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N-able, Inc. NABL

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Market datapartial · fetched 2026-10-22T21:27:01.213Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.004064895Z

FundamentalsAlpha Vantage · unavailable

Share price$4.92
1D+0.3%
AH$4.81$4.85$4.89$4.92$4.965:30 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.$0.31$0.97$1.64$2.30$2.97$2.01$3.42$4.83$6.24$7.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NABL spot · $4.92NABL PRICE$0.38$0.45$0.53$0.60$0.67$0.74$0.90$1.12$1.33$1.55$1.77$0.47$0.52$0.58$0.63$0.68$0.79$1.12$1.45$1.78$2.12$2.45$2.78
PutsExpensive1.72×
CallsExpensive1.29×
SkewBearish+9.20 pp
Implied moveBearish±$1.79
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.17189.7%45.2%
25Δ3.55169.0%38.5%
30Δ7.47131.6%59.5%3.93148.3%31.8%
35Δ7.01126.4%51.7%4.31127.6%25.1%
40Δ6.56121.2%44.0%4.69106.9%18.5%
45Δ6.10115.9%36.2%5.0891.1%12.8%
50Δ5.65110.7%28.5%5.4895.0%11.5%
55Δ5.19105.5%20.7%5.8899.0%10.1%
60Δ4.82103.8%16.2%6.28103.0%8.7%
65Δ4.50104.7%14.1%6.68107.0%7.3%
70Δ4.18105.6%12.0%7.07111.0%5.9%
75Δ3.86106.5%10.0%7.47114.9%4.6%
80Δ3.54107.4%7.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.17
IV
189.7%
B/E move
45.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
169.0%
B/E move
38.5%

30Δ

Calls
Pseudo strike
7.47
IV
131.6%
B/E move
59.5%
Puts
Pseudo strike
3.93
IV
148.3%
B/E move
31.8%

35Δ

Calls
Pseudo strike
7.01
IV
126.4%
B/E move
51.7%
Puts
Pseudo strike
4.31
IV
127.6%
B/E move
25.1%

40Δ

Calls
Pseudo strike
6.56
IV
121.2%
B/E move
44.0%
Puts
Pseudo strike
4.69
IV
106.9%
B/E move
18.5%

45Δ

Calls
Pseudo strike
6.10
IV
115.9%
B/E move
36.2%
Puts
Pseudo strike
5.08
IV
91.1%
B/E move
12.8%

50Δ

Calls
Pseudo strike
5.65
IV
110.7%
B/E move
28.5%
Puts
Pseudo strike
5.48
IV
95.0%
B/E move
11.5%

55Δ

Calls
Pseudo strike
5.19
IV
105.5%
B/E move
20.7%
Puts
Pseudo strike
5.88
IV
99.0%
B/E move
10.1%

60Δ

Calls
Pseudo strike
4.82
IV
103.8%
B/E move
16.2%
Puts
Pseudo strike
6.28
IV
103.0%
B/E move
8.7%

65Δ

Calls
Pseudo strike
4.50
IV
104.7%
B/E move
14.1%
Puts
Pseudo strike
6.68
IV
107.0%
B/E move
7.3%

70Δ

Calls
Pseudo strike
4.18
IV
105.6%
B/E move
12.0%
Puts
Pseudo strike
7.07
IV
111.0%
B/E move
5.9%

75Δ

Calls
Pseudo strike
3.86
IV
106.5%
B/E move
10.0%
Puts
Pseudo strike
7.47
IV
114.9%
B/E move
4.6%

80Δ

Calls
Pseudo strike
3.54
IV
107.4%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations