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Nordic American Tanker NAT

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Market datapartial · fetched 2026-10-22T16:54:10.682Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:53:56.668949885Z

FundamentalsAlpha Vantage · unavailable

Share price$7.63
1D+1.3%
$7.46$7.51$7.56$7.60$7.655:30 AM6:30 AM9:00 AM1:00 PMNAT
Sold putSold call

Nordic American Tanker options

Live interpolated NAT call and put midpoint premiums by absolute delta.Nordic American Tanker$0.08$0.56$1.04$1.53$2.01$5.90$6.74$7.59$8.43$9.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAT spot · $7.63NAT PRICE$0.13$0.18$0.23$0.28$0.33$0.39$0.46$0.53$0.61$0.68$0.75$0.82$0.15$0.19$0.26$0.33$0.41$0.48$0.55$0.62$0.74$0.94$1.14$1.34$1.87
PutsCheap0.89×
CallsCheap0.89×
SkewBearish+3.24 pp
Implied moveBearish±$1.01
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8052.1%17.1%6.6857.9%14.4%
25Δ8.6253.4%15.4%6.9555.5%11.3%
30Δ8.4454.7%13.7%7.1355.1%9.9%
35Δ8.2655.9%12.0%7.2855.0%8.9%
40Δ8.0857.2%10.3%7.4355.0%7.8%
45Δ7.9257.3%8.9%7.5954.9%6.8%
50Δ7.7756.4%7.9%7.7454.8%5.7%
55Δ7.6155.5%6.8%7.8954.8%4.7%
60Δ7.4654.6%5.8%8.0855.5%3.8%
65Δ7.3153.7%4.7%8.3257.9%3.2%
70Δ7.1652.8%3.7%8.5760.4%2.6%
75Δ7.0052.0%2.7%8.8162.8%2.1%
80Δ9.3772.8%1.6%

20Δ

Calls
Pseudo strike
8.80
IV
52.1%
B/E move
17.1%
Puts
Pseudo strike
6.68
IV
57.9%
B/E move
14.4%

25Δ

Calls
Pseudo strike
8.62
IV
53.4%
B/E move
15.4%
Puts
Pseudo strike
6.95
IV
55.5%
B/E move
11.3%

30Δ

Calls
Pseudo strike
8.44
IV
54.7%
B/E move
13.7%
Puts
Pseudo strike
7.13
IV
55.1%
B/E move
9.9%

35Δ

Calls
Pseudo strike
8.26
IV
55.9%
B/E move
12.0%
Puts
Pseudo strike
7.28
IV
55.0%
B/E move
8.9%

40Δ

Calls
Pseudo strike
8.08
IV
57.2%
B/E move
10.3%
Puts
Pseudo strike
7.43
IV
55.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
7.92
IV
57.3%
B/E move
8.9%
Puts
Pseudo strike
7.59
IV
54.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
7.77
IV
56.4%
B/E move
7.9%
Puts
Pseudo strike
7.74
IV
54.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
7.61
IV
55.5%
B/E move
6.8%
Puts
Pseudo strike
7.89
IV
54.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
7.46
IV
54.6%
B/E move
5.8%
Puts
Pseudo strike
8.08
IV
55.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
7.31
IV
53.7%
B/E move
4.7%
Puts
Pseudo strike
8.32
IV
57.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
7.16
IV
52.8%
B/E move
3.7%
Puts
Pseudo strike
8.57
IV
60.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
7.00
IV
52.0%
B/E move
2.7%
Puts
Pseudo strike
8.81
IV
62.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.37
IV
72.8%
B/E move
1.6%

Options history

No recorded observations