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Nebius Group N.V. NBIS

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-16T22:45:44.511Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:45:11.094108651Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:45:43.971499+00:00

Share price$165.10
1D-8.9%
AH$162$168$174$180$1865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBIS
Sold putSold callAH

Nebius Group N.V. options

Live interpolated NBIS call and put midpoint premiums by absolute delta.Nebius Group N.V.$1.65$6.86$12.08$17.29$22.50$132.69$157.20$181.71$206.21$230.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIS spot · $165.10NBIS PRICE$2.21$2.95$3.77$4.68$5.71$6.83$8.10$9.49$11.01$13.00$15.05$17.78$21.00$2.75$3.58$4.49$5.46$6.56$7.73$8.94$10.38$11.96$13.64$15.58$17.85$20.74
PutsCheap0.90×
CallsExpensive1.27×
SkewBullish-5.99 pp
Implied moveBearish±$17.03
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.4291.9%13.6%148.37100.6%11.8%
25Δ181.5692.1%11.8%152.1897.8%10.0%
30Δ178.1892.5%10.2%155.4695.9%8.6%
35Δ175.0893.0%8.9%158.4694.1%7.3%
40Δ172.2394.1%7.8%161.2493.1%6.3%
45Δ169.4494.9%6.8%163.9292.0%5.4%
50Δ166.6996.1%5.9%166.5190.3%4.6%
55Δ163.9397.1%5.0%169.1389.6%3.8%
60Δ161.1297.7%4.3%171.7789.0%3.2%
65Δ158.09100.8%3.6%174.4387.7%2.6%
70Δ154.96102.1%3.0%177.2686.8%2.1%
75Δ151.31105.4%2.4%180.3286.0%1.6%
80Δ147.20108.8%1.9%183.9185.7%1.2%

20Δ

Calls
Pseudo strike
185.42
IV
91.9%
B/E move
13.6%
Puts
Pseudo strike
148.37
IV
100.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
181.56
IV
92.1%
B/E move
11.8%
Puts
Pseudo strike
152.18
IV
97.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
178.18
IV
92.5%
B/E move
10.2%
Puts
Pseudo strike
155.46
IV
95.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
175.08
IV
93.0%
B/E move
8.9%
Puts
Pseudo strike
158.46
IV
94.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
172.23
IV
94.1%
B/E move
7.8%
Puts
Pseudo strike
161.24
IV
93.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
169.44
IV
94.9%
B/E move
6.8%
Puts
Pseudo strike
163.92
IV
92.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
166.69
IV
96.1%
B/E move
5.9%
Puts
Pseudo strike
166.51
IV
90.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
163.93
IV
97.1%
B/E move
5.0%
Puts
Pseudo strike
169.13
IV
89.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
161.12
IV
97.7%
B/E move
4.3%
Puts
Pseudo strike
171.77
IV
89.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
158.09
IV
100.8%
B/E move
3.6%
Puts
Pseudo strike
174.43
IV
87.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
154.96
IV
102.1%
B/E move
3.0%
Puts
Pseudo strike
177.26
IV
86.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
151.31
IV
105.4%
B/E move
2.4%
Puts
Pseudo strike
180.32
IV
86.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
147.20
IV
108.8%
B/E move
1.9%
Puts
Pseudo strike
183.91
IV
85.7%
B/E move
1.2%