{"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":"NMRA","summary":{"name":"NMRA","price":0.5,"total_oi":16730,"call_oi":15882,"put_oi":848,"pc_ratio":0.053,"net_gex":624.27,"avg_iv":827.6,"iv_rank":80.7,"iv_52w_high":977.0,"iv_52w_low":201.42,"gamma_flip":0.5,"max_pain":1.0},"features":{"symbol":"NMRA","price":0.5,"total_oi":16730,"analysis_coverage":0.7778,"avg_iv_pct":827.6,"iv_rank":80.7,"iv_52w_high_pct":977.0,"iv_52w_low_pct":201.42,"front_dte":196,"front_atm_iv_pct":102.5118,"back_atm_iv_pct":102.5118,"term_premium_pp":0.0,"expected_move_front_pct":75.12,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":34.08,"risk_reversal_30d_pp":34.08,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.053,"put_call_oi_front_ratio":0.022,"put_call_volume_front_ratio":0.0,"option_volume":10,"volume_oi_ratio":0.000598,"net_delta_normalized":0.724379,"dealer_delta_normalized":-0.723729,"gex_per_100k_oi":3731.440526,"vanna_per_100k_oi":-848.774656,"charm_per_100k_oi":-79994.022714,"weekend_delta_shift_per_100k_oi":-239976.090855,"iv_surface_range_pp":null,"gamma_flip_distance_pct":0.0,"max_pain_distance_pct":100.0,"peak_call_distance_pct":100.0,"peak_put_distance_pct":900.0},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":1.62,"put_gex":-1.78,"net_gex":-0.15,"call_oi":32,"put_oi":6},{"strike":1.0,"call_gex":448.88,"put_gex":-0.47,"net_gex":448.41,"call_oi":2167,"put_oi":5},{"strike":1.5,"call_gex":46.34,"put_gex":-126.36,"net_gex":-80.03,"call_oi":386,"put_oi":779},{"strike":2.0,"call_gex":0.15,"put_gex":0.0,"net_gex":0.15,"call_oi":5611,"put_oi":15},{"strike":2.5,"call_gex":260.14,"put_gex":-4.61,"net_gex":255.53,"call_oi":3705,"put_oi":40},{"strike":5.0,"call_gex":0.08,"put_gex":-0.05,"net_gex":0.03,"call_oi":3086,"put_oi":1},{"strike":7.5,"call_gex":0.37,"put_gex":-0.05,"net_gex":0.33,"call_oi":895,"put_oi":2}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":902.5,"total_value":902.5},{"strike":1.0,"call_value":16.0,"put_value":481.5,"total_value":497.5},{"strike":1.5,"call_value":1115.5,"put_value":63.0,"total_value":1178.5},{"strike":2.0,"call_value":2408.0,"put_value":34.0,"total_value":2442.0},{"strike":2.5,"call_value":6506.0,"put_value":12.5,"total_value":6518.5},{"strike":5.0,"call_value":36258.5,"put_value":5.0,"total_value":36263.5},{"strike":7.5,"call_value":73726.0,"put_value":0,"total_value":73726.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"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":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":338.9,"strike":0.5},{"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":479.1,"strike":0.5},{"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":356.8,"strike":1.17},{"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":217.0,"strike":1.62}],"term_structure":[{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":1,"total_oi":2}],"expected_move":[{"expiration":"04/16/2027","dte":196,"expected_move_1std":75.12,"expected_move_2std":150.23,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":12670,"put_oi":274,"total_oi":12944,"pc_ratio":0.022,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2,"put_oi":0,"total_oi":2,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":3045,"put_oi":554,"total_oi":3599,"pc_ratio":0.182,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":151,"put_oi":5,"total_oi":156,"pc_ratio":0.033,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":3,"put_oi":15,"total_oi":18,"pc_ratio":5.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/19/2029","dte":840,"call_oi":11,"put_oi":0,"total_oi":11,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":2807.0,"put_delta_oi":-224.0,"dealer_delta":-2583.0,"call_oi":32,"put_oi":6},{"strike":1.0,"call_delta_oi":83309.0,"put_delta_oi":-487.0,"dealer_delta":-82822.0,"call_oi":2167,"put_oi":5},{"strike":1.5,"call_delta_oi":21675.0,"put_delta_oi":-51153.0,"dealer_delta":29478.0,"call_oi":386,"put_oi":779},{"strike":2.0,"call_delta_oi":561042.0,"put_delta_oi":0,"dealer_delta":-561042.0,"call_oi":5611,"put_oi":0},{"strike":2.5,"call_delta_oi":199415.0,"put_delta_oi":-3363.0,"dealer_delta":-196052.0,"call_oi":3705,"put_oi":40},{"strike":5.0,"call_delta_oi":308567.0,"put_delta_oi":-95.0,"dealer_delta":-308472.0,"call_oi":3086,"put_oi":1},{"strike":7.5,"call_delta_oi":89327.0,"put_delta_oi":-21.0,"dealer_delta":-89307.0,"call_oi":895,"put_oi":2}],"net_dealer_delta":-1210799.0,"total_call_delta":1266142.0,"total_put_delta":-55343.