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NetScout Systems, Inc. Common Stock NTCT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T02:47:47.600Z

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 · 2026-11-11T21:26:17.313931814Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:41:47.869095+00:00

Share price$32.72
1D-1.4%
AH$32.62$32.87$33.13$33.38$33.645:30 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$0.42$1.21$1.99$2.78$3.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENTCT PRICE$0.51$0.75$1.00$1.25$1.49$1.74$1.99$2.23$2.48$2.73$2.97$3.34
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
25Δ34.6150.6%7.3%
30Δ34.1852.6%6.8%
35Δ33.7654.6%6.2%
40Δ33.3456.6%5.7%
45Δ32.9258.6%5.2%
50Δ32.5060.6%4.6%
55Δ32.0862.6%4.1%
60Δ31.6564.6%3.6%
65Δ31.2366.6%3.0%
70Δ30.8168.7%2.5%
75Δ30.3970.7%2.0%
80Δ29.8674.0%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
34.61
IV
50.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.18
IV
52.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.76
IV
54.6%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.34
IV
56.6%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
32.92
IV
58.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.50
IV
60.6%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.08
IV
62.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.65
IV
64.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.23
IV
66.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
30.81
IV
68.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.39
IV
70.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.86
IV
74.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.96%
Daily EOD
NTCT40.5%44.0%47.4%2026-10-19: 40.98%2026-10-20: 43.12%2026-10-21: 42.60%2026-10-22: 42.45%2026-10-23: 42.31%2026-10-26: 43.47%2026-10-27: 42.51%2026-10-28: 45.43%2026-10-29: 44.80%2026-10-30: 46.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.98%
43.12%
42.60%
42.45%
42.31%
43.47%
42.51%
45.43%
44.80%
46.96%