IntraAlpha
Create free account Start free

Nomura Holdings, Inc NMR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-13T01:27:55.214Z

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 · 2026-11-13T00:00:00.001939082Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:26:50.795776+00:00

Share price$9.56
1D-0.7%
AH$9.55$9.58$9.61$9.64$9.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMR
Sold putSold callAH

Nomura Holdings, Inc options

Live interpolated NMR call and put midpoint premiums by absolute delta.Nomura Holdings, Inc$0.49$1.03$1.57$2.12$2.66$4.39$5.94$7.49$9.04$10.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NMR spot · $9.56NMR PRICE$0.55$0.56$0.70$0.83$0.97$1.10$1.24$1.37$1.51$1.64$1.78$1.91$0.81$0.95$1.09$1.23$1.37$1.51$1.65$1.80$1.94$2.08$2.22$2.36$2.50
PutsExpensive8.67×
Calls——
Skew——
Implied moveBearish±$2.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.80474.5%47.7%
25Δ15.65341.5%69.5%6.25449.9%44.6%
30Δ12.46251.9%36.2%6.69425.2%41.5%
35Δ12.05242.8%33.3%7.13400.6%38.3%
40Δ11.63233.7%30.4%7.57376.0%35.2%
45Δ11.22224.6%27.4%8.01351.4%32.0%
50Δ10.80215.6%24.5%8.45326.7%28.9%
55Δ10.38206.5%21.6%8.89302.1%25.8%
60Δ9.97197.4%18.6%9.33277.5%22.6%
65Δ9.55188.4%15.7%9.77252.9%19.5%
70Δ9.14179.3%12.8%10.21228.2%16.4%
75Δ8.72170.2%9.8%10.65203.6%13.2%
80Δ8.31161.2%6.9%11.10179.0%10.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
474.5%
B/E move
47.7%

25Δ

Calls
Pseudo strike
15.65
IV
341.5%
B/E move
69.5%
Puts
Pseudo strike
6.25
IV
449.9%
B/E move
44.6%

30Δ

Calls
Pseudo strike
12.46
IV
251.9%
B/E move
36.2%
Puts
Pseudo strike
6.69
IV
425.2%
B/E move
41.5%

35Δ

Calls
Pseudo strike
12.05
IV
242.8%
B/E move
33.3%
Puts
Pseudo strike
7.13
IV
400.6%
B/E move
38.3%

40Δ

Calls
Pseudo strike
11.63
IV
233.7%
B/E move
30.4%
Puts
Pseudo strike
7.57
IV
376.0%
B/E move
35.2%

45Δ

Calls
Pseudo strike
11.22
IV
224.6%
B/E move
27.4%
Puts
Pseudo strike
8.01
IV
351.4%
B/E move
32.0%

50Δ

Calls
Pseudo strike
10.80
IV
215.6%
B/E move
24.5%
Puts
Pseudo strike
8.45
IV
326.7%
B/E move
28.9%

55Δ

Calls
Pseudo strike
10.38
IV
206.5%
B/E move
21.6%
Puts
Pseudo strike
8.89
IV
302.1%
B/E move
25.8%

60Δ

Calls
Pseudo strike
9.97
IV
197.4%
B/E move
18.6%
Puts
Pseudo strike
9.33
IV
277.5%
B/E move
22.6%

65Δ

Calls
Pseudo strike
9.55
IV
188.4%
B/E move
15.7%
Puts
Pseudo strike
9.77
IV
252.9%
B/E move
19.5%

70Δ

Calls
Pseudo strike
9.14
IV
179.3%
B/E move
12.8%
Puts
Pseudo strike
10.21
IV
228.2%
B/E move
16.4%

75Δ

Calls
Pseudo strike
8.72
IV
170.2%
B/E move
9.8%
Puts
Pseudo strike
10.65
IV
203.6%
B/E move
13.2%

80Δ

Calls
Pseudo strike
8.31
IV
161.2%
B/E move
6.9%
Puts
Pseudo strike
11.10
IV
179.0%
B/E move
10.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations