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Neptune Insurance Holdings Inc. NP

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-11-13T00:47:28.892Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.001928856Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:28.357817+00:00

Share price$28.55
1D-0.1%
AH$28.34$28.45$28.56$28.67$28.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNP
Sold putSold callAH

Neptune Insurance Holdings Inc. options

Live interpolated NP call and put midpoint premiums by absolute delta.Neptune Insurance Holdings Inc.$0.96$2.06$3.16$4.26$5.37$22.19$24.38$26.56$28.75$30.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NP spot · $28.55NP PRICE$1.21$1.50$1.79$2.08$2.37$2.67$2.96$3.25$3.54$3.83$4.12$1.07$1.49$1.72$1.76$1.80$1.85$1.89$1.93$1.97$2.01$2.78$3.91$5.05
PutsExpensive2.98×
Calls——
Skew——
Implied moveBullish±$4.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.72181.4%20.7%
25Δ24.57196.3%19.2%
30Δ32.86147.7%19.4%25.32195.2%17.4%
35Δ32.02153.5%17.4%25.95177.9%15.3%
40Δ31.18159.2%15.5%26.59160.6%13.2%
45Δ30.34165.0%13.6%27.23143.3%11.1%
50Δ29.55162.7%11.8%27.87126.0%9.0%
55Δ28.81155.2%10.2%28.51108.7%6.9%
60Δ28.06147.6%8.6%29.1591.4%4.8%
65Δ27.32140.1%7.0%29.7874.1%2.7%
70Δ26.57132.5%5.5%30.8075.3%1.8%
75Δ25.82124.9%3.9%32.0285.9%1.6%
80Δ25.08117.4%2.3%33.2396.6%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.72
IV
181.4%
B/E move
20.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.57
IV
196.3%
B/E move
19.2%

30Δ

Calls
Pseudo strike
32.86
IV
147.7%
B/E move
19.4%
Puts
Pseudo strike
25.32
IV
195.2%
B/E move
17.4%

35Δ

Calls
Pseudo strike
32.02
IV
153.5%
B/E move
17.4%
Puts
Pseudo strike
25.95
IV
177.9%
B/E move
15.3%

40Δ

Calls
Pseudo strike
31.18
IV
159.2%
B/E move
15.5%
Puts
Pseudo strike
26.59
IV
160.6%
B/E move
13.2%

45Δ

Calls
Pseudo strike
30.34
IV
165.0%
B/E move
13.6%
Puts
Pseudo strike
27.23
IV
143.3%
B/E move
11.1%

50Δ

Calls
Pseudo strike
29.55
IV
162.7%
B/E move
11.8%
Puts
Pseudo strike
27.87
IV
126.0%
B/E move
9.0%

55Δ

Calls
Pseudo strike
28.81
IV
155.2%
B/E move
10.2%
Puts
Pseudo strike
28.51
IV
108.7%
B/E move
6.9%

60Δ

Calls
Pseudo strike
28.06
IV
147.6%
B/E move
8.6%
Puts
Pseudo strike
29.15
IV
91.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
27.32
IV
140.1%
B/E move
7.0%
Puts
Pseudo strike
29.78
IV
74.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.57
IV
132.5%
B/E move
5.5%
Puts
Pseudo strike
30.80
IV
75.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
25.82
IV
124.9%
B/E move
3.9%
Puts
Pseudo strike
32.02
IV
85.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
25.08
IV
117.4%
B/E move
2.3%
Puts
Pseudo strike
33.23
IV
96.6%
B/E move
1.3%

Options history

IV · four-Friday blend49.23%
Daily EOD
NP48.5%53.7%59.0%2026-10-19: 58.11%2026-10-20: 57.65%2026-10-21: 58.25%2026-10-22: 56.62%2026-10-23: 56.98%2026-10-26: 56.06%2026-10-28: 53.54%2026-10-29: 54.06%2026-10-30: 49.23%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.11%
57.65%
58.25%
56.62%
56.98%
56.06%
53.54%
54.06%
49.23%