{"timestamp": "2026-09-21 11:20:34", "data": {"options": [{"option": "VCEL261016C00015000", "bid": 22.5, "bid_size": 1.0, "ask": 27.3, "ask_size": 1.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9793, "gamma": 0.0024, "vega": 0.0052, "theta": -0.0208, "rho": 0.0048, "theo": 25.1373, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 20.1, "last_trade_time": "2026-05-28T09:30:01", "percent_change": 0.0, "prev_day_close": 24.8999996185303}, {"option": "VCEL261016P00015000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 6.0, "iv": 3.9698, "open_interest": 5.0, "volume": 0.0, "delta": -0.021, "gamma": 0.0023, "vega": 0.0056, "theta": -0.0195, "rho": -0.0008, "theo": 0.2066, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.95, "last_trade_time": "2026-05-27T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016C00017500", "bid": 20.0, "bid_size": 1.0, "ask": 24.8, "ask_size": 1.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9722, "gamma": 0.0034, "vega": 0.0067, "theta": -0.0232, "rho": 0.006, "theo": 22.6799, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 17.9, "last_trade_time": "2026-05-28T09:30:01", "percent_change": 0.0, "prev_day_close": 22.3999996185303}, {"option": "VCEL261016P00017500", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 7.0, "iv": 1.6684, "open_interest": 18.0, "volume": 0.0, "delta": -0.0279, "gamma": 0.0032, "vega": 0.007, "theta": -0.022, "rho": -0.001, "theo": 0.2492, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.15, "last_trade_time": "2026-06-03T09:30:01", "percent_change": 0.0, "prev_day_close": 0.174999997019768}, {"option": "VCEL261016C00020000", "bid": 17.5, "bid_size": 1.0, "ask": 22.3, "ask_size": 1.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9632, "gamma": 0.0047, "vega": 0.0086, "theta": -0.0257, "rho": 0.0073, "theo": 20.2297, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 15.9, "last_trade_time": "2026-04-23T09:30:01", "percent_change": 0.0, "prev_day_close": 19.8999996185303}, {"option": "VCEL261016P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 0.9, "ask_size": 4.0, "iv": 1.7406, "open_interest": 22.0, "volume": 0.0, "delta": -0.0367, "gamma": 0.0046, "vega": 0.0089, "theta": -0.0247, "rho": -0.0013, "theo": 0.2989, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.55, "last_trade_time": "2026-06-16T09:54:18", "percent_change": 0.0, "prev_day_close": 0.449999988079071}, {"option": "VCEL261016C00022500", "bid": 15.0, "bid_size": 2.0, "ask": 19.9, "ask_size": 3.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9515, "gamma": 0.0066, "vega": 0.0107, "theta": -0.0282, "rho": 0.0086, "theo": 17.7901, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 13.5, "last_trade_time": "2026-05-28T09:30:01", "percent_change": 0.0, "prev_day_close": 17.4499998092651}, {"option": "VCEL261016P00022500", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 7.0, "iv": 2.5981, "open_interest": 20.0, "volume": 0.0, "delta": -0.0482, "gamma": 0.0064, "vega": 0.0111, "theta": -0.0274, "rho": -0.0016, "theo": 0.3583, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.2, "last_trade_time": "2026-05-22T10:01:04", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016C00025000", "bid": 12.5, "bid_size": 2.0, "ask": 17.4, "ask_size": 4.0, "iv": 0.0, "open_interest": 2.0, "volume": 0.0, "delta": 0.9361, "gamma": 0.0092, "vega": 0.0135, "theta": -0.0309, "rho": 0.0101, "theo": 15.3641, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 15.2, "last_trade_time": "2026-09-08T09:30:01", "percent_change": 0.0, "prev_day_close": 14.9499998092651}, {"option": "VCEL261016P00025000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 2.2514, "open_interest": 11.0, "volume": 0.0, "delta": -0.0633, "gamma": 0.009, "vega": 0.0137, "theta": -0.0302, "rho": -0.0021, "theo": 0.431, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.95, "last_trade_time": "2026-06-03T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016C00030000", "bid": 7.8, "bid_size": 1.0, "ask": 12.5, "ask_size": 2.0, "iv": 0.7, "open_interest": 