{
  "symbol": "SPY",
  "session": "2026-10-16",
  "spot": 772.255,
  "windows": [
    {
      "expiry": "2026-10-16",
      "days_to_expiry": 0,
      "action": "sell",
      "candidates": [
        {
          "structure": "short_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 769,
              "delta": -0.19,
              "bid": 0.39,
              "ask": 0.4
            }
          ],
          "mid_credit": 0.395
        },
        {
          "structure": "short_strangle",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "call",
              "strike": 774,
              "delta": 0.302,
              "bid": 0.63,
              "ask": 0.64
            },
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 770,
              "delta": -0.264,
              "bid": 0.58,
              "ask": 0.59
            }
          ],
          "mid_credit": 1.22
        },
        {
          "structure": "short_call",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "call",
              "strike": 774,
              "delta": 0.302,
              "bid": 0.63,
              "ask": 0.64
            }
          ],
          "mid_credit": 0.635
        },
        {
          "structure": "tail_hedged_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 769,
              "delta": -0.19,
              "bid": 0.39,
              "ask": 0.4
            },
            {
              "side": "buy",
              "quantity": 1,
              "type": "put",
              "strike": 765,
              "delta": -0.051,
              "bid": 0.09,
              "ask": 0.1
            }
          ],
          "mid_credit": 0.3
        }
      ]
    },
    {
      "expiry": "2026-10-23",
      "days_to_expiry": 7,
      "action": "sell",
      "candidates": [
        {
          "structure": "short_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 754,
              "delta": -0.098,
              "bid": 0.69,
              "ask": 0.7
            }
          ],
          "mid_credit": 0.695
        },
        {
          "structure": "short_strangle",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "call",
              "strike": 786,
              "delta": 0.095,
              "bid": 0.43,
              "ask": 0.44
            },
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 754,
              "delta": -0.098,
              "bid": 0.69,
              "ask": 0.7
            }
          ],
          "mid_credit": 1.13
        },
        {
          "structure": "short_straddle",
          "exit": "tp50",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "call",
              "strike": 773,
              "delta": 0.499,
              "bid": 4.44,
              "ask": 4.47
            },
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 772,
              "delta": -0.466,
              "bid": 4.2,
              "ask": 4.22
            }
          ],
          "mid_credit": 8.665
        }
      ]
    },
    {
      "expiry": "2026-10-30",
      "days_to_expiry": 14,
      "action": "sell",
      "candidates": [
        {
          "structure": "short_strangle",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "call",
              "strike": 799,
              "delta": 0.049,
              "bid": 0.3,
              "ask": 0.31
            },
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 726,
              "delta": -0.05,
              "bid": 0.63,
              "ask": 0.64
            }
          ],
          "mid_credit": 0.94
        },
        {
          "structure": "short_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 772,
              "delta": -0.463,
              "bid": 6.56,
              "ask": 6.6
            }
          ],
          "mid_credit": 6.58
        }
      ]
    },
    {
      "expiry": "2026-11-13",
      "days_to_expiry": 28,
      "action": "sell",
      "candidates": [
        {
          "structure": "short_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 740,
              "delta": -0.158,
              "bid": 3.04,
              "ask": 3.07
            }
          ],
          "mid_credit": 3.055
        },
        {
          "structure": "tail_hedged_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 754,
              "delta": -0.25,
              "bid": 4.89,
              "ask": 4.93
            },
            {
              "side": "buy",
              "quantity": 1,
              "type": "put",
              "strike": 700,
              "delta": -0.052,
              "bid": 1.1,
              "ask": 1.11
            }
          ],
          "mid_credit": 3.805
        },
        {
          "structure": "put_credit_spread",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 740,
              "delta": -0.158,
              "bid": 3.04,
              "ask": 3.07
            },
            {
              "side": "buy",
              "quantity": 1,
              "type": "put",
              "strike": 700,
              "delta": -0.052,
              "bid": 1.1,
              "ask": 1.11
            }
          ],
          "mid_credit": 1.95
        },
        {
          "structure": "put_bwb",
          "exit": "expiry",
          "legs": [
            {
              "side": "buy",
              "quantity": 1,
              "type": "put",
              "strike": 759,
              "delta": -0.296,
              "bid": 5.87,
              "ask": 5.91
            },
            {
              "side": "sell",
              "quantity": 2,
              "type": "put",
              "strike": 754,
              "delta": -0.25,
              "bid": 4.89,
              "ask": 4.93
            },
            {
              "side": "buy",
              "quantity": 1,
              "type": "put",
              "strike": 700,
              "delta": -0.052,
              "bid": 1.1,
              "ask": 1.11
            }
          ],
          "mid_credit": 2.825
        }
      ]
    }
  ],
  "quoted_at": "2026-10-16T13:35:00Z",
  "legs_indicative": false,
  "endpoint_version": "2026.09.30",
  "data_as_of": {
    "node": "f3",
    "equity_feed": null,
    "equity_options_feed": null,
    "index_feed": null,
    "index_options_feed": null,
    "futures_feed": null,
    "futures_options_feed": null,
    "flow_feed": null,
    "oi_feed": null,
    "macro_feed": null
  },
  "archive_as_of": {
    "node": "f3",
    "equity_feed": "2026-10-16T13:35:00Z",
    "equity_options_feed": "2026-10-16T13:35:00Z",
    "index_feed": null,
    "index_options_feed": null,
    "futures_feed": null,
    "futures_options_feed": null,
    "flow_feed": null,
    "oi_feed": "2026-10-15T20:00:00Z",
    "macro_feed": null
  }
}
