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NICE Ltd American Depositary Shares NICE

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Market datapartial · fetched 2026-10-22T23:38:06.076Z

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 · 2026-10-22T21:16:13.720927162Z

FundamentalsAlpha Vantage · unavailable

Share price$117.65
1D+1.4%
AH$115$116$118$119$1205:30 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$1.40$7.50$13.60$19.70$25.80$91.18$104.03$116.88$129.74$142.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NICE spot · $117.65NICE PRICE$2.05$2.51$3.21$4.23$5.25$6.25$7.30$8.88$10.40$11.58$12.91$14.70$16.77$2.73$3.52$4.57$5.62$6.65$8.00$9.40$11.07$12.97$16.21$18.90$21.48$24.04
PutsExpensive1.17×
CallsFair1.02×
SkewBearish+4.63 pp
Implied moveBearish±$16.70
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.2360.2%19.2%102.2667.5%15.4%
25Δ132.6454.6%14.9%106.1764.0%12.7%
30Δ129.2754.0%12.6%109.0065.0%11.2%
35Δ127.1857.5%11.7%111.8064.5%9.7%
40Δ125.1061.0%10.8%114.6063.2%8.2%
45Δ122.4461.0%9.4%117.2663.1%7.1%
50Δ119.7661.0%8.0%119.9163.2%6.1%
55Δ117.1763.8%7.1%122.6563.1%5.2%
60Δ114.5865.7%6.2%125.5663.7%4.3%
65Δ111.9963.4%5.0%129.4768.0%3.7%
70Δ109.3761.5%3.9%133.0468.2%3.0%
75Δ106.6160.9%3.1%136.5166.9%2.2%
80Δ103.6560.4%2.4%139.9264.7%1.5%

20Δ

Calls
Pseudo strike
138.23
IV
60.2%
B/E move
19.2%
Puts
Pseudo strike
102.26
IV
67.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
132.64
IV
54.6%
B/E move
14.9%
Puts
Pseudo strike
106.17
IV
64.0%
B/E move
12.7%

30Δ

Calls
Pseudo strike
129.27
IV
54.0%
B/E move
12.6%
Puts
Pseudo strike
109.00
IV
65.0%
B/E move
11.2%

35Δ

Calls
Pseudo strike
127.18
IV
57.5%
B/E move
11.7%
Puts
Pseudo strike
111.80
IV
64.5%
B/E move
9.7%

40Δ

Calls
Pseudo strike
125.10
IV
61.0%
B/E move
10.8%
Puts
Pseudo strike
114.60
IV
63.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
122.44
IV
61.0%
B/E move
9.4%
Puts
Pseudo strike
117.26
IV
63.1%
B/E move
7.1%

50Δ

Calls
Pseudo strike
119.76
IV
61.0%
B/E move
8.0%
Puts
Pseudo strike
119.91
IV
63.2%
B/E move
6.1%

55Δ

Calls
Pseudo strike
117.17
IV
63.8%
B/E move
7.1%
Puts
Pseudo strike
122.65
IV
63.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
114.58
IV
65.7%
B/E move
6.2%
Puts
Pseudo strike
125.56
IV
63.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
111.99
IV
63.4%
B/E move
5.0%
Puts
Pseudo strike
129.47
IV
68.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
109.37
IV
61.5%
B/E move
3.9%
Puts
Pseudo strike
133.04
IV
68.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
106.61
IV
60.9%
B/E move
3.1%
Puts
Pseudo strike
136.51
IV
66.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
103.65
IV
60.4%
B/E move
2.4%
Puts
Pseudo strike
139.92
IV
64.7%
B/E move
1.5%

Options history

No recorded observations