2.0, "volume": 0.0, "delta": 0.8863, "gamma": 0.0183, "vega": 0.021, "theta": -0.0364, "rho": 0.0126, "theo": 10.5812, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 18.5, "last_trade_time": "2026-07-16T15:09:59", "percent_change": 0.0, "prev_day_close": 10.1500000953674}, {"option": "VCEL261016P00030000", "bid": 0.0, "bid_size": 0.0, "ask": 2.0, "ask_size": 1.0, "iv": 1.1107, "open_interest": 2.0, "volume": 0.0, "delta": -0.1126, "gamma": 0.018, "vega": 0.0212, "theta": -0.0358, "rho": -0.0038, "theo": 0.6438, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.5, "last_trade_time": "2026-05-11T09:56:47", "percent_change": 0.0, "prev_day_close": 1.0}, {"option": "VCEL261016C00035000", "bid": 3.0, "bid_size": 5.0, "ask": 7.9, "ask_size": 1.0, "iv": 0.5138, "open_interest": 32.0, "volume": 0.0, "delta": 0.7796, "gamma": 0.038, "vega": 0.0326, "theta": -0.0413, "rho": 0.0144, "theo": 6.0127, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 5.9, "last_trade_time": "2026-09-16T10:55:59", "percent_change": 0.0, "prev_day_close": 5.45000004768372}, {"option": "VCEL261016P00035000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.1069, "open_interest": 1.0, "volume": 0.0, "delta": -0.2186, "gamma": 0.0377, "vega": 0.0327, "theta": -0.041, "rho": -0.0072, "theo": 1.0693, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.5, "last_trade_time": "2026-07-15T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016C00040000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.5844, "open_interest": 14.0, "volume": 0.0, "delta": 0.5254, "gamma": 0.0671, "vega": 0.044, "theta": -0.0422, "rho": 0.012, "theo": 2.3234, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-09-15T12:45:58", "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "VCEL261016P00040000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.5735, "open_interest": 1.0, "volume": 0.0, "delta": -0.4717, "gamma": 0.0669, "vega": 0.0439, "theta": -0.0421, "rho": -0.0154, "theo": 2.3712, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.05, "last_trade_time": "2026-06-22T15:47:10", "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "VCEL261016C00045000", "bid": 0.05, "bid_size": 1.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.8077, "open_interest": 7.0, "volume": 0.0, "delta": 0.2579, "gamma": 0.0496, "vega": 0.0358, "theta": -0.0373, "rho": 0.0064, "theo": 0.9209, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.0, "last_trade_time": "2026-09-04T15:43:04", "percent_change": 0.0, "prev_day_close": 1.77500000037253}, {"option": "VCEL261016P00045000", "bid": 3.0, "bid_size": 2.0, "ask": 7.8, "ask_size": 1.0, "iv": 0.4103, "open_interest": 0.0, "volume": 0.0, "delta": -0.7388, "gamma": 0.0496, "vega": 0.0358, "theta": -0.0373, "rho": -0.023, "theo": 5.9561, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.40000009536743}, {"option": "VCEL261016C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 1.55, "ask_size": 1.0, "iv": 0.7915, "open_interest": 1.0, "volume": 0.0, "delta": 0.1518, "gamma": 0.0295, "vega": 0.026, "theta": -0.0328, "rho": 0.0039, "theo": 0.563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.85, "last_trade_time": "2026-05-11T09:30:02", "percent_change": 0.0, "prev_day_close": 0.774999976158142}, {"option": "VCEL261016P00050000", "bid": 7.8, "bid_size": 1.0, "ask": 12.5, "ask_size": 2.0, "iv": 0.4933, "open_interest": 0.0, "volume": 0.0, "delta": -0.8454, "gamma": 0.0297, "vega": 0.026, "theta": -0.033, "rho": -0.0247, "theo": 10.5862, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.4000000953674}, {"option": "VCEL261016C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 1.0, "ask_size": 5.0, "iv": 0.8789, "open_interest": 19.0, "volume": 0.0, "delta": 0.1049, "gamma": 0.0194, "vega": 0.0201, "theta": -0.0295, "rho": 0.0026, "theo": 0.4142, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.95, "last_trade_time": "2026-06-02T09:30:02", "percent_change": 0.0, "prev_day_close": 0.5}, {"option": "VCEL261016P00055000", "bid": 12.8, "bid_size": 1.0, "ask": 17.5, "ask_size": 