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Nautilus Biotechnology, Inc. Common Stock NAUT

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Market datapartial · fetched 2026-10-23T02:39:54.548Z

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 · 2026-10-22T23:59:50.978441642Z

FundamentalsAlpha Vantage · unavailable

Share price$2.62
1D-3.7%
AH$2.52$2.60$2.69$2.77$2.855:30 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$0.07$0.53$0.99$1.45$1.92$0.52$1.62$2.72$3.81$4.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAUT spot · $2.62NAUT PRICE$0.12$0.15$0.19$0.23$0.26$0.30$0.34$0.37$0.41$0.47$0.56$0.64$0.73$0.12$0.17$0.21$0.25$0.36$0.54$0.71$0.89$1.07$1.25$1.43$1.60$1.78
PutsCheap0.52×
CallsCheap0.56×
SkewBullish-25.58 pp
Implied moveBearish±$1.05
TiltBearish37.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.69167.7%83.8%2.07123.5%25.7%
25Δ4.43162.7%75.3%2.19121.6%22.6%
30Δ4.18157.8%66.8%2.31119.7%19.6%
35Δ3.92152.8%58.3%2.43117.8%16.6%
40Δ3.66147.8%49.8%2.60116.7%14.4%
45Δ3.40142.9%41.3%2.81116.5%13.1%
50Δ3.14137.9%32.8%3.02116.4%11.8%
55Δ2.88133.0%24.3%3.23116.3%10.5%
60Δ2.62128.0%15.8%3.45116.1%9.2%
65Δ2.43127.4%10.8%3.66116.0%7.9%
70Δ2.30130.7%9.1%3.87115.8%6.6%
75Δ2.17134.1%7.3%4.08115.7%5.3%
80Δ2.04137.5%5.6%4.29115.6%4.0%

20Δ

Calls
Pseudo strike
4.69
IV
167.7%
B/E move
83.8%
Puts
Pseudo strike
2.07
IV
123.5%
B/E move
25.7%

25Δ

Calls
Pseudo strike
4.43
IV
162.7%
B/E move
75.3%
Puts
Pseudo strike
2.19
IV
121.6%
B/E move
22.6%

30Δ

Calls
Pseudo strike
4.18
IV
157.8%
B/E move
66.8%
Puts
Pseudo strike
2.31
IV
119.7%
B/E move
19.6%

35Δ

Calls
Pseudo strike
3.92
IV
152.8%
B/E move
58.3%
Puts
Pseudo strike
2.43
IV
117.8%
B/E move
16.6%

40Δ

Calls
Pseudo strike
3.66
IV
147.8%
B/E move
49.8%
Puts
Pseudo strike
2.60
IV
116.7%
B/E move
14.4%

45Δ

Calls
Pseudo strike
3.40
IV
142.9%
B/E move
41.3%
Puts
Pseudo strike
2.81
IV
116.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
3.14
IV
137.9%
B/E move
32.8%
Puts
Pseudo strike
3.02
IV
116.4%
B/E move
11.8%

55Δ

Calls
Pseudo strike
2.88
IV
133.0%
B/E move
24.3%
Puts
Pseudo strike
3.23
IV
116.3%
B/E move
10.5%

60Δ

Calls
Pseudo strike
2.62
IV
128.0%
B/E move
15.8%
Puts
Pseudo strike
3.45
IV
116.1%
B/E move
9.2%

65Δ

Calls
Pseudo strike
2.43
IV
127.4%
B/E move
10.8%
Puts
Pseudo strike
3.66
IV
116.0%
B/E move
7.9%

70Δ

Calls
Pseudo strike
2.30
IV
130.7%
B/E move
9.1%
Puts
Pseudo strike
3.87
IV
115.8%
B/E move
6.6%

75Δ

Calls
Pseudo strike
2.17
IV
134.1%
B/E move
7.3%
Puts
Pseudo strike
4.08
IV
115.7%
B/E move
5.3%

80Δ

Calls
Pseudo strike
2.04
IV
137.5%
B/E move
5.6%
Puts
Pseudo strike
4.29
IV
115.6%
B/E move
4.0%

Options history

No recorded observations