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NetScout Systems, Inc. Common Stock NTCT

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Market datapartial · fetched 2026-10-23T04:24:47.521Z

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$0.54$2.13$3.73$5.32$6.92$31.51$35.01$38.51$42.01$45.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTCT spot · $38.31NTCT PRICE$0.71$0.84$0.96$1.09$1.26$1.69$2.12$2.56$2.99$3.42$3.85$4.28$5.38$0.81$0.91$1.16$1.42$1.68$1.93$2.19$2.45$2.70$3.55$4.52$5.49$6.46
PutsExpensive1.55×
CallsExpensive1.59×
SkewBullish-3.69 pp
Implied moveBalanced±$4.32
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.1977.6%32.8%32.0277.9%18.5%
25Δ47.5468.8%26.3%35.1552.6%10.6%
30Δ44.9059.9%19.7%35.8351.3%9.5%
35Δ42.2651.1%13.2%36.5050.0%8.4%
40Δ39.9043.8%7.4%37.1848.7%7.3%
45Δ39.2145.4%6.8%37.8547.3%6.2%
50Δ38.5246.9%6.1%38.5346.0%5.1%
55Δ37.8348.4%5.4%39.2044.7%4.1%
60Δ37.1450.0%4.7%39.8843.3%3.0%
65Δ36.4551.5%4.1%40.9345.3%2.4%
70Δ35.7653.0%3.4%42.0548.1%2.0%
75Δ35.0754.6%2.7%43.1850.8%1.6%
80Δ33.7656.7%2.2%44.3153.6%1.2%

20Δ

Calls
Pseudo strike
50.19
IV
77.6%
B/E move
32.8%
Puts
Pseudo strike
32.02
IV
77.9%
B/E move
18.5%

25Δ

Calls
Pseudo strike
47.54
IV
68.8%
B/E move
26.3%
Puts
Pseudo strike
35.15
IV
52.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
44.90
IV
59.9%
B/E move
19.7%
Puts
Pseudo strike
35.83
IV
51.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
42.26
IV
51.1%
B/E move
13.2%
Puts
Pseudo strike
36.50
IV
50.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
39.90
IV
43.8%
B/E move
7.4%
Puts
Pseudo strike
37.18
IV
48.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
39.21
IV
45.4%
B/E move
6.8%
Puts
Pseudo strike
37.85
IV
47.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
38.52
IV
46.9%
B/E move
6.1%
Puts
Pseudo strike
38.53
IV
46.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
37.83
IV
48.4%
B/E move
5.4%
Puts
Pseudo strike
39.20
IV
44.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
37.14
IV
50.0%
B/E move
4.7%
Puts
Pseudo strike
39.88
IV
43.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
36.45
IV
51.5%
B/E move
4.1%
Puts
Pseudo strike
40.93
IV
45.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
35.76
IV
53.0%
B/E move
3.4%
Puts
Pseudo strike
42.05
IV
48.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
35.07
IV
54.6%
B/E move
2.7%
Puts
Pseudo strike
43.18
IV
50.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
33.76
IV
56.7%
B/E move
2.2%
Puts
Pseudo strike
44.31
IV
53.6%
B/E move
1.2%

Options history

No recorded observations