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Nanobiotix S.A. American Depositary Shares NBTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T09:04:34.973Z

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

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 · 2026-11-03T21:00:00.443324905Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:04:34.425476+00:00

Share price$28.56
1D+0.9%
AH$27.78$28.26$28.73$29.21$29.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBTX
Sold putSold callAH

Nanobiotix S.A. American Depositary Shares options

Live interpolated NBTX call and put midpoint premiums by absolute delta.Nanobiotix S.A. American Depositary Shares$2.53$3.74$4.96$6.18$7.39$-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 P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENBTX PRICE$2.66$3.04$3.43$3.81$4.20$4.58$6.02$3.67$4.50$5.34$6.18$7.04
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
50Δ29.74130.1%13.4%
55Δ28.83126.1%11.6%
60Δ27.91122.1%9.7%30.8393.4%4.9%
65Δ27.00118.1%7.9%31.8895.5%4.1%
70Δ26.08114.1%6.0%32.9297.6%3.4%
75Δ25.16110.1%4.2%33.9799.8%2.7%
80Δ23.55128.9%3.5%35.04102.0%2.0%

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
29.74
IV
130.1%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
28.83
IV
126.1%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
27.91
IV
122.1%
B/E move
9.7%
Puts
Pseudo strike
30.83
IV
93.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
27.00
IV
118.1%
B/E move
7.9%
Puts
Pseudo strike
31.88
IV
95.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
26.08
IV
114.1%
B/E move
6.0%
Puts
Pseudo strike
32.92
IV
97.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
25.16
IV
110.1%
B/E move
4.2%
Puts
Pseudo strike
33.97
IV
99.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
23.55
IV
128.9%
B/E move
3.5%
Puts
Pseudo strike
35.04
IV
102.0%
B/E move
2.0%

Options history

IV · four-Friday blend86.00%
Daily EOD
NBTX73.1%80.0%87.0%2026-10-19: 82.45%2026-10-20: 74.01%2026-10-23: 83.99%2026-10-26: 84.40%2026-10-30: 86.00%Oct 19Oct 23Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.45%
74.01%
83.99%
84.40%
86.00%