IntraAlpha
Create free account Start free

Natera, Inc. Common Stock NTRA

i

Market datapartial · fetched 2026-10-22T20:12:21.309Z

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 · 2026-10-22T20:00:00.802823023Z

FundamentalsAlpha Vantage · unavailable

Share price$401.37
1D-2.1%
AH$383$392$400$409$4175:30 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$4.98$24.97$44.96$64.95$84.94$311.18$355.99$400.80$445.61$490.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTRA spot · $401.37NTRA PRICE$7.14$9.55$12.27$15.18$18.37$22.05$25.80$29.70$35.10$40.31$45.95$52.60$60.20$8.97$12.22$15.47$19.30$23.47$28.07$33.16$38.74$44.30$51.40$58.64$68.08$79.18
PutsExpensive1.19×
CallsExpensive1.19×
SkewBearish+1.01 pp
Implied moveBearish±$58.97
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ472.6661.2%19.5%351.0264.8%14.8%
25Δ459.3961.5%16.8%361.4465.7%13.0%
30Δ448.2762.2%14.7%371.9564.9%11.2%
35Δ437.6862.5%12.8%381.4865.1%9.8%
40Δ427.7162.7%11.1%390.8565.2%8.5%
45Δ418.5063.7%9.8%400.1365.2%7.3%
50Δ409.1763.7%8.4%409.4865.1%6.2%
55Δ400.0063.1%7.1%418.9765.0%5.3%
60Δ390.8464.9%6.1%428.3263.9%4.3%
65Δ381.5165.0%5.1%438.6563.9%3.5%
70Δ372.0064.7%4.1%448.9963.0%2.7%
75Δ361.9264.7%3.3%461.1263.0%2.1%
80Δ351.1964.5%2.5%474.7262.7%1.5%

20Δ

Calls
Pseudo strike
472.66
IV
61.2%
B/E move
19.5%
Puts
Pseudo strike
351.02
IV
64.8%
B/E move
14.8%

25Δ

Calls
Pseudo strike
459.39
IV
61.5%
B/E move
16.8%
Puts
Pseudo strike
361.44
IV
65.7%
B/E move
13.0%

30Δ

Calls
Pseudo strike
448.27
IV
62.2%
B/E move
14.7%
Puts
Pseudo strike
371.95
IV
64.9%
B/E move
11.2%

35Δ

Calls
Pseudo strike
437.68
IV
62.5%
B/E move
12.8%
Puts
Pseudo strike
381.48
IV
65.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
427.71
IV
62.7%
B/E move
11.1%
Puts
Pseudo strike
390.85
IV
65.2%
B/E move
8.5%

45Δ

Calls
Pseudo strike
418.50
IV
63.7%
B/E move
9.8%
Puts
Pseudo strike
400.13
IV
65.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
409.17
IV
63.7%
B/E move
8.4%
Puts
Pseudo strike
409.48
IV
65.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
400.00
IV
63.1%
B/E move
7.1%
Puts
Pseudo strike
418.97
IV
65.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
390.84
IV
64.9%
B/E move
6.1%
Puts
Pseudo strike
428.32
IV
63.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
381.51
IV
65.0%
B/E move
5.1%
Puts
Pseudo strike
438.65
IV
63.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
372.00
IV
64.7%
B/E move
4.1%
Puts
Pseudo strike
448.99
IV
63.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
361.92
IV
64.7%
B/E move
3.3%
Puts
Pseudo strike
461.12
IV
63.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
351.19
IV
64.5%
B/E move
2.5%
Puts
Pseudo strike
474.72
IV
62.7%
B/E move
1.5%

Options history

No recorded observations