IntraAlpha
Create free account Start free

Nutanix, Inc. Class A Common Stock NTNX

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-13T18:52:27.925Z

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 · 2026-11-13T18:52:16.911933219Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T18:52:27.374197+00:00

Share price$60.43
1D-1.7%
$59.10$59.75$60.39$61.03$61.685:30 AM6:30 AM9:00 AM1:00 PMNTNX
Sold putSold call

Nutanix, Inc. Class A Common Stock options

Live interpolated NTNX call and put midpoint premiums by absolute delta.Nutanix, Inc. Class A Common Stock$0.28$1.29$2.31$3.32$4.34$55.06$57.65$60.24$62.83$65.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NTNX spot · $60.42NTNX PRICE$0.39$0.49$0.62$0.79$0.97$1.14$1.31$1.49$1.75$2.07$2.39$2.70$3.02$0.42$0.58$0.74$0.90$1.06$1.26$1.53$1.80$2.07$2.34$2.61$4.05
Puts——
CallsCheap0.83×
Skew——
Implied moveBearish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.8642.7%6.3%57.5743.4%5.4%
25Δ63.0140.4%5.1%58.0943.1%4.8%
30Δ62.3239.0%4.2%58.6042.8%4.2%
35Δ61.8939.1%3.7%59.1242.5%3.7%
40Δ61.4639.1%3.3%59.6442.2%3.1%
45Δ61.0239.1%2.9%60.1442.0%2.6%
50Δ60.5939.1%2.4%60.6041.9%2.2%
55Δ60.1639.1%2.0%61.0641.8%1.9%
60Δ59.7039.0%1.7%61.5141.7%1.6%
65Δ59.2438.8%1.5%61.9741.6%1.3%
70Δ58.7738.6%1.2%62.4341.6%1.0%
75Δ58.3138.4%1.0%63.9053.5%1.0%
80Δ57.8438.2%0.7%

20Δ

Calls
Pseudo strike
63.86
IV
42.7%
B/E move
6.3%
Puts
Pseudo strike
57.57
IV
43.4%
B/E move
5.4%

25Δ

Calls
Pseudo strike
63.01
IV
40.4%
B/E move
5.1%
Puts
Pseudo strike
58.09
IV
43.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
62.32
IV
39.0%
B/E move
4.2%
Puts
Pseudo strike
58.60
IV
42.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
61.89
IV
39.1%
B/E move
3.7%
Puts
Pseudo strike
59.12
IV
42.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
61.46
IV
39.1%
B/E move
3.3%
Puts
Pseudo strike
59.64
IV
42.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
61.02
IV
39.1%
B/E move
2.9%
Puts
Pseudo strike
60.14
IV
42.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
60.59
IV
39.1%
B/E move
2.4%
Puts
Pseudo strike
60.60
IV
41.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
60.16
IV
39.1%
B/E move
2.0%
Puts
Pseudo strike
61.06
IV
41.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
59.70
IV
39.0%
B/E move
1.7%
Puts
Pseudo strike
61.51
IV
41.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
59.24
IV
38.8%
B/E move
1.5%
Puts
Pseudo strike
61.97
IV
41.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
58.77
IV
38.6%
B/E move
1.2%
Puts
Pseudo strike
62.43
IV
41.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
58.31
IV
38.4%
B/E move
1.0%
Puts
Pseudo strike
63.90
IV
53.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
57.84
IV
38.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.20%
Daily EOD
NTNX45.3%47.4%49.5%2026-10-19: 45.61%2026-10-20: 47.14%2026-10-21: 46.39%2026-10-22: 46.56%2026-10-23: 47.62%2026-10-26: 47.74%2026-10-27: 47.09%2026-10-28: 47.40%2026-10-29: 48.17%2026-10-30: 49.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.61%
47.14%
46.39%
46.56%
47.62%
47.74%
47.09%
47.40%
48.17%
49.20%