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NerdWallet, Inc. Class A Common Stock NRDS

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Market datapartial · fetched 2026-10-22T12:42:31.949Z

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 · 2026-10-21T20:00:09.669715863Z

FundamentalsAlpha Vantage · unavailable

Share price$10.45
1D+0.6%
AH$10.37$10.44$10.50$10.57$10.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRDS
Sold putSold callAH

NerdWallet, Inc. Class A Common Stock options

Live interpolated NRDS call and put midpoint premiums by absolute delta.NerdWallet, Inc. Class A Common Stock$0.14$0.72$1.31$1.90$2.48$7.54$8.95$10.37$11.78$13.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRDS spot · $10.45NRDS PRICE$0.20$0.31$0.42$0.52$0.63$0.74$0.85$0.96$1.06$1.27$1.62$1.97$2.31$0.33$0.42$0.52$0.61$0.74$0.89$1.04$1.20$1.35$1.50$1.65$1.81$1.96
PutsExpensive1.68×
CallsExpensive1.56×
SkewBullish-4.47 pp
Implied moveBearish±$1.89
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.5066.6%21.5%8.6180.3%20.8%
25Δ12.2067.6%19.8%9.0179.0%17.8%
30Δ11.9168.6%18.0%9.4277.7%14.8%
35Δ11.6269.7%16.2%9.8276.5%11.8%
40Δ11.3370.7%14.5%10.1574.7%10.0%
45Δ11.0471.7%12.7%10.4172.5%8.9%
50Δ10.7572.7%11.0%10.6670.4%7.9%
55Δ10.4673.7%9.2%10.9268.2%6.9%
60Δ10.1774.8%7.5%11.1866.1%5.9%
65Δ9.8176.9%6.1%11.4463.9%4.9%
70Δ9.3780.7%5.2%11.7061.8%3.9%
75Δ8.9484.4%4.3%11.9659.6%2.8%
80Δ8.5088.2%3.4%12.2257.5%1.8%

20Δ

Calls
Pseudo strike
12.50
IV
66.6%
B/E move
21.5%
Puts
Pseudo strike
8.61
IV
80.3%
B/E move
20.8%

25Δ

Calls
Pseudo strike
12.20
IV
67.6%
B/E move
19.8%
Puts
Pseudo strike
9.01
IV
79.0%
B/E move
17.8%

30Δ

Calls
Pseudo strike
11.91
IV
68.6%
B/E move
18.0%
Puts
Pseudo strike
9.42
IV
77.7%
B/E move
14.8%

35Δ

Calls
Pseudo strike
11.62
IV
69.7%
B/E move
16.2%
Puts
Pseudo strike
9.82
IV
76.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
11.33
IV
70.7%
B/E move
14.5%
Puts
Pseudo strike
10.15
IV
74.7%
B/E move
10.0%

45Δ

Calls
Pseudo strike
11.04
IV
71.7%
B/E move
12.7%
Puts
Pseudo strike
10.41
IV
72.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
10.75
IV
72.7%
B/E move
11.0%
Puts
Pseudo strike
10.66
IV
70.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
10.46
IV
73.7%
B/E move
9.2%
Puts
Pseudo strike
10.92
IV
68.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
10.17
IV
74.8%
B/E move
7.5%
Puts
Pseudo strike
11.18
IV
66.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
9.81
IV
76.9%
B/E move
6.1%
Puts
Pseudo strike
11.44
IV
63.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.37
IV
80.7%
B/E move
5.2%
Puts
Pseudo strike
11.70
IV
61.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.94
IV
84.4%
B/E move
4.3%
Puts
Pseudo strike
11.96
IV
59.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.50
IV
88.2%
B/E move
3.4%
Puts
Pseudo strike
12.22
IV
57.5%
B/E move
1.8%

Options history

No recorded observations