NMR Options Chain Analysis

As of previous close (2026-09-02) · OPRA historical data

Spot $10.02 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.22

966 P / 4k C

Put/Call (Volume)

0.00

0 P / 5 C that session

30d ATM IV

45%

annualized implied move

Call wall

$12.5

57 contracts

Put wall

$10

662 contracts

Tail hedging

5.2×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.22 puts per call outstanding.
●Call wall at $12.5 (57 contracts), 25% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $10 (662 contracts), 0% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 5.2× deep-OTM call OI — an institutional hedging ladder sits under this stock.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-09-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-09-18	20	29	1.45	0
2026-10-16	4k	657	0.16	2
2027-01-15	161	279	1.73	0
2027-04-16	6	1	0.17	3

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.