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Neurogene Inc. Common Stock NGNE

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Market datapartial · fetched 2026-10-22T23:45:15.921Z

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 · 2026-10-22T20:29:56.081300212Z

FundamentalsAlpha Vantage · unavailable

Share price$24.15
1D-6.8%
AH$23.98$24.59$25.20$25.81$26.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGNE
Sold putSold callAH

Neurogene Inc. Common Stock options

Live interpolated NGNE call and put midpoint premiums by absolute delta.Neurogene Inc. Common Stock$2.33$3.48$4.64$5.79$6.95$15.81$20.31$24.81$29.31$33.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGNE spot · $24.15NGNE PRICE$2.56$2.67$2.92$3.29$3.67$4.37$5.11$6.12$2.45$2.45$2.47$2.48$2.50$2.98$3.68$4.38$5.08$5.78$6.61
PutsFair0.97×
CallsExpensive1.20×
SkewBullish-22.35 pp
Implied moveBullish±$5.17
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ21.09152.0%22.8%
35Δ22.51124.5%16.9%
40Δ23.26109.9%13.9%
45Δ28.01140.9%26.6%24.0195.3%10.8%
50Δ25.97121.8%18.6%24.7680.6%7.8%
55Δ24.50111.3%13.5%25.6276.7%6.2%
60Δ23.54108.6%11.1%26.5377.8%5.4%
65Δ22.58105.9%8.7%27.4478.9%4.5%
70Δ21.54109.8%7.3%28.3580.0%3.6%
75Δ20.48114.4%6.0%29.2681.1%2.8%
80Δ19.18121.6%4.8%30.2981.7%1.9%

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
21.09
IV
152.0%
B/E move
22.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.51
IV
124.5%
B/E move
16.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.26
IV
109.9%
B/E move
13.9%

45Δ

Calls
Pseudo strike
28.01
IV
140.9%
B/E move
26.6%
Puts
Pseudo strike
24.01
IV
95.3%
B/E move
10.8%

50Δ

Calls
Pseudo strike
25.97
IV
121.8%
B/E move
18.6%
Puts
Pseudo strike
24.76
IV
80.6%
B/E move
7.8%

55Δ

Calls
Pseudo strike
24.50
IV
111.3%
B/E move
13.5%
Puts
Pseudo strike
25.62
IV
76.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
23.54
IV
108.6%
B/E move
11.1%
Puts
Pseudo strike
26.53
IV
77.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
22.58
IV
105.9%
B/E move
8.7%
Puts
Pseudo strike
27.44
IV
78.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
21.54
IV
109.8%
B/E move
7.3%
Puts
Pseudo strike
28.35
IV
80.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
20.48
IV
114.4%
B/E move
6.0%
Puts
Pseudo strike
29.26
IV
81.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
19.18
IV
121.6%
B/E move
4.8%
Puts
Pseudo strike
30.29
IV
81.7%
B/E move
1.9%

Options history

No recorded observations