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Nektar Therapeutics Common Stock NKTR

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Market datapartial · fetched 2026-10-22T14:50:21.306Z

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 · 2026-10-22T14:50:18.550678911Z

FundamentalsAlpha Vantage · unavailable

Share price$37.95
1D+0.4%
$37.83$38.05$38.27$38.49$38.715:30 AM6:30 AM9:00 AM1:00 PMNKTR
Sold putSold call

Nektar Therapeutics Common Stock options

Live interpolated NKTR call and put midpoint premiums by absolute delta.Nektar Therapeutics Common Stock$0.58$2.76$4.95$7.13$9.32$21.61$33.06$44.50$55.95$67.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NKTR spot · $37.95NKTR PRICE$0.81$1.11$1.38$1.85$2.09$2.24$2.84$3.46$4.27$4.81$5.33$6.05$6.86$1.37$1.55$1.46$1.98$2.10$2.90$3.64$4.02$4.69$4.99$5.40$7.23$8.69
PutsCheap0.65×
CallsCheap0.85×
SkewBullish-7.12 pp
Implied moveBearish±$6.48
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.6175.1%25.0%31.21100.0%21.4%
25Δ45.1377.1%21.9%33.1786.6%16.7%
30Δ43.6276.0%18.6%35.2064.4%11.1%
35Δ42.8483.1%17.8%35.9770.2%10.4%
40Δ41.2277.4%14.1%36.9862.0%8.1%
45Δ39.7068.4%10.5%37.8870.2%7.8%
50Δ38.9475.5%10.1%38.9274.3%7.0%
55Δ37.9580.0%9.1%39.8070.6%5.7%
60Δ36.8786.7%8.4%40.8470.5%4.7%
65Δ35.7385.2%6.8%41.5565.6%3.7%
70Δ34.6381.8%5.3%42.3361.5%2.7%
75Δ33.4781.2%4.2%44.3069.6%2.3%
80Δ32.2680.5%3.1%46.0269.9%1.6%

20Δ

Calls
Pseudo strike
46.61
IV
75.1%
B/E move
25.0%
Puts
Pseudo strike
31.21
IV
100.0%
B/E move
21.4%

25Δ

Calls
Pseudo strike
45.13
IV
77.1%
B/E move
21.9%
Puts
Pseudo strike
33.17
IV
86.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
43.62
IV
76.0%
B/E move
18.6%
Puts
Pseudo strike
35.20
IV
64.4%
B/E move
11.1%

35Δ

Calls
Pseudo strike
42.84
IV
83.1%
B/E move
17.8%
Puts
Pseudo strike
35.97
IV
70.2%
B/E move
10.4%

40Δ

Calls
Pseudo strike
41.22
IV
77.4%
B/E move
14.1%
Puts
Pseudo strike
36.98
IV
62.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
39.70
IV
68.4%
B/E move
10.5%
Puts
Pseudo strike
37.88
IV
70.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
38.94
IV
75.5%
B/E move
10.1%
Puts
Pseudo strike
38.92
IV
74.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
37.95
IV
80.0%
B/E move
9.1%
Puts
Pseudo strike
39.80
IV
70.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
36.87
IV
86.7%
B/E move
8.4%
Puts
Pseudo strike
40.84
IV
70.5%
B/E move
4.7%

65Δ

Calls
Pseudo strike
35.73
IV
85.2%
B/E move
6.8%
Puts
Pseudo strike
41.55
IV
65.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
34.63
IV
81.8%
B/E move
5.3%
Puts
Pseudo strike
42.33
IV
61.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
33.47
IV
81.2%
B/E move
4.2%
Puts
Pseudo strike
44.30
IV
69.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
32.26
IV
80.5%
B/E move
3.1%
Puts
Pseudo strike
46.02
IV
69.9%
B/E move
1.6%

Options history

No recorded observations