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Newmark Group, Inc. Class A Common Stock NMRK

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Market datapartial · fetched 2026-10-23T17:40:06.761Z

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 · 2026-10-23T17:40:05.226182573Z

FundamentalsAlpha Vantage · unavailable

Share price$11.48
1D-2.7%
$11.42$11.52$11.62$11.72$11.825:30 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$1.55$2.98$4.42$5.85$8.90$10.73$12.56$14.39$16.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMRK spot · $11.48NMRK PRICE$0.35$0.27$0.48$0.98$1.48$1.97$2.47$2.96$3.46$3.95$4.45$4.94$5.44$0.38$0.40$0.46$0.52$0.58$0.64$0.70$0.76$0.82$0.87$0.93$0.99$1.05
PutsExpensive1.24×
CallsExpensive2.94×
SkewBullish-68.02 pp
Implied moveBullish±$3.16
TiltBullish57.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.63121.9%47.9%9.37100.6%21.6%
25Δ13.8469.7%22.8%10.1078.0%15.6%
30Δ12.2053.0%10.5%10.3173.9%14.2%
35Δ11.6468.9%9.9%10.5269.8%12.9%
40Δ11.0784.8%9.3%10.7365.6%11.6%
45Δ10.51100.7%8.7%10.9461.5%10.3%
50Δ9.94116.6%8.1%11.1557.4%8.9%
55Δ9.38132.5%7.5%11.3653.2%7.6%
60Δ8.81148.3%6.9%11.5749.1%6.3%
65Δ8.25164.2%6.3%11.7845.0%5.0%
70Δ7.68180.1%5.7%11.9940.9%3.6%
75Δ7.12196.0%5.1%12.2136.7%2.3%
80Δ6.55211.9%4.5%12.4232.6%1.0%

20Δ

Calls
Pseudo strike
16.63
IV
121.9%
B/E move
47.9%
Puts
Pseudo strike
9.37
IV
100.6%
B/E move
21.6%

25Δ

Calls
Pseudo strike
13.84
IV
69.7%
B/E move
22.8%
Puts
Pseudo strike
10.10
IV
78.0%
B/E move
15.6%

30Δ

Calls
Pseudo strike
12.20
IV
53.0%
B/E move
10.5%
Puts
Pseudo strike
10.31
IV
73.9%
B/E move
14.2%

35Δ

Calls
Pseudo strike
11.64
IV
68.9%
B/E move
9.9%
Puts
Pseudo strike
10.52
IV
69.8%
B/E move
12.9%

40Δ

Calls
Pseudo strike
11.07
IV
84.8%
B/E move
9.3%
Puts
Pseudo strike
10.73
IV
65.6%
B/E move
11.6%

45Δ

Calls
Pseudo strike
10.51
IV
100.7%
B/E move
8.7%
Puts
Pseudo strike
10.94
IV
61.5%
B/E move
10.3%

50Δ

Calls
Pseudo strike
9.94
IV
116.6%
B/E move
8.1%
Puts
Pseudo strike
11.15
IV
57.4%
B/E move
8.9%

55Δ

Calls
Pseudo strike
9.38
IV
132.5%
B/E move
7.5%
Puts
Pseudo strike
11.36
IV
53.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
8.81
IV
148.3%
B/E move
6.9%
Puts
Pseudo strike
11.57
IV
49.1%
B/E move
6.3%

65Δ

Calls
Pseudo strike
8.25
IV
164.2%
B/E move
6.3%
Puts
Pseudo strike
11.78
IV
45.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
7.68
IV
180.1%
B/E move
5.7%
Puts
Pseudo strike
11.99
IV
40.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
7.12
IV
196.0%
B/E move
5.1%
Puts
Pseudo strike
12.21
IV
36.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
6.55
IV
211.9%
B/E move
4.5%
Puts
Pseudo strike
12.42
IV
32.6%
B/E move
1.0%

Options history

No recorded observations