{"timestamp": "2026-09-21 21:21:58", "data": {"options": [{"option": "ANRO261016C00002500", "bid": 26.0, "bid_size": 21.0, "ask": 30.3, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9961, "gamma": 0.0006, "vega": 0.0005, "theta": -0.0145, "rho": 0.0003, "theo": 28.2211, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 23.35, "last_trade_time": "2026-05-11T13:42:32", "percent_change": 0.0, "prev_day_close": 28.5}, {"option": "ANRO261016P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 0.2, "ask_size": 2.0, "iv": 0.0, "open_interest": 20.0, "volume": 0.0, "delta": -0.0055, "gamma": 0.0004, "vega": 0.0013, "theta": -0.0128, "rho": -0.0002, "theo": 0.1169, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-06-25T09:30:13", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "ANRO261016C00005000", "bid": 23.5, "bid_size": 21.0, "ask": 27.8, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.99, "gamma": 0.0013, "vega": 0.0018, "theta": -0.021, "rho": 0.0011, "theo": 25.7582, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 26.0}, {"option": "ANRO261016P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0116, "gamma": 0.001, "vega": 0.0024, "theta": -0.0189, "rho": -0.0004, "theo": 0.1842, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00007500", "bid": 21.0, "bid_size": 21.0, "ask": 25.3, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9825, "gamma": 0.0021, "vega": 0.0028, "theta": -0.026, "rho": 0.0017, "theo": 23.3022, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.5}, {"option": "ANRO261016P00007500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 6.5739, "open_interest": 0.0, "volume": 0.0, "delta": -0.019, "gamma": 0.0018, "vega": 0.0037, "theta": -0.0237, "rho": -0.0006, "theo": 0.2476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00010000", "bid": 18.5, "bid_size": 21.0, "ask": 22.8, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9733, "gamma": 0.0034, "vega": 0.0043, "theta": -0.0296, "rho": 0.0027, "theo": 20.8527, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.0}, {"option": "ANRO261016P00010000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 5.24, "open_interest": 0.0, "volume": 0.0, "delta": -0.0282, "gamma": 0.0029, "vega": 0.0052, "theta": -0.028, "rho": -0.0009, "theo": 0.3134, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00012500", "bid": 16.0, "bid_size": 21.0, "ask": 20.3, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9618, "gamma": 0.0051, "vega": 0.0059, "theta": -0.0335, "rho": 0.0035, "theo": 18.411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.5}, {"option": "ANRO261016P00012500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 4.3065, "open_interest": 0.0, "volume": 0.0, "delta": -0.0398, "gamma": 0.0045, "vega": 0.0069, "theta": -0.0319, "rho": -0.0012, "theo": 0.3853, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00015000", "bid": 13.5, "bid_size": 31.0, "ask": 17.8, "ask_size": 1.0, "iv": 0.0, "open_interest": 10.0, "volume": 0.0, "delta": 0.9468, "gamma": 0.0075, "vega": 0.008, "theta": -0.037, "rho": 0.0047, "theo": 15.9812, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.42, "last_trade_time": "2026-05-05T12:52:08", "percent_change": 0.0, "prev_day_close": 16.0}, {"option": "ANRO261016P00015000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 3.5862, "open_interest": 0.0, "volume": 0.0, "delta": -0.0548, "gamma": 0.0068, "vega": 0.0089, "theta": -0.0356, "rho": -0.0016, "theo": 0.4675, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00017500", "bid": 11.0, "bid_size": 44.0, "ask": 15.5, "ask_size": 4.0, "iv": 1.3265, "open_interest": 0.0, "volume": 0.0, "delta": 0.927, "gamma": 0.0109, "vega": 0.0103, "theta": -0.0403, "rho": 0.0056, "theo": 13.5671, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.5}, {"option": "ANRO261016P00017500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 114.0, "iv": 2.9957, "open_interest": 2.0, "volume": 0.0, "delta": -0.0747, "gamma": 0.01, "vega": 0.0113, "theta": -0.039, "rho": -0.0021, "theo": 0.5652, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.63, "last_trade_time": "2026-04-14T09:38:57", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00020000", "bid": 8.5, "bid_size": 62.0, "ask": 13.0, "ask_size": 15.0, "iv": 1.0553, "open_interest": 70.0, "volume": 3.0, "delta": 0.8998, "gamma": 0.0158, "vega": 0.0135, "theta": -0.0435, "rho": 0.0069, "theo": 11.1775, "change": -0.7, "open": 10.35, "high": 10.35, "low": 10.35, "tick": "down", "last_trade_price": 10.35, "last_trade_time": "2026-09-21T11:13:14", "percent_change": -6.33484, "prev_day_close": 11.0500001907349}, {"option": "ANRO261016P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 2.55, "ask_size": 5.0, "iv": 1.8628, "open_interest": 2.0, "volume": 0.0, "delta": -0.1019, "gamma": 0.0147, "vega": 0.0142, "theta": -0.0422, "rho": -0.0028, "theo": 0.6875, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.2, "last_trade_time": "2026-08-31T09:30:02", "percent_change": 0.0, "prev_day_close": 1.27499997615814}, {"option": "ANRO261016C00022500", "bid": 6.0, "bid_size": 45.0, "ask": 10.4, "ask_size": 7.0, "iv": 0.0, "open_interest": 5.0, "volume": 0.0, "delta": 0.8608, "gamma": 0.0229, "vega": 0.0171, "theta": -0.0463, "rho": 0.0079, "theo": 8.8284, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 14.6, "last_trade_time": "2026-09-03T15:38:53", "percent_change": 0.0, "prev_day_close": 8.5}, {"option": "ANRO261016P00022500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 36.0, "iv": 2.0418, "open_interest": 3.0, "volume": 0.0, "delta": -0.1406, "gamma": 0.0217, "vega": 0.0179, "theta": -0.0451, "rho": -0.0038, "theo": 0.851, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-08-31T09:30:02", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016C00025000", "bid": 4.0, "bid_size": 66.0, "ask": 8.4, "ask_size": 14.0, "iv": 0.893, "open_interest": 113.0, "volume": 0.0, "delta": 0.8022, "gamma": 0.0337, "vega": 0.0217, "theta": -0.0488, "rho": 0.0086, "theo": 6.5554, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.75, "last_trade_time": "2026-09-15T12:55:43", "percent_change": 0.0, "prev_day_close": 6.5}, {"option": "ANRO261016P00025000", "bid": 0.0, "bid_size": 0.0, "ask": 0.8, "ask_size": 10.0, "iv": 0.7197, "open_interest": 145.0, "volume": 0.0, "delta": -0.1987, "gamma": 0.0322, "vega": 0.0223, "theta": -0.0475, "rho": -0.0053, "theo": 1.0918, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-09-09T09:31:25", "percent_change": 0.0, "prev_day_close": 0.899999976158142}, {"option": "ANRO261016C00030000", "bid": 2.0, "bid_size": 42.0, "ask": 4.9, "ask_size": 44.0, "iv": 1.0242, "open_interest": 12.0, "volume": 140.0, "delta": 0.5691, "gamma": 0.0618, "vega": 0.0312, "theta": -0.0512, "rho": 0.0084, "theo": 2.7528, "change": -0.85, "open": 2.2, "high": 2.2, "low": 2.2, "tick": "down", "last_trade_price": 2.2, "last_trade_time": "2026-09-21T10:44:49", "percent_change": -27.8689, "prev_day_close": 3.05000001192093}, {"option": "ANRO261016P00030000", "bid": 0.2, "bid_size": 1001.0, "ask": 4.9, "ask_size": 64.0, "iv": 0.8741, "open_interest": 56.0, "volume": 0.0, "delta": -0.4273, "gamma": 0.0601, "vega": 0.0312, "theta": -0.0499, "rho": -0.0114, "theo": 2.3196, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.3, "last_trade_time": "2026-09-15T11:17:51", "percent_change": 0.0, "prev_day_close": 2.55000004917383}, {"option": "ANRO261016C00035000", "bid": 0.7, "bid_size": 1.