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Neumora Therapeutics, Inc. Common Stock NMRA

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Market datapartial · fetched 2026-10-22T18:28:50.549Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T18:28:08.365520376Z

FundamentalsAlpha Vantage · unavailable

Share price$0.39
1D-8.3%
$0.39$0.40$0.41$0.43$0.445:30 AM6:30 AM9:00 AM1:00 PMNMRA
Sold putSold call

Neumora Therapeutics, Inc. Common Stock options

Live interpolated NMRA call and put midpoint premiums by absolute delta.Neumora Therapeutics, Inc. Common Stock$0.07$1.92$3.77$5.61$7.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENMRA PRICE$0.27$6.93$5.96$5.00$4.04$3.08
PutsExpensive1.83×
CallsExpensive3.31×
SkewBullish-197.56 pp
Implied move——
TiltBearish97.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ7.38312.1%14.2%
65Δ6.41282.5%12.9%
70Δ5.44253.0%11.7%
75Δ4.48223.5%10.5%
80Δ3.87450.6%952.5%3.51194.0%9.3%

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.38
IV
312.1%
B/E move
14.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.41
IV
282.5%
B/E move
12.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.44
IV
253.0%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
223.5%
B/E move
10.5%

80Δ

Calls
Pseudo strike
3.87
IV
450.6%
B/E move
952.5%
Puts
Pseudo strike
3.51
IV
194.0%
B/E move
9.3%

Options history

No recorded observations