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Navios Maritime Partners L.P. NMM

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-12T00:58:30.645Z

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 · 2026-11-12T00:00:00.003893692Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:30.301864+00:00

Share price$88.00
1D-0.4%
AH$87.64$87.98$88.32$88.66$89.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMM
Sold putSold callAH

Navios Maritime Partners L.P. options

Live interpolated NMM call and put midpoint premiums by absolute delta.Navios Maritime Partners L.P.$0.58$1.60$2.62$3.64$4.66$79.92$84.04$88.17$92.29$96.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NMM spot · $88.00NMM PRICE$0.69$0.92$1.08$1.22$1.46$1.75$2.04$2.34$2.63$2.92$3.21$3.50$4.36$1.04$1.32$1.60$1.88$2.17$2.45$2.73$3.03$3.47$3.92$4.37
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$4.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4442.8%7.0%
25Δ92.6845.8%6.4%
30Δ91.6143.4%5.3%85.6136.8%3.9%
35Δ90.4439.2%4.2%86.2637.5%3.5%
40Δ89.5837.6%3.5%86.9238.2%3.0%
45Δ88.9237.6%3.0%87.5738.6%2.6%
50Δ88.2537.7%2.6%88.1937.4%2.2%
55Δ87.5937.7%2.2%88.8036.2%1.9%
60Δ87.0036.4%1.9%89.4235.1%1.5%
65Δ86.4334.8%1.5%90.0433.9%1.1%
70Δ85.8633.3%1.2%90.6833.0%0.9%
75Δ85.2931.8%0.9%91.3232.0%0.7%
80Δ84.2433.8%0.7%91.9631.1%0.5%

20Δ

Calls
Pseudo strike
93.44
IV
42.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
92.68
IV
45.8%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
91.61
IV
43.4%
B/E move
5.3%
Puts
Pseudo strike
85.61
IV
36.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
90.44
IV
39.2%
B/E move
4.2%
Puts
Pseudo strike
86.26
IV
37.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
89.58
IV
37.6%
B/E move
3.5%
Puts
Pseudo strike
86.92
IV
38.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
88.92
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
87.57
IV
38.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
88.25
IV
37.7%
B/E move
2.6%
Puts
Pseudo strike
88.19
IV
37.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
87.59
IV
37.7%
B/E move
2.2%
Puts
Pseudo strike
88.80
IV
36.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
87.00
IV
36.4%
B/E move
1.9%
Puts
Pseudo strike
89.42
IV
35.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
86.43
IV
34.8%
B/E move
1.5%
Puts
Pseudo strike
90.04
IV
33.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
85.86
IV
33.3%
B/E move
1.2%
Puts
Pseudo strike
90.68
IV
33.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
85.29
IV
31.8%
B/E move
0.9%
Puts
Pseudo strike
91.32
IV
32.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
84.24
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
91.96
IV
31.1%
B/E move
0.5%

Options history

IV · four-Friday blend36.71%
Daily EOD
NMM34.4%35.7%37.0%2026-10-19: 34.59%2026-10-20: 35.43%2026-10-21: 35.43%2026-10-22: 36.85%2026-10-23: 35.72%2026-10-26: 35.18%2026-10-27: 36.18%2026-10-28: 36.68%2026-10-29: 35.25%2026-10-30: 36.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.59%
35.43%
35.43%
36.85%
35.72%
35.18%
36.18%
36.68%
35.25%
36.71%