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Newmark Group, Inc. Class A Common Stock NMRK

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Market datapartial · fetched 2026-10-22T15:53:16.387Z

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 · 2026-10-22T15:52:57.121543878Z

FundamentalsAlpha Vantage · unavailable

Share price$11.86
1D+3.7%
$11.41$11.53$11.65$11.77$11.895:30 AM6:30 AM9:00 AM1:00 PMNMRK
Sold putSold call

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$0.11$2.14$4.17$6.20$8.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENMRK PRICE$0.37$0.36$0.34$0.33$0.38$0.58$0.80$1.02$1.24$1.46$1.68$2.04$2.42$2.81$3.20$3.85$7.65
PutsExpensive2.18×
CallsExpensive1.96×
SkewBearish+18.57 pp
Implied move——
TiltBearish90.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.13121.4%47.6%9.9289.5%19.5%
25Δ15.6996.8%35.3%10.3889.5%17.4%
30Δ14.2572.1%23.1%10.7992.1%15.8%
35Δ12.8147.5%10.8%11.2094.7%14.2%
40Δ11.6097.3%12.6%
45Δ12.0199.9%11.0%
50Δ12.42102.5%9.5%
55Δ12.93102.9%8.2%
60Δ13.46102.8%7.0%
65Δ13.99102.7%5.8%
70Δ14.52102.5%4.5%
75Δ15.30106.7%3.5%
80Δ19.10156.0%3.5%

20Δ

Calls
Pseudo strike
17.13
IV
121.4%
B/E move
47.6%
Puts
Pseudo strike
9.92
IV
89.5%
B/E move
19.5%

25Δ

Calls
Pseudo strike
15.69
IV
96.8%
B/E move
35.3%
Puts
Pseudo strike
10.38
IV
89.5%
B/E move
17.4%

30Δ

Calls
Pseudo strike
14.25
IV
72.1%
B/E move
23.1%
Puts
Pseudo strike
10.79
IV
92.1%
B/E move
15.8%

35Δ

Calls
Pseudo strike
12.81
IV
47.5%
B/E move
10.8%
Puts
Pseudo strike
11.20
IV
94.7%
B/E move
14.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.60
IV
97.3%
B/E move
12.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.01
IV
99.9%
B/E move
11.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
102.5%
B/E move
9.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.93
IV
102.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.46
IV
102.8%
B/E move
7.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.99
IV
102.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.52
IV
102.5%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.30
IV
106.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.10
IV
156.0%
B/E move
3.5%

Options history

No recorded observations