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NL Industries Inc NL

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-10-24T04:25:14.253Z

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 · 2026-10-23T23:00:00.002122881Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:25:14.500775+00:00

Share price$6.72
1D+1.1%
AH$6.56$6.61$6.66$6.71$6.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNL
Sold putSold callAH

NL Industries Inc options

Live interpolated NL call and put midpoint premiums by absolute delta.NL Industries Inc$0.13$1.04$1.94$2.85$3.75$4.08$5.96$7.83$9.71$11.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NL spot · $6.72NL PRICE$0.23$0.73$1.04$1.34$1.65$1.96$2.26$2.57$2.88$3.19$3.49$0.32$0.43$0.54$0.65$0.76$0.87$0.97$1.08$1.19$1.85$2.55$3.24
PutsExpensive2.44×
CallsExpensive5.42×
SkewBullish-120.27 pp
Implied moveBullish±$2.63
TiltBullish19.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.5491.0%22.3%
25Δ5.7892.0%20.3%
30Δ7.6671.6%17.4%6.0393.0%18.3%
35Δ9.79204.3%56.6%6.2794.1%16.3%
40Δ9.18212.0%52.1%6.5195.1%14.3%
45Δ8.57219.7%47.6%6.7696.1%12.3%
50Δ7.96227.4%43.0%7.0097.1%10.4%
55Δ7.35235.1%38.5%7.2498.2%8.4%
60Δ6.74242.8%34.0%7.4999.2%6.4%
65Δ6.13250.5%29.5%8.19113.4%5.6%
70Δ5.52258.2%25.0%8.93128.4%5.0%
75Δ4.91265.9%20.5%9.67143.5%4.3%
80Δ4.30273.6%16.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.54
IV
91.0%
B/E move
22.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.78
IV
92.0%
B/E move
20.3%

30Δ

Calls
Pseudo strike
7.66
IV
71.6%
B/E move
17.4%
Puts
Pseudo strike
6.03
IV
93.0%
B/E move
18.3%

35Δ

Calls
Pseudo strike
9.79
IV
204.3%
B/E move
56.6%
Puts
Pseudo strike
6.27
IV
94.1%
B/E move
16.3%

40Δ

Calls
Pseudo strike
9.18
IV
212.0%
B/E move
52.1%
Puts
Pseudo strike
6.51
IV
95.1%
B/E move
14.3%

45Δ

Calls
Pseudo strike
8.57
IV
219.7%
B/E move
47.6%
Puts
Pseudo strike
6.76
IV
96.1%
B/E move
12.3%

50Δ

Calls
Pseudo strike
7.96
IV
227.4%
B/E move
43.0%
Puts
Pseudo strike
7.00
IV
97.1%
B/E move
10.4%

55Δ

Calls
Pseudo strike
7.35
IV
235.1%
B/E move
38.5%
Puts
Pseudo strike
7.24
IV
98.2%
B/E move
8.4%

60Δ

Calls
Pseudo strike
6.74
IV
242.8%
B/E move
34.0%
Puts
Pseudo strike
7.49
IV
99.2%
B/E move
6.4%

65Δ

Calls
Pseudo strike
6.13
IV
250.5%
B/E move
29.5%
Puts
Pseudo strike
8.19
IV
113.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
5.52
IV
258.2%
B/E move
25.0%
Puts
Pseudo strike
8.93
IV
128.4%
B/E move
5.0%

75Δ

Calls
Pseudo strike
4.91
IV
265.9%
B/E move
20.5%
Puts
Pseudo strike
9.67
IV
143.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
4.30
IV
273.6%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations