid":3.525,"em_dollar":3.525,"em_pct":9.201,"atm_iv":36.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXP","name":"Eagle Materials Inc","report_date":"2026-10-29","timing":"UNK","market_cap":5297935400,"underlying":173.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":13.0,"straddle_ask":18.6,"straddle_mid":15.8,"em_dollar":15.8,"em_pct":9.112,"atm_iv":39.6,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNX","name":"CNX Resources Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":5263834600,"underlying":35.16,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.2,"straddle_ask":3.65,"straddle_mid":2.925,"em_dollar":2.925,"em_pct":8.319,"atm_iv":36.28,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PTCT","name":"PTC Therapeutics, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":5251353600,"underlying":62.62,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.9,"straddle_ask":12.7,"straddle_mid":8.8,"em_dollar":8.8,"em_pct":14.053,"atm_iv":59.11,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"POR","name":"Portland General Electric Company","report_date":"2026-10-29","timing":"BMO","market_cap":5211199000,"underlying":43.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":1.4,"straddle_ask":2.9,"straddle_mid":2.15,"em_dollar":2.15,"em_pct":4.895,"atm_iv":19.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WFG","name":"West Fraser Timber Co. Ltd","report_date":"2026-10-29","timing":"BMO","market_cap":5174107100,"underlying":66.76,"quote_time":"2026-10-21T10:17:43","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":1.55,"straddle_ask":8.7,"straddle_mid":5.125,"em_dollar":5.125,"em_pct":7.677,"atm_iv":32.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RIOT","name":"Riot Platforms, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":5167315500,"underlying":13.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":14.0,"straddle_bid":1.51,"straddle_ask":1.83,"straddle_mid":1.67,"em_dollar":1.67,"em_pct":12.101,"atm_iv":94.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AX","name":"Axos Financial, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":5109260300,"underlying":90.3,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":7.2,"straddle_ask":9.0,"straddle_mid":8.1,"em_dollar":8.1,"em_pct":8.97,"atm_iv":39.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNO","name":"CNO Financial Group, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":5075722200,"underlying":55.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.8,"straddle_ask":7.3,"straddle_mid":4.55,"em_dollar":4.55,"em_pct":8.212,"atm_iv":36.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TVTX","name":"Travere Therapeutics, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":4929854500,"underlying":52.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":52.5,"straddle_bid":4.45,"straddle_ask":9.3,"straddle_mid":6.875,"em_dollar":6.875,"em_pct":13.075,"atm_iv":57.1,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MEOH","name":"Methanex Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":4882775000,"underlying":63.14,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":3.25,"straddle_ask":10.9,"straddle_mid":7.075,"em_dollar":7.075,"em_pct":11.205,"atm_iv":47.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FND","name":"Floor & Decor Holdings, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":4814411300,"underlying":45.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":3.55,"straddle_ask":8.1,"straddle_mid":5.825,"em_dollar":5.825,"em_pct":12.913,"atm_iv":56.47,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GVA","name":"Granite Construction Incorporated","report_date":"2026-10-29","timing":"BMO","market_cap":4792651300,"underlying":109.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":6.25,"straddle_ask":11.3,"straddle_mid":8.775,"em_dollar":8.775,"em_pct":7.997,"atm_iv":34.88,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPCH","name":"Option Care Health, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":4697265200,"underlying":31.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":32.5,"straddle_bid":0.05,"straddle_ask":3.5,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":5.673,"atm_iv":19.91,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KBR","name":"KBR, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":4644336100,"underlying":36.8868,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":2.7,"straddle_ask":5.25,"straddle_mid":3.975,"em_dollar":3.975,"em_pct":10.776,"atm_iv":46.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TFSL","name":"TFS Financial Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":4599261200,"underlying":16.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.6,"straddle_ask":1.95,"straddle_mid":1.275,"em_dollar":1.275,"em_pct":7.779,"atm_iv":22.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CUZ","name":"Cousins Properties Incorporated","report_date":"2026-10-29","timing":"AMC","market_cap":4574290900,"underlying":27.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.1,"straddle_ask":4.25,"straddle_mid":3.175,"em_dollar":3.175,"em_pct":11.45,"atm_iv":38.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CCC","name":"CCC Intelligent Solutions Holdings Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":4494029800,"underlying":7.63,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":0.35,"straddle_ask":0.5,"straddle_mid":0.425,"em_dollar":0.425,"em_pct":5.57,"atm_iv":15.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRM","name":"Perimeter Solutions, SA","report_date":"2026-10-29","timing":"UNK","market_cap":4431005200,"underlying":27.24,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.95,"straddle_ask":6.2,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":14.96,"atm_iv":61.83,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GTX","name":"Garrett Motion Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":4414299100,"underlying":23.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":24.0,"straddle_bid":1.05,"straddle_ask":5.85,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":14.417,"atm_iv":62.75,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CGAU","name":"Centerra Gold Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":4369043500,"underlying":22.04,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.25,"straddle_ask":3.0,"straddle_mid":2.625,"em_dollar":2.625,"em_pct":11.91,"atm_iv":51.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVSA","name":"Covista Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":4321916900,"underlying":126.92,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":12.8,"straddle_ask":18.2,"straddle_mid":15.5,"em_dollar":15.5,"em_pct":12.212,"atm_iv":53.51,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BC","name":"Brunswick Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":4261726720,"underlying":65.48,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":5.7,"straddle_ask":7.5,"straddle_mid":6.6,"em_dollar":6.6,"em_pct":10.079,"atm_iv":44.0,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLGN","name":"Silgan Holdings Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":4216712700,"underlying":38.96,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.15,"straddle_ask":4.4,"straddle_mid":3.775,"em_dollar":3.775,"em_pct":9.689,"atm_iv":40.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STNG","name":"Scorpio Tankers Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":4181915900,"underlying":83.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":82.5,"straddle_bid":7.4,"straddle_ask":9.3,"straddle_mid":8.35,"em_dollar":8.35,"em_pct":10.058,"atm_iv":43.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FHI","name":"Federated Hermes, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":4178735870,"underlying":56.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":0.2,"straddle_ask":9.8,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":8.917,"atm_iv":38.54,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FCN","name":"FTI Consulting, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":4160512000,"underlying":149.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":12.6,"straddle_ask":17.9,"straddle_mid":15.25,"em_dollar":15.25,"em_pct":10.21,"atm_iv":44.53,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BDC","name":"Belden Inc","report_date":"2026-10-29","timing":"BMO","market_cap":4116887300,"underlying":107.78,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":10.5,"straddle_ask":15.4,"straddle_mid":12.95,"em_dollar":12.95,"em_pct":12.015,"atm_iv":51.63,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INDV","name":"Indivior Pharmaceuticals, Inc. ","report_date":"2026-10-29","timing":"BMO","market_cap":4103970300,"underlying":34.79,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.1,"straddle_ask":9.4,"straddle_mid":5.25,"em_dollar":5.25,"em_pct":15.091,"atm_iv":65.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVCO","name":"Cavco Industries, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":3994913540,"underlying":516.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":520.0,"straddle_bid":45.7,"straddle_ask":63.7,"straddle_mid":54.7,"em_dollar":54.7,"em_pct":10.591,"atm_iv":46.08,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CDP","name":"COPT Defense Properties","report_date":"2026-10-29","timing":"AMC","market_cap":3777702400,"underlying":33.09,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.4,"straddle_ask":5.25,"straddle_mid":2.825,"em_dollar":2.825,"em_pct":8.537,"atm_iv":30.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXTI","name":"AXT Inc","report_date":"2026-10-29","timing":"AMC","market_cap":3743574780,"underlying":57.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":58.0,"straddle_bid":10.1,"straddle_ask":12.2,"straddle_mid":11.15,"em_dollar":11.15,"em_pct":19.337,"atm_iv":151.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LXP","name":"LXP Industrial Trust","report_date":"2026-10-29","timing":"UNK","market_cap":3600520190,"underlying":61.09,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":0.1,"straddle_ask":1.85,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":1.596,"atm_iv":7.83,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SKYW","name":"SkyWest, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3585795840,"underlying":94.25,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":6.7,"straddle_ask":11.9,"straddle_mid":9.3,"em_dollar":9.3,"em_pct":9.867,"atm_iv":42.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CDNA","name":"CareDx, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3580008190,"underlying":71.9724,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":10.8,"straddle_ask":14.6,"straddle_mid":12.7,"em_dollar":12.7,"em_pct":17.646,"atm_iv":78.74,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXPO","name":"Exponent, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3449468420,"underlying":73.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":2.65,"straddle_ask":11.5,"straddle_mid":7.075,"em_dollar":7.075,"em_pct":9.672,"atm_iv":38.49,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BFAM","name":"Bright Horizons Family Solutions Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3356322560,"underlying":66.92,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.9,"straddle_ask":13.0,"straddle_mid":8.95,"em_dollar":8.95,"em_pct":13.374,"atm_iv":57.88,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AAMI","name":"Acadian Asset Management Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":3348848380,"underlying":95.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":4.65,"straddle_ask":11.5,"straddle_mid":8.075,"em_dollar":8.075,"em_pct":8.49,"atm_iv":37.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TNET","name":"TriNet Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":3251432700,"underlying":71.03,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":5.6,"straddle_ask":10.9,"straddle_mid":8.25,"em_dollar":8.25,"em_pct":11.615,"atm_iv":50.78,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MIAX","name":"Miami International Holdings, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3216073470,"underlying":33.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.9,"straddle_ask":5.35,"straddle_mid":4.625,"em_dollar":4.625,"em_pct":13.773,"atm_iv":57.34,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SXI","name":"Standex International Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":3200795390,"underlying":269.69,"quote_time":"2026-10-21T15:59:38","expiry":"2026-11-20","atm_strike":270.0,"straddle_bid":22.0,"straddle_ask":27.6,"straddle_mid":24.8,"em_dollar":24.8,"em_pct":9.196,"atm_iv":38.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPSC","name":"SPS Commerce, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3167655420,"underlying":87.99,"quote_time":"2026-10-20T15:59:56","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":6.5,"straddle_ask":14.2,"straddle_mid":10.35,"em_dollar":10.35,"em_pct":11.763,"atm_iv":49.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PFSI","name":"PennyMac Financial Services, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3131121150,"underlying":59.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":6.6,"straddle_ask":9.3,"straddle_mid":7.95,"em_dollar":7.95,"em_pct":13.355,"atm_iv":57.69,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COLM","name":"Columbia Sportswear Company","report_date":"2026-10-29","timing":"AMC","market_cap":3127904260,"underlying":59.51,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":5.15,"straddle_ask":6.9,"straddle_mid":6.025,"em_dollar":6.025,"em_pct":10.124,"atm_iv":43.43,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OSIS","name":"OSI Systems, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":3106451970,"underlying":196.4,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":17.5,"straddle_ask":25.8,"straddle_mid":21.65,"em_dollar":21.65,"em_pct":11.023,"atm_iv":48.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HTGC","name":"Hercules Capital, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":3047030020,"underlying":16.2375,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":0.45,"straddle_ask":1.6,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":6.313,"atm_iv":23.39,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HG","name":"Hamilton Insurance Group, Ltd.","report_date":"2026-10-29","timing":"AMC","market_cap":3038023940,"underlying":36.52,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.55,"straddle_ask":7.3,"straddle_mid":4.425,"em_dollar":4.425,"em_pct":12.117,"atm_iv":51.35,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPNT","name":"SiriusPoint Ltd.","report_date":"2026-10-29","timing":"UNK","market_cap":2964531200,"underlying":25.68,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.95,"straddle_ask":4.4,"straddle_mid":2.675,"em_dollar":2.675,"em_pct":10.417,"atm_iv":45.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EFXT","name":"Enerflex Ltd","report_date":"2026-10-29","timing":"BMO","market_cap":2939568130,"underlying":24.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.4,"straddle_ask":6.1,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":15.188,"atm_iv":65.72,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CWT","name":"California Water  Service Group Holding","report_date":"2026-10-29","timing":"BMO","market_cap":2873662980,"underlying":45.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.05,"straddle_ask":9.8,"straddle_mid":4.925,"em_dollar":4.925,"em_pct":10.728,"atm_iv":46.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HOG","name":"Harley-Davidson, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2829731580,"underlying":27.34,"quote_time":"2026-10-21T15:59:58","expiry":"2026-10-30","atm_strike":27.5,"straddle_bid":1.95,"straddle_ask":2.8,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":8.687,"atm_iv":68.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HGV","name":"Hilton Grand Vacations Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2812836860,"underlying":35.99,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.2,"straddle_ask":6.55,"straddle_mid":4.375,"em_dollar":4.375,"em_pct":12.156,"atm_iv":52.53,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KWR","name":"Quaker Houghton","report_date":"2026-10-29","timing":"AMC","market_cap":2718300670,"underlying":154.99,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":9.1,"straddle_ask":16.7,"straddle_mid":12.9,"em_dollar":12.9,"em_pct":8.323,"atm_iv":35.77,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SUPN","name":"Supernus Pharmaceuticals, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":2396576770,"underlying":41.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":41.0,"straddle_bid":1.25,"straddle_ask":9.5,"straddle_mid":5.375,"em_dollar":5.375,"em_pct":13.03,"atm_iv":57.34,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DXC","name":"DXC Technology Company","report_date":"2026-10-29","timing":"AMC","market_cap":2337562110,"underlying":15.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":2.15,"straddle_ask":4.5,"straddle_mid":3.325,"em_dollar":3.325,"em_pct":21.591,"atm_iv":95.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PEB","name":"Pebblebrook Hotel Trust","report_date":"2026-10-29","timing":"AMC","market_cap":2336972540,"underlying":21.1,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.1,"straddle_ask":4.9,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":11.848,"atm_iv":76.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MD","name":"Pediatrix Medical Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2281591810,"underlying":28.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.2,"straddle_ask":5.2,"straddle_mid":4.2,"em_dollar":4.2,"em_pct":14.947,"atm_iv":59.02,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STGW","name":"Stagwell Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2185610500,"underlying":9.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":0.95,"straddle_ask":3.45,"straddle_mid":2.2,"em_dollar":2.2,"em_pct":24.309,"atm_iv":107.87,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTRE","name":"Fortrea Holdings Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2166377980,"underlying":23.99,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":3.1,"straddle_ask":7.35,"straddle_mid":5.225,"em_dollar":5.225,"em_pct":21.78,"atm_iv":92.62,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PATK","name":"Patrick Industries, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2147427070,"underlying":67.3,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.75,"straddle_ask":10.5,"straddle_mid":7.625,"em_dollar":7.625,"em_pct":11.33,"atm_iv":48.36,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PHIN","name":"PHINIA Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2129039230,"underlying":57.17,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":4.0,"straddle_ask":9.8,"straddle_mid":6.9,"em_dollar":6.9,"em_pct":12.069,"atm_iv":52.43,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NMRK","name":"Newmark Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2109501180,"underlying":11.48,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.95,"straddle_ask":1.75,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":11.76,"atm_iv":38.5,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRLB","name":"Proto Labs, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2098668030,"underlying":89.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":10.2,"straddle_ask":14.5,"straddle_mid":12.35,"em_dollar":12.35,"em_pct":13.77,"atm_iv":60.12,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TBBK","name":"The Bancorp, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":2064220420,"underlying":49.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":2.85,"straddle_ask":7.5,"straddle_mid":5.175,"em_dollar":5.175,"em_pct":10.365,"atm_iv":45.16,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UTZ","name":"Utz Brands Inc ","report_date":"2026-10-29","timing":"UNK","market_cap":2057219970,"underlying":14.31,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.0,"straddle_ask":2.9,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":10.133,"atm_iv":39.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAH","name":"Sonic Automotive, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":2024295810,"underlying":60.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":6.3,"straddle_ask":11.4,"straddle_mid":8.85,"em_dollar":8.85,"em_pct":14.585,"atm_iv":63.49,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LCII","name":"LCI Industries ","report_date":"2026-10-29","timing":"UNK","market_cap":2004483710,"underlying":83.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":4.55,"straddle_ask":11.9,"straddle_mid":8.225,"em_dollar":8.225,"em_pct":9.892,"atm_iv":42.15,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRN","name":"Trinity Industries, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1977396610,"underlying":25.23,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.05,"straddle_ask":2.95,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":9.909,"atm_iv":43.21,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTX","name":"Minerals Technologies Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":1947415300,"underlying":63.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":1.7,"straddle_ask":10.0,"straddle_mid":5.85,"em_dollar":5.85,"em_pct":9.252,"atm_iv":38.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BFLY","name":"Butterfly Network, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1946544640,"underlying":7.1232,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.65,"straddle_ask":1.95,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":25.27,"atm_iv":106.5,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NSP","name":"Insperity, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1910527360,"underlying":50.18,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":6.2,"straddle_ask":11.9,"straddle_mid":9.05,"em_dollar":9.05,"em_pct":18.035,"atm_iv":79.17,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WKC","name":"World Kinect Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":1838389250,"underlying":35.94,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.2,"straddle_ask":6.55,"straddle_mid":4.875,"em_dollar":4.875,"em_pct":13.564,"atm_iv":58.27,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVCR","name":"NovoCure Limited","report_date":"2026-10-29","timing":"BMO","market_cap":1829364100,"underlying":15.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":0.8,"straddle_ask":4.95,"straddle_mid":2.875,"em_dollar":2.875,"em_pct":18.441,"atm_iv":79.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ESTA","name":"Establishment Labs Holdings Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1820001540,"underlying":62.28,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":62.5,"straddle_bid":6.35,"straddle_ask":13.7,"straddle_mid":10.025,"em_dollar":10.025,"em_pct":16.097,"atm_iv":70.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALHC","name":"Alignment Healthcare, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":1765273090,"underlying":8.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":1.15,"straddle_ask":1.65,"straddle_mid":1.4,"em_dollar":1.4,"em_pct":16.588,"atm_iv":67.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BXMT","name":"Capital Trust, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1730942720,"underlying":10.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.95,"straddle_ask":1.1,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":10.049,"atm_iv":42.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OLN","name":"Olin Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":1726834690,"underlying":14.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.25,"straddle_ask":2.35,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":12.056,"atm_iv":52.47,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATEC","name":"Alphatec Holdings, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":1677338620,"underlying":10.86,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.3,"straddle_ask":2.95,"straddle_mid":2.125,"em_dollar":2.125,"em_pct":19.567,"atm_iv":84.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OMCL","name":"Omnicell, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1664487170,"underlying":36.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.55,"straddle_ask":9.4,"straddle_mid":6.475,"em_dollar":6.475,"em_pct":17.818,"atm_iv":78.59,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NEXT","name":"NextDecade Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":1642364160,"underlying":6.0976,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.7,"straddle_ask":0.85,"straddle_mid":0.775,"em_dollar":0.775,"em_pct":12.71,"atm_iv":55.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MPT","name":"Medical Properties Trust, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":1636327940,"underlying":2.6576,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":2.5,"straddle_bid":0.19,"straddle_ask":0.32,"straddle_mid":0.255,"em_dollar":0.255,"em_pct":9.595,"atm_iv":70.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NEXA","name":"Nexa Resources S.A.","report_date":"2026-10-29","timing":"AMC","market_cap":1630324100,"underlying":12.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.55,"straddle_ask":1.85,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":14.05,"atm_iv":59.34,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HUBG","name":"Hub Group, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":1594272000,"underlying":26.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.2,"straddle_ask":5.85,"straddle_mid":4.025,"em_dollar":4.025,"em_pct":15.451,"atm_iv":67.73,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SVV","name":"Savers Value Village, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":1541018750,"underlying":9.88,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.45,"straddle_ask":3.1,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":17.966,"atm_iv":77.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PGY","name":"Pagaya Technologies Ltd.","report_date":"2026-10-29","timing":"BMO","market_cap":1530029950,"underlying":18.99,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":19.0,"straddle_bid":2.85,"straddle_ask":4.05,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":18.167,"atm_iv":79.53,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BAND","name":"Bandwidth Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1438803070,"underlying":46.82,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":10.3,"straddle_ask":15.1,"straddle_mid":12.7,"em_dollar":12.7,"em_pct":27.125,"atm_iv":121.13,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRS","name":"TriMas Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":1424192770,"underlying":39.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.85,"straddle_ask":7.05,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":12.428,"atm_iv":53.87,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RES","name":"RPC, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1387572860,"underlying":6.31,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.95,"straddle_ask":1.8,"straddle_mid":1.375,"em_dollar":1.375,"em_pct":21.791,"atm_iv":50.21,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COUR","name":"Coursera, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":1340508030,"underlying":5.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.85,"straddle_ask":1.2,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":20.418,"atm_iv":89.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"REAL","name":"The RealReal, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":1333515390,"underlying":10.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.85,"straddle_ask":2.35,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":19.737,"atm_iv":85.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FMBH","name":"First Mid Bancshares, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":1326903420,"underlying":49.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.15,"straddle_ask":9.8,"straddle_mid":4.975,"em_dollar":4.975,"em_pct":10.099,"atm_iv":43.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FOR","name":"Forestar Group Inc","report_date":"2026-10-29","timing":"BMO","market_cap":1305541120,"underlying":25.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.2,"straddle_ask":9.8,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":19.826,"atm_iv":86.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DFIN","name":"Donnelley Financial Solutions, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1290978430,"underlying":52.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":3.85,"straddle_ask":10.2,"straddle_mid":7.025,"em_dollar":7.025,"em_pct":13.307,"atm_iv":55.39,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PWP","name":"Perella Weinberg Partners","report_date":"2026-10-29","timing":"BMO","market_cap":1237800060,"underlying":12.47,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.8,"straddle_ask":3.9,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":18.845,"atm_iv":82.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MYE","name":"Myers Industries, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":1213935100,"underlying":32.89,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.3,"straddle_ask":7.45,"straddle_mid":4.375,"em_dollar":4.375,"em_pct":13.302,"atm_iv":49.72,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CCEC","name":"Capital Clean Energy Carriers Corp.","report_date":"2026-10-29","timing":"UNK","market_cap":1196752130,"underlying":19.83,"quote_time":"2026-10-21T14:59:20","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.0,"straddle_ask":2.3,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":8.321,"atm_iv":34.94,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ROCK","name":"Gibraltar Industries, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":1140158210,"underlying":38.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.1,"straddle_ask":9.9,"straddle_mid":6.0,"em_dollar":6.0,"em_pct":15.472,"atm_iv":56.26,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TDAY","name":"USA TODAY Co., Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":1029193790,"underlying":6.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":0.6,"straddle_ask":1.7,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":16.618,"atm_iv":71.96,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CCNE","name":"CNB Financial Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":1024290180,"underlying":34.54,"quote_time":"2026-10-21T15:59:46","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.0,"straddle_ask":10.0,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":14.476,"atm_iv":62.89,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSEX","name":"Middlesex Water Company","report_date":"2026-10-29","timing":"AMC","market_cap":1018326850,"underlying":53.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":0.2,"straddle_ask":10.0,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":9.51,"atm_iv":39.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HIPO","name":"Hippo Holdings Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":985115580,"underlying":38.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.65,"straddle_ask":7.2,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":14.131,"atm_iv":58.36,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FET","name":"Forum Energy Technologies, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":966001280,"underlying":86.73,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":10.4,"straddle_ask":15.3,"straddle_mid":12.85,"em_dollar":12.85,"em_pct":14.816,"atm_iv":65.31,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UPBD","name":"Upbound Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":951446270,"underlying":16.1,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.65,"straddle_ask":3.1,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":14.752,"atm_iv":53.88,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NPKI","name":"NPK International Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":926366980,"underlying":11.09,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.8,"straddle_ask":3.7,"straddle_mid":2.25,"em_dollar":2.25,"em_pct":20.289,"atm_iv":84.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SBSI","name":"Southside Bancshares, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":921662720,"underlying":30.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.0,"straddle_ask":7.1,"straddle_mid":3.55,"em_dollar":3.55,"em_pct":11.53,"atm_iv":48.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCS","name":"Marcus Corporation (The)","report_date":"2026-10-29","timing":"BMO","market_cap":883033020,"underlying":28.83,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.1,"straddle_ask":5.8,"straddle_mid":3.95,"em_dollar":3.95,"em_pct":13.701,"atm_iv":57.37,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DFH","name":"Dream Finders Homes, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":868231810,"underlying":9.0,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.95,"straddle_ask":2.25,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":17.778,"atm_iv":58.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FMC","name":"FMC Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":825983040,"underlying":5.02,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.95,"straddle_ask":1.4,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":23.406,"atm_iv":102.47,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARI","name":"Apollo Commercial Real Estate Finance","report_date":"2026-10-29","timing":"UNK","market_cap":816711040,"underlying":6.34,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.25,"straddle_ask":3.35,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":28.391,"atm_iv":77.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FISI","name":"Financial Institutions, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":787269060,"underlying":39.85,"quote_time":"2026-10-21T15:59:48","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":0.3,"straddle_ask":9.0,"straddle_mid":4.65,"em_dollar":4.65,"em_pct":11.669,"atm_iv":50.7,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVLG","name":"Covenant Logistics Group, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":744330240,"underlying":29.9,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.4,"straddle_ask":2.9,"straddle_mid":2.65,"em_dollar":2.65,"em_pct":8.863,"atm_iv":38.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WLKP","name":"Westlake Chemical Partners LP","report_date":"2026-10-29","timing":"UNK","market_cap":741925760,"underlying":20.87,"quote_time":"2026-10-21T15:58:36","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.0,"straddle_ask":5.4,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":12.937,"atm_iv":55.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DGICA","name":"Donegal Group, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":696728900,"underlying":18.65,"quote_time":"2026-10-21T15:59:11","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.1,"straddle_ask":4.7,"straddle_mid":2.4,"em_dollar":2.4,"em_pct":12.869,"atm_iv":53.7,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AROW","name":"Arrow Financial Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":694454400,"underlying":37.19,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.8,"straddle_ask":8.0,"straddle_mid":4.4,"em_dollar":4.4,"em_pct":11.831,"atm_iv":47.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OSPN","name":"OneSpan Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":672552130,"underlying":18.87,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":2.2,"straddle_ask":4.2,"straddle_mid":3.2,"em_dollar":3.2,"em_pct":16.958,"atm_iv":68.43,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GDYN","name":"Grid Dynamics Holdings, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":666862980,"underlying":8.35,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.2,"straddle_ask":1.75,"straddle_mid":1.475,"em_dollar":1.475,"em_pct":17.665,"atm_iv":72.75,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PMT","name":"PennyMac Mortgage Investment Trust","report_date":"2026-10-29","timing":"AMC","market_cap":602568320,"underlying":6.84,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.5,"straddle_ask":1.1,"straddle_mid":0.8,"em_dollar":0.8,"em_pct":11.696,"atm_iv":49.43,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WTI","name":"W&T Offshore, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":596224640,"underlying":3.95,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.5,"straddle_ask":0.8,"straddle_mid":0.65,"em_dollar":0.65,"em_pct":16.456,"atm_iv":70.05,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FBIZ","name":"First Business Financial Services, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":594150720,"underlying":70.9,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":0.2,"straddle_ask":10.0,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":7.193,"atm_iv":30.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PHAT","name":"Phathom Pharmaceuticals, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":591385860,"underlying":7.03,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.2,"straddle_ask":2.45,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":18.848,"atm_iv":76.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WEAV","name":"Weave Communications, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":591193470,"underlying":7.39,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":0.35,"straddle_ask":0.5,"straddle_mid":0.425,"em_dollar":0.425,"em_pct":5.751,"atm_iv":15.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IVR","name":"INVESCO MORTGAGE CAPITAL INC","report_date":"2026-10-29","timing":"UNK","market_cap":588049020,"underlying":5.4376,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.15,"straddle_ask":1.2,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":12.414,"atm_iv":83.7,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACIC","name":"American Coastal Insurance Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":529917184,"underlying":11.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":0.4,"straddle_ask":2.45,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":12.873,"atm_iv":56.03,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WNC","name":"Wabash National Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":518584224,"underlying":12.73,"quote_time":"2026-10-20T15:59:56","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.65,"straddle_ask":3.2,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":15.122,"atm_iv":65.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WTBA","name":"West Bancorporation","report_date":"2026-10-29","timing":"BMO","market_cap":501426912,"underlying":29.37,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.15,"straddle_ask":6.4,"straddle_mid":3.275,"em_dollar":3.275,"em_pct":11.151,"atm_iv":45.47,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TWI","name":"Titan International, Inc.","report_date":"2026-10-29","timing":"BMO","market_cap":436306304,"underlying":6.84,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.6,"straddle_ask":2.55,"straddle_mid":1.575,"em_dollar":1.575,"em_pct":23.026,"atm_iv":90.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MBUU","name":"Malibu Boats, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":434867808,"underlying":21.84,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":1.75,"straddle_ask":4.95,"straddle_mid":3.35,"em_dollar":3.35,"em_pct":15.339,"atm_iv":65.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACCO","name":"Acco Brands Corporation","report_date":"2026-10-29","timing":"AMC","market_cap":422768672,"underlying":4.53,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.1,"straddle_ask":1.2,"straddle_mid":0.65,"em_dollar":0.65,"em_pct":14.349,"atm_iv":35.88,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GTE","name":"Gran Tierra Energy Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":398795424,"underlying":11.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.9,"straddle_ask":2.95,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":20.941,"atm_iv":83.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STRZ","name":"Starz Entertainment Corp.","report_date":"2026-10-29","timing":"AMC","market_cap":398650688,"underlying":23.28,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":23.0,"straddle_bid":2.05,"straddle_ask":7.9,"straddle_mid":4.975,"em_dollar":4.975,"em_pct":21.37,"atm_iv":92.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MVBF","name":"MVB Financial Corp.","report_date":"2026-10-29","timing":"AMC","market_cap":380272128,"underlying":29.12,"quote_time":"2026-10-21T15:59:36","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.3,"straddle_ask":9.4,"straddle_mid":4.85,"em_dollar":4.85,"em_pct":16.655,"atm_iv":70.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RMNI","name":"Rimini Street, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":379958912,"underlying":4.07,"quote_time":"2026-10-20T15:59:54","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.65,"straddle_ask":1.6,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":27.641,"atm_iv":71.69,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TREE","name":"LendingTree, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":372469568,"underlying":26.58,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":3.5,"straddle_ask":6.0,"straddle_mid":4.75,"em_dollar":4.75,"em_pct":17.871,"atm_iv":76.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPS","name":"Cooper-Standard Holdings Inc. ","report_date":"2026-10-29","timing":"UNK","market_cap":363380288,"underlying":19.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":3.15,"straddle_ask":4.2,"straddle_mid":3.675,"em_dollar":3.675,"em_pct":18.57,"atm_iv":80.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TSBK","name":"Timberland Bancorp, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":356514368,"underlying":45.59,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.0,"straddle_ask":9.8,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":10.748,"atm_iv":46.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XRX","name":"Xerox Holdings Corporation","report_date":"2026-10-29","timing":"BMO","market_cap":342730880,"underlying":2.7398,"quote_time":"2026-10-21T12:18:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.55,"straddle_ask":0.7,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":22.812,"atm_iv":99.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTNM","name":"Contineum Therapeutics, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":318274784,"underlying":8.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.9,"straddle_ask":5.9,"straddle_mid":3.4,"em_dollar":3.4,"em_pct":40.719,"atm_iv":187.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FVRR","name":"Fiverr International Ltd.","report_date":"2026-10-29","timing":"BMO","market_cap":307378720,"underlying":8.44,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":1.25,"straddle_ask":1.65,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":17.18,"atm_iv":74.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PACK","name":"Ranpak Holdings Corp","report_date":"2026-10-29","timing":"UNK","market_cap":290720608,"underlying":3.4991,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.65,"straddle_ask":2.1,"straddle_mid":1.375,"em_dollar":1.375,"em_pct":39.296,"atm_iv":236.76,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ESCA","name":"Escalade, Incorporated","report_date":"2026-10-29","timing":"UNK","market_cap":259490496,"underlying":18.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.25,"straddle_ask":8.9,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":24.743,"atm_iv":110.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MFIN","name":"Medallion Financial Corp.","report_date":"2026-10-29","timing":"AMC","market_cap":257154784,"underlying":11.2,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.9,"straddle_ask":3.25,"straddle_mid":2.075,"em_dollar":2.075,"em_pct":18.527,"atm_iv":73.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCBP","name":"BCB Bancorp, Inc. (NJ)","report_date":"2026-10-29","timing":"BMO","market_cap":254625088,"underlying":8.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.55,"straddle_ask":2.3,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":17.357,"atm_iv":71.92,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCYC","name":"Bicycle Therapeutics plc","report_date":"2026-10-29","timing":"UNK","market_cap":251974336,"underlying":3.5,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.0,"straddle_ask":5.0,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":71.429,"atm_iv":357.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INBK","name":"First Internet Bancorp","report_date":"2026-10-29","timing":"AMC","market_cap":226985584,"underlying":25.89,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.45,"straddle_ask":9.4,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":20.954,"atm_iv":92.58,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASUR","name":"Asure Software Inc","report_date":"2026-10-29","timing":"AMC","market_cap":214509392,"underlying":7.06,"quote_time":"2026-10-21T15:59:48","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.3,"straddle_ask":1.8,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":14.873,"atm_iv":59.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DMRC","name":"Digimarc Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":209084528,"underlying":7.47,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.35,"straddle_ask":2.85,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":28.112,"atm_iv":123.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NCMI","name":"National CineMedia, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":192844416,"underlying":1.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.1,"straddle_ask":0.9,"straddle_mid":0.5,"em_dollar":0.5,"em_pct":25.253,"atm_iv":84.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WHG","name":"Westwood Holdings Group Inc","report_date":"2026-10-29","timing":"UNK","market_cap":178838672,"underlying":18.7,"quote_time":"2026-10-21T15:59:12","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.0,"straddle_ask":8.6,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":22.995,"atm_iv":102.26,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GSIT","name":"GSI Technology, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":154883344,"underlying":4.12,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.95,"straddle_ask":1.55,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":30.34,"atm_iv":88.85,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LODE","name":"Comstock Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":132227904,"underlying":1.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.35,"straddle_ask":0.55,"straddle_mid":0.45,"em_dollar":0.45,"em_pct":24.59,"atm_iv":98.43,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAMG","name":"Silvercrest Asset Management Group Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":121676568,"underlying":10.32,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.25,"straddle_ask":2.45,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":13.081,"atm_iv":56.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATOM","name":"Atomera Incorporated","report_date":"2026-10-29","timing":"AMC","market_cap":116681888,"underlying":3.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.55,"straddle_ask":1.15,"straddle_mid":0.85,"em_dollar":0.85,"em_pct":27.961,"atm_iv":114.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRTS","name":"CarParts.com, Inc.","report_date":"2026-10-29","timing":"AMC","market_cap":64039528,"underlying":7.8506,"quote_time":"2026-10-21T15:59:46","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.2,"straddle_ask":4.5,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":29.934,"atm_iv":130.58,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OFS","name":"OFS Capital Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":53458332,"underlying":3.98,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.7,"straddle_ask":1.55,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":28.266,"atm_iv":70.03,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INMB","name":"INmune Bio Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":44406064,"underlying":1.61,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.0,"straddle_ask":1.05,"straddle_mid":0.525,"em_dollar":0.525,"em_pct":32.609,"atm_iv":99.45,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DAIO","name":"Data I/O Corporation","report_date":"2026-10-29","timing":"UNK","market_cap":26820718,"underlying":2.59,"quote_time":"2026-10-21T15:59:39","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.1,"straddle_ask":1.1,"straddle_mid":0.6,"em_dollar":0.6,"em_pct":23.166,"atm_iv":102.02,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACH","name":"Accendra Health, Inc.","report_date":"2026-10-29","timing":"UNK","market_cap":19641460,"underlying":0.2172,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.05,"straddle_ask":0.7,"straddle_mid":0.375,"em_dollar":0.375,"em_pct":172.652,"atm_iv":398.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XOM","name":"ExxonMobil Holdings Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":731344670000,"underlying":178.5,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":177.5,"straddle_bid":7.0,"straddle_ask":8.1,"straddle_mid":7.55,"em_dollar":7.55,"em_pct":4.23,"atm_iv":33.88,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABBV","name":"AbbVie Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":510838276000,"underlying":284.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":285.0,"straddle_bid":12.3,"straddle_ask":15.2,"straddle_mid":13.75,"em_dollar":13.75,"em_pct":4.829,"atm_iv":39.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVX","name":"Chevron Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":445951345000,"underlying":227.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":227.5,"straddle_bid":8.8,"straddle_ask":9.75,"straddle_mid":9.275,"em_dollar":9.275,"em_pct":4.081,"atm_iv":32.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AZN","name":"AstraZeneca PLC","report_date":"2026-10-30","timing":"BMO","market_cap":255926469000,"underlying":168.45,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":170.0,"straddle_bid":12.4,"straddle_ask":13.4,"straddle_mid":12.9,"em_dollar":12.9,"em_pct":7.658,"atm_iv":33.15,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BP","name":"BP p.l.c.","report_date":"2026-10-30","timing":"BMO","market_cap":128863658000,"underlying":49.85,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":50.0,"straddle_bid":2.25,"straddle_ask":2.5,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":4.764,"atm_iv":37.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SNY","name":"Sanofi","report_date":"2026-10-30","timing":"BMO","market_cap":100968563000,"underlying":41.4,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":2.85,"straddle_ask":3.25,"straddle_mid":3.05,"em_dollar":3.05,"em_pct":7.367,"atm_iv":30.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GD","name":"General Dynamics Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":93190717000,"underlying":344.71,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":345.0,"straddle_bid":12.9,"straddle_ask":16.8,"straddle_mid":14.85,"em_dollar":14.85,"em_pct":4.308,"atm_iv":34.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"REGN","name":"Regeneron Pharmaceuticals, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":83134095000,"underlying":806.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":805.0,"straddle_bid":39.2,"straddle_ask":55.2,"straddle_mid":47.2,"em_dollar":47.2,"em_pct":5.851,"atm_iv":46.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CL","name":"Colgate-Palmolive Company","report_date":"2026-10-30","timing":"BMO","market_cap":75364721000,"underlying":94.4999,"quote_time":"2026-10-21T16:00:00","expiry":"2026-10-30","atm_strike":94.0,"straddle_bid":3.35,"straddle_ask":3.9,"straddle_mid":3.625,"em_dollar":3.625,"em_pct":3.836,"atm_iv":30.57,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNI","name":"Canadian National Railway Company","report_date":"2026-10-30","timing":"BMO","market_cap":73055404000,"underlying":122.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":3.95,"straddle_ask":8.4,"straddle_mid":6.175,"em_dollar":6.175,"em_pct":5.059,"atm_iv":21.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NWG","name":"NatWest Group plc","report_date":"2026-10-30","timing":"BMO","market_cap":68565303000,"underlying":17.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.4,"straddle_ask":1.6,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":8.626,"atm_iv":37.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IMO","name":"Imperial Oil Limited","report_date":"2026-10-30","timing":"BMO","market_cap":65187791000,"underlying":135.57,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":8.25,"straddle_ask":12.8,"straddle_mid":10.525,"em_dollar":10.525,"em_pct":7.764,"atm_iv":33.81,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVE","name":"Cenovus Energy Inc","report_date":"2026-10-30","timing":"UNK","market_cap":62007304000,"underlying":33.13,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":33.0,"straddle_bid":2.5,"straddle_ask":3.3,"straddle_mid":2.9,"em_dollar":2.9,"em_pct":8.753,"atm_iv":38.18,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"D","name":"Dominion Energy, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":55269409000,"underlying":62.33,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":62.5,"straddle_bid":2.1,"straddle_ask":3.6,"straddle_mid":2.85,"em_dollar":2.85,"em_pct":4.572,"atm_iv":19.57,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXC","name":"Exelon Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":44417888000,"underlying":42.8372,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":43.0,"straddle_bid":1.85,"straddle_ask":2.4,"straddle_mid":2.125,"em_dollar":2.125,"em_pct":4.961,"atm_iv":20.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CCJ","name":"Cameco Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":34935386000,"underlying":82.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-10-30","atm_strike":82.0,"straddle_bid":5.34,"straddle_ask":6.25,"straddle_mid":5.795,"em_dollar":5.795,"em_pct":7.065,"atm_iv":56.21,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHD","name":"Church & Dwight Company, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":25134125100,"underlying":105.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":5.35,"straddle_ask":7.0,"straddle_mid":6.175,"em_dollar":6.175,"em_pct":5.881,"atm_iv":25.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVT","name":"nVent Electric plc","report_date":"2026-10-30","timing":"BMO","market_cap":22624501800,"underlying":143.09,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":145.0,"straddle_bid":18.4,"straddle_ask":21.3,"straddle_mid":19.85,"em_dollar":19.85,"em_pct":13.872,"atm_iv":59.63,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LYB","name":"LyondellBasell Industries NV","report_date":"2026-10-30","timing":"BMO","market_cap":20661508100,"underlying":63.0,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":62.5,"straddle_bid":5.8,"straddle_ask":6.3,"straddle_mid":6.05,"em_dollar":6.05,"em_pct":9.603,"atm_iv":41.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCH","name":"Banco De Chile","report_date":"2026-10-30","timing":"BMO","market_cap":20051890200,"underlying":39.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":0.7,"straddle_ask":4.7,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":6.811,"atm_iv":29.39,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MGA","name":"Magna International, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":17555566600,"underlying":63.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":5.0,"straddle_ask":7.2,"straddle_mid":6.1,"em_dollar":6.1,"em_pct":9.557,"atm_iv":40.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RBC","name":"RBC Bearings Incorporated","report_date":"2026-10-30","timing":"BMO","market_cap":15683673100,"underlying":504.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":500.0,"straddle_bid":34.0,"straddle_ask":42.9,"straddle_mid":38.45,"em_dollar":38.45,"em_pct":7.622,"atm_iv":33.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BSAC","name":"Banco Santander Chile","report_date":"2026-10-30","timing":"BMO","market_cap":15593917400,"underlying":32.98,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.3,"straddle_ask":7.4,"straddle_mid":3.85,"em_dollar":3.85,"em_pct":11.674,"atm_iv":44.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BTSG","name":"BrightSpring Health Services, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":12350686200,"underlying":62.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":7.15,"straddle_ask":10.1,"straddle_mid":8.625,"em_dollar":8.625,"em_pct":13.793,"atm_iv":57.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBOE","name":"Cboe Global Markets, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":11636977312,"underlying":319.5,"quote_time":"2026-10-21T15:59:55","expiry":"2026-10-30","atm_strike":320.0,"straddle_bid":16.6,"straddle_ask":21.9,"straddle_mid":19.25,"em_dollar":19.25,"em_pct":6.025,"atm_iv":47.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSGS","name":"Madison Square Garden Sports Corp.","report_date":"2026-10-30","timing":"UNK","market_cap":9954888700,"underlying":412.37,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":410.0,"straddle_bid":27.1,"straddle_ask":32.0,"straddle_mid":29.55,"em_dollar":29.55,"em_pct":7.166,"atm_iv":31.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FRT","name":"Federal Realty Investment Trust","report_date":"2026-10-30","timing":"BMO","market_cap":9256299500,"underlying":105.77,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":4.15,"straddle_ask":5.9,"straddle_mid":5.025,"em_dollar":5.025,"em_pct":4.751,"atm_iv":20.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GTES","name":"Gates Industrial Corporation Ltd.","report_date":"2026-10-30","timing":"BMO","market_cap":6607245300,"underlying":26.71,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":27.0,"straddle_bid":2.45,"straddle_ask":2.8,"straddle_mid":2.625,"em_dollar":2.625,"em_pct":9.828,"atm_iv":42.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OMF","name":"OneMain Holdings, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":6444622800,"underlying":56.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":4.3,"straddle_ask":5.85,"straddle_mid":5.075,"em_dollar":5.075,"em_pct":8.93,"atm_iv":36.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TXNM","name":"TXNM Energy, Inc.","report_date":"2026-10-30","timing":"UNK","market_cap":6441255400,"underlying":58.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":0.25,"straddle_ask":4.65,"straddle_mid":2.45,"em_dollar":2.45,"em_pct":4.189,"atm_iv":13.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LEA","name":"Lear Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":5918478300,"underlying":117.89,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":7.3,"straddle_ask":12.6,"straddle_mid":9.95,"em_dollar":9.95,"em_pct":8.44,"atm_iv":36.06,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SXT","name":"Sensient Technologies Corporation","report_date":"2026-10-30","timing":"BMO","market_cap":5755343400,"underlying":132.19,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":11.3,"straddle_ask":15.8,"straddle_mid":13.55,"em_dollar":13.55,"em_pct":10.25,"atm_iv":44.47,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AN","name":"AutoNation, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":5352214000,"underlying":153.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":15.5,"straddle_ask":19.4,"straddle_mid":17.45,"em_dollar":17.45,"em_pct":11.404,"atm_iv":49.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KRG","name":"Kite Realty Group Trust","report_date":"2026-10-30","timing":"BMO","market_cap":4912506900,"underlying":24.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.8,"straddle_ask":4.35,"straddle_mid":2.575,"em_dollar":2.575,"em_pct":10.649,"atm_iv":44.88,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PIPR","name":"Piper Sandler Companies","report_date":"2026-10-30","timing":"BMO","market_cap":4533499400,"underlying":64.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":5.75,"straddle_ask":9.1,"straddle_mid":7.425,"em_dollar":7.425,"em_pct":11.53,"atm_iv":50.05,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WT","name":"WisdomTree, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":3274176770,"underlying":21.61,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":1.95,"straddle_ask":2.7,"straddle_mid":2.325,"em_dollar":2.325,"em_pct":10.759,"atm_iv":42.97,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NWL","name":"Newell Brands Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":2419111940,"underlying":5.5537,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.8,"straddle_ask":1.3,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":18.906,"atm_iv":73.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPRI","name":"Capri Holdings Limited","report_date":"2026-10-30","timing":"BMO","market_cap":1876388220,"underlying":15.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":2.3,"straddle_ask":2.7,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":15.924,"atm_iv":68.75,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPY","name":"Oppenheimer Holdings, Inc.","report_date":"2026-10-30","timing":"UNK","market_cap":1077867780,"underlying":101.97,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":7.1,"straddle_ask":11.2,"straddle_mid":9.15,"em_dollar":9.15,"em_pct":8.973,"atm_iv":38.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMP","name":"Standard Motor Products, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":829048260,"underlying":37.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.55,"straddle_ask":7.45,"straddle_mid":4.0,"em_dollar":4.0,"em_pct":10.79,"atm_iv":43.72,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OABI","name":"OmniAb, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":721136380,"underlying":5.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.25,"straddle_ask":1.7,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":19.461,"atm_iv":81.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TIPT","name":"Tiptree Inc.","report_date":"2026-10-30","timing":"UNK","market_cap":614454910,"underlying":16.44,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.1,"straddle_ask":4.1,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":12.774,"atm_iv":49.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABR","name":"Arbor Realty Trust","report_date":"2026-10-30","timing":"UNK","market_cap":539152770,"underlying":2.9,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-06","atm_strike":3.0,"straddle_bid":0.1,"straddle_ask":1.0,"straddle_mid":0.55,"em_dollar":0.55,"em_pct":18.966,"atm_iv":131.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OIS","name":"Oil States International, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":500074496,"underlying":8.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.9,"straddle_ask":1.95,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":16.784,"atm_iv":60.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVEO","name":"Civeo Corporation","report_date":"2026-10-30","timing":"UNK","market_cap":291189312,"underlying":28.45,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":28.0,"straddle_bid":1.05,"straddle_ask":5.45,"straddle_mid":3.25,"em_dollar":3.25,"em_pct":11.424,"atm_iv":50.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TUSK","name":"Mammoth Energy Services, Inc.","report_date":"2026-10-30","timing":"BMO","market_cap":129463200,"underlying":2.76,"quote_time":"2026-10-21T15:59:31","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":1.3,"straddle_mid":0.65,"em_dollar":0.65,"em_pct":23.551,"atm_iv":125.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABVC","name":"ABVC Biopharma, Inc.","report_date":"2026-10-30","timing":"UNK","market_cap":24825864,"underlying":1.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":10.0,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":500.0,"atm_iv":null,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AAPL","name":"Apple Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":4954724000000,"underlying":343.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-04","atm_strike":345.0,"straddle_bid":16.25,"straddle_ask":17.2,"straddle_mid":16.725,"em_dollar":16.725,"em_pct":4.865,"atm_iv":30.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PLTR","name":"Palantir Technologies Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":462635500000,"underlying":199.6801,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":200.0,"straddle_bid":24.5,"straddle_ask":24.95,"straddle_mid":24.725,"em_dollar":24.725,"em_pct":12.382,"atm_iv":73.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VRTX","name":"Vertex Pharmaceuticals Incorporated","report_date":"2026-11-02","timing":"AMC","market_cap":130443665000,"underlying":524.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":525.0,"straddle_bid":26.9,"straddle_ask":42.7,"straddle_mid":34.8,"em_dollar":34.8,"em_pct":6.635,"atm_iv":39.64,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAR","name":"Marriott International","report_date":"2026-11-02","timing":"BMO","market_cap":103605051000,"underlying":403.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":405.0,"straddle_bid":20.5,"straddle_ask":25.8,"straddle_mid":23.15,"em_dollar":23.15,"em_pct":5.733,"atm_iv":34.15,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WMB","name":"Williams Companies, Inc. (The)","report_date":"2026-11-02","timing":"AMC","market_cap":86025372000,"underlying":72.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":73.0,"straddle_bid":4.0,"straddle_ask":5.15,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":6.301,"atm_iv":37.42,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FANG","name":"Diamondback Energy, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":56682529000,"underlying":200.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":200.0,"straddle_bid":14.9,"straddle_ask":19.2,"straddle_mid":17.05,"em_dollar":17.05,"em_pct":8.486,"atm_iv":36.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"O","name":"Realty Income Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":53309923000,"underlying":55.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":2.3,"straddle_ask":2.55,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":4.376,"atm_iv":19.24,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ETR","name":"Entergy Corporation","report_date":"2026-11-02","timing":"BMO","market_cap":49070969000,"underlying":106.08,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":4.05,"straddle_ask":7.8,"straddle_mid":5.925,"em_dollar":5.925,"em_pct":5.585,"atm_iv":23.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IDXX","name":"IDEXX Laboratories, Inc.","report_date":"2026-11-02","timing":"BMO","market_cap":43954348000,"underlying":553.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":550.0,"straddle_bid":47.3,"straddle_ask":61.9,"straddle_mid":54.6,"em_dollar":54.6,"em_pct":9.865,"atm_iv":43.15,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EL","name":"Estee Lauder Companies, Inc. (The)","report_date":"2026-11-02","timing":"BMO","market_cap":38449693000,"underlying":103.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":104.0,"straddle_bid":9.3,"straddle_ask":12.0,"straddle_mid":10.65,"em_dollar":10.65,"em_pct":10.274,"atm_iv":61.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KVUE","name":"Kenvue Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":37032514000,"underlying":19.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":19.0,"straddle_bid":0.6,"straddle_ask":1.11,"straddle_mid":0.855,"em_dollar":0.855,"em_pct":4.491,"atm_iv":26.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PEG","name":"Public Service Enterprise Group Incorporated","report_date":"2026-11-02","timing":"BMO","market_cap":35318043000,"underlying":71.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":3.55,"straddle_ask":4.6,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":5.739,"atm_iv":24.17,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ON","name":"ON Semiconductor Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":29440274400,"underlying":78.45,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":78.0,"straddle_bid":9.4,"straddle_ask":11.1,"straddle_mid":10.25,"em_dollar":10.25,"em_pct":13.066,"atm_iv":78.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RYAAY","name":"Ryanair Holdings plc","report_date":"2026-11-02","timing":"BMO","market_cap":27945386000,"underlying":54.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.95,"straddle_ask":8.7,"straddle_mid":5.325,"em_dollar":5.325,"em_pct":9.843,"atm_iv":42.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FOX","name":"Fox Corporation","report_date":"2026-11-02","timing":"BMO","market_cap":25194999800,"underlying":58.63,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":2.9,"straddle_ask":8.3,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":9.551,"atm_iv":40.62,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FOXA","name":"Fox Corporation","report_date":"2026-11-02","timing":"BMO","market_cap":25194999800,"underlying":65.84,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.7,"straddle_ask":6.8,"straddle_mid":5.75,"em_dollar":5.75,"em_pct":8.733,"atm_iv":37.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ROKU","name":"Roku, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":23386376200,"underlying":157.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":157.5,"straddle_bid":1.94,"straddle_ask":8.8,"straddle_mid":5.37,"em_dollar":5.37,"em_pct":3.403,"atm_iv":20.22,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"L","name":"Loews Corporation","report_date":"2026-11-02","timing":"BMO","market_cap":22763026400,"underlying":111.05,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":1.8,"straddle_ask":8.4,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":4.593,"atm_iv":19.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TSEM","name":"Tower Semiconductor Ltd.","report_date":"2026-11-02","timing":"BMO","market_cap":20772837400,"underlying":190.9997,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":190.0,"straddle_bid":24.4,"straddle_ask":38.1,"straddle_mid":31.25,"em_dollar":31.25,"em_pct":16.361,"atm_iv":98.69,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SBAC","name":"SBA Communications Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":19198765100,"underlying":173.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":12.0,"straddle_ask":16.5,"straddle_mid":14.25,"em_dollar":14.25,"em_pct":8.218,"atm_iv":34.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PS","name":"Pershing Square Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":18300000300,"underlying":46.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":5.2,"straddle_ask":8.9,"straddle_mid":7.05,"em_dollar":7.05,"em_pct":15.071,"atm_iv":66.59,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VNOM","name":"Viper Energy, Inc. ","report_date":"2026-11-02","timing":"AMC","market_cap":16469086200,"underlying":45.68,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":46.0,"straddle_bid":2.85,"straddle_ask":4.4,"straddle_mid":3.625,"em_dollar":3.625,"em_pct":7.936,"atm_iv":33.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRBG","name":"Corebridge Financial Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":15579749400,"underlying":35.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.4,"straddle_ask":3.5,"straddle_mid":2.95,"em_dollar":2.95,"em_pct":8.357,"atm_iv":36.43,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LSCC","name":"Lattice Semiconductor Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":15255471100,"underlying":106.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":16.8,"straddle_ask":19.4,"straddle_mid":18.1,"em_dollar":18.1,"em_pct":17.043,"atm_iv":73.57,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EQH","name":"Equitable Holdings, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":14749359100,"underlying":54.37,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":2.4,"straddle_ask":4.95,"straddle_mid":3.675,"em_dollar":3.675,"em_pct":6.759,"atm_iv":29.19,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NBIX","name":"Neurocrine Biosciences, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":14434184200,"underlying":141.31,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":14.1,"straddle_ask":16.1,"straddle_mid":15.1,"em_dollar":15.1,"em_pct":10.686,"atm_iv":46.64,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHKP","name":"Check Point Software Technologies Ltd.","report_date":"2026-11-02","timing":"BMO","market_cap":14380874800,"underlying":143.96,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":145.0,"straddle_bid":14.6,"straddle_ask":18.8,"straddle_mid":16.7,"em_dollar":16.7,"em_pct":11.6,"atm_iv":50.51,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HALO","name":"Halozyme Therapeutics, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":14115745800,"underlying":124.83,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":9.4,"straddle_ask":14.9,"straddle_mid":12.15,"em_dollar":12.15,"em_pct":9.733,"atm_iv":42.62,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JAZZ","name":"Jazz Pharmaceuticals plc","report_date":"2026-11-02","timing":"AMC","market_cap":13876140000,"underlying":211.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":15.4,"straddle_ask":22.0,"straddle_mid":18.7,"em_dollar":18.7,"em_pct":8.863,"atm_iv":38.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNA","name":"CNA Financial Corporation","report_date":"2026-11-02","timing":"BMO","market_cap":13097084900,"underlying":48.32,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.7,"straddle_ask":6.2,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":7.14,"atm_iv":25.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DOC","name":"Healthpeak Properties, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":12935531500,"underlying":18.49,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.2,"straddle_ask":2.4,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":9.735,"atm_iv":35.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FN","name":"Fabrinet","report_date":"2026-11-02","timing":"AMC","market_cap":12738577400,"underlying":352.8,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":350.0,"straddle_bid":61.8,"straddle_ask":76.9,"straddle_mid":69.35,"em_dollar":69.35,"em_pct":19.657,"atm_iv":85.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BWXT","name":"BWX Technologies, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":12299334700,"underlying":134.45,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":13.5,"straddle_ask":16.0,"straddle_mid":14.75,"em_dollar":14.75,"em_pct":10.971,"atm_iv":47.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TEM","name":"Tempus AI, Inc.","report_date":"2026-11-02","timing":"BMO","market_cap":12118873100,"underlying":67.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":67.0,"straddle_bid":9.7,"straddle_ask":11.25,"straddle_mid":10.475,"em_dollar":10.475,"em_pct":15.634,"atm_iv":92.74,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GRAB","name":"Grab Holdings Limited","report_date":"2026-11-02","timing":"AMC","market_cap":11850392600,"underlying":2.81,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":3.0,"straddle_bid":0.28,"straddle_ask":0.34,"straddle_mid":0.31,"em_dollar":0.31,"em_pct":11.032,"atm_iv":57.12,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UDR","name":"UDR, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":11054701600,"underlying":35.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.6,"straddle_ask":2.85,"straddle_mid":1.725,"em_dollar":1.725,"em_pct":4.923,"atm_iv":21.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTCH","name":"Match Group, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":10681007100,"underlying":46.1,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.65,"straddle_ask":5.55,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":11.063,"atm_iv":47.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLX","name":"Clorox Company (The)","report_date":"2026-11-02","timing":"AMC","market_cap":10575984600,"underlying":84.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":7.05,"straddle_ask":8.0,"straddle_mid":7.525,"em_dollar":7.525,"em_pct":8.874,"atm_iv":38.57,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENSG","name":"The Ensign Group, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":10257708000,"underlying":173.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":10.3,"straddle_ask":17.4,"straddle_mid":13.85,"em_dollar":13.85,"em_pct":7.99,"atm_iv":34.5,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMG","name":"Affiliated Managers Group, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":10053049300,"underlying":393.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":390.0,"straddle_bid":29.5,"straddle_ask":35.9,"straddle_mid":32.7,"em_dollar":32.7,"em_pct":8.307,"atm_iv":36.18,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KRYS","name":"Krystal Biotech, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":9632053200,"underlying":322.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":320.0,"straddle_bid":31.7,"straddle_ask":38.9,"straddle_mid":35.3,"em_dollar":35.3,"em_pct":10.957,"atm_iv":47.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AEIS","name":"Advanced Energy Industries, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":9598088200,"underlying":244.1,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":38.3,"straddle_ask":44.6,"straddle_mid":41.45,"em_dollar":41.45,"em_pct":16.981,"atm_iv":73.49,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JAN","name":"Janus Living, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":9069799400,"underlying":28.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.75,"straddle_ask":5.45,"straddle_mid":3.1,"em_dollar":3.1,"em_pct":10.935,"atm_iv":40.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALSN","name":"Allison Transmission Holdings, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":9055507500,"underlying":110.94,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":7.8,"straddle_ask":11.6,"straddle_mid":9.7,"em_dollar":9.7,"em_pct":8.743,"atm_iv":37.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RHP","name":"Ryman Hospitality Properties, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":8966456300,"underlying":130.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":5.4,"straddle_ask":12.5,"straddle_mid":8.95,"em_dollar":8.95,"em_pct":6.869,"atm_iv":29.93,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HNGE","name":"Hinge Health, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":8675457000,"underlying":111.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":16.2,"straddle_ask":17.6,"straddle_mid":16.9,"em_dollar":16.9,"em_pct":15.212,"atm_iv":65.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VOYA","name":"Voya Financial, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":8661916700,"underlying":96.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":97.5,"straddle_bid":7.2,"straddle_ask":10.6,"straddle_mid":8.9,"em_dollar":8.9,"em_pct":9.238,"atm_iv":39.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BRKR","name":"Bruker Corporation","report_date":"2026-11-02","timing":"UNK","market_cap":8521456600,"underlying":59.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":7.5,"straddle_ask":10.4,"straddle_mid":8.95,"em_dollar":8.95,"em_pct":15.141,"atm_iv":65.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXSM","name":"Axsome Therapeutics, Inc.","report_date":"2026-11-02","timing":"BMO","market_cap":8358930900,"underlying":156.465,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":16.5,"straddle_ask":23.9,"straddle_mid":20.2,"em_dollar":20.2,"em_pct":12.91,"atm_iv":56.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TGTX","name":"TG Therapeutics, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":8346855400,"underlying":53.249,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":5.9,"straddle_ask":11.0,"straddle_mid":8.45,"em_dollar":8.45,"em_pct":15.869,"atm_iv":67.49,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TBBB","name":"BBB Foods Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":6761464800,"underlying":58.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":5.55,"straddle_ask":7.0,"straddle_mid":6.275,"em_dollar":6.275,"em_pct":10.738,"atm_iv":45.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RIG","name":"Transocean Ltd.","report_date":"2026-11-02","timing":"AMC","market_cap":6500241900,"underlying":6.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":6.0,"straddle_bid":0.56,"straddle_ask":0.68,"straddle_mid":0.62,"em_dollar":0.62,"em_pct":10.265,"atm_iv":61.31,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VNO","name":"Vornado Realty Trust","report_date":"2026-11-02","timing":"AMC","market_cap":6182316500,"underlying":32.89,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":33.0,"straddle_bid":2.1,"straddle_ask":3.3,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":8.209,"atm_iv":35.47,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VAL","name":"Valaris Limited","report_date":"2026-11-02","timing":"AMC","market_cap":6134653400,"underlying":91.72,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":92.5,"straddle_bid":9.2,"straddle_ask":14.3,"straddle_mid":11.75,"em_dollar":11.75,"em_pct":12.811,"atm_iv":55.81,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SGHC","name":"Super Group (SGHC) Limited","report_date":"2026-11-02","timing":"UNK","market_cap":5670136800,"underlying":11.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":1.5,"straddle_ask":1.7,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":14.376,"atm_iv":63.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WAY","name":"Waystar Holding Corp.","report_date":"2026-11-02","timing":"AMC","market_cap":5524271600,"underlying":28.81,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.8,"straddle_ask":5.2,"straddle_mid":3.5,"em_dollar":3.5,"em_pct":12.149,"atm_iv":48.51,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JBTM","name":"JBT Marel Corporation","report_date":"2026-11-02","timing":"UNK","market_cap":5470410200,"underlying":107.1,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":8.0,"straddle_ask":14.4,"straddle_mid":11.2,"em_dollar":11.2,"em_pct":10.458,"atm_iv":45.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CE","name":"Celanese Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":5215268900,"underlying":47.27,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":6.35,"straddle_ask":7.6,"straddle_mid":6.975,"em_dollar":6.975,"em_pct":14.756,"atm_iv":63.37,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHH","name":"Choice Hotels International, Inc.","report_date":"2026-11-02","timing":"BMO","market_cap":5126059000,"underlying":113.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":8.7,"straddle_ask":13.5,"straddle_mid":11.1,"em_dollar":11.1,"em_pct":9.766,"atm_iv":42.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SBRA","name":"Sabra Health Care REIT, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":4961087000,"underlying":18.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.05,"straddle_ask":2.35,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":8.995,"atm_iv":21.26,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRC","name":"California Resources Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":4820255700,"underlying":53.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":52.5,"straddle_bid":3.75,"straddle_ask":6.15,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":9.245,"atm_iv":39.59,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OGS","name":"ONE Gas, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":4751934000,"underlying":75.55,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":3.45,"straddle_ask":5.9,"straddle_mid":4.675,"em_dollar":4.675,"em_pct":6.188,"atm_iv":26.15,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRGY","name":"Crescent Energy Company","report_date":"2026-11-02","timing":"AMC","market_cap":4464470000,"underlying":13.