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NetApp, Inc. Common Stock NTAP

i

Market datapartial · fetched 2026-11-08T00:11:15.951Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T22:11:09.687183432Z

FundamentalsAlpha Vantage · unavailable

Share price$172.75
1D-2.5%
AH$169$171$173$175$1775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTAP
Sold putSold callAH

NetApp, Inc. Common Stock options

Live interpolated NTAP call and put midpoint premiums by absolute delta.NetApp, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.17$0.16$0.50$0.84$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICENTAP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

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 blend59.91%
Daily close
NTAP44.0%52.8%61.6%2026-08-10: 55.74%2026-08-11: 54.28%2026-08-12: 54.03%2026-08-13: 53.35%2026-08-14: 51.75%2026-08-17: 53.67%2026-08-18: 54.32%2026-08-19: 56.01%2026-08-20: 55.59%2026-08-21: 56.92%2026-08-24: 57.07%2026-08-25: 57.44%2026-08-26: 56.57%2026-08-27: 57.11%2026-08-28: 55.45%2026-08-31: 57.08%2026-09-01: 58.15%2026-09-02: 60.39%2026-09-03: 47.31%2026-09-04: 46.39%2026-09-08: 48.91%2026-09-09: 49.00%2026-09-10: 48.20%2026-09-11: 45.24%2026-09-14: 48.82%2026-09-15: 48.83%2026-09-16: 51.27%2026-09-17: 48.42%2026-09-18: 46.57%2026-09-21: 48.57%2026-09-22: 47.33%2026-09-23: 47.26%2026-09-24: 48.31%2026-09-25: 47.94%2026-09-28: 49.33%2026-09-29: 48.87%2026-09-30: 48.60%2026-10-01: 49.05%2026-10-02: 50.66%2026-10-05: 50.32%2026-10-06: 50.09%2026-10-07: 51.44%2026-10-08: 50.03%2026-10-09: 49.99%2026-10-12: 51.29%2026-10-13: 51.04%2026-10-14: 56.17%2026-10-16: 53.14%2026-10-19: 53.70%2026-10-20: 53.29%2026-10-21: 53.17%2026-10-22: 55.13%2026-10-23: 55.21%2026-10-26: 54.91%2026-10-27: 55.48%2026-10-28: 55.99%2026-10-29: 56.15%2026-10-30: 59.91%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
55.74%
54.28%
54.03%
53.35%
51.75%
53.67%
54.32%
56.01%
55.59%
56.92%
57.07%
57.44%
56.57%
57.11%
55.45%
57.08%
58.15%
60.39%
47.31%
46.39%
48.91%
49.00%
48.20%
45.24%
48.82%
48.83%
51.27%
48.42%
46.57%
48.57%
47.33%
47.26%
48.31%
47.94%
49.33%
48.87%
48.60%
49.05%
50.66%
50.32%
50.09%
51.44%
50.03%
49.99%
51.29%
51.04%
56.17%
53.14%
53.70%
53.29%
53.17%
55.13%
55.21%
54.91%
55.48%
55.99%
56.15%
59.91%