{"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":"NMRK","summary":{"name":"NMRK","price":12.65,"total_oi":1117,"call_oi":249,"put_oi":868,"pc_ratio":3.486,"net_gex":-8083.26,"avg_iv":61.7,"iv_rank":7.5,"iv_52w_high":132.85,"iv_52w_low":55.94,"gamma_flip":null,"max_pain":17.5},"features":{"symbol":"NMRK","price":12.65,"total_oi":1117,"analysis_coverage":0.8889,"avg_iv_pct":61.7,"iv_rank":7.5,"iv_52w_high_pct":132.85,"iv_52w_low_pct":55.94,"front_dte":14,"front_atm_iv_pct":45.6989,"back_atm_iv_pct":43.1524,"term_premium_pp":2.5465,"expected_move_front_pct":8.95,"straddle_front_pct":15.61,"straddle_30d_pct":15.61,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":3.486,"put_call_oi_front_ratio":0.298,"put_call_volume_front_ratio":0.0,"option_volume":16,"volume_oi_ratio":0.014324,"net_delta_normalized":-0.508519,"dealer_delta_normalized":0.507153,"gex_per_100k_oi":-723658.012534,"vanna_per_100k_oi":-4028.648165,"charm_per_100k_oi":-20590.868397,"weekend_delta_shift_per_100k_oi":-61683.079678,"iv_surface_range_pp":25.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":38.339921,"peak_call_distance_pct":-1.185771,"peak_put_distance_pct":-1.185771},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":1.77,"put_gex":0.0,"net_gex":1.77,"call_oi":1,"put_oi":0},{"strike":7.5,"call_gex":25.41,"put_gex":-101.74,"net_gex":-76.33,"call_oi":9,"put_oi":24},{"strike":10.0,"call_gex":74.88,"put_gex":-82.89,"net_gex":-8.01,"call_oi":7,"put_oi":8},{"strike":12.5,"call_gex":1858.13,"put_gex":-4555.75,"net_gex":-2697.62,"call_oi":85,"put_oi":148},{"strike":15.0,"call_gex":1825.33,"put_gex":-491.08,"net_gex":1334.25,"call_oi":104,"put_oi":30},{"strike":17.5,"call_gex":338.05,"put_gex":-7075.23,"net_gex":-6737.19,"call_oi":31,"put_oi":658},{"strike":20.0,"call_gex":99.88,"put_gex":0.0,"net_gex":99.88,"call_oi":12,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":9735.0,"total_value":9735.0},{"strike":7.5,"call_value":2.5,"put_value":7565.0,"total_value":7567.5},{"strike":10.0,"call_value":27.5,"put_value":5455.0,"total_value":5482.5},{"strike":12.5,"call_value":70.0,"put_value":3365.0,"total_value":3435.0},{"strike":15.0,"call_value":325.0,"put_value":1645.0,"total_value":1970.0},{"strike":17.5,"call_value":840.0,"put_value":0.0,"total_value":840.0},{"strike":20.0,"call_value":1432.5,"put_value":0,"total_value":1432.5}],"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":106.3,"strike":8.0},{"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":45.7,"strike":12.5},{"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":43.2,"strike":12.5},{"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":67.4,"strike":15.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":59.3,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":61.8,"strike":17.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3595,"contract_count":2,"total_oi":33},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":142},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":2,"total_oi":58}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.95,"expected_move_2std":17.9,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":19.82,"expected_move_2std":39.65,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":34.08,"expected_move_2std":68.17,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":84,"put_oi":25,"total_oi":109,"pc_ratio":0.298,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":65,"put_oi":831,"total_oi":896,"pc_ratio":12.785,"pc_ratio_volume":5.0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":99,"put_oi":12,"total_oi":111,"pc_ratio":0.121,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":95.0,"put_delta_oi":0,"dealer_delta":-95.0,"call_oi":1,"put_oi":0},{"strike":7.5,"call_delta_oi":534.0,"put_delta_oi":-260.0,"dealer_delta":-274.0,"call_oi":6,"put_oi":24},{"strike":10.0,"call_delta_oi":586.0,"put_delta_oi":-136.0,"dealer_delta":-450.0,"call_oi":7,"put_oi":8},{"strike":12.5,"call_delta_oi":5047.0,"put_delta_oi":-6194.0,"dealer_delta":1146.0,"call_oi":85,"put_oi":148},{"strike":15.0,"call_delta_oi":1731.0,"put_delta_oi":-1999.0,"dealer_delta":268.0,"call_oi":104,"put_oi":30},{"strike":17.5,"call_delta_oi":489.0,"put_delta_oi":-56766.0,"dealer_delta":56277.0,"call_oi":31,"put_oi":658},{"strike":20.0,"call_delta_oi":224.0,"put_delta_oi":0,"dealer_delta":-224.0,"call_oi":12,"put_oi":0}],"net_dealer_delta":56649.0,"total_call_delta":8707.0,"total_put_delta":-65356.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":12.649999618530273,"strikes":[{"strike":12.5,"moneyness":0.9881,"type":"put","iv":0.4061,"delta":-0.4189,"oi":116},{"strike":17.5,"moneyness":1.3834,"type":"put","iv":0.5663,"delta":-0.8627,"oi":658}]}],"greeks_heatmap":{"data":[{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1031,"put_delta":0,"call_gamma":0.111513,"put_gamma":0,"call_theta":-0.0112,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":76,"put_oi":0},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4189,"call_gamma":0,"put_gamma":0.166649,"call_theta":0,"put_theta":-0.0053,"call_vega":0,"put_vega":0.0226,"call_oi":0,"put_oi":116}],"strikes":[12.5,15.0],"dtes":[14,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":12.5,"call_vanna":-3.0,"put_vanna":3.0,"net_vanna":1.0,"call_oi":51,"put_oi":116},{"strike":15.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":76,"put_oi":0},{"strike":17.5,"call_vanna":0,"put_vanna":-48.0,"net_vanna":-48.0,"call_oi":0,"put_oi":658}],"net_vanna":-45.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":15.0,"call_charm":-230.0,"put_charm":0,"net_charm":-230.0,"call_oi":76,"put_oi":0}],"net_charm":-230.0,"weekend_delta_shift":-689.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1248.0,"put_delta":-1058.0,"net_delta":190.0,"call_oi":84,"put_oi":25,"total_oi":109,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":25.0,"put_delta":0,"net_delta":25.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":3103.0,"put_delta":-63783.0,"net_delta":-60680.0,"call_oi":65,"put_oi":831,"total_oi":896,"total_volume":12,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":4330.0,"put_delta":-515.0,"net_delta":3816.0,"call_oi":96,"put_oi":12,"total_oi":108,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":12.5,"straddle_price":1.97,"straddle_pct":15.61,"implied_move":15.61,"avg_iv":43.2}],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":24,"total_oi":33,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":8,"total_oi":15,"bias":"neutral"},{"strike":12.5,"call_volume":5,"put_volume":10,"total_volume":15,"call_oi":85,"put_oi":148,"total_oi":233,"bias":"bearish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":104,"put_oi":30,"total_oi":134,"bias":"neutral"},{"strike":17.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":31,"put_oi":658,"total_oi":689,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"}],"underlying_price":12.649999618530273,"peak_call_strike":12.5,"peak_put_strike":12.5,"total_call_volume":6,"total_put_volume":10,"volume_pc_ratio":1.667},"iv_contours":{"x":[0.99,1.19],"y":[14,77,168],"z":[[48.06,67.39],[43.16,62.0],[48.49,41.97]],"levels":[42.0,44.5,47.1,49.6,52.1,54.7,57.2,59.8,62.3,64.8,67.4],"min_iv":42.0,"max_iv":67.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":132.85},{"date":"2026-09-15","iv":116.87},{"date":"2026-09-16","iv":121.06},{"date":"2026-09-17","iv":68.06},{"date":"2026-09-18","iv":55.94},{"date":"2026-09-21","iv":58.83},{"date":"2026-09-22","iv":59.8},{"date":"2026-09-23","iv":65.3},{"date":"2026-09-24","iv":74.9},{"date":"2026-09-25","iv":68.3},{"date":"2026-09-28","iv":69.5},{"date":"2026-09-29","iv":89.8},{"date":"2026-09-30","iv":64.6},{"date":"2026-10-01","iv":56.2},{"date":"2026-10-02","iv":61.7}]}}