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Natural Gas Services Group, Inc. NGS

i

Market dataready · fetched 2026-11-12T02:11:39.278Z

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 · 2026-11-12T00:00:00.001767626Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:11:38.768219+00:00

Share price$28.57
1D-2.4%
AH$28.48$28.76$29.05$29.33$29.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGS
Sold putSold callAH

Natural Gas Services Group, Inc. options

Live interpolated NGS call and put midpoint premiums by absolute delta.Natural Gas Services Group, Inc.$0.37$1.31$2.25$3.19$4.13$23.06$26.02$28.98$31.94$34.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NGS spot · $28.57NGS PRICE$0.47$0.60$0.77$0.93$1.10$1.24$1.38$1.51$1.65$1.79$2.38$3.12$3.86$0.57$0.65$0.73$0.81$0.90$0.98$1.07$1.15$1.24$1.32$1.41$1.49
Puts——
CallsFair1.01×
Skew——
Implied moveBullish±$2.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.33104.9%18.3%25.16107.0%13.9%
25Δ32.0194.7%14.1%25.9795.4%11.4%
30Δ31.3494.6%12.4%26.7883.8%8.8%
35Δ30.6794.5%10.6%27.5373.1%6.5%
40Δ30.0094.4%8.9%27.8168.9%5.8%
45Δ29.5289.5%7.7%28.0864.7%5.1%
50Δ29.0584.5%6.5%28.3660.5%4.5%
55Δ28.5779.5%5.3%28.6356.2%3.8%
60Δ28.0974.5%4.1%28.9152.0%3.1%
65Δ27.6269.5%2.9%29.1847.8%2.5%
70Δ26.8977.1%2.4%29.4643.6%1.8%
75Δ26.0888.8%2.2%29.7339.4%1.2%
80Δ25.27100.4%1.9%

20Δ

Calls
Pseudo strike
33.33
IV
104.9%
B/E move
18.3%
Puts
Pseudo strike
25.16
IV
107.0%
B/E move
13.9%

25Δ

Calls
Pseudo strike
32.01
IV
94.7%
B/E move
14.1%
Puts
Pseudo strike
25.97
IV
95.4%
B/E move
11.4%

30Δ

Calls
Pseudo strike
31.34
IV
94.6%
B/E move
12.4%
Puts
Pseudo strike
26.78
IV
83.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
30.67
IV
94.5%
B/E move
10.6%
Puts
Pseudo strike
27.53
IV
73.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
30.00
IV
94.4%
B/E move
8.9%
Puts
Pseudo strike
27.81
IV
68.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
29.52
IV
89.5%
B/E move
7.7%
Puts
Pseudo strike
28.08
IV
64.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
29.05
IV
84.5%
B/E move
6.5%
Puts
Pseudo strike
28.36
IV
60.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
28.57
IV
79.5%
B/E move
5.3%
Puts
Pseudo strike
28.63
IV
56.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
28.09
IV
74.5%
B/E move
4.1%
Puts
Pseudo strike
28.91
IV
52.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
27.62
IV
69.5%
B/E move
2.9%
Puts
Pseudo strike
29.18
IV
47.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
26.89
IV
77.1%
B/E move
2.4%
Puts
Pseudo strike
29.46
IV
43.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.08
IV
88.8%
B/E move
2.2%
Puts
Pseudo strike
29.73
IV
39.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
25.27
IV
100.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.58%
Daily EOD
NGS42.6%46.4%50.2%2026-10-19: 46.51%2026-10-20: 45.03%2026-10-21: 49.66%2026-10-22: 48.35%2026-10-23: 47.40%2026-10-26: 45.33%2026-10-27: 46.52%2026-10-28: 48.37%2026-10-29: 43.15%2026-10-30: 47.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.51%
45.03%
49.66%
48.35%
47.40%
45.33%
46.52%
48.37%
43.15%
47.58%