IntraAlpha
Create free account Start free

Intellia Therapeutics Inc NTLA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-16T01:01:03.376Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:38:37.279330871Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:02.971797+00:00

Share price$11.45
1D+1.2%
AH$11.20$11.36$11.52$11.67$11.835:30 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$0.05$0.76$1.47$2.18$2.89$9.80$10.93$12.06$13.20$14.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTLA spot · $11.45NTLA PRICE$0.14$0.25$0.47$0.69$0.91$1.13$1.35$1.57$1.80$2.02$2.24$2.46$2.69$0.57$0.13$0.21$0.28$0.36$0.44$0.51$0.59$0.67$0.74$1.10$1.64$2.19
PutsExpensive1.82×
CallsExpensive6.04×
SkewBullish-230.41 pp
Implied moveBullish±$1.87
TiltBullish30.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.72175.1%12.3%8.98793.6%26.6%
25Δ11.84169.0%5.6%11.08118.2%4.4%
30Δ11.65230.4%5.8%11.19125.9%4.1%
35Δ11.45291.8%6.0%11.30133.7%3.8%
40Δ11.25353.2%6.2%11.41141.4%3.5%
45Δ11.05414.6%6.4%11.52149.1%3.2%
50Δ10.85476.0%6.6%11.63156.9%2.9%
55Δ10.65537.4%6.8%11.74164.6%2.7%
60Δ10.45598.8%7.0%11.85172.3%2.4%
65Δ10.26660.2%7.2%11.96180.1%2.1%
70Δ10.06721.6%7.4%12.34217.6%1.9%
75Δ9.72694.9%6.4%12.90275.0%1.7%
80Δ9.34633.3%5.0%13.47332.5%1.5%

20Δ

Calls
Pseudo strike
12.72
IV
175.1%
B/E move
12.3%
Puts
Pseudo strike
8.98
IV
793.6%
B/E move
26.6%

25Δ

Calls
Pseudo strike
11.84
IV
169.0%
B/E move
5.6%
Puts
Pseudo strike
11.08
IV
118.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
11.65
IV
230.4%
B/E move
5.8%
Puts
Pseudo strike
11.19
IV
125.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
11.45
IV
291.8%
B/E move
6.0%
Puts
Pseudo strike
11.30
IV
133.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
11.25
IV
353.2%
B/E move
6.2%
Puts
Pseudo strike
11.41
IV
141.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
11.05
IV
414.6%
B/E move
6.4%
Puts
Pseudo strike
11.52
IV
149.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
10.85
IV
476.0%
B/E move
6.6%
Puts
Pseudo strike
11.63
IV
156.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
10.65
IV
537.4%
B/E move
6.8%
Puts
Pseudo strike
11.74
IV
164.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
10.45
IV
598.8%
B/E move
7.0%
Puts
Pseudo strike
11.85
IV
172.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
10.26
IV
660.2%
B/E move
7.2%
Puts
Pseudo strike
11.96
IV
180.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
10.06
IV
721.6%
B/E move
7.4%
Puts
Pseudo strike
12.34
IV
217.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
9.72
IV
694.9%
B/E move
6.4%
Puts
Pseudo strike
12.90
IV
275.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
9.34
IV
633.3%
B/E move
5.0%
Puts
Pseudo strike
13.47
IV
332.5%
B/E move
1.5%