2.0, "iv": 0.6586, "open_interest": 0.0, "volume": 0.0, "delta": -0.8929, "gamma": 0.0197, "vega": 0.02, "theta": -0.0299, "rho": -0.0248, "theo": 15.4276, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.3999996185303}, {"option": "VCEL261016C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.7204, "open_interest": 0.0, "volume": 0.0, "delta": 0.0794, "gamma": 0.014, "vega": 0.0163, "theta": -0.027, "rho": 0.002, "theo": 0.3318, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016P00060000", "bid": 17.8, "bid_size": 1.0, "ask": 22.5, "ask_size": 2.0, "iv": 0.8036, "open_interest": 0.0, "volume": 0.0, "delta": -0.9191, "gamma": 0.0142, "vega": 0.0162, "theta": -0.0276, "rho": -0.0248, "theo": 20.337, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.3999996185303}, {"option": "VCEL261016C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.8969, "open_interest": 0.0, "volume": 0.0, "delta": 0.0636, "gamma": 0.0107, "vega": 0.0137, "theta": -0.025, "rho": 0.0016, "theo": 0.279, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016P00065000", "bid": 22.8, "bid_size": 1.0, "ask": 27.5, "ask_size": 1.0, "iv": 0.9332, "open_interest": 0.0, "volume": 0.0, "delta": -0.9355, "gamma": 0.011, "vega": 0.0135, "theta": -0.0258, "rho": -0.024, "theo": 25.2772, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.3999996185303}, {"option": "VCEL261016C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 2.0532, "open_interest": 0.0, "volume": 0.0, "delta": 0.0529, "gamma": 0.0085, "vega": 0.0119, "theta": -0.0233, "rho": 0.0013, "theo": 0.242, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261016P00070000", "bid": 27.8, "bid_size": 1.0, "ask": 32.5, "ask_size": 1.0, "iv": 1.0508, "open_interest": 0.0, "volume": 0.0, "delta": -0.9467, "gamma": 0.0088, "vega": 0.0115, "theta": -0.0243, "rho": -0.0231, "theo": 30.2342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.3999996185303}, {"option": "VCEL261120C00020000", "bid": 17.8, "bid_size": 1.0, "ask": 22.5, "ask_size": 2.0, "iv": 1.0336, "open_interest": 0.0, "volume": 0.0, "delta": 0.9281, "gamma": 0.006, "vega": 0.0216, "theta": -0.0255, "rho": 0.018, "theo": 20.7617, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.1499996185303}, {"option": "VCEL261120P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 6.0, "iv": 1.9939, "open_interest": 0.0, "volume": 0.0, "delta": -0.0694, "gamma": 0.0057, "vega": 0.0221, "theta": -0.0244, "rho": -0.0061, "theo": 0.9106, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261120C00022500", "bid": 15.5, "bid_size": 2.0, "ask": 20.3, "ask_size": 1.0, "iv": 1.0333, "open_interest": 0.0, "volume": 0.0, "delta": 0.9112, "gamma": 0.0078, "vega": 0.0256, "theta": -0.0266, "rho": 0.0208, "theo": 18.3804, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 17.6500000953674}, {"option": "VCEL261120P00022500", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.7336, "open_interest": 0.0, "volume": 0.0, "delta": -0.0859, "gamma": 0.0075, "vega": 0.026, "theta": -0.0256, "rho": -0.0073, "theo": 1.0237, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261120C00025000", "bid": 13.0, "bid_size": 2.0, "ask": 17.8, "ask_size": 1.0, "iv": 0.8731, "open_interest": 0.0, "volume": 0.0, "delta": 0.8906, "gamma": 0.0102, "vega": 0.03, "theta": -0.0275, "rho": 0.0233, "theo": 16.0143, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.1500000953674}, {"option": "VCEL261120P00025000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.5021, "open_interest": 0.0, "volume": 0.0, "delta": -0.1061, "gamma": 0.0099, "vega": 0.0304, "theta": -0.0267, "rho": -0.0089, "theo": 1.151, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261120C00030000", "bid": 8.3, "bid_size": 1.0, "ask": 13.0, "ask_size": 2.0, "iv": 0.6729, "open_interest": 0.0, "volume": 0.0, "delta": 0.832, "gamma": 0.0175, "vega": 0.0408, "theta": -0.0286, "rho": 0.028, "theo": 11.3565, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.6500000953674}, {"option": "VCEL261120P00030000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.0978, "open_interest": 