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Netskope, Inc. Class A Common Stock NTSK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:36:16.360Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:53.332685361Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:36:13.625617+00:00

Share price$20.80
1D+8.3%
AH$18.75$19.30$19.85$20.40$20.955:30 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$1.23$2.45$3.68$4.90$-983.87$-705.34$-426.80$-148.26$130.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $20.80OPTION PRICELive NTSK spot · $20.80NTSK PRICE$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.28$0.26$0.47$0.68$0.89$1.10$1.32$1.53$1.74$1.95$2.16$3.33$4.54
PutsExpensive1.86×
CallsCheap-541.74×
SkewBearish+83659.33 pp
Implied moveBearish±$1.32
TiltBearish99.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ-599.61-26719.5%2982.3%18.86235.6%10.7%
25Δ-818.96-36174.3%4036.8%20.13111.3%4.5%
30Δ-1038.32-45629.2%5091.2%20.39127.1%4.2%
35Δ-1257.67-55084.0%6145.7%20.66142.8%4.0%
40Δ-1477.03-64538.8%7200.2%20.92158.6%3.7%
45Δ-1696.38-73993.6%8254.6%21.18174.3%3.5%
50Δ-1915.74-83448.5%9309.1%21.44190.1%3.3%
55Δ-2135.09-92903.3%10363.5%21.70205.8%3.0%
60Δ-2354.45-102358.1%11418.0%21.96221.6%2.8%
65Δ-2573.81-111812.9%12472.4%22.23237.3%2.5%
70Δ-2793.16-121267.8%13526.9%22.49253.0%2.3%
75Δ-3012.52-130722.6%14581.3%23.69311.6%2.1%
80Δ-3231.87-140177.4%15635.8%24.94372.3%1.9%

20Δ

Calls
Pseudo strike
-599.61
IV
-26719.5%
B/E move
2982.3%
Puts
Pseudo strike
18.86
IV
235.6%
B/E move
10.7%

25Δ

Calls
Pseudo strike
-818.96
IV
-36174.3%
B/E move
4036.8%
Puts
Pseudo strike
20.13
IV
111.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
-1038.32
IV
-45629.2%
B/E move
5091.2%
Puts
Pseudo strike
20.39
IV
127.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
-1257.67
IV
-55084.0%
B/E move
6145.7%
Puts
Pseudo strike
20.66
IV
142.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
-1477.03
IV
-64538.8%
B/E move
7200.2%
Puts
Pseudo strike
20.92
IV
158.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
-1696.38
IV
-73993.6%
B/E move
8254.6%
Puts
Pseudo strike
21.18
IV
174.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
-1915.74
IV
-83448.5%
B/E move
9309.1%
Puts
Pseudo strike
21.44
IV
190.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
-2135.09
IV
-92903.3%
B/E move
10363.5%
Puts
Pseudo strike
21.70
IV
205.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
-2354.45
IV
-102358.1%
B/E move
11418.0%
Puts
Pseudo strike
21.96
IV
221.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
-2573.81
IV
-111812.9%
B/E move
12472.4%
Puts
Pseudo strike
22.23
IV
237.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
-2793.16
IV
-121267.8%
B/E move
13526.9%
Puts
Pseudo strike
22.49
IV
253.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
-3012.52
IV
-130722.6%
B/E move
14581.3%
Puts
Pseudo strike
23.69
IV
311.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
-3231.87
IV
-140177.4%
B/E move
15635.8%
Puts
Pseudo strike
24.94
IV
372.3%
B/E move
1.9%