NRX Pharmaceuticals Inc
NRX Pharmaceuticals Inc (NRXP) Implied Volatility Current
NRXP implied volatility is 27%. IV Rank is 1%, placing current premiums in the bottom of their 52-week range.
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Tracking NRXP implied volatility helps you identify when options premiums on NRX Pharmaceuticals Inc are historically cheap or expensive, and where the best trades are hiding. NRX Pharmaceuticals Inc implied volatility reflects the market's expectation of future price movement: when NRXP IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor NRX Pharmaceuticals Inc's implied volatility current levels in real time and filter for high-probability trades.
Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For NRXP, tracking metrics like NRXP IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on NRXP signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.
NRX Pharmaceuticals, Inc., a clinical-stage pharmaceutical company, develops novel therapeutics for the treatment of central nervous system disorders and life-threatening pulmonary diseases. Its products include ZYESAMI, an investigational drug that has completed a Phase IIb/III clinical study for COVID-19 related respiratory failure; and NRX-100 and NRX-101 oral therapeutics for the treatment of bipolar depression in patients with acute suicidal behavior/ideation and sub-acute suicidal ideation and behavior. The company was founded in 2015 and is based in Wilmington, Delaware.
Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where NRXP implied volatility sits today versus where it has been. Our scanner ranks NRX Pharmaceuticals Inc implied volatility against its historical range, surfaces extremes in NRXP IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether NRX Pharmaceuticals Inc IV is rich or cheap — measure it, then act on it.
Implied Volatility
IV is compressed vs the past year - options are relatively cheap, favoring buyers.
As of September 24, 2026
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