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Natural Gas Services Group, Inc. NGS

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Market datapartial · fetched 2026-10-22T16:01:42.632Z

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 · 2026-10-22T15:56:59.535436185Z

FundamentalsAlpha Vantage · unavailable

Share price$30.38
1D-3.6%
$29.81$30.27$30.73$31.18$31.645:30 AM6:30 AM9:00 AM1:00 PMNGS
Sold putSold call

Natural Gas Services Group, Inc. options

Live interpolated NGS call and put midpoint premiums by absolute delta.Natural Gas Services Group, Inc.$1.02$1.77$2.51$3.26$4.00$23.57$26.79$30.01$33.23$36.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGS spot · $30.38NGS PRICE$1.40$1.63$1.86$2.08$2.35$2.64$2.93$3.22$3.79$1.10$1.15$1.28$1.47$1.67$1.86$2.05$2.25$2.44$2.64
PutsExpensive1.54×
CallsExpensive1.45×
SkewBearish+8.45 pp
Implied moveBearish±$3.91
TiltBullish10.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.0299.7%21.3%
25Δ26.7181.5%15.9%
30Δ27.8371.0%12.6%
35Δ28.4467.4%11.2%
40Δ32.4163.4%11.3%29.0663.7%9.8%
45Δ31.7061.6%9.7%29.6760.1%8.4%
50Δ31.0059.7%8.2%30.2956.4%7.0%
55Δ30.2957.8%6.6%30.9152.8%5.7%
60Δ29.6755.9%5.4%31.5249.2%4.3%
65Δ29.1154.0%4.5%32.1445.5%2.9%
70Δ28.5552.0%3.6%
75Δ27.9950.1%2.7%
80Δ27.2052.0%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.02
IV
99.7%
B/E move
21.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.71
IV
81.5%
B/E move
15.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.83
IV
71.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.44
IV
67.4%
B/E move
11.2%

40Δ

Calls
Pseudo strike
32.41
IV
63.4%
B/E move
11.3%
Puts
Pseudo strike
29.06
IV
63.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
31.70
IV
61.6%
B/E move
9.7%
Puts
Pseudo strike
29.67
IV
60.1%
B/E move
8.4%

50Δ

Calls
Pseudo strike
31.00
IV
59.7%
B/E move
8.2%
Puts
Pseudo strike
30.29
IV
56.4%
B/E move
7.0%

55Δ

Calls
Pseudo strike
30.29
IV
57.8%
B/E move
6.6%
Puts
Pseudo strike
30.91
IV
52.8%
B/E move
5.7%

60Δ

Calls
Pseudo strike
29.67
IV
55.9%
B/E move
5.4%
Puts
Pseudo strike
31.52
IV
49.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
29.11
IV
54.0%
B/E move
4.5%
Puts
Pseudo strike
32.14
IV
45.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
28.55
IV
52.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.99
IV
50.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.20
IV
52.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations