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Natural Gas Services Group, Inc. NGS

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Market datapartial · fetched 2026-10-22T21:10:16.327Z

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 · 2026-10-22T20:10:00.001294636Z

FundamentalsAlpha Vantage · unavailable

Share price$30.04
1D-4.7%
AH$29.81$30.27$30.73$31.18$31.645:30 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.$0.52$1.90$3.29$4.67$6.05$24.79$27.86$30.92$33.99$37.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGS spot · $30.04NGS PRICE$0.67$0.91$1.15$1.30$1.48$1.72$1.96$2.21$2.54$2.88$3.21$3.88$5.66$1.14$1.19$1.23$1.27$1.32$1.51$1.74$1.98$2.21$2.45$2.69$5.02
PutsExpensive1.14×
CallsExpensive1.79×
SkewBullish-20.92 pp
Implied moveBullish±$3.46
TiltBullish10.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.0876.8%25.7%
25Δ35.9778.8%22.8%26.3782.3%16.0%
30Δ34.8279.7%19.7%27.7067.6%11.7%
35Δ33.4373.0%15.6%28.4159.5%9.5%
40Δ32.2567.8%12.3%29.1251.3%7.3%
45Δ31.4766.0%10.5%29.8343.2%5.1%
50Δ30.7064.2%8.7%30.3240.5%4.1%
55Δ29.9462.5%7.0%30.7339.4%3.5%
60Δ29.2961.4%6.0%31.1538.4%2.9%
65Δ28.6560.2%4.9%31.5637.3%2.3%
70Δ28.0059.1%3.9%31.9736.3%1.7%
75Δ27.1063.0%3.1%32.3935.2%1.1%
80Δ25.3483.9%3.2%34.8145.4%0.8%

20Δ

Calls
Pseudo strike
37.08
IV
76.8%
B/E move
25.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
35.97
IV
78.8%
B/E move
22.8%
Puts
Pseudo strike
26.37
IV
82.3%
B/E move
16.0%

30Δ

Calls
Pseudo strike
34.82
IV
79.7%
B/E move
19.7%
Puts
Pseudo strike
27.70
IV
67.6%
B/E move
11.7%

35Δ

Calls
Pseudo strike
33.43
IV
73.0%
B/E move
15.6%
Puts
Pseudo strike
28.41
IV
59.5%
B/E move
9.5%

40Δ

Calls
Pseudo strike
32.25
IV
67.8%
B/E move
12.3%
Puts
Pseudo strike
29.12
IV
51.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
31.47
IV
66.0%
B/E move
10.5%
Puts
Pseudo strike
29.83
IV
43.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
30.70
IV
64.2%
B/E move
8.7%
Puts
Pseudo strike
30.32
IV
40.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
29.94
IV
62.5%
B/E move
7.0%
Puts
Pseudo strike
30.73
IV
39.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
29.29
IV
61.4%
B/E move
6.0%
Puts
Pseudo strike
31.15
IV
38.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
28.65
IV
60.2%
B/E move
4.9%
Puts
Pseudo strike
31.56
IV
37.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
28.00
IV
59.1%
B/E move
3.9%
Puts
Pseudo strike
31.97
IV
36.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
27.10
IV
63.0%
B/E move
3.1%
Puts
Pseudo strike
32.39
IV
35.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
25.34
IV
83.9%
B/E move
3.2%
Puts
Pseudo strike
34.81
IV
45.4%
B/E move
0.8%

Options history

No recorded observations