IntraAlpha
Create free account Start free

Navios Maritime Partners L.P. NMM

i

Market datapartial · fetched 2026-10-22T16:53:58.887Z

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 · 2026-10-22T16:52:33.039586973Z

FundamentalsAlpha Vantage · unavailable

Share price$88.57
1D+1.4%
$86.86$87.38$87.90$88.42$88.945:30 AM6:30 AM9:00 AM1:00 PMNMM
Sold putSold call

Navios Maritime Partners L.P. options

Live interpolated NMM call and put midpoint premiums by absolute delta.Navios Maritime Partners L.P.$0.74$3.63$6.51$9.40$12.28$76.50$82.30$88.10$93.90$99.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMM spot · $88.56NMM PRICE$1.05$1.35$1.62$1.89$2.41$2.94$3.36$3.68$4.17$5.03$5.92$6.88$7.82$1.23$1.53$2.06$2.44$2.60$3.34$4.38$5.14$5.72$6.46$7.37$9.26$11.45
PutsExpensive1.15×
CallsFair1.01×
SkewBearish+3.71 pp
Implied moveBearish±$7.74
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.0939.0%11.9%80.9042.1%10.0%
25Δ96.2138.4%10.2%83.1338.0%7.9%
30Δ94.2536.0%8.2%84.3039.9%7.1%
35Δ92.5933.8%6.7%85.5739.3%6.1%
40Δ91.5135.1%6.0%87.0134.7%4.7%
45Δ90.4536.5%5.5%88.3035.9%4.1%
50Δ89.3735.9%4.7%89.5140.2%3.9%
55Δ88.2633.7%3.8%90.7140.9%3.4%
60Δ87.1232.7%3.1%91.9139.3%2.7%
65Δ85.9334.3%2.7%93.1838.3%2.1%
70Δ84.7035.5%2.3%94.5137.9%1.6%
75Δ83.3635.8%1.9%96.7040.8%1.3%
80Δ82.0635.4%1.5%99.1943.1%0.9%

20Δ

Calls
Pseudo strike
98.09
IV
39.0%
B/E move
11.9%
Puts
Pseudo strike
80.90
IV
42.1%
B/E move
10.0%

25Δ

Calls
Pseudo strike
96.21
IV
38.4%
B/E move
10.2%
Puts
Pseudo strike
83.13
IV
38.0%
B/E move
7.9%

30Δ

Calls
Pseudo strike
94.25
IV
36.0%
B/E move
8.2%
Puts
Pseudo strike
84.30
IV
39.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
92.59
IV
33.8%
B/E move
6.7%
Puts
Pseudo strike
85.57
IV
39.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
91.51
IV
35.1%
B/E move
6.0%
Puts
Pseudo strike
87.01
IV
34.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
90.45
IV
36.5%
B/E move
5.5%
Puts
Pseudo strike
88.30
IV
35.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
89.37
IV
35.9%
B/E move
4.7%
Puts
Pseudo strike
89.51
IV
40.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
88.26
IV
33.7%
B/E move
3.8%
Puts
Pseudo strike
90.71
IV
40.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
87.12
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
91.91
IV
39.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
85.93
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
93.18
IV
38.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
84.70
IV
35.5%
B/E move
2.3%
Puts
Pseudo strike
94.51
IV
37.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
83.36
IV
35.8%
B/E move
1.9%
Puts
Pseudo strike
96.70
IV
40.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
82.06
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
99.19
IV
43.1%
B/E move
0.9%

Options history

No recorded observations