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":1.25,"straddle_ask":1.95,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":11.852,"atm_iv":50.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAM","name":"Pampa Energia S.A.","report_date":"2026-11-02","timing":"AMC","market_cap":4258001410,"underlying":77.95,"quote_time":"2026-10-21T15:59:46","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":4.6,"straddle_ask":9.0,"straddle_mid":6.8,"em_dollar":6.8,"em_pct":8.724,"atm_iv":36.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAY","name":"Paymentus Holdings, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":4150970880,"underlying":33.06,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":33.0,"straddle_bid":3.1,"straddle_ask":7.3,"straddle_mid":5.2,"em_dollar":5.2,"em_pct":15.729,"atm_iv":69.03,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KTB","name":"Kontoor Brands, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":4100114690,"underlying":75.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":7.3,"straddle_ask":11.4,"straddle_mid":9.35,"em_dollar":9.35,"em_pct":12.455,"atm_iv":54.17,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CIFR","name":"Cipher Digital Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":4046888700,"underlying":8.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":9.0,"straddle_bid":1.69,"straddle_ask":2.29,"straddle_mid":1.99,"em_dollar":1.99,"em_pct":22.16,"atm_iv":131.27,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HESM","name":"Hess Midstream LP","report_date":"2026-11-02","timing":"UNK","market_cap":3936521470,"underlying":31.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":31.0,"straddle_bid":1.9,"straddle_ask":3.25,"straddle_mid":2.575,"em_dollar":2.575,"em_pct":8.288,"atm_iv":34.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TGS","name":"Transportadora De Gas Sa Ord B","report_date":"2026-11-02","timing":"UNK","market_cap":3903818750,"underlying":26.08,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.45,"straddle_ask":3.7,"straddle_mid":2.575,"em_dollar":2.575,"em_pct":9.873,"atm_iv":41.15,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRIM","name":"Primoris Services Corporation","report_date":"2026-11-02","timing":"UNK","market_cap":3883464190,"underlying":72.67,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":72.5,"straddle_bid":10.0,"straddle_ask":13.8,"straddle_mid":11.9,"em_dollar":11.9,"em_pct":16.375,"atm_iv":71.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBT","name":"Cabot Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":3801074690,"underlying":73.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":4.7,"straddle_ask":10.2,"straddle_mid":7.45,"em_dollar":7.45,"em_pct":10.098,"atm_iv":43.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OTTR","name":"Otter Tail Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":3772824320,"underlying":89.78,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":2.45,"straddle_ask":9.8,"straddle_mid":6.125,"em_dollar":6.125,"em_pct":6.822,"atm_iv":29.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPGI","name":"GPGI, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":3696098560,"underlying":12.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.7,"straddle_ask":2.2,"straddle_mid":1.95,"em_dollar":1.95,"em_pct":15.093,"atm_iv":65.81,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XENE","name":"Xenon Pharmaceuticals Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":3512402430,"underlying":36.27,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":2.25,"straddle_ask":5.05,"straddle_mid":3.65,"em_dollar":3.65,"em_pct":10.063,"atm_iv":41.13,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IRT","name":"Independence Realty Trust, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":3500806910,"underlying":14.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.45,"straddle_ask":1.45,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":6.41,"atm_iv":27.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ERO","name":"Ero Copper Corp.","report_date":"2026-11-02","timing":"AMC","market_cap":3418961660,"underlying":32.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":32.0,"straddle_bid":4.3,"straddle_ask":4.8,"straddle_mid":4.55,"em_dollar":4.55,"em_pct":14.13,"atm_iv":62.15,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LQDA","name":"Liquidia Corporation","report_date":"2026-11-02","timing":"UNK","market_cap":3253648130,"underlying":38.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":38.0,"straddle_bid":3.45,"straddle_ask":6.9,"straddle_mid":5.175,"em_dollar":5.175,"em_pct":13.547,"atm_iv":80.19,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BSM","name":"Black Stone Minerals, L.P.","report_date":"2026-11-02","timing":"UNK","market_cap":3137480960,"underlying":14.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.35,"straddle_ask":1.3,"straddle_mid":0.825,"em_dollar":0.825,"em_pct":5.655,"atm_iv":21.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PPLI","name":"People Incorporated","report_date":"2026-11-02","timing":"AMC","market_cap":2927921410,"underlying":38.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":0.95,"straddle_ask":7.9,"straddle_mid":4.425,"em_dollar":4.425,"em_pct":11.369,"atm_iv":48.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LIFE","name":"Ethos Technologies Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":2668892670,"underlying":44.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":7.4,"straddle_ask":13.2,"straddle_mid":10.3,"em_dollar":10.3,"em_pct":23.303,"atm_iv":101.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCC","name":"Boise Cascade, L.L.C.","report_date":"2026-11-02","timing":"UNK","market_cap":2661512190,"underlying":75.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":4.65,"straddle_ask":9.9,"straddle_mid":7.275,"em_dollar":7.275,"em_pct":9.624,"atm_iv":41.7,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALM","name":"Almonty Industries Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":2567478780,"underlying":9.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.8,"straddle_ask":2.15,"straddle_mid":1.975,"em_dollar":1.975,"em_pct":21.398,"atm_iv":86.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AKR","name":"Acadia Realty Trust","report_date":"2026-11-02","timing":"BMO","market_cap":2537908740,"underlying":18.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.0,"straddle_ask":7.8,"straddle_mid":3.9,"em_dollar":3.9,"em_pct":21.429,"atm_iv":94.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADEA","name":"Adeia Inc. ","report_date":"2026-11-02","timing":"AMC","market_cap":2348967170,"underlying":22.0732,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.6,"straddle_ask":4.5,"straddle_mid":3.55,"em_dollar":3.55,"em_pct":16.083,"atm_iv":68.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CALX","name":"Calix, Inc","report_date":"2026-11-02","timing":"AMC","market_cap":2271740670,"underlying":36.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":4.0,"straddle_ask":5.2,"straddle_mid":4.6,"em_dollar":4.6,"em_pct":12.568,"atm_iv":53.78,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLIO","name":"Helios Technologies, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":2245319940,"underlying":69.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":4.75,"straddle_ask":11.3,"straddle_mid":8.025,"em_dollar":8.025,"em_pct":11.55,"atm_iv":47.79,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VVX","name":"V2X, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":2196682750,"underlying":71.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":5.7,"straddle_ask":10.5,"straddle_mid":8.1,"em_dollar":8.1,"em_pct":11.405,"atm_iv":50.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AGM","name":"Federal Agricultural Mortgage Corporation","report_date":"2026-11-02","timing":"UNK","market_cap":2179541500,"underlying":199.47,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":200.0,"straddle_bid":12.8,"straddle_ask":18.5,"straddle_mid":15.65,"em_dollar":15.65,"em_pct":7.846,"atm_iv":34.1,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INSP","name":"Inspire Medical Systems, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":2062466180,"underlying":71.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":10.8,"straddle_ask":13.7,"straddle_mid":12.25,"em_dollar":12.25,"em_pct":17.237,"atm_iv":75.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UUUU","name":"Energy Fuels Inc","report_date":"2026-11-02","timing":"UNK","market_cap":2040995070,"underlying":8.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":8.0,"straddle_bid":1.08,"straddle_ask":1.27,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":14.329,"atm_iv":85.39,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCRX","name":"BioCryst Pharmaceuticals, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":2028948740,"underlying":7.72,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":0.8,"straddle_ask":2.15,"straddle_mid":1.475,"em_dollar":1.475,"em_pct":19.106,"atm_iv":53.12,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SRPT","name":"Sarepta Therapeutics, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":2024870020,"underlying":19.3303,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-06","atm_strike":19.5,"straddle_bid":2.15,"straddle_ask":3.5,"straddle_mid":2.825,"em_dollar":2.825,"em_pct":14.614,"atm_iv":84.58,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AEHR","name":"Aehr Test Systems","report_date":"2026-11-02","timing":"AMC","market_cap":2024565250,"underlying":61.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":62.0,"straddle_bid":11.8,"straddle_ask":15.6,"straddle_mid":13.7,"em_dollar":13.7,"em_pct":22.208,"atm_iv":129.35,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INVX","name":"Innovex International, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1990373630,"underlying":29.45,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.6,"straddle_ask":4.05,"straddle_mid":3.325,"em_dollar":3.325,"em_pct":11.29,"atm_iv":48.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DHC","name":"Diversified Healthcare Trust ","report_date":"2026-11-02","timing":"AMC","market_cap":1869235840,"underlying":7.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.0,"straddle_ask":3.95,"straddle_mid":1.975,"em_dollar":1.975,"em_pct":25.517,"atm_iv":113.16,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NUVB","name":"Nuvation Bio Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1674857860,"underlying":4.88,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.45,"straddle_ask":1.05,"straddle_mid":0.75,"em_dollar":0.75,"em_pct":15.369,"atm_iv":65.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KOS","name":"Kosmos Energy Ltd.","report_date":"2026-11-02","timing":"BMO","market_cap":1643545860,"underlying":2.7093,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.4,"straddle_ask":0.5,"straddle_mid":0.45,"em_dollar":0.45,"em_pct":16.609,"atm_iv":69.9,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ICHR","name":"Ichor Holdings","report_date":"2026-11-02","timing":"AMC","market_cap":1581692030,"underlying":43.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":5.7,"straddle_ask":12.0,"straddle_mid":8.85,"em_dollar":8.85,"em_pct":20.444,"atm_iv":89.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAFT","name":"Safety Insurance Group, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1528678530,"underlying":103.94,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":0.0,"straddle_ask":5.05,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":2.429,"atm_iv":9.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VOYG","name":"Voyager Technologies, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1503337860,"underlying":24.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":24.0,"straddle_bid":4.05,"straddle_ask":6.0,"straddle_mid":5.025,"em_dollar":5.025,"em_pct":20.62,"atm_iv":89.64,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HUN","name":"Huntsman Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":1462657660,"underlying":8.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":0.6,"straddle_ask":1.2,"straddle_mid":0.9,"em_dollar":0.9,"em_pct":10.936,"atm_iv":46.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IIPR","name":"Innovative Industrial Properties, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1454914300,"underlying":52.58,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":4.15,"straddle_ask":6.2,"straddle_mid":5.175,"em_dollar":5.175,"em_pct":9.842,"atm_iv":35.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLF","name":"Herbalife Ltd.","report_date":"2026-11-02","timing":"AMC","market_cap":1443142530,"underlying":13.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":13.5,"straddle_bid":1.35,"straddle_ask":4.85,"straddle_mid":3.1,"em_dollar":3.1,"em_pct":22.611,"atm_iv":136.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLMN","name":"Hillman Solutions Corp.","report_date":"2026-11-02","timing":"AMC","market_cap":1408505860,"underlying":7.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.1,"straddle_ask":1.85,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":13.43,"atm_iv":56.6,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CSWC","name":"Capital Southwest Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":1391330820,"underlying":22.39,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.8,"straddle_ask":1.95,"straddle_mid":1.375,"em_dollar":1.375,"em_pct":6.141,"atm_iv":25.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UMH","name":"UMH Properties, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1313230590,"underlying":15.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.0,"straddle_ask":6.5,"straddle_mid":3.25,"em_dollar":3.25,"em_pct":21.638,"atm_iv":93.96,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NSSC","name":"NAPCO Security Technologies, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1303759490,"underlying":37.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.35,"straddle_ask":7.5,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":14.568,"atm_iv":63.06,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GT","name":"The Goodyear Tire & Rubber Company","report_date":"2026-11-02","timing":"UNK","market_cap":1220690690,"underlying":4.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.5,"straddle_ask":0.75,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":14.569,"atm_iv":56.96,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLIT","name":"Harmonic Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1208456190,"underlying":10.78,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.75,"straddle_ask":2.7,"straddle_mid":2.225,"em_dollar":2.225,"em_pct":20.64,"atm_iv":89.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APPS","name":"Digital Turbine, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1192874240,"underlying":10.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":2.55,"straddle_ask":2.85,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":26.087,"atm_iv":115.28,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SNDX","name":"Syndax Pharmaceuticals, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1183186430,"underlying":13.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":2.15,"straddle_ask":2.6,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":18.061,"atm_iv":79.39,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AESI","name":"Atlas Energy Solutions Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1171282300,"underlying":9.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.4,"straddle_ask":1.9,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":17.368,"atm_iv":76.14,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IRMD","name":"iRadimed Corporation","report_date":"2026-11-02","timing":"UNK","market_cap":1128324100,"underlying":87.81,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":3.7,"straddle_ask":11.2,"straddle_mid":7.45,"em_dollar":7.45,"em_pct":8.484,"atm_iv":35.58,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TNC","name":"Tennant Company","report_date":"2026-11-02","timing":"UNK","market_cap":1126788480,"underlying":65.35,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":2.2,"straddle_ask":10.9,"straddle_mid":6.55,"em_dollar":6.55,"em_pct":10.023,"atm_iv":43.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IBTA","name":"Ibotta, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1115153540,"underlying":48.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":11.3,"straddle_ask":15.6,"straddle_mid":13.45,"em_dollar":13.45,"em_pct":27.46,"atm_iv":119.42,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UPWK","name":"Upwork Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":1092904450,"underlying":8.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.65,"straddle_ask":2.05,"straddle_mid":1.85,"em_dollar":1.85,"em_pct":21.338,"atm_iv":82.16,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HSTM","name":"HealthStream, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":1033223100,"underlying":33.51,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.75,"straddle_ask":6.8,"straddle_mid":3.775,"em_dollar":3.775,"em_pct":11.265,"atm_iv":46.04,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UTL","name":"UNITIL Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":979309380,"underlying":53.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":0.55,"straddle_ask":8.8,"straddle_mid":4.675,"em_dollar":4.675,"em_pct":8.725,"atm_iv":35.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CSR","name":"D/B/A Centerspace","report_date":"2026-11-02","timing":"AMC","market_cap":942487740,"underlying":56.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":0.5,"straddle_ask":9.9,"straddle_mid":5.2,"em_dollar":5.2,"em_pct":9.258,"atm_iv":40.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PLOW","name":"Douglas Dynamics, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":926774140,"underlying":40.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.25,"straddle_ask":7.0,"straddle_mid":4.625,"em_dollar":4.625,"em_pct":11.448,"atm_iv":50.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SIBN","name":"SI-BONE, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":920573500,"underlying":20.85,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.15,"straddle_ask":6.3,"straddle_mid":3.225,"em_dollar":3.225,"em_pct":15.468,"atm_iv":67.52,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FUBO","name":"fuboTV Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":897597630,"underlying":8.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":8.0,"straddle_bid":0.87,"straddle_ask":1.49,"straddle_mid":1.18,"em_dollar":1.18,"em_pct":14.532,"atm_iv":87.06,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTUS","name":"Metallus Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":854684220,"underlying":20.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":2.2,"straddle_ask":2.4,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":11.133,"atm_iv":47.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ESRT","name":"Empire State Realty Trust, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":810900160,"underlying":4.67,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.05,"straddle_ask":1.65,"straddle_mid":0.85,"em_dollar":0.85,"em_pct":18.201,"atm_iv":73.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EVER","name":"EverQuote, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":800647170,"underlying":22.65,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":3.05,"straddle_ask":5.1,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":17.991,"atm_iv":79.86,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TTI","name":"Tetra Technologies, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":793670080,"underlying":5.35,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.65,"straddle_ask":1.15,"straddle_mid":0.9,"em_dollar":0.9,"em_pct":16.822,"atm_iv":72.05,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VTS","name":"Vitesse Energy, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":763772290,"underlying":18.28,"quote_time":"2026-10-20T11:32:37","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.85,"straddle_ask":2.25,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":8.479,"atm_iv":32.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLDB","name":"Solid Biosciences Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":686241540,"underlying":6.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.05,"straddle_ask":9.8,"straddle_mid":4.925,"em_dollar":4.925,"em_pct":76.833,"atm_iv":363.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NMFC","name":"New Mountain Finance Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":620552190,"underlying":6.53,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.6,"straddle_ask":1.4,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":15.314,"atm_iv":46.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BLZE","name":"Backblaze, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":567622980,"underlying":9.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":2.4,"straddle_ask":3.05,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":29.491,"atm_iv":121.64,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADTN","name":"ADTRAN Holdings, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":536147648,"underlying":6.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":1.15,"straddle_ask":1.65,"straddle_mid":1.4,"em_dollar":1.4,"em_pct":20.741,"atm_iv":88.46,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TCMD","name":"Tactile Systems Technology, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":532781760,"underlying":23.28,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.7,"straddle_ask":5.4,"straddle_mid":4.05,"em_dollar":4.05,"em_pct":17.397,"atm_iv":76.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GLRE","name":"Greenlight Reinsurance, Ltd.","report_date":"2026-11-02","timing":"UNK","market_cap":491905056,"underlying":14.94,"quote_time":"2026-10-21T15:59:49","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.05,"straddle_ask":4.65,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":15.73,"atm_iv":68.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CERS","name":"Cerus Corporation","report_date":"2026-11-02","timing":"AMC","market_cap":465522528,"underlying":2.39,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.0,"straddle_ask":1.4,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":29.289,"atm_iv":124.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AHRT","name":"AH Realty Trust, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":443082368,"underlying":5.93,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.1,"straddle_ask":1.7,"straddle_mid":0.9,"em_dollar":0.9,"em_pct":15.177,"atm_iv":44.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNE","name":"Genie Energy Ltd.","report_date":"2026-11-02","timing":"UNK","market_cap":437695328,"underlying":16.41,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.8,"straddle_ask":2.65,"straddle_mid":1.725,"em_dollar":1.725,"em_pct":10.512,"atm_iv":38.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSTR","name":"L.B. Foster Company","report_date":"2026-11-02","timing":"UNK","market_cap":373136000,"underlying":35.83,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.8,"straddle_ask":8.3,"straddle_mid":5.05,"em_dollar":5.05,"em_pct":14.094,"atm_iv":61.35,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EBS","name":"Emergent BioSolutions Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":322509280,"underlying":6.0697,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.95,"straddle_ask":1.75,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":22.242,"atm_iv":96.18,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"III","name":"Information Services Group, Inc.","report_date":"2026-11-02","timing":"BMO","market_cap":281766336,"underlying":6.03,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":1.05,"straddle_ask":1.6,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":21.973,"atm_iv":83.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BRCC","name":"BRC Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":264804128,"underlying":10.56,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":2.0,"straddle_ask":3.1,"straddle_mid":2.55,"em_dollar":2.55,"em_pct":24.148,"atm_iv":103.02,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TBI","name":"TrueBlue, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":252383616,"underlying":8.57,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.45,"straddle_ask":3.8,"straddle_mid":2.125,"em_dollar":2.125,"em_pct":24.796,"atm_iv":104.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PYXS","name":"Pyxis Oncology, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":220033888,"underlying":1.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.05,"straddle_ask":1.75,"straddle_mid":0.9,"em_dollar":0.9,"em_pct":51.136,"atm_iv":207.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SGC","name":"Superior Group of Companies, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":209679392,"underlying":12.63,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.0,"straddle_ask":6.3,"straddle_mid":3.15,"em_dollar":3.15,"em_pct":24.941,"atm_iv":109.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LTBR","name":"Lightbridge Corporation","report_date":"2026-11-02","timing":"BMO","market_cap":195905824,"underlying":5.42,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.85,"straddle_ask":1.4,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":20.756,"atm_iv":90.85,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DTIL","name":"Precision BioSciences, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":181066192,"underlying":6.71,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.65,"straddle_ask":9.8,"straddle_mid":5.225,"em_dollar":5.225,"em_pct":77.869,"atm_iv":218.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JRVR","name":"James River Group Holdings, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":178983776,"underlying":3.87,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":1.0,"straddle_ask":1.7,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":34.884,"atm_iv":92.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVGI","name":"Commercial Vehicle Group, Inc.","report_date":"2026-11-02","timing":"AMC","market_cap":112146200,"underlying":2.86,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.15,"straddle_ask":1.85,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":34.965,"atm_iv":154.14,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JELD","name":"JELD-WEN Holding, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":108454224,"underlying":1.28,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.05,"straddle_ask":1.9,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":76.172,"atm_iv":314.52,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MYPS","name":"PLAYSTUDIOS, Inc. ","report_date":"2026-11-02","timing":"UNK","market_cap":45766248,"underlying":3.61,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.85,"straddle_ask":2.5,"straddle_mid":1.675,"em_dollar":1.675,"em_pct":46.399,"atm_iv":185.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GAIA","name":"Gaia, Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":35596112,"underlying":1.42,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.5,"straddle_ask":2.4,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":102.113,"atm_iv":270.1,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KPTI","name":"Karyopharm Therapeutics Inc.","report_date":"2026-11-02","timing":"UNK","market_cap":8133572,"underlying":0.4303,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.05,"straddle_ask":1.05,"straddle_mid":0.55,"em_dollar":0.55,"em_pct":127.818,"atm_iv":425.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMD","name":"Advanced Micro Devices, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":872949680000,"underlying":540.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-04","atm_strike":540.0,"straddle_bid":54.95,"straddle_ask":64.7,"straddle_mid":59.825,"em_dollar":59.825,"em_pct":11.073,"atm_iv":68.81,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMGN","name":"Amgen Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":237305020000,"underlying":438.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":437.5,"straddle_bid":24.65,"straddle_ask":31.0,"straddle_mid":27.825,"em_dollar":27.825,"em_pct":6.351,"atm_iv":37.88,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ANET","name":"Arista Networks, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":228521296000,"underlying":182.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":182.5,"straddle_bid":19.95,"straddle_ask":22.4,"straddle_mid":21.175,"em_dollar":21.175,"em_pct":11.587,"atm_iv":68.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHOP","name":"Shopify Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":224150258000,"underlying":173.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":175.0,"straddle_bid":22.95,"straddle_ask":27.85,"straddle_mid":25.4,"em_dollar":25.4,"em_pct":14.599,"atm_iv":86.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PFE","name":"Pfizer, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":171617174000,"underlying":29.831,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":30.0,"straddle_bid":1.34,"straddle_ask":1.74,"straddle_mid":1.54,"em_dollar":1.54,"em_pct":5.162,"atm_iv":26.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ETN","name":"Eaton Corporation, PLC","report_date":"2026-11-03","timing":"BMO","market_cap":148361036000,"underlying":390.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":390.0,"straddle_bid":29.3,"straddle_ask":35.7,"straddle_mid":32.5,"em_dollar":32.5,"em_pct":8.333,"atm_iv":48.97,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MPC","name":"Marathon Petroleum Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":133402993000,"underlying":467.98,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":470.0,"straddle_bid":54.4,"straddle_ask":57.5,"straddle_mid":55.95,"em_dollar":55.95,"em_pct":11.956,"atm_iv":52.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BKNG","name":"Booking Holdings Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":123166294000,"underlying":157.65,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":157.5,"straddle_bid":8.6,"straddle_ask":16.2,"straddle_mid":12.4,"em_dollar":12.4,"em_pct":7.866,"atm_iv":46.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ITUB","name":"Itau Unibanco Banco Holding SA","report_date":"2026-11-03","timing":"AMC","market_cap":106960634000,"underlying":9.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.35,"straddle_ask":1.55,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":14.948,"atm_iv":63.71,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RACE","name":"Ferrari N.V.","report_date":"2026-11-03","timing":"BMO","market_cap":93633962000,"underlying":397.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":397.5,"straddle_bid":23.2,"straddle_ask":30.5,"straddle_mid":26.85,"em_dollar":26.85,"em_pct":6.759,"atm_iv":40.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SU","name":"Suncor Energy  Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":91298800000,"underlying":79.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":79.0,"straddle_bid":3.65,"straddle_ask":5.3,"straddle_mid":4.475,"em_dollar":4.475,"em_pct":5.663,"atm_iv":33.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APO","name":"Apollo Global Management, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":65680212000,"underlying":111.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":112.0,"straddle_bid":8.4,"straddle_ask":9.9,"straddle_mid":9.15,"em_dollar":9.15,"em_pct":8.192,"atm_iv":48.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MPLX","name":"MPLX LP","report_date":"2026-11-03","timing":"BMO","market_cap":59199185000,"underlying":58.65,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":1.95,"straddle_ask":3.35,"straddle_mid":2.65,"em_dollar":2.65,"em_pct":4.518,"atm_iv":17.18,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AME","name":"AMTEK, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":56710062000,"underlying":250.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":250.0,"straddle_bid":15.7,"straddle_ask":19.0,"straddle_mid":17.35,"em_dollar":17.35,"em_pct":6.932,"atm_iv":30.14,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALAB","name":"Astera Labs, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":49408557000,"underlying":282.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":282.5,"straddle_bid":40.95,"straddle_ask":56.0,"straddle_mid":48.475,"em_dollar":48.475,"em_pct":17.19,"atm_iv":100.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRI","name":"Thomson Reuters Corp","report_date":"2026-11-03","timing":"BMO","market_cap":48650621000,"underlying":115.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":8.8,"straddle_ask":17.1,"straddle_mid":12.95,"em_dollar":12.95,"em_pct":11.236,"atm_iv":48.63,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TEVA","name":"Teva Pharmaceutical Industries Limited","report_date":"2026-11-03","timing":"BMO","market_cap":47602344000,"underlying":40.62,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":40.5,"straddle_bid":2.86,"straddle_ask":3.6,"straddle_mid":3.23,"em_dollar":3.23,"em_pct":7.952,"atm_iv":47.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KDP","name":"Keurig Dr Pepper Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":47125406000,"underlying":34.37,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":34.0,"straddle_bid":1.85,"straddle_ask":3.3,"straddle_mid":2.575,"em_dollar":2.575,"em_pct":7.492,"atm_iv":32.24,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XYZ","name":"Block, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":46922088000,"underlying":77.97,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":78.0,"straddle_bid":8.35,"straddle_ask":9.5,"straddle_mid":8.925,"em_dollar":8.925,"em_pct":11.447,"atm_iv":68.2,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WAT","name":"Waters Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":43507212000,"underlying":457.47,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":460.0,"straddle_bid":33.4,"straddle_ask":47.2,"straddle_mid":40.3,"em_dollar":40.3,"em_pct":8.809,"atm_iv":38.43,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AIG","name":"American International Group, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":42814493000,"underlying":81.75,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-06","atm_strike":82.0,"straddle_bid":3.75,"straddle_ask":5.4,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":5.596,"atm_iv":33.28,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"YUM","name":"Yum! Brands, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":41371804000,"underlying":151.24,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":9.3,"straddle_ask":11.6,"straddle_mid":10.45,"em_dollar":10.45,"em_pct":6.91,"atm_iv":30.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LYV","name":"Live Nation Entertainment, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":41186443000,"underlying":174.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":175.0,"straddle_bid":9.6,"straddle_ask":11.9,"straddle_mid":10.75,"em_dollar":10.75,"em_pct":6.166,"atm_iv":36.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SYY","name":"Sysco Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":40775864000,"underlying":82.06,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":82.5,"straddle_bid":4.2,"straddle_ask":4.95,"straddle_mid":4.575,"em_dollar":4.575,"em_pct":5.575,"atm_iv":24.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRU","name":"Prudential Financial, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":39768150000,"underlying":114.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":5.6,"straddle_ask":9.7,"straddle_mid":7.65,"em_dollar":7.65,"em_pct":6.663,"atm_iv":29.2,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADM","name":"Archer-Daniels-Midland Company","report_date":"2026-11-03","timing":"BMO","market_cap":38778466000,"underlying":79.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":5.7,"straddle_ask":6.45,"straddle_mid":6.075,"em_dollar":6.075,"em_pct":7.655,"atm_iv":32.39,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MLM","name":"Martin Marietta Materials, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":36048499000,"underlying":509.02,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":510.0,"straddle_bid":32.2,"straddle_ask":44.0,"straddle_mid":38.1,"em_dollar":38.1,"em_pct":7.485,"atm_iv":32.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SKYD","name":"Skydance Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":35799466000,"underlying":7.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":8.0,"straddle_bid":0.49,"straddle_ask":1.17,"straddle_mid":0.83,"em_dollar":0.83,"em_pct":10.614,"atm_iv":62.08,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AXON","name":"Axon Enterprise, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":31897059300,"underlying":397.3455,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":397.5,"straddle_bid":48.2,"straddle_ask":62.9,"straddle_mid":55.55,"em_dollar":55.55,"em_pct":13.98,"atm_iv":82.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTS","name":"Fortis Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":28387758100,"underlying":55.97,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":0.45,"straddle_ask":6.25,"straddle_mid":3.35,"em_dollar":3.35,"em_pct":5.985,"atm_iv":24.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXPD","name":"Expeditors International of Washington, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":25791438800,"underlying":197.01,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":10.5,"straddle_ask":15.6,"straddle_mid":13.05,"em_dollar":13.05,"em_pct":6.624,"atm_iv":28.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPNG","name":"Coupang, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":25740367900,"underlying":13.92,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-06","atm_strike":14.0,"straddle_bid":1.03,"straddle_ask":2.16,"straddle_mid":1.595,"em_dollar":1.595,"em_pct":11.458,"atm_iv":68.27,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FISV","name":"Fiserv, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":25657743400,"underlying":48.4223,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":48.5,"straddle_bid":3.05,"straddle_ask":6.8,"straddle_mid":4.925,"em_dollar":4.925,"em_pct":10.171,"atm_iv":60.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PHG","name":"Koninklijke Philips N.V.","report_date":"2026-11-03","timing":"BMO","market_cap":25555005400,"underlying":26.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":26.0,"straddle_bid":1.95,"straddle_ask":2.45,"straddle_mid":2.2,"em_dollar":2.2,"em_pct":8.387,"atm_iv":36.49,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IFF","name":"International Flavors & Fragrances, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":23272228900,"underlying":91.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":4.65,"straddle_ask":11.0,"straddle_mid":7.825,"em_dollar":7.825,"em_pct":8.596,"atm_iv":37.33,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BNTX","name":"BioNTech SE","report_date":"2026-11-03","timing":"BMO","market_cap":22902302700,"underlying":91.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":92.5,"straddle_bid":7.0,"straddle_ask":15.0,"straddle_mid":11.0,"em_dollar":11.0,"em_pct":12.05,"atm_iv":52.15,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPN","name":"Global Payments Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":22444931100,"underlying":83.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":82.5,"straddle_bid":8.6,"straddle_ask":9.6,"straddle_mid":9.1,"em_dollar":9.1,"em_pct":10.894,"atm_iv":47.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMCI","name":"Super Micro Computer, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":21331666900,"underlying":35.0015,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":35.0,"straddle_bid":5.56,"straddle_ask":5.76,"straddle_mid":5.66,"em_dollar":5.66,"em_pct":16.171,"atm_iv":95.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BR","name":"Broadridge Financial Solutions, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":20320876500,"underlying":178.3,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":13.2,"straddle_ask":19.0,"straddle_mid":16.1,"em_dollar":16.1,"em_pct":9.03,"atm_iv":39.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OVV","name":"Ovintiv Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":19788316700,"underlying":69.86,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":6.0,"straddle_ask":6.8,"straddle_mid":6.4,"em_dollar":6.4,"em_pct":9.161,"atm_iv":39.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CDW","name":"CDW Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":19376451600,"underlying":158.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":160.0,"straddle_bid":17.6,"straddle_ask":22.2,"straddle_mid":19.9,"em_dollar":19.9,"em_pct":12.573,"atm_iv":54.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TOST","name":"Toast, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":18871699500,"underlying":32.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":32.5,"straddle_bid":2.99,"straddle_ask":4.51,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":11.606,"atm_iv":68.81,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FIS","name":"Fidelity National Information Services, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":18787166200,"underlying":36.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":36.0,"straddle_bid":2.95,"straddle_ask":3.6,"straddle_mid":3.275,"em_dollar":3.275,"em_pct":9.022,"atm_iv":53.65,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DT","name":"Dynatrace, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":18392094700,"underlying":64.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":7.4,"straddle_ask":9.6,"straddle_mid":8.5,"em_dollar":8.5,"em_pct":13.121,"atm_iv":57.19,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZBRA","name":"Zebra Technologies Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":18171078700,"underlying":391.