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Niagen Bioscience, Inc. Common Stock NAGE

i

Market dataready · fetched 2026-11-11T15:16:27.509Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:14:58.387432409Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:16:26.157634+00:00

Share price$2.12
1D+0.2%
$2.10$2.11$2.12$2.13$2.145:30 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$0.30$1.02$1.75$2.47$3.20$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENAGE PRICE$0.38$0.38$0.38$0.80$1.89$2.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ6.18342.0%209.8%
45Δ4.53272.8%131.8%
50Δ2.88203.6%53.8%
55Δ
60Δ
65Δ
70Δ2.8393.2%4.0%
75Δ3.94125.9%3.2%
80Δ5.05158.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.18
IV
342.0%
B/E move
209.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.53
IV
272.8%
B/E move
131.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.88
IV
203.6%
B/E move
53.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.83
IV
93.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.94
IV
125.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.05
IV
158.5%
B/E move
2.4%

Options history

IV · four-Friday blend119.28%
Daily EOD
NAGE119.2%119.3%119.4%2026-10-21: 119.28%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
119.28%