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NIQ Global Intelligence plc NIQ

NONE · NONE
i

Market dataready · fetched 2026-11-12T03:20:16.512Z

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 · 2026-11-12T00:00:00.002561513Z

FundamentalsAlpha Vantage · ready · quarter 0000-00-00 · fetched 2026-11-12T03:20:15.539345+00:00

Share price$21.06
1D+1.5%
AH$20.97$21.12$21.27$21.41$21.565:30 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$0.29$1.23$2.17$3.11$4.05$15.68$18.21$20.73$23.25$25.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIQ spot · $21.06NIQ PRICE$0.39$0.53$0.66$0.80$0.97$1.24$1.50$1.77$2.03$2.29$2.48$2.68$2.87$0.68$1.00$1.32$1.64$1.84$1.96$2.09$2.21$2.33$2.65$3.03$3.40$3.77
PutsExpensive2.79×
CallsExpensive2.09×
SkewBearish+20.36 pp
Implied moveBearish±$3.59
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.93114.1%20.2%18.08137.6%17.4%
25Δ24.28113.1%17.8%18.64149.3%16.2%
30Δ23.63112.1%15.3%19.20160.9%15.1%
35Δ22.97111.2%12.9%19.76172.5%14.0%
40Δ22.37111.4%10.8%20.30169.8%12.4%
45Δ21.87115.1%9.7%20.82156.2%10.4%
50Δ21.38118.7%8.7%21.35142.7%8.5%
55Δ20.89122.3%7.6%21.87129.1%6.6%
60Δ20.40126.0%6.5%22.40115.6%4.7%
65Δ19.93127.1%5.5%22.92110.4%3.8%
70Δ19.56116.9%4.7%23.44107.2%3.1%
75Δ19.20106.7%3.9%23.96104.0%2.4%
80Δ18.8396.5%3.0%24.48100.8%1.7%

20Δ

Calls
Pseudo strike
24.93
IV
114.1%
B/E move
20.2%
Puts
Pseudo strike
18.08
IV
137.6%
B/E move
17.4%

25Δ

Calls
Pseudo strike
24.28
IV
113.1%
B/E move
17.8%
Puts
Pseudo strike
18.64
IV
149.3%
B/E move
16.2%

30Δ

Calls
Pseudo strike
23.63
IV
112.1%
B/E move
15.3%
Puts
Pseudo strike
19.20
IV
160.9%
B/E move
15.1%

35Δ

Calls
Pseudo strike
22.97
IV
111.2%
B/E move
12.9%
Puts
Pseudo strike
19.76
IV
172.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
22.37
IV
111.4%
B/E move
10.8%
Puts
Pseudo strike
20.30
IV
169.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
21.87
IV
115.1%
B/E move
9.7%
Puts
Pseudo strike
20.82
IV
156.2%
B/E move
10.4%

50Δ

Calls
Pseudo strike
21.38
IV
118.7%
B/E move
8.7%
Puts
Pseudo strike
21.35
IV
142.7%
B/E move
8.5%

55Δ

Calls
Pseudo strike
20.89
IV
122.3%
B/E move
7.6%
Puts
Pseudo strike
21.87
IV
129.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
20.40
IV
126.0%
B/E move
6.5%
Puts
Pseudo strike
22.40
IV
115.6%
B/E move
4.7%

65Δ

Calls
Pseudo strike
19.93
IV
127.1%
B/E move
5.5%
Puts
Pseudo strike
22.92
IV
110.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
19.56
IV
116.9%
B/E move
4.7%
Puts
Pseudo strike
23.44
IV
107.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
19.20
IV
106.7%
B/E move
3.9%
Puts
Pseudo strike
23.96
IV
104.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
18.83
IV
96.5%
B/E move
3.0%
Puts
Pseudo strike
24.48
IV
100.8%
B/E move
1.7%

Options history

IV · four-Friday blend57.19%
Daily EOD
NIQ54.0%56.8%59.6%2026-10-19: 58.56%2026-10-20: 54.35%2026-10-21: 56.13%2026-10-22: 56.42%2026-10-23: 59.21%2026-10-26: 55.48%2026-10-27: 57.38%2026-10-28: 59.00%2026-10-29: 59.03%2026-10-30: 57.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.56%
54.35%
56.13%
56.42%
59.21%
55.48%
57.38%
59.00%
59.03%
57.19%