0.0, "volume": 0.0, "delta": -0.1638, "gamma": 0.0171, "vega": 0.041, "theta": -0.028, "rho": -0.0131, "theo": 1.4777, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261120C00035000", "bid": 4.0, "bid_size": 2.0, "ask": 8.8, "ask_size": 1.0, "iv": 0.5529, "open_interest": 0.0, "volume": 0.0, "delta": 0.7291, "gamma": 0.0304, "vega": 0.0543, "theta": -0.0285, "rho": 0.0307, "theo": 6.9249, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.40000009536743}, {"option": "VCEL261120P00035000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.7469, "open_interest": 0.0, "volume": 0.0, "delta": -0.2656, "gamma": 0.03, "vega": 0.0544, "theta": -0.0281, "rho": -0.0206, "theo": 2.0271, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "VCEL261120C00040000", "bid": 1.0, "bid_size": 2.0, "ask": 5.8, "ask_size": 1.0, "iv": 0.5231, "open_interest": 0.0, "volume": 0.0, "delta": 0.536, "gamma": 0.0465, "vega": 0.0655, "theta": -0.0268, "rho": 0.0271, "theo": 3.3192, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.15000000596046}, {"option": "VCEL261120P00040000", "bid": 0.8, "bid_size": 1.0, "ask": 5.5, "ask_size": 2.0, "iv": 0.4729, "open_interest": 0.0, "volume": 0.0, "delta": -0.4572, "gamma": 0.0462, "vega": 0.0655, "theta": -0.0266, "rho": -0.0343, "theo": 3.398, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.15000000596046}, {"option": "VCEL261120C00045000", "bid": 0.1, "bid_size": 2.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.6668, "open_interest": 0.0, "volume": 0.0, "delta": 0.3338, "gamma": 0.0406, "vega": 0.0602, "theta": -0.0256, "rho": 0.0183, "theo": 1.7348, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.55000000074506}, {"option": "VCEL261120P00045000", "bid": 3.8, "bid_size": 1.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.4251, "open_interest": 0.0, "volume": 0.0, "delta": -0.659, "gamma": 0.0407, "vega": 0.0602, "theta": -0.0256, "rho": -0.048, "theo": 6.7852, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.40000009536743}, {"option": "VCEL261120C00050000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.8557, "open_interest": 0.0, "volume": 0.0, "delta": 0.2344, "gamma": 0.029, "vega": 0.0509, "theta": -0.0254, "rho": 0.013, "theo": 1.2581, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261120P00050000", "bid": 8.0, "bid_size": 2.0, "ask": 12.8, "ask_size": 1.0, "iv": 0.4259, "open_interest": 0.0, "volume": 0.0, "delta": -0.7592, "gamma": 0.0293, "vega": 0.0509, "theta": -0.0256, "rho": -0.0544, "theo": 11.2813, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.4000000953674}, {"option": "VCEL261120C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.0152, "open_interest": 0.0, "volume": 0.0, "delta": 0.1839, "gamma": 0.0217, "vega": 0.0441, "theta": -0.0253, "rho": 0.0102, "theo": 1.0481, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL261120P00055000", "bid": 12.8, "bid_size": 1.0, "ask": 17.5, "ask_size": 2.0, "iv": 0.4462, "open_interest": 0.0, "volume": 0.0, "delta": -0.8107, "gamma": 0.0221, "vega": 0.044, "theta": -0.0258, "rho": -0.0582, "theo": 16.0474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.3999996185303}, {"option": "VCEL270115C00017500", "bid": 20.5, "bid_size": 2.0, "ask": 25.1, "ask_size": 1.0, "iv": 0.8997, "open_interest": 0.0, "volume": 0.0, "delta": 0.933, "gamma": 0.0044, "vega": 0.0284, "theta": -0.015, "rho": 0.036, "theo": 23.5747, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 22.5500001907349}, {"option": "VCEL270115P00017500", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.6833, "open_interest": 20.0, "volume": 0.0, "delta": -0.0631, "gamma": 0.0044, "vega": 0.0283, "theta": -0.0148, "rho": -0.0109, "theo": 1.0574, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.65, "last_trade_time": "2026-08-18T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270115C00020000", "bid": 18.0, "bid_size": 2.0, "ask": 22.8, "ask_size": 1.0, "iv": 0.8108, "open_interest": 0.0, "volume": 0.0, "delta": 0.9175, "gamma": 0.0058, "vega": 0.0335, "theta": -0.0158, "rho": 0.0424, "theo": 21.2391, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.1499996185303}, {"option": "VCEL270115P00020000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.465, "open_interest": 20.0, "volume": 0.0, "delta": -0.0783, "gamma": 0.0057, "vega": 0.0334, "theta": -0.0157, "rho": -0.0131, "theo": 1.1942, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.6, "last_trade_time": "2026-09-08T09:30:02", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270115C00022500", "bid": 15.8, "bid_size": 1.0, "ask": 20.5, "ask_size": 2.0, "iv": 0.7798, "open_interest": 0.0, "volume": 0.0, "delta": 0.8991, "gamma": 0.0075, "vega": 0.0391, "theta": -0.0166, "rho": 0.0491, "theo": 18.9179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.1500000953674}, {"option": "VCEL270115P00022500", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.2755, "open_interest": 36.0, "volume": 0.0, "delta": -0.0963, "gamma": 0.0074, "vega": 0.039, "theta": -0.0164, "rho": -0.0156, "theo": 1.3437, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.7, "last_trade_time": "2026-09-08T09:30:02", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270115C00025000", "bid": 13.5, "bid_size": 2.0, "ask": 18.3, "ask_size": 1.0, "iv": 0.7276, "open_interest": 0.0, "volume": 0.0, "delta": 0.8771, "gamma": 0.0096, "vega": 0.0452, "theta": -0.0171, "rho": 0.0556, "theo": 16.6158, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.6500000953674}, {"option": "VCEL270115P00025000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 1.1072, "open_interest": 40.0, "volume": 0.0, "delta": -0.118, "gamma": 0.0096, "vega": 0.0452, "theta": -0.0171, "rho": -0.0187, "theo": 1.5104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.0, "last_trade_time": "2026-09-09T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270115C00030000", "bid": 9.0, "bid_size": 2.0, "ask": 13.8, "ask_size": 1.0, "iv": 0.5949, "open_interest": 4.0, "volume": 0.0, "delta": 0.8173, "gamma": 0.0157, "vega": 0.0593, "theta": -0.0179, "rho": 0.0663, "theo": 12.1028, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 10.6, "last_trade_time": "2026-09-10T09:37:07", "percent_change": 0.0, "prev_day_close": 11.1500000953674}, {"option": "VCEL270115P00030000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.6717, "open_interest": 13.0, "volume": 0.0, "delta": -0.1776, "gamma": 0.0158, "vega": 0.0595, "theta": -0.018, "rho": -0.0266, "theo": 1.9313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.3, "last_trade_time": "2026-09-08T09:30:02", "percent_change": 0.0, "prev_day_close": 1.64999997615814}, {"option": "VCEL270115C00035000", "bid": 5.0, "bid_size": 2.0, "ask": 9.9, "ask_size": 4.0, "iv": 0.5142, "open_interest": 25.0, "volume": 0.0, "delta": 0.7213, "gamma": 0.0255, "vega": 0.0757, "theta": -0.018, "rho": 0.0693, "theo": 7.8355, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 7.0, "last_trade_time": "2026-09-10T09:37:07", "percent_change": 0.0, "prev_day_close": 7.44999980926514}, {"option": "VCEL270115P00035000", "bid": 0.25, "bid_size": 1.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.5693, "open_interest": 4.0, "volume": 0.0, "delta": -0.2746, "gamma": 0.0258, "vega": 0.076, "theta": -0.0182, "rho": -0.0387, "theo": 2.5969, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.1, "last_trade_time": "2026-08-20T09:30:02", "percent_change": 0.0, "prev_day_close": 2.625}, {"option": "VCEL270115C00040000", "bid": 2.1, "bid_size": 3.0, "ask": 7.0, "ask_size": 2.0, "iv": 0.4876, "open_interest": 14.0, "volume": 0.0, "delta": 0.5617, "gamma": 0.0373, "vega": 0.0893, "theta": -0.0172, "rho": 0.0602, "theo": 4.2737, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 6.55, "last_trade_time": "2026-08-27T10:11:07", "percent_change": 0.0, "prev_day_close": 4.54999995231628}, {"option": "VCEL270115P00040000", "bid": 1.6, "bid_size": 3.0, "ask": 6.5, "ask_size": 2.0, "iv": 0.4647, "open_interest": 2.0, "volume": 0.0, "delta": -0.4374, "gamma": 0.0382, "vega": 0.0895, "theta": -0.0176, "rho": -0.0571, "theo": 3.9788, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.26, "last_trade_time": "2026-09-01T15:20:18", "percent_change": 0.0, "prev_day_close": 4.05000001192093}, {"option": "VCEL270115C00045000", "bid": 0.3, "bid_size": 1.