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Neurogene Inc. Common Stock NGNE

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Market datapartial · fetched 2026-10-23T05:59:24.027Z

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$4.63$5.78$6.93$15.87$20.38$24.89$29.40$33.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGNE spot · $24.15NGNE PRICE$2.56$2.67$2.92$3.30$3.67$4.38$5.12$6.13$2.45$2.45$2.47$2.48$2.50$2.97$3.67$4.37$5.07$5.77$6.60
PutsFair0.99×
CallsExpensive1.22×
SkewBullish-23.16 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
30Δ21.09152.7%22.8%
35Δ22.51125.1%16.9%
40Δ23.26110.7%13.9%
45Δ28.01142.2%26.6%24.0196.3%10.9%
50Δ25.97123.5%18.6%24.7681.9%7.8%
55Δ24.50113.3%13.5%25.6178.0%6.2%
60Δ23.54110.5%11.1%26.5279.1%5.4%
65Δ22.58107.8%8.7%27.4380.2%4.5%
70Δ21.53111.8%7.3%28.3481.3%3.7%
75Δ20.48116.5%6.0%29.2582.4%2.8%
80Δ19.17123.8%4.8%30.2783.0%2.0%

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
152.7%
B/E move
22.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.51
IV
125.1%
B/E move
16.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.26
IV
110.7%
B/E move
13.9%

45Δ

Calls
Pseudo strike
28.01
IV
142.2%
B/E move
26.6%
Puts
Pseudo strike
24.01
IV
96.3%
B/E move
10.9%

50Δ

Calls
Pseudo strike
25.97
IV
123.5%
B/E move
18.6%
Puts
Pseudo strike
24.76
IV
81.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
24.50
IV
113.3%
B/E move
13.5%
Puts
Pseudo strike
25.61
IV
78.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
23.54
IV
110.5%
B/E move
11.1%
Puts
Pseudo strike
26.52
IV
79.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
22.58
IV
107.8%
B/E move
8.7%
Puts
Pseudo strike
27.43
IV
80.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
21.53
IV
111.8%
B/E move
7.3%
Puts
Pseudo strike
28.34
IV
81.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
20.48
IV
116.5%
B/E move
6.0%
Puts
Pseudo strike
29.25
IV
82.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
19.17
IV
123.8%
B/E move
4.8%
Puts
Pseudo strike
30.27
IV
83.0%
B/E move
2.0%

Options history

No recorded observations