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Nutanix Inc NTNX

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-25T18:25:47.766Z

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 2026-10-25T18:25:47.347536+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$2.75$4.90$7.05$9.19$59.01$64.93$70.85$76.78$82.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTNX spot · $70.58NTNX PRICE$0.84$1.11$1.38$1.74$2.14$2.56$3.05$3.54$4.11$4.69$5.51$6.73$7.76$0.97$1.31$1.68$2.08$2.51$2.98$3.56$4.15$4.70$5.24$5.96$7.16$8.57
PutsCheap0.87×
CallsCheap0.83×
SkewBullish-0.35 pp
Implied moveBearish±$6.62
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.2541.5%12.1%64.5743.5%9.9%
25Δ76.8041.5%10.4%65.8543.4%8.6%
30Δ75.3940.5%8.8%67.0243.5%7.4%
35Δ74.2740.9%7.7%68.1243.5%6.4%
40Δ73.2741.9%6.8%69.1843.3%5.5%
45Δ72.2742.7%6.0%70.2343.2%4.7%
50Δ71.2443.0%5.3%71.2743.4%4.1%
55Δ70.2243.4%4.5%72.3243.7%3.4%
60Δ69.1943.3%3.8%73.3042.5%2.8%
65Δ68.1543.1%3.2%74.2841.1%2.2%
70Δ66.9444.2%2.6%75.3840.4%1.6%
75Δ65.4547.5%2.3%76.8441.7%1.3%
80Δ64.0947.4%1.8%78.5142.8%0.9%

20Δ

Calls
Pseudo strike
78.25
IV
41.5%
B/E move
12.1%
Puts
Pseudo strike
64.57
IV
43.5%
B/E move
9.9%

25Δ

Calls
Pseudo strike
76.80
IV
41.5%
B/E move
10.4%
Puts
Pseudo strike
65.85
IV
43.4%
B/E move
8.6%

30Δ

Calls
Pseudo strike
75.39
IV
40.5%
B/E move
8.8%
Puts
Pseudo strike
67.02
IV
43.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
74.27
IV
40.9%
B/E move
7.7%
Puts
Pseudo strike
68.12
IV
43.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
73.27
IV
41.9%
B/E move
6.8%
Puts
Pseudo strike
69.18
IV
43.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
72.27
IV
42.7%
B/E move
6.0%
Puts
Pseudo strike
70.23
IV
43.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
71.24
IV
43.0%
B/E move
5.3%
Puts
Pseudo strike
71.27
IV
43.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
70.22
IV
43.4%
B/E move
4.5%
Puts
Pseudo strike
72.32
IV
43.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
69.19
IV
43.3%
B/E move
3.8%
Puts
Pseudo strike
73.30
IV
42.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
68.15
IV
43.1%
B/E move
3.2%
Puts
Pseudo strike
74.28
IV
41.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
66.94
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
75.38
IV
40.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
65.45
IV
47.5%
B/E move
2.3%
Puts
Pseudo strike
76.84
IV
41.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
64.09
IV
47.4%
B/E move
1.8%
Puts
Pseudo strike
78.51
IV
42.8%
B/E move
0.9%

Options history

NTNX47.5747.6247.662026-10-23: 47.62%Oct 23Oct 23
Table
DateIV
47.62%