NGNE · Neurogene Inc.

Track NGNE — free Ask ALVIS about NGNE

$33.60 +0.38 (+1.14%)

Market Cap

$524.94M

15.80M

Options Chain

15-min delayed Underlying $33.60 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 26 contracts

Put / call OI

0.18

Call-heavy positioning

Open interest

1,552

contracts outstanding

Volume

189

traded today

Max pain

$35.00

$1.40 above spot

ATM implied vol

111.8%

market's expected move

Open interest by strike

Calls Puts

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Jan 15 170d Mar 19 233d Dec 17 506d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
2	2	154.3%	0.989	$20.97		—	-0.043	226.7%	—	0
Call · $15 In the money Last $20.97 Breakeven $35.97 Implied vol 154.3% Delta 0.989 ≈99% ITM Gamma 0.002 Theta -0.009 Vega 0.003 Open interest 2 Model this call Put · $15 Last — Breakeven — Implied vol 226.7% Delta -0.043 ≈4% ITM Gamma 0.005 Theta -0.038 Vega 0.01 Open interest 0 Model this put
0	—	125.2%	0.988	—		—	-0.051	188.3%	—	0
Call · $17.5 In the money Last — Breakeven — Implied vol 125.2% Delta 0.988 ≈99% ITM Gamma 0.003 Theta -0.009 Vega 0.003 Open interest 0 Model this call Put · $17.5 Last — Breakeven — Implied vol 188.3% Delta -0.051 ≈5% ITM Gamma 0.007 Theta -0.036 Vega 0.01 Open interest 0 Model this put
0	—	114.4%	0.977	—		—	-0.066	159.9%	—	0
Call · $20 In the money Last — Breakeven — Implied vol 114.4% Delta 0.977 ≈98% ITM Gamma 0.006 Theta -0.014 Vega 0.006 Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol 159.9% Delta -0.066 ≈7% ITM Gamma 0.01 Theta -0.038 Vega 0.011 Open interest 0 Model this put
0	—	127.7%	0.923	—		—	-0.076	126.6%	—	0
Call · $22.5 In the money Last — Breakeven — Implied vol 127.7% Delta 0.923 ≈92% ITM Gamma 0.013 Theta -0.036 Vega 0.012 Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol 126.6% Delta -0.076 ≈8% ITM Gamma 0.013 Theta -0.033 Vega 0.012 Open interest 0 Model this put
2	2	108.9%	0.894	$14.40		$4.60	-0.12	116.4%	2	2
Call · $25 In the money Last $14.40 Breakeven $39.40 Implied vol 108.9% Delta 0.894 ≈89% ITM Gamma 0.02 Theta -0.039 Vega 0.019 Open interest 2 Model this call Put · $25 Last $4.60 Breakeven $20.40 Implied vol 116.4% Delta -0.12 ≈12% ITM Gamma 0.02 Theta -0.043 Vega 0.019 Open interest 2 Model this put
0	—	111.1%	0.713	—		$1.50	-0.3	129.8%	23	136
Call · $30 In the money Last — Breakeven — Implied vol 111.1% Delta 0.713 ≈71% ITM Gamma 0.037 Theta -0.073 Vega 0.027 Open interest 0 Model this call Put · $30 Last $1.50 Breakeven $28.50 Implied vol 129.8% Delta -0.3 ≈30% ITM Gamma 0.032 Theta -0.083 Vega 0.031 Open interest 136 Model this put
Underlying $33.60
36	15	109.9%	0.503	$5.20		$3.50	-0.494	113.8%	25	90
Call · $35 Last $5.20 Breakeven $40.20 Implied vol 109.9% Delta 0.503 ≈50% ITM Gamma 0.043 Theta -0.082 Vega 0.034 Open interest 36 Model this call Put · $35 In the money Last $3.50 Breakeven $31.50 Implied vol 113.8% Delta -0.494 ≈49% ITM Gamma 0.042 Theta -0.082 Vega 0.034 Open interest 90 Model this put
8	6	135.2%	0.371	$3.50		$6.55	-0.672	115.1%	5	5
Call · $40 Last $3.50 Breakeven $43.50 Implied vol 135.2% Delta 0.371 ≈37% ITM Gamma 0.033 Theta -0.096 Vega 0.032 Open interest 8 Model this call Put · $40 In the money Last $6.55 Breakeven $33.45 Implied vol 115.1% Delta -0.672 ≈67% ITM Gamma 0.038 Theta -0.074 Vega 0.032 Open interest 5 Model this put
3	2	174.6%	0.33	$0.99		—	-0.801	116.8%	—	0
Call · $45 Last $0.99 Breakeven $45.99 Implied vol 174.6% Delta 0.33 ≈33% ITM Gamma 0.025 Theta -0.118 Vega 0.033 Open interest 3 Model this call Put · $45 In the money Last — Breakeven — Implied vol 116.8% Delta -0.801 ≈80% ITM Gamma 0.029 Theta -0.057 Vega 0.026 Open interest 0 Model this put
885	17	185.9%	0.272	$0.16		—	-0.891	115.9%	—	0
Call · $50 Last $0.16 Breakeven $50.16 Implied vol 185.9% Delta 0.272 ≈27% ITM Gamma 0.021 Theta -0.115 Vega 0.027 Open interest 885 Model this call Put · $50 In the money Last — Breakeven — Implied vol 115.9% Delta -0.891 ≈89% ITM Gamma 0.02 Theta -0.037 Vega 0.018 Open interest 0 Model this put
333	80	132.5%	0.092	$0.34		—	-0.902	136.5%	—	0
Call · $55 Last $0.34 Breakeven $55.34 Implied vol 132.5% Delta 0.092 ≈9% ITM Gamma 0.015 Theta -0.041 Vega 0.011 Open interest 333 Model this call Put · $55 In the money Last — Breakeven — Implied vol 136.5% Delta -0.902 ≈90% ITM Gamma 0.016 Theta -0.04 Vega 0.018 Open interest 0 Model this put
50	10	152.1%	0.091	$0.05		—	-0.891	163.2%	—	0
Call · $60 Last $0.05 Breakeven $60.05 Implied vol 152.1% Delta 0.091 ≈9% ITM Gamma 0.013 Theta -0.046 Vega 0.011 Open interest 50 Model this call Put · $60 In the money Last — Breakeven — Implied vol 163.2% Delta -0.891 ≈89% ITM Gamma 0.014 Theta -0.053 Vega 0.019 Open interest 0 Model this put
0	—	166.1%	0.085	—		—	-0.897	180.3%	—	0
Call · $65 Last — Breakeven — Implied vol 166.1% Delta 0.085 ≈8% ITM Gamma 0.011 Theta -0.048 Vega 0.012 Open interest 0 Model this call Put · $65 In the money Last — Breakeven — Implied vol 180.3% Delta -0.897 ≈90% ITM Gamma 0.012 Theta -0.056 Vega 0.019 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1404644 CUSIP 64135M105 13F (30d) 11 filings 11 filers Visit website