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N-able, Inc. NABL

i

Market dataready · fetched 2026-11-13T02:53:50.801Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.002195286Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:53:49.883528+00:00

Share price$4.80
1D+0.8%
AH$4.74$4.78$4.83$4.87$4.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNABL
Sold putSold callAH

N-able, Inc. options

Live interpolated NABL call and put midpoint premiums by absolute delta.N-able, Inc.$0.16$0.80$1.44$2.08$2.72$2.93$3.71$4.49$5.27$6.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NABL spot · $4.80NABL PRICE$0.38$0.42$0.47$0.51$0.55$0.68$0.88$1.08$1.29$1.49$1.70$0.23$0.28$0.33$0.38$0.43$0.48$0.53$0.78$1.13$1.49$1.84$2.19$2.54
PutsExpensive1.82×
Calls——
Skew——
Implied moveBalanced±$1.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.23144.2%37.5%
25Δ3.51133.2%32.7%
30Δ7.44172.3%62.9%3.79122.1%28.0%
35Δ6.90158.2%52.5%4.07111.1%23.2%
40Δ6.36144.1%42.2%4.35100.0%18.4%
45Δ5.81129.9%31.8%4.6389.0%13.7%
50Δ5.27115.8%21.4%4.9178.0%8.9%
55Δ4.86110.3%15.3%5.2679.0%6.8%
60Δ4.57113.5%13.5%5.6586.3%5.9%
65Δ4.28116.7%11.8%6.0493.5%5.1%
70Δ3.99119.8%10.1%6.43100.8%4.3%
75Δ3.71123.0%8.3%6.82108.0%3.5%
80Δ3.42126.2%6.6%7.21115.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
144.2%
B/E move
37.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
133.2%
B/E move
32.7%

30Δ

Calls
Pseudo strike
7.44
IV
172.3%
B/E move
62.9%
Puts
Pseudo strike
3.79
IV
122.1%
B/E move
28.0%

35Δ

Calls
Pseudo strike
6.90
IV
158.2%
B/E move
52.5%
Puts
Pseudo strike
4.07
IV
111.1%
B/E move
23.2%

40Δ

Calls
Pseudo strike
6.36
IV
144.1%
B/E move
42.2%
Puts
Pseudo strike
4.35
IV
100.0%
B/E move
18.4%

45Δ

Calls
Pseudo strike
5.81
IV
129.9%
B/E move
31.8%
Puts
Pseudo strike
4.63
IV
89.0%
B/E move
13.7%

50Δ

Calls
Pseudo strike
5.27
IV
115.8%
B/E move
21.4%
Puts
Pseudo strike
4.91
IV
78.0%
B/E move
8.9%

55Δ

Calls
Pseudo strike
4.86
IV
110.3%
B/E move
15.3%
Puts
Pseudo strike
5.26
IV
79.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
4.57
IV
113.5%
B/E move
13.5%
Puts
Pseudo strike
5.65
IV
86.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
4.28
IV
116.7%
B/E move
11.8%
Puts
Pseudo strike
6.04
IV
93.5%
B/E move
5.1%

70Δ

Calls
Pseudo strike
3.99
IV
119.8%
B/E move
10.1%
Puts
Pseudo strike
6.43
IV
100.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
3.71
IV
123.0%
B/E move
8.3%
Puts
Pseudo strike
6.82
IV
108.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
3.42
IV
126.2%
B/E move
6.6%
Puts
Pseudo strike
7.21
IV
115.2%
B/E move
2.7%

Options history

IV · four-Friday blend93.00%
Daily EOD
NABL80.0%93.6%107.2%2026-10-21: 81.85%2026-10-22: 84.59%2026-10-23: 105.29%2026-10-26: 98.18%2026-10-27: 89.87%2026-10-28: 94.70%2026-10-30: 93.00%Oct 21Oct 26Oct 30
7 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
81.85%
84.59%
105.29%
98.18%
89.87%
94.70%
93.00%