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":0.4999000132083893,"strikes":[{"strike":1.5,"moneyness":3.0006,"type":"put","iv":2.0039,"delta":-0.6848,"oi":533}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[{"expiration":"01/15/2027","dte":105,"risk_reversal":34.08,"put_25d_iv":200.39,"call_25d_iv":166.31,"put_25d_strike":1.5,"call_25d_strike":1.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":33.0,"put_vanna":0,"net_vanna":33.0,"call_oi":2161,"put_oi":0},{"strike":1.5,"call_vanna":-9.0,"put_vanna":-41.0,"net_vanna":-50.0,"call_oi":376,"put_oi":776},{"strike":2.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":5611,"put_oi":0},{"strike":2.5,"call_vanna":-124.0,"put_vanna":0,"net_vanna":-124.0,"call_oi":3695,"put_oi":0},{"strike":5.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":3086,"put_oi":0},{"strike":7.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":885,"put_oi":0}],"net_vanna":-142.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":-12863.0,"put_charm":0,"net_charm":-12863.0,"call_oi":2037,"put_oi":0},{"strike":1.5,"call_charm":0,"put_charm":3477.0,"net_charm":3477.0,"call_oi":0,"put_oi":243},{"strike":2.0,"call_charm":-899.0,"put_charm":0,"net_charm":-899.0,"call_oi":5611,"put_oi":0},{"strike":2.5,"call_charm":-2514.0,"put_charm":0,"net_charm":-2514.0,"call_oi":1558,"put_oi":0},{"strike":5.0,"call_charm":-432.0,"put_charm":0,"net_charm":-432.0,"call_oi":2568,"put_oi":0},{"strike":7.5,"call_charm":-152.0,"put_charm":0,"net_charm":-152.0,"call_oi":885,"put_oi":0}],"net_charm":-13383.0,"weekend_delta_shift":-40148.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1004958.0,"put_delta":-16890.0,"net_delta":988068.0,"call_oi":12670,"put_oi":274,"total_oi":12944,"total_volume":0,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":172.0,"put_delta":0,"net_delta":172.0,"call_oi":2,"put_oi":0,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":252152.0,"put_delta":-38258.0,"net_delta":213894.0,"call_oi":3045,"put_oi":554,"total_oi":3599,"total_volume":4,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":7584.0,"put_delta":-194.0,"net_delta":7389.0,"call_oi":151,"put_oi":5,"total_oi":156,"total_volume":1,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":176.0,"put_delta":0,"net_delta":176.0,"call_oi":3,"put_oi":0,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":1100.0,"put_delta":0,"net_delta":1100.0,"call_oi":11,"put_oi":0,"total_oi":11,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":32,"put_oi":6,"total_oi":38,"bias":"bullish"},{"strike":1.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":2167,"put_oi":5,"total_oi":2172,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":386,"put_oi":779,"total_oi":1165,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5611,"put_oi":15,"total_oi":5626,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3705,"put_oi":40,"total_oi":3745,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":3086,"put_oi":1,"total_oi":3087,"bias":"bearish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":895,"put_oi":2,"total_oi":897,"bias":"neutral"}],"underlying_price":0.4999000132083893,"peak_call_strike":1.0,"peak_put_strike":5.0,"total_call_volume":5,"total_put_volume":5,"volume_pc_ratio":1.0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":255.97},{"date":"2026-09-15","iv":269.58},{"date":"2026-09-16","iv":241.36},{"date":"2026-09-17","iv":234.42},{"date":"2026-09-18","iv":255.87},{"date":"2026-09-21","iv":201.42},{"date":"2026-09-22","iv":588.1},{"date":"2026-09-23","iv":339.7},{"date":"2026-09-24","iv":631.6},{"date":"2026-09-25","iv":531.8},{"date":"2026-09-28","iv":517.5},{"date":"2026-09-29","iv":927.0},{"date":"2026-09-30","iv":977.0},{"date":"2026-10-01","iv":929.4},{"date":"2026-10-02","iv":827.6}]}}