{"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":"NNOX","summary":{"name":"NNOX","price":0.64,"total_oi":41870,"call_oi":39454,"put_oi":2416,"pc_ratio":0.061,"net_gex":3787.76,"avg_iv":535.1,"iv_rank":76.8,"iv_52w_high":636.9,"iv_52w_low":198.79,"gamma_flip":null,"max_pain":1.0},"features":{"symbol":"NNOX","price":0.64,"total_oi":41870,"analysis_coverage":0.7222,"avg_iv_pct":535.1,"iv_rank":76.8,"iv_52w_high_pct":636.9,"iv_52w_low_pct":198.79,"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":112.68,"risk_reversal_30d_pp":112.68,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.061,"put_call_oi_front_ratio":0.071,"put_call_volume_front_ratio":0.5,"option_volume":50,"volume_oi_ratio":0.001194,"net_delta_normalized":0.51851,"dealer_delta_normalized":-0.512058,"gex_per_100k_oi":9046.477191,"vanna_per_100k_oi":1213.279198,"charm_per_100k_oi":-38824.934321,"weekend_delta_shift_per_100k_oi":-116474.802962,"iv_surface_range_pp":62.2,"gamma_flip_distance_pct":null,"max_pain_distance_pct":56.25,"peak_call_distance_pct":-21.875,"peak_put_distance_pct":56.25},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":200.29,"put_gex":0.0,"net_gex":200.29,"call_oi":659,"put_oi":521},{"strike":1.0,"call_gex":868.54,"put_gex":-32.3,"net_gex":836.24,"call_oi":3530,"put_oi":101},{"strike":1.5,"call_gex":101.77,"put_gex":-144.5,"net_gex":-42.72,"call_oi":1248,"put_oi":591},{"strike":2.0,"call_gex":254.07,"put_gex":-42.6,"net_gex":211.47,"call_oi":1413,"put_oi":239},{"strike":2.5,"call_gex":1023.29,"put_gex":-118.45,"net_gex":904.84,"call_oi":6721,"put_oi":689},{"strike":5.0,"call_gex":1445.03,"put_gex":-36.31,"net_gex":1408.71,"call_oi":11381,"put_oi":273},{"strike":7.5,"call_gex":0.05,"put_gex":-0.12,"net_gex":-0.07,"call_oi":1942,"put_oi":1},{"strike":10.0,"call_gex":0.23,"put_gex":0.0,"net_gex":0.23,"call_oi":8753,"put_oi":0},{"strike":12.5,"call_gex":155.36,"put_gex":-0.11,"net_gex":155.25,"call_oi":1469,"put_oi":1},{"strike":15.0,"call_gex":27.96,"put_gex":0.0,"net_gex":27.96,"call_oi":400,"put_oi":0},{"strike":17.5,"call_gex":5.38,"put_gex":0.0,"net_gex":5.38,"call_oi":78,"put_oi":0},{"strike":20.0,"call_gex":80.18,"put_gex":0.0,"net_gex":80.18,"call_oi":1860,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":3625.5,"total_value":3625.5},{"strike":1.0,"call_value":329.5,"put_value":2678.0,"total_value":3007.5},{"strike":1.5,"call_value":2424.0,"put_value":1781.0,"total_value":4205.0},{"strike":2.0,"call_value":5142.5,"put_value":1179.5,"total_value":6322.0},{"strike":2.5,"call_value":8567.5,"put_value":697.5,"total_value":9265.0},{"strike":5.0,"call_value":42495.0,"put_value":10.0,"total_value":42505.0},{"strike":7.5,"call_value":104875.0,"put_value":5.0,"total_value":104880.0},{"strike":10.0,"call_value":172110.0,"put_value":2.5,"total_value":172112.5},{"strike":12.5,"call_value":261227.5,"put_value":0.0,"total_value":261227.5},{"strike":15.0,"call_value":354017.5,"put_value":0.0,"total_value":354017.5},{"strike":17.5,"call_value":447807.5,"put_value":0.0,"total_value":447807.5},{"strike":20.0,"call_value":541792.5,"put_value":0,"total_value":541792.5}],"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":401.6,"strike":0.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":42.2,"strike":0.5},{"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":228.9,"strike":1.25},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":182.6,"strike":1.88},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":219.4,"strike":4.58}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":590,"put_oi":42,"total_oi":632,"pc_ratio":0.071,"pc_ratio_volume":0.5,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":802,"put_oi":29,"total_oi":831,"pc_ratio":0.036,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":35825,"put_oi":1702,"total_oi":37527,"pc_ratio":0.048,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