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Nutanix Inc NTNX

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-24T15:15:38.203Z

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 · 2026-10-23T20:00:04.737520313Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-24T15:15:38.285771+00:00

Share price$70.58
1D+1.0%
AH$68.98$69.62$70.27$70.91$71.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTNX
Sold putSold callAH

Nutanix Inc options

Live interpolated NTNX call and put midpoint premiums by absolute delta.Nutanix Inc$0.61$2.76$4.92$7.07$9.23$58.35$64.56$70.77$76.98$83.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTNX spot · $70.58NTNX PRICE$0.84$1.11$1.38$1.74$2.14$2.56$3.05$3.54$4.10$4.68$5.49$6.71$7.75$0.97$1.31$1.68$2.08$2.51$2.98$3.57$4.15$4.71$5.25$5.98$7.19$8.61
PutsCheap0.82×
CallsCheap0.80×
SkewNeutral-0.23 pp
Implied moveBearish±$6.62
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.2540.7%12.1%64.5742.8%9.9%
25Δ76.8040.7%10.4%65.8542.6%8.6%
30Δ75.3939.7%8.8%67.0242.8%7.4%
35Δ74.2840.1%7.7%68.1242.7%6.4%
40Δ73.2841.0%6.9%69.1842.5%5.5%
45Δ72.2741.8%6.0%70.2442.4%4.7%
50Δ71.2542.2%5.3%71.2842.7%4.1%
55Δ70.2342.5%4.5%72.3342.9%3.4%
60Δ69.2042.4%3.8%73.3141.8%2.8%
65Δ68.1642.2%3.2%74.2940.4%2.2%
70Δ66.9643.2%2.7%75.4039.8%1.6%
75Δ65.4746.4%2.3%76.8741.1%1.3%
80Δ64.1046.5%1.8%78.5642.2%0.9%

20Δ

Calls
Pseudo strike
78.25
IV
40.7%
B/E move
12.1%
Puts
Pseudo strike
64.57
IV
42.8%
B/E move
9.9%

25Δ

Calls
Pseudo strike
76.80
IV
40.7%
B/E move
10.4%
Puts
Pseudo strike
65.85
IV
42.6%
B/E move
8.6%

30Δ

Calls
Pseudo strike
75.39
IV
39.7%
B/E move
8.8%
Puts
Pseudo strike
67.02
IV
42.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
74.28
IV
40.1%
B/E move
7.7%
Puts
Pseudo strike
68.12
IV
42.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
73.28
IV
41.0%
B/E move
6.9%
Puts
Pseudo strike
69.18
IV
42.5%
B/E move
5.5%

45Δ

Calls
Pseudo strike
72.27
IV
41.8%
B/E move
6.0%
Puts
Pseudo strike
70.24
IV
42.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
71.25
IV
42.2%
B/E move
5.3%
Puts
Pseudo strike
71.28
IV
42.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
70.23
IV
42.5%
B/E move
4.5%
Puts
Pseudo strike
72.33
IV
42.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
69.20
IV
42.4%
B/E move
3.8%
Puts
Pseudo strike
73.31
IV
41.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
68.16
IV
42.2%
B/E move
3.2%
Puts
Pseudo strike
74.29
IV
40.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
66.96
IV
43.2%
B/E move
2.7%
Puts
Pseudo strike
75.40
IV
39.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
65.47
IV
46.4%
B/E move
2.3%
Puts
Pseudo strike
76.87
IV
41.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
64.10
IV
46.5%
B/E move
1.8%
Puts
Pseudo strike
78.56
IV
42.2%
B/E move
0.9%

Options history

No recorded observations