NPCE · NeuroPace Inc

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$14.77 +0.09 (+0.61%) At close · Jul 24

Market Cap

$504.93M

34.09M

Options Chain

15-min delayed Underlying $14.77 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 22 contracts

Put / call OI

0.01

Call-heavy positioning

Open interest

262

contracts outstanding

Volume

150

traded today

Max pain

$12.50

$2.27 below spot

ATM implied vol

99.6%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Nov 20 117d Feb 19 208d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	491%	0.978	$12.36		$0.04	—	—	22	0
Call · $2.5 In the money Last $12.36 Breakeven $14.86 Implied vol 491% Delta 0.978 ≈98% ITM Gamma 0.003 Theta -0.02 Vega 0.002 Open interest 1 Model this call Put · $2.5 Last $0.04 Breakeven $2.46 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	142.8%	0.89	$7.98		—	-0.118	150%	—	0
Call · $10 In the money Last $7.98 Breakeven $17.98 Implied vol 142.8% Delta 0.89 ≈89% ITM Gamma 0.033 Theta -0.021 Vega 0.008 Open interest 1 Model this call Put · $10 Last — Breakeven — Implied vol 150% Delta -0.118 ≈12% ITM Gamma 0.033 Theta -0.022 Vega 0.008 Open interest 0 Model this put
9	5	98.2%	0.784	$3.92		$0.30	-0.204	91.5%	1	1
Call · $12.5 In the money Last $3.92 Breakeven $16.42 Implied vol 98.2% Delta 0.784 ≈78% ITM Gamma 0.076 Theta -0.023 Vega 0.012 Open interest 9 Model this call Put · $12.5 Last $0.30 Breakeven $12.20 Implied vol 91.5% Delta -0.204 ≈20% ITM Gamma 0.079 Theta -0.02 Vega 0.012 Open interest 1 Model this put
Underlying $14.77
2	2	75.1%	0.52	$3.05		—	-0.447	124.2%	—	0
Call · $15 Last $3.05 Breakeven $18.05 Implied vol 75.1% Delta 0.52 ≈52% ITM Gamma 0.135 Theta -0.024 Vega 0.016 Open interest 2 Model this call Put · $15 In the money Last — Breakeven — Implied vol 124.2% Delta -0.447 ≈45% ITM Gamma 0.082 Theta -0.037 Vega 0.016 Open interest 0 Model this put
88	1	172.7%	0.449	$0.60		$2.54	-0.629	123.8%	1	1
Call · $17.5 Last $0.60 Breakeven $18.10 Implied vol 172.7% Delta 0.449 ≈45% ITM Gamma 0.059 Theta -0.053 Vega 0.017 Open interest 88 Model this call Put · $17.5 In the money Last $2.54 Breakeven $14.96 Implied vol 123.8% Delta -0.629 ≈63% ITM Gamma 0.078 Theta -0.035 Vega 0.015 Open interest 1 Model this put
2	1	110.7%	0.196	$1.00		—	-0.828	104.4%	—	0
Call · $20 Last $1.00 Breakeven $21.00 Implied vol 110.7% Delta 0.196 ≈20% ITM Gamma 0.063 Theta -0.024 Vega 0.012 Open interest 2 Model this call Put · $20 In the money Last — Breakeven — Implied vol 104.4% Delta -0.828 ≈83% ITM Gamma 0.064 Theta -0.019 Vega 0.012 Open interest 0 Model this put
1	1	146.6%	0.192	$1.80		—	-0.852	128.7%	—	0
Call · $22.5 Last $1.80 Breakeven $24.30 Implied vol 146.6% Delta 0.192 ≈19% ITM Gamma 0.047 Theta -0.031 Vega 0.013 Open interest 1 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 128.7% Delta -0.852 ≈85% ITM Gamma 0.047 Theta -0.021 Vega 0.009 Open interest 0 Model this put
46	1	157.3%	0.153	$0.50		—	-0.929	121.8%	—	0
Call · $25 Last $0.50 Breakeven $25.50 Implied vol 157.3% Delta 0.153 ≈15% ITM Gamma 0.038 Theta -0.028 Vega 0.009 Open interest 46 Model this call Put · $25 In the money Last — Breakeven — Implied vol 121.8% Delta -0.929 ≈93% ITM Gamma 0.03 Theta -0.011 Vega 0.005 Open interest 0 Model this put
110	110	165.9%	0.086	$0.35		$15.74	-0.832	211.7%	2	0
Call · $30 Last $0.35 Breakeven $30.35 Implied vol 165.9% Delta 0.086 ≈9% ITM Gamma 0.024 Theta -0.02 Vega 0.006 Open interest 110 Model this call Put · $30 In the money Last $15.74 Breakeven $14.26 Implied vol 211.7% Delta -0.832 ≈83% ITM Gamma 0.03 Theta -0.038 Vega 0.01 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 1528287 CUSIP 641288105 13F (30d) 9 filings 9 filers Visit website Investor relations