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NetScout Systems, Inc. Common Stock NTCT

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Market datapartial · fetched 2026-10-22T22:59:29.858Z

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 · 2026-10-22T20:00:08.249473591Z

FundamentalsAlpha Vantage · unavailable

Share price$38.31
1D+0.2%
AH$37.96$38.11$38.26$38.41$38.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTCT
Sold putSold callAH

NetScout Systems, Inc. Common Stock options

Live interpolated NTCT call and put midpoint premiums by absolute delta.NetScout Systems, Inc. Common Stock$0.53$2.13$3.74$5.34$6.94$31.59$35.05$38.51$41.96$45.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTCT spot · $38.31NTCT PRICE$0.71$0.84$0.96$1.09$1.26$1.69$2.12$2.55$2.98$3.41$3.84$4.27$5.37$0.81$0.91$1.17$1.42$1.68$1.94$2.19$2.45$2.71$3.56$4.53$5.50$6.47
PutsExpensive1.53×
CallsExpensive1.57×
SkewBullish-3.63 pp
Implied moveBalanced±$4.31
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.1977.1%32.9%32.0377.1%18.5%
25Δ47.5568.2%26.3%35.1551.8%10.6%
30Δ44.9159.3%19.7%35.8350.5%9.5%
35Δ42.2750.4%13.2%36.5149.2%8.4%
40Δ39.9043.0%7.4%37.1847.8%7.3%
45Δ39.2144.5%6.8%37.8646.5%6.2%
50Δ38.5246.0%6.1%38.5345.2%5.1%
55Δ37.8447.5%5.4%39.2143.9%4.0%
60Δ37.1549.0%4.8%39.8942.6%3.0%
65Δ36.4650.5%4.1%40.9444.7%2.4%
70Δ35.7752.0%3.4%42.0747.4%2.0%
75Δ35.0853.5%2.7%43.2050.1%1.6%
80Δ33.7855.5%2.2%44.3352.8%1.2%

20Δ

Calls
Pseudo strike
50.19
IV
77.1%
B/E move
32.9%
Puts
Pseudo strike
32.03
IV
77.1%
B/E move
18.5%

25Δ

Calls
Pseudo strike
47.55
IV
68.2%
B/E move
26.3%
Puts
Pseudo strike
35.15
IV
51.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
44.91
IV
59.3%
B/E move
19.7%
Puts
Pseudo strike
35.83
IV
50.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
42.27
IV
50.4%
B/E move
13.2%
Puts
Pseudo strike
36.51
IV
49.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
39.90
IV
43.0%
B/E move
7.4%
Puts
Pseudo strike
37.18
IV
47.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
39.21
IV
44.5%
B/E move
6.8%
Puts
Pseudo strike
37.86
IV
46.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
38.52
IV
46.0%
B/E move
6.1%
Puts
Pseudo strike
38.53
IV
45.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
37.84
IV
47.5%
B/E move
5.4%
Puts
Pseudo strike
39.21
IV
43.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
37.15
IV
49.0%
B/E move
4.8%
Puts
Pseudo strike
39.89
IV
42.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
36.46
IV
50.5%
B/E move
4.1%
Puts
Pseudo strike
40.94
IV
44.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
35.77
IV
52.0%
B/E move
3.4%
Puts
Pseudo strike
42.07
IV
47.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
35.08
IV
53.5%
B/E move
2.7%
Puts
Pseudo strike
43.20
IV
50.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
33.78
IV
55.5%
B/E move
2.2%
Puts
Pseudo strike
44.33
IV
52.8%
B/E move
1.2%

Options history

No recorded observations