{"feed":"hoad_options_analytics","schema_version":1,"data_date":"2026-10-02","generated_at":"2026-10-02T20:59:41Z","source_file":"greeks_20261002.gzip","symbol":"NEXN","summary":{"name":"NEXN","price":8.81,"total_oi":181,"call_oi":151,"put_oi":30,"pc_ratio":0.199,"net_gex":1183.72,"avg_iv":78.1,"iv_rank":12.8,"iv_52w_high":145.32,"iv_52w_low":68.2,"gamma_flip":null,"max_pain":7.5},"features":{"symbol":"NEXN","price":8.81,"total_oi":181,"analysis_coverage":0.6667,"avg_iv_pct":78.1,"iv_rank":12.8,"iv_52w_high_pct":145.32,"iv_52w_low_pct":68.2,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.199,"put_call_oi_front_ratio":5.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.3085,"dealer_delta_normalized":-0.306851,"gex_per_100k_oi":653988.950276,"vanna_per_100k_oi":1657.458564,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":121.8,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-14.869467,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":28.53,"put_gex":0.0,"net_gex":28.53,"call_oi":11,"put_oi":0},{"strike":7.5,"call_gex":160.6,"put_gex":-165.71,"net_gex":-5.11,"call_oi":24,"put_oi":20},{"strike":10.0,"call_gex":1085.06,"put_gex":-121.58,"net_gex":963.48,"call_oi":86,"put_oi":10},{"strike":12.5,"call_gex":196.83,"put_gex":0.0,"net_gex":196.83,"call_oi":30,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":100.0,"total_value":100.0},{"strike":7.5,"call_value":27.5,"put_value":25.0,"total_value":52.5},{"strike":10.0,"call_value":115.0,"put_value":0.0,"total_value":115.0},{"strike":12.5,"call_value":417.5,"put_value":0,"total_value":417.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":182.7,"strike":7.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":92.9,"strike":6.25},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":77.7,"strike":10.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":58.5,"strike":10.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":61.7,"strike":10.83}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4,"put_oi":20,"total_oi":24,"pc_ratio":5.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":9,"put_oi":0,"total_oi":9,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":103,"put_oi":10,"total_oi":113,"pc_ratio":0.097,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":35,"put_oi":0,"total_oi":35,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":990.0,"put_delta_oi":0,"dealer_delta":-990.0,"call_oi":11,"put_oi":0},{"strike":7.5,"call_delta_oi":1696.0,"put_delta_oi":-520.0,"dealer_delta":-1176.0,"call_oi":23,"put_oi":20},{"strike":10.0,"call_delta_oi":3225.0,"put_delta_oi":-613.0,"dealer_delta":-2612.0,"call_oi":86,"put_oi":10},{"strike":12.5,"call_delta_oi":775.0,"put_delta_oi":0,"dealer_delta":-775.0,"call_oi":30,"put_oi":0}],"net_dealer_delta":-5554.0,"total_call_delta":6686.0,"total_put_delta":-1132.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3879,"put_delta":0,"call_gamma":0.156381,"put_gamma":0,"call_theta":-0.0065,"put_theta":0,"call_vega":0.0154,"put_vega":0,"call_oi":74,"put_oi":0}],"strikes":[10.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":74,"put_oi":0}],"net_vanna":3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":65.0,"put_delta":-520.0,"net_delta":-455.0,"call_oi":3,"put_oi":20,"total_oi":23,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":289.0,"put_delta":0,"net_delta":289.0,"call_oi":9,"put_oi":0,"total_oi":9,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":4097.0,"put_delta":-613.0,"net_delta":3484.0,"call_oi":103,"put_oi":10,"total_oi":113,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":2235.0,"put_delta":0,"net_delta":2235.0,"call_oi":35,"put_oi":0,"total_oi":35,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":20,"total_oi":44,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":86,"put_oi":10,"total_oi":96,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"}],"underlying_price":8.8100004196167,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.85,1.14],"y":[14,77,168],"z":[[182.72,null],[77.1,60.94],[74.01,null]],"levels":[60.9,73.1,85.3,97.5,109.7,121.8,134.0,146.2,158.4,170.5,182.7],"min_iv":60.9,"max_iv":182.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":98.49},{"date":"2026-09-15","iv":121.95},{"date":"2026-09-16","iv":145.32},{"date":"2026-09-17","iv":79.48},{"date":"2026-09-18","iv":113.27},{"date":"2026-09-21","iv":71.9},{"date":"2026-09-22","iv":82.0},{"date":"2026-09-23","iv":89.0},{"date":"2026-09-24","iv":72.9},{"date":"2026-09-25","iv":86.0},{"date":"2026-09-28","iv":75.0},{"date":"2026-09-29","iv":68.2},{"date":"2026-09-30","iv":70.9},{"date":"2026-10-01","iv":72.1},{"date":"2026-10-02","iv":78.1}]}}