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DNOW Inc. DNOW

i

Market dataready · fetched 2026-11-12T02:12:52.304Z

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 · 2026-11-12T00:00:00.002639898Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:12:51.865932+00:00

Share price$14.25
1D+2.1%
AH$13.93$14.03$14.14$14.24$14.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDNOW
Sold putSold callAH

DNOW Inc. options

Live interpolated DNOW call and put midpoint premiums by absolute delta.DNOW Inc.$0.10$0.63$1.16$1.69$2.23$-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 —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDNOW PRICE$0.24$0.32$0.39$0.46$0.53$0.61$0.69$0.85$1.02$1.19$1.35$0.16$0.19$0.22$0.25$1.45$1.76$2.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.9765.5%10.1%
25Δ13.2659.7%8.3%
30Δ14.7241.7%5.0%13.5453.9%6.5%
35Δ14.6044.9%4.7%13.8248.0%4.8%
40Δ14.4848.0%4.3%
45Δ14.3551.1%4.0%
50Δ14.2354.3%3.6%
55Δ14.1157.4%3.3%
60Δ13.9860.3%3.0%15.10106.2%4.2%
65Δ13.7659.8%2.6%15.50104.4%3.6%
70Δ13.5459.4%2.2%15.89102.5%3.0%
75Δ13.3259.0%1.8%
80Δ13.1058.5%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.97
IV
65.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.26
IV
59.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
14.72
IV
41.7%
B/E move
5.0%
Puts
Pseudo strike
13.54
IV
53.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
14.60
IV
44.9%
B/E move
4.7%
Puts
Pseudo strike
13.82
IV
48.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
14.48
IV
48.0%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.35
IV
51.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.23
IV
54.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.11
IV
57.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.98
IV
60.3%
B/E move
3.0%
Puts
Pseudo strike
15.10
IV
106.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
13.76
IV
59.8%
B/E move
2.6%
Puts
Pseudo strike
15.50
IV
104.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
13.54
IV
59.4%
B/E move
2.2%
Puts
Pseudo strike
15.89
IV
102.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
13.32
IV
59.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.10
IV
58.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.73%
Daily EOD
DNOW40.3%49.6%58.9%2026-10-19: 50.40%2026-10-20: 41.61%2026-10-21: 53.25%2026-10-22: 46.25%2026-10-23: 49.98%2026-10-26: 55.97%2026-10-27: 57.62%2026-10-28: 53.19%2026-10-29: 44.01%2026-10-30: 49.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.40%
41.61%
53.25%
46.25%
49.98%
55.97%
57.62%
53.19%
44.01%
49.73%