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Nano Dimension Ltd NNDM

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-10-22T16:53:54.965Z

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 · 2026-10-22T16:53:10.637385228Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:53.548286+00:00

Share price$1.41
1D+0.0%
$1.39$1.40$1.41$1.42$1.435:30 AM6:30 AM9:00 AM1:00 PMNNDM
Sold putSold call

Nano Dimension Ltd options

Live interpolated NNDM call and put midpoint premiums by absolute delta.Nano Dimension Ltd$0.00$0.39$0.79$1.18$1.58$-0.27$0.38$1.04$1.69$2.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNDM spot · $1.41NNDM PRICE$0.04$0.05$0.05$0.06$0.07$0.13$0.21$0.29$0.37$0.45$0.54$0.62$0.70$0.50$0.52$0.55$0.57$0.60$0.62$0.65$0.68$0.70$0.75$1.46$1.04$0.15
PutsExpensive5.53×
CallsExpensive2.95×
SkewBearish+185.98 pp
Implied moveBearish±$0.86
TiltBearish42.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.8993.9%37.0%0.86651.9%73.9%
25Δ1.8088.4%31.2%0.99600.4%66.7%
30Δ1.7183.0%25.4%1.12549.0%59.5%
35Δ1.6277.5%19.6%1.24497.5%52.3%
40Δ1.5372.0%13.8%1.37446.0%45.1%
45Δ1.4597.0%12.9%1.50394.5%37.9%
50Δ1.39135.0%14.1%1.62343.0%30.6%
55Δ1.33172.9%15.2%1.75291.5%23.4%
60Δ1.26210.9%16.4%1.88240.0%16.2%
65Δ1.20248.8%17.5%2.02192.4%9.3%
70Δ1.13286.8%18.7%2.74260.1%9.3%
75Δ1.07324.7%19.8%2.37172.1%5.5%
80Δ1.00362.7%21.0%1.5532.8%0.6%

20Δ

Calls
Pseudo strike
1.89
IV
93.9%
B/E move
37.0%
Puts
Pseudo strike
0.86
IV
651.9%
B/E move
73.9%

25Δ

Calls
Pseudo strike
1.80
IV
88.4%
B/E move
31.2%
Puts
Pseudo strike
0.99
IV
600.4%
B/E move
66.7%

30Δ

Calls
Pseudo strike
1.71
IV
83.0%
B/E move
25.4%
Puts
Pseudo strike
1.12
IV
549.0%
B/E move
59.5%

35Δ

Calls
Pseudo strike
1.62
IV
77.5%
B/E move
19.6%
Puts
Pseudo strike
1.24
IV
497.5%
B/E move
52.3%

40Δ

Calls
Pseudo strike
1.53
IV
72.0%
B/E move
13.8%
Puts
Pseudo strike
1.37
IV
446.0%
B/E move
45.1%

45Δ

Calls
Pseudo strike
1.45
IV
97.0%
B/E move
12.9%
Puts
Pseudo strike
1.50
IV
394.5%
B/E move
37.9%

50Δ

Calls
Pseudo strike
1.39
IV
135.0%
B/E move
14.1%
Puts
Pseudo strike
1.62
IV
343.0%
B/E move
30.6%

55Δ

Calls
Pseudo strike
1.33
IV
172.9%
B/E move
15.2%
Puts
Pseudo strike
1.75
IV
291.5%
B/E move
23.4%

60Δ

Calls
Pseudo strike
1.26
IV
210.9%
B/E move
16.4%
Puts
Pseudo strike
1.88
IV
240.0%
B/E move
16.2%

65Δ

Calls
Pseudo strike
1.20
IV
248.8%
B/E move
17.5%
Puts
Pseudo strike
2.02
IV
192.4%
B/E move
9.3%

70Δ

Calls
Pseudo strike
1.13
IV
286.8%
B/E move
18.7%
Puts
Pseudo strike
2.74
IV
260.1%
B/E move
9.3%

75Δ

Calls
Pseudo strike
1.07
IV
324.7%
B/E move
19.8%
Puts
Pseudo strike
2.37
IV
172.1%
B/E move
5.5%

80Δ

Calls
Pseudo strike
1.00
IV
362.7%
B/E move
21.0%
Puts
Pseudo strike
1.55
IV
32.8%
B/E move
0.6%

Options history

No recorded observations