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Nano Dimension Ltd. American Depositary Shares NNDM

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-12T00:58:43.620Z

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 · 2026-11-12T00:13:27.719472784Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:43.270110+00:00

Share price$1.33
1D+0.2%
AH$1.32$1.34$1.35$1.36$1.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNDM
Sold putSold callAH

Nano Dimension Ltd. American Depositary Shares options

Live interpolated NNDM call and put midpoint premiums by absolute delta.Nano Dimension Ltd. American Depositary Shares$0.51$0.73$0.94$1.16$1.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENNDM PRICE$0.54$0.87$1.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ2.09356.4%7.9%
75Δ2.54414.1%7.3%
80Δ0.93442.5%10.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.09
IV
356.4%
B/E move
7.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.54
IV
414.1%
B/E move
7.3%

80Δ

Calls
Pseudo strike
0.93
IV
442.5%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend168.60%
Daily EOD
NNDM142.0%157.4%172.8%2026-10-19: 144.08%2026-10-21: 150.78%2026-10-27: 170.63%2026-10-29: 168.60%Oct 19Oct 21Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
144.08%
150.78%
170.63%
168.60%