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Nordson Corporation NDSN

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-22T23:30:49.665Z

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 · 2026-10-22T20:00:09.897087568Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T23:23:50.793083+00:00

Share price$318.71
1D-2.0%
AH$313$316$319$323$3265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNDSN
Sold putSold callAH

Nordson Corporation options

Live interpolated NDSN call and put midpoint premiums by absolute delta.Nordson Corporation$1.74$6.83$11.91$17.00$22.08$284.20$300.26$316.31$332.37$348.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NDSN spot · $318.71NDSN PRICE$2.29$2.99$3.68$4.67$5.79$6.91$8.03$9.56$11.16$12.77$14.59$17.31$20.04$2.61$3.44$4.26$5.38$6.59$7.79$8.99$10.16$11.33$12.49$13.68$17.15$20.62
PutsCheap0.73×
CallsCheap0.88×
SkewNeutral-0.13 pp
Implied moveBearish±$17.02
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ338.9523.4%7.1%301.8224.9%6.1%
25Δ335.0722.8%6.1%305.5024.4%5.2%
30Δ331.2022.2%5.1%309.1724.0%4.3%
35Δ328.2022.2%4.4%312.1423.9%3.7%
40Δ325.6022.6%4.0%314.9124.0%3.3%
45Δ322.9922.9%3.5%317.6824.1%2.8%
50Δ320.3923.2%3.0%320.3924.0%2.3%
55Δ317.6723.4%2.7%322.8023.1%1.9%
60Δ314.9323.5%2.3%325.2122.2%1.5%
65Δ312.2023.5%2.0%327.6121.3%1.1%
70Δ309.2923.7%1.6%330.0320.4%0.7%
75Δ305.7324.0%1.4%334.1121.4%0.5%
80Δ302.1724.3%1.1%338.2022.4%0.4%

20Δ

Calls
Pseudo strike
338.95
IV
23.4%
B/E move
7.1%
Puts
Pseudo strike
301.82
IV
24.9%
B/E move
6.1%

25Δ

Calls
Pseudo strike
335.07
IV
22.8%
B/E move
6.1%
Puts
Pseudo strike
305.50
IV
24.4%
B/E move
5.2%

30Δ

Calls
Pseudo strike
331.20
IV
22.2%
B/E move
5.1%
Puts
Pseudo strike
309.17
IV
24.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
328.20
IV
22.2%
B/E move
4.4%
Puts
Pseudo strike
312.14
IV
23.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
325.60
IV
22.6%
B/E move
4.0%
Puts
Pseudo strike
314.91
IV
24.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
322.99
IV
22.9%
B/E move
3.5%
Puts
Pseudo strike
317.68
IV
24.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
320.39
IV
23.2%
B/E move
3.0%
Puts
Pseudo strike
320.39
IV
24.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
317.67
IV
23.4%
B/E move
2.7%
Puts
Pseudo strike
322.80
IV
23.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
314.93
IV
23.5%
B/E move
2.3%
Puts
Pseudo strike
325.21
IV
22.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
312.20
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
327.61
IV
21.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
309.29
IV
23.7%
B/E move
1.6%
Puts
Pseudo strike
330.03
IV
20.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
305.73
IV
24.0%
B/E move
1.4%
Puts
Pseudo strike
334.11
IV
21.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
302.17
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
338.20
IV
22.4%
B/E move
0.4%

Options history

No recorded observations