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Nabors Industries Ltd. NBR

i

Market dataready · fetched 2026-11-11T15:45:33.778Z

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 · 2026-11-11T15:42:51.938168268Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:45:33.311943+00:00

Share price$80.86
1D+2.9%
$77.96$78.84$79.72$80.59$81.475:30 AM6:30 AM9:00 AM1:00 PMNBR
Sold putSold call

Nabors Industries Ltd. options

Live interpolated NBR call and put midpoint premiums by absolute delta.Nabors Industries Ltd.$0.47$3.41$6.35$9.28$12.22$67.60$73.80$80.00$86.20$92.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBR spot · $80.86NBR PRICE$0.79$1.02$1.26$1.66$2.06$2.47$2.87$3.27$3.75$4.27$4.79$5.31$5.83$1.24$1.61$2.10$2.59$3.08$3.63$4.37$5.10$5.84$6.75$8.08$9.40$11.37
PutsExpensive1.11×
CallsCheap0.90×
SkewBearish+23.63 pp
Implied moveBearish±$7.24
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.0157.1%9.8%73.1779.5%11.0%
25Δ86.4455.4%8.2%74.9579.9%9.3%
30Δ84.9354.0%6.6%76.3079.3%8.2%
35Δ84.0154.8%5.9%77.6478.6%7.2%
40Δ83.0955.6%5.3%78.9978.0%6.1%
45Δ82.1856.4%4.7%80.3177.5%5.2%
50Δ81.2657.2%4.0%81.5877.4%4.5%
55Δ80.3458.0%3.4%82.8577.2%3.9%
60Δ79.4557.1%2.9%84.1277.1%3.2%
65Δ78.5855.2%2.5%85.5277.4%2.6%
70Δ77.7053.4%2.0%87.2278.5%2.1%
75Δ76.8351.5%1.6%88.9179.5%1.7%
80Δ75.9549.7%1.1%91.2282.7%1.3%

20Δ

Calls
Pseudo strike
88.01
IV
57.1%
B/E move
9.8%
Puts
Pseudo strike
73.17
IV
79.5%
B/E move
11.0%

25Δ

Calls
Pseudo strike
86.44
IV
55.4%
B/E move
8.2%
Puts
Pseudo strike
74.95
IV
79.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
84.93
IV
54.0%
B/E move
6.6%
Puts
Pseudo strike
76.30
IV
79.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
84.01
IV
54.8%
B/E move
5.9%
Puts
Pseudo strike
77.64
IV
78.6%
B/E move
7.2%

40Δ

Calls
Pseudo strike
83.09
IV
55.6%
B/E move
5.3%
Puts
Pseudo strike
78.99
IV
78.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
82.18
IV
56.4%
B/E move
4.7%
Puts
Pseudo strike
80.31
IV
77.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
81.26
IV
57.2%
B/E move
4.0%
Puts
Pseudo strike
81.58
IV
77.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
80.34
IV
58.0%
B/E move
3.4%
Puts
Pseudo strike
82.85
IV
77.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
79.45
IV
57.1%
B/E move
2.9%
Puts
Pseudo strike
84.12
IV
77.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
78.58
IV
55.2%
B/E move
2.5%
Puts
Pseudo strike
85.52
IV
77.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
77.70
IV
53.4%
B/E move
2.0%
Puts
Pseudo strike
87.22
IV
78.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
76.83
IV
51.5%
B/E move
1.6%
Puts
Pseudo strike
88.91
IV
79.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
75.95
IV
49.7%
B/E move
1.1%
Puts
Pseudo strike
91.22
IV
82.7%
B/E move
1.3%

Options history

IV · four-Friday blend48.42%
Daily EOD
NBR47.9%52.0%56.0%2026-10-19: 53.24%2026-10-20: 53.45%2026-10-21: 52.75%2026-10-22: 54.30%2026-10-23: 53.55%2026-10-26: 54.53%2026-10-27: 55.48%2026-10-28: 49.22%2026-10-29: 49.21%2026-10-30: 48.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.24%
53.45%
52.75%
54.30%
53.55%
54.53%
55.48%
49.22%
49.21%
48.42%