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Netskope, Inc. Class A Common Stock NTSK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-07T02:31:45.629Z

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 · 2026-11-06T22:41:13.627206862Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T02:31:45.210904+00:00

Share price$21.00
1D-4.9%
AH$20.76$21.23$21.70$22.16$22.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTSK
Sold putSold callAH

Netskope, Inc. Class A Common Stock options

Live interpolated NTSK call and put midpoint premiums by absolute delta.Netskope, Inc. Class A Common Stock$0.26$1.32$2.37$3.43$4.48$15.12$18.30$21.48$24.65$27.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTSK spot · $21.00NTSK PRICE$0.42$0.57$0.73$0.87$1.02$1.22$1.43$1.65$1.95$2.28$2.72$3.38$4.18$0.38$0.51$0.67$0.84$1.10$1.36$1.62$1.87$2.13$2.48$2.95$3.42$3.88
PutsCheap0.73×
CallsFair0.99×
SkewBullish-20.64 pp
Implied moveBearish±$3.05
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.30100.0%22.5%18.7275.9%12.7%
25Δ24.52101.0%19.5%19.2375.8%10.9%
30Δ23.87102.7%17.1%19.6577.0%9.6%
35Δ23.1599.2%14.4%20.0678.7%8.5%
40Δ22.4696.1%11.8%20.4882.8%7.7%
45Δ21.9496.4%10.3%20.9087.0%7.0%
50Δ21.4296.6%8.8%21.3487.1%6.1%
55Δ20.9197.1%7.4%21.7985.8%5.2%
60Δ20.3999.1%6.4%22.2484.6%4.2%
65Δ19.86101.8%5.4%22.7684.6%3.4%
70Δ19.24106.9%4.6%23.3686.0%2.8%
75Δ18.45116.9%3.9%23.9687.4%2.2%
80Δ17.53130.1%3.4%24.5483.0%1.6%

20Δ

Calls
Pseudo strike
25.30
IV
100.0%
B/E move
22.5%
Puts
Pseudo strike
18.72
IV
75.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
24.52
IV
101.0%
B/E move
19.5%
Puts
Pseudo strike
19.23
IV
75.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
23.87
IV
102.7%
B/E move
17.1%
Puts
Pseudo strike
19.65
IV
77.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
23.15
IV
99.2%
B/E move
14.4%
Puts
Pseudo strike
20.06
IV
78.7%
B/E move
8.5%

40Δ

Calls
Pseudo strike
22.46
IV
96.1%
B/E move
11.8%
Puts
Pseudo strike
20.48
IV
82.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
21.94
IV
96.4%
B/E move
10.3%
Puts
Pseudo strike
20.90
IV
87.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
21.42
IV
96.6%
B/E move
8.8%
Puts
Pseudo strike
21.34
IV
87.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
20.91
IV
97.1%
B/E move
7.4%
Puts
Pseudo strike
21.79
IV
85.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
20.39
IV
99.1%
B/E move
6.4%
Puts
Pseudo strike
22.24
IV
84.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
19.86
IV
101.8%
B/E move
5.4%
Puts
Pseudo strike
22.76
IV
84.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
19.24
IV
106.9%
B/E move
4.6%
Puts
Pseudo strike
23.36
IV
86.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.45
IV
116.9%
B/E move
3.9%
Puts
Pseudo strike
23.96
IV
87.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.53
IV
130.1%
B/E move
3.4%
Puts
Pseudo strike
24.54
IV
83.0%
B/E move
1.6%

Options history

IV · four-Friday blend84.49%
Daily close
NTSK70.1%90.1%110.1%2026-08-10: 91.46%2026-08-11: 88.68%2026-08-12: 91.51%2026-08-13: 91.98%2026-08-18: 107.39%2026-08-21: 96.64%2026-08-24: 95.49%2026-08-25: 99.43%2026-08-26: 98.68%2026-08-27: 98.10%2026-08-28: 96.74%2026-08-31: 101.20%2026-09-01: 102.20%2026-09-02: 104.34%2026-09-03: 81.60%2026-09-04: 78.53%2026-09-08: 81.30%2026-09-09: 80.83%2026-09-10: 83.69%2026-09-11: 79.02%2026-09-15: 84.53%2026-09-16: 90.23%2026-09-18: 76.74%2026-09-21: 77.52%2026-09-22: 76.99%2026-09-23: 76.23%2026-09-24: 77.38%2026-09-25: 76.54%2026-09-28: 77.04%2026-09-29: 74.73%2026-09-30: 78.09%2026-10-01: 76.95%2026-10-02: 73.53%2026-10-05: 75.34%2026-10-06: 73.29%2026-10-07: 72.90%2026-10-08: 76.16%2026-10-16: 76.55%2026-10-19: 79.00%2026-10-20: 75.73%2026-10-21: 77.66%2026-10-22: 76.18%2026-10-23: 78.25%2026-10-26: 79.90%2026-10-27: 82.39%2026-10-28: 80.50%2026-10-29: 80.86%2026-10-30: 84.49%Aug 10Sep 21Oct 30
48 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
91.46%
88.68%
91.51%
91.98%
107.39%
96.64%
95.49%
99.43%
98.68%
98.10%
96.74%
101.20%
102.20%
104.34%
81.60%
78.53%
81.30%
80.83%
83.69%
79.02%
84.53%
90.23%
76.74%
77.52%
76.99%
76.23%
77.38%
76.54%
77.04%
74.73%
78.09%
76.95%
73.53%
75.34%
73.29%
72.90%
76.16%
76.55%
79.00%
75.73%
77.66%
76.18%
78.25%
79.90%
82.39%
80.50%
80.86%
84.49%