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Quote for NVRO (NEVRO CORP)

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 NVRO  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

47.69 

 NEVRO CORP       CHANGE

-1.27 

 HIGH 50.34   LOW 47.01   DIVIDEND DATE  
 OPEN 48.80   CLOSE 48.96   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME 484,735   SPLIT DATE     DATE/TIME: 2022-08-09 
 OPTION VOLUME 2166   IMPLIED VOLATILITY 0.57   HISTORICAL VOL  0.60 
Data used in the screeners below are delayed from July 19, 2022.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 NVRO  41.93    NVRO  Aug 19 '22  45.00  2.25  2.25  5.37%    0.71  0
 NVRO  41.93    NVRO  Nov 18 '22  45.00  4.80  4.80  11.45%    0.62  3
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 NVRO  Aug 19 '22  45.00   C  2.25    NVRO  Aug 19 '22  45.00   P  5.55    7.80  3.07
 NVRO  Nov 18 '22  45.00   C  4.80    NVRO  Nov 18 '22  45.00   P  8.70    13.50  3.07
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 NVRO  Aug 19 '22  55.00   P  13.80    NVRO  Aug 19 '22  45.00   P  5.55    8.25  10.00
 NVRO  Nov 18 '22  45.00   P  8.70    NVRO  Nov 18 '22  40.00   P  5.60    3.10  5.00
 NVRO  Aug 19 '22  55.00   P  13.80    NVRO  Aug 19 '22  40.00   P  2.98    10.83  15.00
 NVRO  Aug 19 '22  45.00   P  5.55    NVRO  Aug 19 '22  40.00   P  2.98    2.57  5.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 NVRO  Nov 18 '22  35.00   C  10.50    NVRO  Nov 18 '22  45.00   C  4.80    5.70  10.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 NVRO  Aug 19 '22  40.00   P  2.98    NVRO  Aug 19 '22  45.00   P  5.55    -2.57  5.00
 NVRO  Nov 18 '22  35.00   P  3.48    NVRO  Nov 18 '22  40.00   P  5.60    -2.12  5.00
 NVRO  Nov 18 '22  35.00   P  3.48    NVRO  Nov 18 '22  45.00   P  8.70    -5.22  10.00
 NVRO  Aug 19 '22  35.00   P  1.00    NVRO  Aug 19 '22  45.00   P  5.55    -4.55  10.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 NVRO  Aug 19 '22  45.00   C  2.25    NVRO  Nov 18 '22  45.00   C  4.80    -2.55  3
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 NVRO  Aug 19 '22  40.00   P  2.98    NVRO  Nov 18 '22  40.00   P  5.60    -2.62  3
 NVRO  Aug 19 '22  45.00   P  5.55    NVRO  Nov 18 '22  45.00   P  8.70    -3.15  3
Data Provided by HistoricalOptionData.com
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