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Nomad Power Solutions, Inc. Common Stock NMAD

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Market datapartial · fetched 2026-10-23T03:00:08.571Z

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 · 2026-10-22T20:00:00.081681113Z

FundamentalsAlpha Vantage · unavailable

Share price$3.60
1D-3.2%
AH$3.44$3.52$3.59$3.67$3.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMAD
Sold putSold callAH

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$1.25$2.24$3.23$4.21$0.34$1.63$2.93$4.22$5.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMAD spot · $3.60NMAD PRICE$0.38$0.38$0.38$0.42$0.49$0.55$0.61$0.68$0.74$0.88$0.41$0.51$0.98$1.71$2.44$3.17$1.71$3.93$3.39$2.85$2.32$1.78
PutsExpensive2.07×
CallsFair0.96×
SkewBearish+139.55 pp
Implied moveBearish±$2.13
TiltBearish64.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.38273.1%45.2%
25Δ2.82240.2%35.8%
30Δ3.45251.5%31.2%
35Δ5.48212.6%62.7%4.23294.3%30.0%
40Δ4.66170.8%39.9%5.00337.2%28.7%
45Δ4.12136.8%24.8%5.78380.0%27.4%
50Δ3.88126.8%19.5%4.69230.2%17.1%
55Δ3.72123.5%16.8%6.78361.1%20.8%
60Δ3.56120.1%14.2%6.38308.3%16.9%
65Δ3.40116.7%11.5%5.98255.5%13.0%
70Δ3.24113.4%8.9%5.59202.6%9.2%
75Δ3.08110.0%6.3%5.19149.8%5.3%
80Δ2.88110.3%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.38
IV
273.1%
B/E move
45.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
240.2%
B/E move
35.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
251.5%
B/E move
31.2%

35Δ

Calls
Pseudo strike
5.48
IV
212.6%
B/E move
62.7%
Puts
Pseudo strike
4.23
IV
294.3%
B/E move
30.0%

40Δ

Calls
Pseudo strike
4.66
IV
170.8%
B/E move
39.9%
Puts
Pseudo strike
5.00
IV
337.2%
B/E move
28.7%

45Δ

Calls
Pseudo strike
4.12
IV
136.8%
B/E move
24.8%
Puts
Pseudo strike
5.78
IV
380.0%
B/E move
27.4%

50Δ

Calls
Pseudo strike
3.88
IV
126.8%
B/E move
19.5%
Puts
Pseudo strike
4.69
IV
230.2%
B/E move
17.1%

55Δ

Calls
Pseudo strike
3.72
IV
123.5%
B/E move
16.8%
Puts
Pseudo strike
6.78
IV
361.1%
B/E move
20.8%

60Δ

Calls
Pseudo strike
3.56
IV
120.1%
B/E move
14.2%
Puts
Pseudo strike
6.38
IV
308.3%
B/E move
16.9%

65Δ

Calls
Pseudo strike
3.40
IV
116.7%
B/E move
11.5%
Puts
Pseudo strike
5.98
IV
255.5%
B/E move
13.0%

70Δ

Calls
Pseudo strike
3.24
IV
113.4%
B/E move
8.9%
Puts
Pseudo strike
5.59
IV
202.6%
B/E move
9.2%

75Δ

Calls
Pseudo strike
3.08
IV
110.0%
B/E move
6.3%
Puts
Pseudo strike
5.19
IV
149.8%
B/E move
5.3%

80Δ

Calls
Pseudo strike
2.88
IV
110.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations