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NRX Pharmaceuticals, Inc. Common Stock NRXP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T02:14:31.814Z

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 · 2026-11-13T00:51:32.203518201Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:14:31.339490+00:00

Share price$2.30
1D-5.7%
AH$2.24$2.29$2.35$2.40$2.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRXP
Sold putSold callAH

NRX Pharmaceuticals, Inc. Common Stock options

Live interpolated NRXP call and put midpoint premiums by absolute delta.NRX Pharmaceuticals, Inc. Common Stock$0.18$0.34$0.49$0.65$0.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENRXP PRICE$0.20$0.27$0.34$0.41$0.47$0.54$0.65$0.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.44183.3%14.8%
50Δ2.35206.9%14.0%
55Δ2.27230.5%13.3%
60Δ2.18254.1%12.5%
65Δ2.09277.7%11.7%
70Δ2.01301.3%11.0%
75Δ1.86314.7%9.1%
80Δ1.70327.1%7.0%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.44
IV
183.3%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.35
IV
206.9%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.27
IV
230.5%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.18
IV
254.1%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.09
IV
277.7%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.01
IV
301.3%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.86
IV
314.7%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.70
IV
327.1%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend161.85%
Daily EOD
NRXP155.4%168.8%182.1%2026-10-19: 162.85%2026-10-20: 157.26%2026-10-21: 170.99%2026-10-22: 180.25%2026-10-23: 172.08%2026-10-26: 171.99%2026-10-27: 161.85%Oct 19Oct 22Oct 27
7 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
162.85%
157.26%
170.99%
180.25%
172.08%
171.99%
161.85%