":1997,"put_oi":560,"total_oi":2557,"pc_ratio":0.28,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":240,"put_oi":83,"total_oi":323,"pc_ratio":0.346,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":56699.0,"put_delta_oi":0,"dealer_delta":-56699.0,"call_oi":659,"put_oi":0},{"strike":1.0,"call_delta_oi":197956.0,"put_delta_oi":-9111.0,"dealer_delta":-188845.0,"call_oi":3530,"put_oi":101},{"strike":1.5,"call_delta_oi":92036.0,"put_delta_oi":-48578.0,"dealer_delta":-43459.0,"call_oi":1248,"put_oi":591},{"strike":2.0,"call_delta_oi":20665.0,"put_delta_oi":-20773.0,"dealer_delta":109.0,"call_oi":1413,"put_oi":239},{"strike":2.5,"call_delta_oi":90846.0,"put_delta_oi":-56540.0,"dealer_delta":-34305.0,"call_oi":6721,"put_oi":689},{"strike":5.0,"call_delta_oi":552489.0,"put_delta_oi":-21635.0,"dealer_delta":-530854.0,"call_oi":11381,"put_oi":273},{"strike":7.5,"call_delta_oi":194184.0,"put_delta_oi":-73.0,"dealer_delta":-194110.0,"call_oi":1942,"put_oi":1},{"strike":10.0,"call_delta_oi":875226.0,"put_delta_oi":0,"dealer_delta":-875226.0,"call_oi":8753,"put_oi":0},{"strike":12.5,"call_delta_oi":32535.0,"put_delta_oi":-63.0,"dealer_delta":-32473.0,"call_oi":1469,"put_oi":1},{"strike":15.0,"call_delta_oi":28350.0,"put_delta_oi":0,"dealer_delta":-28350.0,"call_oi":400,"put_oi":0},{"strike":17.5,"call_delta_oi":5514.0,"put_delta_oi":0,"dealer_delta":-5514.0,"call_oi":78,"put_oi":0},{"strike":20.0,"call_delta_oi":154261.0,"put_delta_oi":0,"dealer_delta":-154261.0,"call_oi":1860,"put_oi":0}],"net_dealer_delta":-2143987.0,"total_call_delta":2300761.0,"total_put_delta":-156773.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":0.635699987411499,"strikes":[{"strike":0.5,"moneyness":0.7865,"type":"call","iv":0.4218,"delta":0.8912,"oi":261},{"strike":1.0,"moneyness":1.5731,"type":"call","iv":1.4165,"delta":0.4188,"oi":1246},{"strike":1.5,"moneyness":2.3596,"type":"put","iv":1.2317,"delta":-0.8311,"oi":472},{"strike":2.0,"moneyness":3.1461,"type":"call","iv":1.4357,"delta":0.1364,"oi":1391},{"strike":2.0,"moneyness":3.1461,"type":"put","iv":1.4231,"delta":-0.8672,"oi":229},{"strike":2.5,"moneyness":3.9327,"type":"call","iv":1.6163,"delta":0.1268,"oi":6578},{"strike":2.5,"moneyness":3.9327,"type":"put","iv":1.8138,"delta":-0.8206,"oi":689},{"strike":5.0,"moneyness":7.8653,"type":"put","iv":2.5625,"delta":-0.7925,"oi":273}]},{"expiration":"02/19/2027","underlying_price":0.635699987411499,"strikes":[{"strike":0.5,"moneyness":0.7865,"type":"call","iv":1.0441,"delta":0.7642,"oi":168},{"strike":1.0,"moneyness":1.5731,"type":"call","iv":1.2208,"delta":0.4195,"oi":1327}]},{"expiration":"05/21/2027","underlying_price":0.635699987411499,"strikes":[{"strike":0.5,"moneyness":0.7865,"type":"call","iv":2.9299,"delta":0.8993,"oi":220}]},{"expiration":"11/20/2026","underlying_price":0.635699987411499,"strikes":[{"strike":1.5,"moneyness":2.3596,"type":"call","iv":1.7551,"delta":0.1534,"oi":251}]}],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[{"expiration":"01/15/2027","dte":105,"risk_reversal":112.68,"put_25d_iv":256.25,"call_25d_iv":143.57,"put_25d_strike":5.0,"call_25d_strike":2.0,"skew":"put_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":-196.07,"put_25d_iv":96.93,"call_25d_iv":292.99,"put_25d_strike":1.5,"call_25d_strike":0.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-62.0,"put_vanna":0,"net_vanna":-62.0,"call_oi":649,"put_oi":0},{"strike":1.0,"call_vanna":79.0,"put_vanna":0,"net_vanna":79.0,"call_oi":3520,"put_oi":0},{"strike":1.5,"call_vanna":-25.0,"put_vanna":-53.0,"net_vanna":-78.0,"call_oi":1225,"put_oi":555},{"strike":2.0,"call_vanna":118.0,"put_vanna":-19.0,"net_vanna":99.0,"call_oi":1391,"put_oi":229},{"strike":2.5,"call_vanna":539.0,"put_vanna":-62.0,"net_vanna":477.0,"call_oi":6721,"put_oi":689},{"strike":5.0,"call_vanna":91.0,"put_vanna":-24.0,"net_vanna":67.0,"call_oi":11381,"put_oi":273},{"strike":7.