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nCino, Inc. Common Stock NCNO

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Market datapartial · fetched 2026-10-23T03:34:50.079Z

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 · 2026-10-22T23:43:00.2711385Z

FundamentalsAlpha Vantage · unavailable

Share price$23.43
1D+6.4%
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$0.13$2.83$5.54$8.24$10.95$14.97$19.35$23.73$28.11$32.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCNO spot · $23.43NCNO PRICE$0.42$0.53$0.63$0.73$0.90$1.08$1.26$1.44$1.61$1.79$2.05$2.30$2.56$0.50$0.65$0.80$0.95$1.23$1.56$1.88$2.21$2.53$4.36$6.30$8.23$10.17
PutsCheap0.67×
CallsCheap0.45×
SkewBearish+18.50 pp
Implied moveBearish±$3.14
TiltBearish41.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4564.3%23.2%20.5161.2%14.6%
25Δ27.3659.9%19.0%21.1359.3%12.6%
30Δ26.2755.5%14.8%21.7657.4%10.5%
35Δ25.1851.1%10.6%22.3855.5%8.5%
40Δ24.6450.1%9.0%22.9156.4%7.5%
45Δ24.2249.6%8.0%23.4357.9%6.7%
50Δ23.7949.2%6.9%23.9459.5%5.9%
55Δ23.3748.8%5.9%24.4561.0%5.0%
60Δ22.9448.4%4.8%24.9762.6%4.2%
65Δ22.5248.0%3.8%26.9273.4%3.7%
70Δ22.1345.3%3.2%28.9784.8%3.3%
75Δ21.7442.4%2.6%31.0196.2%2.8%
80Δ21.3539.6%2.0%33.06107.6%2.3%

20Δ

Calls
Pseudo strike
28.45
IV
64.3%
B/E move
23.2%
Puts
Pseudo strike
20.51
IV
61.2%
B/E move
14.6%

25Δ

Calls
Pseudo strike
27.36
IV
59.9%
B/E move
19.0%
Puts
Pseudo strike
21.13
IV
59.3%
B/E move
12.6%

30Δ

Calls
Pseudo strike
26.27
IV
55.5%
B/E move
14.8%
Puts
Pseudo strike
21.76
IV
57.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
25.18
IV
51.1%
B/E move
10.6%
Puts
Pseudo strike
22.38
IV
55.5%
B/E move
8.5%

40Δ

Calls
Pseudo strike
24.64
IV
50.1%
B/E move
9.0%
Puts
Pseudo strike
22.91
IV
56.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
24.22
IV
49.6%
B/E move
8.0%
Puts
Pseudo strike
23.43
IV
57.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
23.79
IV
49.2%
B/E move
6.9%
Puts
Pseudo strike
23.94
IV
59.5%
B/E move
5.9%

55Δ

Calls
Pseudo strike
23.37
IV
48.8%
B/E move
5.9%
Puts
Pseudo strike
24.45
IV
61.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
22.94
IV
48.4%
B/E move
4.8%
Puts
Pseudo strike
24.97
IV
62.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
22.52
IV
48.0%
B/E move
3.8%
Puts
Pseudo strike
26.92
IV
73.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
22.13
IV
45.3%
B/E move
3.2%
Puts
Pseudo strike
28.97
IV
84.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
21.74
IV
42.4%
B/E move
2.6%
Puts
Pseudo strike
31.01
IV
96.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
21.35
IV
39.6%
B/E move
2.0%
Puts
Pseudo strike
33.06
IV
107.6%
B/E move
2.3%

Options history

No recorded observations