IntraAlpha
Create free account Start free

Neptune Insurance Holdings Inc. NP

i

Market datapartial · fetched 2026-10-23T17:56:15.365Z

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 · 2026-10-23T17:54:59.684956338Z

FundamentalsAlpha Vantage · unavailable

Share price$28.37
1D-0.6%
$28.25$28.58$28.92$29.26$29.595:30 AM6:30 AM9:00 AM1:00 PMNP
Sold putSold call

Neptune Insurance Holdings Inc. options

Live interpolated NP call and put midpoint premiums by absolute delta.Neptune Insurance Holdings Inc.$0.38$1.69$3.00$4.31$5.62$22.96$25.82$28.67$31.53$34.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NP spot · $28.37NP PRICE$0.52$0.67$0.81$0.96$1.15$1.55$1.95$2.36$2.76$3.16$3.56$3.96$5.24$0.74$0.92$1.03$1.15$1.26$1.38$1.49$1.61$1.72$1.84$1.95
PutsExpensive1.17×
CallsExpensive1.16×
SkewBullish-7.75 pp
Implied moveBullish±$3.45
TiltBullish31.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9763.6%21.6%24.3375.1%16.9%
25Δ32.9361.1%18.4%25.1972.6%14.4%
30Δ31.8858.6%15.2%25.7268.2%13.0%
35Δ30.8456.1%12.1%26.2463.7%11.6%
40Δ29.8854.4%9.4%26.7659.3%10.1%
45Δ29.2356.3%8.5%27.2854.9%8.7%
50Δ28.5958.3%7.7%27.8050.5%7.3%
55Δ27.9560.2%6.8%28.3346.1%5.8%
60Δ27.3162.1%6.0%28.8541.6%4.4%
65Δ26.6764.1%5.1%29.3737.2%2.9%
70Δ26.0366.0%4.3%29.8932.8%1.5%
75Δ25.3867.9%3.4%
80Δ24.0083.4%3.1%

20Δ

Calls
Pseudo strike
33.97
IV
63.6%
B/E move
21.6%
Puts
Pseudo strike
24.33
IV
75.1%
B/E move
16.9%

25Δ

Calls
Pseudo strike
32.93
IV
61.1%
B/E move
18.4%
Puts
Pseudo strike
25.19
IV
72.6%
B/E move
14.4%

30Δ

Calls
Pseudo strike
31.88
IV
58.6%
B/E move
15.2%
Puts
Pseudo strike
25.72
IV
68.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
30.84
IV
56.1%
B/E move
12.1%
Puts
Pseudo strike
26.24
IV
63.7%
B/E move
11.6%

40Δ

Calls
Pseudo strike
29.88
IV
54.4%
B/E move
9.4%
Puts
Pseudo strike
26.76
IV
59.3%
B/E move
10.1%

45Δ

Calls
Pseudo strike
29.23
IV
56.3%
B/E move
8.5%
Puts
Pseudo strike
27.28
IV
54.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
28.59
IV
58.3%
B/E move
7.7%
Puts
Pseudo strike
27.80
IV
50.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
27.95
IV
60.2%
B/E move
6.8%
Puts
Pseudo strike
28.33
IV
46.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
27.31
IV
62.1%
B/E move
6.0%
Puts
Pseudo strike
28.85
IV
41.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
26.67
IV
64.1%
B/E move
5.1%
Puts
Pseudo strike
29.37
IV
37.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
26.03
IV
66.0%
B/E move
4.3%
Puts
Pseudo strike
29.89
IV
32.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
25.38
IV
67.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.00
IV
83.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations