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National Fuel Gas Co. NFG

i

Market dataready · fetched 2026-11-12T01:09:59.038Z

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 · 2026-11-12T00:00:00.002095502Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:09:58.661862+00:00

Share price$75.69
1D+1.5%
AH$74.12$74.55$74.97$75.39$75.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFG
Sold putSold callAH

National Fuel Gas Co. options

Live interpolated NFG call and put midpoint premiums by absolute delta.National Fuel Gas Co.$0.30$1.51$2.71$3.92$5.13$69.97$72.87$75.78$78.68$81.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NFG spot · $75.69NFG PRICE$0.43$0.52$0.62$0.71$0.81$0.90$1.00$1.09$1.19$0.55$0.67$0.79$0.91$1.04$1.54$2.08$2.62$3.16$3.70$4.24$4.78
Puts——
Calls——
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.7034.6%5.9%71.2642.6%6.6%
25Δ79.1732.7%5.3%72.1739.4%5.5%
30Δ78.6430.8%4.7%73.0936.3%4.5%
35Δ78.1229.0%4.2%74.0033.1%3.4%
40Δ77.5927.1%3.6%74.9129.9%2.4%
45Δ77.0725.2%3.0%75.6331.6%2.1%
50Δ76.5423.3%2.4%76.3233.8%1.9%
55Δ76.0121.4%1.9%77.0136.0%1.7%
60Δ75.4919.6%1.3%77.7038.2%1.5%
65Δ78.4040.5%1.3%
70Δ79.0942.7%1.1%
75Δ79.7844.9%0.9%
80Δ

20Δ

Calls
Pseudo strike
79.70
IV
34.6%
B/E move
5.9%
Puts
Pseudo strike
71.26
IV
42.6%
B/E move
6.6%

25Δ

Calls
Pseudo strike
79.17
IV
32.7%
B/E move
5.3%
Puts
Pseudo strike
72.17
IV
39.4%
B/E move
5.5%

30Δ

Calls
Pseudo strike
78.64
IV
30.8%
B/E move
4.7%
Puts
Pseudo strike
73.09
IV
36.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
78.12
IV
29.0%
B/E move
4.2%
Puts
Pseudo strike
74.00
IV
33.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
77.59
IV
27.1%
B/E move
3.6%
Puts
Pseudo strike
74.91
IV
29.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
77.07
IV
25.2%
B/E move
3.0%
Puts
Pseudo strike
75.63
IV
31.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
76.54
IV
23.3%
B/E move
2.4%
Puts
Pseudo strike
76.32
IV
33.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
76.01
IV
21.4%
B/E move
1.9%
Puts
Pseudo strike
77.01
IV
36.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
75.49
IV
19.6%
B/E move
1.3%
Puts
Pseudo strike
77.70
IV
38.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.40
IV
40.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.09
IV
42.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.78
IV
44.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.98%
Daily EOD
NFG24.8%26.5%28.2%2026-10-19: 26.57%2026-10-20: 26.41%2026-10-21: 25.01%2026-10-22: 26.55%2026-10-23: 25.63%2026-10-26: 26.97%2026-10-27: 26.49%2026-10-28: 27.28%2026-10-29: 26.07%2026-10-30: 27.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.57%
26.41%
25.01%
26.55%
25.63%
26.97%
26.49%
27.28%
26.07%
27.98%