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nCino, Inc. Common Stock NCNO

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Market datapartial · fetched 2026-10-22T20:48:08.907Z

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 · 2026-10-22T20:34:59.723312986Z

FundamentalsAlpha Vantage · unavailable

Share price$23.34
1D+6.8%
AH$21.73$22.17$22.61$23.05$23.495:30 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$0.15$2.68$5.21$7.74$10.27$14.91$19.28$23.64$28.00$32.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCNO spot · $23.34NCNO PRICE$0.43$0.53$0.64$0.74$0.92$1.11$1.29$1.48$1.66$1.87$2.13$2.39$2.65$0.49$0.63$0.78$0.92$1.18$1.49$1.81$2.12$2.44$3.79$5.71$7.62$9.54
PutsCheap0.64×
CallsCheap0.46×
SkewBearish+13.67 pp
Implied moveBearish±$3.10
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4064.9%23.5%20.4760.4%14.4%
25Δ27.2960.6%19.2%21.0858.4%12.4%
30Δ26.1856.3%14.9%21.6856.4%10.4%
35Δ25.0752.0%10.6%22.2954.5%8.5%
40Δ24.5951.5%9.3%22.8254.6%7.3%
45Δ24.1551.2%8.2%23.3256.0%6.5%
50Δ23.7151.0%7.1%23.8257.3%5.7%
55Δ23.2750.8%6.0%24.3258.7%4.9%
60Δ22.8350.5%4.9%24.8260.0%4.1%
65Δ22.4049.7%4.0%26.3167.4%3.5%
70Δ22.0047.2%3.4%28.3478.1%3.0%
75Δ21.6044.7%2.8%30.3788.9%2.5%
80Δ21.2142.2%2.2%32.4099.6%2.1%

20Δ

Calls
Pseudo strike
28.40
IV
64.9%
B/E move
23.5%
Puts
Pseudo strike
20.47
IV
60.4%
B/E move
14.4%

25Δ

Calls
Pseudo strike
27.29
IV
60.6%
B/E move
19.2%
Puts
Pseudo strike
21.08
IV
58.4%
B/E move
12.4%

30Δ

Calls
Pseudo strike
26.18
IV
56.3%
B/E move
14.9%
Puts
Pseudo strike
21.68
IV
56.4%
B/E move
10.4%

35Δ

Calls
Pseudo strike
25.07
IV
52.0%
B/E move
10.6%
Puts
Pseudo strike
22.29
IV
54.5%
B/E move
8.5%

40Δ

Calls
Pseudo strike
24.59
IV
51.5%
B/E move
9.3%
Puts
Pseudo strike
22.82
IV
54.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
24.15
IV
51.2%
B/E move
8.2%
Puts
Pseudo strike
23.32
IV
56.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
23.71
IV
51.0%
B/E move
7.1%
Puts
Pseudo strike
23.82
IV
57.3%
B/E move
5.7%

55Δ

Calls
Pseudo strike
23.27
IV
50.8%
B/E move
6.0%
Puts
Pseudo strike
24.32
IV
58.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
22.83
IV
50.5%
B/E move
4.9%
Puts
Pseudo strike
24.82
IV
60.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
22.40
IV
49.7%
B/E move
4.0%
Puts
Pseudo strike
26.31
IV
67.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
22.00
IV
47.2%
B/E move
3.4%
Puts
Pseudo strike
28.34
IV
78.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
21.60
IV
44.7%
B/E move
2.8%
Puts
Pseudo strike
30.37
IV
88.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
21.21
IV
42.2%
B/E move
2.2%
Puts
Pseudo strike
32.40
IV
99.6%
B/E move
2.1%

Options history

No recorded observations