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Nextdoor Holdings, Inc. Class A Common Stock NXDR

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Market datapartial · fetched 2026-10-23T03:03:13.117Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:52:14.791577946Z

FundamentalsAlpha Vantage · unavailable

Share price$2.47
1D-3.0%
AH$2.49$2.53$2.58$2.62$2.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXDR
Sold putSold callAH

Nextdoor Holdings, Inc. Class A Common Stock options

Live interpolated NXDR call and put midpoint premiums by absolute delta.Nextdoor Holdings, Inc. Class A Common Stock$0.08$1.32$2.57$3.81$5.06$0.47$1.54$2.61$3.67$4.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXDR spot · $2.47NXDR PRICE$0.21$0.26$0.32$0.38$0.44$0.50$0.56$0.62$0.54$1.06$1.58$2.10$2.62$3.14$3.66$4.18$4.70
PutsExpensive1.56×
CallsExpensive1.71×
SkewBullish-13.87 pp
Implied moveBearish±$2.08
TiltBearish75.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.52103.2%172.8%
30Δ5.3898.3%128.2%
35Δ4.7495.4%104.8%
40Δ4.3693.6%91.8%2.6060.8%16.6%
45Δ3.9891.7%78.7%3.1765.4%14.3%
50Δ3.5989.9%65.7%3.7570.1%11.9%
55Δ3.2188.0%52.6%4.3374.7%9.6%
60Δ2.8386.2%39.6%4.9179.4%7.3%
65Δ5.4984.1%4.9%
70Δ6.0688.7%2.6%
75Δ6.6493.4%0.2%
80Δ7.2298.0%2.1%

20Δ

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

25Δ

Calls
Pseudo strike
6.52
IV
103.2%
B/E move
172.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.38
IV
98.3%
B/E move
128.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.74
IV
95.4%
B/E move
104.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.36
IV
93.6%
B/E move
91.8%
Puts
Pseudo strike
2.60
IV
60.8%
B/E move
16.6%

45Δ

Calls
Pseudo strike
3.98
IV
91.7%
B/E move
78.7%
Puts
Pseudo strike
3.17
IV
65.4%
B/E move
14.3%

50Δ

Calls
Pseudo strike
3.59
IV
89.9%
B/E move
65.7%
Puts
Pseudo strike
3.75
IV
70.1%
B/E move
11.9%

55Δ

Calls
Pseudo strike
3.21
IV
88.0%
B/E move
52.6%
Puts
Pseudo strike
4.33
IV
74.7%
B/E move
9.6%

60Δ

Calls
Pseudo strike
2.83
IV
86.2%
B/E move
39.6%
Puts
Pseudo strike
4.91
IV
79.4%
B/E move
7.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.49
IV
84.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.06
IV
88.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.64
IV
93.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.22
IV
98.0%
B/E move
2.1%

Options history

No recorded observations