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":1941,"put_oi":0},{"strike":10.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":8753,"put_oi":0},{"strike":12.5,"call_vanna":130.0,"put_vanna":0,"net_vanna":130.0,"call_oi":1469,"put_oi":0},{"strike":15.0,"call_vanna":-31.0,"put_vanna":0,"net_vanna":-31.0,"call_oi":400,"put_oi":0},{"strike":17.5,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":78,"put_oi":0},{"strike":20.0,"call_vanna":-166.0,"put_vanna":0,"net_vanna":-166.0,"call_oi":1860,"put_oi":0}],"net_vanna":508.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":-16220.0,"put_charm":0,"net_charm":-16220.0,"call_oi":947,"put_oi":0},{"strike":1.5,"call_charm":-29.0,"put_charm":0,"net_charm":-29.0,"call_oi":251,"put_oi":0},{"strike":2.5,"call_charm":-6.0,"put_charm":0,"net_charm":-6.0,"call_oi":51,"put_oi":0},{"strike":5.0,"call_charm":-1.0,"put_charm":0,"net_charm":-1.0,"call_oi":99,"put_oi":0}],"net_charm":-16256.0,"weekend_delta_shift":-48768.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":52480.0,"put_delta":-3882.0,"net_delta":48598.0,"call_oi":590,"put_oi":40,"total_oi":630,"total_volume":3,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":53909.0,"put_delta":-2039.0,"net_delta":51870.0,"call_oi":802,"put_oi":22,"total_oi":824,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":2066962.0,"put_delta":-139838.0,"net_delta":1927124.0,"call_oi":35825,"put_oi":1693,"total_oi":37518,"total_volume":1,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":106294.0,"put_delta":-4732.0,"net_delta":101562.0,"call_oi":1997,"put_oi":57,"total_oi":2054,"total_volume":8,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":21114.0,"put_delta":-6282.0,"net_delta":14833.0,"call_oi":240,"put_oi":83,"total_oi":323,"total_volume":38,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":39,"put_volume":0,"total_volume":39,"call_oi":659,"put_oi":521,"total_oi":1180,"bias":"bullish"},{"strike":1.0,"call_volume":9,"put_volume":1,"total_volume":10,"call_oi":3530,"put_oi":101,"total_oi":3631,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1248,"put_oi":591,"total_oi":1839,"bias":"neutral"},{"strike":2.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1413,"put_oi":239,"total_oi":1652,"bias":"bullish"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6721,"put_oi":689,"total_oi":7410,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11381,"put_oi":273,"total_oi":11654,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1942,"put_oi":1,"total_oi":1943,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8753,"put_oi":0,"total_oi":8753,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1469,"put_oi":1,"total_oi":1470,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":400,"put_oi":0,"total_oi":400,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":78,"put_oi":0,"total_oi":78,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1860,"put_oi":0,"total_oi":1860,"bias":"neutral"}],"underlying_price":0.635699987411499,"peak_call_strike":0.5,"peak_put_strike":1.0,"total_call_volume":49,"total_put_volume":1,"volume_pc_ratio":0.02},"iv_contours":{"x":[0.79],"y":[105,140],"z":[[42.18],[104.41]],"levels":[42.2,48.4,54.6,60.8,67.1,73.3,79.5,85.7,92.0,98.2,104.4],"min_iv":42.2,"max_iv":104.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":210.87},{"date":"2026-09-15","iv":198.79},{"date":"2026-09-16","iv":224.05},{"date":"2026-09-17","iv":206.24},{"date":"2026-09-18","iv":210.25},{"date":"2026-09-21","iv":211.2},{"date":"2026-09-22","iv":346.0},{"date":"2026-09-23","iv":441.9},{"date":"2026-09-24","iv":474.3},{"date":"2026-09-25","iv":500.8},{"date":"2026-09-28","iv":303.5},{"date":"2026-09-29","iv":442.1},{"date":"2026-09-30","iv":574.7},{"date":"2026-10-01","iv":636.9},{"date":"2026-10-02","iv":535.1}]}}