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Neuronetics, Inc. Common Stock STIM

i

Market dataready · fetched 2026-11-12T00:50:49.028Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:50:15.673103342Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:50:48.410382+00:00

Share price$1.59
1D-6.5%
AH$1.57$1.61$1.66$1.71$1.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTIM
Sold putSold callAH

Neuronetics, Inc. Common Stock options

Live interpolated STIM call and put midpoint premiums by absolute delta.Neuronetics, Inc. Common Stock$0.25$0.43$0.61$0.79$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESTIM PRICE$0.52$0.60$0.67$0.75$0.27$0.39$0.51$0.63$0.68$0.74$0.80$0.86$0.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.60125.4%16.0%
45Δ1.73141.9%15.2%
50Δ1.87158.5%14.4%
55Δ2.00175.1%13.5%
60Δ2.09166.0%11.5%
65Δ1.67277.7%37.9%2.18156.9%9.5%
70Δ1.51290.8%32.3%2.28147.8%7.5%
75Δ1.32288.3%25.2%2.37138.7%5.4%
80Δ1.13285.1%18.1%2.46129.6%3.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.60
IV
125.4%
B/E move
16.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.73
IV
141.9%
B/E move
15.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
158.5%
B/E move
14.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
175.1%
B/E move
13.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.09
IV
166.0%
B/E move
11.5%

65Δ

Calls
Pseudo strike
1.67
IV
277.7%
B/E move
37.9%
Puts
Pseudo strike
2.18
IV
156.9%
B/E move
9.5%

70Δ

Calls
Pseudo strike
1.51
IV
290.8%
B/E move
32.3%
Puts
Pseudo strike
2.28
IV
147.8%
B/E move
7.5%

75Δ

Calls
Pseudo strike
1.32
IV
288.3%
B/E move
25.2%
Puts
Pseudo strike
2.37
IV
138.7%
B/E move
5.4%

80Δ

Calls
Pseudo strike
1.13
IV
285.1%
B/E move
18.1%
Puts
Pseudo strike
2.46
IV
129.6%
B/E move
3.4%

Options history

IV · four-Friday blend158.30%
Daily EOD
STIM149.4%180.2%211.0%2026-10-19: 206.75%2026-10-20: 193.86%2026-10-21: 156.34%2026-10-22: 166.86%2026-10-23: 203.22%2026-10-26: 155.51%2026-10-27: 153.68%2026-10-28: 154.86%2026-10-29: 158.30%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
206.75%
193.86%
156.34%
166.86%
203.22%
155.51%
153.68%
154.86%
158.30%