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.4808, "open_interest": 8.0, "volume": 0.0, "delta": 0.3798, "gamma": 0.0372, "vega": 0.0866, "theta": -0.0162, "rho": 0.0424, "theo": 2.3309, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 4.7, "last_trade_time": "2026-06-17T09:30:02", "percent_change": 0.0, "prev_day_close": 2.57500000298023}, {"option": "VCEL270115P00045000", "bid": 4.6, "bid_size": 9.0, "ask": 9.5, "ask_size": 5.0, "iv": 0.4494, "open_interest": 10.0, "volume": 0.0, "delta": -0.6248, "gamma": 0.0386, "vega": 0.0857, "theta": -0.0168, "rho": -0.0745, "theo": 7.0045, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 6.6, "last_trade_time": "2026-08-20T15:39:33", "percent_change": 0.0, "prev_day_close": 7.04999995231628}, {"option": "VCEL270115C00050000", "bid": 0.3, "bid_size": 1.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.627, "open_interest": 23.0, "volume": 0.0, "delta": 0.2702, "gamma": 0.0289, "vega": 0.0754, "theta": -0.0157, "rho": 0.0302, "theo": 1.6212, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.0, "last_trade_time": "2026-08-18T10:14:26", "percent_change": 0.0, "prev_day_close": 2.57500000298023}, {"option": "VCEL270115P00050000", "bid": 9.0, "bid_size": 6.0, "ask": 13.5, "ask_size": 2.0, "iv": 0.4937, "open_interest": 1.0, "volume": 2.0, "delta": -0.7386, "gamma": 0.0305, "vega": 0.0732, "theta": -0.0166, "rho": -0.083, "theo": 11.2771, "change": 0.5, "open": 11.2, "high": 11.2, "low": 11.1, "tick": "down", "last_trade_price": 11.1, "last_trade_time": "2026-09-18T14:51:52", "percent_change": 4.71698, "prev_day_close": 11.25}, {"option": "VCEL270115C00055000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.7259, "open_interest": 5.0, "volume": 0.0, "delta": 0.2113, "gamma": 0.0223, "vega": 0.066, "theta": -0.0154, "rho": 0.0234, "theo": 1.3104, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.75, "last_trade_time": "2026-09-15T15:04:17", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270115P00055000", "bid": 13.0, "bid_size": 5.0, "ask": 17.5, "ask_size": 2.0, "iv": 0.4244, "open_interest": 0.0, "volume": 0.0, "delta": -0.8004, "gamma": 0.024, "vega": 0.0626, "theta": -0.0166, "rho": -0.0862, "theo": 15.9507, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 15.25}, {"option": "VCEL270115C00060000", "bid": 0.0, "bid_size": 0.0, "ask": 1.5, "ask_size": 1.0, "iv": 0.825, "open_interest": 2.0, "volume": 0.0, "delta": 0.1758, "gamma": 0.018, "vega": 0.0589, "theta": -0.0153, "rho": 0.0192, "theo": 1.136, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.2, "last_trade_time": "2026-08-20T09:30:02", "percent_change": 0.0, "prev_day_close": 0.75}, {"option": "VCEL270115P00060000", "bid": 17.8, "bid_size": 1.0, "ask": 22.5, "ask_size": 2.0, "iv": 0.4758, "open_interest": 0.0, "volume": 0.0, "delta": -0.8381, "gamma": 0.0196, "vega": 0.0543, "theta": -0.0167, "rho": -0.087, "theo": 20.7618, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.3999996185303}, {"option": "VCEL270115C00065000", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.9111, "open_interest": 4.0, "volume": 0.0, "delta": 0.1521, "gamma": 0.015, "vega": 0.0537, "theta": -0.0151, "rho": 0.0165, "theo": 1.0223, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.45, "last_trade_time": "2026-08-27T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270115P00065000", "bid": 22.6, "bid_size": 2.0, "ask": 27.5, "ask_size": 4.0, "iv": 0.4926, "open_interest": 0.0, "volume": 0.0, "delta": -0.8635, "gamma": 0.0166, "vega": 0.0484, "theta": -0.0168, "rho": -0.0874, "theo": 25.6341, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.3000001907349}, {"option": "VCEL270115C00070000", "bid": 0.0, "bid_size": 0.0, "ask": 2.0, "ask_size": 3.0, "iv": 0.7441, "open_interest": 5.0, "volume": 0.0, "delta": 0.1352, "gamma": 0.0129, "vega": 