IntraAlpha
Create free account Start free

Natera, Inc. Common Stock NTRA

i

Market datapartial · fetched 2026-10-22T15:45:37.254Z

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 · 2026-10-22T15:45:35.691262608Z

FundamentalsAlpha Vantage · unavailable

Share price$394.09
1D-3.9%
$392$398$404$410$4165:30 AM6:30 AM9:00 AM1:00 PMNTRA
Sold putSold call

Natera, Inc. Common Stock options

Live interpolated NTRA call and put midpoint premiums by absolute delta.Natera, Inc. Common Stock$5.05$25.28$45.51$65.74$85.97$305.56$349.79$394.03$438.26$482.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTRA spot · $394.09NTRA PRICE$7.24$9.69$12.20$15.15$18.75$21.92$25.41$29.70$34.25$39.16$44.80$51.18$58.42$8.63$11.68$14.85$18.67$22.86$27.23$32.46$37.84$43.80$50.12$58.57$67.92$80.14
PutsExpensive1.21×
CallsExpensive1.23×
SkewNeutral+0.11 pp
Implied moveBearish±$57.87
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ466.6563.1%20.2%345.5363.3%14.5%
25Δ453.5863.7%17.6%355.6864.0%12.7%
30Δ440.9763.1%15.0%365.6163.6%11.0%
35Δ430.5163.7%13.1%374.8464.0%9.6%
40Δ421.3665.5%11.7%383.7664.6%8.4%
45Δ411.2764.6%9.9%392.8664.3%7.2%
50Δ401.8163.9%8.4%402.0164.9%6.2%
55Δ392.8064.3%7.2%411.2764.6%5.2%
60Δ383.8264.4%6.1%420.7764.3%4.3%
65Δ374.7664.1%5.0%430.4363.5%3.5%
70Δ365.4264.1%4.1%441.6863.9%2.8%
75Δ355.7164.0%3.2%453.7263.8%2.1%
80Δ345.3863.5%2.5%468.3364.4%1.5%

20Δ

Calls
Pseudo strike
466.65
IV
63.1%
B/E move
20.2%
Puts
Pseudo strike
345.53
IV
63.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
453.58
IV
63.7%
B/E move
17.6%
Puts
Pseudo strike
355.68
IV
64.0%
B/E move
12.7%

30Δ

Calls
Pseudo strike
440.97
IV
63.1%
B/E move
15.0%
Puts
Pseudo strike
365.61
IV
63.6%
B/E move
11.0%

35Δ

Calls
Pseudo strike
430.51
IV
63.7%
B/E move
13.1%
Puts
Pseudo strike
374.84
IV
64.0%
B/E move
9.6%

40Δ

Calls
Pseudo strike
421.36
IV
65.5%
B/E move
11.7%
Puts
Pseudo strike
383.76
IV
64.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
411.27
IV
64.6%
B/E move
9.9%
Puts
Pseudo strike
392.86
IV
64.3%
B/E move
7.2%

50Δ

Calls
Pseudo strike
401.81
IV
63.9%
B/E move
8.4%
Puts
Pseudo strike
402.01
IV
64.9%
B/E move
6.2%

55Δ

Calls
Pseudo strike
392.80
IV
64.3%
B/E move
7.2%
Puts
Pseudo strike
411.27
IV
64.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
383.82
IV
64.4%
B/E move
6.1%
Puts
Pseudo strike
420.77
IV
64.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
374.76
IV
64.1%
B/E move
5.0%
Puts
Pseudo strike
430.43
IV
63.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
365.42
IV
64.1%
B/E move
4.1%
Puts
Pseudo strike
441.68
IV
63.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
355.71
IV
64.0%
B/E move
3.2%
Puts
Pseudo strike
453.72
IV
63.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
345.38
IV
63.5%
B/E move
2.5%
Puts
Pseudo strike
468.33
IV
64.4%
B/E move
1.5%

Options history

No recorded observations