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Natural Grocers by Vitamin Cottage Inc NGVC

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-10-23T16:00:46.262Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T15:54:14.007735062Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:00:44.830801+00:00

Share price$31.60
1D-2.8%
$31.25$31.58$31.92$32.26$32.595:30 AM6:30 AM9:00 AM1:00 PMNGVC
Sold putSold call

Natural Grocers by Vitamin Cottage Inc options

Live interpolated NGVC call and put midpoint premiums by absolute delta.Natural Grocers by Vitamin Cottage Inc$0.56$2.53$4.49$6.45$8.42$20.61$25.95$31.29$36.63$41.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGVC spot · $31.59NGVC PRICE$0.77$1.14$1.51$1.88$2.25$2.61$2.96$3.31$3.67$4.17$5.32$6.46$7.61$2.27$2.33$2.38$2.44$2.78$3.20$3.63$4.06$4.49$5.11$6.02$6.93$7.85
PutsExpensive1.61×
CallsExpensive1.42×
SkewBearish+4.89 pp
Implied moveBearish±$6.59
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5357.8%27.6%23.26131.6%33.6%
25Δ38.5361.4%25.6%25.34112.1%27.2%
30Δ37.5364.9%23.6%27.4292.5%20.8%
35Δ36.5468.5%21.6%29.5073.0%14.3%
40Δ35.5472.1%19.6%30.7166.5%11.6%
45Δ34.4672.7%17.3%31.6464.2%10.0%
50Δ33.2970.0%14.7%32.5761.8%8.4%
55Δ32.1267.2%12.1%33.5059.4%6.8%
60Δ30.9564.5%9.5%34.4357.0%5.2%
65Δ29.7262.9%7.3%35.4655.3%3.9%
70Δ28.2566.4%6.2%36.6354.7%3.1%
75Δ26.7870.0%5.2%37.8054.0%2.3%
80Δ25.3173.5%4.2%38.9753.3%1.5%

20Δ

Calls
Pseudo strike
39.53
IV
57.8%
B/E move
27.6%
Puts
Pseudo strike
23.26
IV
131.6%
B/E move
33.6%

25Δ

Calls
Pseudo strike
38.53
IV
61.4%
B/E move
25.6%
Puts
Pseudo strike
25.34
IV
112.1%
B/E move
27.2%

30Δ

Calls
Pseudo strike
37.53
IV
64.9%
B/E move
23.6%
Puts
Pseudo strike
27.42
IV
92.5%
B/E move
20.8%

35Δ

Calls
Pseudo strike
36.54
IV
68.5%
B/E move
21.6%
Puts
Pseudo strike
29.50
IV
73.0%
B/E move
14.3%

40Δ

Calls
Pseudo strike
35.54
IV
72.1%
B/E move
19.6%
Puts
Pseudo strike
30.71
IV
66.5%
B/E move
11.6%

45Δ

Calls
Pseudo strike
34.46
IV
72.7%
B/E move
17.3%
Puts
Pseudo strike
31.64
IV
64.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
33.29
IV
70.0%
B/E move
14.7%
Puts
Pseudo strike
32.57
IV
61.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
32.12
IV
67.2%
B/E move
12.1%
Puts
Pseudo strike
33.50
IV
59.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
30.95
IV
64.5%
B/E move
9.5%
Puts
Pseudo strike
34.43
IV
57.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
29.72
IV
62.9%
B/E move
7.3%
Puts
Pseudo strike
35.46
IV
55.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
28.25
IV
66.4%
B/E move
6.2%
Puts
Pseudo strike
36.63
IV
54.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
26.78
IV
70.0%
B/E move
5.2%
Puts
Pseudo strike
37.80
IV
54.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
25.31
IV
73.5%
B/E move
4.2%
Puts
Pseudo strike
38.97
IV
53.3%
B/E move
1.5%

Options history

No recorded observations