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Nutanix, Inc. Class A Common Stock NTNX

i

Market dataready · fetched 2026-11-07T08:02:29.863Z

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 2026-11-07T08:02:29.481877+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$2.07$3.79$5.52$7.24$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$2.98$3.54$4.09$4.80$0.68$0.90$1.16$1.41$1.67$2.07$2.46$2.85$3.36$3.99$4.61$5.57$6.74
PutsCheap0.66×
CallsCheap0.70×
SkewBearish+6.06 pp
Implied moveBearish±$4.43
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2244.1%8.9%54.2351.0%8.5%
25Δ62.3044.8%7.6%55.1551.5%7.3%
30Δ61.6245.9%6.9%55.9351.1%6.4%
35Δ60.9347.0%6.1%56.7150.7%5.6%
40Δ60.2548.2%5.4%57.4950.2%4.7%
45Δ59.5847.8%4.7%58.2150.6%4.1%
50Δ58.9346.5%4.0%58.9351.0%3.6%
55Δ58.2745.2%3.3%59.6451.4%3.0%
60Δ57.6244.0%2.6%60.4452.0%2.5%
65Δ56.8844.8%2.2%61.3052.7%2.1%
70Δ56.1246.1%1.9%62.1753.5%1.7%
75Δ55.3647.4%1.5%63.3455.3%1.3%
80Δ54.4548.1%1.2%64.7057.8%1.0%

20Δ

Calls
Pseudo strike
63.22
IV
44.1%
B/E move
8.9%
Puts
Pseudo strike
54.23
IV
51.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
62.30
IV
44.8%
B/E move
7.6%
Puts
Pseudo strike
55.15
IV
51.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
61.62
IV
45.9%
B/E move
6.9%
Puts
Pseudo strike
55.93
IV
51.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
60.93
IV
47.0%
B/E move
6.1%
Puts
Pseudo strike
56.71
IV
50.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
60.25
IV
48.2%
B/E move
5.4%
Puts
Pseudo strike
57.49
IV
50.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
59.58
IV
47.8%
B/E move
4.7%
Puts
Pseudo strike
58.21
IV
50.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
58.93
IV
46.5%
B/E move
4.0%
Puts
Pseudo strike
58.93
IV
51.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
58.27
IV
45.2%
B/E move
3.3%
Puts
Pseudo strike
59.64
IV
51.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
57.62
IV
44.0%
B/E move
2.6%
Puts
Pseudo strike
60.44
IV
52.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
56.88
IV
44.8%
B/E move
2.2%
Puts
Pseudo strike
61.30
IV
52.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
56.12
IV
46.1%
B/E move
1.9%
Puts
Pseudo strike
62.17
IV
53.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
55.36
IV
47.4%
B/E move
1.5%
Puts
Pseudo strike
63.34
IV
55.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
54.45
IV
48.1%
B/E move
1.2%
Puts
Pseudo strike
64.70
IV
57.8%
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%