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Intellia Therapeutics, Inc. Common Stock NTLA

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Market dataready · fetched 2026-11-07T05:43:19.559Z

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 · 2026-11-07T00:26:33.343090764Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T05:43:19.111540+00:00

Share price$11.39
1D+1.1%
AH$11.00$11.10$11.20$11.29$11.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTLA
Sold putSold callAH

Intellia Therapeutics, Inc. Common Stock options

Live interpolated NTLA call and put midpoint premiums by absolute delta.Intellia Therapeutics, Inc. Common Stock$0.23$0.58$0.93$1.27$1.62$8.68$10.08$11.48$12.88$14.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NTLA spot · $11.39NTLA PRICE$0.27$0.35$0.44$0.52$0.62$0.74$0.85$0.96$1.13$1.33$1.52$0.34$0.45$0.55$0.67$0.84$1.00$1.17$1.26$1.32$1.37$1.43
Puts——
Calls——
Skew——
Implied moveBearish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ13.0392.2%16.8%10.2991.6%12.6%
30Δ12.7292.2%14.7%10.5593.4%11.3%
35Δ12.4292.4%12.8%10.8195.1%9.9%
40Δ12.1192.5%10.9%11.0896.9%8.6%
45Δ11.8492.6%9.4%11.3598.4%7.7%
50Δ11.5992.7%8.2%11.63100.0%6.7%
55Δ11.3392.8%7.0%11.91101.5%5.7%
60Δ11.0892.9%5.7%12.0996.9%4.9%
65Δ10.8093.8%4.8%12.2389.2%4.2%
70Δ10.5295.1%4.0%12.3781.5%3.4%
75Δ10.2396.4%3.2%12.5173.7%2.7%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
13.03
IV
92.2%
B/E move
16.8%
Puts
Pseudo strike
10.29
IV
91.6%
B/E move
12.6%

30Δ

Calls
Pseudo strike
12.72
IV
92.2%
B/E move
14.7%
Puts
Pseudo strike
10.55
IV
93.4%
B/E move
11.3%

35Δ

Calls
Pseudo strike
12.42
IV
92.4%
B/E move
12.8%
Puts
Pseudo strike
10.81
IV
95.1%
B/E move
9.9%

40Δ

Calls
Pseudo strike
12.11
IV
92.5%
B/E move
10.9%
Puts
Pseudo strike
11.08
IV
96.9%
B/E move
8.6%

45Δ

Calls
Pseudo strike
11.84
IV
92.6%
B/E move
9.4%
Puts
Pseudo strike
11.35
IV
98.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
11.59
IV
92.7%
B/E move
8.2%
Puts
Pseudo strike
11.63
IV
100.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
11.33
IV
92.8%
B/E move
7.0%
Puts
Pseudo strike
11.91
IV
101.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
11.08
IV
92.9%
B/E move
5.7%
Puts
Pseudo strike
12.09
IV
96.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
10.80
IV
93.8%
B/E move
4.8%
Puts
Pseudo strike
12.23
IV
89.2%
B/E move
4.2%

70Δ

Calls
Pseudo strike
10.52
IV
95.1%
B/E move
4.0%
Puts
Pseudo strike
12.37
IV
81.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
10.23
IV
96.4%
B/E move
3.2%
Puts
Pseudo strike
12.51
IV
73.7%
B/E move
2.7%

80Δ

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

Options history

IV · four-Friday blend92.33%
Daily close
NTLA64.3%100.3%136.3%2026-08-10: 82.33%2026-08-11: 85.60%2026-08-12: 89.34%2026-08-13: 77.11%2026-08-14: 78.88%2026-08-17: 99.51%2026-08-19: 131.38%2026-08-21: 80.40%2026-08-24: 78.34%2026-08-25: 84.92%2026-08-26: 82.80%2026-08-27: 84.81%2026-08-28: 85.33%2026-08-31: 81.60%2026-09-01: 81.66%2026-09-02: 82.48%2026-09-03: 79.45%2026-09-04: 74.45%2026-09-08: 78.47%2026-09-09: 78.40%2026-09-10: 77.86%2026-09-11: 79.09%2026-09-14: 86.99%2026-09-15: 120.41%2026-09-18: 78.20%2026-09-21: 70.03%2026-09-22: 72.31%2026-09-23: 73.18%2026-09-24: 69.26%2026-09-25: 69.87%2026-09-28: 75.72%2026-09-29: 77.02%2026-09-30: 71.35%2026-10-01: 75.82%2026-10-02: 73.52%2026-10-05: 72.60%2026-10-06: 76.57%2026-10-07: 83.26%2026-10-08: 86.30%2026-10-09: 85.54%2026-10-12: 82.19%2026-10-13: 85.38%2026-10-16: 79.54%2026-10-19: 79.95%2026-10-20: 75.02%2026-10-21: 73.87%2026-10-22: 75.53%2026-10-23: 87.98%2026-10-26: 83.07%2026-10-27: 79.09%2026-10-28: 84.48%2026-10-29: 81.93%2026-10-30: 92.33%Aug 10Sep 22Oct 30
53 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
82.33%
85.60%
89.34%
77.11%
78.88%
99.51%
131.38%
80.40%
78.34%
84.92%
82.80%
84.81%
85.33%
81.60%
81.66%
82.48%
79.45%
74.45%
78.47%
78.40%
77.86%
79.09%
86.99%
120.41%
78.20%
70.03%
72.31%
73.18%
69.26%
69.87%
75.72%
77.02%
71.35%
75.82%
73.52%
72.60%
76.57%
83.26%
86.30%
85.54%
82.19%
85.38%
79.54%
79.95%
75.02%
73.87%
75.53%
87.98%
83.07%
79.09%
84.48%
81.93%
92.33%