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.8985, "open_interest": 170.0, "volume": 2.0, "delta": 0.3156, "gamma": 0.0493, "vega": 0.0283, "theta": -0.0512, "rho": 0.0053, "theo": 1.2902, "change": -0.2, "open": 1.1, "high": 1.1, "low": 1.1, "tick": "down", "last_trade_price": 1.1, "last_trade_time": "2026-09-21T12:38:14", "percent_change": -15.3846, "prev_day_close": 1.30000001192093}, {"option": "ANRO261016P00035000", "bid": 3.2, "bid_size": 68.0, "ask": 7.5, "ask_size": 25.0, "iv": 0.7031, "open_interest": 2.0, "volume": 0.0, "delta": -0.6748, "gamma": 0.0485, "vega": 0.0282, "theta": -0.0497, "rho": -0.0197, "theo": 5.8654, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.6, "last_trade_time": "2026-09-08T09:30:02", "percent_change": 0.0, "prev_day_close": 5.0}, {"option": "ANRO261016C00040000", "bid": 0.0, "bid_size": 0.0, "ask": 2.0, "ask_size": 50.0, "iv": 1.1382, "open_interest": 84.0, "volume": 2.0, "delta": 0.2098, "gamma": 0.0324, "vega": 0.023, "theta": -0.0504, "rho": 0.0036, "theo": 0.9049, "change": -0.495, "open": 0.05, "high": 0.83, "low": 0.05, "tick": "up", "last_trade_price": 0.83, "last_trade_time": "2026-09-21T09:57:16", "percent_change": -37.3585, "prev_day_close": 1.32500004768372}, {"option": "ANRO261016P00040000", "bid": 7.7, "bid_size": 38.0, "ask": 11.5, "ask_size": 25.0, "iv": 0.4973, "open_interest": 0.0, "volume": 0.0, "delta": -0.7787, "gamma": 0.0321, "vega": 0.0228, "theta": -0.0484, "rho": -0.0255, "theo": 10.4698, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.5}, {"option": "ANRO261016C00045000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 175.0, "iv": 1.9832, "open_interest": 10.0, "volume": 0.0, "delta": 0.1596, "gamma": 0.0234, "vega": 0.0194, "theta": -0.0493, "rho": 0.0027, "theo": 0.735, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.75, "last_trade_time": "2026-09-17T09:30:02", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261016P00045000", "bid": 12.5, "bid_size": 43.0, "ask": 16.5, "ask_size": 17.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.8282, "gamma": 0.0232, "vega": 0.0193, "theta": -0.0466, "rho": -0.0301, "theo": 15.2857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.25}, {"option": "ANRO261120C00015000", "bid": 13.5, "bid_size": 45.0, "ask": 18.3, "ask_size": 1.0, "iv": 1.261, "open_interest": 0.0, "volume": 0.0, "delta": 0.912, "gamma": 0.0078, "vega": 0.0184, "theta": -0.027, "rho": 0.0122, "theo": 16.5533, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.0500001907349}, {"option": "ANRO261120P00015000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 2.319, "open_interest": 0.0, "volume": 0.0, "delta": -0.084, "gamma": 0.0072, "vega": 0.0192, "theta": -0.0269, "rho": -0.0062, "theo": 1.1128, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261120C00017500", "bid": 11.0, "bid_size": 48.0, "ask": 15.8, "ask_size": 1.0, "iv": 1.0266, "open_interest": 0.0, "volume": 0.0, "delta": 0.886, "gamma": 0.0107, "vega": 0.0225, "theta": -0.0286, "rho": 0.0144, "theo": 14.2279, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.6500000953674}, {"option": "ANRO261120P00017500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.9373, "open_interest": 0.0, "volume": 0.0, "delta": -0.1095, "gamma": 0.0101, "vega": 0.0233, "theta": -0.0284, "rho": -0.0079, "theo": 1.2919, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261120C00020000", "bid": 9.0, "bid_size": 50.0, "ask": 13.5, "ask_size": 7.0, "iv": 1.0105, "open_interest": 0.0, "volume": 0.0, "delta": 0.8531, "gamma": 0.0146, "vega": 0.0272, "theta": -0.0299, "rho": 0.0165, "theo": 11.9373, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5}, {"option": "ANRO261120P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.6106, "open_interest": 0.0, "volume": 0.0, "delta": -0.1418, "gamma": 0.0139, "vega": 0.0278, "theta": -0.0297, "rho": -0.01, "theo": 1.5045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261120C00022500", "bid": 6.6, "bid_size": 50.0, "ask": 11.4, "ask_size": 1.0, "iv": 0.8903, "open_interest": 0.0, "volume": 0.0, "delta": 0.8102, "gamma": 0.0197, "vega": 0.0325, "theta": -0.0309, "rho": 0.0184, "theo": 9.7038, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.29999995231628}, {"option": "ANRO261120P00022500", "bid": 0.1, "bid_size": 1045.