{"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":"NMFC","summary":{"name":"NMFC","price":6.94,"total_oi":3607,"call_oi":3300,"put_oi":307,"pc_ratio":0.093,"net_gex":30315.28,"avg_iv":210.6,"iv_rank":100.0,"iv_52w_high":210.6,"iv_52w_low":73.0,"gamma_flip":5.01,"max_pain":7.5},"features":{"symbol":"NMFC","price":6.94,"total_oi":3607,"analysis_coverage":0.8333,"avg_iv_pct":210.6,"iv_rank":100.0,"iv_52w_high_pct":210.6,"iv_52w_low_pct":73.0,"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":-230.71,"risk_reversal_30d_pp":-230.71,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.093,"put_call_oi_front_ratio":0.229,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.430507,"dealer_delta_normalized":-0.430505,"gex_per_100k_oi":840456.889382,"vanna_per_100k_oi":2689.215414,"charm_per_100k_oi":-3258913.224286,"weekend_delta_shift_per_100k_oi":-9776739.672858,"iv_surface_range_pp":246.9,"gamma_flip_distance_pct":-27.809798,"max_pain_distance_pct":8.069164,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":10.94,"put_gex":-103.94,"net_gex":-93.0,"call_oi":3,"put_oi":29},{"strike":7.5,"call_gex":34080.65,"put_gex":-4815.07,"net_gex":29265.58,"call_oi":2292,"put_oi":263},{"strike":10.0,"call_gex":1202.29,"put_gex":-59.59,"net_gex":1142.7,"call_oi":1005,"put_oi":15}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":732.5,"total_value":732.5},{"strike":7.5,"call_value":7.5,"put_value":37.5,"total_value":45.0},{"strike":10.0,"call_value":5745.0,"put_value":0,"total_value":5745.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":274.2,"strike":5.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":91.0,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"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":237.9,"strike":7.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":35.2,"strike":7.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":27.5,"strike":7.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":178.5,"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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":57.9,"strike":10.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":1,"total_oi":196},{"expiration":"11/20/2026","dte":49,"iv":0.4699,"contract_count":2,"total_oi":32},{"expiration":"01/15/2027","dte":105,"iv":0.0162,"contract_count":2,"total_oi":1541},{"expiration":"04/16/2027","dte":196,"iv":1.0,"contract_count":1,"total_oi":9}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1017,"put_oi":233,"total_oi":1250,"pc_ratio":0.229,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":30,"total_oi":33,"pc_ratio":10.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":2278,"put_oi":34,"total_oi":2312,"pc_ratio":0.015,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":2,"put_oi":10,"total_oi":12,"pc_ratio":5.0,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":276.0,"put_delta_oi":-537.0,"dealer_delta":261.0,"call_oi":3,"put_oi":29},{"strike":7.5,"call_delta_oi":95578.0,"put_delta_oi":-22557.0,"dealer_delta":-73021.0,"call_oi":2292,"put_oi":263},{"strike":10.0,"call_delta_oi":83872.0,"put_delta_oi":-1348.0,"dealer_delta":-82524.0,"call_oi":1005,"put_oi":15}],"net_dealer_delta":-155283.0,"total_call_delta":179725.0,"total_put_delta":-24442.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":6.940000057220459,"strikes":[{"strike":7.5,"moneyness":1.0807,"type":"call","iv":0.2185,"delta":0.3074,"oi":1513}]},{"expiration":"10/16/2026","underlying_price":6.940000057220459,"strikes":[{"strike":7.5,"moneyness":1.0807,"type":"put","iv":0.2723,"delta":-0.9272,"oi":196},{"strike":10.0,"moneyness":1.4409,"type":"call","iv":2.5794,"delta":0.3072,"oi":240}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.6306,"put_delta":-0.9272,"call_gamma":0.064243,"put_gamma":0.388178,"call_theta":-0.0855,"put_theta":-0.0011,"call_vega":0.0049,"put_vega":0.0018,"call_oi":777,"put_oi":196}],"strikes":[7.5],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-230.71,"put_25d_iv":27.23,"call_25d_iv":257.94,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":95.0,"put_vanna":-4.0,"net_vanna":91.0,"call_oi":2290,"put_oi":196},{"strike":10.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":1005,"put_oi":0}],"net_vanna":97.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":-109251.0,"put_charm":514.0,"net_charm":-108737.0,"call_oi":777,"put_oi":196},{"strike":10.0,"call_charm":-8812.0,"put_charm":0,"net_charm":-8812.0,"call_oi":240,"put_oi":0}],"net_charm":-117549.0,"weekend_delta_shift":-352647.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":56367.0,"put_delta":-19484.0,"net_delta":36883.0,"call_oi":1017,"put_oi":233,"total_oi":1250,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":157.0,"put_delta":-2222.0,"net_delta":-2064.0,"call_oi":3,"put_oi":30,"total_oi":33,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":123014.0,"put_delta":-2213.0,"net_delta":120800.0,"call_oi":2278,"put_oi":34,"total_oi":2312,"total_volume":0,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":188.0,"put_delta":-524.0,"net_delta":-335.0,"call_oi":2,"put_oi":10,"total_oi":12,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":29,"total_oi":32,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2292,"put_oi":263,"total_oi":2555,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1005,"put_oi":15,"total_oi":1020,"bias":"neutral"}],"underlying_price":6.940000057220459,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.72,1.08],"y":[14,49,105],"z":[[274.15,27.23],[null,28.51],[null,27.5]],"levels":[27.2,51.9,76.6,101.3,126.0,150.7,175.4,200.1,224.8,249.5,274.2],"min_iv":27.2,"max_iv":274.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":139.46},{"date":"2026-09-15","iv":133.45},{"date":"2026-09-16","iv":93.16},{"date":"2026-09-17","iv":90.03},{"date":"2026-09-18","iv":87.08},{"date":"2026-09-21","iv":80.38},{"date":"2026-09-22","iv":173.9},{"date":"2026-09-23","iv":93.8},{"date":"2026-09-24","iv":79.6},{"date":"2026-09-25","iv":73.0},{"date":"2026-09-28","iv":97.0},{"date":"2026-09-29","iv":189.5},{"date":"2026-09-30","iv":75.8},{"date":"2026-10-01","iv":94.0},{"date":"2026-10-02","iv":210.6}]}}