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Neuraxis, Inc. NRXS

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Market datapartial · fetched 2026-10-22T16:07:23.422Z

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 · 2026-10-22T15:59:58.353135513Z

FundamentalsAlpha Vantage · unavailable

Share price$7.83
1D+1.2%
$7.41$7.52$7.64$7.76$7.875:30 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.$0.44$1.80$3.17$4.53$5.89$2.77$5.19$7.61$10.03$12.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRXS spot · $7.83NRXS PRICE$0.59$0.67$0.81$0.99$1.18$1.37$1.55$0.66$0.82$0.98$1.13$1.65$2.42$3.19$3.96$4.73$5.50$4.29$3.07
PutsExpensive1.80×
CallsExpensive1.45×
SkewBearish+19.56 pp
Implied moveBearish±$4.37
TiltBearish63.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.58203.7%37.2%
25Δ6.14190.9%32.0%
30Δ11.83179.9%58.6%6.70178.2%26.9%
35Δ10.53162.3%43.1%7.27165.5%21.7%
40Δ9.72157.3%34.5%8.02167.5%18.6%
45Δ9.24161.1%30.8%8.92180.1%17.0%
50Δ8.77165.0%27.1%9.81192.7%15.4%
55Δ8.29168.8%23.3%10.71205.3%13.8%
60Δ7.82172.6%19.6%11.60217.9%12.2%
65Δ12.50230.5%10.6%
70Δ11.53177.9%7.5%
75Δ10.55125.1%4.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
203.7%
B/E move
37.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.14
IV
190.9%
B/E move
32.0%

30Δ

Calls
Pseudo strike
11.83
IV
179.9%
B/E move
58.6%
Puts
Pseudo strike
6.70
IV
178.2%
B/E move
26.9%

35Δ

Calls
Pseudo strike
10.53
IV
162.3%
B/E move
43.1%
Puts
Pseudo strike
7.27
IV
165.5%
B/E move
21.7%

40Δ

Calls
Pseudo strike
9.72
IV
157.3%
B/E move
34.5%
Puts
Pseudo strike
8.02
IV
167.5%
B/E move
18.6%

45Δ

Calls
Pseudo strike
9.24
IV
161.1%
B/E move
30.8%
Puts
Pseudo strike
8.92
IV
180.1%
B/E move
17.0%

50Δ

Calls
Pseudo strike
8.77
IV
165.0%
B/E move
27.1%
Puts
Pseudo strike
9.81
IV
192.7%
B/E move
15.4%

55Δ

Calls
Pseudo strike
8.29
IV
168.8%
B/E move
23.3%
Puts
Pseudo strike
10.71
IV
205.3%
B/E move
13.8%

60Δ

Calls
Pseudo strike
7.82
IV
172.6%
B/E move
19.6%
Puts
Pseudo strike
11.60
IV
217.9%
B/E move
12.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.50
IV
230.5%
B/E move
10.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.53
IV
177.9%
B/E move
7.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.55
IV
125.1%
B/E move
4.4%

80Δ

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

Options history

No recorded observations