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Nanobiotix S.A. American Depositary Shares NBTX

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Market datapartial · fetched 2026-10-22T13:31:29.211Z

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 · 2026-10-22T13:31:16.4457427Z

FundamentalsAlpha Vantage · unavailable

Share price$28.13
1D+1.8%
$25.94$26.63$27.33$28.02$28.725:30 AM6:30 AM9:00 AM1:00 PMNBTX
Sold putSold call

Nanobiotix S.A. American Depositary Shares options

Live interpolated NBTX call and put midpoint premiums by absolute delta.Nanobiotix S.A. American Depositary Shares$2.44$2.98$3.52$4.06$4.61$15.02$20.89$26.76$32.63$38.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBTX spot · $28.13NBTX PRICE$2.68$2.92$3.17$3.42$3.66$3.91$4.45$2.50$2.50$2.50$2.80$3.12$3.45$3.77
PutsExpensive1.31×
CallsCheap0.81×
SkewBearish+53.75 pp
Implied moveBearish±$6.45
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.43207.1%36.3%
25Δ22.93164.4%27.4%
30Δ24.85133.4%20.6%
35Δ25.98123.7%17.6%
40Δ27.04115.9%15.0%
45Δ28.10108.0%12.4%
50Δ29.56100.3%14.6%29.16100.1%9.7%
55Δ28.7194.2%12.5%
60Δ27.8688.0%10.3%
65Δ27.0181.8%8.2%
70Δ26.1675.7%6.0%
75Δ25.3169.5%3.9%
80Δ24.4266.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.43
IV
207.1%
B/E move
36.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.93
IV
164.4%
B/E move
27.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.85
IV
133.4%
B/E move
20.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.98
IV
123.7%
B/E move
17.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.04
IV
115.9%
B/E move
15.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.10
IV
108.0%
B/E move
12.4%

50Δ

Calls
Pseudo strike
29.56
IV
100.3%
B/E move
14.6%
Puts
Pseudo strike
29.16
IV
100.1%
B/E move
9.7%

55Δ

Calls
Pseudo strike
28.71
IV
94.2%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
27.86
IV
88.0%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.01
IV
81.8%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.16
IV
75.7%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.31
IV
69.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.42
IV
66.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations