Share price$2.52
1D+1.3%
Sold putSold callAH
Niagen Bioscience, Inc. Common Stock NAGE
i
Market datapartial · fetched 2026-10-22T23:10:19.012Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:01:44.163046699Z
FundamentalsAlpha Vantage · unavailable
Niagen Bioscience, Inc. Common Stock options
PutsExpensive3.27×
CallsExpensive2.25×
SkewBearish+78.36 pp
Implied moveBearish±$1.30
TiltBearish90.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.04 | 161.7% | 142.7% | |||
| 25Δ | 5.55 | 148.4% | 123.9% | |||
| 30Δ | 5.06 | 135.2% | 105.2% | |||
| 35Δ | 4.57 | 122.0% | 86.5% | |||
| 40Δ | 4.08 | 108.7% | 67.7% | |||
| 45Δ | 3.59 | 95.5% | 49.0% | 2.76 | 104.3% | 10.4% |
| 50Δ | 3.10 | 82.2% | 30.2% | 3.40 | 129.9% | 9.6% |
| 55Δ | 2.61 | 69.0% | 11.5% | 4.04 | 155.4% | 8.9% |
| 60Δ | 4.69 | 180.9% | 8.1% | |||
| 65Δ | 5.33 | 206.5% | 7.3% | |||
| 70Δ | 5.98 | 232.0% | 6.6% | |||
| 75Δ | 6.62 | 257.5% | 5.8% | |||
| 80Δ | 7.26 | 283.1% | 5.0% | |||
20Δ
- Pseudo strike
- 6.04
- IV
- 161.7%
- B/E move
- 142.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 5.55
- IV
- 148.4%
- B/E move
- 123.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.06
- IV
- 135.2%
- B/E move
- 105.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.57
- IV
- 122.0%
- B/E move
- 86.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 4.08
- IV
- 108.7%
- B/E move
- 67.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 3.59
- IV
- 95.5%
- B/E move
- 49.0%
- Pseudo strike
- 2.76
- IV
- 104.3%
- B/E move
- 10.4%
50Δ
- Pseudo strike
- 3.10
- IV
- 82.2%
- B/E move
- 30.2%
- Pseudo strike
- 3.40
- IV
- 129.9%
- B/E move
- 9.6%
55Δ
- Pseudo strike
- 2.61
- IV
- 69.0%
- B/E move
- 11.5%
- Pseudo strike
- 4.04
- IV
- 155.4%
- B/E move
- 8.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.69
- IV
- 180.9%
- B/E move
- 8.1%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.33
- IV
- 206.5%
- B/E move
- 7.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.98
- IV
- 232.0%
- B/E move
- 6.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.62
- IV
- 257.5%
- B/E move
- 5.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.26
- IV
- 283.1%
- B/E move
- 5.0%
Options history
No recorded observations