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Neuropace, Inc. Common Stock NPCE

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Market datapartial · fetched 2026-10-22T17:34:06.937Z

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 · 2026-10-22T17:17:36.078961159Z

FundamentalsAlpha Vantage · unavailable

Share price$13.03
1D+0.9%
$12.88$13.02$13.16$13.29$13.435:30 AM6:30 AM9:00 AM1:00 PMNPCE
Sold putSold call

Neuropace, Inc. Common Stock options

Live interpolated NPCE call and put midpoint premiums by absolute delta.Neuropace, Inc. Common Stock$0.21$3.24$6.26$9.29$12.31$6.99$9.65$12.32$14.99$17.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPCE spot · $13.03NPCE PRICE$0.54$0.71$0.94$1.17$1.40$1.64$1.87$0.64$0.81$0.97$1.14$1.69$2.91$4.13$5.35$6.56$7.78$9.00$10.22$11.44
PutsExpensive2.91×
CallsExpensive2.02×
SkewBearish+38.46 pp
Implied moveBearish±$5.53
TiltBearish76.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.23129.0%26.4%
25Δ10.85122.8%22.9%
30Δ15.4989.0%23.0%11.48116.5%19.4%
35Δ14.6884.9%18.1%12.10110.2%15.9%
40Δ14.2790.6%16.7%13.00109.3%13.2%
45Δ13.8796.4%15.4%14.37117.9%12.1%
50Δ13.46102.1%14.1%15.74126.5%10.9%
55Δ13.05107.9%12.7%17.11135.1%9.7%
60Δ12.65113.6%11.4%18.49143.6%8.5%
65Δ19.86152.2%7.3%
70Δ21.23160.8%6.2%
75Δ22.60169.4%5.0%
80Δ23.97177.9%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.23
IV
129.0%
B/E move
26.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.85
IV
122.8%
B/E move
22.9%

30Δ

Calls
Pseudo strike
15.49
IV
89.0%
B/E move
23.0%
Puts
Pseudo strike
11.48
IV
116.5%
B/E move
19.4%

35Δ

Calls
Pseudo strike
14.68
IV
84.9%
B/E move
18.1%
Puts
Pseudo strike
12.10
IV
110.2%
B/E move
15.9%

40Δ

Calls
Pseudo strike
14.27
IV
90.6%
B/E move
16.7%
Puts
Pseudo strike
13.00
IV
109.3%
B/E move
13.2%

45Δ

Calls
Pseudo strike
13.87
IV
96.4%
B/E move
15.4%
Puts
Pseudo strike
14.37
IV
117.9%
B/E move
12.1%

50Δ

Calls
Pseudo strike
13.46
IV
102.1%
B/E move
14.1%
Puts
Pseudo strike
15.74
IV
126.5%
B/E move
10.9%

55Δ

Calls
Pseudo strike
13.05
IV
107.9%
B/E move
12.7%
Puts
Pseudo strike
17.11
IV
135.1%
B/E move
9.7%

60Δ

Calls
Pseudo strike
12.65
IV
113.6%
B/E move
11.4%
Puts
Pseudo strike
18.49
IV
143.6%
B/E move
8.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.86
IV
152.2%
B/E move
7.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.23
IV
160.8%
B/E move
6.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.60
IV
169.4%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.97
IV
177.9%
B/E move
3.8%

Options history

No recorded observations