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Nurix Therapeutics Inc NRIX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:26:57.600Z

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 · 2026-10-22T20:00:03.035236793Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T21:26:56.897652+00:00

Share price$25.51
1D-1.4%
AH$25.28$25.53$25.79$26.04$26.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRIX
Sold putSold callAH

Nurix Therapeutics Inc options

Live interpolated NRIX call and put midpoint premiums by absolute delta.Nurix Therapeutics Inc$0.82$1.86$2.91$3.96$5.00$16.73$21.16$25.59$30.02$34.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRIX spot · $25.51NRIX PRICE$0.93$1.91$2.45$2.17$2.45$2.76$3.25$3.00$4.06$4.37$4.70$2.45$2.45$2.45$2.35$2.31$2.34$2.44$2.69$2.89$3.04$3.37$4.17$4.62
PutsExpensive1.53×
CallsExpensive1.51×
SkewBullish-2.32 pp
Implied moveBalanced±$4.89
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.39220.2%37.5%
25Δ20.73174.5%28.4%
30Δ29.2174.8%18.1%22.46142.8%21.6%
35Δ31.66133.2%31.6%23.78115.2%16.0%
40Δ31.13149.5%31.6%24.7696.0%12.0%
45Δ27.75104.9%17.3%25.4983.3%9.2%
50Δ26.69101.3%14.2%26.1474.1%7.1%
55Δ25.6497.1%11.3%26.7470.3%5.7%
60Δ24.86101.5%10.2%27.2465.6%4.5%
65Δ24.1478.6%6.4%27.6760.2%3.4%
70Δ23.0495.3%6.2%28.2557.5%2.5%
75Δ22.3189.0%4.6%29.1660.9%2.0%
80Δ21.6482.2%3.2%29.7858.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.39
IV
220.2%
B/E move
37.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.73
IV
174.5%
B/E move
28.4%

30Δ

Calls
Pseudo strike
29.21
IV
74.8%
B/E move
18.1%
Puts
Pseudo strike
22.46
IV
142.8%
B/E move
21.6%

35Δ

Calls
Pseudo strike
31.66
IV
133.2%
B/E move
31.6%
Puts
Pseudo strike
23.78
IV
115.2%
B/E move
16.0%

40Δ

Calls
Pseudo strike
31.13
IV
149.5%
B/E move
31.6%
Puts
Pseudo strike
24.76
IV
96.0%
B/E move
12.0%

45Δ

Calls
Pseudo strike
27.75
IV
104.9%
B/E move
17.3%
Puts
Pseudo strike
25.49
IV
83.3%
B/E move
9.2%

50Δ

Calls
Pseudo strike
26.69
IV
101.3%
B/E move
14.2%
Puts
Pseudo strike
26.14
IV
74.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
25.64
IV
97.1%
B/E move
11.3%
Puts
Pseudo strike
26.74
IV
70.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
24.86
IV
101.5%
B/E move
10.2%
Puts
Pseudo strike
27.24
IV
65.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
24.14
IV
78.6%
B/E move
6.4%
Puts
Pseudo strike
27.67
IV
60.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
23.04
IV
95.3%
B/E move
6.2%
Puts
Pseudo strike
28.25
IV
57.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
22.31
IV
89.0%
B/E move
4.6%
Puts
Pseudo strike
29.16
IV
60.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
21.64
IV
82.2%
B/E move
3.2%
Puts
Pseudo strike
29.78
IV
58.1%
B/E move
1.4%

Options history

No recorded observations