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.3353, "open_interest": 0.0, "volume": 0.0, "delta": -0.184, "gamma": 0.0188, "vega": 0.033, "theta": -0.0305, "rho": -0.0127, "theo": 1.7736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.50000004842877}, {"option": "ANRO261120C00025000", "bid": 5.0, "bid_size": 50.0, "ask": 9.5, "ask_size": 7.0, "iv": 0.8906, "open_interest": 0.0, "volume": 0.0, "delta": 0.7526, "gamma": 0.0262, "vega": 0.0381, "theta": -0.0315, "rho": 0.0196, "theo": 7.5735, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.34999990463257}, {"option": "ANRO261120P00025000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.0552, "open_interest": 0.0, "volume": 0.0, "delta": -0.2404, "gamma": 0.0253, "vega": 0.0385, "theta": -0.0311, "rho": -0.0164, "theo": 2.1451, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO261120C00030000", "bid": 1.8, "bid_size": 23.0, "ask": 6.5, "ask_size": 24.0, "iv": 0.8103, "open_interest": 0.0, "volume": 0.0, "delta": 0.5779, "gamma": 0.0394, "vega": 0.0479, "theta": -0.0321, "rho": 0.019, "theo": 4.0845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.32500004768372}, {"option": "ANRO261120P00030000", "bid": 1.2, "bid_size": 24.0, "ask": 5.5, "ask_size": 24.0, "iv": 0.733, "open_interest": 0.0, "volume": 0.0, "delta": -0.4116, "gamma": 0.0385, "vega": 0.0478, "theta": -0.0314, "rho": -0.0281, "theo": 3.655, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.25}, {"option": "ANRO261120C00035000", "bid": 0.4, "bid_size": 496.0, "ask": 4.9, "ask_size": 40.0, "iv": 0.8736, "open_interest": 0.0, "volume": 0.0, "delta": 0.4006, "gamma": 0.037, "vega": 0.0476, "theta": -0.0331, "rho": 0.0147, "theo": 2.458, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.70000004768372}, {"option": "ANRO261120P00035000", "bid": 4.4, "bid_size": 41.0, "ask": 8.5, "ask_size": 23.0, "iv": 0.7135, "open_interest": 0.0, "volume": 0.0, "delta": -0.5854, "gamma": 0.0365, "vega": 0.0474, "theta": -0.032, "rho": -0.0428, "theo": 7.0102, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.19999980926514}, {"option": "ANRO261120C00040000", "bid": 0.25, "bid_size": 488.0, "ask": 4.9, "ask_size": 51.0, "iv": 1.1123, "open_interest": 3.0, "volume": 1.0, "delta": 0.3039, "gamma": 0.029, "vega": 0.0431, "theta": -0.0344, "rho": 0.0114, "theo": 1.8941, "change": -1.175, "open": 1.45, "high": 1.45, "low": 1.45, "tick": "down", "last_trade_price": 1.45, "last_trade_time": "2026-09-21T09:30:02", "percent_change": -44.7619, "prev_day_close": 2.62500004470348}, {"option": "ANRO261120P00040000", "bid": 8.6, "bid_size": 64.0, "ask": 12.5, "ask_size": 25.0, "iv": 0.7431, "open_interest": 1.0, "volume": 0.0, "delta": -0.6808, "gamma": 0.0288, "vega": 0.043, "theta": -0.0329, "rho": -0.0535, "theo": 11.4153, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 9.8, "last_trade_time": "2026-09-18T09:30:02", "percent_change": 0.0, "prev_day_close": 10.1500000953674}, {"option": "ANRO261120C00045000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 48.0, "iv": 1.2829, "open_interest": 3.0, "volume": 1.0, "delta": 0.2509, "gamma": 0.0233, "vega": 0.0393, "theta": -0.0353, "rho": 0.0095, "theo": 1.6313, "change": -1.45, "open": 1.05, "high": 1.05, "low": 1.05, "tick": "down", "last_trade_price": 1.05, "last_trade_time": "2026-09-21T09:30:02", "percent_change": -58.0, "prev_day_close": 2.50000004842877}, {"option": "ANRO261120P00045000", "bid": 13.2, "bid_size": 44.0, "ask": 17.0, "ask_size": 18.0, "iv": 0.7849, "open_interest": 0.0, "volume": 0.0, "delta": -0.7336, "gamma": 0.0232, "vega": 0.0393, "theta": -0.0334, "rho": -0.0603, "theo": 16.1202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.5999999046326}, {"option": "ANRO270115C00005000", "bid": 23.5, "bid_size": 22.0, "ask": 28.0, "ask_size": 3.0, "iv": 1.7247, "open_interest": 1.0, "volume": 0.0, "delta": 0.9824, "gamma": 0.0012, "vega": 0.0071, "theta": -0.0031, "rho": 0.0105, "theo": 25.96, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 26.77, "last_trade_time": "2026-08-13T11:05:37", "percent_change": 0.0, "prev_day_close": 