NRX Pharmaceuticals (NRXP)'s 30-day implied volatility (IV30) was 81.2% at the close on November 11, 2026, down from 88.4% the day before, against a 52-week range of 51.4% to 228.2%. Its 20-day historical volatility was 93.6%.

Key numbers

30-day implied volatility (IV30): 81.2%
IV30 52-week range: 51.4% to 228.2% (median 95.4%)
Historical volatility: 20-day 93.6%, 1-year 82.1%
Implied move by the nearest expiration: ±5.6%

Data as of November 11, 2026.

NRXP Implied Volatility (IV) vs Historical Volatility (HV)

Name: NRXP Implied Volatility
Creator: Market Chameleon