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Neuropace, Inc. Common Stock NPCE

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Market datapartial · fetched 2026-10-22T22:18:07.032Z

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 · 2026-10-22T20:00:00.166713067Z

FundamentalsAlpha Vantage · unavailable

Share price$13.14
1D+1.7%
AH$12.88$13.02$13.16$13.29$13.435:30 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$0.35$3.43$6.51$9.59$12.67$6.94$9.73$12.52$15.32$18.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPCE spot · $13.14NPCE PRICE$1.00$0.80$0.68$0.82$0.95$1.09$1.23$1.37$1.59$2.12$2.64$3.17$0.79$0.92$1.06$1.19$1.49$1.90$2.32$2.74$3.83$5.81$7.80$9.79$11.78
PutsExpensive3.00×
CallsExpensive2.17×
SkewBearish+33.39 pp
Implied moveBearish±$3.41
TiltBearish49.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.05152.9%29.5%
25Δ27.08247.4%113.7%10.77140.3%25.1%
30Δ17.40136.7%38.5%11.48127.6%20.7%
35Δ14.9988.8%19.2%12.19115.0%16.3%
40Δ14.5686.7%17.0%12.84111.4%13.6%
45Δ14.1384.6%14.8%13.45114.8%12.1%
50Δ13.7082.5%12.5%14.05118.1%10.7%
55Δ13.2780.4%10.3%14.65121.4%9.3%
60Δ12.8478.2%8.1%15.91129.7%8.1%
65Δ12.3678.8%6.2%18.03144.8%7.0%
70Δ11.7489.1%5.5%20.15160.0%6.0%
75Δ11.1299.3%4.8%22.27175.1%5.0%
80Δ10.50109.5%4.1%24.39190.2%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.05
IV
152.9%
B/E move
29.5%

25Δ

Calls
Pseudo strike
27.08
IV
247.4%
B/E move
113.7%
Puts
Pseudo strike
10.77
IV
140.3%
B/E move
25.1%

30Δ

Calls
Pseudo strike
17.40
IV
136.7%
B/E move
38.5%
Puts
Pseudo strike
11.48
IV
127.6%
B/E move
20.7%

35Δ

Calls
Pseudo strike
14.99
IV
88.8%
B/E move
19.2%
Puts
Pseudo strike
12.19
IV
115.0%
B/E move
16.3%

40Δ

Calls
Pseudo strike
14.56
IV
86.7%
B/E move
17.0%
Puts
Pseudo strike
12.84
IV
111.4%
B/E move
13.6%

45Δ

Calls
Pseudo strike
14.13
IV
84.6%
B/E move
14.8%
Puts
Pseudo strike
13.45
IV
114.8%
B/E move
12.1%

50Δ

Calls
Pseudo strike
13.70
IV
82.5%
B/E move
12.5%
Puts
Pseudo strike
14.05
IV
118.1%
B/E move
10.7%

55Δ

Calls
Pseudo strike
13.27
IV
80.4%
B/E move
10.3%
Puts
Pseudo strike
14.65
IV
121.4%
B/E move
9.3%

60Δ

Calls
Pseudo strike
12.84
IV
78.2%
B/E move
8.1%
Puts
Pseudo strike
15.91
IV
129.7%
B/E move
8.1%

65Δ

Calls
Pseudo strike
12.36
IV
78.8%
B/E move
6.2%
Puts
Pseudo strike
18.03
IV
144.8%
B/E move
7.0%

70Δ

Calls
Pseudo strike
11.74
IV
89.1%
B/E move
5.5%
Puts
Pseudo strike
20.15
IV
160.0%
B/E move
6.0%

75Δ

Calls
Pseudo strike
11.12
IV
99.3%
B/E move
4.8%
Puts
Pseudo strike
22.27
IV
175.1%
B/E move
5.0%

80Δ

Calls
Pseudo strike
10.50
IV
109.5%
B/E move
4.1%
Puts
Pseudo strike
24.39
IV
190.2%
B/E move
4.0%

Options history

No recorded observations