{"timestamp": "2026-10-23 11:17:52", "data": {"options": [{"option": "ORMP261120C00002500", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 1.0, "iv": 2.279, "open_interest": 88.0, "volume": 0.0, "delta": 0.9468, "gamma": 0.0792, "vega": 0.0014, "theta": -0.0025, "rho": 0.0019, "theo": 1.7034, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 2.3, "last_trade_time": "2026-09-30T13:00:48", "percent_change": 0.0, "prev_day_close": 1.89999997615814}, {"option": "ORMP261120P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 2.15, "ask_size": 1.0, "iv": 5.3317, "open_interest": 3.0, "volume": 0.0, "delta": -0.0623, "gamma": 0.0796, "vega": 0.0014, "theta": -0.0032, "rho": -0.0002, "theo": 0.0476, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.25, "last_trade_time": "2026-04-29T09:30:01", "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "ORMP261120C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.05, "ask_size": 60.0, "iv": 0.4806, "open_interest": 345.0, "volume": 0.0, "delta": 0.1864, "gamma": 0.354, "vega": 0.0031, "theta": -0.0034, "rho": 0.0006, "theo": 0.0697, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-10-21T12:06:07", "percent_change": 0.0, "prev_day_close": 0.025000000372529}, {"option": "ORMP261120P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 3.1, "ask_size": 136.0, "iv": 2.1319, "open_interest": 10.0, "volume": 0.0, "delta": -0.849, "gamma": 0.3842, "vega": 0.0026, "theta": -0.0034, "rho": -0.0017, "theo": 0.923, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.16, "last_trade_time": "2026-10-09T10:36:35", "percent_change": 0.0, "prev_day_close": 1.54999995231628}, {"option": "ORMP261120C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 0.1, "ask_size": 1.0, "iv": 1.323, "open_interest": 27.0, "volume": 0.0, "delta": 0.0432, "gamma": 0.071, "vega": 0.0011, "theta": -0.0019, "rho": 0.0001, "theo": 0.0195, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.07, "last_trade_time": "2026-09-04T12:00:20", "percent_change": 0.0, "prev_day_close": 0.0500000007450581}, {"option": "ORMP261120P00007500", "bid": 1.25, "bid_size": 67.0, "ask": 5.5, "ask_size": 135.0, "iv": 0.0, "open_interest": 4.0, "volume": 0.0, "delta": -0.9918, "gamma": 0.0698, "vega": 0.0002, "theta": -0.0025, "rho": 0.0, "theo": 3.39, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.48, "last_trade_time": "2026-05-12T14:05:18", "percent_change": 0.0, "prev_day_close": 3.375}, {"option": "ORMP261120C00010000", "bid": 0.0, "bid_size": 0.0, "ask": 2.15, "ask_size": 1.0, "iv": 4.534, "open_interest": 0.0, "volume": 0.0, "delta": 0.0219, "gamma": 0.032, "vega": 0.0006, "theta": -0.0014, "rho": 0.0001, "theo": 0.011, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "ORMP261120P00010000", "bid": 3.8, "bid_size": 67.0, "ask": 8.0, "ask_size": 135.0, "iv": 1.7166, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0048, "rho": 0.0, "theo": 5.89, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.89999997615814}, {"option": "ORMP261218C00002500", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 143.0, "iv": 1.8132, "open_interest": 0.0, "volume": 0.0, "delta": 0.9347, "gamma": 0.0957, "vega": 0.0019, "theta": -0.0014, "rho": 0.0017, "theo": 1.6402, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.89999997615814}, {"option": "ORMP261218P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 2.15, "ask_size": 1.0, "iv": 3.7832, "open_interest": 0.0, "volume": 0.0, "delta": -0.069, "gamma": 