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":390.0,"straddle_bid":38.3,"straddle_ask":52.7,"straddle_mid":45.5,"em_dollar":45.5,"em_pct":11.637,"atm_iv":50.96,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DD","name":"DuPont de Nemours, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":17955313700,"underlying":134.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":9.3,"straddle_ask":12.8,"straddle_mid":11.05,"em_dollar":11.05,"em_pct":8.237,"atm_iv":35.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RVTY","name":"Revvity, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":17408593900,"underlying":156.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":17.2,"straddle_ask":22.0,"straddle_mid":19.6,"em_dollar":19.6,"em_pct":12.515,"atm_iv":54.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BALL","name":"Ball Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":16983367700,"underlying":64.15,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":4.3,"straddle_ask":5.4,"straddle_mid":4.85,"em_dollar":4.85,"em_pct":7.56,"atm_iv":32.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TLN","name":"Talen Energy Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":16742679600,"underlying":361.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":360.0,"straddle_bid":32.5,"straddle_ask":46.7,"straddle_mid":39.6,"em_dollar":39.6,"em_pct":10.97,"atm_iv":65.6,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LDOS","name":"Leidos Holdings, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":16020335600,"underlying":129.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":10.4,"straddle_ask":13.6,"straddle_mid":12.0,"em_dollar":12.0,"em_pct":9.286,"atm_iv":40.43,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"YUMC","name":"Yum China Holdings, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":15444862000,"underlying":45.1,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.4,"straddle_ask":4.1,"straddle_mid":3.25,"em_dollar":3.25,"em_pct":7.206,"atm_iv":30.77,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ULS","name":"UL Solutions Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":14811249700,"underlying":74.28,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":6.3,"straddle_ask":9.5,"straddle_mid":7.9,"em_dollar":7.9,"em_pct":10.635,"atm_iv":46.16,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UNM","name":"Unum Group","report_date":"2026-11-03","timing":"AMC","market_cap":14790603800,"underlying":93.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":92.5,"straddle_bid":7.1,"straddle_ask":8.2,"straddle_mid":7.65,"em_dollar":7.65,"em_pct":8.163,"atm_iv":35.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AIZ","name":"Assurant, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":13988713500,"underlying":284.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":280.0,"straddle_bid":14.6,"straddle_ask":22.2,"straddle_mid":18.4,"em_dollar":18.4,"em_pct":6.472,"atm_iv":27.98,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IT","name":"Gartner, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":13870041100,"underlying":219.57,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":25.1,"straddle_ask":32.6,"straddle_mid":28.85,"em_dollar":28.85,"em_pct":13.139,"atm_iv":57.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OHI","name":"Omega Healthcare Investors, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":13802242000,"underlying":44.45,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":44.0,"straddle_bid":2.35,"straddle_ask":3.25,"straddle_mid":2.8,"em_dollar":2.8,"em_pct":6.299,"atm_iv":27.01,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EMBJ","name":"Embraer S.A.","report_date":"2026-11-03","timing":"UNK","market_cap":13076645900,"underlying":72.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":7.4,"straddle_ask":8.0,"straddle_mid":7.7,"em_dollar":7.7,"em_pct":10.562,"atm_iv":44.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CORT","name":"Corcept Therapeutics Incorporated","report_date":"2026-11-03","timing":"UNK","market_cap":12588058600,"underlying":116.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":13.6,"straddle_ask":20.6,"straddle_mid":17.1,"em_dollar":17.1,"em_pct":14.706,"atm_iv":64.5,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PNW","name":"Pinnacle West Capital Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":12471195600,"underlying":103.89,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":3.3,"straddle_ask":6.7,"straddle_mid":5.0,"em_dollar":5.0,"em_pct":4.813,"atm_iv":19.93,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AFG","name":"American Financial Group, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":12375199700,"underlying":149.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":6.7,"straddle_ask":10.1,"straddle_mid":8.4,"em_dollar":8.4,"em_pct":5.612,"atm_iv":24.5,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SWKS","name":"Skyworks Solutions, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":12087664600,"underlying":82.19,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":82.5,"straddle_bid":10.2,"straddle_ask":12.9,"straddle_mid":11.55,"em_dollar":11.55,"em_pct":14.053,"atm_iv":61.38,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FMS","name":"Fresenius Medical Care AG","report_date":"2026-11-03","timing":"BMO","market_cap":11959149600,"underlying":21.71,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.1,"straddle_ask":4.6,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":10.825,"atm_iv":33.6,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TX","name":"Ternium S.A.","report_date":"2026-11-03","timing":"AMC","market_cap":11717605400,"underlying":58.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":2.55,"straddle_ask":7.4,"straddle_mid":4.975,"em_dollar":4.975,"em_pct":8.444,"atm_iv":34.85,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DOCN","name":"DigitalOcean Holdings, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":11696814100,"underlying":101.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":101.0,"straddle_bid":17.1,"straddle_ask":20.9,"straddle_mid":19.0,"em_dollar":19.0,"em_pct":18.812,"atm_iv":112.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WTRG","name":"Essential Utilities, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":11629247500,"underlying":40.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.85,"straddle_ask":2.35,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":5.155,"atm_iv":21.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JKHY","name":"Jack Henry & Associates, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":10847027200,"underlying":153.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":8.8,"straddle_ask":14.2,"straddle_mid":11.5,"em_dollar":11.5,"em_pct":7.496,"atm_iv":32.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MDGL","name":"Madrigal Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":10802103300,"underlying":457.96,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":460.0,"straddle_bid":59.8,"straddle_ask":74.7,"straddle_mid":67.25,"em_dollar":67.25,"em_pct":14.685,"atm_iv":63.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AES","name":"The AES Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":10680176600,"underlying":14.97,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.11,"straddle_ask":0.26,"straddle_mid":0.185,"em_dollar":0.185,"em_pct":1.236,"atm_iv":3.77,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAYP","name":"PayPay Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":10502490100,"underlying":15.35,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.65,"straddle_ask":6.4,"straddle_mid":4.025,"em_dollar":4.025,"em_pct":26.221,"atm_iv":73.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PCVX","name":"Vaxcyte, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":10423916500,"underlying":63.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":7.4,"straddle_ask":10.6,"straddle_mid":9.0,"em_dollar":9.0,"em_pct":14.234,"atm_iv":60.68,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RRX","name":"Regal Rexnord Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":10390329300,"underlying":158.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":160.0,"straddle_bid":18.6,"straddle_ask":25.5,"straddle_mid":22.05,"em_dollar":22.05,"em_pct":13.887,"atm_iv":60.38,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QGEN","name":"Qiagen N.V.","report_date":"2026-11-03","timing":"UNK","market_cap":10077055000,"underlying":50.38,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.9,"straddle_ask":1.45,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":2.332,"atm_iv":19.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENLT","name":"Enlight Renewable Energy Ltd.","report_date":"2026-11-03","timing":"BMO","market_cap":9682995200,"underlying":71.83,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":7.3,"straddle_ask":11.7,"straddle_mid":9.5,"em_dollar":9.5,"em_pct":13.226,"atm_iv":57.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SYRE","name":"Spyre Therapeutics, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":9543530500,"underlying":91.4,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":11.6,"straddle_ask":19.4,"straddle_mid":15.5,"em_dollar":15.5,"em_pct":16.958,"atm_iv":73.6,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HSIC","name":"Henry Schein, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":9437293600,"underlying":85.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":4.55,"straddle_ask":10.0,"straddle_mid":7.275,"em_dollar":7.275,"em_pct":8.558,"atm_iv":37.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KYMR","name":"Kymera Therapeutics, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":9434268700,"underlying":112.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":23.5,"straddle_ask":29.8,"straddle_mid":26.65,"em_dollar":26.65,"em_pct":23.668,"atm_iv":102.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APTV","name":"Aptiv PLC","report_date":"2026-11-03","timing":"BMO","market_cap":9355958300,"underlying":44.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.6,"straddle_ask":5.2,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":11.051,"atm_iv":47.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IBRX","name":"ImmunityBio, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":9294764000,"underlying":8.5411,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":8.5,"straddle_bid":0.75,"straddle_ask":1.95,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":15.806,"atm_iv":94.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SM","name":"SM Energy Company","report_date":"2026-11-03","timing":"AMC","market_cap":9240630300,"underlying":38.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":4.3,"straddle_ask":5.2,"straddle_mid":4.75,"em_dollar":4.75,"em_pct":12.271,"atm_iv":53.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PCOR","name":"Procore Technologies, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":9228248100,"underlying":60.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":7.8,"straddle_ask":10.6,"straddle_mid":9.2,"em_dollar":9.2,"em_pct":15.104,"atm_iv":66.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JXN","name":"Jackson Financial Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":8834537500,"underlying":130.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":14.0,"straddle_ask":15.1,"straddle_mid":14.55,"em_dollar":14.55,"em_pct":11.178,"atm_iv":48.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZETA","name":"Zeta Global Holdings Corp.","report_date":"2026-11-03","timing":"UNK","market_cap":8421506600,"underlying":34.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":34.0,"straddle_bid":3.14,"straddle_ask":5.67,"straddle_mid":4.405,"em_dollar":4.405,"em_pct":12.888,"atm_iv":77.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLAB","name":"Silicon Laboratories, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":7377391100,"underlying":221.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":1.55,"straddle_ask":4.55,"straddle_mid":3.05,"em_dollar":3.05,"em_pct":1.376,"atm_iv":5.34,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTDR","name":"Matador Resources Company","report_date":"2026-11-03","timing":"AMC","market_cap":7108442100,"underlying":57.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":5.4,"straddle_ask":6.9,"straddle_mid":6.15,"em_dollar":6.15,"em_pct":10.622,"atm_iv":46.47,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MATX","name":"Matson, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":7095193600,"underlying":233.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":230.0,"straddle_bid":21.3,"straddle_ask":25.0,"straddle_mid":23.15,"em_dollar":23.15,"em_pct":9.936,"atm_iv":42.64,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMRX","name":"Amneal Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":6910193200,"underlying":20.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.25,"straddle_ask":6.9,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":20.173,"atm_iv":71.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QLYS","name":"Qualys, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":6589310000,"underlying":196.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":27.9,"straddle_ask":32.6,"straddle_mid":30.25,"em_dollar":30.25,"em_pct":15.379,"atm_iv":67.27,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DUOL","name":"Duolingo, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":6530427400,"underlying":136.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":136.0,"straddle_bid":17.6,"straddle_ask":25.9,"straddle_mid":21.75,"em_dollar":21.75,"em_pct":15.991,"atm_iv":94.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SSRM","name":"SSR Mining Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":6353102800,"underlying":31.27,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":31.0,"straddle_bid":3.8,"straddle_ask":4.65,"straddle_mid":4.225,"em_dollar":4.225,"em_pct":13.511,"atm_iv":58.17,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TFPM","name":"Triple Flag Precious Metals Corp.","report_date":"2026-11-03","timing":"AMC","market_cap":6314028000,"underlying":30.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.1,"straddle_ask":3.55,"straddle_mid":2.825,"em_dollar":2.825,"em_pct":9.184,"atm_iv":39.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVI","name":"CVR Energy Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":6219828200,"underlying":60.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":7.8,"straddle_ask":12.4,"straddle_mid":10.1,"em_dollar":10.1,"em_pct":16.631,"atm_iv":73.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RYTM","name":"Rhythm Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":6210457600,"underlying":90.2,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":4.5,"straddle_ask":12.7,"straddle_mid":8.6,"em_dollar":8.6,"em_pct":9.534,"atm_iv":40.87,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NPO","name":"Enpro Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":6128890400,"underlying":294.14,"quote_time":"2026-10-21T15:59:48","expiry":"2026-11-20","atm_strike":290.0,"straddle_bid":29.9,"straddle_ask":35.1,"straddle_mid":32.5,"em_dollar":32.5,"em_pct":11.049,"atm_iv":48.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCY","name":"Mercury General Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":5817467400,"underlying":105.1,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":6.1,"straddle_ask":11.0,"straddle_mid":8.55,"em_dollar":8.55,"em_pct":8.135,"atm_iv":35.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MOS","name":"Mosaic Company (The)","report_date":"2026-11-03","timing":"AMC","market_cap":5677616100,"underlying":17.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":17.5,"straddle_bid":1.55,"straddle_ask":2.0,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":10.045,"atm_iv":60.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PJT","name":"PJT Partners Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":5616129500,"underlying":136.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":9.9,"straddle_ask":16.1,"straddle_mid":13.0,"em_dollar":13.0,"em_pct":9.535,"atm_iv":41.61,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HGTY","name":"Hagerty, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":5598013400,"underlying":15.52,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.45,"straddle_ask":2.9,"straddle_mid":1.675,"em_dollar":1.675,"em_pct":10.793,"atm_iv":45.59,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VRNS","name":"Varonis Systems, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":5591408600,"underlying":48.7,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":0.0,"straddle_ask":3.5,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":3.593,"atm_iv":10.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MIRM","name":"Mirum Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":5523782700,"underlying":83.4,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":7.1,"straddle_ask":16.3,"straddle_mid":11.7,"em_dollar":11.7,"em_pct":14.029,"atm_iv":60.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GXO","name":"GXO Logistics, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":5516328400,"underlying":48.43,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":47.5,"straddle_bid":4.3,"straddle_ask":5.55,"straddle_mid":4.925,"em_dollar":4.925,"em_pct":10.169,"atm_iv":44.04,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ECG","name":"Everus Construction Group, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":5399490000,"underlying":106.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":14.5,"straddle_ask":19.6,"straddle_mid":17.05,"em_dollar":17.05,"em_pct":16.085,"atm_iv":70.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XMTR","name":"Xometry, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":5367779300,"underlying":92.18,"quote_time":"2026-10-20T15:59:57","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":19.0,"straddle_ask":23.3,"straddle_mid":21.15,"em_dollar":21.15,"em_pct":22.944,"atm_iv":98.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RRR","name":"Red Rock Resorts, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":5280214000,"underlying":50.28,"quote_time":"2026-10-20T15:59:50","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":3.7,"straddle_ask":6.1,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":9.745,"atm_iv":41.64,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHC","name":"Sotera Health Company","report_date":"2026-11-03","timing":"UNK","market_cap":5116770300,"underlying":17.77,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.65,"straddle_ask":3.2,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":10.833,"atm_iv":47.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LPX","name":"Louisiana-Pacific Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":5058958800,"underlying":72.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":6.55,"straddle_ask":10.8,"straddle_mid":8.675,"em_dollar":8.675,"em_pct":11.962,"atm_iv":50.13,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADT","name":"ADT Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":4960497200,"underlying":6.8,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":0.45,"straddle_ask":0.7,"straddle_mid":0.575,"em_dollar":0.575,"em_pct":8.456,"atm_iv":35.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FBIN","name":"Fortune Brands Innovations, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":4869162500,"underlying":40.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.85,"straddle_ask":6.85,"straddle_mid":4.85,"em_dollar":4.85,"em_pct":11.844,"atm_iv":50.98,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KGS","name":"Kodiak Gas Services, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":4808333800,"underlying":49.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":4.5,"straddle_ask":8.7,"straddle_mid":6.6,"em_dollar":6.6,"em_pct":13.464,"atm_iv":57.29,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DAVE","name":"Dave Inc. ","report_date":"2026-11-03","timing":"UNK","market_cap":4638795300,"underlying":376.2,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-06","atm_strike":375.0,"straddle_bid":50.0,"straddle_ask":63.3,"straddle_mid":56.65,"em_dollar":56.65,"em_pct":15.058,"atm_iv":90.2,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HLNE","name":"Hamilton Lane Incorporated","report_date":"2026-11-03","timing":"BMO","market_cap":4612760600,"underlying":82.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":5.4,"straddle_ask":13.2,"straddle_mid":9.3,"em_dollar":9.3,"em_pct":11.278,"atm_iv":47.81,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BWIN","name":"The Baldwin Insurance Group, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":4448602100,"underlying":31.94,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.15,"straddle_ask":2.55,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":4.227,"atm_iv":13.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VSNT","name":"Versant Media Group, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":4403879900,"underlying":31.54,"quote_time":"2026-10-19T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.1,"straddle_ask":4.1,"straddle_mid":3.6,"em_dollar":3.6,"em_pct":11.414,"atm_iv":44.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PARR","name":"Par Pacific Holdings, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":4263979260,"underlying":84.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":11.4,"straddle_ask":14.3,"straddle_mid":12.85,"em_dollar":12.85,"em_pct":15.171,"atm_iv":66.42,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TNGX","name":"Tango Therapeutics, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":4257411840,"underlying":26.8492,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":27.0,"straddle_bid":5.45,"straddle_ask":11.5,"straddle_mid":8.475,"em_dollar":8.475,"em_pct":31.565,"atm_iv":145.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BETA","name":"Beta Technologies, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":4246030340,"underlying":18.7303,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":3.05,"straddle_ask":4.25,"straddle_mid":3.65,"em_dollar":3.65,"em_pct":19.487,"atm_iv":84.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SKY","name":"Champion Homes, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":4144830980,"underlying":75.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":7.9,"straddle_ask":11.7,"straddle_mid":9.8,"em_dollar":9.8,"em_pct":12.941,"atm_iv":56.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRVL","name":"CorVel Corp.","report_date":"2026-11-03","timing":"UNK","market_cap":4107502340,"underlying":80.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":1.1,"straddle_ask":11.0,"straddle_mid":6.05,"em_dollar":6.05,"em_pct":7.496,"atm_iv":32.64,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TAC","name":"TransAlta Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":4083792640,"underlying":13.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":1.25,"straddle_ask":1.65,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":10.87,"atm_iv":47.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPHR","name":"Sphere Entertainment Co.","report_date":"2026-11-03","timing":"UNK","market_cap":4052491520,"underlying":112.84,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":15.6,"straddle_ask":17.5,"straddle_mid":16.55,"em_dollar":16.55,"em_pct":14.667,"atm_iv":62.24,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VAC","name":"Marriott Vacations Worldwide Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":3896645890,"underlying":113.11,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":10.9,"straddle_ask":14.0,"straddle_mid":12.45,"em_dollar":12.45,"em_pct":11.007,"atm_iv":47.44,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FRSH","name":"Freshworks Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":3874673410,"underlying":14.825,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.8,"straddle_ask":2.5,"straddle_mid":2.15,"em_dollar":2.15,"em_pct":14.503,"atm_iv":63.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GEF","name":"Greif, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":3765488380,"underlying":81.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":4.0,"straddle_ask":9.3,"straddle_mid":6.65,"em_dollar":6.65,"em_pct":8.12,"atm_iv":34.61,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAR","name":"Avis Budget Group, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":3619123460,"underlying":98.94,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":99.0,"straddle_bid":9.1,"straddle_ask":20.5,"straddle_mid":14.8,"em_dollar":14.8,"em_pct":14.959,"atm_iv":89.58,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TARS","name":"Tarsus Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":3502021380,"underlying":70.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":8.9,"straddle_ask":17.0,"straddle_mid":12.95,"em_dollar":12.95,"em_pct":18.369,"atm_iv":80.9,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACLS","name":"Axcelis Technologies, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":3487446530,"underlying":116.0,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":16.6,"straddle_ask":22.0,"straddle_mid":19.3,"em_dollar":19.3,"em_pct":16.638,"atm_iv":72.33,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IDYA","name":"IDEAYA Biosciences, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":3411868160,"underlying":35.47,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.55,"straddle_ask":9.0,"straddle_mid":6.275,"em_dollar":6.275,"em_pct":17.691,"atm_iv":63.39,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HNI","name":"HNI Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":3317475580,"underlying":45.06,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":1.1,"straddle_ask":7.9,"straddle_mid":4.5,"em_dollar":4.5,"em_pct":9.987,"atm_iv":42.92,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASH","name":"Ashland Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":3282926590,"underlying":72.14,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":5.05,"straddle_ask":9.3,"straddle_mid":7.175,"em_dollar":7.175,"em_pct":9.946,"atm_iv":42.4,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IPGP","name":"IPG Photonics Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":3083328770,"underlying":74.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":9.3,"straddle_ask":16.2,"straddle_mid":12.75,"em_dollar":12.75,"em_pct":17.223,"atm_iv":74.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TALO","name":"Talos Energy, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":3013726720,"underlying":18.28,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.0,"straddle_ask":2.85,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":13.266,"atm_iv":58.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SDRL","name":"Seadrill Limited","report_date":"2026-11-03","timing":"AMC","market_cap":2985728510,"underlying":49.17,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":4.45,"straddle_ask":6.75,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":11.389,"atm_iv":48.93,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATRC","name":"AtriCure, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":2933459200,"underlying":57.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":3.05,"straddle_ask":12.6,"straddle_mid":7.825,"em_dollar":7.825,"em_pct":13.569,"atm_iv":56.69,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KNF","name":"Knife River Corp.","report_date":"2026-11-03","timing":"BMO","market_cap":2905151740,"underlying":52.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":5.05,"straddle_ask":7.6,"straddle_mid":6.325,"em_dollar":6.325,"em_pct":12.061,"atm_iv":50.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MZTI","name":"The Marzetti Company","report_date":"2026-11-03","timing":"BMO","market_cap":2893092350,"underlying":105.33,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":4.75,"straddle_ask":13.5,"straddle_mid":9.125,"em_dollar":9.125,"em_pct":8.663,"atm_iv":37.78,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MARA","name":"MARA Holdings, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":2889518850,"underlying":7.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":7.5,"straddle_bid":1.28,"straddle_ask":1.32,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":16.905,"atm_iv":99.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HURN","name":"Huron Consulting Group Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":2876700160,"underlying":183.32,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":185.0,"straddle_bid":20.6,"straddle_ask":28.2,"straddle_mid":24.4,"em_dollar":24.4,"em_pct":13.31,"atm_iv":57.9,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPOR","name":"Gulfport Energy Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":2859304190,"underlying":158.3,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":160.0,"straddle_bid":8.6,"straddle_ask":17.1,"straddle_mid":12.85,"em_dollar":12.85,"em_pct":8.117,"atm_iv":35.13,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DRH","name":"Diamondrock Hospitality Company","report_date":"2026-11-03","timing":"AMC","market_cap":2821512450,"underlying":13.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.05,"straddle_ask":3.35,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":12.195,"atm_iv":42.5,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LBTYA","name":"Liberty Global Ltd.","report_date":"2026-11-03","timing":"BMO","market_cap":2657072130,"underlying":7.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.4,"straddle_ask":1.6,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":12.771,"atm_iv":53.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LBTYK","name":"Liberty Global Ltd.","report_date":"2026-11-03","timing":"BMO","market_cap":2657072130,"underlying":7.7,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.55,"straddle_ask":1.4,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":12.662,"atm_iv":53.97,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WTTR","name":"Select Water Solutions, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":2597900540,"underlying":18.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.7,"straddle_ask":4.4,"straddle_mid":2.55,"em_dollar":2.55,"em_pct":13.578,"atm_iv":52.5,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BEAM","name":"Beam Therapeutics Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":2574961410,"underlying":24.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.85,"straddle_ask":5.25,"straddle_mid":3.55,"em_dollar":3.55,"em_pct":14.413,"atm_iv":62.35,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATRO","name":"Astronics Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":2574092540,"underlying":61.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":6.85,"straddle_ask":13.2,"straddle_mid":10.025,"em_dollar":10.025,"em_pct":16.216,"atm_iv":71.46,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPK","name":"Graphic Packaging Holding Company","report_date":"2026-11-03","timing":"BMO","market_cap":2513647620,"underlying":8.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.05,"straddle_ask":1.6,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":15.793,"atm_iv":58.1,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IOSP","name":"Innospec Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":2442414590,"underlying":99.64,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":1.35,"straddle_ask":10.9,"straddle_mid":6.125,"em_dollar":6.125,"em_pct":6.147,"atm_iv":25.32,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LIND","name":"Lindblad Expeditions Holdings Inc. ","report_date":"2026-11-03","timing":"BMO","market_cap":2326217980,"underlying":36.19,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.1,"straddle_ask":6.5,"straddle_mid":4.8,"em_dollar":4.8,"em_pct":13.263,"atm_iv":57.87,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LTC","name":"LTC Properties, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":2310931460,"underlying":42.19,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.7,"straddle_ask":3.15,"straddle_mid":2.925,"em_dollar":2.925,"em_pct":6.933,"atm_iv":23.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UPST","name":"Upstart Holdings, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":2301453570,"underlying":23.635,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":23.5,"straddle_bid":2.97,"straddle_ask":3.93,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":14.597,"atm_iv":87.36,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVTS","name":"Navitas Semiconductor Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":2281957120,"underlying":9.0099,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":9.0,"straddle_bid":1.46,"straddle_ask":1.86,"straddle_mid":1.66,"em_dollar":1.66,"em_pct":18.424,"atm_iv":109.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FLYW","name":"Flywire Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":2267885570,"underlying":18.63,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.1,"straddle_ask":5.05,"straddle_mid":3.075,"em_dollar":3.075,"em_pct":16.506,"atm_iv":71.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AUPH","name":"Aurinia Pharmaceuticals Inc","report_date":"2026-11-03","timing":"UNK","market_cap":2227276540,"underlying":17.02,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":17.0,"straddle_bid":0.7,"straddle_ask":2.65,"straddle_mid":1.675,"em_dollar":1.675,"em_pct":9.841,"atm_iv":43.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ANDE","name":"The Andersons, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":2223361280,"underlying":65.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":5.65,"straddle_ask":8.7,"straddle_mid":7.175,"em_dollar":7.175,"em_pct":10.921,"atm_iv":47.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADUS","name":"Addus HomeCare Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":2204127740,"underlying":117.95,"quote_time":"2026-10-21T15:59:45","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":4.6,"straddle_ask":14.3,"straddle_mid":9.45,"em_dollar":9.45,"em_pct":8.012,"atm_iv":34.26,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OUST","name":"Ouster, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":2138130690,"underlying":29.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":30.0,"straddle_bid":5.7,"straddle_ask":6.9,"straddle_mid":6.3,"em_dollar":6.3,"em_pct":21.07,"atm_iv":124.69,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRDO","name":"Perdoceo Education Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":2088196350,"underlying":32.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":3.25,"straddle_ask":3.7,"straddle_mid":3.475,"em_dollar":3.475,"em_pct":10.598,"atm_iv":39.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DRVN","name":"Driven Brands Holdings Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":2002854910,"underlying":11.26,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.4,"straddle_ask":6.0,"straddle_mid":3.2,"em_dollar":3.2,"em_pct":28.419,"atm_iv":113.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAX","name":"Patria Investments Limited","report_date":"2026-11-03","timing":"UNK","market_cap":1952309250,"underlying":12.0032,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.75,"straddle_ask":2.95,"straddle_mid":1.85,"em_dollar":1.85,"em_pct":15.413,"atm_iv":63.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MQ","name":"Marqeta, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":1951853180,"underlying":18.8,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":19.0,"straddle_bid":1.25,"straddle_ask":3.8,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":13.431,"atm_iv":58.21,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EVTC","name":"Evertec, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":1897740670,"underlying":32.27,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.8,"straddle_ask":7.85,"straddle_mid":4.825,"em_dollar":4.825,"em_pct":14.952,"atm_iv":63.97,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HMN","name":"Horace Mann Educators Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":1881678980,"underlying":46.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.1,"straddle_ask":10.0,"straddle_mid":5.05,"em_dollar":5.05,"em_pct":10.895,"atm_iv":46.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WMK","name":"Weis Markets, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1858566660,"underlying":75.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":1.1,"straddle_ask":10.0,"straddle_mid":5.55,"em_dollar":5.55,"em_pct":7.315,"atm_iv":31.68,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XHR","name":"Xenia Hotels & Resorts, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":1802483580,"underlying":19.63,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.0,"straddle_ask":6.0,"straddle_mid":3.0,"em_dollar":3.0,"em_pct":15.283,"atm_iv":66.09,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GENI","name":"Genius Sports Limited","report_date":"2026-11-03","timing":"UNK","market_cap":1787748100,"underlying":6.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.4,"straddle_ask":1.75,"straddle_mid":1.575,"em_dollar":1.575,"em_pct":24.495,"atm_iv":84.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STOK","name":"Stoke Therapeutics, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1717043330,"underlying":26.8,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.05,"straddle_ask":7.55,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":16.045,"atm_iv":67.59,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PSNL","name":"Personalis, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1702390020,"underlying":15.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.45,"straddle_ask":5.75,"straddle_mid":3.1,"em_dollar":3.1,"em_pct":19.583,"atm_iv":85.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GIC","name":"Global Industrial Company","report_date":"2026-11-03","timing":"AMC","market_cap":1681340030,"underlying":44.88,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.55,"straddle_ask":8.6,"straddle_mid":5.575,"em_dollar":5.575,"em_pct":12.422,"atm_iv":54.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMRE","name":"Costamare Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1661713150,"underlying":14.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":14.0,"straddle_bid":0.45,"straddle_ask":1.7,"straddle_mid":1.075,"em_dollar":1.075,"em_pct":7.679,"atm_iv":33.43,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RVLV","name":"Revolve Group, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":1649181700,"underlying":23.2,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.95,"straddle_ask":4.0,"straddle_mid":3.475,"em_dollar":3.475,"em_pct":14.978,"atm_iv":64.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMPS","name":"COMPASS Pathways Plc","report_date":"2026-11-03","timing":"UNK","market_cap":1647874180,"underlying":11.8,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":12.0,"straddle_bid":1.9,"straddle_ask":2.6,"straddle_mid":2.25,"em_dollar":2.25,"em_pct":19.068,"atm_iv":82.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BXDC","name":"Blackstone Digital Infrastructure Trust Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1636567420,"underlying":16.12,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.3,"straddle_ask":4.85,"straddle_mid":2.575,"em_dollar":2.575,"em_pct":15.974,"atm_iv":66.6,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TSLX","name":"Sixth Street Specialty Lending, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":1604625020,"underlying":16.99,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.5,"straddle_ask":2.1,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":7.652,"atm_iv":31.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DEI","name":"Douglas Emmett, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":1604508800,"underlying":9.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.15,"straddle_ask":2.25,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":12.592,"atm_iv":51.05,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RARE","name":"Ultragenyx Pharmaceutical Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1579393790,"underlying":15.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":16.0,"straddle_bid":0.6,"straddle_ask":4.2,"straddle_mid":2.4,"em_dollar":2.4,"em_pct":15.161,"atm_iv":90.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NRP","name":"Natural Resource Partners LP","report_date":"2026-11-03","timing":"UNK","market_cap":1509751940,"underlying":114.63,"quote_time":"2026-10-21T15:59:47","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":6.45,"straddle_ask":11.7,"straddle_mid":9.075,"em_dollar":9.075,"em_pct":7.917,"atm_iv":33.78,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TSAT","name":"Telesat Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":1473111550,"underlying":42.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":7.1,"straddle_ask":11.0,"straddle_mid":9.05,"em_dollar":9.05,"em_pct":21.43,"atm_iv":95.53,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OCUL","name":"Ocular Therapeutix, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1460445570,"underlying":6.5121,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":0.7,"straddle_ask":1.55,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":17.276,"atm_iv":67.81,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UFCS","name":"United Fire Group, Inc","report_date":"2026-11-03","timing":"UNK","market_cap":1456727170,"underlying":57.31,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.95,"straddle_ask":11.4,"straddle_mid":6.675,"em_dollar":6.675,"em_pct":11.647,"atm_iv":50.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRCT","name":"Cricut, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":1357199870,"underlying":6.33,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.55,"straddle_ask":5.25,"straddle_mid":2.9,"em_dollar":2.9,"em_pct":45.814,"atm_iv":171.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ANAB","name":"AnaptysBio, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1345113340,"underlying":47.