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Neumora Therapeutics, Inc. Common Stock NMRA

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Market datapartial · fetched 2026-10-22T23:11:16.633Z

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 · 2026-10-22T22:55:54.724862153Z

FundamentalsAlpha Vantage · unavailable

Share price$0.41
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$1.00$2.00$3.00$4.00$-0.26$0.10$0.45$0.81$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRA spot · $0.41NMRA PRICE$0.06$0.11$0.15$0.20$0.25$0.29$0.35$0.48$0.90$1.79$3.71$1.54$1.32$1.10$0.89
PutsExpensive1.99×
CallsExpensive2.42×
SkewBullish-76.78 pp
Implied moveBearish±$1.00
TiltBearish78.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ0.54201.2%47.8%0.78372.4%26.8%
50Δ0.73317.0%104.1%1.20470.0%26.8%
55Δ0.91432.8%160.4%2.09590.8%26.8%
60Δ1.10548.6%216.7%4.00630.8%27.4%
65Δ1.28664.4%273.0%1.88495.2%18.5%
70Δ1.47780.2%329.3%1.67431.9%14.8%
75Δ1.15800.0%265.5%1.47368.5%11.0%
80Δ1.27305.2%7.3%

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
0.54
IV
201.2%
B/E move
47.8%
Puts
Pseudo strike
0.78
IV
372.4%
B/E move
26.8%

50Δ

Calls
Pseudo strike
0.73
IV
317.0%
B/E move
104.1%
Puts
Pseudo strike
1.20
IV
470.0%
B/E move
26.8%

55Δ

Calls
Pseudo strike
0.91
IV
432.8%
B/E move
160.4%
Puts
Pseudo strike
2.09
IV
590.8%
B/E move
26.8%

60Δ

Calls
Pseudo strike
1.10
IV
548.6%
B/E move
216.7%
Puts
Pseudo strike
4.00
IV
630.8%
B/E move
27.4%

65Δ

Calls
Pseudo strike
1.28
IV
664.4%
B/E move
273.0%
Puts
Pseudo strike
1.88
IV
495.2%
B/E move
18.5%

70Δ

Calls
Pseudo strike
1.47
IV
780.2%
B/E move
329.3%
Puts
Pseudo strike
1.67
IV
431.9%
B/E move
14.8%

75Δ

Calls
Pseudo strike
1.15
IV
800.0%
B/E move
265.5%
Puts
Pseudo strike
1.47
IV
368.5%
B/E move
11.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
305.2%
B/E move
7.3%

Options history

No recorded observations