0.0847, "vega": 0.0022, "theta": -0.0018, "rho": -0.0006, "theo": 0.0549, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "ORMP261218C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 1.8, "ask_size": 460.0, "iv": 1.8836, "open_interest": 1.0, "volume": 0.0, "delta": 0.226, "gamma": 0.31, "vega": 0.0049, "theta": -0.0025, "rho": 0.0012, "theo": 0.1115, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.24, "last_trade_time": "2026-10-20T13:53:50", "percent_change": 0.0, "prev_day_close": 0.899999976158142}, {"option": "ORMP261218P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 3.2, "ask_size": 136.0, "iv": 1.548, "open_interest": 0.0, "volume": 0.0, "delta": -0.7603, "gamma": 0.3068, "vega": 0.0048, "theta": -0.0021, "rho": -0.0068, "theo": 1.0274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.60000002384186}, {"option": "ORMP261218C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 2.15, "ask_size": 1.0, "iv": 2.8741, "open_interest": 0.0, "volume": 0.0, "delta": 0.1005, "gamma": 0.1034, "vega": 0.0028, "theta": -0.0025, "rho": 0.0005, "theo": 0.0666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "ORMP261218P00007500", "bid": 1.4, "bid_size": 76.0, "ask": 5.5, "ask_size": 136.0, "iv": 0.9715, "open_interest": 0.0, "volume": 0.0, "delta": -0.8871, "gamma": 0.106, "vega": 0.0029, "theta": -0.0012, "rho": -0.0088, "theo": 3.4671, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.44999998807907}, {"option": "ORMP270219C00002500", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 178.0, "iv": 0.9622, "open_interest": 10.0, "volume": 0.0, "delta": 0.9034, "gamma": 0.0807, "vega": 0.0048, "theta": -0.0017, "rho": 0.006, "theo": 1.9453, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.5, "last_trade_time": "2026-08-07T10:44:24", "percent_change": 0.0, "prev_day_close": 1.89999997615814}, {"option": "ORMP270219P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 2.15, "ask_size": 271.0, "iv": 2.6696, "open_interest": 5.0, "volume": 0.0, "delta": -0.1222, "gamma": 0.0819, "vega": 0.0048, "theta": -0.0021, "rho": -0.0021, "theo": 0.1994, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.14, "last_trade_time": "2026-07-02T14:24:31", "percent_change": 0.0, "prev_day_close": 1.07500004768372}, {"option": "ORMP270219C00005000", "bid": 0.1, "bid_size": 10.0, "ask": 0.4, "ask_size": 1.0, "iv": 0.5125, "open_interest": 244.0, "volume": 0.0, "delta": 0.3655, "gamma": 0.3084, "vega": 0.009, "theta": -0.0019, "rho": 0.0042, "theo": 0.2591, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.3, "last_trade_time": "2026-10-21T10:00:22", "percent_change": 0.0, "prev_day_close": 0.224999997764826}, {"option": "ORMP270219P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 3.3, "ask_size": 136.0, "iv": 1.2141, "open_interest": 10.0, "volume": 0.0, "delta": -0.7015, "gamma": 0.3521, "vega": 0.0081, "theta": -0.002, "rho": -0.0068, "theo": 1.0138, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.05, "last_trade_time": "2026-10-16T11:46:01", "percent_change": 0.0, "prev_day_close": 1.64999997615814}, {"option": "ORMP270219C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 0.25, "ask_size": 166.0, "iv": 0.7393, "open_interest": 47.0, "volume": 0.0, "delta": 0.1441, "gamma": 0.128, "vega": 0.0054, "theta": -0.0016, "rho": 0.0016, "theo": 0.1065, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-10-12T11:14:32", "percent_change": 0.0, "prev_day_close": 0.100000001490116}, {"option": "ORMP270219P00007500", "bid": 1.25, "bid_size": 77.0, "ask": 5.5, "ask_size": 1.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9434, "gamma": 0.1722, "vega": 0.0025, "theta": -0.0015, "rho": -0.004, "theo": 3.3986, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.375}, {"option": "ORMP270219C00010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.6, "ask_size": 1.0, "iv": 1.3138, "open_interest": 0.0, "volume": 0.0, "delta": 0.0949, "gamma": 0.0771, "vega": 0.004, "theta": -0.0015, "rho": 0.001, "theo": 0.0764, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.300000011920929}, {"option": "ORMP270219P00010000", "bid": 3.8, "bid_size": 67.0, "ask": 8.0, "ask_size": 135.0, "iv": 1.0155, "open_interest": 0.0, "volume": 0.0, "delta": -0.9882, "gamma": 0.0579, "vega": 0.0, "theta": -0.0017, "rho": 0.0, "theo": 5.89, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.89999997615814}, {"option": "ORMP270521C00002500", "bid": 0.3, "bid_size": 381.0, "ask": 3.9, "ask_size": 164.0, "iv": 0.939, "open_interest": 0.0, "volume": 0.0, "delta": 0.9034, "gamma": 0.0724, "vega": 0.0068, "theta": -0.0013, "rho": 0.0093, "theo": 2.1135, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.10000005364418}, {"option": "ORMP270521P00002500", "bid": 0.0, "bid_size": 0.0, "ask": 2.2, "ask_size": 266.0, "iv": 2.0814, "open_interest": 0.0, "volume": 0.0, "delta": -0.1357, "gamma": 0.0741, "vega": 0.0069, "theta": -0.0016, "rho": -0.0043, "theo": 0.2914, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.10000002384186}, {"option": "ORMP270521C00005000", "bid": 0.1, "bid_size": 57.0, "ask": 0.9, "ask_size": 42.0, "iv": 0.5581, "open_interest": 45.0, "volume": 7.0, "delta": 0.5064, "gamma": 0.207, "vega": 0.0129, "theta": -0.0019, "rho": 0.0086, "theo": 0.5997, "change": -0.3, "open": 0.45, "high": 0.5, "low": 0.45, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-10-22T13:52:50", "percent_change": -37.5, "prev_day_close": 0.499999988824129}, {"option": "ORMP270521P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 3.4, "ask_size": 275.0, "iv": 0.9924, "open_interest": 0.0, "volume": 0.0, "delta": -0.5608, "gamma": 0.2299, "vega": 0.0123, "theta": -0.002, "rho": -0.0127, "theo": 1.2534, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.70000004768372}, {"option": "ORMP270521C00007500", "bid": 0.0, "bid_size": 0.0, "ask": 1.2, "ask_size": 1.0, "iv": 1.022, "open_interest": 1.0, "volume": 0.0, "delta": 0.3034, "gamma": 0.1384, "vega": 0.0111, "theta": -0.0021, "rho": 0.0051, "theo": 0.3591, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 2.29, "last_trade_time": "2026-09-17T14:10:42", "percent_change": 0.0, "prev_day_close": 0.600000023841858}, {"option": "ORMP270521P00007500", "bid": 1.9, "bid_size": 76.0, "ask": 5.5, "ask_size": 135.0, "iv": 0.9931, "open_interest": 0.0, "volume": 0.0, "delta": -0.7823, "gamma": 0.1644, "vega": 0.009, "theta": -0.0022, "rho": -0.0154, "theo": 3.5219, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.69999998807907}], "symbol": "ORMP", "security_type": "stock", "exchange_id": 2, "current_price": 4.12, "price_change": -0.05, "price_change_percent": -1.2136, "bid": 3.95, "ask": 4.24, "bid_size": 100, "ask_size": 400, "open": 4.09, "high": 4.21, "low": 4.075, "close": 4.12, "prev_day_close": 4.12, "volume": 97615, "iv30": 69.223, "iv30_change": -0.878, "iv30_change_percent": -1.2525, "seqno": 37916146197, "last_trade_time": "2026-10-22T15:59:56", "tick": "down"}, "symbol": "ORMP"}