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NewMarket Corporation NEU

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Market datapartial · fetched 2026-10-22T21:57:14.556Z

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 · 2026-10-22T20:10:00.002723771Z

FundamentalsAlpha Vantage · unavailable

Share price$876.33
1D-0.2%
AH$857$863$869$874$8805:30 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$5.58$27.00$48.42$69.83$91.25$776.27$825.47$874.67$923.86$973.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEU spot · $876.33NEU PRICE$7.90$10.72$13.68$17.09$20.89$25.05$29.12$34.58$39.71$46.25$53.50$62.57$72.71$9.97$12.99$16.64$20.34$24.44$28.98$34.04$39.70$45.49$52.37$60.30$71.08$85.08
PutsExpensive1.24×
CallsExpensive1.22×
SkewBearish+1.35 pp
Implied moveBearish±$63.16
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ946.8329.8%8.9%813.8134.5%8.3%
25Δ934.6930.3%7.9%828.3733.6%7.0%
30Δ922.8030.4%6.9%840.1833.6%6.0%
35Δ912.3430.8%6.1%851.6933.2%5.1%
40Δ902.3331.2%5.4%862.3632.9%4.4%
45Δ892.4431.5%4.7%872.6532.7%3.7%
50Δ882.4631.2%4.0%882.7732.6%3.1%
55Δ872.7131.9%3.5%893.0032.5%2.6%
60Δ862.8131.7%3.0%903.1532.1%2.1%
65Δ852.3932.1%2.5%913.8232.0%1.7%
70Δ841.4532.4%2.1%925.2031.9%1.3%
75Δ829.1133.1%1.8%938.9132.4%1.0%
80Δ815.7833.3%1.4%955.5933.3%0.7%

20Δ

Calls
Pseudo strike
946.83
IV
29.8%
B/E move
8.9%
Puts
Pseudo strike
813.81
IV
34.5%
B/E move
8.3%

25Δ

Calls
Pseudo strike
934.69
IV
30.3%
B/E move
7.9%
Puts
Pseudo strike
828.37
IV
33.6%
B/E move
7.0%

30Δ

Calls
Pseudo strike
922.80
IV
30.4%
B/E move
6.9%
Puts
Pseudo strike
840.18
IV
33.6%
B/E move
6.0%

35Δ

Calls
Pseudo strike
912.34
IV
30.8%
B/E move
6.1%
Puts
Pseudo strike
851.69
IV
33.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
902.33
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
862.36
IV
32.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
892.44
IV
31.5%
B/E move
4.7%
Puts
Pseudo strike
872.65
IV
32.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
882.46
IV
31.2%
B/E move
4.0%
Puts
Pseudo strike
882.77
IV
32.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
872.71
IV
31.9%
B/E move
3.5%
Puts
Pseudo strike
893.00
IV
32.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
862.81
IV
31.7%
B/E move
3.0%
Puts
Pseudo strike
903.15
IV
32.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
852.39
IV
32.1%
B/E move
2.5%
Puts
Pseudo strike
913.82
IV
32.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
841.45
IV
32.4%
B/E move
2.1%
Puts
Pseudo strike
925.20
IV
31.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
829.11
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
938.91
IV
32.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
815.78
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
955.59
IV
33.3%
B/E move
0.7%

Options history

No recorded observations