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NerdWallet, Inc. Class A Common Stock NRDS

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Market datapartial · fetched 2026-10-22T23:11:24.987Z

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 · 2026-10-22T20:00:03.742877585Z

FundamentalsAlpha Vantage · unavailable

Share price$11.16
1D+5.0%
AH$10.59$10.74$10.90$11.06$11.215:30 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$0.13$1.18$2.23$3.27$4.32$7.47$9.10$10.74$12.38$14.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRDS spot · $11.16NRDS PRICE$0.25$0.32$0.39$0.49$0.62$0.76$0.89$1.02$1.15$1.28$1.42$1.55$0.37$0.46$0.59$0.76$0.93$1.10$1.27$1.44$1.61$1.78$2.49$3.25$4.02
PutsExpensive2.08×
CallsExpensive1.40×
SkewBearish+13.94 pp
Implied moveBearish±$2.16
TiltBearish32.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.9875.4%27.5%9.0495.1%22.3%
25Δ13.3973.5%22.8%9.6887.0%17.3%
30Δ12.7971.5%18.1%10.1782.6%14.2%
35Δ12.3570.5%15.1%10.5081.8%12.7%
40Δ12.0670.4%13.6%10.8281.0%11.3%
45Δ11.7670.2%12.2%11.1580.3%9.9%
50Δ11.4770.0%10.7%11.4879.5%8.5%
55Δ11.1869.9%9.3%11.8178.7%7.1%
60Δ10.8869.7%7.8%12.1477.9%5.7%
65Δ10.5969.6%6.4%12.4777.1%4.3%
70Δ10.3069.4%5.0%13.2584.8%3.6%
75Δ10.0069.3%3.5%14.0893.5%3.0%
80Δ14.91102.1%2.4%

20Δ

Calls
Pseudo strike
13.98
IV
75.4%
B/E move
27.5%
Puts
Pseudo strike
9.04
IV
95.1%
B/E move
22.3%

25Δ

Calls
Pseudo strike
13.39
IV
73.5%
B/E move
22.8%
Puts
Pseudo strike
9.68
IV
87.0%
B/E move
17.3%

30Δ

Calls
Pseudo strike
12.79
IV
71.5%
B/E move
18.1%
Puts
Pseudo strike
10.17
IV
82.6%
B/E move
14.2%

35Δ

Calls
Pseudo strike
12.35
IV
70.5%
B/E move
15.1%
Puts
Pseudo strike
10.50
IV
81.8%
B/E move
12.7%

40Δ

Calls
Pseudo strike
12.06
IV
70.4%
B/E move
13.6%
Puts
Pseudo strike
10.82
IV
81.0%
B/E move
11.3%

45Δ

Calls
Pseudo strike
11.76
IV
70.2%
B/E move
12.2%
Puts
Pseudo strike
11.15
IV
80.3%
B/E move
9.9%

50Δ

Calls
Pseudo strike
11.47
IV
70.0%
B/E move
10.7%
Puts
Pseudo strike
11.48
IV
79.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
11.18
IV
69.9%
B/E move
9.3%
Puts
Pseudo strike
11.81
IV
78.7%
B/E move
7.1%

60Δ

Calls
Pseudo strike
10.88
IV
69.7%
B/E move
7.8%
Puts
Pseudo strike
12.14
IV
77.9%
B/E move
5.7%

65Δ

Calls
Pseudo strike
10.59
IV
69.6%
B/E move
6.4%
Puts
Pseudo strike
12.47
IV
77.1%
B/E move
4.3%

70Δ

Calls
Pseudo strike
10.30
IV
69.4%
B/E move
5.0%
Puts
Pseudo strike
13.25
IV
84.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
10.00
IV
69.3%
B/E move
3.5%
Puts
Pseudo strike
14.08
IV
93.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.91
IV
102.1%
B/E move
2.4%

Options history

No recorded observations