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Neuropace, Inc. Common Stock NPCE

i

Market dataready · fetched 2026-11-11T13:59:33.131Z

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 · 2026-11-10T21:00:01.416039483Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:59:32.583360+00:00

Share price$12.69
1D-1.7%
AH$12.62$12.74$12.86$12.99$13.115:30 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$0.98$1.73$2.48$3.24$3.99$10.94$12.03$13.11$14.20$15.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NPCE spot · $12.69NPCE PRICE$1.08$1.32$1.56$1.80$2.06$2.43$2.80$3.17$3.77$1.06$1.19$1.32$1.46$1.56$1.64$1.73$1.81$1.90$1.98$2.07$2.15
Puts——
Calls——
Skew——
Implied moveBearish±$3.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.30280.9%27.2%
30Δ10.96256.8%23.0%
35Δ11.62232.7%18.9%
40Δ14.81222.5%25.2%12.28208.5%14.7%
45Δ14.21226.6%22.3%12.67192.1%12.4%
50Δ13.61230.6%19.5%12.92179.4%11.1%
55Δ13.01234.7%16.7%13.17166.7%9.8%
60Δ12.40238.6%13.9%13.42154.0%8.5%
65Δ11.76241.6%11.8%13.67141.3%7.2%
70Δ11.12244.6%9.7%13.92128.6%5.9%
75Δ10.49247.6%7.6%14.17115.9%4.6%
80Δ9.66268.7%5.9%14.42103.2%3.3%

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
10.30
IV
280.9%
B/E move
27.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.96
IV
256.8%
B/E move
23.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.62
IV
232.7%
B/E move
18.9%

40Δ

Calls
Pseudo strike
14.81
IV
222.5%
B/E move
25.2%
Puts
Pseudo strike
12.28
IV
208.5%
B/E move
14.7%

45Δ

Calls
Pseudo strike
14.21
IV
226.6%
B/E move
22.3%
Puts
Pseudo strike
12.67
IV
192.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
13.61
IV
230.6%
B/E move
19.5%
Puts
Pseudo strike
12.92
IV
179.4%
B/E move
11.1%

55Δ

Calls
Pseudo strike
13.01
IV
234.7%
B/E move
16.7%
Puts
Pseudo strike
13.17
IV
166.7%
B/E move
9.8%

60Δ

Calls
Pseudo strike
12.40
IV
238.6%
B/E move
13.9%
Puts
Pseudo strike
13.42
IV
154.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
11.76
IV
241.6%
B/E move
11.8%
Puts
Pseudo strike
13.67
IV
141.3%
B/E move
7.2%

70Δ

Calls
Pseudo strike
11.12
IV
244.6%
B/E move
9.7%
Puts
Pseudo strike
13.92
IV
128.6%
B/E move
5.9%

75Δ

Calls
Pseudo strike
10.49
IV
247.6%
B/E move
7.6%
Puts
Pseudo strike
14.17
IV
115.9%
B/E move
4.6%

80Δ

Calls
Pseudo strike
9.66
IV
268.7%
B/E move
5.9%
Puts
Pseudo strike
14.42
IV
103.2%
B/E move
3.3%

Options history

IV · four-Friday blend92.41%
Daily EOD
NPCE79.1%87.3%95.4%2026-10-19: 80.26%2026-10-20: 85.34%2026-10-21: 93.21%2026-10-22: 86.69%2026-10-23: 91.79%2026-10-26: 85.05%2026-10-27: 91.80%2026-10-28: 94.27%2026-10-29: 92.99%2026-10-30: 92.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.26%
85.34%
93.21%
86.69%
91.79%
85.05%
91.80%
94.27%
92.99%
92.41%