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Netskope, Inc. Class A Common Stock NTSK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:17:59.458Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:03:35.329066596Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:58.920632+00:00

Share price$20.43
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$0.04$3.88$7.73$11.58$15.43$12.76$16.48$20.20$23.91$27.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTSK spot · $20.43NTSK PRICE$0.45$0.60$0.75$0.90$1.10$1.32$1.54$1.75$2.00$2.37$2.73$3.09$3.45$0.53$0.75$0.98$1.20$1.42$1.74$2.09$2.43$2.78$3.62$5.13$9.43$14.32
PutsFair1.02×
CallsCheap0.74×
SkewBearish+12.61 pp
Implied moveBearish±$3.62
TiltBearish35.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3969.8%26.5%17.6364.9%16.3%
25Δ24.3668.1%22.1%18.1965.6%14.6%
30Δ23.5567.2%19.0%18.7566.4%13.0%
35Δ22.7566.3%15.8%19.3167.1%11.3%
40Δ22.1266.0%13.6%19.8767.9%9.7%
45Δ21.5665.9%12.0%20.4568.0%8.5%
50Δ21.0065.9%10.3%21.0267.9%7.3%
55Δ20.4465.8%8.6%21.5967.9%6.2%
60Δ19.8765.8%7.1%22.1767.8%5.1%
65Δ19.3065.9%6.1%23.1673.9%4.3%
70Δ18.7366.0%5.0%24.7288.4%4.1%
75Δ18.1566.1%4.0%29.09116.3%3.8%
80Δ17.5866.2%2.9%34.06146.9%3.4%

20Δ

Calls
Pseudo strike
25.39
IV
69.8%
B/E move
26.5%
Puts
Pseudo strike
17.63
IV
64.9%
B/E move
16.3%

25Δ

Calls
Pseudo strike
24.36
IV
68.1%
B/E move
22.1%
Puts
Pseudo strike
18.19
IV
65.6%
B/E move
14.6%

30Δ

Calls
Pseudo strike
23.55
IV
67.2%
B/E move
19.0%
Puts
Pseudo strike
18.75
IV
66.4%
B/E move
13.0%

35Δ

Calls
Pseudo strike
22.75
IV
66.3%
B/E move
15.8%
Puts
Pseudo strike
19.31
IV
67.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
22.12
IV
66.0%
B/E move
13.6%
Puts
Pseudo strike
19.87
IV
67.9%
B/E move
9.7%

45Δ

Calls
Pseudo strike
21.56
IV
65.9%
B/E move
12.0%
Puts
Pseudo strike
20.45
IV
68.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
21.00
IV
65.9%
B/E move
10.3%
Puts
Pseudo strike
21.02
IV
67.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
20.44
IV
65.8%
B/E move
8.6%
Puts
Pseudo strike
21.59
IV
67.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
19.87
IV
65.8%
B/E move
7.1%
Puts
Pseudo strike
22.17
IV
67.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
19.30
IV
65.9%
B/E move
6.1%
Puts
Pseudo strike
23.16
IV
73.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
18.73
IV
66.0%
B/E move
5.0%
Puts
Pseudo strike
24.72
IV
88.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
18.15
IV
66.1%
B/E move
4.0%
Puts
Pseudo strike
29.09
IV
116.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
17.58
IV
66.2%
B/E move
2.9%
Puts
Pseudo strike
34.06
IV
146.9%
B/E move
3.4%