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Northern Trust STOXX Global Broad Infrastructure ETF NFRA

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Market datapartial · fetched 2026-10-22T18:50:47.039Z

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 · 2026-10-22T18:32:14.558001613Z

FundamentalsAlpha Vantage · unavailable

Share price$64.10
1D+0.5%
$63.66$63.78$63.89$64.01$64.135:30 AM6:30 AM9:00 AM1:00 PMNFRA
Sold putSold call

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$1.03$1.64$2.25$2.86$3.46$59.11$61.47$63.82$66.18$68.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFRA spot · $64.10NFRA PRICE$1.10$1.10$1.13$1.19$1.27$1.35$1.51$1.68$1.86$2.24$2.61$1.10$1.14$1.18$1.25$1.34$1.49$1.64$1.89$2.19$2.49$2.79$3.29
PutsExpensive1.28×
CallsExpensive1.18×
SkewBearish+3.06 pp
Implied moveBearish±$2.76
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ60.1138.7%7.9%
30Δ67.9233.6%7.7%61.6031.7%5.7%
35Δ66.4727.1%5.4%62.6326.8%4.1%
40Δ65.5722.9%4.1%63.3623.5%3.1%
45Δ64.9120.1%3.1%63.9521.1%2.3%
50Δ64.4718.3%2.6%64.4019.9%1.9%
55Δ64.0316.5%2.0%64.8418.9%1.4%
60Δ63.6815.9%1.7%65.2818.3%1.1%
65Δ63.3315.4%1.4%65.7218.0%0.9%
70Δ62.9814.8%1.2%66.1717.8%0.7%
75Δ62.4414.8%0.9%66.6117.5%0.4%
80Δ61.9114.8%0.7%67.2418.2%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
60.11
IV
38.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
67.92
IV
33.6%
B/E move
7.7%
Puts
Pseudo strike
61.60
IV
31.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
66.47
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
62.63
IV
26.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
65.57
IV
22.9%
B/E move
4.1%
Puts
Pseudo strike
63.36
IV
23.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
64.91
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
63.95
IV
21.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
64.47
IV
18.3%
B/E move
2.6%
Puts
Pseudo strike
64.40
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
64.03
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
64.84
IV
18.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
63.68
IV
15.9%
B/E move
1.7%
Puts
Pseudo strike
65.28
IV
18.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
63.33
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
65.72
IV
18.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
62.98
IV
14.8%
B/E move
1.2%
Puts
Pseudo strike
66.17
IV
17.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
62.44
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
66.61
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
61.91
IV
14.8%
B/E move
0.7%
Puts
Pseudo strike
67.24
IV
18.2%
B/E move
0.2%

Options history

No recorded observations