26.0}, {"option": "ANRO270115P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 4.1687, "open_interest": 0.0, "volume": 0.0, "delta": -0.0163, "gamma": 0.0011, "vega": 0.0071, "theta": -0.0063, "rho": -0.0026, "theo": 0.3359, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00007500", "bid": 21.0, "bid_size": 22.0, "ask": 25.5, "ask_size": 1.0, "iv": 1.2939, "open_interest": 0.0, "volume": 0.0, "delta": 0.9711, "gamma": 0.0021, "vega": 0.0109, "theta": -0.0052, "rho": 0.0169, "theo": 23.6251, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 23.5500001907349}, {"option": "ANRO270115P00007500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 3.083, "open_interest": 0.0, "volume": 0.0, "delta": -0.0272, "gamma": 0.0021, "vega": 0.0109, "theta": -0.0082, "rho": -0.004, "theo": 0.4732, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00010000", "bid": 18.5, "bid_size": 45.0, "ask": 23.2, "ask_size": 1.0, "iv": 1.141, "open_interest": 0.0, "volume": 0.0, "delta": 0.9571, "gamma": 0.0033, "vega": 0.0152, "theta": -0.0072, "rho": 0.0239, "theo": 21.3085, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 21.0500001907349}, {"option": "ANRO270115P00010000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 2.4612, "open_interest": 0.0, "volume": 0.0, "delta": -0.0409, "gamma": 0.0033, "vega": 0.0152, "theta": -0.0099, "rho": -0.0057, "theo": 0.6255, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00012500", "bid": 16.0, "bid_size": 45.0, "ask": 20.8, "ask_size": 1.0, "iv": 0.9476, "open_interest": 0.0, "volume": 0.0, "delta": 0.9398, "gamma": 0.005, "vega": 0.0201, "theta": -0.0091, "rho": 0.0305, "theo": 19.0184, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.6999998092651}, {"option": "ANRO270115P00012500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 2.0268, "open_interest": 0.0, "volume": 0.0, "delta": -0.058, "gamma": 0.005, "vega": 0.0201, "theta": -0.0115, "rho": -0.0078, "theo": 0.8019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00015000", "bid": 14.0, "bid_size": 44.0, "ask": 18.5, "ask_size": 6.0, "iv": 0.9757, "open_interest": 0.0, "volume": 0.0, "delta": 0.918, "gamma": 0.0071, "vega": 0.0256, "theta": -0.011, "rho": 0.0365, "theo": 16.7639, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.5500001907349}, {"option": "ANRO270115P00015000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.692, "open_interest": 0.0, "volume": 0.0, "delta": -0.0797, "gamma": 0.0071, "vega": 0.0257, "theta": -0.0131, "rho": -0.0104, "theo": 1.0125, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00017500", "bid": 11.5, "bid_size": 45.0, "ask": 16.3, "ask_size": 1.0, "iv": 0.8481, "open_interest": 0.0, "volume": 0.0, "delta": 0.8906, "gamma": 0.0098, "vega": 0.0318, "theta": -0.0129, "rho": 0.0414, "theo": 14.5584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 14.1999998092651}, {"option": "ANRO270115P00017500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.418, "open_interest": 0.0, "volume": 0.0, "delta": -0.1073, "gamma": 0.0099, "vega": 0.0319, "theta": -0.0147, "rho": -0.0135, "theo": 1.2715, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00020000", "bid": 9.5, "bid_size": 45.0, "ask": 14.3, "ask_size": 1.0, "iv": 0.8332, "open_interest": 1.0, "volume": 0.0, "delta": 0.8556, "gamma": 0.0133, "vega": 0.0388, "theta": -0.0146, "rho": 0.0451, "theo": 12.4212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 9.65, "last_trade_time": "2026-06-23T12:33:29", "percent_change": 0.0, "prev_day_close": 12.1500000953674}, {"option": "ANRO270115P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.1836, "open_interest": 0.0, "volume": 0.0, "delta": -0.1425, "gamma": 0.0134, "vega": 0.0389, "theta": -0.0162, "rho": -0.0175, "theo": 1.599, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115C00022500", "bid": 7.6, "bid_size": 1.0, "ask": 12.0, "ask_size": 5.0, "iv": 0.7562, "open_interest": 10.0, "volume": 0.0, "delta": 0.8112, "gamma": 