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Nomura Holdings, Inc NMR

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Market datapartial · fetched 2026-10-22T23:29:41.029Z

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 · 2026-10-22T23:00:00.001944862Z

FundamentalsAlpha Vantage · unavailable

Share price$9.04
1D-1.0%
AH$9.01$9.04$9.08$9.11$9.155:30 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$0.00$2.94$5.88$8.82$11.76$2.41$4.85$7.28$9.71$12.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMR spot · $9.04NMR PRICE$0.27$0.37$0.46$0.56$0.65$0.75$0.85$0.94$1.04$1.13$1.23$1.32$1.42$1.84$2.59$3.35$4.10$4.86$5.62$6.37$7.13$7.88$8.64$9.40$10.15$10.91
PutsExpensive8.44×
CallsExpensive3.99×
SkewBearish+138.46 pp
Implied moveBearish±$7.22
TiltBearish76.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.41108.5%40.4%7.01223.3%42.8%
25Δ12.07104.6%37.6%8.04223.4%39.7%
30Δ11.72100.8%34.8%9.08223.4%36.6%
35Δ11.3796.9%32.0%10.12223.5%33.4%
40Δ11.0393.0%29.2%11.16223.6%30.3%
45Δ10.6889.1%26.5%12.20223.6%27.2%
50Δ10.3385.3%23.7%13.23223.7%24.1%
55Δ9.9981.4%20.9%14.27223.8%21.0%
60Δ9.6477.5%18.1%15.31223.9%17.9%
65Δ9.2973.6%15.3%16.35223.9%14.7%
70Δ8.9569.7%12.6%17.39224.0%11.6%
75Δ8.6065.9%9.8%18.43224.1%8.5%
80Δ8.2562.0%7.0%19.46224.1%5.4%

20Δ

Calls
Pseudo strike
12.41
IV
108.5%
B/E move
40.4%
Puts
Pseudo strike
7.01
IV
223.3%
B/E move
42.8%

25Δ

Calls
Pseudo strike
12.07
IV
104.6%
B/E move
37.6%
Puts
Pseudo strike
8.04
IV
223.4%
B/E move
39.7%

30Δ

Calls
Pseudo strike
11.72
IV
100.8%
B/E move
34.8%
Puts
Pseudo strike
9.08
IV
223.4%
B/E move
36.6%

35Δ

Calls
Pseudo strike
11.37
IV
96.9%
B/E move
32.0%
Puts
Pseudo strike
10.12
IV
223.5%
B/E move
33.4%

40Δ

Calls
Pseudo strike
11.03
IV
93.0%
B/E move
29.2%
Puts
Pseudo strike
11.16
IV
223.6%
B/E move
30.3%

45Δ

Calls
Pseudo strike
10.68
IV
89.1%
B/E move
26.5%
Puts
Pseudo strike
12.20
IV
223.6%
B/E move
27.2%

50Δ

Calls
Pseudo strike
10.33
IV
85.3%
B/E move
23.7%
Puts
Pseudo strike
13.23
IV
223.7%
B/E move
24.1%

55Δ

Calls
Pseudo strike
9.99
IV
81.4%
B/E move
20.9%
Puts
Pseudo strike
14.27
IV
223.8%
B/E move
21.0%

60Δ

Calls
Pseudo strike
9.64
IV
77.5%
B/E move
18.1%
Puts
Pseudo strike
15.31
IV
223.9%
B/E move
17.9%

65Δ

Calls
Pseudo strike
9.29
IV
73.6%
B/E move
15.3%
Puts
Pseudo strike
16.35
IV
223.9%
B/E move
14.7%

70Δ

Calls
Pseudo strike
8.95
IV
69.7%
B/E move
12.6%
Puts
Pseudo strike
17.39
IV
224.0%
B/E move
11.6%

75Δ

Calls
Pseudo strike
8.60
IV
65.9%
B/E move
9.8%
Puts
Pseudo strike
18.43
IV
224.1%
B/E move
8.5%

80Δ

Calls
Pseudo strike
8.25
IV
62.0%
B/E move
7.0%
Puts
Pseudo strike
19.46
IV
224.1%
B/E move
5.4%

Options history

No recorded observations