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Nebius Group N.V. NBIS

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-16T00:19:16.893Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:13.266002+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.$3.75$17.20$30.65$44.10$57.55$122.33$158.75$195.18$231.60$268.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIS spot · $186.15NBIS PRICE$5.20$6.91$8.77$10.80$13.02$15.39$18.28$21.15$24.63$28.44$33.07$38.53$44.95$6.60$8.66$10.96$13.53$16.16$19.29$22.68$26.53$30.62$35.10$40.31$46.40$53.67
PutsFair0.96×
CallsExpensive1.25×
SkewBullish-12.10 pp
Implied moveBearish±$40.96
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.2290.4%35.6%153.8088.1%20.9%
25Δ235.8190.4%30.4%161.5086.0%17.9%
30Δ226.0390.5%26.1%168.3584.9%15.5%
35Δ217.3090.7%22.5%174.7784.2%13.4%
40Δ209.3891.2%19.5%180.9782.7%11.5%
45Δ201.8691.1%16.7%187.0682.4%9.9%
50Δ195.0493.1%14.6%193.1681.9%8.4%
55Δ188.0093.0%12.4%199.4581.6%7.1%
60Δ181.1394.6%10.5%205.8180.6%5.9%
65Δ174.1195.7%8.8%212.4279.6%4.7%
70Δ166.7098.1%7.3%219.5379.0%3.7%
75Δ158.66100.9%5.9%227.3578.1%2.8%
80Δ149.76103.8%4.6%236.2177.2%1.9%

20Δ

Calls
Pseudo strike
247.22
IV
90.4%
B/E move
35.6%
Puts
Pseudo strike
153.80
IV
88.1%
B/E move
20.9%

25Δ

Calls
Pseudo strike
235.81
IV
90.4%
B/E move
30.4%
Puts
Pseudo strike
161.50
IV
86.0%
B/E move
17.9%

30Δ

Calls
Pseudo strike
226.03
IV
90.5%
B/E move
26.1%
Puts
Pseudo strike
168.35
IV
84.9%
B/E move
15.5%

35Δ

Calls
Pseudo strike
217.30
IV
90.7%
B/E move
22.5%
Puts
Pseudo strike
174.77
IV
84.2%
B/E move
13.4%

40Δ

Calls
Pseudo strike
209.38
IV
91.2%
B/E move
19.5%
Puts
Pseudo strike
180.97
IV
82.7%
B/E move
11.5%

45Δ

Calls
Pseudo strike
201.86
IV
91.1%
B/E move
16.7%
Puts
Pseudo strike
187.06
IV
82.4%
B/E move
9.9%

50Δ

Calls
Pseudo strike
195.04
IV
93.1%
B/E move
14.6%
Puts
Pseudo strike
193.16
IV
81.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
188.00
IV
93.0%
B/E move
12.4%
Puts
Pseudo strike
199.45
IV
81.6%
B/E move
7.1%

60Δ

Calls
Pseudo strike
181.13
IV
94.6%
B/E move
10.5%
Puts
Pseudo strike
205.81
IV
80.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
174.11
IV
95.7%
B/E move
8.8%
Puts
Pseudo strike
212.42
IV
79.6%
B/E move
4.7%

70Δ

Calls
Pseudo strike
166.70
IV
98.1%
B/E move
7.3%
Puts
Pseudo strike
219.53
IV
79.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
158.66
IV
100.9%
B/E move
5.9%
Puts
Pseudo strike
227.35
IV
78.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
149.76
IV
103.8%
B/E move
4.6%
Puts
Pseudo strike
236.21
IV
77.2%
B/E move
1.9%