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NIQ Global Intelligence plc NIQ

i

Market datapartial · fetched 2026-10-23T23:15:19.035Z

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 · 2026-10-23T23:00:00.002119552Z

FundamentalsAlpha Vantage · unavailable

Share price$20.02
1D-0.3%
AH$19.51$19.69$19.88$20.07$20.255:30 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$0.28$2.11$3.94$5.77$7.61$14.69$17.25$19.80$22.36$24.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIQ spot · $20.02NIQ PRICE$0.47$0.47$0.59$0.75$0.91$1.08$1.24$1.43$1.85$2.27$2.69$3.11$4.88$0.65$0.73$1.01$1.29$1.57$1.84$2.06$2.29$2.51$2.73$2.95$4.80$7.08
PutsExpensive1.53×
CallsFair1.01×
SkewBearish+7.90 pp
Implied moveBearish±$3.30
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9195.8%36.8%16.6894.6%19.9%
25Δ23.4766.1%19.6%17.9073.2%14.3%
30Δ22.1858.1%13.7%18.4376.1%13.0%
35Δ21.7358.6%12.3%18.9779.0%11.7%
40Δ21.2859.1%10.9%19.5081.9%10.4%
45Δ20.8359.6%9.4%20.0384.4%9.1%
50Δ20.3860.1%8.0%20.5180.5%7.9%
55Δ19.9261.1%6.7%20.9876.5%6.6%
60Δ19.3665.5%6.0%21.4572.6%5.4%
65Δ18.8169.9%5.3%21.9368.6%4.1%
70Δ18.2574.3%4.6%22.4064.7%2.9%
75Δ17.6978.7%3.9%24.3676.1%2.3%
80Δ15.80109.9%3.3%26.7291.6%1.9%

20Δ

Calls
Pseudo strike
26.91
IV
95.8%
B/E move
36.8%
Puts
Pseudo strike
16.68
IV
94.6%
B/E move
19.9%

25Δ

Calls
Pseudo strike
23.47
IV
66.1%
B/E move
19.6%
Puts
Pseudo strike
17.90
IV
73.2%
B/E move
14.3%

30Δ

Calls
Pseudo strike
22.18
IV
58.1%
B/E move
13.7%
Puts
Pseudo strike
18.43
IV
76.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
21.73
IV
58.6%
B/E move
12.3%
Puts
Pseudo strike
18.97
IV
79.0%
B/E move
11.7%

40Δ

Calls
Pseudo strike
21.28
IV
59.1%
B/E move
10.9%
Puts
Pseudo strike
19.50
IV
81.9%
B/E move
10.4%

45Δ

Calls
Pseudo strike
20.83
IV
59.6%
B/E move
9.4%
Puts
Pseudo strike
20.03
IV
84.4%
B/E move
9.1%

50Δ

Calls
Pseudo strike
20.38
IV
60.1%
B/E move
8.0%
Puts
Pseudo strike
20.51
IV
80.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
19.92
IV
61.1%
B/E move
6.7%
Puts
Pseudo strike
20.98
IV
76.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
19.36
IV
65.5%
B/E move
6.0%
Puts
Pseudo strike
21.45
IV
72.6%
B/E move
5.4%

65Δ

Calls
Pseudo strike
18.81
IV
69.9%
B/E move
5.3%
Puts
Pseudo strike
21.93
IV
68.6%
B/E move
4.1%

70Δ

Calls
Pseudo strike
18.25
IV
74.3%
B/E move
4.6%
Puts
Pseudo strike
22.40
IV
64.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.69
IV
78.7%
B/E move
3.9%
Puts
Pseudo strike
24.36
IV
76.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.80
IV
109.9%
B/E move
3.3%
Puts
Pseudo strike
26.72
IV
91.6%
B/E move
1.9%

Options history

No recorded observations