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nCino, Inc. Common Stock NCNO

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T03:59:05.093Z

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 · 2026-11-11T21:00:01.436146924Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T03:59:04.614626+00:00

Share price$22.39
1D+0.4%
AH$22.19$22.29$22.38$22.48$22.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNCNO
Sold putSold callAH

nCino, Inc. Common Stock options

Live interpolated NCNO call and put midpoint premiums by absolute delta.nCino, Inc. Common Stock$0.19$0.77$1.34$1.91$2.48$19.55$21.04$22.52$24.01$25.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCNO spot · $22.39NCNO PRICE$0.26$0.34$0.42$0.50$0.59$0.67$0.75$0.99$1.22$1.46$1.70$1.94$2.17$0.31$0.40$0.49$0.58$0.67$0.76$0.85$1.10$1.34$1.58$1.83$2.07$2.31
PutsCheap0.94×
CallsCheap0.83×
SkewBearish+0.56 pp
Implied moveBearish±$1.60
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.7466.7%11.7%20.3373.1%10.6%
25Δ24.3765.0%10.4%20.6970.5%9.4%
30Δ24.0063.3%9.0%21.0667.8%8.1%
35Δ23.6261.6%7.7%21.4265.2%6.9%
40Δ23.2559.9%6.4%21.7862.6%5.7%
45Δ22.8758.2%5.1%22.1459.9%4.5%
50Δ22.5056.5%3.8%22.5057.3%3.3%
55Δ22.1757.5%3.4%22.8357.3%2.9%
60Δ21.8458.6%3.0%23.1657.3%2.5%
65Δ21.5159.7%2.6%23.4957.2%2.2%
70Δ21.1860.7%2.2%23.8257.2%1.8%
75Δ20.8561.8%1.8%24.1557.2%1.4%
80Δ20.5262.9%1.4%24.4857.1%1.0%

20Δ

Calls
Pseudo strike
24.74
IV
66.7%
B/E move
11.7%
Puts
Pseudo strike
20.33
IV
73.1%
B/E move
10.6%

25Δ

Calls
Pseudo strike
24.37
IV
65.0%
B/E move
10.4%
Puts
Pseudo strike
20.69
IV
70.5%
B/E move
9.4%

30Δ

Calls
Pseudo strike
24.00
IV
63.3%
B/E move
9.0%
Puts
Pseudo strike
21.06
IV
67.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
23.62
IV
61.6%
B/E move
7.7%
Puts
Pseudo strike
21.42
IV
65.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
23.25
IV
59.9%
B/E move
6.4%
Puts
Pseudo strike
21.78
IV
62.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
22.87
IV
58.2%
B/E move
5.1%
Puts
Pseudo strike
22.14
IV
59.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
22.50
IV
56.5%
B/E move
3.8%
Puts
Pseudo strike
22.50
IV
57.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
22.17
IV
57.5%
B/E move
3.4%
Puts
Pseudo strike
22.83
IV
57.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
21.84
IV
58.6%
B/E move
3.0%
Puts
Pseudo strike
23.16
IV
57.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
21.51
IV
59.7%
B/E move
2.6%
Puts
Pseudo strike
23.49
IV
57.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
21.18
IV
60.7%
B/E move
2.2%
Puts
Pseudo strike
23.82
IV
57.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
20.85
IV
61.8%
B/E move
1.8%
Puts
Pseudo strike
24.15
IV
57.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
20.52
IV
62.9%
B/E move
1.4%
Puts
Pseudo strike
24.48
IV
57.1%
B/E move
1.0%

Options history

IV · four-Friday blend57.05%
Daily EOD
NCNO54.2%55.7%57.3%2026-10-19: 56.11%2026-10-20: 56.17%2026-10-21: 54.45%2026-10-22: 55.37%2026-10-23: 55.34%2026-10-26: 56.19%2026-10-27: 54.97%2026-10-28: 55.46%2026-10-29: 56.57%2026-10-30: 57.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.11%
56.17%
54.45%
55.37%
55.34%
56.19%
54.97%
55.46%
56.57%
57.05%