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NIQ Global Intelligence plc NIQ

NONE · NONE
i

Market dataready · fetched 2026-10-22T16:39:24.643Z

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 · 2026-10-22T16:39:02.224263132Z

FundamentalsAlpha Vantage · ready · quarter 0000-00-00 · fetched 2026-10-22T16:39:23.236029+00:00

Share price$19.54
1D+2.0%
$19.11$19.25$19.39$19.53$19.675:30 AM6:30 AM9:00 AM1:00 PMNIQ
Sold putSold call

NIQ Global Intelligence plc options

Live interpolated NIQ call and put midpoint premiums by absolute delta.NIQ Global Intelligence plc$0.13$2.04$3.96$5.88$7.79$14.42$16.85$19.28$21.70$24.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIQ spot · $19.54NIQ PRICE$0.33$0.45$0.59$0.73$0.87$1.01$1.19$1.47$1.75$2.03$2.31$2.60$0.56$0.68$0.87$1.06$1.26$1.45$1.65$2.10$2.59$3.08$3.56$4.95$7.24
PutsExpensive1.54×
CallsCheap0.90×
SkewBearish+16.19 pp
Implied moveBearish±$2.84
TiltBearish33.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9759.4%19.3%16.3584.1%19.2%
25Δ22.1155.0%15.5%17.3474.9%14.7%
30Δ21.6555.7%13.9%17.9272.2%12.7%
35Δ21.2056.4%12.3%18.4370.7%11.1%
40Δ20.7557.1%10.7%18.9369.2%9.5%
45Δ20.3057.8%9.1%19.4367.8%8.0%
50Δ19.8558.7%7.7%19.9366.3%6.4%
55Δ19.4060.0%6.8%20.5568.3%5.5%
60Δ18.9461.3%6.0%21.1870.9%4.8%
65Δ18.4962.6%5.1%21.8273.5%4.1%
70Δ18.0463.9%4.2%22.4576.1%3.3%
75Δ17.5965.2%3.3%23.9386.4%2.8%
80Δ26.32102.6%2.3%

20Δ

Calls
Pseudo strike
22.97
IV
59.4%
B/E move
19.3%
Puts
Pseudo strike
16.35
IV
84.1%
B/E move
19.2%

25Δ

Calls
Pseudo strike
22.11
IV
55.0%
B/E move
15.5%
Puts
Pseudo strike
17.34
IV
74.9%
B/E move
14.7%

30Δ

Calls
Pseudo strike
21.65
IV
55.7%
B/E move
13.9%
Puts
Pseudo strike
17.92
IV
72.2%
B/E move
12.7%

35Δ

Calls
Pseudo strike
21.20
IV
56.4%
B/E move
12.3%
Puts
Pseudo strike
18.43
IV
70.7%
B/E move
11.1%

40Δ

Calls
Pseudo strike
20.75
IV
57.1%
B/E move
10.7%
Puts
Pseudo strike
18.93
IV
69.2%
B/E move
9.5%

45Δ

Calls
Pseudo strike
20.30
IV
57.8%
B/E move
9.1%
Puts
Pseudo strike
19.43
IV
67.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
19.85
IV
58.7%
B/E move
7.7%
Puts
Pseudo strike
19.93
IV
66.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
19.40
IV
60.0%
B/E move
6.8%
Puts
Pseudo strike
20.55
IV
68.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
18.94
IV
61.3%
B/E move
6.0%
Puts
Pseudo strike
21.18
IV
70.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
18.49
IV
62.6%
B/E move
5.1%
Puts
Pseudo strike
21.82
IV
73.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
18.04
IV
63.9%
B/E move
4.2%
Puts
Pseudo strike
22.45
IV
76.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
17.59
IV
65.2%
B/E move
3.3%
Puts
Pseudo strike
23.93
IV
86.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.32
IV
102.6%
B/E move
2.3%

Options history

No recorded observations