0.0495, "theta": -0.015, "rho": 0.0145, "theo": 0.9411, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.15, "last_trade_time": "2026-08-24T09:30:05", "percent_change": 0.0, "prev_day_close": 1.0}, {"option": "VCEL270115P00070000", "bid": 27.8, "bid_size": 1.0, "ask": 32.5, "ask_size": 2.0, "iv": 0.6152, "open_interest": 0.0, "volume": 0.0, "delta": -0.8821, "gamma": 0.0145, "vega": 0.0431, "theta": -0.0169, "rho": -0.0862, "theo": 30.5407, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 30.3999996185303}, {"option": "VCEL270416C00022500", "bid": 16.3, "bid_size": 1.0, "ask": 21.0, "ask_size": 2.0, "iv": 0.617, "open_interest": 0.0, "volume": 0.0, "delta": 0.9149, "gamma": 0.0071, "vega": 0.0466, "theta": -0.0071, "rho": 0.1009, "theo": 19.0378, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 18.6499996185303}, {"option": "VCEL270416P00022500", "bid": 0.0, "bid_size": 0.0, "ask": 5.0, "ask_size": 5.0, "iv": 0.9768, "open_interest": 7.0, "volume": 0.0, "delta": -0.084, "gamma": 0.0072, "vega": 0.047, "theta": -0.0079, "rho": -0.0229, "theo": 1.0353, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.1, "last_trade_time": "2026-09-15T09:30:01", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VCEL270416C00025000", "bid": 14.0, "bid_size": 2.0, "ask": 18.8, "ask_size": 1.0, "iv": 0.568, "open_interest": 0.0, "volume": 0.0, "delta": 0.8912, "gamma": 0.0092, "vega": 0.0561, "theta": -0.0081, "rho": 0.108, "theo": 16.8528, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.1500000953674}, {"option": "VCEL270416P00025000", "bid": 0.0, "bid_size": 0.0, "ask": 2.2, "ask_size": 2.0, "iv": 0.6213, "open_interest": 9.0, "volume": 0.0, "delta": -0.1082, "gamma": 0.0094, "vega": 0.0565, "theta": -0.0088, "rho": -0.0289, "theo": 1.2863, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.25, "last_trade_time": "2026-09-15T09:30:01", "percent_change": 0.0, "prev_day_close": 1.10000002384186}, {"option": "VCEL270416C00030000", "bid": 10.0, "bid_size": 2.0, "ask": 14.8, "ask_size": 1.0, "iv": 0.5289, "open_interest": 0.0, "volume": 0.0, "delta": 0.8248, "gamma": 0.0148, "vega": 0.0779, "theta": -0.01, "rho": 0.1166, "theo": 12.6974, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.1500000953674}, {"option": "VCEL270416P00030000", "bid": 0.25, "bid_size": 1.0, "ask": 5.0, "ask_size": 2.0, "iv": 0.6446, "open_interest": 5.0, "volume": 0.0, "delta": -0.176, "gamma": 0.0151, "vega": 0.0787, "theta": -0.0107, "rho": -0.0455, "theo": 2.0075, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.0, "last_trade_time": "2026-09-14T09:30:02", "percent_change": 0.0, "prev_day_close": 2.60000000149012}, {"option": "VCEL270416C00035000", "bid": 6.5, "bid_size": 2.0, "ask": 11.3, "ask_size": 1.0, "iv": 0.4941, "open_interest": 1.0, "volume": 0.0, "delta": 0.726, "gamma": 0.0215, "vega": 0.1007, "theta": -0.0118, "rho": 0.115, "theo": 9.02, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 8.7, "last_trade_time": "2026-09-14T12:14:56", "percent_change": 0.0, "prev_day_close": 8.65000009536743}, {"option": "VCEL270416P00035000", "bid": 0.75, "bid_size": 1.0, "ask": 5.5, "ask_size": 2.0, "iv": 0.4967, "open_interest": 0.0, "volume": 0.0, "delta": -0.2778, "gamma": 0.0222, "vega": 0.1015, "theta": -0.0124, "rho": -0.0684, "theo": 3.2202, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.125}, {"option": "VCEL270416C00040000", "bid": 3.8, "bid_size": 1.0, "ask": 8.5, "ask_size": 2.0, "iv": 0.4757, "open_interest": 0.0, "volume": 0.0, "delta": 0.5982, "gamma": 0.0267, "vega": 0.117, "theta": -0.013, "rho": 0.1021, "theo": 6.1342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.14999997615814}, {"option": "VCEL270416P00040000", "bid": 3.0, "bid_size": 2.0, "ask": 7.7, "ask_size": 1.0, "iv": 0.4829, "open_interest": 1.0, "volume": 0.0, "delta": -0.4111, "gamma": 0.028, "vega": 0.1172, "theta": -0.0137, "rho": -0.0958, "theo": 5.2503, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.26, "last_trade_time": "2026-09-01T15:20:18", "percent_change": 0.0, "prev_day_close": 