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Neuronetics, Inc. Common Stock STIM

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-03T21:55:11.065Z

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: 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 · 2026-11-03T21:30:12.339319566Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T21:55:09.742186+00:00

Share price$2.28
1D+7.5%
AH$2.11$2.15$2.20$2.25$2.295:30 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$0.13$0.79$1.44$2.10$2.75$1.75$2.01$2.27$2.53$2.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STIM spot · $2.28STIM PRICE$0.20$0.25$0.30$0.34$0.39$0.44$0.52$0.62$0.21$0.29$0.37$0.42$0.47$0.52$0.65$1.03$1.42$1.80$2.18$2.56
Puts——
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.69249.3%34.8%
25Δ1.84264.0%31.8%
30Δ2.00278.6%28.8%
35Δ2.13261.5%25.0%
40Δ2.27243.7%21.1%
45Δ2.49144.5%18.3%2.40226.0%17.3%
50Δ2.40146.7%16.2%2.61217.7%14.1%
55Δ2.31149.0%14.2%3.03235.1%12.6%
60Δ2.21151.3%12.1%3.44252.6%11.2%
65Δ2.12153.5%10.1%3.86270.0%9.7%
70Δ2.02155.8%8.0%4.27287.5%8.3%
75Δ1.91159.0%6.4%4.69304.9%6.8%
80Δ1.78162.5%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
249.3%
B/E move
34.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.84
IV
264.0%
B/E move
31.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
278.6%
B/E move
28.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.13
IV
261.5%
B/E move
25.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.27
IV
243.7%
B/E move
21.1%

45Δ

Calls
Pseudo strike
2.49
IV
144.5%
B/E move
18.3%
Puts
Pseudo strike
2.40
IV
226.0%
B/E move
17.3%

50Δ

Calls
Pseudo strike
2.40
IV
146.7%
B/E move
16.2%
Puts
Pseudo strike
2.61
IV
217.7%
B/E move
14.1%

55Δ

Calls
Pseudo strike
2.31
IV
149.0%
B/E move
14.2%
Puts
Pseudo strike
3.03
IV
235.1%
B/E move
12.6%

60Δ

Calls
Pseudo strike
2.21
IV
151.3%
B/E move
12.1%
Puts
Pseudo strike
3.44
IV
252.6%
B/E move
11.2%

65Δ

Calls
Pseudo strike
2.12
IV
153.5%
B/E move
10.1%
Puts
Pseudo strike
3.86
IV
270.0%
B/E move
9.7%

70Δ

Calls
Pseudo strike
2.02
IV
155.8%
B/E move
8.0%
Puts
Pseudo strike
4.27
IV
287.5%
B/E move
8.3%

75Δ

Calls
Pseudo strike
1.91
IV
159.0%
B/E move
6.4%
Puts
Pseudo strike
4.69
IV
304.9%
B/E move
6.8%

80Δ

Calls
Pseudo strike
1.78
IV
162.5%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

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%