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Neptune Insurance Holdings Inc. NP

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Market datapartial · fetched 2026-10-23T19:02:53.175Z

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 · 2026-10-23T19:02:49.579243722Z

FundamentalsAlpha Vantage · unavailable

Share price$28.14
1D-1.5%
$28.01$28.41$28.81$29.21$29.615:30 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.$0.36$1.56$2.77$3.98$5.19$23.47$25.99$28.50$31.02$33.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NP spot · $28.14NP PRICE$0.49$0.59$0.70$0.83$1.18$1.52$1.87$2.21$2.56$2.90$3.25$3.60$4.84$0.57$0.68$0.80$0.92$1.03$1.15$1.27$1.38$1.50$1.62$1.73$1.85$1.97
PutsFair1.01×
CallsExpensive1.05×
SkewBullish-9.29 pp
Implied moveBullish±$3.13
TiltBullish23.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6962.7%21.5%23.4069.7%18.9%
25Δ32.4257.5%17.3%23.9566.0%17.3%
30Δ31.1652.3%13.2%24.4962.3%15.8%
35Δ29.9547.7%9.4%25.0458.6%14.3%
40Δ29.3849.3%8.6%25.5954.8%12.7%
45Δ28.8250.9%7.8%26.1451.1%11.2%
50Δ28.2552.5%7.0%26.6847.4%9.7%
55Δ27.6854.1%6.2%27.2343.7%8.2%
60Δ27.1255.7%5.5%27.7839.9%6.6%
65Δ26.5557.3%4.7%28.3236.2%5.1%
70Δ25.9858.9%3.9%28.8732.5%3.6%
75Δ25.4260.5%3.1%29.4228.8%2.0%
80Δ24.1077.1%2.8%29.9725.1%0.5%

20Δ

Calls
Pseudo strike
33.69
IV
62.7%
B/E move
21.5%
Puts
Pseudo strike
23.40
IV
69.7%
B/E move
18.9%

25Δ

Calls
Pseudo strike
32.42
IV
57.5%
B/E move
17.3%
Puts
Pseudo strike
23.95
IV
66.0%
B/E move
17.3%

30Δ

Calls
Pseudo strike
31.16
IV
52.3%
B/E move
13.2%
Puts
Pseudo strike
24.49
IV
62.3%
B/E move
15.8%

35Δ

Calls
Pseudo strike
29.95
IV
47.7%
B/E move
9.4%
Puts
Pseudo strike
25.04
IV
58.6%
B/E move
14.3%

40Δ

Calls
Pseudo strike
29.38
IV
49.3%
B/E move
8.6%
Puts
Pseudo strike
25.59
IV
54.8%
B/E move
12.7%

45Δ

Calls
Pseudo strike
28.82
IV
50.9%
B/E move
7.8%
Puts
Pseudo strike
26.14
IV
51.1%
B/E move
11.2%

50Δ

Calls
Pseudo strike
28.25
IV
52.5%
B/E move
7.0%
Puts
Pseudo strike
26.68
IV
47.4%
B/E move
9.7%

55Δ

Calls
Pseudo strike
27.68
IV
54.1%
B/E move
6.2%
Puts
Pseudo strike
27.23
IV
43.7%
B/E move
8.2%

60Δ

Calls
Pseudo strike
27.12
IV
55.7%
B/E move
5.5%
Puts
Pseudo strike
27.78
IV
39.9%
B/E move
6.6%

65Δ

Calls
Pseudo strike
26.55
IV
57.3%
B/E move
4.7%
Puts
Pseudo strike
28.32
IV
36.2%
B/E move
5.1%

70Δ

Calls
Pseudo strike
25.98
IV
58.9%
B/E move
3.9%
Puts
Pseudo strike
28.87
IV
32.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
25.42
IV
60.5%
B/E move
3.1%
Puts
Pseudo strike
29.42
IV
28.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
24.10
IV
77.1%
B/E move
2.8%
Puts
Pseudo strike
29.97
IV
25.1%
B/E move
0.5%

Options history

No recorded observations