IntraAlpha
Create free account Start free

NIQ Global Intelligence plc NIQ

i

Market datapartial · fetched 2026-10-23T00:21:58.178Z

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 · 2026-10-22T23:00:00.002401915Z

FundamentalsAlpha Vantage · unavailable

Share price$19.87
1D+6.7%
AH$19.04$19.45$19.87$20.28$20.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNIQ
Sold putSold callAH

NIQ Global Intelligence plc options

Live interpolated NIQ call and put midpoint premiums by absolute delta.NIQ Global Intelligence plc$0.05$2.67$5.29$7.92$10.54$14.38$16.96$19.55$22.13$24.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIQ spot · $19.87NIQ PRICE$0.33$0.43$0.59$0.76$0.92$1.08$1.24$1.46$1.75$2.04$2.33$2.62$2.95$0.53$0.68$0.91$1.14$1.37$1.60$2.01$2.48$2.96$3.44$4.15$4.90$9.78
PutsExpensive1.62×
CallsCheap0.86×
SkewBearish+21.28 pp
Implied moveBearish±$3.25
TiltBearish32.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9963.0%22.4%16.8578.6%17.9%
25Δ22.2351.4%14.1%17.7571.1%14.1%
30Δ21.8353.1%12.8%18.2771.7%12.6%
35Δ21.4254.8%11.6%18.7972.2%11.2%
40Δ21.0256.5%10.4%19.3272.7%9.7%
45Δ20.6258.2%9.2%19.8473.3%8.2%
50Δ20.2159.9%8.0%20.4575.1%7.2%
55Δ19.7861.0%6.9%21.1177.5%6.3%
60Δ19.3161.5%6.0%21.7679.9%5.4%
65Δ18.8461.9%5.1%22.4182.4%4.5%
70Δ18.3762.4%4.2%23.2983.6%3.7%
75Δ17.9162.9%3.3%24.2084.6%2.8%
80Δ17.4162.9%2.5%29.11123.5%2.7%

20Δ

Calls
Pseudo strike
23.99
IV
63.0%
B/E move
22.4%
Puts
Pseudo strike
16.85
IV
78.6%
B/E move
17.9%

25Δ

Calls
Pseudo strike
22.23
IV
51.4%
B/E move
14.1%
Puts
Pseudo strike
17.75
IV
71.1%
B/E move
14.1%

30Δ

Calls
Pseudo strike
21.83
IV
53.1%
B/E move
12.8%
Puts
Pseudo strike
18.27
IV
71.7%
B/E move
12.6%

35Δ

Calls
Pseudo strike
21.42
IV
54.8%
B/E move
11.6%
Puts
Pseudo strike
18.79
IV
72.2%
B/E move
11.2%

40Δ

Calls
Pseudo strike
21.02
IV
56.5%
B/E move
10.4%
Puts
Pseudo strike
19.32
IV
72.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
20.62
IV
58.2%
B/E move
9.2%
Puts
Pseudo strike
19.84
IV
73.3%
B/E move
8.2%

50Δ

Calls
Pseudo strike
20.21
IV
59.9%
B/E move
8.0%
Puts
Pseudo strike
20.45
IV
75.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
19.78
IV
61.0%
B/E move
6.9%
Puts
Pseudo strike
21.11
IV
77.5%
B/E move
6.3%

60Δ

Calls
Pseudo strike
19.31
IV
61.5%
B/E move
6.0%
Puts
Pseudo strike
21.76
IV
79.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
18.84
IV
61.9%
B/E move
5.1%
Puts
Pseudo strike
22.41
IV
82.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
18.37
IV
62.4%
B/E move
4.2%
Puts
Pseudo strike
23.29
IV
83.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
17.91
IV
62.9%
B/E move
3.3%
Puts
Pseudo strike
24.20
IV
84.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
17.41
IV
62.9%
B/E move
2.5%
Puts
Pseudo strike
29.11
IV
123.5%
B/E move
2.7%

Options history

No recorded observations