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NETGEAR, Inc. Common Stock NTGR

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Market datapartial · fetched 2026-10-23T02:22:12.368Z

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 · 2026-10-22T20:00:00.433814311Z

FundamentalsAlpha Vantage · unavailable

Share price$22.31
1D-0.2%
AH$21.65$21.86$22.06$22.27$22.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTGR
Sold putSold callAH

NETGEAR, Inc. Common Stock options

Live interpolated NTGR call and put midpoint premiums by absolute delta.NETGEAR, Inc. Common Stock$0.44$1.87$3.29$4.71$6.14$16.76$19.53$22.31$25.08$27.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTGR spot · $22.31NTGR PRICE$0.60$0.68$0.77$0.82$0.95$1.12$1.36$1.63$1.90$2.17$2.85$3.76$4.70$0.69$0.96$1.00$0.98$1.25$1.64$2.16$2.43$2.64$3.01$3.41$3.90$5.73
PutsExpensive1.50×
CallsExpensive1.62×
SkewNeutral+0.08 pp
Implied moveBearish±$3.52
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1796.3%33.4%18.7487.8%19.1%
25Δ26.8781.8%23.5%19.5288.5%16.8%
30Δ25.4872.0%17.6%20.4675.3%12.8%
35Δ24.2960.8%12.5%21.3058.9%8.9%
40Δ23.6457.6%10.2%21.7662.0%8.1%
45Δ23.1557.6%8.8%22.2967.2%7.5%
50Δ22.6859.2%7.7%22.9074.6%7.1%
55Δ22.2261.5%6.9%23.4272.3%5.9%
60Δ21.7462.5%5.9%23.9368.1%4.6%
65Δ21.2462.4%4.9%24.5066.6%3.7%
70Δ20.4973.0%4.6%25.0965.6%2.9%
75Δ19.5386.7%4.4%25.7364.4%2.1%
80Δ18.4496.9%3.7%27.6378.3%1.8%

20Δ

Calls
Pseudo strike
29.17
IV
96.3%
B/E move
33.4%
Puts
Pseudo strike
18.74
IV
87.8%
B/E move
19.1%

25Δ

Calls
Pseudo strike
26.87
IV
81.8%
B/E move
23.5%
Puts
Pseudo strike
19.52
IV
88.5%
B/E move
16.8%

30Δ

Calls
Pseudo strike
25.48
IV
72.0%
B/E move
17.6%
Puts
Pseudo strike
20.46
IV
75.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
24.29
IV
60.8%
B/E move
12.5%
Puts
Pseudo strike
21.30
IV
58.9%
B/E move
8.9%

40Δ

Calls
Pseudo strike
23.64
IV
57.6%
B/E move
10.2%
Puts
Pseudo strike
21.76
IV
62.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
23.15
IV
57.6%
B/E move
8.8%
Puts
Pseudo strike
22.29
IV
67.2%
B/E move
7.5%

50Δ

Calls
Pseudo strike
22.68
IV
59.2%
B/E move
7.7%
Puts
Pseudo strike
22.90
IV
74.6%
B/E move
7.1%

55Δ

Calls
Pseudo strike
22.22
IV
61.5%
B/E move
6.9%
Puts
Pseudo strike
23.42
IV
72.3%
B/E move
5.9%

60Δ

Calls
Pseudo strike
21.74
IV
62.5%
B/E move
5.9%
Puts
Pseudo strike
23.93
IV
68.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
21.24
IV
62.4%
B/E move
4.9%
Puts
Pseudo strike
24.50
IV
66.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
20.49
IV
73.0%
B/E move
4.6%
Puts
Pseudo strike
25.09
IV
65.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
19.53
IV
86.7%
B/E move
4.4%
Puts
Pseudo strike
25.73
IV
64.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.44
IV
96.9%
B/E move
3.7%
Puts
Pseudo strike
27.63
IV
78.3%
B/E move
1.8%

Options history

No recorded observations