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Neumora Therapeutics, Inc. Common Stock NMRA

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Market datapartial · fetched 2026-10-22T20:46:49.483Z

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 · 2026-10-22T20:08:04.275645731Z

FundamentalsAlpha Vantage · unavailable

Share price$0.40
1D-6.8%
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$0.95$1.90$2.85$3.80$-0.28$0.08$0.44$0.80$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRA spot · $0.40NMRA PRICE$0.07$0.11$0.16$0.20$0.25$0.29$0.36$0.31$0.72$1.14$2.04$1.73$2.33$2.93$3.52
PutsExpensive2.10×
CallsExpensive2.48×
SkewBullish-65.30 pp
Implied moveBearish±$0.83
TiltBearish82.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ0.56221.8%57.4%0.61323.0%25.0%
50Δ0.75334.8%114.6%1.02418.2%25.0%
55Δ0.93447.9%171.8%1.44513.3%25.0%
60Δ1.11560.9%229.0%2.35583.1%23.1%
65Δ1.30673.9%286.2%2.06517.1%18.4%
70Δ1.48787.0%343.4%2.67507.9%14.6%
75Δ1.12800.0%270.0%3.28498.6%10.7%
80Δ3.90489.3%6.9%

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
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
221.8%
B/E move
57.4%
Puts
Pseudo strike
0.61
IV
323.0%
B/E move
25.0%

50Δ

Calls
Pseudo strike
0.75
IV
334.8%
B/E move
114.6%
Puts
Pseudo strike
1.02
IV
418.2%
B/E move
25.0%

55Δ

Calls
Pseudo strike
0.93
IV
447.9%
B/E move
171.8%
Puts
Pseudo strike
1.44
IV
513.3%
B/E move
25.0%

60Δ

Calls
Pseudo strike
1.11
IV
560.9%
B/E move
229.0%
Puts
Pseudo strike
2.35
IV
583.1%
B/E move
23.1%

65Δ

Calls
Pseudo strike
1.30
IV
673.9%
B/E move
286.2%
Puts
Pseudo strike
2.06
IV
517.1%
B/E move
18.4%

70Δ

Calls
Pseudo strike
1.48
IV
787.0%
B/E move
343.4%
Puts
Pseudo strike
2.67
IV
507.9%
B/E move
14.6%

75Δ

Calls
Pseudo strike
1.12
IV
800.0%
B/E move
270.0%
Puts
Pseudo strike
3.28
IV
498.6%
B/E move
10.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
489.3%
B/E move
6.9%

Options history

No recorded observations