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Nektar Therapeutics NKTR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:06:22.836Z

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 · 2026-10-22T22:29:17.130807234Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:01:07.149236+00:00

Share price$38.00
1D+1.8%
AH$36.91$37.38$37.85$38.31$38.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNKTR
Sold putSold callAH

Nektar Therapeutics options

Live interpolated NKTR call and put midpoint premiums by absolute delta.Nektar Therapeutics$0.65$2.76$4.86$6.96$9.06$21.85$33.23$44.61$55.99$67.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NKTR spot · $38.00NKTR PRICE$0.88$1.12$1.42$1.77$2.09$2.25$2.81$3.27$4.13$4.59$4.82$5.27$7.73$1.37$1.57$1.55$2.10$2.18$2.89$3.69$4.17$4.92$5.21$6.02$8.05$8.46
PutsCheap0.68×
CallsCheap0.86×
SkewBullish-3.52 pp
Implied moveBearish±$6.50
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.6281.2%27.6%31.3199.4%21.2%
25Δ45.3478.3%22.3%33.2986.7%16.5%
30Δ43.8177.8%19.0%35.1268.1%11.7%
35Δ42.5778.9%16.7%35.9673.7%10.9%
40Δ41.2577.1%14.0%37.0164.2%8.3%
45Δ39.7968.9%10.6%37.9370.2%7.8%
50Δ38.9774.6%10.0%38.9875.1%7.1%
55Δ37.9574.8%8.5%39.9472.8%5.9%
60Δ36.9283.5%8.0%41.0473.5%4.9%
65Δ35.8580.5%6.4%41.7868.0%3.8%
70Δ34.9573.0%4.7%42.9167.6%2.9%
75Δ34.0669.2%3.5%45.0976.2%2.5%
80Δ31.6393.0%3.6%45.8369.6%1.6%

20Δ

Calls
Pseudo strike
47.62
IV
81.2%
B/E move
27.6%
Puts
Pseudo strike
31.31
IV
99.4%
B/E move
21.2%

25Δ

Calls
Pseudo strike
45.34
IV
78.3%
B/E move
22.3%
Puts
Pseudo strike
33.29
IV
86.7%
B/E move
16.5%

30Δ

Calls
Pseudo strike
43.81
IV
77.8%
B/E move
19.0%
Puts
Pseudo strike
35.12
IV
68.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
42.57
IV
78.9%
B/E move
16.7%
Puts
Pseudo strike
35.96
IV
73.7%
B/E move
10.9%

40Δ

Calls
Pseudo strike
41.25
IV
77.1%
B/E move
14.0%
Puts
Pseudo strike
37.01
IV
64.2%
B/E move
8.3%

45Δ

Calls
Pseudo strike
39.79
IV
68.9%
B/E move
10.6%
Puts
Pseudo strike
37.93
IV
70.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
38.97
IV
74.6%
B/E move
10.0%
Puts
Pseudo strike
38.98
IV
75.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
37.95
IV
74.8%
B/E move
8.5%
Puts
Pseudo strike
39.94
IV
72.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
36.92
IV
83.5%
B/E move
8.0%
Puts
Pseudo strike
41.04
IV
73.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
35.85
IV
80.5%
B/E move
6.4%
Puts
Pseudo strike
41.78
IV
68.0%
B/E move
3.8%

70Δ

Calls
Pseudo strike
34.95
IV
73.0%
B/E move
4.7%
Puts
Pseudo strike
42.91
IV
67.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
34.06
IV
69.2%
B/E move
3.5%
Puts
Pseudo strike
45.09
IV
76.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
31.63
IV
93.0%
B/E move
3.6%
Puts
Pseudo strike
45.83
IV
69.6%
B/E move
1.6%

Options history

No recorded observations