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Nordson Corporation Common Stock NDSN

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-11T15:16:57.436Z

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 · 2026-11-11T15:16:49.851553374Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T15:12:35.517512+00:00

Share price$327.92
1D-0.1%
$325.74$326.44$327.14$327.84$328.545:30 AM6:30 AM9:00 AM1:00 PMNDSN
Sold putSold call

Nordson Corporation Common Stock options

Live interpolated NDSN call and put midpoint premiums by absolute delta.Nordson Corporation Common Stock$1.30$4.78$8.26$11.74$15.22$305.15$317.29$329.43$341.56$353.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDSN spot · $327.92NDSN PRICE$1.68$2.15$2.75$3.36$3.96$4.56$5.56$6.61$7.67$8.72$9.78$11.40$14.21$1.98$2.49$3.05$3.77$4.50$5.22$5.95$6.78$8.11$9.44$10.77$12.10$13.70
PutsCheap0.88×
CallsCheap0.68×
SkewBearish+1.19 pp
Implied moveBearish±$11.50
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ342.5430.5%5.0%313.7033.8%4.9%
25Δ338.6927.9%3.9%317.2731.7%4.0%
30Δ336.5927.6%3.5%320.4730.1%3.2%
35Δ334.4927.3%3.0%322.4429.5%2.8%
40Δ332.4027.0%2.6%324.4228.9%2.4%
45Δ330.3026.7%2.1%326.3928.3%2.1%
50Δ328.4526.7%1.9%328.3627.8%1.7%
55Δ326.6526.7%1.6%330.3327.3%1.3%
60Δ324.8426.7%1.4%332.3027.1%1.1%
65Δ323.0426.7%1.2%334.2827.0%0.9%
70Δ321.2326.7%0.9%336.2526.8%0.7%
75Δ318.9627.2%0.7%338.2226.7%0.5%
80Δ315.6828.5%0.6%340.4326.7%0.4%

20Δ

Calls
Pseudo strike
342.54
IV
30.5%
B/E move
5.0%
Puts
Pseudo strike
313.70
IV
33.8%
B/E move
4.9%

25Δ

Calls
Pseudo strike
338.69
IV
27.9%
B/E move
3.9%
Puts
Pseudo strike
317.27
IV
31.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
336.59
IV
27.6%
B/E move
3.5%
Puts
Pseudo strike
320.47
IV
30.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
334.49
IV
27.3%
B/E move
3.0%
Puts
Pseudo strike
322.44
IV
29.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
332.40
IV
27.0%
B/E move
2.6%
Puts
Pseudo strike
324.42
IV
28.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
330.30
IV
26.7%
B/E move
2.1%
Puts
Pseudo strike
326.39
IV
28.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
328.45
IV
26.7%
B/E move
1.9%
Puts
Pseudo strike
328.36
IV
27.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
326.65
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
330.33
IV
27.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
324.84
IV
26.7%
B/E move
1.4%
Puts
Pseudo strike
332.30
IV
27.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
323.04
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
334.28
IV
27.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
321.23
IV
26.7%
B/E move
0.9%
Puts
Pseudo strike
336.25
IV
26.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
318.96
IV
27.2%
B/E move
0.7%
Puts
Pseudo strike
338.22
IV
26.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
315.68
IV
28.5%
B/E move
0.6%
Puts
Pseudo strike
340.43
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend26.17%
Daily EOD
NDSN23.5%24.9%26.4%2026-10-19: 24.04%2026-10-20: 23.91%2026-10-21: 23.71%2026-10-22: 25.14%2026-10-23: 25.09%2026-10-26: 25.37%2026-10-27: 25.55%2026-10-28: 25.19%2026-10-29: 25.08%2026-10-30: 26.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.04%
23.91%
23.71%
25.14%
25.09%
25.37%
25.55%
25.19%
25.08%
26.17%