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Nektar Therapeutics Common Stock NKTR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:49:34.398Z

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 · 2026-11-12T00:09:23.360918728Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:40:54.014415+00:00

Share price$38.40
1D+1.0%
AH$37.52$37.89$38.26$38.63$39.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNKTR
Sold putSold callAH

Nektar Therapeutics Common Stock options

Live interpolated NKTR call and put midpoint premiums by absolute delta.Nektar Therapeutics Common Stock$0.62$2.03$3.45$4.87$6.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENKTR PRICE$0.77$0.98$1.14$1.35$1.70$2.08$2.47$2.88$3.14$3.23$3.69$4.58$0.92$0.96$1.34$1.85$2.98$3.35$3.97$4.39$4.92$5.87
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.24123.9%15.8%
25Δ42.8191.8%13.5%35.0698.1%11.2%
30Δ41.9292.4%11.7%35.75105.1%10.4%
35Δ40.8785.9%9.4%36.47115.8%9.8%
40Δ40.1084.3%7.9%
45Δ39.4889.1%7.2%
50Δ38.8694.3%6.6%
55Δ38.1496.8%5.8%39.5996.2%4.6%
60Δ37.4197.7%4.9%40.3292.6%3.7%
65Δ36.7793.2%3.9%41.1694.9%3.2%
70Δ36.2682.8%2.8%41.8590.9%2.4%
75Δ35.5281.6%2.1%42.6288.2%1.8%
80Δ34.4988.9%1.8%43.7590.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.24
IV
123.9%
B/E move
15.8%

25Δ

Calls
Pseudo strike
42.81
IV
91.8%
B/E move
13.5%
Puts
Pseudo strike
35.06
IV
98.1%
B/E move
11.2%

30Δ

Calls
Pseudo strike
41.92
IV
92.4%
B/E move
11.7%
Puts
Pseudo strike
35.75
IV
105.1%
B/E move
10.4%

35Δ

Calls
Pseudo strike
40.87
IV
85.9%
B/E move
9.4%
Puts
Pseudo strike
36.47
IV
115.8%
B/E move
9.8%

40Δ

Calls
Pseudo strike
40.10
IV
84.3%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.48
IV
89.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
38.86
IV
94.3%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.14
IV
96.8%
B/E move
5.8%
Puts
Pseudo strike
39.59
IV
96.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
37.41
IV
97.7%
B/E move
4.9%
Puts
Pseudo strike
40.32
IV
92.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
36.77
IV
93.2%
B/E move
3.9%
Puts
Pseudo strike
41.16
IV
94.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
36.26
IV
82.8%
B/E move
2.8%
Puts
Pseudo strike
41.85
IV
90.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
35.52
IV
81.6%
B/E move
2.1%
Puts
Pseudo strike
42.62
IV
88.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
34.49
IV
88.9%
B/E move
1.8%
Puts
Pseudo strike
43.75
IV
90.1%
B/E move
1.4%

Options history

IV · four-Friday blend76.08%
Daily EOD
NKTR69.2%73.4%77.5%2026-10-19: 75.88%2026-10-20: 73.38%2026-10-21: 75.43%2026-10-22: 76.07%2026-10-23: 69.80%2026-10-26: 76.91%2026-10-27: 73.81%2026-10-28: 73.87%2026-10-29: 73.72%2026-10-30: 76.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.88%
73.38%
75.43%
76.07%
69.80%
76.91%
73.81%
73.87%
73.72%
76.08%