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Nebius Group N.V. NBIS

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-16T01:01:02.677Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:40.0761047Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:51:44.852167+00:00

Share price$186.15
1D+3.7%
AH$162$170$177$185$1935:30 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.$0.57$5.89$11.21$16.53$21.85$160.90$172.11$183.32$194.52$205.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIS spot · $186.15NBIS PRICE$1.49$2.00$2.57$3.19$3.87$4.66$5.55$6.57$7.91$9.39$11.77$14.39$20.32$1.14$1.50$1.88$2.27$2.72$3.18$3.65$4.13$4.63$5.13$5.66$6.21$6.76
PutsCheap0.55×
CallsCheap0.93×
SkewBullish-75.50 pp
Implied moveBullish±$9.21
TiltBullish31.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.69141.1%7.5%178.20101.9%4.9%
25Δ196.30141.8%6.5%179.90100.8%4.2%
30Δ194.20143.2%5.7%181.4098.2%3.6%
35Δ192.24144.7%5.0%182.8295.9%3.0%
40Δ190.35145.4%4.3%184.0494.7%2.6%
45Δ188.53146.9%3.8%185.2493.2%2.2%
50Δ186.72149.2%3.3%186.3590.8%1.9%
55Δ184.89152.6%2.9%187.4588.4%1.5%
60Δ182.90159.0%2.5%188.4485.2%1.3%
65Δ180.74164.3%2.1%189.4382.0%1.0%
70Δ177.92180.8%1.9%190.3878.4%0.8%
75Δ174.73195.3%1.6%191.2774.3%0.6%
80Δ168.64271.3%1.5%192.1670.2%0.4%

20Δ

Calls
Pseudo strike
198.69
IV
141.1%
B/E move
7.5%
Puts
Pseudo strike
178.20
IV
101.9%
B/E move
4.9%

25Δ

Calls
Pseudo strike
196.30
IV
141.8%
B/E move
6.5%
Puts
Pseudo strike
179.90
IV
100.8%
B/E move
4.2%

30Δ

Calls
Pseudo strike
194.20
IV
143.2%
B/E move
5.7%
Puts
Pseudo strike
181.40
IV
98.2%
B/E move
3.6%

35Δ

Calls
Pseudo strike
192.24
IV
144.7%
B/E move
5.0%
Puts
Pseudo strike
182.82
IV
95.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
190.35
IV
145.4%
B/E move
4.3%
Puts
Pseudo strike
184.04
IV
94.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
188.53
IV
146.9%
B/E move
3.8%
Puts
Pseudo strike
185.24
IV
93.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
186.72
IV
149.2%
B/E move
3.3%
Puts
Pseudo strike
186.35
IV
90.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
184.89
IV
152.6%
B/E move
2.9%
Puts
Pseudo strike
187.45
IV
88.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
182.90
IV
159.0%
B/E move
2.5%
Puts
Pseudo strike
188.44
IV
85.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
180.74
IV
164.3%
B/E move
2.1%
Puts
Pseudo strike
189.43
IV
82.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
177.92
IV
180.8%
B/E move
1.9%
Puts
Pseudo strike
190.38
IV
78.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
174.73
IV
195.3%
B/E move
1.6%
Puts
Pseudo strike
191.27
IV
74.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
168.64
IV
271.3%
B/E move
1.5%
Puts
Pseudo strike
192.16
IV
70.2%
B/E move
0.4%