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NETGEAR, Inc. Common Stock NTGR

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Market datapartial · fetched 2026-10-23T17:38:41.608Z

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 · 2026-10-23T17:37:40.464318257Z

FundamentalsAlpha Vantage · unavailable

Share price$22.65
1D+1.9%
$22.20$22.32$22.44$22.56$22.685:30 AM6:30 AM9:00 AM1:00 PMNTGR
Sold putSold call

NETGEAR, Inc. Common Stock options

Live interpolated NTGR call and put midpoint premiums by absolute delta.NETGEAR, Inc. Common Stock$0.41$2.09$3.77$5.46$7.14$16.98$19.68$22.37$25.07$27.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTGR spot · $22.65NTGR PRICE$0.59$0.68$0.80$0.82$0.96$1.13$1.30$1.47$1.65$2.02$2.48$2.96$3.45$0.94$0.77$0.79$1.02$1.27$1.60$1.89$2.09$2.34$3.30$4.02$5.49$6.66
PutsExpensive1.57×
CallsExpensive1.49×
SkewBearish+8.90 pp
Implied moveBearish±$3.19
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1893.1%31.4%18.19116.9%23.8%
25Δ27.3782.2%23.8%20.1874.1%14.3%
30Δ26.0175.5%18.4%21.1259.6%10.2%
35Δ24.5960.3%12.2%21.5961.6%9.2%
40Δ23.9858.5%10.1%22.0763.6%8.2%
45Δ23.4957.8%8.7%22.5966.0%7.3%
50Δ23.0057.1%7.3%23.1067.1%6.4%
55Δ22.5755.4%6.1%23.5763.6%5.2%
60Δ22.1353.8%5.0%24.0761.3%4.1%
65Δ21.6157.1%4.3%25.0672.7%3.9%
70Δ21.0562.6%3.9%25.9375.8%3.3%
75Δ20.4163.7%3.2%27.5186.1%2.8%
80Δ19.7764.4%2.5%28.8488.9%2.1%

20Δ

Calls
Pseudo strike
29.18
IV
93.1%
B/E move
31.4%
Puts
Pseudo strike
18.19
IV
116.9%
B/E move
23.8%

25Δ

Calls
Pseudo strike
27.37
IV
82.2%
B/E move
23.8%
Puts
Pseudo strike
20.18
IV
74.1%
B/E move
14.3%

30Δ

Calls
Pseudo strike
26.01
IV
75.5%
B/E move
18.4%
Puts
Pseudo strike
21.12
IV
59.6%
B/E move
10.2%

35Δ

Calls
Pseudo strike
24.59
IV
60.3%
B/E move
12.2%
Puts
Pseudo strike
21.59
IV
61.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
23.98
IV
58.5%
B/E move
10.1%
Puts
Pseudo strike
22.07
IV
63.6%
B/E move
8.2%

45Δ

Calls
Pseudo strike
23.49
IV
57.8%
B/E move
8.7%
Puts
Pseudo strike
22.59
IV
66.0%
B/E move
7.3%

50Δ

Calls
Pseudo strike
23.00
IV
57.1%
B/E move
7.3%
Puts
Pseudo strike
23.10
IV
67.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
22.57
IV
55.4%
B/E move
6.1%
Puts
Pseudo strike
23.57
IV
63.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
22.13
IV
53.8%
B/E move
5.0%
Puts
Pseudo strike
24.07
IV
61.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
21.61
IV
57.1%
B/E move
4.3%
Puts
Pseudo strike
25.06
IV
72.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
21.05
IV
62.6%
B/E move
3.9%
Puts
Pseudo strike
25.93
IV
75.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
20.41
IV
63.7%
B/E move
3.2%
Puts
Pseudo strike
27.51
IV
86.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
19.77
IV
64.4%
B/E move
2.5%
Puts
Pseudo strike
28.84
IV
88.9%
B/E move
2.1%

Options history

No recorded observations