IntraAlpha
Create free account Start free

Neumora Therapeutics, Inc. Common Stock NMRA

i

Market datapartial · fetched 2026-10-22T21:54:22.251Z

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 · 2026-10-22T20:52:12.387572544Z

FundamentalsAlpha Vantage · unavailable

Share price$0.40
1D-6.4%
AH$0.38$0.40$0.41$0.43$0.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMRA
Sold putSold callAH

Neumora Therapeutics, Inc. Common Stock options

Live interpolated NMRA call and put midpoint premiums by absolute delta.Neumora Therapeutics, Inc. Common Stock$0.00$0.98$1.95$2.93$3.90$-0.29$0.07$0.43$0.80$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRA spot · $0.40NMRA PRICE$0.07$0.11$0.16$0.20$0.25$0.29$0.36$0.34$0.76$1.17$2.00$1.80$2.40$3.01$3.62
PutsExpensive2.12×
CallsExpensive2.48×
SkewBullish-57.84 pp
Implied moveBearish±$0.87
TiltBearish82.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ0.56218.0%55.6%0.64333.1%25.4%
50Δ0.74331.6%112.6%1.06428.8%25.4%
55Δ0.93445.3%169.7%1.47524.5%25.4%
60Δ1.11559.0%226.7%2.31579.6%23.1%
65Δ1.29672.6%283.8%2.12519.8%18.4%
70Δ1.48786.3%340.9%2.75511.4%14.5%
75Δ1.13800.0%268.7%3.37503.0%10.6%
80Δ3.99494.6%6.8%

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
0.56
IV
218.0%
B/E move
55.6%
Puts
Pseudo strike
0.64
IV
333.1%
B/E move
25.4%

50Δ

Calls
Pseudo strike
0.74
IV
331.6%
B/E move
112.6%
Puts
Pseudo strike
1.06
IV
428.8%
B/E move
25.4%

55Δ

Calls
Pseudo strike
0.93
IV
445.3%
B/E move
169.7%
Puts
Pseudo strike
1.47
IV
524.5%
B/E move
25.4%

60Δ

Calls
Pseudo strike
1.11
IV
559.0%
B/E move
226.7%
Puts
Pseudo strike
2.31
IV
579.6%
B/E move
23.1%

65Δ

Calls
Pseudo strike
1.29
IV
672.6%
B/E move
283.8%
Puts
Pseudo strike
2.12
IV
519.8%
B/E move
18.4%

70Δ

Calls
Pseudo strike
1.48
IV
786.3%
B/E move
340.9%
Puts
Pseudo strike
2.75
IV
511.4%
B/E move
14.5%

75Δ

Calls
Pseudo strike
1.13
IV
800.0%
B/E move
268.7%
Puts
Pseudo strike
3.37
IV
503.0%
B/E move
10.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
494.6%
B/E move
6.8%

Options history

No recorded observations