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NN, Inc. Common Stock NNBR

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Market datapartial · fetched 2026-11-13T18:52:46.457Z

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 · 2026-11-13T18:51:53.186684131Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:52:44.770194+00:00

Share price$2.98
1D-6.4%
$2.91$2.98$3.05$3.13$3.205:30 AM6:30 AM9:00 AM1:00 PMNNBR
Sold putSold call

NN, Inc. Common Stock options

Live interpolated NNBR call and put midpoint premiums by absolute delta.NN, Inc. Common Stock$0.15$0.29$0.44$0.58$0.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENNBR PRICE$0.16$0.22$0.27$0.32$0.37$0.43$0.48$0.53$0.58$0.64$0.69
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.51239.8%57.0%
25Δ4.32245.0%52.4%
30Δ4.13250.3%47.9%
35Δ3.94255.6%43.4%
40Δ3.76260.9%38.8%
45Δ3.57266.1%34.3%
50Δ3.38271.4%29.8%
55Δ3.20276.7%25.2%
60Δ3.01282.0%20.7%
65Δ2.82287.2%16.2%
70Δ2.63292.5%11.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
4.51
IV
239.8%
B/E move
57.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.32
IV
245.0%
B/E move
52.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.13
IV
250.3%
B/E move
47.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.94
IV
255.6%
B/E move
43.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.76
IV
260.9%
B/E move
38.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.57
IV
266.1%
B/E move
34.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.38
IV
271.4%
B/E move
29.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.20
IV
276.7%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.01
IV
282.0%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.82
IV
287.2%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.63
IV
292.5%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations