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NetApp Inc NTAP

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:17:34.527Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:24:12.57806995Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:33.880693+00:00

Share price$214.50
1D+0.3%
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$2.46$11.54$20.61$29.68$38.75$168.36$192.18$216.01$239.83$263.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTAP spot · $214.50NTAP PRICE$3.45$4.44$5.71$7.03$8.52$10.05$11.80$13.73$15.77$18.92$22.07$25.39$30.36$4.10$5.38$6.70$8.31$9.92$11.91$13.92$16.40$19.53$22.82$26.66$30.90$36.13
PutsCheap0.88×
CallsCheap0.83×
SkewBullish-0.93 pp
Implied moveBearish±$25.72
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ248.3449.1%17.4%190.8350.4%12.9%
25Δ240.8547.5%14.4%196.2249.4%11.0%
30Δ235.6947.5%12.5%201.1947.9%9.3%
35Δ230.8247.9%10.9%205.4347.6%8.1%
40Δ226.3647.8%9.5%209.6747.3%6.9%
45Δ221.9947.7%8.2%213.6847.0%5.9%
50Δ217.7947.7%7.0%217.6646.7%5.0%
55Δ213.7247.7%6.0%221.8846.9%4.2%
60Δ209.6047.9%5.1%226.4247.8%3.5%
65Δ205.0049.7%4.4%231.1048.5%2.9%
70Δ200.4051.4%3.7%236.2648.7%2.3%
75Δ195.5351.7%3.0%241.7648.8%1.7%
80Δ189.3054.1%2.4%248.1548.9%1.2%

20Δ

Calls
Pseudo strike
248.34
IV
49.1%
B/E move
17.4%
Puts
Pseudo strike
190.83
IV
50.4%
B/E move
12.9%

25Δ

Calls
Pseudo strike
240.85
IV
47.5%
B/E move
14.4%
Puts
Pseudo strike
196.22
IV
49.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
235.69
IV
47.5%
B/E move
12.5%
Puts
Pseudo strike
201.19
IV
47.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
230.82
IV
47.9%
B/E move
10.9%
Puts
Pseudo strike
205.43
IV
47.6%
B/E move
8.1%

40Δ

Calls
Pseudo strike
226.36
IV
47.8%
B/E move
9.5%
Puts
Pseudo strike
209.67
IV
47.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
221.99
IV
47.7%
B/E move
8.2%
Puts
Pseudo strike
213.68
IV
47.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
217.79
IV
47.7%
B/E move
7.0%
Puts
Pseudo strike
217.66
IV
46.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
213.72
IV
47.7%
B/E move
6.0%
Puts
Pseudo strike
221.88
IV
46.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
209.60
IV
47.9%
B/E move
5.1%
Puts
Pseudo strike
226.42
IV
47.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
205.00
IV
49.7%
B/E move
4.4%
Puts
Pseudo strike
231.10
IV
48.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
200.40
IV
51.4%
B/E move
3.7%
Puts
Pseudo strike
236.26
IV
48.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
195.53
IV
51.7%
B/E move
3.0%
Puts
Pseudo strike
241.76
IV
48.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
189.30
IV
54.1%
B/E move
2.4%
Puts
Pseudo strike
248.15
IV
48.9%
B/E move
1.2%