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Nautilus Biotechnology, Inc. Common Stock NAUT

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Market datapartial · fetched 2026-10-22T16:53:11.979Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:53:04.523172602Z

FundamentalsAlpha Vantage · unavailable

Share price$2.56
1D-6.0%
$2.52$2.60$2.69$2.77$2.855:30 AM6:30 AM9:00 AM1:00 PMNAUT
Sold putSold call

Nautilus Biotechnology, Inc. Common Stock options

Live interpolated NAUT call and put midpoint premiums by absolute delta.Nautilus Biotechnology, Inc. Common Stock$0.09$0.26$0.42$0.58$0.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENAUT PRICE$0.11$0.14$0.17$0.20$0.23$0.26$0.29$0.32$0.35$0.44$0.52$0.61$0.69$0.12$0.16$0.19$0.23$0.27
PutsCheap0.51×
CallsCheap0.53×
SkewBullish-20.91 pp
Implied move——
TiltBullish63.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.67168.9%87.3%2.04118.9%24.5%
25Δ4.40161.6%77.8%2.16116.5%21.6%
30Δ4.13154.2%68.3%2.27114.2%18.8%
35Δ3.85146.8%58.7%2.38111.9%15.9%
40Δ3.58139.4%49.2%2.50109.6%13.0%
45Δ3.31132.1%39.7%
50Δ3.04124.7%30.2%
55Δ2.76117.3%20.7%
60Δ2.49110.5%11.5%
65Δ2.37116.4%10.1%
70Δ2.25122.3%8.6%
75Δ2.13128.2%7.2%
80Δ2.01134.1%5.8%

20Δ

Calls
Pseudo strike
4.67
IV
168.9%
B/E move
87.3%
Puts
Pseudo strike
2.04
IV
118.9%
B/E move
24.5%

25Δ

Calls
Pseudo strike
4.40
IV
161.6%
B/E move
77.8%
Puts
Pseudo strike
2.16
IV
116.5%
B/E move
21.6%

30Δ

Calls
Pseudo strike
4.13
IV
154.2%
B/E move
68.3%
Puts
Pseudo strike
2.27
IV
114.2%
B/E move
18.8%

35Δ

Calls
Pseudo strike
3.85
IV
146.8%
B/E move
58.7%
Puts
Pseudo strike
2.38
IV
111.9%
B/E move
15.9%

40Δ

Calls
Pseudo strike
3.58
IV
139.4%
B/E move
49.2%
Puts
Pseudo strike
2.50
IV
109.6%
B/E move
13.0%

45Δ

Calls
Pseudo strike
3.31
IV
132.1%
B/E move
39.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.04
IV
124.7%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.76
IV
117.3%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.49
IV
110.5%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.37
IV
116.4%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.25
IV
122.3%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.13
IV
128.2%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.01
IV
134.1%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations