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Nautilus Biotechnology, Inc. Common Stock NAUT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:49:29.596Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:40:14.822866151Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:49:29.144568+00:00

Share price$2.52
1D+3.4%
AH$2.31$2.37$2.43$2.48$2.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAUT
Sold putSold callAH

Nautilus Biotechnology, Inc. Common Stock options

Live interpolated NAUT call and put midpoint premiums by absolute delta.Nautilus Biotechnology, Inc. Common Stock$0.00$0.91$1.82$2.73$3.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENAUT PRICE$0.37$0.60$0.83$1.06$1.30$0.09$0.12$0.15$0.18$0.20$0.31$0.66$1.01$1.36$1.71$2.05$2.40$3.38
PutsExpensive1.32×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.06180.7%22.0%
25Δ2.15174.4%19.5%
30Δ2.24168.0%16.9%
35Δ2.34161.7%14.3%
40Δ2.43155.4%11.7%
45Δ2.59159.4%9.6%
50Δ2.95196.4%9.0%
55Δ3.31233.4%8.4%
60Δ2.28167.6%4.9%3.68270.4%7.9%
65Δ2.04252.4%4.7%4.04307.4%7.3%
70Δ1.80337.2%4.5%4.41344.3%6.7%
75Δ1.56422.0%4.2%4.77381.3%6.1%
80Δ1.32506.8%4.0%5.76435.5%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.06
IV
180.7%
B/E move
22.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
174.4%
B/E move
19.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.24
IV
168.0%
B/E move
16.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
161.7%
B/E move
14.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
155.4%
B/E move
11.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
159.4%
B/E move
9.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.95
IV
196.4%
B/E move
9.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
233.4%
B/E move
8.4%

60Δ

Calls
Pseudo strike
2.28
IV
167.6%
B/E move
4.9%
Puts
Pseudo strike
3.68
IV
270.4%
B/E move
7.9%

65Δ

Calls
Pseudo strike
2.04
IV
252.4%
B/E move
4.7%
Puts
Pseudo strike
4.04
IV
307.4%
B/E move
7.3%

70Δ

Calls
Pseudo strike
1.80
IV
337.2%
B/E move
4.5%
Puts
Pseudo strike
4.41
IV
344.3%
B/E move
6.7%

75Δ

Calls
Pseudo strike
1.56
IV
422.0%
B/E move
4.2%
Puts
Pseudo strike
4.77
IV
381.3%
B/E move
6.1%

80Δ

Calls
Pseudo strike
1.32
IV
506.8%
B/E move
4.0%
Puts
Pseudo strike
5.76
IV
435.5%
B/E move
5.5%

Options history

IV · four-Friday blend148.09%
Daily EOD
NAUT145.2%166.3%187.4%2026-10-19: 184.48%2026-10-21: 148.09%Oct 19Oct 21
2 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
184.48%
148.09%