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Newmark Group, Inc. Class A Common Stock NMRK

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Market datapartial · fetched 2026-10-22T21:54:39.467Z

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 · 2026-10-22T20:00:02.412182287Z

FundamentalsAlpha Vantage · unavailable

Share price$11.82
1D+3.3%
AH$11.40$11.54$11.68$11.82$11.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMRK
Sold putSold callAH

Newmark Group, Inc. Class A Common Stock options

Live interpolated NMRK call and put midpoint premiums by absolute delta.Newmark Group, Inc. Class A Common Stock$0.13$1.82$3.52$5.21$6.90$7.83$9.54$11.26$12.97$14.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRK spot · $11.82NMRK PRICE$0.37$0.35$0.32$0.31$0.51$0.70$0.89$1.09$1.28$1.47$1.67$1.86$2.05$0.38$0.57$0.79$1.00$1.22$1.44$1.65$1.98$2.36$2.74$3.12$3.49$6.41
PutsExpensive2.17×
CallsExpensive1.54×
SkewBearish+33.86 pp
Implied moveBearish±$2.55
TiltBearish35.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.09121.8%47.7%9.8690.9%19.8%
25Δ15.5294.3%34.2%10.3688.6%17.2%
30Δ13.9566.8%20.8%10.7691.0%15.6%
35Δ12.4841.6%8.2%11.1693.4%14.0%
40Δ12.2245.2%7.6%11.5695.9%12.5%
45Δ11.9548.8%7.0%11.9798.3%10.9%
50Δ11.6952.3%6.4%12.37100.7%9.4%
55Δ11.4255.9%5.8%12.85101.2%8.0%
60Δ11.1659.5%5.2%13.37100.8%6.9%
65Δ10.8963.1%4.6%13.89100.4%5.7%
70Δ10.6366.7%4.0%14.40100.0%4.5%
75Δ10.3670.3%3.4%14.9299.6%3.3%
80Δ10.1073.9%2.8%17.86139.2%3.1%

20Δ

Calls
Pseudo strike
17.09
IV
121.8%
B/E move
47.7%
Puts
Pseudo strike
9.86
IV
90.9%
B/E move
19.8%

25Δ

Calls
Pseudo strike
15.52
IV
94.3%
B/E move
34.2%
Puts
Pseudo strike
10.36
IV
88.6%
B/E move
17.2%

30Δ

Calls
Pseudo strike
13.95
IV
66.8%
B/E move
20.8%
Puts
Pseudo strike
10.76
IV
91.0%
B/E move
15.6%

35Δ

Calls
Pseudo strike
12.48
IV
41.6%
B/E move
8.2%
Puts
Pseudo strike
11.16
IV
93.4%
B/E move
14.0%

40Δ

Calls
Pseudo strike
12.22
IV
45.2%
B/E move
7.6%
Puts
Pseudo strike
11.56
IV
95.9%
B/E move
12.5%

45Δ

Calls
Pseudo strike
11.95
IV
48.8%
B/E move
7.0%
Puts
Pseudo strike
11.97
IV
98.3%
B/E move
10.9%

50Δ

Calls
Pseudo strike
11.69
IV
52.3%
B/E move
6.4%
Puts
Pseudo strike
12.37
IV
100.7%
B/E move
9.4%

55Δ

Calls
Pseudo strike
11.42
IV
55.9%
B/E move
5.8%
Puts
Pseudo strike
12.85
IV
101.2%
B/E move
8.0%

60Δ

Calls
Pseudo strike
11.16
IV
59.5%
B/E move
5.2%
Puts
Pseudo strike
13.37
IV
100.8%
B/E move
6.9%

65Δ

Calls
Pseudo strike
10.89
IV
63.1%
B/E move
4.6%
Puts
Pseudo strike
13.89
IV
100.4%
B/E move
5.7%

70Δ

Calls
Pseudo strike
10.63
IV
66.7%
B/E move
4.0%
Puts
Pseudo strike
14.40
IV
100.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
10.36
IV
70.3%
B/E move
3.4%
Puts
Pseudo strike
14.92
IV
99.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
10.10
IV
73.9%
B/E move
2.8%
Puts
Pseudo strike
17.86
IV
139.2%
B/E move
3.1%

Options history

No recorded observations