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":6.3,"straddle_ask":12.8,"straddle_mid":9.55,"em_dollar":9.55,"em_pct":19.921,"atm_iv":84.21,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UAN","name":"CVR Partners, LP","report_date":"2026-11-03","timing":"BMO","market_cap":1341286910,"underlying":127.08,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":125.0,"straddle_bid":10.4,"straddle_ask":16.6,"straddle_mid":13.5,"em_dollar":13.5,"em_pct":10.623,"atm_iv":46.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TSHA","name":"Taysha Gene Therapies, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1339175810,"underlying":4.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.0,"straddle_ask":1.55,"straddle_mid":0.775,"em_dollar":0.775,"em_pct":18.675,"atm_iv":82.84,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVGS","name":"Navigator Holdings Ltd.","report_date":"2026-11-03","timing":"AMC","market_cap":1301869440,"underlying":21.37,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":21.0,"straddle_bid":0.8,"straddle_ask":5.4,"straddle_mid":3.1,"em_dollar":3.1,"em_pct":14.506,"atm_iv":63.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GO","name":"Grocery Outlet Holding Corp.","report_date":"2026-11-03","timing":"UNK","market_cap":1290080130,"underlying":13.2,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":1.35,"straddle_ask":3.5,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":18.371,"atm_iv":81.26,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INNV","name":"InnovAge Holding Corp.","report_date":"2026-11-03","timing":"AMC","market_cap":1248530560,"underlying":9.126,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.2,"straddle_ask":2.2,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":18.628,"atm_iv":69.7,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GDRX","name":"GoodRx Holdings, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1200831740,"underlying":3.6793,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.75,"straddle_ask":1.65,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":32.615,"atm_iv":102.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BVS","name":"Bioventus Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1173081730,"underlying":14.0,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.25,"straddle_ask":4.3,"straddle_mid":2.775,"em_dollar":2.775,"em_pct":19.821,"atm_iv":81.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CDRE","name":"Cadre Holdings, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1158300800,"underlying":27.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.15,"straddle_ask":7.5,"straddle_mid":4.325,"em_dollar":4.325,"em_pct":15.67,"atm_iv":57.29,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VTOL","name":"Bristow Group, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1146256130,"underlying":38.54,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.5,"straddle_ask":9.9,"straddle_mid":5.7,"em_dollar":5.7,"em_pct":14.79,"atm_iv":62.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLVT","name":"Clarivate Plc","report_date":"2026-11-03","timing":"BMO","market_cap":1138601980,"underlying":1.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.05,"straddle_ask":1.15,"straddle_mid":0.6,"em_dollar":0.6,"em_pct":34.091,"atm_iv":131.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VSTM","name":"Verastem, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1134054530,"underlying":9.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":0.75,"straddle_ask":2.0,"straddle_mid":1.375,"em_dollar":1.375,"em_pct":14.929,"atm_iv":66.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ECVT","name":"Ecovyst Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1102346750,"underlying":9.97,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.65,"straddle_ask":1.6,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":11.284,"atm_iv":49.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IGIC","name":"International General Insurance Holdings Ltd.","report_date":"2026-11-03","timing":"AMC","market_cap":1062915390,"underlying":24.89,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.0,"straddle_ask":4.2,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":8.437,"atm_iv":36.61,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CBLL","name":"CeriBell, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":1062305860,"underlying":27.14,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.85,"straddle_ask":8.35,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":18.791,"atm_iv":81.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LGIH","name":"LGI Homes, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":1002000510,"underlying":40.01,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.9,"straddle_ask":8.0,"straddle_mid":5.95,"em_dollar":5.95,"em_pct":14.871,"atm_iv":64.52,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QDEL","name":"QuidelOrtho Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":974456830,"underlying":14.08,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":2.1,"straddle_ask":4.4,"straddle_mid":3.25,"em_dollar":3.25,"em_pct":23.082,"atm_iv":95.69,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AIP","name":"Arteris, Inc. ","report_date":"2026-11-03","timing":"UNK","market_cap":971245570,"underlying":20.93,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":3.15,"straddle_ask":5.7,"straddle_mid":4.425,"em_dollar":4.425,"em_pct":21.142,"atm_iv":93.71,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XIFR","name":"XPLR Infrastructure, LP","report_date":"2026-11-03","timing":"BMO","market_cap":916331580,"underlying":9.72,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.85,"straddle_ask":1.2,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":10.545,"atm_iv":43.69,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RIGL","name":"Rigel Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":898688260,"underlying":48.0,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":48.0,"straddle_bid":3.35,"straddle_ask":12.6,"straddle_mid":7.975,"em_dollar":7.975,"em_pct":16.615,"atm_iv":71.88,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KURA","name":"Kura Oncology, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":887827010,"underlying":9.88,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.1,"straddle_ask":2.65,"straddle_mid":1.375,"em_dollar":1.375,"em_pct":13.917,"atm_iv":69.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CYRX","name":"CryoPort, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":883320320,"underlying":18.5,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.75,"straddle_ask":3.95,"straddle_mid":2.85,"em_dollar":2.85,"em_pct":15.405,"atm_iv":66.48,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACEL","name":"Accel Entertainment, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":879325310,"underlying":10.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":5.45,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":25.278,"atm_iv":110.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTK","name":"Flotek Industries, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":871825730,"underlying":25.1,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.35,"straddle_ask":8.2,"straddle_mid":5.275,"em_dollar":5.275,"em_pct":21.016,"atm_iv":92.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRVS","name":"Corvus Pharmaceuticals, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":860557250,"underlying":10.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.05,"straddle_ask":3.65,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":23.383,"atm_iv":102.42,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AHCO","name":"AdaptHealth Corp. ","report_date":"2026-11-03","timing":"UNK","market_cap":831699580,"underlying":6.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.6,"straddle_ask":2.7,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":27.049,"atm_iv":107.2,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARDX","name":"Ardelyx, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":799892100,"underlying":3.14,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.15,"straddle_ask":2.8,"straddle_mid":1.475,"em_dollar":1.475,"em_pct":46.975,"atm_iv":236.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAFE","name":"Safehold Inc. New","report_date":"2026-11-03","timing":"AMC","market_cap":795974980,"underlying":11.24,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.2,"straddle_ask":3.4,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":16.014,"atm_iv":59.12,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WLFC","name":"Willis Lease Finance Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":781486340,"underlying":39.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.55,"straddle_ask":8.6,"straddle_mid":6.075,"em_dollar":6.075,"em_pct":15.283,"atm_iv":66.61,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TXO","name":"TXO Partners, L.P.","report_date":"2026-11-03","timing":"UNK","market_cap":779022020,"underlying":13.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.8,"straddle_ask":2.1,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":10.409,"atm_iv":34.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRNS","name":"Transcat, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":767117500,"underlying":86.2,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":10.3,"straddle_ask":10.9,"straddle_mid":10.6,"em_dollar":10.6,"em_pct":12.297,"atm_iv":53.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPT","name":"Sprout Social, Inc","report_date":"2026-11-03","timing":"AMC","market_cap":759826370,"underlying":12.6,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.6,"straddle_ask":2.95,"straddle_mid":2.275,"em_dollar":2.275,"em_pct":18.056,"atm_iv":78.4,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INN","name":"Summit Hotel Properties, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":748503040,"underlying":7.04,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.05,"straddle_ask":2.05,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":14.915,"atm_iv":57.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SWIM","name":"Latham Group, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":742346820,"underlying":6.31,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.65,"straddle_ask":2.95,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":28.526,"atm_iv":96.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FWRG","name":"First Watch Restaurant Group, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":738697860,"underlying":11.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.4,"straddle_ask":3.15,"straddle_mid":2.275,"em_dollar":2.275,"em_pct":20.477,"atm_iv":86.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LUCK","name":"Lucky Strike Entertainment Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":693909630,"underlying":4.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.45,"straddle_ask":2.15,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":27.719,"atm_iv":115.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MG","name":"Mistras Group Inc","report_date":"2026-11-03","timing":"UNK","market_cap":687957700,"underlying":21.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.0,"straddle_ask":4.6,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":10.793,"atm_iv":46.4,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BW","name":"Babcock & Wilcox Enterprises, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":680770370,"underlying":4.5455,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":1.15,"straddle_ask":1.45,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":28.6,"atm_iv":108.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVCT","name":"Nuvectis Pharma, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":671523650,"underlying":20.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":2.3,"straddle_ask":8.9,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":27.053,"atm_iv":120.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PSTL","name":"Postal Realty Trust, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":654283140,"underlying":21.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.35,"straddle_ask":6.2,"straddle_mid":3.275,"em_dollar":3.275,"em_pct":15.332,"atm_iv":61.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RSVR","name":"Reservoir Media, Inc..","report_date":"2026-11-03","timing":"UNK","market_cap":627001340,"underlying":9.52,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":2.3,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":12.08,"atm_iv":49.05,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZVRA","name":"Zevra Therapeutics, Inc. ","report_date":"2026-11-03","timing":"AMC","market_cap":621748160,"underlying":10.47,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.5,"straddle_ask":4.45,"straddle_mid":2.475,"em_dollar":2.475,"em_pct":23.639,"atm_iv":102.82,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLRC","name":"SLR Investment Corp.","report_date":"2026-11-03","timing":"AMC","market_cap":606647550,"underlying":11.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.7,"straddle_ask":2.5,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":14.545,"atm_iv":54.16,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SOPH","name":"SOPHiA GENETICS SA","report_date":"2026-11-03","timing":"BMO","market_cap":589935810,"underlying":7.35,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.7,"straddle_ask":1.8,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":17.007,"atm_iv":73.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BXC","name":"BlueLinx Holdings Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":588966080,"underlying":75.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":9.8,"straddle_ask":16.5,"straddle_mid":13.15,"em_dollar":13.15,"em_pct":17.396,"atm_iv":76.45,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EVC","name":"Entravision Communications Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":584184960,"underlying":6.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.7,"straddle_ask":2.3,"straddle_mid":2.0,"em_dollar":2.0,"em_pct":31.696,"atm_iv":112.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GOOD","name":"Gladstone Commercial Corporation","report_date":"2026-11-03","timing":"AMC","market_cap":580405950,"underlying":11.85,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.5,"straddle_ask":1.85,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":9.916,"atm_iv":29.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EVEX","name":"Eve Holding, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":575002430,"underlying":1.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.0,"straddle_ask":1.7,"straddle_mid":0.85,"em_dollar":0.85,"em_pct":52.147,"atm_iv":237.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LMB","name":"Limbach Holdings, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":566914180,"underlying":48.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":6.65,"straddle_ask":10.9,"straddle_mid":8.775,"em_dollar":8.775,"em_pct":18.153,"atm_iv":77.33,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HY","name":"Hyster-Yale, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":518905408,"underlying":29.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.05,"straddle_ask":8.4,"straddle_mid":4.725,"em_dollar":4.725,"em_pct":15.856,"atm_iv":68.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DCTH","name":"Delcath Systems, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":512154208,"underlying":14.7,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.15,"straddle_ask":4.25,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":18.367,"atm_iv":79.49,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DDD","name":"3D Systems Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":495118144,"underlying":3.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.5,"straddle_ask":0.9,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":23.179,"atm_iv":102.39,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RYAM","name":"Rayonier Advanced Materials Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":473509440,"underlying":7.0,"quote_time":"2026-10-20T15:59:56","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":1.15,"straddle_ask":1.75,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":20.714,"atm_iv":88.9,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NXRT","name":"NexPoint Residential Trust, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":472671552,"underlying":18.09,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.1,"straddle_ask":8.7,"straddle_mid":4.4,"em_dollar":4.4,"em_pct":24.323,"atm_iv":107.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NPCE","name":"Neuropace, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":463720928,"underlying":13.05,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.4,"straddle_ask":7.0,"straddle_mid":3.7,"em_dollar":3.7,"em_pct":28.352,"atm_iv":126.47,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLDP","name":"Solid Power, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":460926048,"underlying":2.1,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.3,"straddle_ask":0.55,"straddle_mid":0.425,"em_dollar":0.425,"em_pct":20.238,"atm_iv":90.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPRT","name":"Oportun Financial Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":420783360,"underlying":9.34,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.2,"straddle_ask":3.1,"straddle_mid":2.15,"em_dollar":2.15,"em_pct":23.019,"atm_iv":69.6,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMCO","name":"Columbus McKinnon Corporation","report_date":"2026-11-03","timing":"BMO","market_cap":415645120,"underlying":14.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.9,"straddle_ask":6.0,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":23.614,"atm_iv":101.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OFIX","name":"Orthofix Medical Inc. ","report_date":"2026-11-03","timing":"UNK","market_cap":401216192,"underlying":9.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.05,"straddle_ask":3.1,"straddle_mid":1.575,"em_dollar":1.575,"em_pct":16.17,"atm_iv":69.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RWT","name":"Redwood Trust, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":379349536,"underlying":3.0395,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.15,"straddle_ask":0.7,"straddle_mid":0.425,"em_dollar":0.425,"em_pct":13.983,"atm_iv":61.92,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHCT","name":"Community Healthcare Trust Incorporated","report_date":"2026-11-03","timing":"AMC","market_cap":376798016,"underlying":12.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.7,"straddle_ask":2.95,"straddle_mid":1.825,"em_dollar":1.825,"em_pct":14.438,"atm_iv":44.83,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MEC","name":"Mayville Engineering Company, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":354199584,"underlying":14.45,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.55,"straddle_ask":5.45,"straddle_mid":3.0,"em_dollar":3.0,"em_pct":20.761,"atm_iv":88.34,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VITL","name":"Vital Farms, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":352467808,"underlying":8.17,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.15,"straddle_ask":2.05,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":19.584,"atm_iv":82.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LVWR","name":"LiveWire Group, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":334822304,"underlying":1.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.15,"straddle_ask":0.85,"straddle_mid":0.5,"em_dollar":0.5,"em_pct":30.488,"atm_iv":138.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HCKT","name":"The Hackett Group, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":294802784,"underlying":12.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.35,"straddle_ask":4.05,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":22.444,"atm_iv":95.6,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INFU","name":"InfuSystems Holdings, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":283421472,"underlying":14.05,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.3,"straddle_ask":2.45,"straddle_mid":1.875,"em_dollar":1.875,"em_pct":13.345,"atm_iv":51.86,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRVG","name":"trivago N.V.","report_date":"2026-11-03","timing":"UNK","market_cap":274004320,"underlying":3.81,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.65,"straddle_ask":2.4,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":40.026,"atm_iv":120.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"USNA","name":"USANA Health Sciences, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":271974592,"underlying":14.22,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.45,"straddle_ask":5.9,"straddle_mid":3.175,"em_dollar":3.175,"em_pct":22.328,"atm_iv":93.35,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ANGI","name":"Angi Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":261182256,"underlying":6.255,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.65,"straddle_ask":1.95,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":28.777,"atm_iv":95.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACIU","name":"AC Immune SA","report_date":"2026-11-03","timing":"UNK","market_cap":253416192,"underlying":2.47,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.05,"straddle_ask":3.35,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":68.826,"atm_iv":346.21,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LAB","name":"Standard BioTools Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":251511856,"underlying":0.65,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.0,"straddle_ask":2.0,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":153.846,"atm_iv":758.8,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AVNW","name":"Aviat Networks, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":249200272,"underlying":19.57,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.15,"straddle_ask":6.25,"straddle_mid":3.7,"em_dollar":3.7,"em_pct":18.906,"atm_iv":81.7,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALIT","name":"Alight, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":231676192,"underlying":9.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":2.05,"straddle_ask":3.15,"straddle_mid":2.6,"em_dollar":2.6,"em_pct":28.571,"atm_iv":126.78,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMWL","name":"American Well Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":224515600,"underlying":13.97,"quote_time":"2026-10-21T15:59:47","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":2.3,"straddle_ask":3.75,"straddle_mid":3.025,"em_dollar":3.025,"em_pct":21.654,"atm_iv":88.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CXDO","name":"Crexendo, Inc.","report_date":"2026-11-03","timing":"AMC","market_cap":196210656,"underlying":5.86,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.75,"straddle_ask":1.55,"straddle_mid":1.15,"em_dollar":1.15,"em_pct":19.625,"atm_iv":69.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FOA","name":"Finance of America Companies Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":194529440,"underlying":10.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.15,"straddle_ask":6.75,"straddle_mid":3.45,"em_dollar":3.45,"em_pct":31.421,"atm_iv":139.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDNW","name":"RideNow Group, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":192324672,"underlying":4.9567,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.0,"straddle_ask":4.9,"straddle_mid":2.45,"em_dollar":2.45,"em_pct":49.428,"atm_iv":221.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XGN","name":"Exagen Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":179509760,"underlying":7.77,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.05,"straddle_ask":3.05,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":19.949,"atm_iv":85.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MITT","name":"TPG Mortgage Investment Trust, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":169194480,"underlying":5.33,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.15,"straddle_ask":1.35,"straddle_mid":0.75,"em_dollar":0.75,"em_pct":14.071,"atm_iv":57.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NSLR","name":"Neostellar Capital Corp.","report_date":"2026-11-03","timing":"UNK","market_cap":161751392,"underlying":6.1501,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.0,"straddle_ask":2.0,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":16.26,"atm_iv":81.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STIM","name":"Neuronetics, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":150870496,"underlying":2.01,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.2,"straddle_ask":1.4,"straddle_mid":0.8,"em_dollar":0.8,"em_pct":39.801,"atm_iv":177.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OXSQ","name":"Oxford Square Capital Corp.","report_date":"2026-11-03","timing":"UNK","market_cap":138943024,"underlying":1.2907,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.0,"straddle_ask":0.5,"straddle_mid":0.25,"em_dollar":0.25,"em_pct":19.369,"atm_iv":99.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DOUG","name":"Douglas Elliman Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":131791184,"underlying":1.42,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.7,"straddle_ask":1.7,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":84.507,"atm_iv":177.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACNT","name":"Ascent Industries Co.","report_date":"2026-11-03","timing":"UNK","market_cap":124150264,"underlying":13.78,"quote_time":"2026-10-21T15:59:42","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.45,"straddle_ask":8.0,"straddle_mid":4.225,"em_dollar":4.225,"em_pct":30.66,"atm_iv":125.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPIX","name":"Cumberland Pharmaceuticals Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":119265536,"underlying":8.26,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.25,"straddle_ask":3.1,"straddle_mid":2.175,"em_dollar":2.175,"em_pct":26.332,"atm_iv":118.71,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UFI","name":"Unifi, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":101495048,"underlying":5.51,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.15,"straddle_ask":2.3,"straddle_mid":1.225,"em_dollar":1.225,"em_pct":22.232,"atm_iv":93.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHGG","name":"Chegg, Inc.","report_date":"2026-11-03","timing":"BMO","market_cap":77952392,"underlying":0.6693,"quote_time":"2026-10-21T15:59:35","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.1,"straddle_ask":0.4,"straddle_mid":0.25,"em_dollar":0.25,"em_pct":37.352,"atm_iv":156.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LFVN","name":"Lifevantage Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":75158984,"underlying":5.95,"quote_time":"2026-10-21T15:59:40","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.85,"straddle_ask":2.1,"straddle_mid":1.475,"em_dollar":1.475,"em_pct":24.79,"atm_iv":98.61,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EVTL","name":"Vertical Aerospace Ltd.","report_date":"2026-11-03","timing":"UNK","market_cap":69324832,"underlying":0.4199,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.0,"straddle_ask":0.2,"straddle_mid":0.1,"em_dollar":0.1,"em_pct":23.815,"atm_iv":105.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HRTX","name":"Heron Therapeutics, Inc.  ","report_date":"2026-11-03","timing":"UNK","market_cap":67302640,"underlying":0.3338,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.0,"straddle_ask":0.8,"straddle_mid":0.4,"em_dollar":0.4,"em_pct":119.832,"atm_iv":446.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BMEA","name":"Biomea Fusion, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":53319120,"underlying":0.699,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.0,"straddle_ask":0.4,"straddle_mid":0.2,"em_dollar":0.2,"em_pct":28.612,"atm_iv":183.02,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HOWL","name":"Werewolf Therapeutics, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":51029020,"underlying":1.0821,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.0,"straddle_ask":0.8,"straddle_mid":0.4,"em_dollar":0.4,"em_pct":36.965,"atm_iv":175.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FTEK","name":"Fuel Tech, Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":43079168,"underlying":1.37,"quote_time":"2026-10-21T15:56:41","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.05,"straddle_ask":1.85,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":69.343,"atm_iv":347.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZEPP","name":"Zepp Health Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":40621996,"underlying":2.77,"quote_time":"2026-10-20T15:59:49","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.35,"straddle_ask":1.9,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":40.614,"atm_iv":177.44,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SQNS","name":"Sequans Communications S.A.","report_date":"2026-11-03","timing":"BMO","market_cap":36245948,"underlying":2.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.15,"straddle_ask":1.3,"straddle_mid":0.725,"em_dollar":0.725,"em_pct":28.543,"atm_iv":98.69,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KTCC","name":"Key Tronic Corporation","report_date":"2026-11-03","timing":"UNK","market_cap":23680998,"underlying":2.16,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":2.6,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":60.185,"atm_iv":243.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NSPR","name":"InspireMD Inc.","report_date":"2026-11-03","timing":"UNK","market_cap":20385478,"underlying":0.457,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":4.95,"straddle_mid":2.475,"em_dollar":2.475,"em_pct":541.575,"atm_iv":376.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TM","name":"Toyota Motor Corp Ltd Ord","report_date":"2026-11-04","timing":"UNK","market_cap":256155861000,"underlying":197.0,"quote_time":"2026-10-20T16:00:00","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":9.8,"straddle_ask":13.7,"straddle_mid":11.75,"em_dollar":11.75,"em_pct":5.964,"atm_iv":25.38,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARM","name":"Arm Holdings plc","report_date":"2026-11-04","timing":"AMC","market_cap":235220058000,"underlying":221.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":222.5,"straddle_bid":30.25,"straddle_ask":34.15,"straddle_mid":32.2,"em_dollar":32.2,"em_pct":14.513,"atm_iv":85.19,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SAN","name":"Banco Santander, S.A.","report_date":"2026-11-04","timing":"UNK","market_cap":189759947000,"underlying":13.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":13.0,"straddle_bid":0.65,"straddle_ask":2.0,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":9.97,"atm_iv":43.98,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QCOM","name":"QUALCOMM Incorporated","report_date":"2026-11-04","timing":"AMC","market_cap":184536596000,"underlying":176.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":177.5,"straddle_bid":18.0,"straddle_ask":20.45,"straddle_mid":19.225,"em_dollar":19.225,"em_pct":10.892,"atm_iv":64.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCD","name":"McDonald's Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":174447788000,"underlying":246.42,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":247.5,"straddle_bid":10.65,"straddle_ask":12.2,"straddle_mid":11.425,"em_dollar":11.425,"em_pct":4.636,"atm_iv":27.51,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVO","name":"Novo Nordisk A/S","report_date":"2026-11-04","timing":"UNK","market_cap":174239072000,"underlying":39.05,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":39.0,"straddle_bid":2.99,"straddle_ask":3.26,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":8.003,"atm_iv":47.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UBER","name":"Uber Technologies, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":140814090000,"underlying":67.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":68.0,"straddle_bid":5.49,"straddle_ask":6.5,"straddle_mid":5.995,"em_dollar":5.995,"em_pct":8.858,"atm_iv":52.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVS","name":"CVS Health Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":121182446000,"underlying":93.9211,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":94.0,"straddle_bid":6.55,"straddle_ask":7.25,"straddle_mid":6.9,"em_dollar":6.9,"em_pct":7.347,"atm_iv":43.75,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCK","name":"McKesson Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":120102068000,"underlying":1015.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1020.0,"straddle_bid":76.8,"straddle_ask":89.0,"straddle_mid":82.9,"em_dollar":82.9,"em_pct":8.163,"atm_iv":35.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EQNR","name":"Equinor ASA","report_date":"2026-11-04","timing":"UNK","market_cap":114412405000,"underlying":46.12,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":46.0,"straddle_bid":3.3,"straddle_ask":4.65,"straddle_mid":3.975,"em_dollar":3.975,"em_pct":8.619,"atm_iv":36.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MELI","name":"MercadoLibre, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":95284642000,"underlying":1855.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":1855.0,"straddle_bid":163.4,"straddle_ask":212.0,"straddle_mid":187.7,"em_dollar":187.7,"em_pct":10.119,"atm_iv":60.4,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DDOG","name":"Datadog, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":92077605000,"underlying":271.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":272.5,"straddle_bid":37.8,"straddle_ask":44.35,"straddle_mid":41.075,"em_dollar":41.075,"em_pct":15.117,"atm_iv":90.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APP","name":"Applovin Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":91179008000,"underlying":266.0001,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":265.0,"straddle_bid":42.6,"straddle_ask":48.5,"straddle_mid":45.55,"em_dollar":45.55,"em_pct":17.124,"atm_iv":102.24,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EMR","name":"Emerson Electric Company","report_date":"2026-11-04","timing":"BMO","market_cap":89504588000,"underlying":163.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":162.5,"straddle_bid":10.6,"straddle_ask":14.0,"straddle_mid":12.3,"em_dollar":12.3,"em_pct":7.541,"atm_iv":45.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DASH","name":"DoorDash, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":83050217000,"underlying":184.03,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":185.0,"straddle_bid":19.55,"straddle_ask":25.3,"straddle_mid":22.425,"em_dollar":22.425,"em_pct":12.186,"atm_iv":72.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MSI","name":"Motorola Solutions, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":76699754000,"underlying":467.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":470.0,"straddle_bid":33.1,"straddle_ask":38.1,"straddle_mid":35.6,"em_dollar":35.6,"em_pct":7.615,"atm_iv":33.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MFC","name":"Manulife Financial Corp","report_date":"2026-11-04","timing":"AMC","market_cap":73978618000,"underlying":45.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.6,"straddle_ask":2.9,"straddle_mid":2.75,"em_dollar":2.75,"em_pct":6.076,"atm_iv":26.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COR","name":"Cencora, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":65505239000,"underlying":340.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":25.4,"straddle_ask":31.5,"straddle_mid":28.45,"em_dollar":28.45,"em_pct":8.357,"atm_iv":36.46,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MET","name":"MetLife, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":64297554000,"underlying":102.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":6.45,"straddle_ask":7.35,"straddle_mid":6.9,"em_dollar":6.9,"em_pct":6.753,"atm_iv":28.99,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALL","name":"Allstate Corporation (The)","report_date":"2026-11-04","timing":"AMC","market_cap":63191732000,"underlying":251.04,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":250.0,"straddle_bid":17.1,"straddle_ask":18.9,"straddle_mid":18.0,"em_dollar":18.0,"em_pct":7.17,"atm_iv":31.31,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GWW","name":"W.W. Grainger, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":62924976000,"underlying":1351.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1350.0,"straddle_bid":80.9,"straddle_ask":93.0,"straddle_mid":86.95,"em_dollar":86.95,"em_pct":6.432,"atm_iv":28.04,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AFL","name":"Aflac Incorporated","report_date":"2026-11-04","timing":"AMC","market_cap":60296557000,"underlying":120.15,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":120.0,"straddle_bid":3.5,"straddle_ask":6.7,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":4.245,"atm_iv":25.26,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DB","name":"Deutsche Bank AG","report_date":"2026-11-04","timing":"UNK","market_cap":59640381000,"underlying":32.25,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":32.0,"straddle_bid":2.6,"straddle_ask":2.85,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":8.45,"atm_iv":36.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EW","name":"Edwards Lifesciences Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":50890355000,"underlying":88.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":87.5,"straddle_bid":7.15,"straddle_ask":10.2,"straddle_mid":8.675,"em_dollar":8.675,"em_pct":9.813,"atm_iv":39.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VMRK","name":"Vivmark Residential","report_date":"2026-11-04","timing":"AMC","market_cap":48738374000,"underlying":61.89,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":3.4,"straddle_ask":4.5,"straddle_mid":3.95,"em_dollar":3.95,"em_pct":6.382,"atm_iv":25.61,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MDLN","name":"Medline Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":46619529000,"underlying":34.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.65,"straddle_ask":5.35,"straddle_mid":4.0,"em_dollar":4.0,"em_pct":11.445,"atm_iv":49.55,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COHR","name":"Coherent Corp.","report_date":"2026-11-04","timing":"AMC","market_cap":45649453000,"underlying":233.0859,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":232.5,"straddle_bid":32.6,"straddle_ask":40.5,"straddle_mid":36.55,"em_dollar":36.55,"em_pct":15.681,"atm_iv":92.49,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLF","name":"Sun Life Financial Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":44194050000,"underlying":80.71,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":2.2,"straddle_ask":6.4,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":5.328,"atm_iv":23.17,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RVMD","name":"Revolution Medicines, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":42127823000,"underlying":196.69,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":24.0,"straddle_ask":30.3,"straddle_mid":27.15,"em_dollar":27.15,"em_pct":13.803,"atm_iv":59.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RPRX","name":"Royalty Pharma plc","report_date":"2026-11-04","timing":"BMO","market_cap":35793826000,"underlying":62.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":62.5,"straddle_bid":0.8,"straddle_ask":8.8,"straddle_mid":4.8,"em_dollar":4.8,"em_pct":7.723,"atm_iv":33.45,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EXPE","name":"Expedia Group, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":34435785000,"underlying":284.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":285.0,"straddle_bid":30.7,"straddle_ask":36.9,"straddle_mid":33.8,"em_dollar":33.8,"em_pct":11.896,"atm_iv":70.76,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TKO","name":"TKO Group Holdings, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":34000410600,"underlying":177.94,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":180.0,"straddle_bid":14.1,"straddle_ask":17.6,"straddle_mid":15.85,"em_dollar":15.85,"em_pct":8.907,"atm_iv":38.5,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NTR","name":"Nutrien Ltd.","report_date":"2026-11-04","timing":"AMC","market_cap":33186109400,"underlying":68.2,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":68.0,"straddle_bid":4.2,"straddle_ask":4.85,"straddle_mid":4.525,"em_dollar":4.525,"em_pct":6.635,"atm_iv":39.74,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TS","name":"Tenaris S.A.","report_date":"2026-11-04","timing":"UNK","market_cap":30888132600,"underlying":58.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":57.5,"straddle_bid":3.6,"straddle_ask":6.3,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":8.437,"atm_iv":35.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KHC","name":"The Kraft Heinz Company","report_date":"2026-11-04","timing":"BMO","market_cap":28258181100,"underlying":23.5,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-06","atm_strike":23.5,"straddle_bid":1.18,"straddle_ask":1.68,"straddle_mid":1.43,"em_dollar":1.43,"em_pct":6.085,"atm_iv":36.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATO","name":"Atmos Energy Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":28243056600,"underlying":166.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":165.0,"straddle_bid":4.8,"straddle_ask":10.2,"straddle_mid":7.5,"em_dollar":7.5,"em_pct":4.492,"atm_iv":19.04,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SN","name":"SharkNinja, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":27993995300,"underlying":197.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":24.4,"straddle_ask":28.3,"straddle_mid":26.35,"em_dollar":26.35,"em_pct":13.376,"atm_iv":58.43,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPAY","name":"Corpay, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":26812753900,"underlying":407.56,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":410.0,"straddle_bid":23.5,"straddle_ask":36.4,"straddle_mid":29.95,"em_dollar":29.95,"em_pct":7.349,"atm_iv":31.92,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GFS","name":"GlobalFoundries Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":26204248100,"underlying":47.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":6.55,"straddle_ask":7.9,"straddle_mid":7.225,"em_dollar":7.225,"em_pct":15.349,"atm_iv":64.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PPL","name":"PPL Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":26045577200,"underlying":34.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.3,"straddle_ask":1.8,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":4.482,"atm_iv":19.11,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"Q","name":"Qnity Electronics, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":24764014600,"underlying":119.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":120.0,"straddle_bid":15.7,"straddle_ask":17.7,"straddle_mid":16.7,"em_dollar":16.7,"em_pct":14.034,"atm_iv":60.71,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ES","name":"Eversource Energy","report_date":"2026-11-04","timing":"AMC","market_cap":24649594900,"underlying":65.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":3.1,"straddle_ask":3.85,"straddle_mid":3.475,"em_dollar":3.475,"em_pct":5.297,"atm_iv":22.73,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UTHR","name":"United Therapeutics Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":23756296200,"underlying":563.49,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":560.0,"straddle_bid":38.4,"straddle_ask":52.2,"straddle_mid":45.3,"em_dollar":45.3,"em_pct":8.039,"atm_iv":35.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TPL","name":"Texas Pacific Land Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":23601068000,"underlying":344.31,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":33.3,"straddle_ask":41.1,"straddle_mid":37.2,"em_dollar":37.2,"em_pct":10.804,"atm_iv":46.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MKL","name":"Markel Group Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":23343919100,"underlying":1871.9399,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":1870.0,"straddle_bid":74.3,"straddle_ask":101.2,"straddle_mid":87.75,"em_dollar":87.75,"em_pct":4.688,"atm_iv":20.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STE","name":"STERIS plc","report_date":"2026-11-04","timing":"UNK","market_cap":21955074000,"underlying":221.48,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":220.0,"straddle_bid":13.5,"straddle_ask":17.9,"straddle_mid":15.7,"em_dollar":15.7,"em_pct":7.089,"atm_iv":30.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRCL","name":"Circle Internet Group, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":21800321000,"underlying":88.7636,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":89.0,"straddle_bid":12.6,"straddle_ask":13.9,"straddle_mid":13.25,"em_dollar":13.25,"em_pct":14.927,"atm_iv":88.4,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SW","name":"Smurfit WestRock plc","report_date":"2026-11-04","timing":"UNK","market_cap":21605099500,"underlying":41.46,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":4.0,"straddle_ask":5.35,"straddle_mid":4.675,"em_dollar":4.675,"em_pct":11.276,"atm_iv":47.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PTC","name":"PTC Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":20979685400,"underlying":194.38,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":195.0,"straddle_bid":0.0,"straddle_ask":6.4,"straddle_mid":3.2,"em_dollar":3.2,"em_pct":1.646,"atm_iv":6.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PR","name":"Permian Resources Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":20804917200,"underlying":24.84,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.1,"straddle_ask":2.65,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":9.561,"atm_iv":41.56,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMCR","name":"Amcor plc","report_date":"2026-11-04","timing":"UNK","market_cap":20680722400,"underlying":45.27,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.75,"straddle_ask":3.95,"straddle_mid":3.35,"em_dollar":3.35,"em_pct":7.4,"atm_iv":32.38,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RGLD","name":"Royal Gold, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":20231317500,"underlying":242.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":240.0,"straddle_bid":18.6,"straddle_ask":23.6,"straddle_mid":21.1,"em_dollar":21.1,"em_pct":8.719,"atm_iv":38.1,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BEP","name":"Brookfield Renewable Partners L.P.","report_date":"2026-11-04","timing":"BMO","market_cap":19114346500,"underlying":29.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.75,"straddle_ask":2.6,"straddle_mid":2.175,"em_dollar":2.175,"em_pct":7.456,"atm_iv":29.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WES","name":"Western Midstream Partners, LP","report_date":"2026-11-04","timing":"AMC","market_cap":18398664700,"underlying":44.56,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.3,"straddle_ask":3.05,"straddle_mid":2.675,"em_dollar":2.675,"em_pct":6.003,"atm_iv":22.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZBH","name":"Zimmer Biomet Holdings, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":18310817800,"underlying":94.89,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":5.5,"straddle_ask":10.0,"straddle_mid":7.75,"em_dollar":7.75,"em_pct":8.167,"atm_iv":35.45,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAAS","name":"Pan American Silver Corp.","report_date":"2026-11-04","timing":"AMC","market_cap":18296897500,"underlying":43.4,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":43.5,"straddle_bid":3.35,"straddle_ask":4.3,"straddle_mid":3.825,"em_dollar":3.825,"em_pct":8.813,"atm_iv":52.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CW","name":"Curtiss-Wright Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":18291783700,"underlying":494.19,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":490.0,"straddle_bid":43.3,"straddle_ask":53.2,"straddle_mid":48.25,"em_dollar":48.25,"em_pct":9.763,"atm_iv":42.63,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CF","name":"CF Industries Holdings, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":17847306200,"underlying":116.3,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":116.0,"straddle_bid":9.0,"straddle_ask":10.4,"straddle_mid":9.7,"em_dollar":9.7,"em_pct":8.34,"atm_iv":49.75,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ITT","name":"ITT Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":17534021600,"underlying":200.34,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":200.0,"straddle_bid":16.2,"straddle_ask":19.4,"straddle_mid":17.8,"em_dollar":17.8,"em_pct":8.885,"atm_iv":38.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APA","name":"APA Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":17480788000,"underlying":49.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":50.0,"straddle_bid":3.96,"straddle_ask":4.74,"straddle_mid":4.35,"em_dollar":4.35,"em_pct":8.714,"atm_iv":52.05,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FICO","name":"Fair Isaac Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":17272277000,"underlying":789.0373,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":790.0,"straddle_bid":107.5,"straddle_ask":130.1,"straddle_mid":118.8,"em_dollar":118.8,"em_pct":15.056,"atm_iv":65.54,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HST","name":"Host Hotels & Resorts, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":16991085600,"underlying":25.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.95,"straddle_ask":3.4,"straddle_mid":2.175,"em_dollar":2.175,"em_pct":8.683,"atm_iv":38.02,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"W","name":"Wayfair Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":15554094100,"underlying":113.345,"quote_time":"2026-10-21T12:28:08","expiry":"2026-11-06","atm_strike":113.0,"straddle_bid":15.85,"straddle_ask":18.6,"straddle_mid":17.225,"em_dollar":17.225,"em_pct":15.197,"atm_iv":90.64,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CDE","name":"Coeur Mining, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":15552656400,"underlying":15.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":15.0,"straddle_bid":1.6,"straddle_ask":2.0,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":11.897,"atm_iv":71.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PFGC","name":"Performance Food Group Company","report_date":"2026-11-04","timing":"BMO","market_cap":15444107300,"underlying":96.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":6.8,"straddle_ask":11.2,"straddle_mid":9.0,"em_dollar":9.0,"em_pct":9.284,"atm_iv":39.94,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRL","name":"Charles River Laboratories International, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":15059227600,"underlying":344.87,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":340.0,"straddle_bid":45.2,"straddle_ask":50.8,"straddle_mid":48.0,"em_dollar":48.0,"em_pct":13.918,"atm_iv":60.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SITM","name":"SiTime Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":14948613100,"underlying":501.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":500.0,"straddle_bid":103.6,"straddle_ask":118.6,"straddle_mid":111.1,"em_dollar":111.1,"em_pct":22.14,"atm_iv":95.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRMB","name":"Trimble Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":14485132300,"underlying":62.68,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":3.95,"straddle_ask":7.9,"straddle_mid":5.925,"em_dollar":5.925,"em_pct":9.453,"atm_iv":38.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MKSI","name":"MKS Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":14276770800,"underlying":214.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":30.7,"straddle_ask":35.4,"straddle_mid":33.05,"em_dollar":33.05,"em_pct":15.444,"atm_iv":67.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SWK","name":"Stanley Black & Decker, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":14209156100,"underlying":95.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":8.1,"straddle_ask":9.6,"straddle_mid":8.85,"em_dollar":8.85,"em_pct":9.273,"atm_iv":40.59,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COKE","name":"Coca-Cola Consolidated, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":14190841900,"underlying":211.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":18.2,"straddle_ask":24.6,"straddle_mid":21.4,"em_dollar":21.4,"em_pct":10.142,"atm_iv":44.57,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAG","name":"Penske Automotive Group, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":13936945200,"underlying":212.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":210.0,"straddle_bid":0.7,"straddle_ask":3.45,"straddle_mid":2.075,"em_dollar":2.075,"em_pct":0.979,"atm_iv":3.54,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BBIO","name":"BridgeBio Pharma, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":13205178400,"underlying":67.74,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":67.5,"straddle_bid":6.2,"straddle_ask":10.8,"straddle_mid":8.5,"em_dollar":8.5,"em_pct":12.548,"atm_iv":54.88,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EQX","name":"Equinox Gold Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":12852965400,"underlying":11.04,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":0.85,"straddle_ask":1.55,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":10.87,"atm_iv":47.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IONQ","name":"IonQ, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":12782453800,"underlying":31.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":32.0,"straddle_bid":4.08,"straddle_ask":4.56,"straddle_mid":4.32,"em_dollar":4.32,"em_pct":13.534,"atm_iv":80.21,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HUBS","name":"HubSpot, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":12504449000,"underlying":249.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":250.0,"straddle_bid":45.1,"straddle_ask":47.7,"straddle_mid":46.4,"em_dollar":46.4,"em_pct":18.575,"atm_iv":81.37,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FIG","name":"Figma, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":12104653800,"underlying":22.8665,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":23.0,"straddle_bid":3.49,"straddle_ask":4.39,"straddle_mid":3.94,"em_dollar":3.94,"em_pct":17.23,"atm_iv":102.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WTS","name":"Watts Water Technologies, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":11954469900,"underlying":363.4,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":360.0,"straddle_bid":23.5,"straddle_ask":28.7,"straddle_mid":26.1,"em_dollar":26.1,"em_pct":7.182,"atm_iv":31.17,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAYC","name":"Paycom Software, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":11823186900,"underlying":261.01,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":30.2,"straddle_ask":35.1,"straddle_mid":32.65,"em_dollar":32.65,"em_pct":12.509,"atm_iv":54.75,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHYM","name":"Chime Financial, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":11531702300,"underlying":30.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.2,"straddle_ask":4.85,"straddle_mid":4.025,"em_dollar":4.025,"em_pct":13.279,"atm_iv":57.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TECH","name":"Bio-Techne Corp","report_date":"2026-11-04","timing":"UNK","market_cap":11381867500,"underlying":72.64,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":0.8,"straddle_ask":5.05,"straddle_mid":2.925,"em_dollar":2.925,"em_pct":4.027,"atm_iv":10.26,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALB","name":"Albemarle Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":11301344300,"underlying":93.601,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":94.0,"straddle_bid":9.3,"straddle_ask":10.9,"straddle_mid":10.1,"em_dollar":10.1,"em_pct":10.79,"atm_iv":63.94,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMH","name":"American Homes 4 Rent","report_date":"2026-11-04","timing":"AMC","market_cap":11192046600,"underlying":30.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.65,"straddle_ask":2.6,"straddle_mid":1.625,"em_dollar":1.625,"em_pct":5.252,"atm_iv":18.82,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NYT","name":"New York Times Company (The)","report_date":"2026-11-04","timing":"BMO","market_cap":11164578800,"underlying":68.86,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":6.4,"straddle_ask":8.2,"straddle_mid":7.3,"em_dollar":7.3,"em_pct":10.601,"atm_iv":45.47,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UHAL","name":"U-Haul Holding Company","report_date":"2026-11-04","timing":"UNK","market_cap":10957961200,"underlying":55.76,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.7,"straddle_ask":8.5,"straddle_mid":5.1,"em_dollar":5.1,"em_pct":9.146,"atm_iv":39.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SNAP","name":"Snap Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":10789840900,"underlying":6.3393,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-06","atm_strike":6.5,"straddle_bid":1.04,"straddle_ask":1.18,"straddle_mid":1.11,"em_dollar":1.11,"em_pct":17.51,"atm_iv":103.82,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HL","name":"Hecla Mining Company","report_date":"2026-11-04","timing":"UNK","market_cap":10089961500,"underlying":15.0762,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":15.0,"straddle_bid":1.38,"straddle_ask":1.82,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":10.613,"atm_iv":63.26,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SOLS","name":"Solstice Advanced Materials Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":10016915500,"underlying":64.99,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":6.6,"straddle_ask":8.4,"straddle_mid":7.5,"em_dollar":7.5,"em_pct":11.54,"atm_iv":50.52,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PODD","name":"Insulet Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":9892682800,"underlying":141.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":140.0,"straddle_bid":13.7,"straddle_ask":20.4,"straddle_mid":17.05,"em_dollar":17.05,"em_pct":12.011,"atm_iv":52.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BEPC","name":"Brookfield Renewable Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":9863696400,"underlying":29.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.1,"straddle_ask":2.65,"straddle_mid":2.375,"em_dollar":2.375,"em_pct":8.045,"atm_iv":34.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CGNX","name":"Cognex Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":9550067700,"underlying":57.93,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":60.0,"straddle_bid":5.95,"straddle_ask":12.5,"straddle_mid":9.225,"em_dollar":9.225,"em_pct":15.924,"atm_iv":67.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BIO","name":"Bio-Rad Laboratories, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":9478682600,"underlying":360.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":360.0,"straddle_bid":31.8,"straddle_ask":46.8,"straddle_mid":39.3,"em_dollar":39.3,"em_pct":10.902,"atm_iv":47.63,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LLYVA","name":"Liberty Live Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":8896000000,"underlying":96.53,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":2.7,"straddle_ask":11.4,"straddle_mid":7.05,"em_dollar":7.05,"em_pct":7.303,"atm_iv":31.47,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LLYVK","name":"Liberty Live Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":8896000000,"underlying":100.5,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":100.0,"straddle_bid":5.55,"straddle_ask":7.4,"straddle_mid":6.475,"em_dollar":6.475,"em_pct":6.443,"atm_iv":27.95,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CYTK","name":"Cytokinetics, Incorporated","report_date":"2026-11-04","timing":"UNK","market_cap":8890547200,"underlying":62.86,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":62.5,"straddle_bid":4.7,"straddle_ask":11.0,"straddle_mid":7.85,"em_dollar":7.85,"em_pct":12.488,"atm_iv":54.27,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KNTK","name":"Kinetik Holdings Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":8852910100,"underlying":55.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":3.7,"straddle_ask":6.55,"straddle_mid":5.125,"em_dollar":5.125,"em_pct":9.203,"atm_iv":40.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OC","name":"Owens Corning Inc","report_date":"2026-11-04","timing":"BMO","market_cap":8838432800,"underlying":112.23,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":7.3,"straddle_ask":15.7,"straddle_mid":11.5,"em_dollar":11.5,"em_pct":10.247,"atm_iv":44.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAI","name":"Caris Life Sciences, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":8791536600,"underlying":32.09,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.4,"straddle_ask":9.8,"straddle_mid":6.6,"em_dollar":6.6,"em_pct":20.567,"atm_iv":78.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRI","name":"Primerica, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":8761080800,"underlying":284.63,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":280.0,"straddle_bid":7.3,"straddle_ask":24.8,"straddle_mid":16.05,"em_dollar":16.05,"em_pct":5.639,"atm_iv":23.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTRE","name":"CareTrust REIT, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":8612887600,"underlying":35.65,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.75,"straddle_ask":3.1,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":6.802,"atm_iv":28.42,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VIAV","name":"Viavi Solutions Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":8600541200,"underlying":35.88,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":36.0,"straddle_bid":6.8,"straddle_ask":7.8,"straddle_mid":7.3,"em_dollar":7.3,"em_pct":20.346,"atm_iv":89.34,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HUT","name":"Hut 8 Corp.","report_date":"2026-11-04","timing":"BMO","market_cap":8481067500,"underlying":70.01,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":70.0,"straddle_bid":11.3,"straddle_ask":15.95,"straddle_mid":13.625,"em_dollar":13.625,"em_pct":19.462,"atm_iv":114.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CHRD","name":"Chord Energy Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":8326110200,"underlying":151.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":150.0,"straddle_bid":10.7,"straddle_ask":18.2,"straddle_mid":14.45,"em_dollar":14.45,"em_pct":9.57,"atm_iv":40.84,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NNN","name":"NNN REIT, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":7982427100,"underlying":40.72,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.45,"straddle_ask":2.45,"straddle_mid":1.95,"em_dollar":1.95,"em_pct":4.789,"atm_iv":20.18,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TKR","name":"Timken Company (The)","report_date":"2026-11-04","timing":"BMO","market_cap":7851332100,"underlying":114.97,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":9.0,"straddle_ask":14.2,"straddle_mid":11.6,"em_dollar":11.6,"em_pct":10.09,"atm_iv":44.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BROS","name":"Dutch Bros Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":7654552600,"underlying":42.26,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":42.5,"straddle_bid":5.15,"straddle_ask":6.2,"straddle_mid":5.675,"em_dollar":5.675,"em_pct":13.429,"atm_iv":80.02,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NFG","name":"National Fuel Gas Company","report_date":"2026-11-04","timing":"AMC","market_cap":7589350900,"underlying":79.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":3.8,"straddle_ask":5.9,"straddle_mid":4.85,"em_dollar":4.85,"em_pct":6.115,"atm_iv":26.37,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GIL","name":"Gildan Activewear, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":7550143000,"underlying":40.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":3.4,"straddle_ask":6.75,"straddle_mid":5.075,"em_dollar":5.075,"em_pct":12.609,"atm_iv":54.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IONS","name":"Ionis Pharmaceuticals, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":7544768000,"underlying":44.88,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.1,"straddle_ask":7.0,"straddle_mid":5.55,"em_dollar":5.55,"em_pct":12.366,"atm_iv":54.02,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AVT","name":"Avnet, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":7488123900,"underlying":93.13,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":10.1,"straddle_ask":14.3,"straddle_mid":12.2,"em_dollar":12.2,"em_pct":13.1,"atm_iv":56.45,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"Z","name":"Zillow Group, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":7486087200,"underlying":31.34,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":32.5,"straddle_bid":3.8,"straddle_ask":5.95,"straddle_mid":4.875,"em_dollar":4.875,"em_pct":15.555,"atm_iv":65.75,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZG","name":"Zillow Group, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":7486087200,"underlying":31.88,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.05,"straddle_ask":7.25,"straddle_mid":5.15,"em_dollar":5.15,"em_pct":16.154,"atm_iv":64.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RAL","name":"Ralliant Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":7407348700,"underlying":69.29,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":8.3,"straddle_ask":11.6,"straddle_mid":9.95,"em_dollar":9.95,"em_pct":14.36,"atm_iv":62.51,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRAX","name":"Praxis Precision Medicines, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":7384557600,"underlying":257.7,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":260.0,"straddle_bid":47.3,"straddle_ask":63.2,"straddle_mid":55.25,"em_dollar":55.25,"em_pct":21.44,"atm_iv":93.58,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SOBO","name":"South Bow Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":7167129600,"underlying":34.75,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.95,"straddle_ask":4.45,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":7.77,"atm_iv":33.8,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRNO","name":"Terreno Realty Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":7113582100,"underlying":65.56,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":0.05,"straddle_ask":10.0,"straddle_mid":5.025,"em_dollar":5.025,"em_pct":7.665,"atm_iv":33.21,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BTG","name":"B2Gold Corp ","report_date":"2026-11-04","timing":"AMC","market_cap":6836579800,"underlying":5.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":5.0,"straddle_bid":0.3,"straddle_ask":0.65,"straddle_mid":0.475,"em_dollar":0.475,"em_pct":9.048,"atm_iv":49.7,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MGY","name":"Magnolia Oil & Gas Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":6823440900,"underlying":25.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.85,"straddle_ask":2.6,"straddle_mid":2.225,"em_dollar":2.225,"em_pct":8.75,"atm_iv":37.77,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ELF","name":"e.l.f. Beauty, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":6770577400,"underlying":113.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":114.0,"straddle_bid":14.3,"straddle_ask":18.2,"straddle_mid":16.25,"em_dollar":16.25,"em_pct":14.282,"atm_iv":85.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAVA","name":"CAVA Group, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":6710516200,"underlying":55.0,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":55.0,"straddle_bid":7.6,"straddle_ask":8.4,"straddle_mid":8.0,"em_dollar":8.0,"em_pct":14.545,"atm_iv":86.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAC","name":"Macerich Company (The)","report_date":"2026-11-04","timing":"AMC","market_cap":6589919700,"underlying":23.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":23.0,"straddle_bid":0.0,"straddle_ask":5.35,"straddle_mid":2.675,"em_dollar":2.675,"em_pct":11.515,"atm_iv":50.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SWX","name":"Southwest Gas Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":6456374300,"underlying":88.42,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":0.6,"straddle_ask":7.75,"straddle_mid":4.175,"em_dollar":4.175,"em_pct":4.722,"atm_iv":18.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACT","name":"Enact Holdings, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":6441110000,"underlying":45.65,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.2,"straddle_ask":6.7,"straddle_mid":4.45,"em_dollar":4.45,"em_pct":9.748,"atm_iv":41.42,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENIC","name":"Enel Chile S.A.","report_date":"2026-11-04","timing":"UNK","market_cap":6224990200,"underlying":4.5,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.05,"straddle_ask":1.2,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":13.889,"atm_iv":35.22,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MUR","name":"Murphy Oil Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":6178292700,"underlying":42.96,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":42.5,"straddle_bid":4.3,"straddle_ask":5.15,"straddle_mid":4.725,"em_dollar":4.725,"em_pct":10.999,"atm_iv":47.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENS","name":"EnerSys","report_date":"2026-11-04","timing":"UNK","market_cap":6153088000,"underlying":176.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":175.0,"straddle_bid":17.8,"straddle_ask":23.5,"straddle_mid":20.65,"em_dollar":20.65,"em_pct":11.673,"atm_iv":51.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LB","name":"LandBridge Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":6131373600,"underlying":80.63,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":7.9,"straddle_ask":10.9,"straddle_mid":9.4,"em_dollar":9.4,"em_pct":11.658,"atm_iv":50.93,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BKH","name":"Black Hills Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":5911905800,"underlying":78.55,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":4.55,"straddle_ask":8.8,"straddle_mid":6.675,"em_dollar":6.675,"em_pct":8.498,"atm_iv":32.04,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OGC","name":"OceanaGold Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":5906581000,"underlying":26.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.55,"straddle_ask":5.05,"straddle_mid":3.8,"em_dollar":3.8,"em_pct":14.206,"atm_iv":59.78,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTG","name":"MGIC Investment Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":5778367000,"underlying":27.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.0,"straddle_ask":5.0,"straddle_mid":3.5,"em_dollar":3.5,"em_pct":12.816,"atm_iv":47.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NXE","name":"Nexgen Energy Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":5656393700,"underlying":8.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":0.95,"straddle_ask":1.25,"straddle_mid":1.1,"em_dollar":1.1,"em_pct":12.896,"atm_iv":51.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RYN","name":"Rayonier Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":5597240800,"underlying":18.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.6,"straddle_ask":1.75,"straddle_mid":1.675,"em_dollar":1.675,"em_pct":9.103,"atm_iv":34.82,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KVYO","name":"Klaviyo, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":5583504900,"underlying":20.14,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":3.9,"straddle_ask":4.25,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":20.233,"atm_iv":88.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRUS","name":"Cirrus Logic, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":5553526800,"underlying":110.64,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":9.8,"straddle_ask":15.0,"straddle_mid":12.4,"em_dollar":12.4,"em_pct":11.208,"atm_iv":49.2,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ORA","name":"Ormat Technologies, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":5369297900,"underlying":89.45,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":7.8,"straddle_ask":9.5,"straddle_mid":8.65,"em_dollar":8.65,"em_pct":9.67,"atm_iv":42.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RELY","name":"Remitly Global, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":5188376100,"underlying":25.39,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":3.65,"straddle_ask":4.3,"straddle_mid":3.975,"em_dollar":3.975,"em_pct":15.656,"atm_iv":68.6,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IBP","name":"Installed Building Products, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":5033298900,"underlying":187.87,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":190.0,"straddle_bid":21.8,"straddle_ask":28.2,"straddle_mid":25.0,"em_dollar":25.0,"em_pct":13.307,"atm_iv":57.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTRN","name":"Materion Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":4994260500,"underlying":250.22,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":250.0,"straddle_bid":32.0,"straddle_ask":38.7,"straddle_mid":35.35,"em_dollar":35.35,"em_pct":14.128,"atm_iv":61.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TREX","name":"Trex Company, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":4970002400,"underlying":48.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":4.6,"straddle_ask":7.2,"straddle_mid":5.9,"em_dollar":5.9,"em_pct":12.083,"atm_iv":51.51,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OBDC","name":"Blue Owl Capital Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":4891974100,"underlying":9.88,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.6,"straddle_ask":0.8,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":7.085,"atm_iv":30.5,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BLLN","name":"BillionToOne, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4883858400,"underlying":103.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":15.2,"straddle_ask":19.8,"straddle_mid":17.5,"em_dollar":17.5,"em_pct":16.892,"atm_iv":73.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SEI","name":"Solaris Energy Infrastructure, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4849715200,"underlying":69.28,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":14.2,"straddle_ask":15.9,"straddle_mid":15.05,"em_dollar":15.05,"em_pct":21.723,"atm_iv":94.67,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"REYN","name":"Reynolds Consumer Products Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":4839760900,"underlying":22.64,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.05,"straddle_ask":6.15,"straddle_mid":3.1,"em_dollar":3.1,"em_pct":13.693,"atm_iv":58.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CIGI","name":"Colliers International Group Inc. ","report_date":"2026-11-04","timing":"BMO","market_cap":4738248700,"underlying":92.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":3.8,"straddle_ask":11.2,"straddle_mid":7.5,"em_dollar":7.5,"em_pct":8.086,"atm_iv":34.1,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GOLF","name":"Acushnet Holdings Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":4724384300,"underlying":79.97,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":1.45,"straddle_ask":10.4,"straddle_mid":5.925,"em_dollar":5.925,"em_pct":7.409,"atm_iv":32.2,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CNK","name":"Cinemark Holdings Inc","report_date":"2026-11-04","timing":"UNK","market_cap":4653860900,"underlying":39.92,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.6,"straddle_ask":5.0,"straddle_mid":3.8,"em_dollar":3.8,"em_pct":9.519,"atm_iv":41.49,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NWE","name":"NorthWestern Energy Group, Inc. ","report_date":"2026-11-04","timing":"AMC","market_cap":4637830700,"underlying":76.1,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":0.5,"straddle_ask":10.3,"straddle_mid":5.4,"em_dollar":5.4,"em_pct":7.096,"atm_iv":28.43,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JOBY","name":"Joby Aviation, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4621516300,"underlying":4.6498,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":4.5,"straddle_bid":0.52,"straddle_ask":0.66,"straddle_mid":0.59,"em_dollar":0.59,"em_pct":12.689,"atm_iv":74.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LUMN","name":"Lumen Technologies, Inc. ","report_date":"2026-11-04","timing":"AMC","market_cap":4620875300,"underlying":4.4314,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":4.5,"straddle_bid":0.41,"straddle_ask":0.92,"straddle_mid":0.665,"em_dollar":0.665,"em_pct":15.007,"atm_iv":88.75,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPLN","name":"OPENLANE, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":4603254800,"underlying":37.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":2.0,"straddle_ask":5.8,"straddle_mid":3.9,"em_dollar":3.9,"em_pct":10.417,"atm_iv":41.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDN","name":"Radian Group Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4588209700,"underlying":33.98,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":34.0,"straddle_bid":1.05,"straddle_ask":5.3,"straddle_mid":3.175,"em_dollar":3.175,"em_pct":9.344,"atm_iv":40.83,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IEP","name":"Icahn Enterprises L.P.","report_date":"2026-11-04","timing":"UNK","market_cap":4556965900,"underlying":6.15,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.55,"straddle_ask":0.85,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":11.382,"atm_iv":34.37,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BXSL","name":"Blackstone Secured Lending Fund","report_date":"2026-11-04","timing":"BMO","market_cap":4523699200,"underlying":23.42,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":24.0,"straddle_bid":0.95,"straddle_ask":1.55,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":5.337,"atm_iv":21.36,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HCC","name":"Warrior Met Coal, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4442239500,"underlying":84.21,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":10.1,"straddle_ask":12.2,"straddle_mid":11.15,"em_dollar":11.15,"em_pct":13.241,"atm_iv":57.51,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BCO","name":"Brink's Company (The)","report_date":"2026-11-04","timing":"BMO","market_cap":4417176600,"underlying":108.73,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":8.9,"straddle_ask":10.0,"straddle_mid":9.45,"em_dollar":9.45,"em_pct":8.691,"atm_iv":37.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DNTH","name":"Dianthus Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":4404832300,"underlying":78.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":8.3,"straddle_ask":15.0,"straddle_mid":11.65,"em_dollar":11.65,"em_pct":14.917,"atm_iv":63.8,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SEZL","name":"Sezzle Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4398261200,"underlying":135.5003,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":135.0,"straddle_bid":24.4,"straddle_ask":32.0,"straddle_mid":28.2,"em_dollar":28.2,"em_pct":20.812,"atm_iv":91.05,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VSEC","name":"VSE Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":4392729600,"underlying":153.67,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":155.0,"straddle_bid":20.0,"straddle_ask":26.0,"straddle_mid":23.0,"em_dollar":23.0,"em_pct":14.967,"atm_iv":65.07,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LIVN","name":"LivaNova PLC","report_date":"2026-11-04","timing":"BMO","market_cap":4391503400,"underlying":78.44,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":77.5,"straddle_bid":5.1,"straddle_ask":12.5,"straddle_mid":8.8,"em_dollar":8.8,"em_pct":11.219,"atm_iv":48.38,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VSH","name":"Vishay Intertechnology, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":4382042600,"underlying":28.57,"quote_time":"2026-10-20T16:00:00","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":5.25,"straddle_ask":5.95,"straddle_mid":5.6,"em_dollar":5.6,"em_pct":19.601,"atm_iv":80.87,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LOPE","name":"Grand Canyon Education, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4179789310,"underlying":159.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":160.0,"straddle_bid":13.7,"straddle_ask":14.6,"straddle_mid":14.15,"em_dollar":14.15,"em_pct":8.857,"atm_iv":38.62,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRK","name":"Comstock Resources, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4145922050,"underlying":13.82,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":14.0,"straddle_bid":1.4,"straddle_ask":1.9,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":11.939,"atm_iv":51.7,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TPC","name":"Tutor Perini Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":4095134210,"underlying":80.16,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":9.3,"straddle_ask":14.1,"straddle_mid":11.7,"em_dollar":11.7,"em_pct":14.596,"atm_iv":64.09,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SKT","name":"Tanger Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":4091989500,"underlying":35.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.7,"straddle_ask":6.0,"straddle_mid":3.35,"em_dollar":3.35,"em_pct":9.49,"atm_iv":41.82,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ESAB","name":"ESAB Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":4052719620,"underlying":66.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":8.2,"straddle_ask":10.5,"straddle_mid":9.35,"em_dollar":9.35,"em_pct":14.09,"atm_iv":60.98,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JOE","name":"St. Joe Company (The)","report_date":"2026-11-04","timing":"UNK","market_cap":3927631870,"underlying":68.43,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":3.0,"straddle_ask":5.85,"straddle_mid":4.425,"em_dollar":4.425,"em_pct":6.466,"atm_iv":25.99,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRMD","name":"TORM plc","report_date":"2026-11-04","timing":"BMO","market_cap":3901756160,"underlying":39.75,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.45,"straddle_ask":7.8,"straddle_mid":5.125,"em_dollar":5.125,"em_pct":12.893,"atm_iv":53.18,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADPT","name":"Adaptive Biotechnologies Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":3897330430,"underlying":25.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":2.75,"straddle_ask":7.8,"straddle_mid":5.275,"em_dollar":5.275,"em_pct":20.924,"atm_iv":91.92,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DHT","name":"DHT Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":3760322300,"underlying":24.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":24.0,"straddle_bid":3.35,"straddle_ask":4.15,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":15.515,"atm_iv":66.47,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SRAD","name":"Sportradar Group AG","report_date":"2026-11-04","timing":"UNK","market_cap":3737970690,"underlying":12.05,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.3,"straddle_ask":2.2,"straddle_mid":1.75,"em_dollar":1.75,"em_pct":14.523,"atm_iv":59.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EE","name":"Excelerate Energy, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3712784900,"underlying":33.