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Nanobiotix S.A. American Depositary Shares NBTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:39:26.122Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:33:35.813772052Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:39:25.755020+00:00

Share price$31.90
1D+1.1%
$31.19$31.61$32.04$32.46$32.885:30 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$1.88$3.56$5.24$6.91$8.59$22.20$26.01$29.81$33.62$37.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NBTX spot · $31.90NBTX PRICE$2.06$2.16$2.32$2.43$2.49$2.55$2.62$2.68$2.74$4.01$5.47$2.08$2.20$2.34$2.48$2.69$2.92$3.14$3.37$3.59$3.82$4.38$6.24$8.11
PutsExpensive1.95×
Calls——
Skew——
Implied moveBearish±$5.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.02291.9%31.2%
25Δ26.21245.7%24.7%
30Δ43.61263.5%43.2%27.97211.8%19.6%
35Δ38.99218.1%29.0%29.73178.0%14.6%
40Δ36.38191.0%21.3%30.64163.8%12.4%
45Δ34.58168.9%16.0%31.39153.0%10.7%
50Δ33.69152.1%13.4%32.14142.3%9.1%
55Δ32.80135.4%10.8%32.90131.6%7.4%
60Δ31.91118.7%8.2%33.65120.9%5.8%
65Δ31.01101.9%5.6%34.40110.1%4.1%
70Δ30.1285.2%3.0%35.40104.7%2.7%
75Δ28.67101.7%2.5%37.38119.9%2.4%
80Δ27.13123.6%2.2%39.37135.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.02
IV
291.9%
B/E move
31.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.21
IV
245.7%
B/E move
24.7%

30Δ

Calls
Pseudo strike
43.61
IV
263.5%
B/E move
43.2%
Puts
Pseudo strike
27.97
IV
211.8%
B/E move
19.6%

35Δ

Calls
Pseudo strike
38.99
IV
218.1%
B/E move
29.0%
Puts
Pseudo strike
29.73
IV
178.0%
B/E move
14.6%

40Δ

Calls
Pseudo strike
36.38
IV
191.0%
B/E move
21.3%
Puts
Pseudo strike
30.64
IV
163.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
34.58
IV
168.9%
B/E move
16.0%
Puts
Pseudo strike
31.39
IV
153.0%
B/E move
10.7%

50Δ

Calls
Pseudo strike
33.69
IV
152.1%
B/E move
13.4%
Puts
Pseudo strike
32.14
IV
142.3%
B/E move
9.1%

55Δ

Calls
Pseudo strike
32.80
IV
135.4%
B/E move
10.8%
Puts
Pseudo strike
32.90
IV
131.6%
B/E move
7.4%

60Δ

Calls
Pseudo strike
31.91
IV
118.7%
B/E move
8.2%
Puts
Pseudo strike
33.65
IV
120.9%
B/E move
5.8%

65Δ

Calls
Pseudo strike
31.01
IV
101.9%
B/E move
5.6%
Puts
Pseudo strike
34.40
IV
110.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
30.12
IV
85.2%
B/E move
3.0%
Puts
Pseudo strike
35.40
IV
104.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
28.67
IV
101.7%
B/E move
2.5%
Puts
Pseudo strike
37.38
IV
119.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
27.13
IV
123.6%
B/E move
2.2%
Puts
Pseudo strike
39.37
IV
135.2%
B/E move
2.0%

Options history

IV · four-Friday blend86.00%
Daily EOD
NBTX73.1%80.0%87.0%2026-10-19: 82.45%2026-10-20: 74.01%2026-10-23: 83.99%2026-10-26: 84.40%2026-10-30: 86.00%Oct 19Oct 23Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.45%
74.01%
83.99%
84.40%
86.00%