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Neumora Therapeutics, Inc. NMRA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T15:08:44.361Z

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 · 2026-10-23T15:07:59.936965559Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:08:43.832173+00:00

Share price$0.38
1D-7.9%
$0.37$0.38$0.39$0.40$0.425:30 AM6:30 AM9:00 AM1:00 PMNMRA
Sold putSold call

Neumora Therapeutics, Inc. options

Live interpolated NMRA call and put midpoint premiums by absolute delta.Neumora Therapeutics, Inc.$0.00$1.93$3.86$5.79$7.72$-0.48$-0.01$0.45$0.92$1.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRA spot · $0.38NMRA PRICE$0.20$0.38$0.38$0.38$0.38$0.38$0.38$0.61$5.86$7.16$6.35$5.53$4.72$3.90
PutsExpensive2.87×
CallsExpensive3.63×
SkewBullish-140.72 pp
Implied moveBearish±$0.99
TiltBearish86.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.37697.0%845.3%
50Δ4.67800.0%1236.5%0.89451.5%25.8%
55Δ3.83800.0%1014.0%6.06800.0%47.0%
60Δ2.99800.0%791.5%7.36788.3%45.8%
65Δ2.15800.0%569.0%6.58720.2%38.5%
70Δ1.41800.0%372.2%5.79652.1%31.2%
75Δ1.00800.0%264.2%5.00584.0%23.9%
80Δ4.22515.9%16.6%

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

45Δ

Calls
Pseudo strike
3.37
IV
697.0%
B/E move
845.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.67
IV
800.0%
B/E move
1236.5%
Puts
Pseudo strike
0.89
IV
451.5%
B/E move
25.8%

55Δ

Calls
Pseudo strike
3.83
IV
800.0%
B/E move
1014.0%
Puts
Pseudo strike
6.06
IV
800.0%
B/E move
47.0%

60Δ

Calls
Pseudo strike
2.99
IV
800.0%
B/E move
791.5%
Puts
Pseudo strike
7.36
IV
788.3%
B/E move
45.8%

65Δ

Calls
Pseudo strike
2.15
IV
800.0%
B/E move
569.0%
Puts
Pseudo strike
6.58
IV
720.2%
B/E move
38.5%

70Δ

Calls
Pseudo strike
1.41
IV
800.0%
B/E move
372.2%
Puts
Pseudo strike
5.79
IV
652.1%
B/E move
31.2%

75Δ

Calls
Pseudo strike
1.00
IV
800.0%
B/E move
264.2%
Puts
Pseudo strike
5.00
IV
584.0%
B/E move
23.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
515.9%
B/E move
16.6%

Options history

No recorded observations