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Northern Trust STOXX Global Broad Infrastructure ETF NFRA

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Market datapartial · fetched 2026-10-22T22:57:07.865Z

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 · 2026-10-22T22:30:00.004179516Z

FundamentalsAlpha Vantage · unavailable

Share price$64.11
1D+0.5%
AH$63.65$63.80$63.94$64.09$64.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFRA
Sold putSold callAH

Northern Trust STOXX Global Broad Infrastructure ETF options

Live interpolated NFRA call and put midpoint premiums by absolute delta.Northern Trust STOXX Global Broad Infrastructure ETF$1.05$1.53$2.01$2.50$2.98$59.30$61.59$63.88$66.17$68.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFRA spot · $64.11NFRA PRICE$1.10$1.10$1.13$1.19$1.27$1.34$1.50$1.68$1.85$2.01$2.17$1.10$1.14$1.18$1.25$1.35$1.45$1.55$1.74$2.02$2.29$2.57$2.84
PutsExpensive1.24×
CallsExpensive1.16×
SkewBearish+2.58 pp
Implied moveBearish±$2.71
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ60.1238.8%7.9%
30Δ67.9333.7%7.7%61.6131.8%5.7%
35Δ66.4927.1%5.4%62.6426.8%4.1%
40Δ65.5823.0%4.1%63.3723.6%3.1%
45Δ64.9220.1%3.1%63.9721.2%2.3%
50Δ64.4818.3%2.6%64.3919.6%1.8%
55Δ64.0416.5%2.0%64.8018.0%1.3%
60Δ63.6915.9%1.7%65.2117.0%1.0%
65Δ63.3515.3%1.4%65.6216.7%0.8%
70Δ63.0114.8%1.2%66.0216.3%0.6%
75Δ62.7313.8%1.0%66.4316.0%0.4%
80Δ62.4512.8%0.8%66.8415.7%0.2%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.12
IV
38.8%
B/E move
7.9%

30Δ

Calls
Pseudo strike
67.93
IV
33.7%
B/E move
7.7%
Puts
Pseudo strike
61.61
IV
31.8%
B/E move
5.7%

35Δ

Calls
Pseudo strike
66.49
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
62.64
IV
26.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
65.58
IV
23.0%
B/E move
4.1%
Puts
Pseudo strike
63.37
IV
23.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
64.92
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
63.97
IV
21.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
64.48
IV
18.3%
B/E move
2.6%
Puts
Pseudo strike
64.39
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
64.04
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
64.80
IV
18.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
63.69
IV
15.9%
B/E move
1.7%
Puts
Pseudo strike
65.21
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
63.35
IV
15.3%
B/E move
1.4%
Puts
Pseudo strike
65.62
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
63.01
IV
14.8%
B/E move
1.2%
Puts
Pseudo strike
66.02
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
62.73
IV
13.8%
B/E move
1.0%
Puts
Pseudo strike
66.43
IV
16.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
62.45
IV
12.8%
B/E move
0.8%
Puts
Pseudo strike
66.84
IV
15.7%
B/E move
0.2%

Options history

No recorded observations