IntraAlpha
Create free account Start free

NerdWallet, Inc. Class A Common Stock NRDS

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-04T04:45:55.291Z

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 · 2026-11-03T23:21:12.568381887Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:45:54.957146+00:00

Share price$10.80
1D-0.5%
AH$10.65$10.72$10.79$10.86$10.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRDS
Sold putSold callAH

NerdWallet, Inc. Class A Common Stock options

Live interpolated NRDS call and put midpoint premiums by absolute delta.NerdWallet, Inc. Class A Common Stock$0.16$0.77$1.38$1.99$2.60$8.25$9.58$10.92$12.25$13.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRDS spot · $10.80NRDS PRICE$0.22$0.28$0.40$0.53$0.66$0.79$0.91$1.04$1.17$1.30$1.55$1.98$2.42$0.30$0.38$0.46$0.60$0.75$0.90$1.06$1.21$1.36$1.52$1.67$1.82$2.31
PutsExpensive2.11×
CallsExpensive1.99×
SkewBullish-9.99 pp
Implied moveBearish±$1.97
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3896.1%26.0%8.91103.5%20.3%
25Δ12.5086.9%18.3%9.4198.2%16.4%
30Δ12.2188.6%16.8%9.9092.9%12.6%
35Δ11.9290.3%15.3%10.2290.8%10.9%
40Δ11.6392.1%13.8%10.4989.5%9.9%
45Δ11.3493.8%12.3%10.7588.2%8.8%
50Δ11.0595.5%10.7%11.0286.8%7.7%
55Δ10.7697.2%9.2%11.2985.5%6.7%
60Δ10.4799.0%7.7%11.5684.2%5.6%
65Δ10.18100.7%6.2%11.8382.9%4.5%
70Δ9.79104.7%5.0%12.1081.6%3.5%
75Δ9.27112.3%4.2%12.3780.3%2.4%
80Δ8.74119.9%3.3%12.9383.1%1.6%

20Δ

Calls
Pseudo strike
13.38
IV
96.1%
B/E move
26.0%
Puts
Pseudo strike
8.91
IV
103.5%
B/E move
20.3%

25Δ

Calls
Pseudo strike
12.50
IV
86.9%
B/E move
18.3%
Puts
Pseudo strike
9.41
IV
98.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
12.21
IV
88.6%
B/E move
16.8%
Puts
Pseudo strike
9.90
IV
92.9%
B/E move
12.6%

35Δ

Calls
Pseudo strike
11.92
IV
90.3%
B/E move
15.3%
Puts
Pseudo strike
10.22
IV
90.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
11.63
IV
92.1%
B/E move
13.8%
Puts
Pseudo strike
10.49
IV
89.5%
B/E move
9.9%

45Δ

Calls
Pseudo strike
11.34
IV
93.8%
B/E move
12.3%
Puts
Pseudo strike
10.75
IV
88.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
11.05
IV
95.5%
B/E move
10.7%
Puts
Pseudo strike
11.02
IV
86.8%
B/E move
7.7%

55Δ

Calls
Pseudo strike
10.76
IV
97.2%
B/E move
9.2%
Puts
Pseudo strike
11.29
IV
85.5%
B/E move
6.7%

60Δ

Calls
Pseudo strike
10.47
IV
99.0%
B/E move
7.7%
Puts
Pseudo strike
11.56
IV
84.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.18
IV
100.7%
B/E move
6.2%
Puts
Pseudo strike
11.83
IV
82.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
9.79
IV
104.7%
B/E move
5.0%
Puts
Pseudo strike
12.10
IV
81.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
9.27
IV
112.3%
B/E move
4.2%
Puts
Pseudo strike
12.37
IV
80.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
8.74
IV
119.9%
B/E move
3.3%
Puts
Pseudo strike
12.93
IV
83.1%
B/E move
1.6%

Options history

IV · four-Friday blend66.03%
Daily EOD
NRDS59.8%63.2%66.5%2026-10-19: 61.32%2026-10-20: 61.35%2026-10-21: 60.29%2026-10-22: 61.69%2026-10-23: 63.38%2026-10-26: 64.64%2026-10-27: 64.35%2026-10-28: 65.96%2026-10-29: 62.58%2026-10-30: 66.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.32%
61.35%
60.29%
61.69%
63.38%
64.64%
64.35%
65.96%
62.58%
66.03%