ThetaOwl

NMR

Nomura Holdings IncFinancial Services
$8.06
Neutral
Mkt Cap: $23.58B|Float: 2.76B|SI: 0.1%|DTC: 0.9
Data as of market close Apr 2, 2026
IV Rank
92
IV Pctl
67%
HV 20d
31.9%
52W Range
$5-$10
ATR(14)
$0.21
Exp. Move
±8.7%
P/C Ratio
0.44
Earnings
Apr 24
GEX Positive
DEX Long
Net Put Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

NMR Key Options Data

IV Rank
92%
Total GEX
$0.00B
Total DEX
$0.1M
Max Pain
$5.00
Expected Move
±8.7%
Put/Call OI
0.44
Net Premium
$-0.0M
Spot Price
$8.06

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$0.70±8.7%$7.36$8.76
2026-07-17106±$0.97±12.1%$7.09$9.04
2026-10-16197±$2.50±31.0%$5.56$10.56

Explore NMR options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.