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Newmark Group, Inc. Class A Common Stock NMRK

REAL ESTATE · REAL ESTATE SERVICES
i

Market dataready · fetched 2026-11-13T01:32:53.929Z

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 · 2026-11-12T21:09:44.658019717Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:28:11.634005+00:00

Share price$11.02
1D-1.9%
AH$10.83$10.94$11.05$11.16$11.275:30 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$0.01$2.22$4.44$6.66$8.87$7.62$9.05$10.49$11.92$13.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRK spot · $11.02NMRK PRICE$0.25$0.31$0.38$0.44$0.50$0.57$0.63$0.70$0.76$0.82$0.89$0.95$1.02$0.85$1.46$2.08$2.69$3.31$3.93$4.54$5.16$5.77$6.39$7.00$7.62$8.23
PutsExpensive3.76×
CallsExpensive2.94×
SkewBearish+66.38 pp
Implied moveBearish±$5.17
TiltBearish75.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.92152.7%28.6%10.8583.6%9.3%
25Δ13.20144.3%22.6%11.5299.1%8.7%
30Δ12.49135.9%16.8%12.20114.6%8.2%
35Δ12.27129.4%15.4%12.87130.1%7.7%
40Δ12.05122.9%14.0%13.54145.7%7.1%
45Δ11.83116.4%12.5%14.22161.2%6.6%
50Δ11.61109.9%11.1%14.89176.7%6.1%
55Δ11.39103.4%9.7%15.57192.2%5.5%
60Δ11.1796.9%8.3%16.24207.7%5.0%
65Δ10.9590.4%6.9%16.92223.3%4.4%
70Δ10.7383.9%5.4%17.59238.8%3.9%
75Δ10.5177.4%4.0%18.27254.3%3.4%
80Δ10.2970.9%2.6%18.94269.8%2.8%

20Δ

Calls
Pseudo strike
13.92
IV
152.7%
B/E move
28.6%
Puts
Pseudo strike
10.85
IV
83.6%
B/E move
9.3%

25Δ

Calls
Pseudo strike
13.20
IV
144.3%
B/E move
22.6%
Puts
Pseudo strike
11.52
IV
99.1%
B/E move
8.7%

30Δ

Calls
Pseudo strike
12.49
IV
135.9%
B/E move
16.8%
Puts
Pseudo strike
12.20
IV
114.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
12.27
IV
129.4%
B/E move
15.4%
Puts
Pseudo strike
12.87
IV
130.1%
B/E move
7.7%

40Δ

Calls
Pseudo strike
12.05
IV
122.9%
B/E move
14.0%
Puts
Pseudo strike
13.54
IV
145.7%
B/E move
7.1%

45Δ

Calls
Pseudo strike
11.83
IV
116.4%
B/E move
12.5%
Puts
Pseudo strike
14.22
IV
161.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
11.61
IV
109.9%
B/E move
11.1%
Puts
Pseudo strike
14.89
IV
176.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
11.39
IV
103.4%
B/E move
9.7%
Puts
Pseudo strike
15.57
IV
192.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
11.17
IV
96.9%
B/E move
8.3%
Puts
Pseudo strike
16.24
IV
207.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
10.95
IV
90.4%
B/E move
6.9%
Puts
Pseudo strike
16.92
IV
223.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
10.73
IV
83.9%
B/E move
5.4%
Puts
Pseudo strike
17.59
IV
238.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.51
IV
77.4%
B/E move
4.0%
Puts
Pseudo strike
18.27
IV
254.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
10.29
IV
70.9%
B/E move
2.6%
Puts
Pseudo strike
18.94
IV
269.8%
B/E move
2.8%

Options history

IV · four-Friday blend53.92%
Daily EOD
NMRK50.1%55.0%59.8%2026-10-20: 52.04%2026-10-22: 59.18%2026-10-23: 50.81%2026-10-26: 57.97%2026-10-28: 53.92%Oct 20Oct 23Oct 28
5 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
52.04%
59.18%
50.81%
57.97%
53.92%