0.0174, "vega": 0.0463, "theta": -0.0163, "rho": 0.0474, "theo": 10.3813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.4, "last_trade_time": "2026-07-10T09:40:32", "percent_change": 0.0, "prev_day_close": 10.3000001907349}, {"option": "ANRO270115P00022500", "bid": 1.0, "bid_size": 43.0, "ask": 2.5, "ask_size": 13.0, "iv": 0.826, "open_interest": 83.0, "volume": 0.0, "delta": -0.1873, "gamma": 0.0176, "vega": 0.0465, "theta": -0.0176, "rho": -0.0224, "theo": 2.0247, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.35, "last_trade_time": "2026-08-21T11:40:46", "percent_change": 0.0, "prev_day_close": 1.25}, {"option": "ANRO270115C00025000", "bid": 6.0, "bid_size": 19.0, "ask": 10.7, "ask_size": 6.0, "iv": 0.7887, "open_interest": 4.0, "volume": 0.0, "delta": 0.7555, "gamma": 0.0221, "vega": 0.0539, "theta": -0.0178, "rho": 0.0481, "theo": 8.4818, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 11.95, "last_trade_time": "2026-08-21T10:55:52", "percent_change": 0.0, "prev_day_close": 8.5}, {"option": "ANRO270115P00025000", "bid": 1.15, "bid_size": 22.0, "ask": 4.4, "ask_size": 24.0, "iv": 0.8469, "open_interest": 101.0, "volume": 0.0, "delta": -0.2436, "gamma": 0.0224, "vega": 0.0541, "theta": -0.0188, "rho": -0.0285, "theo": 2.5924, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.3, "last_trade_time": "2026-08-21T11:41:42", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "ANRO270115C00030000", "bid": 5.0, "bid_size": 11.0, "ask": 6.2, "ask_size": 1.0, "iv": 0.7596, "open_interest": 37.0, "volume": 0.0, "delta": 0.611, "gamma": 0.0306, "vega": 0.066, "theta": -0.0198, "rho": 0.0438, "theo": 5.343, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.18, "last_trade_time": "2026-09-14T09:30:22", "percent_change": 0.0, "prev_day_close": 5.5}, {"option": "ANRO270115P00030000", "bid": 2.5, "bid_size": 16.0, "ask": 7.0, "ask_size": 19.0, "iv": 0.7741, "open_interest": 0.0, "volume": 0.0, "delta": -0.3905, "gamma": 0.0311, "vega": 0.0661, "theta": -0.0203, "rho": -0.0438, "theo": 4.3964, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.40000009536743}, {"option": "ANRO270115C00035000", "bid": 1.3, "bid_size": 17.0, "ask": 5.5, "ask_size": 17.0, "iv": 0.7074, "open_interest": 0.0, "volume": 0.0, "delta": 0.4574, "gamma": 0.0325, "vega": 0.0683, "theta": -0.0203, "rho": 0.0348, "theo": 3.3617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.75}, {"option": "ANRO270115P00035000", "bid": 5.5, "bid_size": 15.0, "ask": 9.9, "ask_size": 7.0, "iv": 0.7496, "open_interest": 4.0, "volume": 0.0, "delta": -0.5476, "gamma": 0.0334, "vega": 0.0681, "theta": -0.0203, "rho": -0.059, "theo": 7.3744, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.7, "last_trade_time": "2026-08-21T10:56:52", "percent_change": 0.0, "prev_day_close": 7.25}, {"option": "ANRO270115C00040000", "bid": 0.25, "bid_size": 1118.0, "ask": 4.9, "ask_size": 26.0, "iv": 0.7723, "open_interest": 8.0, "volume": 0.0, "delta": 0.3415, "gamma": 0.0289, "vega": 0.0632, "theta": -0.0196, "rho": 0.0265, "theo": 2.309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.4, "last_trade_time": "2026-09-17T09:30:03", "percent_change": 0.0, "prev_day_close": 2.60000005364418}, {"option": "ANRO270115P00040000", "bid": 9.0, "bid_size": 44.0, "ask": 13.5, "ask_size": 16.0, "iv": 0.7231, "open_interest": 0.0, "volume": 0.0, "delta": -0.6673, "gamma": 0.0301, "vega": 0.0621, "theta": -0.0192, "rho": -0.0689, "theo": 11.2956, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.0}, {"option": "ANRO270115C00045000", "bid": 0.4, "bid_size": 453.0, "ask": 4.9, "ask_size": 29.0, "iv": 0.9295, "open_interest": 10.0, "volume": 0.0, "delta": 0.2654, "gamma": 0.0243, "vega": 0.0565, "theta": -0.0186, "rho": 0.0207, "theo": 1.7361, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.05, "last_trade_time": "2026-09-17T09:30:02", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115P00045000", "bid": 13.1, "bid_size": 44.0, "ask": 