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Nabors Industries Ltd. NBR

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Market datapartial · fetched 2026-10-22T23:32:30.510Z

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 · 2026-10-22T23:00:00.002648532Z

FundamentalsAlpha Vantage · unavailable

Share price$77.80
1D-3.1%
AH$75$76$78$79$815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBR
Sold putSold callAH

Nabors Industries Ltd. options

Live interpolated NBR call and put midpoint premiums by absolute delta.Nabors Industries Ltd.$1.03$5.02$9.00$12.99$16.97$59.99$68.59$77.19$85.79$94.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBR spot · $77.80NBR PRICE$1.46$1.83$2.26$2.76$3.35$3.94$4.63$5.40$6.17$7.31$8.90$10.49$12.33$2.09$2.65$3.30$3.98$4.75$5.65$6.56$7.46$8.36$9.26$10.95$13.03$15.82
PutsExpensive1.29×
CallsExpensive1.32×
SkewBearish+5.60 pp
Implied moveBearish±$11.19
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.8565.2%21.2%66.4277.0%17.3%
25Δ89.0460.8%16.8%69.3372.8%14.3%
30Δ86.4658.8%14.0%71.6170.5%12.2%
35Δ84.2457.6%11.8%73.7168.7%10.4%
40Δ82.5057.7%10.3%75.7267.4%8.8%
45Δ80.7657.8%8.9%77.5666.7%7.6%
50Δ79.1057.8%7.6%79.4066.0%6.4%
55Δ77.5057.7%6.6%81.1364.3%5.3%
60Δ75.8957.6%5.5%82.7962.0%4.3%
65Δ74.0859.3%4.6%84.4659.8%3.3%
70Δ72.0263.2%4.0%86.7160.2%2.6%
75Δ69.9467.0%3.4%89.2461.9%2.0%
80Δ67.5367.6%2.6%92.4763.8%1.5%

20Δ

Calls
Pseudo strike
92.85
IV
65.2%
B/E move
21.2%
Puts
Pseudo strike
66.42
IV
77.0%
B/E move
17.3%

25Δ

Calls
Pseudo strike
89.04
IV
60.8%
B/E move
16.8%
Puts
Pseudo strike
69.33
IV
72.8%
B/E move
14.3%

30Δ

Calls
Pseudo strike
86.46
IV
58.8%
B/E move
14.0%
Puts
Pseudo strike
71.61
IV
70.5%
B/E move
12.2%

35Δ

Calls
Pseudo strike
84.24
IV
57.6%
B/E move
11.8%
Puts
Pseudo strike
73.71
IV
68.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
82.50
IV
57.7%
B/E move
10.3%
Puts
Pseudo strike
75.72
IV
67.4%
B/E move
8.8%

45Δ

Calls
Pseudo strike
80.76
IV
57.8%
B/E move
8.9%
Puts
Pseudo strike
77.56
IV
66.7%
B/E move
7.6%

50Δ

Calls
Pseudo strike
79.10
IV
57.8%
B/E move
7.6%
Puts
Pseudo strike
79.40
IV
66.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
77.50
IV
57.7%
B/E move
6.6%
Puts
Pseudo strike
81.13
IV
64.3%
B/E move
5.3%

60Δ

Calls
Pseudo strike
75.89
IV
57.6%
B/E move
5.5%
Puts
Pseudo strike
82.79
IV
62.0%
B/E move
4.3%

65Δ

Calls
Pseudo strike
74.08
IV
59.3%
B/E move
4.6%
Puts
Pseudo strike
84.46
IV
59.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
72.02
IV
63.2%
B/E move
4.0%
Puts
Pseudo strike
86.71
IV
60.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
69.94
IV
67.0%
B/E move
3.4%
Puts
Pseudo strike
89.24
IV
61.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
67.53
IV
67.6%
B/E move
2.6%
Puts
Pseudo strike
92.47
IV
63.8%
B/E move
1.5%

Options history

No recorded observations