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Nano Dimension Ltd. American Depositary Shares NNDM

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Market datapartial · fetched 2026-10-22T23:07:10.044Z

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 · 2026-10-22T23:02:25.234773951Z

FundamentalsAlpha Vantage · unavailable

Share price$1.38
1D-0.7%
AH$1.37$1.39$1.40$1.42$1.435:30 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$0.05$0.29$0.53$0.77$1.01$-0.53$0.26$1.05$1.83$2.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNDM spot · $1.38NNDM PRICE$0.08$0.16$0.24$0.32$0.40$0.48$0.56$0.64$0.72$0.49$0.52$0.54$0.57$0.59$0.61$0.64$0.66$0.69$0.71$0.94
PutsExpensive6.38×
CallsExpensive4.10×
SkewBearish+172.36 pp
Implied moveBearish±$0.88
TiltBearish31.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.84658.5%74.7%
25Δ0.96608.9%67.8%
30Δ1.08559.3%60.8%
35Δ1.20509.6%53.9%
40Δ1.5079.5%14.2%1.32460.0%46.9%
45Δ1.43120.0%15.5%1.44410.4%40.0%
50Δ1.37160.5%16.9%1.56360.7%33.0%
55Δ1.31201.1%18.2%1.68311.1%26.1%
60Δ1.25241.6%19.5%1.80261.5%19.1%
65Δ1.19282.1%20.9%1.92211.9%12.1%
70Δ1.13322.6%22.2%2.22201.5%7.6%
75Δ1.07363.2%23.6%
80Δ1.01403.7%24.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.84
IV
658.5%
B/E move
74.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.96
IV
608.9%
B/E move
67.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
559.3%
B/E move
60.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
509.6%
B/E move
53.9%

40Δ

Calls
Pseudo strike
1.50
IV
79.5%
B/E move
14.2%
Puts
Pseudo strike
1.32
IV
460.0%
B/E move
46.9%

45Δ

Calls
Pseudo strike
1.43
IV
120.0%
B/E move
15.5%
Puts
Pseudo strike
1.44
IV
410.4%
B/E move
40.0%

50Δ

Calls
Pseudo strike
1.37
IV
160.5%
B/E move
16.9%
Puts
Pseudo strike
1.56
IV
360.7%
B/E move
33.0%

55Δ

Calls
Pseudo strike
1.31
IV
201.1%
B/E move
18.2%
Puts
Pseudo strike
1.68
IV
311.1%
B/E move
26.1%

60Δ

Calls
Pseudo strike
1.25
IV
241.6%
B/E move
19.5%
Puts
Pseudo strike
1.80
IV
261.5%
B/E move
19.1%

65Δ

Calls
Pseudo strike
1.19
IV
282.1%
B/E move
20.9%
Puts
Pseudo strike
1.92
IV
211.9%
B/E move
12.1%

70Δ

Calls
Pseudo strike
1.13
IV
322.6%
B/E move
22.2%
Puts
Pseudo strike
2.22
IV
201.5%
B/E move
7.6%

75Δ

Calls
Pseudo strike
1.07
IV
363.2%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.01
IV
403.7%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations