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Niagen Bioscience, Inc. Common Stock NAGE

i

Market dataready · fetched 2026-11-06T14:32:39.366Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-06T14:32:09.601746205Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:32:35.918600+00:00

Share price$2.07
1D+0.0%
$2.07$2.07$2.07$2.07$2.075:30 AM6:30 AM9:00 AM1:00 PMNAGE
Sold putSold call

Niagen Bioscience, Inc. Common Stock options

Live interpolated NAGE call and put midpoint premiums by absolute delta.Niagen Bioscience, Inc. Common Stock$0.09$0.68$1.26$1.84$2.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENAGE PRICE$0.16$0.20$0.23$0.27$0.31$1.28$2.25
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
25Δ4.25115.2%113.1%
30Δ3.90114.1%97.9%
35Δ3.55113.1%82.8%
40Δ3.20112.0%67.6%
45Δ2.84110.9%52.5%
50Δ
55Δ
60Δ
65Δ
70Δ3.2782.5%4.2%
75Δ4.25113.9%3.7%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
4.25
IV
115.2%
B/E move
113.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.90
IV
114.1%
B/E move
97.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.55
IV
113.1%
B/E move
82.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.20
IV
112.0%
B/E move
67.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.84
IV
110.9%
B/E move
52.5%
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.27
IV
82.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
113.9%
B/E move
3.7%

80Δ

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

Options history

IV · four-Friday blend119.28%
Daily EOD
NAGE119.2%119.3%119.4%2026-10-21: 119.28%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
119.28%