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Niagen Bioscience, Inc. Common Stock NAGE

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Market datapartial · fetched 2026-10-22T13:26:46.912Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:15:17.909471304Z

FundamentalsAlpha Vantage · unavailable

Share price$2.47
1D-0.4%
$2.47$2.47$2.47$2.48$2.485:30 AM6:30 AM9:00 AM1:00 PMNAGE
Sold putSold call

Niagen Bioscience, Inc. Common Stock options

Live interpolated NAGE call and put midpoint premiums by absolute delta.Niagen Bioscience, Inc. Common Stock$0.00$1.17$2.34$3.51$4.68$1.02$1.70$2.38$3.06$3.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAGE spot · $2.47NAGE PRICE$0.11$0.13$0.16$0.19$0.22$0.24$0.27$0.30$0.67$1.28$1.89$2.50$3.12$3.73$4.34
PutsExpensive2.88×
CallsExpensive2.86×
SkewBearish+25.36 pp
Implied moveBearish±$0.94
TiltBearish83.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.01176.1%147.7%
25Δ5.51166.9%128.6%
30Δ5.01157.8%109.5%
35Δ4.51148.7%90.4%
40Δ4.01139.6%71.3%
45Δ3.51130.4%52.2%
50Δ3.01121.3%33.0%2.93101.2%8.4%
55Δ2.51112.2%13.9%3.56124.0%7.6%
60Δ4.19146.7%6.8%
65Δ4.82169.5%6.1%
70Δ5.45192.2%5.3%
75Δ6.08215.0%4.6%
80Δ6.71237.8%3.8%

20Δ

Calls
Pseudo strike
6.01
IV
176.1%
B/E move
147.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.51
IV
166.9%
B/E move
128.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.01
IV
157.8%
B/E move
109.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.51
IV
148.7%
B/E move
90.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.01
IV
139.6%
B/E move
71.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.51
IV
130.4%
B/E move
52.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.01
IV
121.3%
B/E move
33.0%
Puts
Pseudo strike
2.93
IV
101.2%
B/E move
8.4%

55Δ

Calls
Pseudo strike
2.51
IV
112.2%
B/E move
13.9%
Puts
Pseudo strike
3.56
IV
124.0%
B/E move
7.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.19
IV
146.7%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.82
IV
169.5%
B/E move
6.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.45
IV
192.2%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.08
IV
215.0%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.71
IV
237.8%
B/E move
3.8%

Options history

No recorded observations