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Netskope, Inc. Class A Common Stock NTSK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:04:40.966Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:46.807878045Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:55:03.147384+00:00

Share price$20.58
1D+7.2%
AH$18.77$19.25$19.74$20.23$20.715:30 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$0.08$1.01$1.95$2.89$3.82$18.32$19.57$20.82$22.07$23.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $20.58OPTION PRICELive NTSK spot · $20.58NTSK PRICE$0.21$0.25$0.29$0.33$0.37$0.41$0.45$0.49$0.53$0.57$0.61$0.65$0.68$0.35$0.18$0.31$0.50$0.70$0.89$1.08$1.28$1.47$1.66$1.85$2.05$3.55
PutsExpensive1.39×
CallsExpensive1.39×
SkewBullish-44.36 pp
Implied moveBearish±$1.53
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.03354.3%37.2%18.20294.6%13.2%
25Δ27.35330.1%34.1%19.75116.1%4.9%
30Δ26.66305.9%31.0%20.2096.8%3.4%
35Δ25.98281.8%27.9%20.44107.8%3.1%
40Δ25.30257.6%24.7%20.68118.9%2.9%
45Δ24.61233.5%21.6%20.91130.0%2.7%
50Δ23.93209.3%18.5%21.15141.0%2.5%
55Δ23.25185.1%15.3%21.39152.1%2.3%
60Δ22.56161.0%12.2%21.63163.2%2.0%
65Δ21.88136.8%9.1%21.87174.2%1.8%
70Δ21.20112.7%6.0%22.10185.3%1.6%
75Δ20.5288.5%2.8%22.34196.3%1.4%
80Δ19.8364.3%0.3%23.87268.0%1.3%

20Δ

Calls
Pseudo strike
28.03
IV
354.3%
B/E move
37.2%
Puts
Pseudo strike
18.20
IV
294.6%
B/E move
13.2%

25Δ

Calls
Pseudo strike
27.35
IV
330.1%
B/E move
34.1%
Puts
Pseudo strike
19.75
IV
116.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
26.66
IV
305.9%
B/E move
31.0%
Puts
Pseudo strike
20.20
IV
96.8%
B/E move
3.4%

35Δ

Calls
Pseudo strike
25.98
IV
281.8%
B/E move
27.9%
Puts
Pseudo strike
20.44
IV
107.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
25.30
IV
257.6%
B/E move
24.7%
Puts
Pseudo strike
20.68
IV
118.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
24.61
IV
233.5%
B/E move
21.6%
Puts
Pseudo strike
20.91
IV
130.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
23.93
IV
209.3%
B/E move
18.5%
Puts
Pseudo strike
21.15
IV
141.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.25
IV
185.1%
B/E move
15.3%
Puts
Pseudo strike
21.39
IV
152.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
22.56
IV
161.0%
B/E move
12.2%
Puts
Pseudo strike
21.63
IV
163.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
21.88
IV
136.8%
B/E move
9.1%
Puts
Pseudo strike
21.87
IV
174.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
21.20
IV
112.7%
B/E move
6.0%
Puts
Pseudo strike
22.10
IV
185.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
20.52
IV
88.5%
B/E move
2.8%
Puts
Pseudo strike
22.34
IV
196.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.83
IV
64.3%
B/E move
0.3%
Puts
Pseudo strike
23.87
IV
268.0%
B/E move
1.3%