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Noble Corporation plc NE

i

Market datapartial · fetched 2026-10-22T23:28:36.596Z

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 · 2026-10-22T23:00:00.002392859Z

FundamentalsAlpha Vantage · unavailable

Share price$43.95
1D-0.6%
AH$41.86$42.49$43.12$43.75$44.385:30 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$0.36$2.55$4.73$6.92$9.11$36.10$39.75$43.41$47.07$50.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NE spot · $43.95NE PRICE$0.59$0.77$0.96$1.15$1.34$1.54$1.85$2.15$2.46$2.76$3.13$3.49$3.85$0.74$0.96$1.19$1.42$1.88$2.42$2.96$3.52$4.10$4.68$5.65$6.73$8.48
PutsExpensive1.19×
CallsCheap0.92×
SkewBearish+12.37 pp
Implied moveBearish±$4.80
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.5745.3%14.1%39.5249.5%11.8%
25Δ48.4444.3%12.0%40.5248.3%10.0%
30Δ47.3743.1%9.9%41.4146.7%8.5%
35Δ46.5641.7%8.6%42.2945.2%7.0%
40Δ45.7640.3%7.2%43.0947.1%6.2%
45Δ44.9739.0%5.8%43.8750.2%5.7%
50Δ44.3638.9%5.1%44.6553.2%5.1%
55Δ43.7538.9%4.4%45.5054.5%4.5%
60Δ43.1438.8%3.7%46.4154.3%3.7%
65Δ42.5238.7%3.0%47.3254.1%3.0%
70Δ41.9437.3%2.5%48.5455.6%2.4%
75Δ41.3735.8%2.1%49.8557.5%1.9%
80Δ40.7934.3%1.6%51.8161.2%1.4%

20Δ

Calls
Pseudo strike
49.57
IV
45.3%
B/E move
14.1%
Puts
Pseudo strike
39.52
IV
49.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
48.44
IV
44.3%
B/E move
12.0%
Puts
Pseudo strike
40.52
IV
48.3%
B/E move
10.0%

30Δ

Calls
Pseudo strike
47.37
IV
43.1%
B/E move
9.9%
Puts
Pseudo strike
41.41
IV
46.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
46.56
IV
41.7%
B/E move
8.6%
Puts
Pseudo strike
42.29
IV
45.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
45.76
IV
40.3%
B/E move
7.2%
Puts
Pseudo strike
43.09
IV
47.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
44.97
IV
39.0%
B/E move
5.8%
Puts
Pseudo strike
43.87
IV
50.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
44.36
IV
38.9%
B/E move
5.1%
Puts
Pseudo strike
44.65
IV
53.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
43.75
IV
38.9%
B/E move
4.4%
Puts
Pseudo strike
45.50
IV
54.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
43.14
IV
38.8%
B/E move
3.7%
Puts
Pseudo strike
46.41
IV
54.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
42.52
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
47.32
IV
54.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
41.94
IV
37.3%
B/E move
2.5%
Puts
Pseudo strike
48.54
IV
55.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
41.37
IV
35.8%
B/E move
2.1%
Puts
Pseudo strike
49.85
IV
57.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
40.79
IV
34.3%
B/E move
1.6%
Puts
Pseudo strike
51.81
IV
61.2%
B/E move
1.4%

Options history

No recorded observations