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":33.0,"straddle_bid":2.55,"straddle_ask":4.9,"straddle_mid":3.725,"em_dollar":3.725,"em_pct":11.281,"atm_iv":49.09,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IPAR","name":"Interparfums, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":3711788030,"underlying":113.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":7.2,"straddle_ask":11.0,"straddle_mid":9.1,"em_dollar":9.1,"em_pct":8.039,"atm_iv":34.5,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AVNT","name":"Avient Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":3700883970,"underlying":40.69,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.05,"straddle_ask":9.8,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":13.333,"atm_iv":58.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NVST","name":"Envista Holdings Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":3689388800,"underlying":23.19,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":1.1,"straddle_ask":3.75,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":10.457,"atm_iv":45.18,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PLSE","name":"Pulse Biosciences, Inc","report_date":"2026-11-04","timing":"UNK","market_cap":3626041340,"underlying":51.3,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":4.5,"straddle_ask":13.3,"straddle_mid":8.9,"em_dollar":8.9,"em_pct":17.349,"atm_iv":76.33,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WBI","name":"WaterBridge Infrastructure LLC","report_date":"2026-11-04","timing":"AMC","market_cap":3601174530,"underlying":29.12,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.2,"straddle_ask":4.1,"straddle_mid":3.15,"em_dollar":3.15,"em_pct":10.817,"atm_iv":44.93,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VCYT","name":"Veracyte, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3600700930,"underlying":44.79,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.95,"straddle_ask":13.1,"straddle_mid":9.025,"em_dollar":9.025,"em_pct":20.15,"atm_iv":86.75,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BATRA","name":"Atlanta Braves Holdings, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":3540142850,"underlying":55.12,"quote_time":"2026-10-21T15:59:40","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":2.45,"straddle_ask":3.15,"straddle_mid":2.8,"em_dollar":2.8,"em_pct":5.08,"atm_iv":21.98,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BATRK","name":"Atlanta Braves Holdings, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":3540142850,"underlying":50.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":2.3,"straddle_ask":4.4,"straddle_mid":3.35,"em_dollar":3.35,"em_pct":6.691,"atm_iv":24.34,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACAD","name":"ACADIA Pharmaceuticals Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":3521924860,"underlying":20.19,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.25,"straddle_ask":2.9,"straddle_mid":2.075,"em_dollar":2.075,"em_pct":10.277,"atm_iv":44.83,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSLY","name":"Fastly, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3515750910,"underlying":23.062,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":23.0,"straddle_bid":4.75,"straddle_ask":6.1,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":23.524,"atm_iv":140.03,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARIS","name":"Aris Mining Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":3510183940,"underlying":17.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.85,"straddle_ask":2.7,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":10.441,"atm_iv":43.97,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BOOT","name":"Boot Barn Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":3493356800,"underlying":116.09,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":115.0,"straddle_bid":13.6,"straddle_ask":18.0,"straddle_mid":15.8,"em_dollar":15.8,"em_pct":13.61,"atm_iv":59.78,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NATL","name":"NCR Atleos Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":3440641280,"underlying":46.77,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.5,"straddle_ask":7.35,"straddle_mid":3.925,"em_dollar":3.925,"em_pct":8.392,"atm_iv":34.99,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MGNI","name":"Magnite, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3414929150,"underlying":23.56,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":24.0,"straddle_bid":3.1,"straddle_ask":4.5,"straddle_mid":3.8,"em_dollar":3.8,"em_pct":16.129,"atm_iv":69.66,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNW","name":"Genworth Financial Inc","report_date":"2026-11-04","timing":"AMC","market_cap":3389323780,"underlying":8.85,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":9.0,"straddle_bid":0.5,"straddle_ask":0.7,"straddle_mid":0.6,"em_dollar":0.6,"em_pct":6.78,"atm_iv":28.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PK","name":"Park Hotels & Resorts Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3336176130,"underlying":16.99,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.85,"straddle_ask":2.15,"straddle_mid":1.5,"em_dollar":1.5,"em_pct":8.829,"atm_iv":36.07,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHOO","name":"Steven Madden, Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":3297359870,"underlying":44.685,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.25,"straddle_ask":5.3,"straddle_mid":4.775,"em_dollar":4.775,"em_pct":10.686,"atm_iv":46.55,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AWR","name":"American States Water Company","report_date":"2026-11-04","timing":"AMC","market_cap":3295305980,"underlying":82.14,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":3.95,"straddle_ask":7.7,"straddle_mid":5.825,"em_dollar":5.825,"em_pct":7.092,"atm_iv":28.7,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TNK","name":"Teekay Tankers Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":3272805380,"underlying":95.99,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":9.5,"straddle_ask":13.4,"straddle_mid":11.45,"em_dollar":11.45,"em_pct":11.928,"atm_iv":52.3,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMG","name":"Scotts Miracle-Gro Company (The)","report_date":"2026-11-04","timing":"BMO","market_cap":3252184580,"underlying":55.93,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":5.25,"straddle_ask":6.75,"straddle_mid":6.0,"em_dollar":6.0,"em_pct":10.728,"atm_iv":44.69,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PTRN","name":"Pattern Group Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3216245500,"underlying":17.76,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.2,"straddle_ask":6.25,"straddle_mid":4.225,"em_dollar":4.225,"em_pct":23.789,"atm_iv":106.11,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CXT","name":"Crane NXT, Co.","report_date":"2026-11-04","timing":"AMC","market_cap":3215950080,"underlying":56.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":3.6,"straddle_ask":8.4,"straddle_mid":6.0,"em_dollar":6.0,"em_pct":10.676,"atm_iv":46.55,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FRPT","name":"Freshpet, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":3174235900,"underlying":62.58,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":62.5,"straddle_bid":6.65,"straddle_ask":10.7,"straddle_mid":8.675,"em_dollar":8.675,"em_pct":13.862,"atm_iv":60.33,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FSM","name":"Fortuna Mining Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":3143550460,"underlying":10.33,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.1,"straddle_ask":1.3,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":11.617,"atm_iv":50.27,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VGNT","name":"Versigent PLC","report_date":"2026-11-04","timing":"BMO","market_cap":3107543040,"underlying":43.87,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.1,"straddle_ask":5.3,"straddle_mid":4.7,"em_dollar":4.7,"em_pct":10.713,"atm_iv":44.79,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"USLM","name":"United States Lime & Minerals, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":3055597570,"underlying":107.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":6.15,"straddle_ask":14.0,"straddle_mid":10.075,"em_dollar":10.075,"em_pct":9.369,"atm_iv":39.29,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DYN","name":"Dyne Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":3038364420,"underlying":16.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":0.8,"straddle_ask":6.7,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":23.335,"atm_iv":102.91,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KD","name":"Kyndryl Holdings, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":3025495550,"underlying":14.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":14.0,"straddle_bid":2.05,"straddle_ask":2.6,"straddle_mid":2.325,"em_dollar":2.325,"em_pct":16.35,"atm_iv":72.84,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CXW","name":"CoreCivic, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":3000428540,"underlying":29.52,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":4.1,"straddle_ask":4.9,"straddle_mid":4.5,"em_dollar":4.5,"em_pct":15.244,"atm_iv":65.86,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IOND","name":"Ionic Digital Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":2952648960,"underlying":66.72,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":8.8,"straddle_ask":14.1,"straddle_mid":11.45,"em_dollar":11.45,"em_pct":17.161,"atm_iv":75.28,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACHC","name":"Acadia Healthcare Company, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":2926141700,"underlying":31.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.8,"straddle_ask":6.5,"straddle_mid":5.15,"em_dollar":5.15,"em_pct":16.386,"atm_iv":71.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARCB","name":"ArcBest Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":2905452540,"underlying":131.1,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":130.0,"straddle_bid":13.0,"straddle_ask":20.1,"straddle_mid":16.55,"em_dollar":16.55,"em_pct":12.624,"atm_iv":55.43,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DNOW","name":"DNOW Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2850993410,"underlying":16.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":0.75,"straddle_ask":4.2,"straddle_mid":2.475,"em_dollar":2.475,"em_pct":15.373,"atm_iv":67.52,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"COTY","name":"Coty Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":2835810300,"underlying":3.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.35,"straddle_ask":0.6,"straddle_mid":0.475,"em_dollar":0.475,"em_pct":15.079,"atm_iv":67.95,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BTU","name":"Peabody Energy Corporation","report_date":"2026-11-04","timing":"BMO","market_cap":2761035010,"underlying":22.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":22.5,"straddle_bid":2.22,"straddle_ask":2.78,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":11.141,"atm_iv":66.33,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMC","name":"AMC Entertainment Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2749222400,"underlying":3.0285,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":3.0,"straddle_bid":0.41,"straddle_ask":0.5,"straddle_mid":0.455,"em_dollar":0.455,"em_pct":15.024,"atm_iv":89.72,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SII","name":"Sprott Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2725550340,"underlying":105.88,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":9.6,"straddle_ask":13.0,"straddle_mid":11.3,"em_dollar":11.3,"em_pct":10.672,"atm_iv":45.37,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VECO","name":"Veeco Instruments Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2724548100,"underlying":46.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":47.0,"straddle_bid":5.15,"straddle_ask":10.5,"straddle_mid":7.825,"em_dollar":7.825,"em_pct":16.77,"atm_iv":73.16,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CWK","name":"Cushman & Wakefield Ltd.","report_date":"2026-11-04","timing":"BMO","market_cap":2701554690,"underlying":11.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.2,"straddle_ask":2.2,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":14.68,"atm_iv":55.67,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"POWI","name":"Power Integrations, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":2624368900,"underlying":48.25,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":6.7,"straddle_ask":8.6,"straddle_mid":7.65,"em_dollar":7.65,"em_pct":15.855,"atm_iv":67.12,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"REZI","name":"Resideo Technologies, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2592034820,"underlying":17.48,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.45,"straddle_ask":4.25,"straddle_mid":2.85,"em_dollar":2.85,"em_pct":16.304,"atm_iv":71.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TMDX","name":"TransMedics Group, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2591966980,"underlying":72.41,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-06","atm_strike":72.0,"straddle_bid":9.8,"straddle_ask":16.0,"straddle_mid":12.9,"em_dollar":12.9,"em_pct":17.815,"atm_iv":106.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NAMS","name":"NewAmsterdam Pharma Company N.V.","report_date":"2026-11-04","timing":"UNK","market_cap":2570049020,"underlying":21.51,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.6,"straddle_ask":5.9,"straddle_mid":3.25,"em_dollar":3.25,"em_pct":15.109,"atm_iv":62.87,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GCMG","name":"GCM Grosvenor Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2551124740,"underlying":12.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.0,"straddle_ask":4.5,"straddle_mid":2.25,"em_dollar":2.25,"em_pct":18.101,"atm_iv":78.63,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLOV","name":"Clover Health Investments, Corp. ","report_date":"2026-11-04","timing":"AMC","market_cap":2549550080,"underlying":4.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":4.5,"straddle_bid":0.57,"straddle_ask":0.81,"straddle_mid":0.69,"em_dollar":0.69,"em_pct":14.557,"atm_iv":84.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VRDN","name":"Viridian Therapeutics, Inc. ","report_date":"2026-11-04","timing":"UNK","market_cap":2541145600,"underlying":22.48,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":22.0,"straddle_bid":1.9,"straddle_ask":7.8,"straddle_mid":4.85,"em_dollar":4.85,"em_pct":21.575,"atm_iv":94.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HCI","name":"HCI Group, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":2541011710,"underlying":204.42,"quote_time":"2026-10-21T15:59:49","expiry":"2026-11-20","atm_strike":200.0,"straddle_bid":13.5,"straddle_ask":19.9,"straddle_mid":16.7,"em_dollar":16.7,"em_pct":8.169,"atm_iv":35.0,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADMA","name":"ADMA Biologics Inc","report_date":"2026-11-04","timing":"UNK","market_cap":2515347970,"underlying":10.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":1.1,"straddle_ask":1.75,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":13.061,"atm_iv":56.69,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TTAM","name":"Titan America SA","report_date":"2026-11-04","timing":"UNK","market_cap":2485206020,"underlying":13.53,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.2,"straddle_ask":2.75,"straddle_mid":1.975,"em_dollar":1.975,"em_pct":14.597,"atm_iv":57.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OSW","name":"OneSpaWorld Holdings Limited","report_date":"2026-11-04","timing":"UNK","market_cap":2432924160,"underlying":23.93,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.65,"straddle_ask":5.6,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":13.059,"atm_iv":53.39,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NGVT","name":"Ingevity Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":2427081220,"underlying":70.69,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":2.1,"straddle_ask":11.5,"straddle_mid":6.8,"em_dollar":6.8,"em_pct":9.619,"atm_iv":42.17,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAYO","name":"Payoneer Global Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2416006400,"underlying":7.16,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":0.05,"straddle_ask":0.7,"straddle_mid":0.375,"em_dollar":0.375,"em_pct":5.237,"atm_iv":18.96,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SYBT","name":"Stock Yards Bancorp, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2408596740,"underlying":76.66,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":75.0,"straddle_bid":2.05,"straddle_ask":10.9,"straddle_mid":6.475,"em_dollar":6.475,"em_pct":8.446,"atm_iv":35.96,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KMT","name":"Kennametal Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":2384132860,"underlying":31.11,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":3.5,"straddle_ask":4.4,"straddle_mid":3.95,"em_dollar":3.95,"em_pct":12.697,"atm_iv":54.89,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATHM","name":"Autohome Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":2327604220,"underlying":19.95,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.05,"straddle_ask":2.15,"straddle_mid":1.6,"em_dollar":1.6,"em_pct":8.02,"atm_iv":34.76,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VERX","name":"Vertex, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":2322961410,"underlying":14.32,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":14.0,"straddle_bid":0.4,"straddle_ask":3.4,"straddle_mid":1.9,"em_dollar":1.9,"em_pct":13.268,"atm_iv":57.46,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RAMP","name":"LiveRamp Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2322368260,"underlying":38.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":0.0,"straddle_ask":1.05,"straddle_mid":0.525,"em_dollar":0.525,"em_pct":1.374,"atm_iv":7.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HRMY","name":"Harmony Biosciences Holdings, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":2253748480,"underlying":38.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":37.5,"straddle_bid":3.2,"straddle_ask":6.2,"straddle_mid":4.7,"em_dollar":4.7,"em_pct":12.268,"atm_iv":53.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRGO","name":"Perrigo Company","report_date":"2026-11-04","timing":"UNK","market_cap":2243898620,"underlying":15.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":2.2,"straddle_ask":2.7,"straddle_mid":2.45,"em_dollar":2.45,"em_pct":15.399,"atm_iv":65.03,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ECPG","name":"Encore Capital Group Inc","report_date":"2026-11-04","timing":"AMC","market_cap":2187958270,"underlying":104.16,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":105.0,"straddle_bid":10.5,"straddle_ask":17.2,"straddle_mid":13.85,"em_dollar":13.85,"em_pct":13.297,"atm_iv":58.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RXRX","name":"Recursion Pharmaceuticals, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2184588800,"underlying":3.64,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":3.5,"straddle_bid":0.53,"straddle_ask":0.96,"straddle_mid":0.745,"em_dollar":0.745,"em_pct":20.467,"atm_iv":123.54,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LEU","name":"Centrus Energy Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":2168361730,"underlying":108.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":110.0,"straddle_bid":19.3,"straddle_ask":20.3,"straddle_mid":19.8,"em_dollar":19.8,"em_pct":18.18,"atm_iv":79.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDW","name":"Redwire Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":2074938620,"underlying":8.5631,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":8.5,"straddle_bid":0.85,"straddle_ask":1.4,"straddle_mid":1.125,"em_dollar":1.125,"em_pct":13.138,"atm_iv":78.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SONO","name":"Sonos, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2054766460,"underlying":17.47,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.45,"straddle_ask":3.05,"straddle_mid":2.25,"em_dollar":2.25,"em_pct":12.879,"atm_iv":56.19,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VET","name":"Vermilion Energy Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2045026940,"underlying":13.51,"quote_time":"2026-10-21T14:40:36","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.45,"straddle_ask":1.8,"straddle_mid":1.625,"em_dollar":1.625,"em_pct":12.028,"atm_iv":47.23,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTRI","name":"Centuri Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":2022289920,"underlying":19.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.25,"straddle_ask":4.15,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":13.643,"atm_iv":59.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SEDG","name":"SolarEdge Technologies, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":1990973180,"underlying":32.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":33.0,"straddle_bid":4.48,"straddle_ask":7.9,"straddle_mid":6.19,"em_dollar":6.19,"em_pct":18.815,"atm_iv":111.93,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMPL","name":"Amplitude, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1961182210,"underlying":16.27,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":2.5,"straddle_ask":3.45,"straddle_mid":2.975,"em_dollar":2.975,"em_pct":18.285,"atm_iv":79.16,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WU","name":"Western Union Company (The)","report_date":"2026-11-04","timing":"AMC","market_cap":1936768510,"underlying":6.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.6,"straddle_ask":0.75,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":10.8,"atm_iv":45.33,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMA","name":"SmartStop Self Storage REIT, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1915210370,"underlying":34.44,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.15,"straddle_ask":5.35,"straddle_mid":2.75,"em_dollar":2.75,"em_pct":7.985,"atm_iv":33.79,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LMAT","name":"LeMaitre Vascular, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1907296000,"underlying":83.67,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":8.9,"straddle_ask":12.6,"straddle_mid":10.75,"em_dollar":10.75,"em_pct":12.848,"atm_iv":55.27,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALGT","name":"Allegiant Travel Company","report_date":"2026-11-04","timing":"AMC","market_cap":1887125250,"underlying":70.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":70.0,"straddle_bid":9.3,"straddle_ask":12.9,"straddle_mid":11.1,"em_dollar":11.1,"em_pct":15.846,"atm_iv":69.19,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MRVI","name":"Maravai LifeSciences Holdings, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1869650050,"underlying":7.57,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.65,"straddle_ask":3.2,"straddle_mid":2.425,"em_dollar":2.425,"em_pct":32.034,"atm_iv":140.57,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RLJ","name":"RLJ Lodging Trust","report_date":"2026-11-04","timing":"AMC","market_cap":1854414340,"underlying":12.3,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.6,"straddle_ask":1.35,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":7.927,"atm_iv":33.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XNCR","name":"Xencor, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1854373760,"underlying":26.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":5.1,"straddle_ask":11.1,"straddle_mid":8.1,"em_dollar":8.1,"em_pct":31.154,"atm_iv":142.42,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VIR","name":"Vir Biotechnology, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1836340740,"underlying":10.7084,"quote_time":"2026-10-20T15:59:58","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":1.35,"straddle_ask":2.85,"straddle_mid":2.1,"em_dollar":2.1,"em_pct":19.611,"atm_iv":83.04,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RUN","name":"Sunrun Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1823211650,"underlying":7.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":7.5,"straddle_bid":1.1,"straddle_ask":1.47,"straddle_mid":1.285,"em_dollar":1.285,"em_pct":16.908,"atm_iv":101.25,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATS","name":"ATS Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":1806571900,"underlying":19.07,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":1.35,"straddle_ask":3.25,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":12.061,"atm_iv":47.69,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KMPR","name":"Kemper Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":1752963840,"underlying":28.91,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":0.0,"straddle_ask":7.5,"straddle_mid":3.75,"em_dollar":3.75,"em_pct":12.971,"atm_iv":52.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SDGR","name":"Schrodinger, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1750451710,"underlying":24.2605,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":4.1,"straddle_ask":6.6,"straddle_mid":5.35,"em_dollar":5.35,"em_pct":22.052,"atm_iv":94.86,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FLOC","name":"Flowco Holdings Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":1725746690,"underlying":19.43,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.05,"straddle_ask":6.2,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":16.083,"atm_iv":68.55,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARDT","name":"Ardent Health, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1709476350,"underlying":12.06,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.6,"straddle_ask":3.8,"straddle_mid":2.2,"em_dollar":2.2,"em_pct":18.242,"atm_iv":77.62,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNL","name":"Global Net Lease, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1702499460,"underlying":7.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.35,"straddle_ask":0.9,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":8.778,"atm_iv":33.22,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WWW","name":"Wolverine World Wide, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1653636740,"underlying":20.15,"quote_time":"2026-10-20T15:59:55","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":2.25,"straddle_ask":3.4,"straddle_mid":2.825,"em_dollar":2.825,"em_pct":14.02,"atm_iv":60.71,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPRA","name":"Opera Limited","report_date":"2026-11-04","timing":"UNK","market_cap":1580998270,"underlying":18.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":18.0,"straddle_bid":1.3,"straddle_ask":2.55,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":10.694,"atm_iv":46.6,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALNT","name":"Allient Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1580383360,"underlying":97.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":95.0,"straddle_bid":10.8,"straddle_ask":17.4,"straddle_mid":14.1,"em_dollar":14.1,"em_pct":14.467,"atm_iv":63.39,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PAHC","name":"Phibro Animal Health Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":1575342210,"underlying":39.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.55,"straddle_ask":6.75,"straddle_mid":4.65,"em_dollar":4.65,"em_pct":11.847,"atm_iv":50.96,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LILA","name":"Liberty Latin America Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":1573076990,"underlying":8.02,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.1,"straddle_ask":3.55,"straddle_mid":1.825,"em_dollar":1.825,"em_pct":22.756,"atm_iv":100.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LILAK","name":"Liberty Latin America Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":1573076990,"underlying":7.97,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.15,"straddle_ask":2.45,"straddle_mid":1.3,"em_dollar":1.3,"em_pct":16.311,"atm_iv":69.81,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AGL","name":"agilon health, inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1540089730,"underlying":90.99,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":90.0,"straddle_bid":15.7,"straddle_ask":20.6,"straddle_mid":18.15,"em_dollar":18.15,"em_pct":19.947,"atm_iv":87.83,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INVA","name":"Innoviva, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1537383940,"underlying":20.97,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.1,"straddle_ask":9.8,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":23.605,"atm_iv":104.4,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TRIN","name":"Trinity Capital Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":1525513470,"underlying":16.18,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.95,"straddle_ask":1.6,"straddle_mid":1.275,"em_dollar":1.275,"em_pct":7.88,"atm_iv":25.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRSU","name":"Pursuit Attractions and Hospitality, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1503072900,"underlying":56.02,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":3.1,"straddle_ask":9.7,"straddle_mid":6.4,"em_dollar":6.4,"em_pct":11.424,"atm_iv":50.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EFC","name":"Ellington Financial Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1479627140,"underlying":11.43,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.05,"straddle_ask":1.35,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":10.499,"atm_iv":23.05,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PNTG","name":"The Pennant Group, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1448857980,"underlying":41.04,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.45,"straddle_ask":9.3,"straddle_mid":5.375,"em_dollar":5.375,"em_pct":13.097,"atm_iv":57.08,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EYE","name":"National Vision Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1419294210,"underlying":17.72,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.0,"straddle_ask":3.15,"straddle_mid":2.575,"em_dollar":2.575,"em_pct":14.532,"atm_iv":63.59,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TYRA","name":"Tyra Biosciences, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1407434110,"underlying":20.6,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.7,"straddle_ask":7.9,"straddle_mid":4.3,"em_dollar":4.3,"em_pct":20.874,"atm_iv":92.27,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HPK","name":"HighPeak Energy, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1389716350,"underlying":11.46,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.85,"straddle_ask":4.2,"straddle_mid":2.525,"em_dollar":2.525,"em_pct":22.033,"atm_iv":84.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ADNT","name":"Adient plc","report_date":"2026-11-04","timing":"BMO","market_cap":1356135040,"underlying":17.12,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.05,"straddle_ask":3.6,"straddle_mid":2.825,"em_dollar":2.825,"em_pct":16.501,"atm_iv":70.97,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IE","name":"Ivanhoe Electric Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1331596930,"underlying":8.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.25,"straddle_ask":1.8,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":17.962,"atm_iv":70.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"USPH","name":"U.S. Physical Therapy, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1298573180,"underlying":85.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":85.0,"straddle_bid":5.2,"straddle_ask":11.7,"straddle_mid":8.45,"em_dollar":8.45,"em_pct":9.883,"atm_iv":42.43,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BORR","name":"Borr Drilling Limited","report_date":"2026-11-04","timing":"UNK","market_cap":1298498560,"underlying":4.22,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.55,"straddle_ask":0.75,"straddle_mid":0.65,"em_dollar":0.65,"em_pct":15.403,"atm_iv":65.48,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TPB","name":"Turning Point Brands, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1291752060,"underlying":64.61,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":7.4,"straddle_ask":13.3,"straddle_mid":10.35,"em_dollar":10.35,"em_pct":16.019,"atm_iv":70.06,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SHLS","name":"Shoals Technologies Group, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":1257200640,"underlying":7.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":1.6,"straddle_ask":2.1,"straddle_mid":1.85,"em_dollar":1.85,"em_pct":23.3,"atm_iv":101.85,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XPEL","name":"XPEL, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1245095040,"underlying":44.18,"quote_time":"2026-10-21T14:30:13","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":6.5,"straddle_ask":7.5,"straddle_mid":7.0,"em_dollar":7.0,"em_pct":15.844,"atm_iv":68.32,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMSC","name":"American Superconductor Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":1244963070,"underlying":26.4007,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":26.0,"straddle_bid":4.55,"straddle_ask":5.95,"straddle_mid":5.25,"em_dollar":5.25,"em_pct":19.886,"atm_iv":87.14,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WOLF","name":"Wolfspeed, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1243868420,"underlying":24.5612,"quote_time":"2026-10-21T16:00:00","expiry":"2026-11-06","atm_strike":24.5,"straddle_bid":4.21,"straddle_ask":5.35,"straddle_mid":4.78,"em_dollar":4.78,"em_pct":19.462,"atm_iv":116.76,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OPK","name":"Opko Health, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1238904830,"underlying":1.63,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":1.5,"straddle_bid":0.0,"straddle_ask":0.5,"straddle_mid":0.25,"em_dollar":0.25,"em_pct":15.337,"atm_iv":66.45,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RDVT","name":"Red Violet, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1223662080,"underlying":78.56,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":80.0,"straddle_bid":5.0,"straddle_ask":14.3,"straddle_mid":9.65,"em_dollar":9.65,"em_pct":12.284,"atm_iv":53.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TK","name":"Teekay Corporation Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":1201014910,"underlying":14.17,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.3,"straddle_ask":2.3,"straddle_mid":1.8,"em_dollar":1.8,"em_pct":12.703,"atm_iv":50.03,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GTM","name":"ZoomInfo Technologies Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1193551230,"underlying":4.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":4.0,"straddle_bid":0.5,"straddle_ask":1.15,"straddle_mid":0.825,"em_dollar":0.825,"em_pct":19.596,"atm_iv":118.31,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HEPS","name":"D-Market Electronic Services & Trading","report_date":"2026-11-04","timing":"UNK","market_cap":1178797700,"underlying":2.73,"quote_time":"2026-10-19T15:59:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.15,"straddle_ask":0.6,"straddle_mid":0.375,"em_dollar":0.375,"em_pct":13.736,"atm_iv":49.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IRS","name":"IRSA Inversiones Y Representaciones S.A.","report_date":"2026-11-04","timing":"UNK","market_cap":1136737540,"underlying":14.25,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.95,"straddle_ask":3.5,"straddle_mid":2.225,"em_dollar":2.225,"em_pct":15.614,"atm_iv":64.98,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"STAA","name":"STAAR Surgical Company","report_date":"2026-11-04","timing":"UNK","market_cap":1119213700,"underlying":22.32,"quote_time":"2026-10-20T15:59:57","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":2.5,"straddle_ask":3.75,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":14.001,"atm_iv":60.06,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LZ","name":"LegalZoom.com, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1118359170,"underlying":6.6,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.0,"straddle_bid":0.95,"straddle_ask":1.45,"straddle_mid":1.2,"em_dollar":1.2,"em_pct":18.182,"atm_iv":74.66,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"REPX","name":"Riley Exploration Permian, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":1084206210,"underlying":48.34,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":3.55,"straddle_ask":7.55,"straddle_mid":5.55,"em_dollar":5.55,"em_pct":11.481,"atm_iv":47.4,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PRCT","name":"PROCEPT BioRobotics Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":1077890300,"underlying":18.27,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":2.3,"straddle_ask":6.5,"straddle_mid":4.4,"em_dollar":4.4,"em_pct":24.083,"atm_iv":95.75,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNK","name":"Genco Shipping & Trading Limited ","report_date":"2026-11-04","timing":"AMC","market_cap":1077460860,"underlying":25.35,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.85,"straddle_ask":3.05,"straddle_mid":2.45,"em_dollar":2.45,"em_pct":9.665,"atm_iv":40.88,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DLX","name":"Deluxe Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":1067534400,"underlying":22.95,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":1.1,"straddle_ask":5.05,"straddle_mid":3.075,"em_dollar":3.075,"em_pct":13.399,"atm_iv":57.22,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CFFN","name":"Capitol Federal Financial, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":1025697980,"underlying":8.07,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.3,"straddle_ask":1.3,"straddle_mid":0.8,"em_dollar":0.8,"em_pct":9.913,"atm_iv":33.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MNKD","name":"MannKind Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":996787900,"underlying":3.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":3.0,"straddle_bid":0.0,"straddle_ask":1.9,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":31.148,"atm_iv":188.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPRE","name":"Green Plains, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":994652670,"underlying":14.16,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":14.0,"straddle_bid":1.5,"straddle_ask":2.35,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":13.595,"atm_iv":59.4,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UVV","name":"Universal Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":987006530,"underlying":38.22,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":2.35,"straddle_ask":4.5,"straddle_mid":3.425,"em_dollar":3.425,"em_pct":8.961,"atm_iv":35.56,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MUX","name":"McEwen Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":968851780,"underlying":15.84,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":16.0,"straddle_bid":1.95,"straddle_ask":3.15,"straddle_mid":2.55,"em_dollar":2.55,"em_pct":16.098,"atm_iv":69.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SBGI","name":"Sinclair, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":961830210,"underlying":12.68,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.6,"straddle_ask":1.85,"straddle_mid":1.225,"em_dollar":1.225,"em_pct":9.661,"atm_iv":41.66,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"QNST","name":"QuinStreet, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":951052800,"underlying":16.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.25,"straddle_ask":3.2,"straddle_mid":2.225,"em_dollar":2.225,"em_pct":13.485,"atm_iv":52.01,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RPC","name":"Ridgepost Capital, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":942538690,"underlying":8.55,"quote_time":"2026-10-20T15:59:56","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.25,"straddle_ask":2.9,"straddle_mid":1.575,"em_dollar":1.575,"em_pct":18.421,"atm_iv":124.09,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASTE","name":"Astec Industries, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":903975940,"underlying":39.56,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":40.0,"straddle_bid":1.5,"straddle_ask":10.0,"straddle_mid":5.75,"em_dollar":5.75,"em_pct":14.535,"atm_iv":63.02,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RPD","name":"Rapid7, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":891036480,"underlying":13.8,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":14.0,"straddle_bid":2.6,"straddle_ask":3.65,"straddle_mid":3.125,"em_dollar":3.125,"em_pct":22.645,"atm_iv":98.97,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MLTX","name":"MoonLake Immunotherapeutics","report_date":"2026-11-04","timing":"UNK","market_cap":878300990,"underlying":10.65,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":1.55,"straddle_ask":2.6,"straddle_mid":2.075,"em_dollar":2.075,"em_pct":19.484,"atm_iv":83.26,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TBLA","name":"Taboola.com Ltd.","report_date":"2026-11-04","timing":"BMO","market_cap":869799360,"underlying":3.41,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.6,"straddle_ask":2.1,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":39.589,"atm_iv":231.77,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XNDU","name":"Xanadu Quantum Technologies Limited","report_date":"2026-11-04","timing":"UNK","market_cap":867038460,"underlying":2.91,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-06","atm_strike":3.0,"straddle_bid":0.1,"straddle_ask":1.4,"straddle_mid":0.75,"em_dollar":0.75,"em_pct":25.773,"atm_iv":147.52,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NAVI","name":"Navient Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":842178750,"underlying":9.06,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.8,"straddle_ask":1.7,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":13.797,"atm_iv":43.23,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CAPL","name":"CrossAmerica Partners LP","report_date":"2026-11-04","timing":"AMC","market_cap":829123070,"underlying":21.