17.5, "ask_size": 13.0, "iv": 0.6973, "open_interest": 0.0, "volume": 0.0, "delta": -0.7469, "gamma": 0.0257, "vega": 0.0545, "theta": -0.0178, "rho": -0.0753, "theo": 15.7046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.0}, {"option": "ANRO270115C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.0161, "open_interest": 6.0, "volume": 0.0, "delta": 0.2149, "gamma": 0.0204, "vega": 0.0503, "theta": -0.0176, "rho": 0.0168, "theo": 1.3909, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.75, "last_trade_time": "2026-09-17T09:30:02", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270115P00050000", "bid": 18.0, "bid_size": 44.0, "ask": 22.0, "ask_size": 9.0, "iv": 0.7443, "open_interest": 0.0, "volume": 0.0, "delta": -0.8004, "gamma": 0.0219, "vega": 0.0473, "theta": -0.0164, "rho": -0.0773, "theo": 20.3465, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 19.5}, {"option": "ANRO270416C00017500", "bid": 12.5, "bid_size": 45.0, "ask": 17.2, "ask_size": 10.0, "iv": 0.7627, "open_interest": 1.0, "volume": 0.0, "delta": 0.9022, "gamma": 0.0094, "vega": 0.0426, "theta": -0.007, "rho": 0.071, "theo": 15.2023, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 14.7, "last_trade_time": "2026-09-18T13:21:56", "percent_change": 0.0, "prev_day_close": 15.1999998092651}, {"option": "ANRO270416P00017500", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1.0, "iv": 1.0847, "open_interest": 1.0, "volume": 0.0, "delta": -0.108, "gamma": 0.0095, "vega": 0.043, "theta": -0.0087, "rho": -0.0238, "theo": 1.3608, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.3, "last_trade_time": "2026-09-15T09:30:02", "percent_change": 0.0, "prev_day_close": 2.45000004768372}, {"option": "ANRO270416C00020000", "bid": 10.5, "bid_size": 45.0, "ask": 15.3, "ask_size": 1.0, "iv": 0.7307, "open_interest": 0.0, "volume": 0.0, "delta": 0.863, "gamma": 0.0122, "vega": 0.0531, "theta": -0.0089, "rho": 0.0749, "theo": 13.3262, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 13.0999999046326}, {"option": "ANRO270416P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 3.0, "ask_size": 10.0, "iv": 0.7315, "open_interest": 50.0, "volume": 0.0, "delta": -0.1479, "gamma": 0.0124, "vega": 0.0534, "theta": -0.0104, "rho": -0.0323, "theo": 1.925, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.55, "last_trade_time": "2026-08-21T11:38:49", "percent_change": 0.0, "prev_day_close": 1.5}, {"option": "ANRO270416C00022500", "bid": 9.0, "bid_size": 9.0, "ask": 13.6, "ask_size": 1.0, "iv": 0.7373, "open_interest": 0.0, "volume": 0.0, "delta": 0.8173, "gamma": 0.0151, "vega": 0.0633, "theta": -0.0107, "rho": 0.0767, "theo": 11.6025, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.5}, {"option": "ANRO270416P00022500", "bid": 2.15, "bid_size": 11.0, "ask": 5.0, "ask_size": 19.0, "iv": 0.9292, "open_interest": 50.0, "volume": 0.0, "delta": -0.1948, "gamma": 0.0154, "vega": 0.0637, "theta": -0.012, "rho": -0.0422, "theo": 2.6449, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.4, "last_trade_time": "2026-08-21T11:39:44", "percent_change": 0.0, "prev_day_close": 2.60000002384186}, {"option": "ANRO270416C00025000", "bid": 7.5, "bid_size": 14.0, "ask": 12.3, "ask_size": 12.0, "iv": 0.7444, "open_interest": 0.0, "volume": 0.0, "delta": 0.7661, "gamma": 0.0177, "vega": 0.0726, "theta": -0.0123, "rho": 0.0766, "theo": 10.0464, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.0}, {"option": "ANRO270416P00025000", "bid": 2.95, "bid_size": 109.0, "ask": 5.7, "ask_size": 12.0, "iv": 0.8722, "open_interest": 100.0, "volume": 0.0, "delta": -0.2473, "gamma": 0.0182, "vega": 0.073, "theta": -0.0134, "rho": -0.053, "theo": 3.5367, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.4, "last_trade_time": "2026-08-21T11:58:15", "percent_change": 0.0, "prev_day_close": 2.94999998807907}, {"option": "ANRO270416C00030000", "bid": 5.0, "bid_size": 16.0, "ask": 9.7, "ask_size": 10.0, "iv": 0.7258, "open_interest": 0.0, "volume": 