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Nutanix, Inc. Class A Common Stock NTNX

i

Market dataready · fetched 2026-11-07T00:51:18.595Z

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 · 2026-11-06T23:37:00.937250294Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T00:51:18.386991+00:00

Share price$58.55
1D-0.3%
AH$57.86$58.34$58.82$59.29$59.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTNX
Sold putSold callAH

Nutanix, Inc. Class A Common Stock options

Live interpolated NTNX call and put midpoint premiums by absolute delta.Nutanix, Inc. Class A Common Stock$0.35$2.08$3.81$5.54$7.27$46.72$54.35$61.98$69.61$77.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTNX spot · $58.55NTNX PRICE$0.54$0.72$0.97$1.21$1.46$1.71$1.97$2.22$2.48$2.97$3.53$4.08$4.78$0.68$0.90$1.16$1.42$1.67$2.07$2.46$2.86$3.37$4.00$4.62$5.60$6.77
PutsCheap0.65×
CallsCheap0.68×
SkewBearish+6.02 pp
Implied moveBearish±$4.43
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2242.5%8.9%54.2349.1%8.5%
25Δ62.3043.1%7.6%55.1549.7%7.3%
30Δ61.6244.2%6.9%55.9349.3%6.4%
35Δ60.9445.3%6.2%56.7248.9%5.5%
40Δ60.2546.4%5.4%57.5048.5%4.7%
45Δ59.5946.0%4.7%58.2248.9%4.1%
50Δ58.9344.8%4.0%58.9349.2%3.5%
55Δ58.2843.5%3.3%59.6549.6%3.0%
60Δ57.6342.3%2.7%60.4550.2%2.5%
65Δ56.8943.1%2.2%61.3250.9%2.1%
70Δ56.1344.3%1.9%62.1951.7%1.7%
75Δ55.3745.5%1.5%63.3753.5%1.3%
80Δ54.4746.2%1.2%64.7355.9%1.0%

20Δ

Calls
Pseudo strike
63.22
IV
42.5%
B/E move
8.9%
Puts
Pseudo strike
54.23
IV
49.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
62.30
IV
43.1%
B/E move
7.6%
Puts
Pseudo strike
55.15
IV
49.7%
B/E move
7.3%

30Δ

Calls
Pseudo strike
61.62
IV
44.2%
B/E move
6.9%
Puts
Pseudo strike
55.93
IV
49.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
60.94
IV
45.3%
B/E move
6.2%
Puts
Pseudo strike
56.72
IV
48.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
60.25
IV
46.4%
B/E move
5.4%
Puts
Pseudo strike
57.50
IV
48.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
59.59
IV
46.0%
B/E move
4.7%
Puts
Pseudo strike
58.22
IV
48.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
58.93
IV
44.8%
B/E move
4.0%
Puts
Pseudo strike
58.93
IV
49.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
58.28
IV
43.5%
B/E move
3.3%
Puts
Pseudo strike
59.65
IV
49.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
57.63
IV
42.3%
B/E move
2.7%
Puts
Pseudo strike
60.45
IV
50.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
56.89
IV
43.1%
B/E move
2.2%
Puts
Pseudo strike
61.32
IV
50.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
56.13
IV
44.3%
B/E move
1.9%
Puts
Pseudo strike
62.19
IV
51.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
55.37
IV
45.5%
B/E move
1.5%
Puts
Pseudo strike
63.37
IV
53.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
54.47
IV
46.2%
B/E move
1.2%
Puts
Pseudo strike
64.73
IV
55.9%
B/E move
1.0%

Options history

IV · four-Friday blend49.20%
Daily EOD
NTNX45.3%47.4%49.5%2026-10-19: 45.61%2026-10-20: 47.14%2026-10-21: 46.39%2026-10-22: 46.56%2026-10-23: 47.62%2026-10-26: 47.74%2026-10-27: 47.09%2026-10-28: 47.40%2026-10-29: 48.17%2026-10-30: 49.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.61%
47.14%
46.39%
46.56%
47.62%
47.74%
47.09%
47.40%
48.17%
49.20%