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National Fuel Gas Co. NFG

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Market datapartial · fetched 2026-10-22T23:27:47.255Z

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 · 2026-10-22T23:00:00.002107212Z

FundamentalsAlpha Vantage · unavailable

Share price$80.93
1D+1.8%
AH$78.35$79.10$79.85$80.60$81.355:30 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.$0.57$2.81$5.05$7.29$9.53$71.41$75.73$80.05$84.37$88.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFG spot · $80.93NFG PRICE$0.90$0.81$1.04$1.30$1.57$1.83$2.09$2.36$2.62$3.28$3.98$4.67$5.37$0.92$1.30$1.67$2.04$2.42$2.90$3.48$4.05$4.62$5.19$6.23$7.56$8.89
PutsExpensive1.18×
CallsFair0.96×
SkewBearish+8.96 pp
Implied moveBearish±$5.57
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.2452.9%22.5%75.2134.0%8.2%
25Δ86.3126.5%7.7%76.2934.1%7.3%
30Δ84.3623.4%5.5%77.3734.3%6.5%
35Δ83.6523.2%5.0%78.4634.4%5.6%
40Δ82.9323.0%4.4%79.5434.6%4.7%
45Δ82.2222.8%3.9%80.5834.5%4.0%
50Δ81.5022.6%3.3%81.5934.3%3.5%
55Δ80.7822.4%2.7%82.6034.2%2.9%
60Δ80.0722.2%2.2%83.6134.0%2.4%
65Δ79.1822.6%1.9%84.6233.8%1.8%
70Δ78.2823.0%1.6%86.0034.4%1.4%
75Δ77.3723.4%1.4%87.6035.5%1.1%
80Δ76.4723.8%1.1%89.2036.5%0.8%

20Δ

Calls
Pseudo strike
98.24
IV
52.9%
B/E move
22.5%
Puts
Pseudo strike
75.21
IV
34.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
86.31
IV
26.5%
B/E move
7.7%
Puts
Pseudo strike
76.29
IV
34.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
84.36
IV
23.4%
B/E move
5.5%
Puts
Pseudo strike
77.37
IV
34.3%
B/E move
6.5%

35Δ

Calls
Pseudo strike
83.65
IV
23.2%
B/E move
5.0%
Puts
Pseudo strike
78.46
IV
34.4%
B/E move
5.6%

40Δ

Calls
Pseudo strike
82.93
IV
23.0%
B/E move
4.4%
Puts
Pseudo strike
79.54
IV
34.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
82.22
IV
22.8%
B/E move
3.9%
Puts
Pseudo strike
80.58
IV
34.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
81.50
IV
22.6%
B/E move
3.3%
Puts
Pseudo strike
81.59
IV
34.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
80.78
IV
22.4%
B/E move
2.7%
Puts
Pseudo strike
82.60
IV
34.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
80.07
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
83.61
IV
34.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
79.18
IV
22.6%
B/E move
1.9%
Puts
Pseudo strike
84.62
IV
33.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
78.28
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
86.00
IV
34.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
77.37
IV
23.4%
B/E move
1.4%
Puts
Pseudo strike
87.60
IV
35.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
76.47
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
89.20
IV
36.5%
B/E move
0.8%

Options history

No recorded observations