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NIQ Global Intelligence plc NIQ

i

Market datapartial · fetched 2026-10-23T19:06:39.417Z

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 · 2026-10-23T19:06:25.65729901Z

FundamentalsAlpha Vantage · unavailable

Share price$20.08
1D-0.3%
$19.51$19.69$19.86$20.04$20.215:30 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$0.38$2.35$4.32$6.30$8.27$13.39$16.31$19.24$22.16$25.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIQ spot · $20.08NIQ PRICE$0.59$0.77$0.94$1.12$1.30$1.47$1.80$2.12$2.45$2.78$0.99$1.19$1.40$1.60$1.80$2.00$2.21$2.41$2.61$2.81$3.16$5.43$7.70
PutsExpensive1.93×
CallsCheap0.89×
SkewBearish+37.81 pp
Implied moveBearish±$3.50
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.41137.1%28.2%
25Δ16.13129.9%25.6%
30Δ22.1155.6%13.0%16.84122.8%23.1%
35Δ21.6957.2%11.8%17.55115.6%20.5%
40Δ21.2758.8%10.6%18.27108.5%18.0%
45Δ20.8560.4%9.4%18.98101.3%15.4%
50Δ20.4362.0%8.2%19.7094.2%12.9%
55Δ20.0163.5%7.0%20.4187.0%10.4%
60Δ19.5164.5%6.1%21.1279.9%7.8%
65Δ19.0065.4%5.2%21.8472.7%5.3%
70Δ18.5066.4%4.3%22.6767.2%2.9%
75Δ17.9967.3%3.5%25.0283.3%2.5%
80Δ27.3799.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
137.1%
B/E move
28.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.13
IV
129.9%
B/E move
25.6%

30Δ

Calls
Pseudo strike
22.11
IV
55.6%
B/E move
13.0%
Puts
Pseudo strike
16.84
IV
122.8%
B/E move
23.1%

35Δ

Calls
Pseudo strike
21.69
IV
57.2%
B/E move
11.8%
Puts
Pseudo strike
17.55
IV
115.6%
B/E move
20.5%

40Δ

Calls
Pseudo strike
21.27
IV
58.8%
B/E move
10.6%
Puts
Pseudo strike
18.27
IV
108.5%
B/E move
18.0%

45Δ

Calls
Pseudo strike
20.85
IV
60.4%
B/E move
9.4%
Puts
Pseudo strike
18.98
IV
101.3%
B/E move
15.4%

50Δ

Calls
Pseudo strike
20.43
IV
62.0%
B/E move
8.2%
Puts
Pseudo strike
19.70
IV
94.2%
B/E move
12.9%

55Δ

Calls
Pseudo strike
20.01
IV
63.5%
B/E move
7.0%
Puts
Pseudo strike
20.41
IV
87.0%
B/E move
10.4%

60Δ

Calls
Pseudo strike
19.51
IV
64.5%
B/E move
6.1%
Puts
Pseudo strike
21.12
IV
79.9%
B/E move
7.8%

65Δ

Calls
Pseudo strike
19.00
IV
65.4%
B/E move
5.2%
Puts
Pseudo strike
21.84
IV
72.7%
B/E move
5.3%

70Δ

Calls
Pseudo strike
18.50
IV
66.4%
B/E move
4.3%
Puts
Pseudo strike
22.67
IV
67.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.99
IV
67.3%
B/E move
3.5%
Puts
Pseudo strike
25.02
IV
83.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.37
IV
99.4%
B/E move
2.1%

Options history

No recorded observations