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NETGEAR, Inc. Common Stock NTGR

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-13T02:13:56.794Z

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 · 2026-11-12T21:00:00.875282505Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:13:56.432970+00:00

Share price$20.09
1D-0.2%
AH$19.88$20.10$20.32$20.54$20.765:30 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$0.35$1.10$1.86$2.61$3.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICENTGR PRICE$1.75$0.63$0.90$1.17$1.44$2.99$3.15$0.43$1.84
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.56121.7%14.7%
25Δ
30Δ
35Δ
40Δ19.44186.2%12.4%
45Δ21.91209.7%17.8%
50Δ
55Δ19.9746.9%2.5%
60Δ19.6855.3%2.4%
65Δ19.3863.7%2.3%
70Δ19.0972.2%2.2%
75Δ17.85143.0%3.7%
80Δ17.48129.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.56
IV
121.7%
B/E move
14.7%

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.44
IV
186.2%
B/E move
12.4%

45Δ

Calls
Pseudo strike
21.91
IV
209.7%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

Calls
Pseudo strike
19.97
IV
46.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.68
IV
55.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.38
IV
63.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.09
IV
72.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.85
IV
143.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.48
IV
129.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.55%
Daily EOD
NTGR53.7%59.0%64.3%2026-10-19: 56.85%2026-10-20: 58.73%2026-10-21: 55.16%2026-10-22: 59.06%2026-10-23: 55.82%2026-10-26: 54.40%2026-10-27: 57.49%2026-10-28: 63.55%2026-10-29: 58.61%2026-10-30: 59.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.85%
58.73%
55.16%
59.06%
55.82%
54.40%
57.49%
63.55%
58.61%
59.55%