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Neuraxis, Inc. NRXS

i

Market dataready · fetched 2026-11-11T15:22:10.853Z

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 · 2026-11-11T15:20:20.592479984Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:22:10.418008+00:00

Share price$6.23
1D-1.2%
$6.22$6.25$6.27$6.30$6.325:30 AM6:30 AM9:00 AM1:00 PMNRXS
Sold putSold call

Neuraxis, Inc. options

Live interpolated NRXS call and put midpoint premiums by absolute delta.Neuraxis, Inc.$0.39$0.76$1.14$1.51$1.88$4.20$5.26$6.32$7.38$8.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive NRXS spot · $6.23NRXS PRICE$0.43$0.51$0.60$0.68$0.77$0.88$0.99$1.10$1.21$1.32$1.43$1.62$0.53$0.70$0.88$1.06$1.24$1.42$1.60$1.77
Puts——
Calls——
Skew——
Implied moveBearish±$2.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.67140.6%17.5%
25Δ11.78384.6%96.0%5.91157.4%16.5%
30Δ10.66361.9%79.3%6.14174.1%15.6%
35Δ9.53339.2%62.5%6.38190.9%14.6%
40Δ8.40316.5%45.8%6.62207.6%13.6%
45Δ7.43295.9%31.6%6.86224.4%12.7%
50Δ7.08283.9%27.7%7.09241.2%11.7%
55Δ6.72271.8%23.8%7.33257.9%10.8%
60Δ6.37259.7%19.9%
65Δ6.02247.6%16.0%
70Δ5.67235.6%12.1%
75Δ5.31223.5%8.2%
80Δ4.90224.9%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
140.6%
B/E move
17.5%

25Δ

Calls
Pseudo strike
11.78
IV
384.6%
B/E move
96.0%
Puts
Pseudo strike
5.91
IV
157.4%
B/E move
16.5%

30Δ

Calls
Pseudo strike
10.66
IV
361.9%
B/E move
79.3%
Puts
Pseudo strike
6.14
IV
174.1%
B/E move
15.6%

35Δ

Calls
Pseudo strike
9.53
IV
339.2%
B/E move
62.5%
Puts
Pseudo strike
6.38
IV
190.9%
B/E move
14.6%

40Δ

Calls
Pseudo strike
8.40
IV
316.5%
B/E move
45.8%
Puts
Pseudo strike
6.62
IV
207.6%
B/E move
13.6%

45Δ

Calls
Pseudo strike
7.43
IV
295.9%
B/E move
31.6%
Puts
Pseudo strike
6.86
IV
224.4%
B/E move
12.7%

50Δ

Calls
Pseudo strike
7.08
IV
283.9%
B/E move
27.7%
Puts
Pseudo strike
7.09
IV
241.2%
B/E move
11.7%

55Δ

Calls
Pseudo strike
6.72
IV
271.8%
B/E move
23.8%
Puts
Pseudo strike
7.33
IV
257.9%
B/E move
10.8%

60Δ

Calls
Pseudo strike
6.37
IV
259.7%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.02
IV
247.6%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.67
IV
235.6%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.31
IV
223.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.90
IV
224.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend91.50%
Daily EOD
NRXS89.9%101.8%113.7%2026-10-19: 101.24%2026-10-20: 92.99%2026-10-22: 112.06%2026-10-23: 100.17%2026-10-27: 95.72%2026-10-28: 105.53%2026-10-29: 109.63%2026-10-30: 91.50%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
101.24%
92.99%
112.06%
100.17%
95.72%
105.53%
109.63%
91.50%