Share price$2.32
1D-3.5%
Sold putSold call
NRX Pharmaceuticals, Inc. Common Stock NRXP
i
Market datapartial · fetched 2026-10-23T15:08:27.576Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T15:04:46.481828412Z
FundamentalsAlpha Vantage · unavailable
NRX Pharmaceuticals, Inc. Common Stock options
PutsExpensive1.79×
CallsExpensive2.28×
SkewBullish-35.04 pp
Implied moveBearish±$1.43
TiltBearish60.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.84 | 223.5% | 114.7% | |||
| 25Δ | 4.56 | 230.8% | 105.3% | |||
| 30Δ | 4.28 | 238.0% | 95.9% | |||
| 35Δ | 4.00 | 245.3% | 86.5% | |||
| 40Δ | 3.72 | 252.5% | 77.1% | |||
| 45Δ | 3.44 | 259.8% | 67.7% | 2.51 | 193.2% | 17.9% |
| 50Δ | 3.16 | 267.0% | 58.3% | 2.87 | 199.6% | 16.0% |
| 55Δ | 2.88 | 274.3% | 48.8% | 3.23 | 206.1% | 14.1% |
| 60Δ | 2.60 | 281.6% | 39.4% | 3.59 | 212.6% | 12.3% |
| 65Δ | 3.95 | 219.0% | 10.4% | |||
| 70Δ | 4.31 | 225.5% | 8.5% | |||
| 75Δ | 4.67 | 232.0% | 6.7% | |||
| 80Δ | 5.46 | 252.0% | 5.0% | |||
20Δ
- Pseudo strike
- 4.84
- IV
- 223.5%
- B/E move
- 114.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.56
- IV
- 230.8%
- B/E move
- 105.3%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.28
- IV
- 238.0%
- B/E move
- 95.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.00
- IV
- 245.3%
- B/E move
- 86.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 3.72
- IV
- 252.5%
- B/E move
- 77.1%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 3.44
- IV
- 259.8%
- B/E move
- 67.7%
- Pseudo strike
- 2.51
- IV
- 193.2%
- B/E move
- 17.9%
50Δ
- Pseudo strike
- 3.16
- IV
- 267.0%
- B/E move
- 58.3%
- Pseudo strike
- 2.87
- IV
- 199.6%
- B/E move
- 16.0%
55Δ
- Pseudo strike
- 2.88
- IV
- 274.3%
- B/E move
- 48.8%
- Pseudo strike
- 3.23
- IV
- 206.1%
- B/E move
- 14.1%
60Δ
- Pseudo strike
- 2.60
- IV
- 281.6%
- B/E move
- 39.4%
- Pseudo strike
- 3.59
- IV
- 212.6%
- B/E move
- 12.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.95
- IV
- 219.0%
- B/E move
- 10.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.31
- IV
- 225.5%
- B/E move
- 8.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.67
- IV
- 232.0%
- B/E move
- 6.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.46
- IV
- 252.0%
- B/E move
- 5.0%
Options history
No recorded observations