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NerdWallet, Inc. Class A Common Stock NRDS

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-11T15:04:56.006Z

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 · 2026-11-11T15:04:51.28265006Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:04:55.029482+00:00

Share price$7.42
1D+1.1%
$7.31$7.34$7.37$7.40$7.435:30 AM6:30 AM9:00 AM1:00 PMNRDS
Sold putSold call

NerdWallet, Inc. Class A Common Stock options

Live interpolated NRDS call and put midpoint premiums by absolute delta.NerdWallet, Inc. Class A Common Stock$0.09$0.16$0.22$0.29$0.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENRDS PRICE$0.10$0.12$0.14$0.15$0.17$0.19$0.16$0.19$0.22$0.25$0.28$0.31$0.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.23101.6%25.7%5.73151.0%24.8%
25Δ8.9092.0%21.5%6.01137.7%21.5%
30Δ8.5882.3%17.4%6.29124.4%18.1%
35Δ8.2572.7%13.3%6.57111.1%14.8%
40Δ7.9363.0%9.2%6.8597.8%11.4%
45Δ7.6153.4%5.1%7.1384.5%8.1%
50Δ7.4171.2%4.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.23
IV
101.6%
B/E move
25.7%
Puts
Pseudo strike
5.73
IV
151.0%
B/E move
24.8%

25Δ

Calls
Pseudo strike
8.90
IV
92.0%
B/E move
21.5%
Puts
Pseudo strike
6.01
IV
137.7%
B/E move
21.5%

30Δ

Calls
Pseudo strike
8.58
IV
82.3%
B/E move
17.4%
Puts
Pseudo strike
6.29
IV
124.4%
B/E move
18.1%

35Δ

Calls
Pseudo strike
8.25
IV
72.7%
B/E move
13.3%
Puts
Pseudo strike
6.57
IV
111.1%
B/E move
14.8%

40Δ

Calls
Pseudo strike
7.93
IV
63.0%
B/E move
9.2%
Puts
Pseudo strike
6.85
IV
97.8%
B/E move
11.4%

45Δ

Calls
Pseudo strike
7.61
IV
53.4%
B/E move
5.1%
Puts
Pseudo strike
7.13
IV
84.5%
B/E move
8.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.41
IV
71.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.03%
Daily EOD
NRDS59.8%63.2%66.5%2026-10-19: 61.32%2026-10-20: 61.35%2026-10-21: 60.29%2026-10-22: 61.69%2026-10-23: 63.38%2026-10-26: 64.64%2026-10-27: 64.35%2026-10-28: 65.96%2026-10-29: 62.58%2026-10-30: 66.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.32%
61.35%
60.29%
61.69%
63.38%
64.64%
64.35%
65.96%
62.58%
66.03%