5.34999990463257}, {"option": "VCEL270416C00045000", "bid": 1.65, "bid_size": 1.0, "ask": 6.4, "ask_size": 1.0, "iv": 0.4573, "open_interest": 0.0, "volume": 0.0, "delta": 0.4693, "gamma": 0.0276, "vega": 0.1204, "theta": -0.0134, "rho": 0.0833, "theo": 4.2122, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.07499998807907}, {"option": "VCEL270416P00045000", "bid": 5.8, "bid_size": 1.0, "ask": 10.5, "ask_size": 2.0, "iv": 0.4619, "open_interest": 0.0, "volume": 0.0, "delta": -0.5477, "gamma": 0.0295, "vega": 0.1188, "theta": -0.0142, "rho": -0.1192, "theo": 8.2795, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.15000009536743}, {"option": "VCEL270416C00050000", "bid": 0.35, "bid_size": 5.0, "ask": 5.0, "ask_size": 2.0, "iv": 0.4569, "open_interest": 0.0, "volume": 0.0, "delta": 0.3664, "gamma": 0.0251, "vega": 0.1141, "theta": -0.0132, "rho": 0.0662, "theo": 3.0584, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.84999999403954}, {"option": "VCEL270416P00050000", "bid": 9.7, "bid_size": 1.0, "ask": 14.0, "ask_size": 2.0, "iv": 0.4671, "open_interest": 0.0, "volume": 0.0, "delta": -0.6586, "gamma": 0.0276, "vega": 0.109, "theta": -0.0142, "rho": -0.1324, "theo": 12.1061, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 11.9499998092651}, {"option": "VCEL270416C00055000", "bid": 0.4, "bid_size": 1.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.5496, "open_interest": 3.0, "volume": 1.0, "delta": 0.2928, "gamma": 0.0217, "vega": 0.1043, "theta": -0.0127, "rho": 0.0532, "theo": 2.3611, "change": -0.65, "open": 2.05, "high": 2.05, "low": 2.05, "tick": "no_change", "last_trade_price": 2.05, "last_trade_time": "2026-09-18T09:30:04", "percent_change": -24.0741, "prev_day_close": 2.57500004768372}, {"option": "VCEL270416P00055000", "bid": 13.9, "bid_size": 6.0, "ask": 18.0, "ask_size": 2.0, "iv": 0.467, "open_interest": 0.0, "volume": 0.0, "delta": -0.7396, "gamma": 0.0246, "vega": 0.0957, "theta": -0.0139, "rho": -0.1365, "theo": 16.4074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 16.0999999046326}, {"option": "VCEL270416C00060000", "bid": 0.25, "bid_size": 1.0, "ask": 5.0, "ask_size": 7.0, "iv": 0.6184, "open_interest": 5.0, "volume": 1.0, "delta": 0.2407, "gamma": 0.0187, "vega": 0.0945, "theta": -0.0121, "rho": 0.0438, "theo": 1.9135, "change": -0.975, "open": 1.7, "high": 1.7, "low": 1.7, "tick": "no_change", "last_trade_price": 1.7, "last_trade_time": "2026-09-18T09:30:03", "percent_change": -36.4486, "prev_day_close": 2.57500004768372}, {"option": "VCEL270416P00060000", "bid": 18.6, "bid_size": 6.0, "ask": 22.5, "ask_size": 1.0, "iv": 0.4901, "open_interest": 0.0, "volume": 0.0, "delta": -0.798, "gamma": 0.0217, "vega": 0.0819, "theta": -0.0135, "rho": -0.133, "theo": 20.9684, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 20.8000001907349}, {"option": "VCEL270416C00065000", "bid": 0.25, "bid_size": 1.0, "ask": 5.0, "ask_size": 1.0, "iv": 0.6843, "open_interest": 5.0, "volume": 1.0, "delta": 0.2031, "gamma": 0.0161, "vega": 0.0858, "theta": -0.0116, "rho": 0.0369, "theo": 1.6072, "change": -1.15, "open": 1.55, "high": 1.55, "low": 1.55, "tick": "no_change", "last_trade_price": 1.55, "last_trade_time": "2026-09-18T09:30:03", "percent_change": -42.5926, "prev_day_close": 2.47499990463257}, {"option": "VCEL270416P00065000", "bid": 23.3, "bid_size": 6.0, "ask": 27.5, "ask_size": 2.0, "iv": 0.53, "open_interest": 0.0, "volume": 0.0, "delta": -0.8413, "gamma": 0.0193, "vega": 0.07, "theta": -0.013, "rho": -0.1269, "theo": 25.6769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 25.9000005722046}], "symbol": "VCEL", "security_type": "stock", "exchange_id": 2, "current_price": 40.35, "price_change": -0.26, "price_change_percent": -0.6497, "bid": 30.07, "ask": 46.61, "bid_size": 300, "ask_size": 100, "open": 39.8, "high": 40.21, "low": 39.565, "close": 40.02, "prev_day_close": 40.02, "volume": 1126476, "iv30": 52.06, "iv30_change": -2.602, "iv30_change_percent": -4.7602, "seqno": 475663733, "last_trade_time": "2026-09-18T15:59:59", "tick": "up"}, "symbol": "VCEL"}