IntraAlpha
Create free account Start free

Nordic American Tanker NAT

i

Market datapartial · fetched 2026-11-11T18:53:21.670Z

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 · 2026-11-11T18:52:55.074698604Z

FundamentalsAlpha Vantage · unavailable

Share price$6.71
1D+1.0%
$6.59$6.65$6.71$6.76$6.825:30 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$0.07$0.31$0.54$0.78$1.02$5.66$6.21$6.77$7.33$7.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAT spot · $6.71NAT PRICE$0.13$0.14$0.16$0.17$0.21$0.28$0.34$0.40$0.46$0.53$0.59$0.65$0.71$0.10$0.13$0.17$0.21$0.24$0.28$0.31$0.35$0.38$0.42$0.58$0.77$0.95
PutsCheap0.81×
CallsExpensive1.30×
SkewBullish-27.31 pp
Implied moveBullish±$0.65
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.63190.1%60.5%6.1366.2%10.1%
25Δ9.56154.6%44.7%6.2265.5%9.2%
30Δ8.49119.0%29.0%6.3264.8%8.3%
35Δ7.4283.4%13.2%6.4164.0%7.4%
40Δ6.9469.6%6.6%6.5163.3%6.5%
45Δ6.8370.0%6.0%6.6162.6%5.6%
50Δ6.7370.4%5.4%6.7061.8%4.7%
55Δ6.6270.9%4.8%6.8061.1%3.8%
60Δ6.5271.3%4.1%6.8960.4%2.9%
65Δ6.4171.7%3.5%6.9959.6%2.1%
70Δ6.3172.2%2.9%7.1863.5%1.7%
75Δ6.2172.6%2.3%7.3868.1%1.4%
80Δ6.1073.0%1.6%7.5872.7%1.1%

20Δ

Calls
Pseudo strike
10.63
IV
190.1%
B/E move
60.5%
Puts
Pseudo strike
6.13
IV
66.2%
B/E move
10.1%

25Δ

Calls
Pseudo strike
9.56
IV
154.6%
B/E move
44.7%
Puts
Pseudo strike
6.22
IV
65.5%
B/E move
9.2%

30Δ

Calls
Pseudo strike
8.49
IV
119.0%
B/E move
29.0%
Puts
Pseudo strike
6.32
IV
64.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
7.42
IV
83.4%
B/E move
13.2%
Puts
Pseudo strike
6.41
IV
64.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
6.94
IV
69.6%
B/E move
6.6%
Puts
Pseudo strike
6.51
IV
63.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
6.83
IV
70.0%
B/E move
6.0%
Puts
Pseudo strike
6.61
IV
62.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
6.73
IV
70.4%
B/E move
5.4%
Puts
Pseudo strike
6.70
IV
61.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
6.62
IV
70.9%
B/E move
4.8%
Puts
Pseudo strike
6.80
IV
61.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
6.52
IV
71.3%
B/E move
4.1%
Puts
Pseudo strike
6.89
IV
60.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
6.41
IV
71.7%
B/E move
3.5%
Puts
Pseudo strike
6.99
IV
59.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
6.31
IV
72.2%
B/E move
2.9%
Puts
Pseudo strike
7.18
IV
63.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
6.21
IV
72.6%
B/E move
2.3%
Puts
Pseudo strike
7.38
IV
68.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
6.10
IV
73.0%
B/E move
1.6%
Puts
Pseudo strike
7.58
IV
72.7%
B/E move
1.1%

Options history

IV · four-Friday blend53.34%
Daily EOD
NAT49.6%53.4%57.3%2026-10-19: 50.09%2026-10-20: 52.16%2026-10-21: 52.11%2026-10-22: 53.96%2026-10-23: 56.72%2026-10-26: 54.38%2026-10-27: 53.86%2026-10-28: 52.99%2026-10-29: 54.89%2026-10-30: 53.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.09%
52.16%
52.11%
53.96%
56.72%
54.38%
53.86%
52.99%
54.89%
53.34%