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NICE Ltd American Depositary Shares NICE

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T03:19:28.455Z

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 · 2026-11-11T23:35:33.324691016Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:11:09.044707+00:00

Share price$93.25
1D-1.0%
AH$92.91$93.53$94.15$94.76$95.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNICE
Sold putSold callAH

NICE Ltd American Depositary Shares options

Live interpolated NICE call and put midpoint premiums by absolute delta.NICE Ltd American Depositary Shares$0.53$2.88$5.24$7.59$9.95$76.55$85.31$94.08$102.84$111.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NICE spot · $93.25NICE PRICE$1.09$1.45$1.76$2.00$2.24$2.67$3.51$4.35$5.19$6.04$7.12$8.19$9.27$0.78$1.00$1.26$1.58$1.90$2.22$2.54$2.86$3.18
Puts——
CallsCheap0.73×
Skew——
Implied moveBullish±$6.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.3964.5%11.0%87.7145.4%6.8%
25Δ100.9267.4%9.8%89.0944.0%5.5%
30Δ99.3967.3%8.5%90.2642.8%4.6%
35Δ97.7562.2%7.0%91.0542.1%4.1%
40Δ96.1157.1%5.5%91.8341.4%3.6%
45Δ94.6255.0%4.3%92.6140.8%3.1%
50Δ93.4559.2%4.0%93.4040.1%2.6%
55Δ92.2963.5%3.6%94.1839.4%2.1%
60Δ91.1267.7%3.3%94.9638.7%1.6%
65Δ89.9471.8%2.9%
70Δ88.4072.0%2.4%
75Δ86.8772.2%1.9%
80Δ85.3372.3%1.4%

20Δ

Calls
Pseudo strike
102.39
IV
64.5%
B/E move
11.0%
Puts
Pseudo strike
87.71
IV
45.4%
B/E move
6.8%

25Δ

Calls
Pseudo strike
100.92
IV
67.4%
B/E move
9.8%
Puts
Pseudo strike
89.09
IV
44.0%
B/E move
5.5%

30Δ

Calls
Pseudo strike
99.39
IV
67.3%
B/E move
8.5%
Puts
Pseudo strike
90.26
IV
42.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
97.75
IV
62.2%
B/E move
7.0%
Puts
Pseudo strike
91.05
IV
42.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
96.11
IV
57.1%
B/E move
5.5%
Puts
Pseudo strike
91.83
IV
41.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
94.62
IV
55.0%
B/E move
4.3%
Puts
Pseudo strike
92.61
IV
40.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
93.45
IV
59.2%
B/E move
4.0%
Puts
Pseudo strike
93.40
IV
40.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
92.29
IV
63.5%
B/E move
3.6%
Puts
Pseudo strike
94.18
IV
39.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
91.12
IV
67.7%
B/E move
3.3%
Puts
Pseudo strike
94.96
IV
38.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
89.94
IV
71.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
88.40
IV
72.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
86.87
IV
72.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
85.33
IV
72.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.30%
Daily EOD
NICE53.5%56.6%59.7%2026-10-19: 53.89%2026-10-20: 54.72%2026-10-21: 54.59%2026-10-22: 55.38%2026-10-23: 56.00%2026-10-26: 56.79%2026-10-27: 57.23%2026-10-28: 57.25%2026-10-29: 57.93%2026-10-30: 59.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.89%
54.72%
54.59%
55.38%
56.00%
56.79%
57.23%
57.25%
57.93%
59.30%