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Natera, Inc. Common Stock NTRA

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-12T03:16:13.095Z

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 · 2026-11-11T23:48:42.819444022Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:16:12.462869+00:00

Share price$320.10
1D-1.2%
AH$315$317$320$322$3255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTRA
Sold putSold callAH

Natera, Inc. Common Stock options

Live interpolated NTRA call and put midpoint premiums by absolute delta.Natera, Inc. Common Stock$2.12$9.08$16.04$23.00$29.96$195.24$252.43$309.62$366.81$424.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTRA spot · $320.10NTRA PRICE$2.87$3.77$4.93$6.09$7.38$8.85$10.33$12.10$14.14$16.18$18.82$21.71$25.04$3.35$4.45$5.62$6.87$8.32$9.77$11.45$13.41$15.36$17.77$20.55$23.32$27.95
PutsCheap0.26×
CallsCheap0.53×
SkewNeutral+0.23 pp
Implied moveBearish±$21.77
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ345.0952.6%8.7%298.1456.9%7.9%
25Δ339.7952.2%7.3%302.8656.1%6.8%
30Δ335.9852.7%6.5%307.0455.5%5.8%
35Δ332.1753.2%5.7%311.0355.0%5.0%
40Δ328.5153.5%4.9%314.5654.5%4.3%
45Δ325.0553.7%4.3%318.0954.0%3.7%
50Δ321.5953.8%3.7%321.5753.6%3.1%
55Δ318.1054.1%3.2%325.0153.4%2.7%
60Δ314.5854.4%2.7%328.4553.1%2.2%
65Δ311.0754.7%2.2%332.1453.0%1.8%
70Δ307.1655.0%1.8%336.0552.8%1.4%
75Δ303.0855.3%1.5%339.9652.7%1.1%
80Δ298.6355.7%1.1%345.4853.4%0.8%

20Δ

Calls
Pseudo strike
345.09
IV
52.6%
B/E move
8.7%
Puts
Pseudo strike
298.14
IV
56.9%
B/E move
7.9%

25Δ

Calls
Pseudo strike
339.79
IV
52.2%
B/E move
7.3%
Puts
Pseudo strike
302.86
IV
56.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
335.98
IV
52.7%
B/E move
6.5%
Puts
Pseudo strike
307.04
IV
55.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
332.17
IV
53.2%
B/E move
5.7%
Puts
Pseudo strike
311.03
IV
55.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
328.51
IV
53.5%
B/E move
4.9%
Puts
Pseudo strike
314.56
IV
54.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
325.05
IV
53.7%
B/E move
4.3%
Puts
Pseudo strike
318.09
IV
54.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
321.59
IV
53.8%
B/E move
3.7%
Puts
Pseudo strike
321.57
IV
53.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
318.10
IV
54.1%
B/E move
3.2%
Puts
Pseudo strike
325.01
IV
53.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
314.58
IV
54.4%
B/E move
2.7%
Puts
Pseudo strike
328.45
IV
53.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
311.07
IV
54.7%
B/E move
2.2%
Puts
Pseudo strike
332.14
IV
53.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
307.16
IV
55.0%
B/E move
1.8%
Puts
Pseudo strike
336.05
IV
52.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
303.08
IV
55.3%
B/E move
1.5%
Puts
Pseudo strike
339.96
IV
52.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
298.63
IV
55.7%
B/E move
1.1%
Puts
Pseudo strike
345.48
IV
53.4%
B/E move
0.8%

Options history

IV · four-Friday blend59.60%
Daily close
NTRA42.6%51.7%60.9%2026-08-13: 44.62%2026-08-14: 43.85%2026-08-17: 45.66%2026-08-18: 46.16%2026-08-19: 44.28%2026-08-21: 45.31%2026-08-24: 45.40%2026-08-25: 46.04%2026-08-26: 45.38%2026-08-27: 44.95%2026-08-28: 45.06%2026-08-31: 46.51%2026-09-01: 46.24%2026-09-02: 45.98%2026-09-03: 45.62%2026-09-04: 45.49%2026-09-08: 47.96%2026-09-09: 47.55%2026-09-10: 47.26%2026-09-11: 46.21%2026-09-14: 48.10%2026-09-15: 48.80%2026-09-16: 49.43%2026-09-17: 46.85%2026-09-18: 45.86%2026-09-21: 47.24%2026-09-22: 49.80%2026-09-23: 49.53%2026-09-24: 53.66%2026-09-25: 54.50%2026-09-28: 55.02%2026-09-29: 55.90%2026-09-30: 56.00%2026-10-01: 54.03%2026-10-02: 53.59%2026-10-05: 52.53%2026-10-06: 53.12%2026-10-07: 53.27%2026-10-08: 53.96%2026-10-09: 53.21%2026-10-12: 54.56%2026-10-13: 55.36%2026-10-14: 57.11%2026-10-15: 56.44%2026-10-16: 57.54%2026-10-19: 57.64%2026-10-20: 58.27%2026-10-21: 58.24%2026-10-22: 57.47%2026-10-23: 57.40%2026-10-26: 58.14%2026-10-27: 56.51%2026-10-28: 56.48%2026-10-29: 57.54%2026-10-30: 59.60%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
44.62%
43.85%
45.66%
46.16%
44.28%
45.31%
45.40%
46.04%
45.38%
44.95%
45.06%
46.51%
46.24%
45.98%
45.62%
45.49%
47.96%
47.55%
47.26%
46.21%
48.10%
48.80%
49.43%
46.85%
45.86%
47.24%
49.80%
49.53%
53.66%
54.50%
55.02%
55.90%
56.00%
54.03%
53.59%
52.53%
53.12%
53.27%
53.96%
53.21%
54.56%
55.36%
57.11%
56.44%
57.54%
57.64%
58.27%
58.24%
57.47%
57.40%
58.14%
56.51%
56.48%
57.54%
59.60%