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NRX Pharmaceuticals Inc NRXP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T20:46:27.761Z

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 · 2026-10-22T20:40:58.228720188Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:46:27.285968+00:00

Share price$2.43
1D-6.5%
AH$2.35$2.42$2.49$2.56$2.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRXP
Sold putSold callAH

NRX Pharmaceuticals Inc options

Live interpolated NRXP call and put midpoint premiums by absolute delta.NRX Pharmaceuticals Inc$0.06$0.72$1.39$2.05$2.71$0.57$1.50$2.43$3.36$4.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRXP spot · $2.43NRXP PRICE$0.13$0.19$0.25$0.30$0.36$0.42$0.47$0.53$0.58$0.87$1.14$1.42$1.69$1.97$2.24$2.52
PutsExpensive1.80×
CallsExpensive1.93×
SkewBearish+0.88 pp
Implied moveBearish±$1.62
TiltBearish57.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.83206.6%104.3%
25Δ4.55209.7%95.0%
30Δ4.27212.7%85.7%
35Δ3.98215.8%76.4%
40Δ3.70218.9%67.2%
45Δ3.42221.9%57.9%2.82211.1%19.7%
50Δ3.14225.0%48.6%3.15214.0%17.5%
55Δ2.86228.1%39.3%3.48216.9%15.4%
60Δ2.58231.1%30.1%3.80219.7%13.2%
65Δ4.13222.6%11.1%
70Δ4.46225.5%8.9%
75Δ4.78228.3%6.8%
80Δ

20Δ

Calls
Pseudo strike
4.83
IV
206.6%
B/E move
104.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.55
IV
209.7%
B/E move
95.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.27
IV
212.7%
B/E move
85.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.98
IV
215.8%
B/E move
76.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.70
IV
218.9%
B/E move
67.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.42
IV
221.9%
B/E move
57.9%
Puts
Pseudo strike
2.82
IV
211.1%
B/E move
19.7%

50Δ

Calls
Pseudo strike
3.14
IV
225.0%
B/E move
48.6%
Puts
Pseudo strike
3.15
IV
214.0%
B/E move
17.5%

55Δ

Calls
Pseudo strike
2.86
IV
228.1%
B/E move
39.3%
Puts
Pseudo strike
3.48
IV
216.9%
B/E move
15.4%

60Δ

Calls
Pseudo strike
2.58
IV
231.1%
B/E move
30.1%
Puts
Pseudo strike
3.80
IV
219.7%
B/E move
13.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
222.6%
B/E move
11.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.46
IV
225.5%
B/E move
8.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
228.3%
B/E move
6.8%

80Δ

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

Options history

No recorded observations