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Intellia Therapeutics Inc NTLA

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T22:45:44.936Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:41:56.644678201Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:45:44.211084+00:00

Share price$11.36
1D-0.4%
AH$10.87$11.06$11.24$11.42$11.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTLA
Sold putSold callAH

Intellia Therapeutics Inc options

Live interpolated NTLA call and put midpoint premiums by absolute delta.Intellia Therapeutics Inc$0.21$1.68$3.14$4.61$6.08$7.34$9.32$11.29$13.27$15.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTLA spot · $11.36NTLA PRICE$0.40$0.37$0.47$0.58$0.72$0.86$1.02$1.20$1.38$1.59$1.80$2.18$2.95$1.01$0.45$0.59$0.73$0.87$1.03$1.19$1.37$1.92$2.41$2.78$5.66$5.03
PutsExpensive1.13×
CallsFair1.03×
SkewBearish+3.93 pp
Implied moveBearish±$2.22
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.81119.7%51.5%8.29190.2%35.9%
25Δ13.8277.5%24.9%10.0076.0%15.9%
30Δ13.3678.2%21.7%10.3575.8%14.1%
35Δ12.9279.2%18.8%10.7075.6%12.2%
40Δ12.5480.9%16.8%11.0475.3%10.5%
45Δ12.1782.7%14.7%11.3774.0%9.0%
50Δ11.8084.1%12.8%11.6972.6%7.6%
55Δ11.4285.2%11.1%12.0271.8%6.2%
60Δ11.0486.4%9.4%12.6282.3%5.8%
65Δ10.6686.0%7.8%13.1888.7%5.2%
70Δ10.2885.4%6.3%13.6787.9%4.1%
75Δ9.7792.2%5.2%16.56125.9%4.0%
80Δ8.99116.1%5.1%16.09108.7%2.6%

20Δ

Calls
Pseudo strike
16.81
IV
119.7%
B/E move
51.5%
Puts
Pseudo strike
8.29
IV
190.2%
B/E move
35.9%

25Δ

Calls
Pseudo strike
13.82
IV
77.5%
B/E move
24.9%
Puts
Pseudo strike
10.00
IV
76.0%
B/E move
15.9%

30Δ

Calls
Pseudo strike
13.36
IV
78.2%
B/E move
21.7%
Puts
Pseudo strike
10.35
IV
75.8%
B/E move
14.1%

35Δ

Calls
Pseudo strike
12.92
IV
79.2%
B/E move
18.8%
Puts
Pseudo strike
10.70
IV
75.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
12.54
IV
80.9%
B/E move
16.8%
Puts
Pseudo strike
11.04
IV
75.3%
B/E move
10.5%

45Δ

Calls
Pseudo strike
12.17
IV
82.7%
B/E move
14.7%
Puts
Pseudo strike
11.37
IV
74.0%
B/E move
9.0%

50Δ

Calls
Pseudo strike
11.80
IV
84.1%
B/E move
12.8%
Puts
Pseudo strike
11.69
IV
72.6%
B/E move
7.6%

55Δ

Calls
Pseudo strike
11.42
IV
85.2%
B/E move
11.1%
Puts
Pseudo strike
12.02
IV
71.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
11.04
IV
86.4%
B/E move
9.4%
Puts
Pseudo strike
12.62
IV
82.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
10.66
IV
86.0%
B/E move
7.8%
Puts
Pseudo strike
13.18
IV
88.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
10.28
IV
85.4%
B/E move
6.3%
Puts
Pseudo strike
13.67
IV
87.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
9.77
IV
92.2%
B/E move
5.2%
Puts
Pseudo strike
16.56
IV
125.9%
B/E move
4.0%

80Δ

Calls
Pseudo strike
8.99
IV
116.1%
B/E move
5.1%
Puts
Pseudo strike
16.09
IV
108.7%
B/E move
2.6%