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NN Inc NNBR

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-10-24T15:16:16.752Z

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 · 2026-10-23T21:56:54.229895716Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:06:57.679265+00:00

Share price$3.36
1D-3.9%
AH$3.24$3.29$3.33$3.37$3.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNBR
Sold putSold callAH

NN Inc options

Live interpolated NNBR call and put midpoint premiums by absolute delta.NN Inc$0.15$0.61$1.08$1.54$2.00$1.25$2.31$3.37$4.43$5.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNBR spot · $3.36NNBR PRICE$0.20$0.27$0.34$0.41$0.49$0.56$0.63$0.70$0.77$0.85$0.92$0.99$1.06$0.41$0.57$0.74$0.90$1.06$1.22$1.38$1.55$1.71$1.87
PutsExpensive1.71×
CallsExpensive1.72×
SkewBullish-1.54 pp
Implied moveBearish±$1.85
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.99204.1%114.0%
25Δ6.62201.3%105.2%2.75186.5%30.4%
30Δ6.25198.5%96.3%3.00186.3%27.8%
35Δ5.89195.6%87.5%3.25186.1%25.3%
40Δ5.52192.8%78.7%3.50185.9%22.7%
45Δ5.15189.9%69.9%3.75185.7%20.1%
50Δ4.78187.1%61.1%4.00185.5%17.5%
55Δ4.41184.3%52.2%4.24185.3%14.9%
60Δ4.05181.4%43.4%4.49185.1%12.3%
65Δ3.68178.6%34.6%4.74184.9%9.7%
70Δ3.31175.8%25.8%4.99184.7%7.1%
75Δ2.94172.9%17.0%
80Δ2.57170.1%8.1%

20Δ

Calls
Pseudo strike
6.99
IV
204.1%
B/E move
114.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.62
IV
201.3%
B/E move
105.2%
Puts
Pseudo strike
2.75
IV
186.5%
B/E move
30.4%

30Δ

Calls
Pseudo strike
6.25
IV
198.5%
B/E move
96.3%
Puts
Pseudo strike
3.00
IV
186.3%
B/E move
27.8%

35Δ

Calls
Pseudo strike
5.89
IV
195.6%
B/E move
87.5%
Puts
Pseudo strike
3.25
IV
186.1%
B/E move
25.3%

40Δ

Calls
Pseudo strike
5.52
IV
192.8%
B/E move
78.7%
Puts
Pseudo strike
3.50
IV
185.9%
B/E move
22.7%

45Δ

Calls
Pseudo strike
5.15
IV
189.9%
B/E move
69.9%
Puts
Pseudo strike
3.75
IV
185.7%
B/E move
20.1%

50Δ

Calls
Pseudo strike
4.78
IV
187.1%
B/E move
61.1%
Puts
Pseudo strike
4.00
IV
185.5%
B/E move
17.5%

55Δ

Calls
Pseudo strike
4.41
IV
184.3%
B/E move
52.2%
Puts
Pseudo strike
4.24
IV
185.3%
B/E move
14.9%

60Δ

Calls
Pseudo strike
4.05
IV
181.4%
B/E move
43.4%
Puts
Pseudo strike
4.49
IV
185.1%
B/E move
12.3%

65Δ

Calls
Pseudo strike
3.68
IV
178.6%
B/E move
34.6%
Puts
Pseudo strike
4.74
IV
184.9%
B/E move
9.7%

70Δ

Calls
Pseudo strike
3.31
IV
175.8%
B/E move
25.8%
Puts
Pseudo strike
4.99
IV
184.7%
B/E move
7.1%

75Δ

Calls
Pseudo strike
2.94
IV
172.9%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.57
IV
170.1%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations