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Neuropace, Inc. Common Stock NPCE

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Market datapartial · fetched 2026-10-22T13:17:09.868Z

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 · 2026-10-21T20:00:00.293866198Z

FundamentalsAlpha Vantage · unavailable

Share price$13.05
1D-3.2%
AH$13.00$13.17$13.35$13.52$13.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNPCE
Sold putSold callAH

Neuropace, Inc. Common Stock options

Live interpolated NPCE call and put midpoint premiums by absolute delta.Neuropace, Inc. Common Stock$0.65$2.13$3.61$5.09$6.57$7.22$10.62$14.01$17.40$20.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPCE spot · $13.05NPCE PRICE$0.81$0.90$1.11$1.31$1.50$1.50$1.69$1.90$2.11$2.50$3.03$3.56$4.23$0.88$1.03$1.21$1.40$1.59$1.80$2.01$2.22$2.43$2.68$3.65$4.61$6.15
PutsExpensive2.51×
CallsExpensive3.69×
SkewBullish-52.03 pp
Implied moveBearish±$3.70
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.40269.0%162.1%9.76173.1%32.0%
25Δ23.77213.6%89.0%10.64151.6%26.4%
30Δ21.42207.4%72.7%11.36141.0%22.3%
35Δ19.37199.0%58.5%12.08130.4%18.1%
40Δ17.32188.1%44.2%12.70122.0%14.9%
45Δ15.22152.1%28.1%13.16116.4%12.9%
50Δ14.33144.1%22.7%13.63110.9%10.9%
55Δ13.58139.4%18.6%14.10105.4%9.0%
60Δ12.83134.7%14.5%14.5699.8%7.0%
65Δ12.08138.1%11.8%15.0695.2%5.1%
70Δ11.35147.8%10.2%16.12104.3%4.4%
75Δ10.61157.6%8.6%17.18113.4%3.7%
80Δ9.75172.8%7.1%18.83123.9%2.8%

20Δ

Calls
Pseudo strike
33.40
IV
269.0%
B/E move
162.1%
Puts
Pseudo strike
9.76
IV
173.1%
B/E move
32.0%

25Δ

Calls
Pseudo strike
23.77
IV
213.6%
B/E move
89.0%
Puts
Pseudo strike
10.64
IV
151.6%
B/E move
26.4%

30Δ

Calls
Pseudo strike
21.42
IV
207.4%
B/E move
72.7%
Puts
Pseudo strike
11.36
IV
141.0%
B/E move
22.3%

35Δ

Calls
Pseudo strike
19.37
IV
199.0%
B/E move
58.5%
Puts
Pseudo strike
12.08
IV
130.4%
B/E move
18.1%

40Δ

Calls
Pseudo strike
17.32
IV
188.1%
B/E move
44.2%
Puts
Pseudo strike
12.70
IV
122.0%
B/E move
14.9%

45Δ

Calls
Pseudo strike
15.22
IV
152.1%
B/E move
28.1%
Puts
Pseudo strike
13.16
IV
116.4%
B/E move
12.9%

50Δ

Calls
Pseudo strike
14.33
IV
144.1%
B/E move
22.7%
Puts
Pseudo strike
13.63
IV
110.9%
B/E move
10.9%

55Δ

Calls
Pseudo strike
13.58
IV
139.4%
B/E move
18.6%
Puts
Pseudo strike
14.10
IV
105.4%
B/E move
9.0%

60Δ

Calls
Pseudo strike
12.83
IV
134.7%
B/E move
14.5%
Puts
Pseudo strike
14.56
IV
99.8%
B/E move
7.0%

65Δ

Calls
Pseudo strike
12.08
IV
138.1%
B/E move
11.8%
Puts
Pseudo strike
15.06
IV
95.2%
B/E move
5.1%

70Δ

Calls
Pseudo strike
11.35
IV
147.8%
B/E move
10.2%
Puts
Pseudo strike
16.12
IV
104.3%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.61
IV
157.6%
B/E move
8.6%
Puts
Pseudo strike
17.18
IV
113.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
9.75
IV
172.8%
B/E move
7.1%
Puts
Pseudo strike
18.83
IV
123.9%
B/E move
2.8%

Options history

No recorded observations