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Nurix Therapeutics, Inc. Common stock NRIX

i

Market dataready · fetched 2026-11-12T03:15:12.721Z

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 · 2026-11-12T00:37:26.159678619Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T03:15:12.346756+00:00

Share price$16.50
1D+1.9%
AH$15.88$16.10$16.31$16.53$16.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRIX
Sold putSold callAH

Nurix Therapeutics, Inc. Common stock options

Live interpolated NRIX call and put midpoint premiums by absolute delta.Nurix Therapeutics, Inc. Common stock$0.34$2.78$5.23$7.68$10.12$3.50$9.86$16.22$22.58$28.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NRIX spot · $16.50NRIX PRICE$0.63$0.72$0.79$0.60$0.73$0.85$0.98$1.10$1.23$1.35$1.47$2.50$0.96$1.08$1.20$1.32$1.57$1.82$2.29$2.75$3.18$3.91$6.48$9.42
PutsCheap0.51×
Calls——
Skew——
Implied moveBearish±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.56547.4%45.1%
25Δ20.99188.7%31.0%13.71220.5%22.8%
30Δ19.73170.3%23.9%14.47198.6%18.9%
35Δ18.56148.3%17.3%15.23176.7%15.0%
40Δ15.99154.8%11.1%
45Δ16.8571.4%5.8%16.49152.5%9.6%
50Δ16.6172.5%5.1%16.98150.3%8.1%
55Δ16.3773.5%4.4%17.60158.2%7.2%
60Δ16.1474.6%3.7%18.22163.2%6.3%
65Δ15.9173.7%3.1%18.83162.3%5.2%
70Δ15.6970.1%2.5%19.70169.6%4.3%
75Δ15.4866.6%2.0%22.27226.8%4.3%
80Δ15.2763.1%1.4%25.32263.7%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.56
IV
547.4%
B/E move
45.1%

25Δ

Calls
Pseudo strike
20.99
IV
188.7%
B/E move
31.0%
Puts
Pseudo strike
13.71
IV
220.5%
B/E move
22.8%

30Δ

Calls
Pseudo strike
19.73
IV
170.3%
B/E move
23.9%
Puts
Pseudo strike
14.47
IV
198.6%
B/E move
18.9%

35Δ

Calls
Pseudo strike
18.56
IV
148.3%
B/E move
17.3%
Puts
Pseudo strike
15.23
IV
176.7%
B/E move
15.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.99
IV
154.8%
B/E move
11.1%

45Δ

Calls
Pseudo strike
16.85
IV
71.4%
B/E move
5.8%
Puts
Pseudo strike
16.49
IV
152.5%
B/E move
9.6%

50Δ

Calls
Pseudo strike
16.61
IV
72.5%
B/E move
5.1%
Puts
Pseudo strike
16.98
IV
150.3%
B/E move
8.1%

55Δ

Calls
Pseudo strike
16.37
IV
73.5%
B/E move
4.4%
Puts
Pseudo strike
17.60
IV
158.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
16.14
IV
74.6%
B/E move
3.7%
Puts
Pseudo strike
18.22
IV
163.2%
B/E move
6.3%

65Δ

Calls
Pseudo strike
15.91
IV
73.7%
B/E move
3.1%
Puts
Pseudo strike
18.83
IV
162.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
15.69
IV
70.1%
B/E move
2.5%
Puts
Pseudo strike
19.70
IV
169.6%
B/E move
4.3%

75Δ

Calls
Pseudo strike
15.48
IV
66.6%
B/E move
2.0%
Puts
Pseudo strike
22.27
IV
226.8%
B/E move
4.3%

80Δ

Calls
Pseudo strike
15.27
IV
63.1%
B/E move
1.4%
Puts
Pseudo strike
25.32
IV
263.7%
B/E move
3.6%

Options history

IV · four-Friday blend89.48%
Daily EOD
NRIX82.9%89.4%96.0%2026-10-19: 83.81%2026-10-20: 84.05%2026-10-21: 87.29%2026-10-22: 86.62%2026-10-23: 84.11%2026-10-26: 87.78%2026-10-27: 91.00%2026-10-28: 88.44%2026-10-29: 95.09%2026-10-30: 89.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.81%
84.05%
87.29%
86.62%
84.11%
87.78%
91.00%
88.44%
95.09%
89.48%