Nephros Inc.(NEPH)
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- Industry (SIC)
- SURGICAL & MEDICAL INSTRUMENTS & APPARATUS (3841)
- Exchange
- XNAS
- Market Cap
- $0.0B
Nephros Inc is a commercial-stage company that develops and sells high-performance water solutions to the medical and commercial markets. In medical markets, it sells water filtration products and waterborne pathogen detection products. In commercial markets, the company manufactures and sells water filters that improve the taste and odor of water and reduce biofilm, bacteria, and scale build-up in downstream equipment. The company's subsidiary is engaged in the development of its second-generation hemodiafiltration system and other products focused on improving therapies for patients with ren…
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | -1.56% | 7 |
| Feb | -9.59% | 7 |
| Mar | -12.39% | 7 |
| Apr | +11.62% | 7 |
| May | +2.88% | 7 |
| Jun | +6.63% | 7 |
| Jul | -6.56% | 7 |
| Aug | -0.84% | 8 |
| Sep | +2.99% | 8 |
| Oct | +3.51% | 7 |
| Nov | +1.95% | 7 |
| Dec | +13.72% | 7 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (6/10)
Key Drivers:
- Bullish technical indicators, including a bullish MACD signal
- Positive news sentiment from recent headlines
- Moderate volatility, which is aligned with the company's beta and historical volatility
Primary Risks:
- Potential for a pullback if the stock price reaches the upper Bollinger Band
- Risk of further consolidation if the stock price remains stuck between support and resistance levels
Investment Thesis: NEPH has shown bullish technical indicators and positive news sentiment, making it an attractive investment opportunity. However, the risk of a pullback or further consolidation should not be ignored.
Recent News Sentiment Impact: The recent headlines have been overwhelmingly positive, which has contributed to the stock's upward momentum.
Technical Analysis
Trend Direction:
- Short-term: Bullish
- Medium-term: Neutral
- Long-term: Bullish
Support/Resistance Levels:
- Upper Bollinger Band: $4.76
- Middle Bollinger Band: $4.34
- Lower Bollinger Band: $3.93
- SMA 20: $4.34
- SMA 50: $3.89
- SMA 200: $3.91
Momentum Signals:
- RSI (14): 48.51 (neutral)
- MACD signal: 0.08 / Signal: -0.06 / Histogram: 0.14 (bullish)
Volume Analysis: The volume has been declining over the past few days, which could indicate a lack of institutional interest.
News & Sentiment Analysis
Recent Headlines Summary: The recent headlines have focused on NEPH's participation in virtual conferences and events, as well as its expanding water safety capabilities. These headlines have been overwhelmingly positive.
Sentiment Assessment: Aggregate sentiment is POSITIVE, indicating that the news has had a bullish impact on the stock price.
Catalyst Identification: Upcoming catalysts include the company's participation in the "Health, Wellness & Longevity" virtual conference and potential future earnings releases.
Market Narrative: The news sentiment aligns with the technical signals, indicating a bullish trend. However, the market remains cautious due to the moderate volatility and risk of a pullback or further consolidation.
Risk & Volatility Assessment
Risk Assessment: Beta: 0.97 (vs SPY), indicating that NEPH is less volatile than the overall market. This suggests that the company's stock price may be more stable in the short term.
Volatility Regime: The current volatility regime is moderate, which aligns with the company's historical volatility and beta.
Options Market Signals: No options data available.
Downside Protection: Support levels include the lower Bollinger Band ($3.93) and the SMA 20 ($4.34).
Market Context & Positioning
Sector Performance: NEPH has outperformed its sector peers in terms of price movement over the past few weeks.
Institutional Activity: No significant institutional activity has been observed, indicating a lack of buying or selling pressure.
Correlation Analysis: The stock's correlation with the market is moderate (0.14), suggesting that it may be influenced by broader market trends.
Relative Valuation: NEPH is positioned within its trading range, making it an attractive investment opportunity for those looking to buy and hold.
Key Levels & Action Items
Critical Price Levels:
- Upper Bollinger Band: $4.76
- Lower Bollinger Band: $3.93
- SMA 20: $4.34
Breakout/Breakdown Levels: No significant breakout or breakdown levels have been observed, indicating a lack of clear directional momentum.
Time-Sensitive Catalysts:
- Upcoming earnings release (date TBA)
- Participation in the "Health, Wellness & Longevity" virtual conference on July 22nd
Risk Management: Stop-loss levels should be set around $3.80 to limit potential losses. Position sizing considerations include considering the company's beta and historical volatility.
Note: This analysis is based solely on the provided data and may not reflect actual market conditions or future performance of the stock.
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.90
- Correlation (SPY)
- 13.6%
- R²
- 0.02
- Ann. Volatility
- 86.2%
- SPY Volatility
- 13.0%
Moderate volatility - stock generally follows market
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-09-16 | WEXFORD CAPITAL LP | 10%+ Owner | Other (J) | −13,511,284 | $3.95 | -$358.8K | EDGAR |
| 2026-09-16 | Arthur H Amron | Director | Other (J) | +86,590 | $3.95 | $179.4K | EDGAR |
| 2026-08-20 | WEXFORD CAPITAL LP | 10%+ Owner | Exer (M) | +3,248 | $3.60 | $11.7K | EDGAR |
| 2026-08-14 | Arthur H Amron | Director | Award (A) | +2,418 | — | EDGAR | |
| 2026-06-12 | Arthur H Amron | Director | Award (A) | +3,574 | — | EDGAR | |
| 2026-03-25 | Robert R. Banks Jr. | President and CEO | Exer (M) | +120,000 | $1.44 | $172.8K | EDGAR |
| 2026-03-25 | Judy Krandel | Chief Financial Officer | Exer (M) | +68,861 | $1.71 | $117.8K | EDGAR |
| 2026-03-18 | Arthur H Amron | Director | Award (A) | +3,610 | — | EDGAR | |
| 2026-03-18 | Judy Krandel | Chief Financial Officer | Grant (A) | +4,000 opt | — | EDGAR | |
| 2025-11-13 | Lisa Marie Nettis | Director | Award (A) | +1,622 | — | EDGAR | |
| 2025-11-13 | Oliver J. Spandow | Director | Award (A) | +8,036 | — | EDGAR | |
| 2025-11-13 | Arthur H Amron | Director | Award (A) | +5,391 | — | EDGAR | |
| 2025-08-13 | Lisa Marie Nettis | Director | Grant (A) | +13,229 opt | — | EDGAR | |
| 2025-03-31 | Judy Krandel | Chief Financial Officer | Grant (A) | +54,359 opt | — | EDGAR | |
| 2025-01-03 | Joseph Michael Harris | Director | Award (A) | — | — | EDGAR |
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | JOSEPH JACOBS | Director | 3,650,529 | $15.97M | $0 | 2 | 2021-06-03 |
| 2 | CHARLES E DAVIDSON | 10%+ Owner | 3,600,552 | $15.75M | $0 | 1 | 2024-03-14 |
| 3 | WEXFORD CAPITAL LP | Director | 246,249 | $1.08M | $0 | 3 | 2026-09-16 |
| 4 | Robert R. Banks Jr. | President and CEO | 190,000 | $831.2K | $155.1K | 4 | 2026-03-25 |
| 5 | Arthur H Amron | Director | 161,459 | $706.4K | $28.3K | 14 | 2026-09-16 |
| 6 | Daron Evans | CEO Specialty Renal Products | 143,162 | $626.3K | $59.9K | 8 | 2021-06-01 |
| 7 | Oliver J. Spandow | Director | 122,881 | $537.6K | $16.9K | 10 | 2025-11-13 |
| 8 | Wexford GP LLC | Director | 97,795 | $427.9K | $0 | 1 | 2021-01-29 |
| 9 | Andrew Astor | President, CEO & CFO | 92,773 | $405.9K | $87.8K | 13 | 2022-03-07 |
| 10 | Judy Krandel | Chief Financial Officer | 68,861 | $301.3K | $0 | 4 | 2026-03-25 |
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.