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NewMarket Corporation NEU

i

Market dataready · fetched 2026-11-11T14:27:57.383Z

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 · 2026-11-11T00:00:00.001730299Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:27:56.768956+00:00

Share price$695.40
1D+0.2%
AH$685$689$692$696$6995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEU
Sold putSold callAH

NewMarket Corporation options

Live interpolated NEU call and put midpoint premiums by absolute delta.NewMarket Corporation$3.26$12.02$20.79$29.55$38.32$634.61$676.45$718.29$760.13$801.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEU spot · $695.40NEU PRICE$4.21$5.04$6.32$7.89$9.66$11.77$14.15$16.91$19.99$23.15$26.66$30.45$35.79$4.50$5.73$7.32$9.10$11.01$12.95$14.92$17.00$19.37$21.93$25.29$30.23$34.47
PutsCheap0.82×
CallsExpensive1.07×
SkewBullish-0.71 pp
Implied moveBearish±$29.07
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ730.6135.4%5.7%664.3936.1%5.1%
25Δ720.7831.7%4.4%672.3034.0%4.1%
30Δ715.0231.2%3.7%677.6934.0%3.6%
35Δ710.3331.5%3.3%682.7734.0%3.1%
40Δ705.8431.9%2.9%687.6234.1%2.7%
45Δ701.4632.6%2.6%692.3933.8%2.3%
50Δ697.0033.4%2.3%696.9833.1%1.9%
55Δ692.3234.4%2.0%701.4232.3%1.6%
60Δ687.3835.0%1.7%705.8031.8%1.3%
65Δ682.3135.3%1.4%710.1931.2%1.0%
70Δ677.0135.3%1.2%715.0531.2%0.8%
75Δ671.5335.2%0.9%721.1932.2%0.6%
80Δ664.7435.7%0.7%726.7631.7%0.4%

20Δ

Calls
Pseudo strike
730.61
IV
35.4%
B/E move
5.7%
Puts
Pseudo strike
664.39
IV
36.1%
B/E move
5.1%

25Δ

Calls
Pseudo strike
720.78
IV
31.7%
B/E move
4.4%
Puts
Pseudo strike
672.30
IV
34.0%
B/E move
4.1%

30Δ

Calls
Pseudo strike
715.02
IV
31.2%
B/E move
3.7%
Puts
Pseudo strike
677.69
IV
34.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
710.33
IV
31.5%
B/E move
3.3%
Puts
Pseudo strike
682.77
IV
34.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
705.84
IV
31.9%
B/E move
2.9%
Puts
Pseudo strike
687.62
IV
34.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
701.46
IV
32.6%
B/E move
2.6%
Puts
Pseudo strike
692.39
IV
33.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
697.00
IV
33.4%
B/E move
2.3%
Puts
Pseudo strike
696.98
IV
33.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
692.32
IV
34.4%
B/E move
2.0%
Puts
Pseudo strike
701.42
IV
32.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
687.38
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
705.80
IV
31.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
682.31
IV
35.3%
B/E move
1.4%
Puts
Pseudo strike
710.19
IV
31.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
677.01
IV
35.3%
B/E move
1.2%
Puts
Pseudo strike
715.05
IV
31.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
671.53
IV
35.2%
B/E move
0.9%
Puts
Pseudo strike
721.19
IV
32.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
664.74
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
726.76
IV
31.7%
B/E move
0.4%

Options history

IV · four-Friday blend32.17%
Daily EOD
NEU30.3%31.3%32.3%2026-10-19: 30.79%2026-10-20: 30.72%2026-10-21: 30.66%2026-10-22: 31.15%2026-10-23: 31.86%2026-10-26: 31.49%2026-10-27: 31.52%2026-10-28: 31.38%2026-10-29: 30.42%2026-10-30: 32.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.79%
30.72%
30.66%
31.15%
31.86%
31.49%
31.52%
31.38%
30.42%
32.17%