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Noble Corporation plc NE

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-11-12T01:05:20.024Z

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 · 2026-11-12T00:00:00.002459248Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:05:19.463690+00:00

Share price$42.22
1D-0.3%
AH$41.37$41.67$41.98$42.29$42.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNE
Sold putSold callAH

Noble Corporation plc options

Live interpolated NE call and put midpoint premiums by absolute delta.Noble Corporation plc$0.31$1.35$2.39$3.42$4.46$37.64$39.89$42.15$44.40$46.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NE spot · $42.22NE PRICE$0.43$0.51$0.64$0.77$0.89$1.02$1.15$1.30$1.45$1.60$1.75$1.90$2.05$0.45$0.55$0.75$0.96$1.16$1.36$1.57$1.92$2.31$2.70$3.09$3.55$4.16
PutsFair1.02×
CallsCheap0.88×
SkewBearish+11.46 pp
Implied moveBearish±$2.72
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2261.9%10.5%39.0461.4%8.6%
25Δ44.9454.2%7.7%40.1252.7%6.3%
30Δ44.4252.4%6.7%40.5853.3%5.7%
35Δ43.8950.6%5.8%41.0453.8%5.1%
40Δ43.3748.8%4.8%41.5054.4%4.5%
45Δ42.8547.0%3.9%41.9655.0%3.8%
50Δ42.4045.1%3.1%42.4255.6%3.2%
55Δ42.1043.0%2.8%42.9656.4%2.8%
60Δ41.8040.8%2.4%43.5257.3%2.4%
65Δ41.4938.7%2.1%44.0758.2%2.0%
70Δ41.1936.5%1.7%44.6359.1%1.6%
75Δ40.8934.4%1.4%45.2559.3%1.2%
80Δ40.5932.2%1.0%45.9958.1%0.9%

20Δ

Calls
Pseudo strike
46.22
IV
61.9%
B/E move
10.5%
Puts
Pseudo strike
39.04
IV
61.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
44.94
IV
54.2%
B/E move
7.7%
Puts
Pseudo strike
40.12
IV
52.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
44.42
IV
52.4%
B/E move
6.7%
Puts
Pseudo strike
40.58
IV
53.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
43.89
IV
50.6%
B/E move
5.8%
Puts
Pseudo strike
41.04
IV
53.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
43.37
IV
48.8%
B/E move
4.8%
Puts
Pseudo strike
41.50
IV
54.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
42.85
IV
47.0%
B/E move
3.9%
Puts
Pseudo strike
41.96
IV
55.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
42.40
IV
45.1%
B/E move
3.1%
Puts
Pseudo strike
42.42
IV
55.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
42.10
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
42.96
IV
56.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
41.80
IV
40.8%
B/E move
2.4%
Puts
Pseudo strike
43.52
IV
57.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
41.49
IV
38.7%
B/E move
2.1%
Puts
Pseudo strike
44.07
IV
58.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
41.19
IV
36.5%
B/E move
1.7%
Puts
Pseudo strike
44.63
IV
59.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
40.89
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
45.25
IV
59.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
40.59
IV
32.2%
B/E move
1.0%
Puts
Pseudo strike
45.99
IV
58.1%
B/E move
0.9%

Options history

IV · four-Friday blend44.67%
Daily EOD
NE40.0%43.0%46.0%2026-10-19: 40.41%2026-10-20: 40.62%2026-10-21: 41.49%2026-10-22: 41.27%2026-10-23: 45.55%2026-10-26: 43.09%2026-10-27: 42.71%2026-10-28: 42.74%2026-10-29: 44.57%2026-10-30: 44.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.41%
40.62%
41.49%
41.27%
45.55%
43.09%
42.71%
42.74%
44.57%
44.67%