Share price$31.42
1D-3.3%
Sold putSold call
Natural Grocers by Vitamin Cottage Inc NGVC
CONSUMER DEFENSIVE · GROCERY STORESi
Market dataready · fetched 2026-10-23T16:47:45.222Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T16:43:08.118977788Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:41:11.975505+00:00
Natural Grocers by Vitamin Cottage Inc options
PutsExpensive2.11×
CallsExpensive2.37×
SkewBullish-14.19 pp
Implied moveBearish±$6.85
TiltBullish8.3% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.69 | 86.5% | 28.8% | |||
| 25Δ | 38.63 | 91.6% | 26.7% | |||
| 30Δ | 37.58 | 96.7% | 24.5% | |||
| 35Δ | 36.52 | 101.7% | 22.4% | |||
| 40Δ | 35.46 | 106.8% | 20.2% | 30.47 | 92.5% | 11.6% |
| 45Δ | 34.30 | 108.6% | 17.9% | 31.40 | 89.9% | 10.2% |
| 50Δ | 33.06 | 107.8% | 15.5% | 32.34 | 87.2% | 8.7% |
| 55Δ | 31.82 | 107.0% | 13.0% | 33.27 | 84.6% | 7.2% |
| 60Δ | 30.58 | 106.2% | 10.6% | 34.20 | 81.9% | 5.7% |
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 39.69
- IV
- 86.5%
- B/E move
- 28.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 38.63
- IV
- 91.6%
- B/E move
- 26.7%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 37.58
- IV
- 96.7%
- B/E move
- 24.5%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 36.52
- IV
- 101.7%
- B/E move
- 22.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 35.46
- IV
- 106.8%
- B/E move
- 20.2%
- Pseudo strike
- 30.47
- IV
- 92.5%
- B/E move
- 11.6%
45Δ
- Pseudo strike
- 34.30
- IV
- 108.6%
- B/E move
- 17.9%
- Pseudo strike
- 31.40
- IV
- 89.9%
- B/E move
- 10.2%
50Δ
- Pseudo strike
- 33.06
- IV
- 107.8%
- B/E move
- 15.5%
- Pseudo strike
- 32.34
- IV
- 87.2%
- B/E move
- 8.7%
55Δ
- Pseudo strike
- 31.82
- IV
- 107.0%
- B/E move
- 13.0%
- Pseudo strike
- 33.27
- IV
- 84.6%
- B/E move
- 7.2%
60Δ
- Pseudo strike
- 30.58
- IV
- 106.2%
- B/E move
- 10.6%
- Pseudo strike
- 34.20
- IV
- 81.9%
- B/E move
- 5.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations