Neumora Therapeutics Inc (NMRA) Historical Volatility

Tracking NMRA historical volatility helps you see how much Neumora Therapeutics Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Neumora Therapeutics Inc's HV tells you what really happened. Use our scanner to monitor NMRA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The NMRA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Neumora Therapeutics Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Neumora Therapeutics, Inc., a clinical-stage biopharmaceutical company, engages in developing therapeutic treatments for brain diseases, neuropsychiatric disorders, and neurodegenerative diseases. The company develops navacaprant (NMRA-140), a novel once-daily oral kappa opioid receptor antagonist, which is in phase 3 clinical trials for the treatment of major depressive disorder. It also develops NMRA-511 that is in phase 1 clinical trials in patients with agitation associated with dementia due to Alzheimer's disease; and NMRA-266, which is in the phase 1 clinical trial for the treatment of schizophrenia and other neuropsychiatric disorders.

In addition, its preclinical phase product includes NMRA-NMDA for the treatment of schizophrenia; NMRA-CK1d, a CK1d inhibitor program for the treatment of amyotrophic lateral sclerosis; NMRA-NLRP3 for the treatment of certain neurodegenerative conditions; and NMRA-GCase for the treatment of Parkinson's disease. The company was formerly known as RBNC Therapeutics, Inc. and changed its name to Neumora Therapeutics, Inc. in October 2021. Neumora Therapeutics, Inc. was incorporated in 2019 and is headquartered in Watertown, Massachusetts.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Neumora Therapeutics Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NMRA HV is running hot, cold, or in line. Make the NMRA 30 day historical volatility — and every other window — work for your edge instead of against it.