0.0, "delta": 0.655, "gamma": 0.0219, "vega": 0.0863, "theta": -0.0146, "rho": 0.0718, "theo": 7.4604, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.5}, {"option": "ANRO270416P00030000", "bid": 4.0, "bid_size": 15.0, "ask": 8.4, "ask_size": 1.0, "iv": 0.7776, "open_interest": 5.0, "volume": 0.0, "delta": -0.3623, "gamma": 0.0227, "vega": 0.0865, "theta": -0.0154, "rho": -0.0757, "theo": 5.8626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.02, "last_trade_time": "2026-09-10T14:20:46", "percent_change": 0.0, "prev_day_close": 5.90000009536743}, {"option": "ANRO270416C00035000", "bid": 3.0, "bid_size": 16.0, "ask": 7.5, "ask_size": 14.0, "iv": 0.6969, "open_interest": 1.0, "volume": 0.0, "delta": 0.5451, "gamma": 0.0237, "vega": 0.0924, "theta": -0.0157, "rho": 0.0635, "theo": 5.536, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.81, "last_trade_time": "2026-09-11T11:24:42", "percent_change": 0.0, "prev_day_close": 5.5}, {"option": "ANRO270416P00035000", "bid": 7.0, "bid_size": 13.0, "ask": 11.4, "ask_size": 1.0, "iv": 0.7635, "open_interest": 0.0, "volume": 0.0, "delta": -0.4774, "gamma": 0.025, "vega": 0.0916, "theta": -0.0162, "rho": -0.0964, "theo": 8.8739, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.75}, {"option": "ANRO270416C00040000", "bid": 2.9, "bid_size": 7.0, "ask": 6.0, "ask_size": 15.0, "iv": 0.7592, "open_interest": 3.0, "volume": 0.0, "delta": 0.4477, "gamma": 0.0236, "vega": 0.0918, "theta": -0.0157, "rho": 0.0542, "theo": 4.1535, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.5, "last_trade_time": "2026-08-31T09:30:22", "percent_change": 0.0, "prev_day_close": 3.89999997615814}, {"option": "ANRO270416P00040000", "bid": 10.5, "bid_size": 13.0, "ask": 14.5, "ask_size": 6.0, "iv": 0.7323, "open_interest": 0.0, "volume": 0.0, "delta": -0.5811, "gamma": 0.0254, "vega": 0.0894, "theta": -0.016, "rho": -0.1112, "theo": 12.4524, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 12.0, "last_trade_time": "2026-09-10T14:01:30", "percent_change": 0.0, "prev_day_close": 12.25}, {"option": "ANRO270416C00045000", "bid": 1.9, "bid_size": 7.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.7581, "open_interest": 0.0, "volume": 0.0, "delta": 0.3667, "gamma": 0.0223, "vega": 0.0873, "theta": -0.0151, "rho": 0.0456, "theo": 3.1711, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.85000005364418}, {"option": "ANRO270416P00045000", "bid": 14.0, "bid_size": 44.0, "ask": 18.5, "ask_size": 10.0, "iv": 0.7069, "open_interest": 0.0, "volume": 0.0, "delta": -0.6691, "gamma": 0.0246, "vega": 0.0826, "theta": -0.0152, "rho": -0.1202, "theo": 16.4545, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.1500005722046}, {"option": "ANRO270416C00050000", "bid": 0.75, "bid_size": 1.0, "ask": 4.9, "ask_size": 1.0, "iv": 0.7837, "open_interest": 5.0, "volume": 0.0, "delta": 0.3018, "gamma": 0.0204, "vega": 0.0807, "theta": -0.0141, "rho": 0.0382, "theo": 2.4692, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.4, "last_trade_time": "2026-09-10T09:30:02", "percent_change": 0.0, "prev_day_close": 2.55000004917383}, {"option": "ANRO270416P00050000", "bid": 18.5, "bid_size": 44.0, "ask": 22.5, "ask_size": 6.0, "iv": 0.7037, "open_interest": 1.0, "volume": 0.0, "delta": -0.7415, "gamma": 0.0231, "vega": 0.073, "theta": -0.014, "rho": -0.1221, "theo": 20.7583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 19.9, "last_trade_time": "2026-09-14T09:30:10", "percent_change": 0.0, "prev_day_close": 20.25}], "symbol": "ANRO", "security_type": "stock", "exchange_id": 3, "current_price": 30.63, "price_change": 0.36, "price_change_percent": 1.1893, "bid": 29.0, "ask": 30.95, "bid_size": 1100, "ask_size": 100, "open": 30.64, "high": 30.81, "low": 29.8, "close": 30.63, "prev_day_close": 30.27, "volume": 357778, "iv30": 79.09, "iv30_change": -3.339, "iv30_change_percent": -4.0508, "seqno": 8536164837, "last_trade_time": "2026-09-21T15:59:56", "tick": "down"}, "symbol": "ANRO"}