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Netskope, Inc. Class A Common Stock NTSK

i

Market datapartial · fetched 2026-11-07T16:56:44.898Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENTSK PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%