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.1,"straddle_ask":4.45,"straddle_mid":2.275,"em_dollar":2.275,"em_pct":10.388,"atm_iv":37.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VPG","name":"Vishay Precision Group, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":819339650,"underlying":63.925,"quote_time":"2026-10-21T14:21:05","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":11.6,"straddle_ask":15.2,"straddle_mid":13.4,"em_dollar":13.4,"em_pct":20.962,"atm_iv":90.92,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ROOT","name":"Root, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":813860540,"underlying":52.09,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":8.8,"straddle_ask":11.3,"straddle_mid":10.05,"em_dollar":10.05,"em_pct":19.294,"atm_iv":84.41,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTW","name":"Manitowoc Company, Inc. (The)","report_date":"2026-11-04","timing":"UNK","market_cap":801296960,"underlying":22.75,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":23.0,"straddle_bid":2.85,"straddle_ask":3.9,"straddle_mid":3.375,"em_dollar":3.375,"em_pct":14.835,"atm_iv":64.57,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GERN","name":"Geron Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":796667010,"underlying":1.1699,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.0,"straddle_ask":1.1,"straddle_mid":0.55,"em_dollar":0.55,"em_pct":47.013,"atm_iv":74.59,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BMBL","name":"Bumble Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":785211460,"underlying":5.9415,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.05,"straddle_ask":0.15,"straddle_mid":0.1,"em_dollar":0.1,"em_pct":1.683,"atm_iv":6.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MNTN","name":"MNTN, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":783189120,"underlying":9.93,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.7,"straddle_ask":2.05,"straddle_mid":1.875,"em_dollar":1.875,"em_pct":18.882,"atm_iv":82.09,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RGR","name":"Sturm, Ruger & Company, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":778780220,"underlying":50.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":50.0,"straddle_bid":4.7,"straddle_ask":6.15,"straddle_mid":5.425,"em_dollar":5.425,"em_pct":10.828,"atm_iv":47.29,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BBSI","name":"Barrett Business Services, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":777464580,"underlying":31.83,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.0,"straddle_ask":10.4,"straddle_mid":5.7,"em_dollar":5.7,"em_pct":17.908,"atm_iv":77.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GSM","name":"Ferroglobe PLC","report_date":"2026-11-04","timing":"UNK","market_cap":773602560,"underlying":4.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.2,"straddle_ask":1.85,"straddle_mid":1.025,"em_dollar":1.025,"em_pct":24.699,"atm_iv":107.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SVC","name":"Service Properties Trust","report_date":"2026-11-04","timing":"AMC","market_cap":773171650,"underlying":6.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.9,"straddle_ask":1.75,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":21.901,"atm_iv":70.48,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASC","name":"Ardmore Shipping Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":769945340,"underlying":19.62,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":2.05,"straddle_ask":2.55,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":11.723,"atm_iv":50.42,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"JBSS","name":"John B. Sanfilippo & Son, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":768612480,"underlying":65.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":65.0,"straddle_bid":1.15,"straddle_ask":10.4,"straddle_mid":5.775,"em_dollar":5.775,"em_pct":8.789,"atm_iv":38.2,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GPRK","name":"Geopark Ltd","report_date":"2026-11-04","timing":"UNK","market_cap":757982400,"underlying":11.55,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.0,"straddle_ask":1.85,"straddle_mid":1.425,"em_dollar":1.425,"em_pct":12.338,"atm_iv":51.07,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CRTO","name":"Criteo S.A.","report_date":"2026-11-04","timing":"UNK","market_cap":754072450,"underlying":14.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.3,"straddle_ask":3.35,"straddle_mid":2.325,"em_dollar":2.325,"em_pct":15.562,"atm_iv":67.62,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KRNT","name":"Kornit Digital Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":754062660,"underlying":17.74,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":1.15,"straddle_ask":6.1,"straddle_mid":3.625,"em_dollar":3.625,"em_pct":20.434,"atm_iv":89.94,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BWMN","name":"Bowman Consulting Group Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":741786560,"underlying":42.79,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":0.15,"straddle_ask":4.45,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":5.375,"atm_iv":13.11,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AEVA","name":"Aeva Technologies, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":715878140,"underlying":10.5,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.9,"straddle_ask":3.1,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":23.81,"atm_iv":105.44,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DSGN","name":"Design Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":694656320,"underlying":10.73,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":0.0,"straddle_ask":7.8,"straddle_mid":3.9,"em_dollar":3.9,"em_pct":36.347,"atm_iv":157.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CTKB","name":"Cytek Biosciences, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":694110590,"underlying":5.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.15,"straddle_ask":2.95,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":28.182,"atm_iv":124.73,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GROY","name":"Gold Royalty Corp.","report_date":"2026-11-04","timing":"AMC","market_cap":676270980,"underlying":3.02,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.15,"straddle_ask":0.45,"straddle_mid":0.3,"em_dollar":0.3,"em_pct":9.934,"atm_iv":39.73,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PKOH","name":"Park-Ohio Holdings Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":668713980,"underlying":46.32,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":2.0,"straddle_ask":10.9,"straddle_mid":6.45,"em_dollar":6.45,"em_pct":13.925,"atm_iv":60.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CCB","name":"Coastal Financial Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":666483840,"underlying":43.31,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":45.0,"straddle_bid":4.9,"straddle_ask":8.9,"straddle_mid":6.9,"em_dollar":6.9,"em_pct":15.932,"atm_iv":67.28,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MFA","name":"MFA Financial, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":662126020,"underlying":6.4521,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":0.1,"straddle_ask":1.25,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":10.462,"atm_iv":56.88,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLDT","name":"Chatham Lodging Trust (REIT)","report_date":"2026-11-04","timing":"UNK","market_cap":660300420,"underlying":14.33,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":0.1,"straddle_ask":2.4,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":8.723,"atm_iv":34.39,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BUR","name":"Burford Capital Limited","report_date":"2026-11-04","timing":"UNK","market_cap":649432000,"underlying":3.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.3,"straddle_ask":1.35,"straddle_mid":0.825,"em_dollar":0.825,"em_pct":27.049,"atm_iv":116.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MATV","name":"Mativ Holdings, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":636341820,"underlying":11.74,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.3,"straddle_ask":2.0,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":14.055,"atm_iv":55.62,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KE","name":"Kimball Electronics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":627630590,"underlying":26.48,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":1.05,"straddle_ask":7.5,"straddle_mid":4.275,"em_dollar":4.275,"em_pct":16.144,"atm_iv":70.1,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NTGR","name":"NETGEAR, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":623486720,"underlying":22.76,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":23.0,"straddle_bid":1.95,"straddle_ask":4.0,"straddle_mid":2.975,"em_dollar":2.975,"em_pct":13.071,"atm_iv":56.5,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"PACB","name":"Pacific Biosciences of California, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":609228290,"underlying":2.15,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.25,"straddle_ask":0.6,"straddle_mid":0.425,"em_dollar":0.425,"em_pct":19.767,"atm_iv":110.0,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MLR","name":"Miller Industries, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":593605700,"underlying":52.78,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":55.0,"straddle_bid":1.65,"straddle_ask":10.9,"straddle_mid":6.275,"em_dollar":6.275,"em_pct":11.889,"atm_iv":48.8,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CSV","name":"Carriage Services, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":576686140,"underlying":35.68,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":1.6,"straddle_ask":5.7,"straddle_mid":3.65,"em_dollar":3.65,"em_pct":10.23,"atm_iv":44.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ABTC","name":"American Bitcoin Corp.","report_date":"2026-11-04","timing":"AMC","market_cap":559255420,"underlying":8.58,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":8.5,"straddle_bid":1.4,"straddle_ask":2.35,"straddle_mid":1.875,"em_dollar":1.875,"em_pct":21.853,"atm_iv":131.41,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TROX","name":"Tronox Holdings plc","report_date":"2026-11-04","timing":"AMC","market_cap":541383100,"underlying":3.26,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.3,"straddle_ask":1.15,"straddle_mid":0.725,"em_dollar":0.725,"em_pct":22.239,"atm_iv":99.31,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MYGN","name":"Myriad Genetics, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":529899040,"underlying":5.551,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":6.0,"straddle_bid":1.4,"straddle_ask":2.15,"straddle_mid":1.775,"em_dollar":1.775,"em_pct":31.976,"atm_iv":132.49,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SD","name":"SandRidge Energy, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":529435232,"underlying":14.28,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.1,"straddle_ask":1.8,"straddle_mid":1.45,"em_dollar":1.45,"em_pct":10.154,"atm_iv":37.73,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AQST","name":"Aquestive Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":508322176,"underlying":4.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.5,"straddle_ask":0.85,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":16.667,"atm_iv":72.91,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARVN","name":"Arvinas, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":500858208,"underlying":7.59,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":8.0,"straddle_bid":0.25,"straddle_ask":3.85,"straddle_mid":2.05,"em_dollar":2.05,"em_pct":27.009,"atm_iv":114.14,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ENVX","name":"Enovix Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":493759200,"underlying":2.4999,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-06","atm_strike":2.5,"straddle_bid":0.28,"straddle_ask":0.58,"straddle_mid":0.43,"em_dollar":0.43,"em_pct":17.201,"atm_iv":102.23,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ONT","name":"Onterris, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":492697472,"underlying":13.95,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":2.4,"straddle_ask":4.75,"straddle_mid":3.575,"em_dollar":3.575,"em_pct":25.627,"atm_iv":105.72,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EOLS","name":"Evolus, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":486791744,"underlying":7.4,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.0,"straddle_ask":3.3,"straddle_mid":1.65,"em_dollar":1.65,"em_pct":22.297,"atm_iv":97.03,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HBB","name":"Hamilton Beach Brands Holding Company","report_date":"2026-11-04","timing":"UNK","market_cap":464835840,"underlying":33.34,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":35.0,"straddle_bid":0.65,"straddle_ask":8.9,"straddle_mid":4.775,"em_dollar":4.775,"em_pct":14.322,"atm_iv":58.9,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VRRM","name":"Verra Mobility Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":457468224,"underlying":3.02,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.4,"straddle_ask":1.0,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":23.179,"atm_iv":88.67,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARKO","name":"ARKO Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":452108448,"underlying":3.99,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.6,"straddle_ask":1.85,"straddle_mid":1.225,"em_dollar":1.225,"em_pct":30.702,"atm_iv":123.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MNRO","name":"Monro, Inc. ","report_date":"2026-11-04","timing":"UNK","market_cap":448326624,"underlying":14.23,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":2.35,"straddle_ask":3.05,"straddle_mid":2.7,"em_dollar":2.7,"em_pct":18.974,"atm_iv":78.91,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"HVT","name":"Haverty Furniture Companies, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":445042080,"underlying":28.54,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.85,"straddle_ask":5.5,"straddle_mid":3.675,"em_dollar":3.675,"em_pct":12.877,"atm_iv":51.86,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FPI","name":"Farmland Partners Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":438052448,"underlying":9.84,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.55,"straddle_ask":0.85,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":7.114,"atm_iv":30.3,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SENS","name":"Senseonics Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":434095968,"underlying":7.8964,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.5,"straddle_ask":1.85,"straddle_mid":1.175,"em_dollar":1.175,"em_pct":14.88,"atm_iv":63.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"IPI","name":"Intrepid Potash, Inc","report_date":"2026-11-04","timing":"UNK","market_cap":428998752,"underlying":31.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":31.0,"straddle_bid":2.95,"straddle_ask":4.5,"straddle_mid":3.725,"em_dollar":3.725,"em_pct":11.939,"atm_iv":52.16,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ASIX","name":"AdvanSix Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":427968800,"underlying":15.44,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":15.0,"straddle_bid":1.35,"straddle_ask":4.4,"straddle_mid":2.875,"em_dollar":2.875,"em_pct":18.62,"atm_iv":80.76,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACTG","name":"Acacia Research Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":409864576,"underlying":4.18,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.75,"straddle_ask":2.05,"straddle_mid":1.4,"em_dollar":1.4,"em_pct":33.493,"atm_iv":69.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"DIN","name":"Dine Brands Global, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":407118272,"underlying":31.1,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":2.5,"straddle_ask":6.9,"straddle_mid":4.7,"em_dollar":4.7,"em_pct":15.113,"atm_iv":65.9,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XRN","name":"Chiron Real Estate Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":396870144,"underlying":28.83,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":30.0,"straddle_bid":1.45,"straddle_ask":6.5,"straddle_mid":3.975,"em_dollar":3.975,"em_pct":13.788,"atm_iv":57.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MAGN","name":"Magnera Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":396305984,"underlying":11.2,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.65,"straddle_ask":2.95,"straddle_mid":2.3,"em_dollar":2.3,"em_pct":20.536,"atm_iv":85.34,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ATNI","name":"ATN International, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":396020320,"underlying":25.36,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.05,"straddle_ask":8.4,"straddle_mid":4.225,"em_dollar":4.225,"em_pct":16.66,"atm_iv":73.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LAND","name":"Gladstone Land Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":383484128,"underlying":8.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.0,"straddle_ask":1.45,"straddle_mid":1.225,"em_dollar":1.225,"em_pct":14.261,"atm_iv":41.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VMD","name":"Viemed Healthcare, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":373264640,"underlying":9.8,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":2.5,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":12.755,"atm_iv":54.0,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LSAK","name":"Lesaka Technologies, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":368917312,"underlying":4.38,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.1,"straddle_ask":2.4,"straddle_mid":1.25,"em_dollar":1.25,"em_pct":28.539,"atm_iv":48.46,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TWIN","name":"Twin Disc, Incorporated","report_date":"2026-11-04","timing":"UNK","market_cap":364781408,"underlying":25.88,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":25.0,"straddle_bid":0.1,"straddle_ask":9.8,"straddle_mid":4.95,"em_dollar":4.95,"em_pct":19.127,"atm_iv":67.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ERII","name":"Energy Recovery, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":338937984,"underlying":6.6485,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":1.1,"straddle_ask":1.55,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":19.929,"atm_iv":70.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ELA","name":"Envela Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":310263552,"underlying":11.83,"quote_time":"2026-10-21T15:59:47","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":0.55,"straddle_ask":3.2,"straddle_mid":1.875,"em_dollar":1.875,"em_pct":15.85,"atm_iv":64.88,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EGHT","name":"8x8 Inc","report_date":"2026-11-04","timing":"AMC","market_cap":306203264,"underlying":2.08,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.25,"straddle_ask":0.55,"straddle_mid":0.4,"em_dollar":0.4,"em_pct":19.231,"atm_iv":83.32,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LAW","name":"CS Disco, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":303175296,"underlying":4.79,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.35,"straddle_ask":1.75,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":21.921,"atm_iv":93.01,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OEC","name":"Orion S.A.","report_date":"2026-11-04","timing":"AMC","market_cap":301831200,"underlying":5.27,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.3,"straddle_ask":1.8,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":19.924,"atm_iv":87.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TDUP","name":"ThredUp Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":300754048,"underlying":2.3352,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.4,"straddle_ask":0.85,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":26.764,"atm_iv":110.14,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XFOR","name":"X4 Pharmaceuticals, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":299423168,"underlying":3.03,"quote_time":"2026-10-21T14:53:14","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":6.45,"straddle_mid":3.225,"em_dollar":3.225,"em_pct":106.436,"atm_iv":315.93,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MNTK","name":"Montauk Renewables, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":290375936,"underlying":2.12,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.1,"straddle_ask":1.25,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":31.84,"atm_iv":111.49,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SEG","name":"Seaport Entertainment Group Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":288855040,"underlying":22.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":22.5,"straddle_bid":0.45,"straddle_ask":7.7,"straddle_mid":4.075,"em_dollar":4.075,"em_pct":18.119,"atm_iv":79.07,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MTRX","name":"Matrix Service Company","report_date":"2026-11-04","timing":"AMC","market_cap":285465472,"underlying":10.14,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.2,"straddle_ask":2.25,"straddle_mid":1.225,"em_dollar":1.225,"em_pct":12.081,"atm_iv":52.65,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FULC","name":"Fulcrum Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":284140832,"underlying":3.7,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.0,"straddle_ask":2.65,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":35.811,"atm_iv":148.49,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AUDC","name":"AudioCodes Ltd.","report_date":"2026-11-04","timing":"BMO","market_cap":279597952,"underlying":11.35,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":12.5,"straddle_bid":1.05,"straddle_ask":2.35,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":14.978,"atm_iv":51.4,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALTO","name":"Alto Ingredients, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":276140544,"underlying":3.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.5,"straddle_bid":0.25,"straddle_ask":1.4,"straddle_mid":0.825,"em_dollar":0.825,"em_pct":22.981,"atm_iv":76.2,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OCGN","name":"Ocugen, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":275527200,"underlying":0.81,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.05,"straddle_ask":0.3,"straddle_mid":0.175,"em_dollar":0.175,"em_pct":21.605,"atm_iv":97.06,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ANIK","name":"Anika Therapeutics Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":273547840,"underlying":20.6,"quote_time":"2026-10-21T15:59:49","expiry":"2026-11-20","atm_strike":20.0,"straddle_bid":0.0,"straddle_ask":8.3,"straddle_mid":4.15,"em_dollar":4.15,"em_pct":20.146,"atm_iv":88.85,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LTRX","name":"Lantronix, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":272838112,"underlying":5.6315,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.7,"straddle_ask":2.35,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":27.08,"atm_iv":106.42,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OSUR","name":"OraSure Technologies, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":258287504,"underlying":3.86,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.85,"straddle_ask":1.7,"straddle_mid":1.275,"em_dollar":1.275,"em_pct":33.031,"atm_iv":79.7,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LRMR","name":"Larimar Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":253474368,"underlying":2.42,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":1.85,"straddle_mid":0.925,"em_dollar":0.925,"em_pct":38.223,"atm_iv":165.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"XPER","name":"Xperi Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":252150320,"underlying":5.17,"quote_time":"2026-10-20T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.0,"straddle_ask":1.7,"straddle_mid":0.85,"em_dollar":0.85,"em_pct":16.441,"atm_iv":70.13,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"VNDA","name":"Vanda Pharmaceuticals Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":252129408,"underlying":4.05,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.0,"straddle_ask":1.75,"straddle_mid":0.875,"em_dollar":0.875,"em_pct":21.605,"atm_iv":95.25,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LXEO","name":"Lexeo Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":247779696,"underlying":3.0,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":3.0,"straddle_bid":0.0,"straddle_ask":9.8,"straddle_mid":4.9,"em_dollar":4.9,"em_pct":163.333,"atm_iv":128.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACB","name":"Aurora Cannabis Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":245522672,"underlying":3.96,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.35,"straddle_ask":0.75,"straddle_mid":0.55,"em_dollar":0.55,"em_pct":13.889,"atm_iv":60.2,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMRN","name":"Amarin Corporation plc","report_date":"2026-11-04","timing":"UNK","market_cap":242490128,"underlying":11.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":11.0,"straddle_bid":0.25,"straddle_ask":4.75,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":21.739,"atm_iv":95.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SES","name":"SES AI Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":235099184,"underlying":0.6209,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.1,"straddle_ask":0.65,"straddle_mid":0.375,"em_dollar":0.375,"em_pct":60.396,"atm_iv":286.96,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMHI","name":"SEACOR Marine Holdings Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":230900352,"underlying":8.59,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":7.5,"straddle_bid":0.25,"straddle_ask":4.65,"straddle_mid":2.45,"em_dollar":2.45,"em_pct":28.522,"atm_iv":122.57,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SMRT","name":"SmartRent, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":228018048,"underlying":1.21,"quote_time":"2026-10-21T15:59:59","expiry":"2026-12-18","atm_strike":1.5,"straddle_bid":0.0,"straddle_ask":30.0,"straddle_mid":15.0,"em_dollar":15.0,"em_pct":1239.669,"atm_iv":null,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KROS","name":"Keros Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":226029936,"underlying":11.18,"quote_time":"2026-10-21T15:59:51","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.1,"straddle_ask":5.35,"straddle_mid":2.725,"em_dollar":2.725,"em_pct":24.374,"atm_iv":101.76,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MBI","name":"MBIA, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":225492688,"underlying":4.41,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.2,"straddle_ask":1.8,"straddle_mid":1.0,"em_dollar":1.0,"em_pct":22.676,"atm_iv":96.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SPOK","name":"Spok Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":220686352,"underlying":10.36,"quote_time":"2026-10-21T15:59:48","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":3.85,"straddle_mid":1.925,"em_dollar":1.925,"em_pct":18.581,"atm_iv":78.72,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FC","name":"Franklin Covey Company","report_date":"2026-11-04","timing":"UNK","market_cap":206000240,"underlying":17.87,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":17.5,"straddle_bid":0.5,"straddle_ask":5.2,"straddle_mid":2.85,"em_dollar":2.85,"em_pct":15.949,"atm_iv":69.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RXST","name":"RxSight, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":202975088,"underlying":4.9,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.0,"straddle_ask":6.1,"straddle_mid":3.05,"em_dollar":3.05,"em_pct":62.245,"atm_iv":283.46,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NAGE","name":"Niagen Bioscience, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":198606272,"underlying":2.47,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":0.9,"straddle_mid":0.45,"em_dollar":0.45,"em_pct":18.219,"atm_iv":96.74,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SITC","name":"SITE Centers Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":191010240,"underlying":3.71,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.65,"straddle_ask":1.3,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":26.28,"atm_iv":95.1,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SION","name":"Sionna Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":187631456,"underlying":3.97,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.05,"straddle_ask":6.6,"straddle_mid":3.325,"em_dollar":3.325,"em_pct":83.753,"atm_iv":272.71,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"AMPY","name":"MIDSTATES PETROLEUM COMPANY, INC.","report_date":"2026-11-04","timing":"UNK","market_cap":186968592,"underlying":4.49,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.45,"straddle_ask":0.95,"straddle_mid":0.7,"em_dollar":0.7,"em_pct":15.59,"atm_iv":56.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EPSN","name":"Epsilon Energy Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":184731056,"underlying":6.12,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.7,"straddle_ask":1.95,"straddle_mid":1.325,"em_dollar":1.325,"em_pct":21.65,"atm_iv":107.92,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BGS","name":"B&G Foods, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":177993712,"underlying":2.1285,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.25,"straddle_ask":0.4,"straddle_mid":0.325,"em_dollar":0.325,"em_pct":15.269,"atm_iv":63.55,"quality":"wide","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TPVG","name":"TriplePoint Venture Growth BDC Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":174644704,"underlying":4.35,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.4,"straddle_ask":1.55,"straddle_mid":0.975,"em_dollar":0.975,"em_pct":22.414,"atm_iv":42.16,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SRI","name":"Stoneridge, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":168284960,"underlying":5.94,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.15,"straddle_ask":3.9,"straddle_mid":2.025,"em_dollar":2.025,"em_pct":34.091,"atm_iv":148.72,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RRGB","name":"Red Robin Gourmet Burgers, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":167487248,"underlying":8.82,"quote_time":"2026-10-21T15:59:49","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":1.35,"straddle_ask":3.35,"straddle_mid":2.35,"em_dollar":2.35,"em_pct":26.644,"atm_iv":92.69,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMTG","name":"Claros Mortgage Trust, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":162246832,"underlying":1.11,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.75,"straddle_ask":3.05,"straddle_mid":1.9,"em_dollar":1.9,"em_pct":171.171,"atm_iv":408.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UIS","name":"Unisys Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":161873424,"underlying":2.38,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.0,"straddle_bid":0.35,"straddle_ask":0.8,"straddle_mid":0.575,"em_dollar":0.575,"em_pct":24.16,"atm_iv":96.3,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"UPB","name":"Upstream Bio, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":154454336,"underlying":2.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":8.3,"straddle_mid":4.15,"em_dollar":4.15,"em_pct":148.214,"atm_iv":93.76,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"OSS","name":"One Stop Systems, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":151137184,"underlying":6.06,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":1.35,"straddle_ask":1.7,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":25.165,"atm_iv":88.91,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CMPX","name":"Compass Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":150067264,"underlying":0.8306,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.25,"straddle_ask":0.4,"straddle_mid":0.325,"em_dollar":0.325,"em_pct":39.128,"atm_iv":140.97,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"KLXE","name":"KLX Energy Services Holdings, Inc. ","report_date":"2026-11-04","timing":"UNK","market_cap":122585512,"underlying":1.16,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.0,"straddle_ask":1.45,"straddle_mid":0.725,"em_dollar":0.725,"em_pct":62.5,"atm_iv":308.56,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NERV","name":"Minerva Neurosciences, Inc","report_date":"2026-11-04","timing":"UNK","market_cap":120801328,"underlying":2.43,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":9.7,"straddle_mid":4.85,"em_dollar":4.85,"em_pct":199.588,"atm_iv":null,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"FHTX","name":"Foghorn Therapeutics Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":119364480,"underlying":2.04,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.05,"straddle_ask":5.45,"straddle_mid":2.75,"em_dollar":2.75,"em_pct":134.804,"atm_iv":66.33,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"GNLX","name":"Genelux Corporation","report_date":"2026-11-04","timing":"UNK","market_cap":113113336,"underlying":2.1,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.4,"straddle_ask":2.7,"straddle_mid":1.55,"em_dollar":1.55,"em_pct":73.81,"atm_iv":298.75,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"LENZ","name":"LENZ Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":100230896,"underlying":3.22,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.0,"straddle_ask":7.1,"straddle_mid":3.55,"em_dollar":3.55,"em_pct":110.248,"atm_iv":452.02,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MX","name":"Magnachip Semiconductor Corporation","report_date":"2026-11-04","timing":"AMC","market_cap":98146600,"underlying":2.5777,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.55,"straddle_ask":0.75,"straddle_mid":0.65,"em_dollar":0.65,"em_pct":25.216,"atm_iv":110.8,"quality":"ok","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"BHR","name":"Braemar Hotels & Resorts Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":94777456,"underlying":1.38,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.75,"straddle_ask":1.35,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":76.087,"atm_iv":137.51,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ZVIA","name":"Zevia PBC","report_date":"2026-11-04","timing":"UNK","market_cap":94361392,"underlying":1.19,"quote_time":"2026-10-14T15:59:50","expiry":"2026-11-20","atm_strike":1.0,"straddle_bid":0.25,"straddle_ask":1.0,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":52.521,"atm_iv":224.47,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INSE","name":"Inspired Entertainment, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":83819624,"underlying":3.2,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.05,"straddle_ask":3.0,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":47.656,"atm_iv":215.84,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARQ","name":"Arq, Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":81223376,"underlying":1.84,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.25,"straddle_ask":1.65,"straddle_mid":0.95,"em_dollar":0.95,"em_pct":51.63,"atm_iv":255.78,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"INSG","name":"Inseego Corp.","report_date":"2026-11-04","timing":"AMC","market_cap":78948344,"underlying":4.4,"quote_time":"2026-10-21T15:59:56","expiry":"2026-11-20","atm_strike":4.0,"straddle_bid":0.5,"straddle_ask":1.6,"straddle_mid":1.05,"em_dollar":1.05,"em_pct":23.864,"atm_iv":103.53,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACR","name":"ACRES Commercial Realty Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":78299496,"underlying":10.48,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-20","atm_strike":10.0,"straddle_bid":0.0,"straddle_ask":4.8,"straddle_mid":2.4,"em_dollar":2.4,"em_pct":22.901,"atm_iv":99.88,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"TSQ","name":"Townsquare Media, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":68368648,"underlying":3.82,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.65,"straddle_ask":2.5,"straddle_mid":1.575,"em_dollar":1.575,"em_pct":41.23,"atm_iv":108.63,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CPSH","name":"CPS Technologies Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":67470040,"underlying":3.44,"quote_time":"2026-10-21T15:59:53","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.45,"straddle_ask":3.0,"straddle_mid":1.725,"em_dollar":1.725,"em_pct":50.145,"atm_iv":227.36,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"RFL","name":"Rafael Holdings, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":67079996,"underlying":1.3,"quote_time":"2026-10-21T15:59:52","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.85,"straddle_ask":2.6,"straddle_mid":1.725,"em_dollar":1.725,"em_pct":132.692,"atm_iv":153.15,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"WBX","name":"Wallbox N.V.","report_date":"2026-11-04","timing":"BMO","market_cap":63072500,"underlying":2.65,"quote_time":"2026-10-21T13:05:31","expiry":"2026-12-18","atm_strike":2.5,"straddle_bid":0.25,"straddle_ask":2.2,"straddle_mid":1.225,"em_dollar":1.225,"em_pct":46.226,"atm_iv":145.41,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"APT","name":"Alpha Pro Tech, Ltd.","report_date":"2026-11-04","timing":"UNK","market_cap":56746572,"underlying":5.44,"quote_time":"2026-10-21T15:59:55","expiry":"2026-11-06","atm_strike":5.5,"straddle_bid":0.2,"straddle_ask":1.05,"straddle_mid":0.625,"em_dollar":0.625,"em_pct":11.489,"atm_iv":57.09,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SLQT","name":"SelectQuote, Inc.","report_date":"2026-11-04","timing":"BMO","market_cap":54477660,"underlying":0.3437,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.0,"straddle_ask":0.45,"straddle_mid":0.225,"em_dollar":0.225,"em_pct":65.464,"atm_iv":196.28,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CLPR","name":"Clipper Realty Inc.","report_date":"2026-11-04","timing":"AMC","market_cap":50250032,"underlying":3.17,"quote_time":"2026-10-21T15:59:50","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.25,"straddle_ask":1.5,"straddle_mid":0.875,"em_dollar":0.875,"em_pct":27.603,"atm_iv":162.94,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ALDX","name":"Aldeyra Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":44297692,"underlying":0.6706,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.0,"straddle_ask":1.35,"straddle_mid":0.675,"em_dollar":0.675,"em_pct":100.656,"atm_iv":547.37,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ACET","name":"Adicet Bio, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":42313936,"underlying":4.5,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.0,"straddle_ask":8.8,"straddle_mid":4.4,"em_dollar":4.4,"em_pct":97.778,"atm_iv":435.83,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SACH","name":"Sachem Capital Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":39807140,"underlying":0.8301,"quote_time":"2026-10-20T15:59:55","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":1.3,"straddle_ask":2.1,"straddle_mid":1.7,"em_dollar":1.7,"em_pct":204.795,"atm_iv":227.21,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"SCYX","name":"SCYNEXIS, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":37808512,"underlying":3.8,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":5.0,"straddle_bid":0.55,"straddle_ask":2.15,"straddle_mid":1.35,"em_dollar":1.35,"em_pct":35.526,"atm_iv":90.38,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"CVRX","name":"CVRx, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":37031820,"underlying":1.37,"quote_time":"2026-10-21T15:59:57","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.05,"straddle_ask":4.95,"straddle_mid":2.5,"em_dollar":2.5,"em_pct":182.482,"atm_iv":141.87,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EYPT","name":"EyePoint, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":34933160,"underlying":0.413,"quote_time":"2026-10-21T15:59:59","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.05,"straddle_ask":0.2,"straddle_mid":0.125,"em_dollar":0.125,"em_pct":30.266,"atm_iv":131.19,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"MCRB","name":"Seres Therapeutics, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":23203444,"underlying":2.3,"quote_time":"2026-10-21T15:59:54","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":0.05,"straddle_ask":1.0,"straddle_mid":0.525,"em_dollar":0.525,"em_pct":22.826,"atm_iv":91.9,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"EHTH","name":"eHealth, Inc.","report_date":"2026-11-04","timing":"UNK","market_cap":18524484,"underlying":0.58,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":1.6,"straddle_ask":2.35,"straddle_mid":1.975,"em_dollar":1.975,"em_pct":340.517,"atm_iv":331.24,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"ARAY","name":"Accuray Incorporated","report_date":"2026-11-04","timing":"UNK","market_cap":16976894,"underlying":0.1373,"quote_time":"2026-10-21T15:59:58","expiry":"2026-11-20","atm_strike":0.5,"straddle_bid":0.3,"straddle_ask":1.35,"straddle_mid":0.825,"em_dollar":0.825,"em_pct":600.874,"atm_iv":454.35,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"},{"symbol":"NHTC","name":"Natural Health Trends Corp.","report_date":"2026-11-04","timing":"UNK","market_cap":7720921,"underlying":0.85,"quote_time":"2026-10-21T15:59:33","expiry":"2026-11-20","atm_strike":2.5,"straddle_bid":1.15,"straddle_ask":1.9,"straddle_mid":1.525,"em_dollar":1.525,"em_pct":179.412,"atm_iv":242.18,"quality":"indicative","snap_ts":"2026-10-21T22:54:00-04:00"}]}