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Nomura Holdings, Inc NMR

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Market datapartial · fetched 2026-10-23T15:07:33.440Z

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 · 2026-10-23T15:07:00.807977752Z

FundamentalsAlpha Vantage · unavailable

Share price$8.98
1D+0.2%
$8.93$8.95$8.96$8.98$8.995:30 AM6:30 AM9:00 AM1:00 PMNMR
Sold putSold call

Nomura Holdings, Inc options

Live interpolated NMR call and put midpoint premiums by absolute delta.Nomura Holdings, Inc$0.25$1.38$2.51$3.64$4.77$5.28$6.83$8.39$9.94$11.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMR spot · $8.98NMR PRICE$0.38$0.38$0.38$0.39$0.49$0.58$0.67$0.77$0.86$0.96$1.05$1.15$1.24$0.48$0.54$0.59$0.65$0.70$0.76$0.81$0.87$0.93$0.98$1.04$1.09$4.45
PutsExpensive4.43×
CallsExpensive4.17×
SkewBearish+47.36 pp
Implied moveBearish±$1.49
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.47170.5%76.5%5.71199.0%41.8%
25Δ12.13121.3%39.2%6.08185.7%38.3%
30Δ10.9795.2%26.3%6.45172.5%34.8%
35Δ9.9772.9%15.3%6.82159.2%31.3%
40Δ9.7670.3%14.1%7.19145.9%27.8%
45Δ9.5567.7%12.9%7.56132.7%24.3%
50Δ9.3565.1%11.6%7.93119.4%20.7%
55Δ9.1462.5%10.4%8.30106.2%17.2%
60Δ8.9459.9%9.2%8.6792.9%13.7%
65Δ8.7357.3%7.9%9.0479.6%10.2%
70Δ8.5354.7%6.7%9.4166.4%6.7%
75Δ8.3252.0%5.4%9.7953.1%3.2%
80Δ8.1249.4%4.2%13.27101.9%1.8%

20Δ

Calls
Pseudo strike
15.47
IV
170.5%
B/E move
76.5%
Puts
Pseudo strike
5.71
IV
199.0%
B/E move
41.8%

25Δ

Calls
Pseudo strike
12.13
IV
121.3%
B/E move
39.2%
Puts
Pseudo strike
6.08
IV
185.7%
B/E move
38.3%

30Δ

Calls
Pseudo strike
10.97
IV
95.2%
B/E move
26.3%
Puts
Pseudo strike
6.45
IV
172.5%
B/E move
34.8%

35Δ

Calls
Pseudo strike
9.97
IV
72.9%
B/E move
15.3%
Puts
Pseudo strike
6.82
IV
159.2%
B/E move
31.3%

40Δ

Calls
Pseudo strike
9.76
IV
70.3%
B/E move
14.1%
Puts
Pseudo strike
7.19
IV
145.9%
B/E move
27.8%

45Δ

Calls
Pseudo strike
9.55
IV
67.7%
B/E move
12.9%
Puts
Pseudo strike
7.56
IV
132.7%
B/E move
24.3%

50Δ

Calls
Pseudo strike
9.35
IV
65.1%
B/E move
11.6%
Puts
Pseudo strike
7.93
IV
119.4%
B/E move
20.7%

55Δ

Calls
Pseudo strike
9.14
IV
62.5%
B/E move
10.4%
Puts
Pseudo strike
8.30
IV
106.2%
B/E move
17.2%

60Δ

Calls
Pseudo strike
8.94
IV
59.9%
B/E move
9.2%
Puts
Pseudo strike
8.67
IV
92.9%
B/E move
13.7%

65Δ

Calls
Pseudo strike
8.73
IV
57.3%
B/E move
7.9%
Puts
Pseudo strike
9.04
IV
79.6%
B/E move
10.2%

70Δ

Calls
Pseudo strike
8.53
IV
54.7%
B/E move
6.7%
Puts
Pseudo strike
9.41
IV
66.4%
B/E move
6.7%

75Δ

Calls
Pseudo strike
8.32
IV
52.0%
B/E move
5.4%
Puts
Pseudo strike
9.79
IV
53.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
8.12
IV
49.4%
B/E move
4.2%
Puts
Pseudo strike
13.27
IV
101.9%
B/E move
1.8%

Options history

No recorded observations