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Nomad Power Solutions, Inc. Common Stock NMAD

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-12T17:49:15.662Z

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 · 2026-11-12T17:48:52.02049065Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T17:49:14.940818+00:00

Share price$3.33
1D-7.2%
$3.30$3.40$3.50$3.60$3.705:30 AM6:30 AM9:00 AM1:00 PMNMAD
Sold putSold call

Nomad Power Solutions, Inc. Common Stock options

Live interpolated NMAD call and put midpoint premiums by absolute delta.Nomad Power Solutions, Inc. Common Stock$0.27$1.21$2.15$3.09$4.02$2.32$2.83$3.34$3.85$4.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NMAD spot · $3.33NMAD PRICE$0.38$0.38$0.39$0.44$0.49$0.54$0.59$0.69$0.89$1.09$1.76$1.85$1.97$2.33$2.69$3.07$3.75
Puts——
Calls——
Skew——
Implied moveBearish±$3.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ3.03798.7%61.7%
30Δ3.55777.4%48.8%
35Δ5.50446.9%76.4%4.07755.5%37.0%
40Δ4.45352.7%44.9%4.58730.6%32.5%
45Δ3.92298.3%29.6%5.08705.9%28.1%
50Δ3.72285.0%25.2%5.59682.2%24.2%
55Δ3.53271.7%20.7%6.39682.7%20.9%
60Δ3.33258.4%16.2%
65Δ3.13245.0%11.8%
70Δ2.92245.9%8.4%
75Δ2.68274.1%7.2%
80Δ2.44302.3%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
798.7%
B/E move
61.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
777.4%
B/E move
48.8%

35Δ

Calls
Pseudo strike
5.50
IV
446.9%
B/E move
76.4%
Puts
Pseudo strike
4.07
IV
755.5%
B/E move
37.0%

40Δ

Calls
Pseudo strike
4.45
IV
352.7%
B/E move
44.9%
Puts
Pseudo strike
4.58
IV
730.6%
B/E move
32.5%

45Δ

Calls
Pseudo strike
3.92
IV
298.3%
B/E move
29.6%
Puts
Pseudo strike
5.08
IV
705.9%
B/E move
28.1%

50Δ

Calls
Pseudo strike
3.72
IV
285.0%
B/E move
25.2%
Puts
Pseudo strike
5.59
IV
682.2%
B/E move
24.2%

55Δ

Calls
Pseudo strike
3.53
IV
271.7%
B/E move
20.7%
Puts
Pseudo strike
6.39
IV
682.7%
B/E move
20.9%

60Δ

Calls
Pseudo strike
3.33
IV
258.4%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.13
IV
245.0%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.92
IV
245.9%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.68
IV
274.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.44
IV
302.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend202.82%
Daily EOD
NMAD202.6%202.8%203.0%2026-10-29: 202.82%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
202.82%