IntraAlpha
Create free account Start free

Intellia Therapeutics Inc NTLA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-16T00:18:58.851Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:58.188956+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$0.28$1.07$1.87$2.66$3.45$7.78$9.64$11.50$13.36$15.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTLA spot · $11.45NTLA PRICE$0.37$0.39$0.46$0.55$0.69$0.82$0.95$1.08$1.20$1.54$2.06$2.33$2.42$0.36$0.47$0.62$0.76$0.93$1.14$1.34$1.54$1.74$1.93$2.30$2.78$3.23
PutsCheap0.93×
CallsFair0.97×
SkewBullish-6.13 pp
Implied moveBearish±$2.30
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.13106.7%44.1%9.5779.8%19.6%
25Δ14.1582.0%27.0%10.0576.9%16.3%
30Δ13.4375.5%21.3%10.4177.0%14.4%
35Δ12.8772.3%17.2%10.7877.0%12.5%
40Δ12.5374.3%15.5%11.1477.3%10.8%
45Δ12.1976.4%13.7%11.5078.0%9.5%
50Δ11.8576.4%11.8%11.8678.8%8.2%
55Δ11.5073.9%9.8%12.2077.5%6.9%
60Δ11.1571.4%7.8%12.5475.0%5.6%
65Δ10.7180.4%7.0%12.8872.5%4.4%
70Δ10.2198.1%7.2%13.3673.4%3.5%
75Δ9.8499.1%6.3%13.9276.4%2.7%
80Δ9.5788.0%4.7%14.4675.2%1.9%

20Δ

Calls
Pseudo strike
16.13
IV
106.7%
B/E move
44.1%
Puts
Pseudo strike
9.57
IV
79.8%
B/E move
19.6%

25Δ

Calls
Pseudo strike
14.15
IV
82.0%
B/E move
27.0%
Puts
Pseudo strike
10.05
IV
76.9%
B/E move
16.3%

30Δ

Calls
Pseudo strike
13.43
IV
75.5%
B/E move
21.3%
Puts
Pseudo strike
10.41
IV
77.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
12.87
IV
72.3%
B/E move
17.2%
Puts
Pseudo strike
10.78
IV
77.0%
B/E move
12.5%

40Δ

Calls
Pseudo strike
12.53
IV
74.3%
B/E move
15.5%
Puts
Pseudo strike
11.14
IV
77.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
12.19
IV
76.4%
B/E move
13.7%
Puts
Pseudo strike
11.50
IV
78.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
11.85
IV
76.4%
B/E move
11.8%
Puts
Pseudo strike
11.86
IV
78.8%
B/E move
8.2%

55Δ

Calls
Pseudo strike
11.50
IV
73.9%
B/E move
9.8%
Puts
Pseudo strike
12.20
IV
77.5%
B/E move
6.9%

60Δ

Calls
Pseudo strike
11.15
IV
71.4%
B/E move
7.8%
Puts
Pseudo strike
12.54
IV
75.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.71
IV
80.4%
B/E move
7.0%
Puts
Pseudo strike
12.88
IV
72.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
10.21
IV
98.1%
B/E move
7.2%
Puts
Pseudo strike
13.36
IV
73.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
9.84
IV
99.1%
B/E move
6.3%
Puts
Pseudo strike
13.92
IV
76.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
9.57
IV
88.0%
B/E move
4.7%
Puts
Pseudo strike
14.46
IV
75.2%
B/E move
1.9%