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NetApp, Inc. Common Stock NTAP

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Market dataready · fetched 2026-11-07T16:15:54.556Z

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 · 2026-11-06T22:11:09.687183432Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T16:15:54.007647+00:00

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$0.99$11.54$22.08$32.63$43.17$134.37$161.18$188.00$214.81$241.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTAP spot · $172.75NTAP PRICE$2.13$2.85$3.59$4.29$5.12$6.13$7.15$8.21$9.28$10.41$11.54$12.85$14.15$3.15$4.25$5.49$6.84$8.23$9.54$10.80$13.61$16.72$20.11$24.77$30.75$40.13
PutsExpensive1.14×
CallsCheap0.83×
SkewBearish+28.21 pp
Implied moveBearish±$17.95
TiltBearish33.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.0761.3%12.4%153.9980.2%12.7%
25Δ188.5061.7%10.8%157.9280.3%11.0%
30Δ185.0661.3%9.2%161.5281.0%9.7%
35Δ181.8659.3%7.8%164.9781.6%8.5%
40Δ178.9758.3%6.6%168.3580.6%7.3%
45Δ176.5158.7%5.7%171.6178.6%6.2%
50Δ174.0858.6%4.9%174.7575.7%5.1%
55Δ171.6957.8%4.1%178.4780.4%4.6%
60Δ169.3556.6%3.4%182.5384.6%4.0%
65Δ167.1455.0%2.8%186.9687.5%3.4%
70Δ164.9353.3%2.2%192.5492.3%2.9%
75Δ162.8351.1%1.7%199.4298.1%2.4%
80Δ160.7348.9%1.2%209.60107.7%1.9%

20Δ

Calls
Pseudo strike
192.07
IV
61.3%
B/E move
12.4%
Puts
Pseudo strike
153.99
IV
80.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
188.50
IV
61.7%
B/E move
10.8%
Puts
Pseudo strike
157.92
IV
80.3%
B/E move
11.0%

30Δ

Calls
Pseudo strike
185.06
IV
61.3%
B/E move
9.2%
Puts
Pseudo strike
161.52
IV
81.0%
B/E move
9.7%

35Δ

Calls
Pseudo strike
181.86
IV
59.3%
B/E move
7.8%
Puts
Pseudo strike
164.97
IV
81.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
178.97
IV
58.3%
B/E move
6.6%
Puts
Pseudo strike
168.35
IV
80.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
176.51
IV
58.7%
B/E move
5.7%
Puts
Pseudo strike
171.61
IV
78.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
174.08
IV
58.6%
B/E move
4.9%
Puts
Pseudo strike
174.75
IV
75.7%
B/E move
5.1%

55Δ

Calls
Pseudo strike
171.69
IV
57.8%
B/E move
4.1%
Puts
Pseudo strike
178.47
IV
80.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
169.35
IV
56.6%
B/E move
3.4%
Puts
Pseudo strike
182.53
IV
84.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
167.14
IV
55.0%
B/E move
2.8%
Puts
Pseudo strike
186.96
IV
87.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
164.93
IV
53.3%
B/E move
2.2%
Puts
Pseudo strike
192.54
IV
92.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
162.83
IV
51.1%
B/E move
1.7%
Puts
Pseudo strike
199.42
IV
98.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
160.73
IV
48.9%
B/E move
1.2%
Puts
Pseudo strike
209.60
IV
107.7%
B/E move
1.9%

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%