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NetApp Inc NTAP

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:33:35.245Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:07:16.031527983Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:34.552914+00:00

Share price$214.50
1D+0.1%
AH$210$212$214$216$2185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTAP
Sold putSold callAH

NetApp Inc options

Live interpolated NTAP call and put midpoint premiums by absolute delta.NetApp Inc$0.47$2.99$5.50$8.01$10.52$197.35$205.83$214.31$222.80$231.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $214.50OPTION PRICELive NTAP spot · $214.50NTAP PRICE$1.63$1.24$1.68$2.22$2.76$3.30$3.83$4.37$4.91$5.45$5.98$7.72$9.80$0.75$1.02$1.43$1.84$2.25$2.66$3.07$3.48$3.89$4.30$4.71$5.12$5.53
PutsCheap0.42×
CallsCheap0.72×
SkewBullish-35.14 pp
Implied moveBullish±$6.91
TiltBullish15.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ252.01225.4%18.2%208.3261.0%3.2%
25Δ222.9185.1%4.5%210.3455.7%2.4%
30Δ219.0171.6%2.9%211.1555.0%2.2%
35Δ217.9272.1%2.6%211.9654.3%2.0%
40Δ216.8272.7%2.4%212.7753.5%1.9%
45Δ215.7273.2%2.1%213.5952.8%1.7%
50Δ214.6273.7%1.8%214.4052.0%1.5%
55Δ213.5374.3%1.6%215.2151.3%1.3%
60Δ212.4374.8%1.3%216.0250.6%1.1%
65Δ211.3375.3%1.1%216.8449.8%0.9%
70Δ210.2475.9%0.8%217.6549.1%0.7%
75Δ208.1579.6%0.6%218.4648.4%0.5%
80Δ205.8084.2%0.5%219.2847.6%0.4%

20Δ

Calls
Pseudo strike
252.01
IV
225.4%
B/E move
18.2%
Puts
Pseudo strike
208.32
IV
61.0%
B/E move
3.2%

25Δ

Calls
Pseudo strike
222.91
IV
85.1%
B/E move
4.5%
Puts
Pseudo strike
210.34
IV
55.7%
B/E move
2.4%

30Δ

Calls
Pseudo strike
219.01
IV
71.6%
B/E move
2.9%
Puts
Pseudo strike
211.15
IV
55.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
217.92
IV
72.1%
B/E move
2.6%
Puts
Pseudo strike
211.96
IV
54.3%
B/E move
2.0%

40Δ

Calls
Pseudo strike
216.82
IV
72.7%
B/E move
2.4%
Puts
Pseudo strike
212.77
IV
53.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
215.72
IV
73.2%
B/E move
2.1%
Puts
Pseudo strike
213.59
IV
52.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
214.62
IV
73.7%
B/E move
1.8%
Puts
Pseudo strike
214.40
IV
52.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
213.53
IV
74.3%
B/E move
1.6%
Puts
Pseudo strike
215.21
IV
51.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
212.43
IV
74.8%
B/E move
1.3%
Puts
Pseudo strike
216.02
IV
50.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
211.33
IV
75.3%
B/E move
1.1%
Puts
Pseudo strike
216.84
IV
49.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
210.24
IV
75.9%
B/E move
0.8%
Puts
Pseudo strike
217.65
IV
49.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
208.15
IV
79.6%
B/E move
0.6%
Puts
Pseudo strike
218.46
IV
48.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
205.80
IV
84.2%
B/E move
0.5%
Puts
Pseudo strike
219.28
IV
47.6%
B/E move
0.4%