IntraAlpha
Create free account Start free

Nanobiotix S.A. American Depositary Shares NBTX

i

Market datapartial · fetched 2026-11-06T05:29:22.861Z

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 · 2026-11-05T21:00:00.358883122Z

FundamentalsAlpha Vantage · unavailable

Share price$30.02
1D-1.4%
AH$29.40$29.70$30.00$30.30$30.605:30 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$2.00$3.48$4.96$6.44$7.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENBTX PRICE$2.60$3.17$3.74$4.31$4.88$5.45$2.16$2.24$2.31$2.37$2.43$2.50$3.02$3.57$4.13$4.68$5.23$5.85$7.50
PutsExpensive1.40×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.68268.7%35.0%
25Δ24.79203.0%24.9%
30Δ26.17176.9%20.5%
35Δ27.42153.8%16.6%
40Δ28.67130.6%12.6%
45Δ29.92107.5%8.6%
50Δ30.80105.4%7.5%
55Δ29.93107.7%8.3%31.65104.6%6.5%
60Δ29.04108.8%7.3%32.50103.8%5.5%
65Δ28.15109.9%6.2%33.35103.0%4.5%
70Δ27.25110.9%5.1%34.20102.3%3.5%
75Δ26.36112.0%4.1%35.11101.7%2.5%
80Δ25.47113.0%3.0%36.94104.6%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.68
IV
268.7%
B/E move
35.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.79
IV
203.0%
B/E move
24.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.17
IV
176.9%
B/E move
20.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.42
IV
153.8%
B/E move
16.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.67
IV
130.6%
B/E move
12.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.92
IV
107.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.80
IV
105.4%
B/E move
7.5%

55Δ

Calls
Pseudo strike
29.93
IV
107.7%
B/E move
8.3%
Puts
Pseudo strike
31.65
IV
104.6%
B/E move
6.5%

60Δ

Calls
Pseudo strike
29.04
IV
108.8%
B/E move
7.3%
Puts
Pseudo strike
32.50
IV
103.8%
B/E move
5.5%

65Δ

Calls
Pseudo strike
28.15
IV
109.9%
B/E move
6.2%
Puts
Pseudo strike
33.35
IV
103.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
27.25
IV
110.9%
B/E move
5.1%
Puts
Pseudo strike
34.20
IV
102.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
26.36
IV
112.0%
B/E move
4.1%
Puts
Pseudo strike
35.11
IV
101.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
25.47
IV
113.0%
B/E move
3.0%
Puts
Pseudo strike
36.94
IV
104.6%
B/E move
1.9%

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%