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NATURAL GROCERS BY VITAMIN COTTAGE, INC NGVC

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Market dataready · fetched 2026-11-13T00:47:15.532Z

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 · 2026-11-13T00:00:00.003518219Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T00:47:14.888842+00:00

Share price$29.19
1D-2.6%
AH$28.87$29.17$29.46$29.75$30.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGVC
Sold putSold callAH

NATURAL GROCERS BY VITAMIN COTTAGE, INC options

Live interpolated NGVC call and put midpoint premiums by absolute delta.NATURAL GROCERS BY VITAMIN COTTAGE, INC$0.77$2.73$4.69$6.65$8.61$26.25$29.37$32.49$35.61$38.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NGVC spot · $29.19NGVC PRICE$0.98$1.38$1.77$2.16$2.45$2.46$2.47$2.97$3.52$4.08$4.63$5.18$6.16$2.45$2.45$2.46$2.46$2.47$2.47$2.87$3.67$4.48$5.29$6.09$8.04
Puts——
CallsExpensive5.35×
Skew——
Implied moveBalanced±$4.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.62194.7%35.7%
25Δ37.65211.6%33.7%23.81305.2%26.8%
30Δ36.68228.6%31.7%25.47255.1%21.2%
35Δ35.71245.5%29.7%26.47224.7%17.7%
40Δ34.42247.0%26.3%27.48194.3%14.3%
45Δ32.31207.1%19.1%28.48163.9%10.9%
50Δ30.19167.2%11.9%29.49133.6%7.5%
55Δ29.14165.4%10.0%30.49120.3%5.4%
60Δ28.19167.4%8.6%31.49125.1%4.7%
65Δ27.24169.5%7.3%32.49129.8%4.0%
70Δ26.29171.6%5.9%33.49134.6%3.4%
75Δ25.34173.6%4.6%34.50139.3%2.7%
80Δ24.05183.2%3.5%36.61154.6%2.1%

20Δ

Calls
Pseudo strike
38.62
IV
194.7%
B/E move
35.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.65
IV
211.6%
B/E move
33.7%
Puts
Pseudo strike
23.81
IV
305.2%
B/E move
26.8%

30Δ

Calls
Pseudo strike
36.68
IV
228.6%
B/E move
31.7%
Puts
Pseudo strike
25.47
IV
255.1%
B/E move
21.2%

35Δ

Calls
Pseudo strike
35.71
IV
245.5%
B/E move
29.7%
Puts
Pseudo strike
26.47
IV
224.7%
B/E move
17.7%

40Δ

Calls
Pseudo strike
34.42
IV
247.0%
B/E move
26.3%
Puts
Pseudo strike
27.48
IV
194.3%
B/E move
14.3%

45Δ

Calls
Pseudo strike
32.31
IV
207.1%
B/E move
19.1%
Puts
Pseudo strike
28.48
IV
163.9%
B/E move
10.9%

50Δ

Calls
Pseudo strike
30.19
IV
167.2%
B/E move
11.9%
Puts
Pseudo strike
29.49
IV
133.6%
B/E move
7.5%

55Δ

Calls
Pseudo strike
29.14
IV
165.4%
B/E move
10.0%
Puts
Pseudo strike
30.49
IV
120.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
28.19
IV
167.4%
B/E move
8.6%
Puts
Pseudo strike
31.49
IV
125.1%
B/E move
4.7%

65Δ

Calls
Pseudo strike
27.24
IV
169.5%
B/E move
7.3%
Puts
Pseudo strike
32.49
IV
129.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
26.29
IV
171.6%
B/E move
5.9%
Puts
Pseudo strike
33.49
IV
134.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
25.34
IV
173.6%
B/E move
4.6%
Puts
Pseudo strike
34.50
IV
139.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
24.05
IV
183.2%
B/E move
3.5%
Puts
Pseudo strike
36.61
IV
154.6%
B/E move
2.1%

Options history

IV · four-Friday blend81.83%
Daily EOD
NGVC55.9%78.3%100.6%2026-10-19: 61.81%2026-10-20: 59.02%2026-10-22: 65.17%2026-10-23: 91.00%2026-10-26: 86.37%2026-10-27: 97.51%2026-10-28: 70.97%2026-10-29: 70.07%2026-10-30: 81.83%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.81%
59.02%
65.17%
91.00%
86.37%
97.51%
70.97%
70.07%
81.83%