Share price$29.19
1D+4.2%
Sold putSold callAH
Nanobiotix S.A. American Depositary Shares NBTX
i
Market datapartial · fetched 2026-10-22T22:43:42.209Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.268700465Z
FundamentalsAlpha Vantage · unavailable
Nanobiotix S.A. American Depositary Shares options
PutsExpensive1.34×
CallsCheap0.82×
SkewBearish+54.81 pp
Implied move——
TiltBullish19.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.27 | 203.5% | 35.7% | |||
| 25Δ | 23.83 | 161.4% | 26.9% | |||
| 30Δ | 25.58 | 137.4% | 21.3% | |||
| 35Δ | 26.79 | 125.8% | 18.0% | |||
| 40Δ | 28.00 | 114.3% | 14.7% | |||
| 45Δ | 29.21 | 102.7% | 11.4% | |||
| 50Δ | ||||||
| 55Δ | 29.26 | 87.0% | 10.3% | |||
| 60Δ | 28.34 | 86.5% | 8.9% | |||
| 65Δ | 27.43 | 86.1% | 7.5% | |||
| 70Δ | 26.51 | 85.7% | 6.0% | |||
| 75Δ | 25.59 | 85.2% | 4.6% | |||
| 80Δ | 24.54 | 85.7% | 3.3% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.27
- IV
- 203.5%
- B/E move
- 35.7%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.83
- IV
- 161.4%
- B/E move
- 26.9%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.58
- IV
- 137.4%
- B/E move
- 21.3%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.79
- IV
- 125.8%
- B/E move
- 18.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.00
- IV
- 114.3%
- B/E move
- 14.7%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 29.21
- IV
- 102.7%
- B/E move
- 11.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 29.26
- IV
- 87.0%
- B/E move
- 10.3%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 28.34
- IV
- 86.5%
- B/E move
- 8.9%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 27.43
- IV
- 86.1%
- B/E move
- 7.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 26.51
- IV
- 85.7%
- B/E move
- 6.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 25.59
- IV
- 85.2%
- B/E move
- 4.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 24.54
- IV
- 85.7%
- B/E move
- 3.3%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations