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Neuraxis, Inc. NRXS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T11:17:49.003Z

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 · 2026-10-22T00:00:00.071093464Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:17:47.489788+00:00

Share price$7.92
1D+1.3%
AH$7.69$7.79$7.88$7.98$8.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRXS
Sold putSold callAH

Neuraxis, Inc. options

Live interpolated NRXS call and put midpoint premiums by absolute delta.Neuraxis, Inc.$0.18$1.11$2.05$2.99$3.93$4.99$6.66$8.32$9.98$11.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRXS spot · $7.92NRXS PRICE$0.28$0.46$0.58$0.64$0.70$0.75$0.81$0.87$0.93$0.41$0.44$0.47$0.50$0.81$1.16$1.52$1.88$2.23$2.59$2.94$3.30$3.66
PutsFair0.97×
CallsExpensive1.19×
SkewBullish-38.46 pp
Implied moveBearish±$2.33
TiltBearish56.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.90113.7%41.1%5.76159.4%32.5%
25Δ11.97161.6%57.0%6.31134.4%25.9%
30Δ12.15178.1%60.8%6.87109.5%19.2%
35Δ11.47164.4%52.9%7.4284.5%12.5%
40Δ10.79150.7%45.0%7.8782.3%10.8%
45Δ10.10137.0%37.1%8.3183.8%9.8%
50Δ9.42123.3%29.2%8.7485.3%8.8%
55Δ8.74109.6%21.3%9.1886.9%7.8%
60Δ8.0696.0%13.4%9.6188.4%6.8%
65Δ10.0589.9%5.8%
70Δ10.4891.4%4.8%
75Δ10.9292.9%3.9%
80Δ11.3594.5%2.9%

20Δ

Calls
Pseudo strike
10.90
IV
113.7%
B/E move
41.1%
Puts
Pseudo strike
5.76
IV
159.4%
B/E move
32.5%

25Δ

Calls
Pseudo strike
11.97
IV
161.6%
B/E move
57.0%
Puts
Pseudo strike
6.31
IV
134.4%
B/E move
25.9%

30Δ

Calls
Pseudo strike
12.15
IV
178.1%
B/E move
60.8%
Puts
Pseudo strike
6.87
IV
109.5%
B/E move
19.2%

35Δ

Calls
Pseudo strike
11.47
IV
164.4%
B/E move
52.9%
Puts
Pseudo strike
7.42
IV
84.5%
B/E move
12.5%

40Δ

Calls
Pseudo strike
10.79
IV
150.7%
B/E move
45.0%
Puts
Pseudo strike
7.87
IV
82.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
10.10
IV
137.0%
B/E move
37.1%
Puts
Pseudo strike
8.31
IV
83.8%
B/E move
9.8%

50Δ

Calls
Pseudo strike
9.42
IV
123.3%
B/E move
29.2%
Puts
Pseudo strike
8.74
IV
85.3%
B/E move
8.8%

55Δ

Calls
Pseudo strike
8.74
IV
109.6%
B/E move
21.3%
Puts
Pseudo strike
9.18
IV
86.9%
B/E move
7.8%

60Δ

Calls
Pseudo strike
8.06
IV
96.0%
B/E move
13.4%
Puts
Pseudo strike
9.61
IV
88.4%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.05
IV
89.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.48
IV
91.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.92
IV
92.9%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.35
IV
94.5%
B/E move
2.9%

Options history

No recorded observations