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Neuronetics, Inc. Common Stock STIM

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Market datapartial · fetched 2026-10-22T23:42:09.635Z

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 · 2026-10-22T23:30:33.884253951Z

FundamentalsAlpha Vantage · unavailable

Share price$2.08
1D+2.5%
AH$2.00$2.03$2.05$2.08$2.115:30 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$0.05$1.05$2.04$3.04$4.04$0.55$1.31$2.08$2.85$3.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STIM spot · $2.08STIM PRICE$0.16$0.22$0.24$0.22$0.20$0.25$0.30$0.36$0.42$0.47$0.52$0.58$0.63$0.47$0.44$0.41$0.38$0.39$0.42$0.44$0.46$0.49$0.51$1.55$3.75
PutsExpensive2.52×
CallsExpensive2.43×
SkewBullish-1.26 pp
Implied moveBearish±$0.74
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.34307.8%212.5%1.50383.9%50.5%
25Δ7.07364.4%250.5%1.65324.1%41.9%
30Δ6.69356.8%233.5%1.80264.2%33.3%
35Δ4.72257.6%137.8%1.95204.4%24.7%
40Δ2.75158.3%42.1%2.05175.9%20.0%
45Δ2.40152.2%27.6%2.13163.2%17.3%
50Δ2.29159.7%24.9%2.21150.6%14.6%
55Δ2.18167.2%22.2%2.29137.9%11.9%
60Δ2.07174.6%19.5%2.37125.2%9.2%
65Δ1.95176.7%16.7%2.45112.5%6.5%
70Δ1.83169.6%13.5%3.50182.4%6.4%
75Δ1.71162.6%10.3%5.67310.9%8.0%
80Δ1.59155.5%7.2%

20Δ

Calls
Pseudo strike
6.34
IV
307.8%
B/E move
212.5%
Puts
Pseudo strike
1.50
IV
383.9%
B/E move
50.5%

25Δ

Calls
Pseudo strike
7.07
IV
364.4%
B/E move
250.5%
Puts
Pseudo strike
1.65
IV
324.1%
B/E move
41.9%

30Δ

Calls
Pseudo strike
6.69
IV
356.8%
B/E move
233.5%
Puts
Pseudo strike
1.80
IV
264.2%
B/E move
33.3%

35Δ

Calls
Pseudo strike
4.72
IV
257.6%
B/E move
137.8%
Puts
Pseudo strike
1.95
IV
204.4%
B/E move
24.7%

40Δ

Calls
Pseudo strike
2.75
IV
158.3%
B/E move
42.1%
Puts
Pseudo strike
2.05
IV
175.9%
B/E move
20.0%

45Δ

Calls
Pseudo strike
2.40
IV
152.2%
B/E move
27.6%
Puts
Pseudo strike
2.13
IV
163.2%
B/E move
17.3%

50Δ

Calls
Pseudo strike
2.29
IV
159.7%
B/E move
24.9%
Puts
Pseudo strike
2.21
IV
150.6%
B/E move
14.6%

55Δ

Calls
Pseudo strike
2.18
IV
167.2%
B/E move
22.2%
Puts
Pseudo strike
2.29
IV
137.9%
B/E move
11.9%

60Δ

Calls
Pseudo strike
2.07
IV
174.6%
B/E move
19.5%
Puts
Pseudo strike
2.37
IV
125.2%
B/E move
9.2%

65Δ

Calls
Pseudo strike
1.95
IV
176.7%
B/E move
16.7%
Puts
Pseudo strike
2.45
IV
112.5%
B/E move
6.5%

70Δ

Calls
Pseudo strike
1.83
IV
169.6%
B/E move
13.5%
Puts
Pseudo strike
3.50
IV
182.4%
B/E move
6.4%

75Δ

Calls
Pseudo strike
1.71
IV
162.6%
B/E move
10.3%
Puts
Pseudo strike
5.67
IV
310.9%
B/E move
8.0%

80Δ

Calls
Pseudo strike
1.59
IV
155.5%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations