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Nordic American Tankers Limited NAT

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T21:10:16.628Z

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 · 2026-10-22T20:26:58.727896645Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:14.389793+00:00

Share price$7.54
1D+0.1%
AH$7.46$7.51$7.56$7.60$7.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAT
Sold putSold callAH

Nordic American Tankers Limited options

Live interpolated NAT call and put midpoint premiums by absolute delta.Nordic American Tankers Limited$0.08$0.47$0.85$1.23$1.61$5.83$6.69$7.54$8.40$9.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAT spot · $7.54NAT PRICE$0.13$0.17$0.21$0.25$0.31$0.39$0.48$0.56$0.65$0.73$0.82$1.15$1.50$0.14$0.18$0.24$0.33$0.41$0.49$0.58$0.66$0.74$0.88$1.02$1.17$1.31
PutsCheap0.85×
CallsCheap0.94×
SkewBullish-2.74 pp
Implied moveBearish±$1.05
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.7553.1%17.7%6.6255.7%14.1%
25Δ8.5453.0%15.5%6.8853.1%11.2%
30Δ8.3452.9%13.3%7.0852.4%9.3%
35Δ8.1352.8%11.1%7.2353.3%8.4%
40Δ7.9453.2%9.4%7.3854.2%7.5%
45Δ7.7954.4%8.5%7.5455.1%6.6%
50Δ7.6355.6%7.5%7.6955.9%5.7%
55Δ7.4856.8%6.6%7.8456.8%4.8%
60Δ7.3358.0%5.7%7.9957.7%3.9%
65Δ7.1759.2%4.8%8.1856.7%3.3%
70Δ7.0260.4%3.9%8.3755.6%2.6%
75Δ6.6466.8%3.2%8.5554.5%2.0%
80Δ6.2473.8%2.6%8.7453.4%1.4%

20Δ

Calls
Pseudo strike
8.75
IV
53.1%
B/E move
17.7%
Puts
Pseudo strike
6.62
IV
55.7%
B/E move
14.1%

25Δ

Calls
Pseudo strike
8.54
IV
53.0%
B/E move
15.5%
Puts
Pseudo strike
6.88
IV
53.1%
B/E move
11.2%

30Δ

Calls
Pseudo strike
8.34
IV
52.9%
B/E move
13.3%
Puts
Pseudo strike
7.08
IV
52.4%
B/E move
9.3%

35Δ

Calls
Pseudo strike
8.13
IV
52.8%
B/E move
11.1%
Puts
Pseudo strike
7.23
IV
53.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
7.94
IV
53.2%
B/E move
9.4%
Puts
Pseudo strike
7.38
IV
54.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
7.79
IV
54.4%
B/E move
8.5%
Puts
Pseudo strike
7.54
IV
55.1%
B/E move
6.6%

50Δ

Calls
Pseudo strike
7.63
IV
55.6%
B/E move
7.5%
Puts
Pseudo strike
7.69
IV
55.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
7.48
IV
56.8%
B/E move
6.6%
Puts
Pseudo strike
7.84
IV
56.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
7.33
IV
58.0%
B/E move
5.7%
Puts
Pseudo strike
7.99
IV
57.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
7.17
IV
59.2%
B/E move
4.8%
Puts
Pseudo strike
8.18
IV
56.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
7.02
IV
60.4%
B/E move
3.9%
Puts
Pseudo strike
8.37
IV
55.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
6.64
IV
66.8%
B/E move
3.2%
Puts
Pseudo strike
8.55
IV
54.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
6.24
IV
73.8%
B/E move
2.6%
Puts
Pseudo strike
8.74
IV
53.4%
B/E move
1.4%

Options history

No recorded observations