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Northern Oil and Gas, Inc. NOG

i

Market datapartial · fetched 2026-10-22T23:43:19.483Z

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 · 2026-10-22T23:00:00.002813939Z

FundamentalsAlpha Vantage · unavailable

Share price$27.26
1D-1.0%
AH$26.67$26.97$27.27$27.57$27.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOG
Sold putSold callAH

Northern Oil and Gas, Inc. options

Live interpolated NOG call and put midpoint premiums by absolute delta.Northern Oil and Gas, Inc.$0.26$1.30$2.34$3.38$4.42$21.45$24.08$26.72$29.35$31.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOG spot · $27.26NOG PRICE$0.37$0.51$0.66$0.82$1.00$1.19$1.41$1.64$1.88$2.13$2.43$2.76$3.13$0.47$0.61$0.79$0.97$1.16$1.37$1.63$1.90$2.18$2.48$3.00$3.54$4.12
PutsExpensive1.06×
CallsFair1.00×
SkewBearish+0.47 pp
Implied moveBearish±$3.04
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7145.2%14.0%24.4750.7%12.0%
25Δ30.1746.9%12.5%25.1249.6%10.1%
30Δ29.6347.9%11.1%25.6549.5%8.8%
35Δ29.1048.6%9.8%26.1749.2%7.6%
40Δ28.6049.0%8.6%26.6548.6%6.5%
45Δ28.1049.3%7.4%27.1348.2%5.5%
50Δ27.6149.6%6.5%27.6048.3%4.7%
55Δ27.1349.9%5.5%28.0848.3%4.0%
60Δ26.6549.6%4.7%28.5547.6%3.3%
65Δ26.1849.0%3.8%29.0447.0%2.6%
70Δ25.6848.6%3.1%29.6948.7%2.1%
75Δ25.1748.2%2.5%30.3649.5%1.6%
80Δ24.6547.2%1.9%31.0749.7%1.1%

20Δ

Calls
Pseudo strike
30.71
IV
45.2%
B/E move
14.0%
Puts
Pseudo strike
24.47
IV
50.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
30.17
IV
46.9%
B/E move
12.5%
Puts
Pseudo strike
25.12
IV
49.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
29.63
IV
47.9%
B/E move
11.1%
Puts
Pseudo strike
25.65
IV
49.5%
B/E move
8.8%

35Δ

Calls
Pseudo strike
29.10
IV
48.6%
B/E move
9.8%
Puts
Pseudo strike
26.17
IV
49.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
28.60
IV
49.0%
B/E move
8.6%
Puts
Pseudo strike
26.65
IV
48.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
28.10
IV
49.3%
B/E move
7.4%
Puts
Pseudo strike
27.13
IV
48.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
27.61
IV
49.6%
B/E move
6.5%
Puts
Pseudo strike
27.60
IV
48.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
27.13
IV
49.9%
B/E move
5.5%
Puts
Pseudo strike
28.08
IV
48.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
26.65
IV
49.6%
B/E move
4.7%
Puts
Pseudo strike
28.55
IV
47.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
26.18
IV
49.0%
B/E move
3.8%
Puts
Pseudo strike
29.04
IV
47.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
25.68
IV
48.6%
B/E move
3.1%
Puts
Pseudo strike
29.69
IV
48.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
25.17
IV
48.2%
B/E move
2.5%
Puts
Pseudo strike
30.36
IV
49.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
24.65
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
31.07
IV
49.7%
B/E move
1.1%

Options history

No recorded observations