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Northern Oil and Gas, Inc. NOG

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T01:19:38.301Z

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 · 2026-11-12T00:29:30.374987582Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:10:36.172042+00:00

Share price$23.19
1D+2.4%
AH$23.38$23.63$23.89$24.15$24.405:30 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.$0.04$1.07$2.10$3.13$4.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENOG PRICE$0.29$0.39$0.50$0.64$0.77$0.99$1.26$1.53$1.94$2.36$2.67$3.06$3.86$0.15$0.19$0.23$0.27$0.32
Puts——
CallsExpensive1.64×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.5868.6%11.5%22.1335.9%5.2%
25Δ25.2573.1%10.6%22.3334.3%4.5%
30Δ24.9276.9%9.6%22.5432.8%3.8%
35Δ24.5378.1%8.5%22.7531.2%3.1%
40Δ24.1579.3%7.5%22.9529.6%2.4%
45Δ23.7784.3%6.8%
50Δ23.4091.7%6.3%
55Δ23.0399.1%5.9%
60Δ22.52108.9%5.4%
65Δ21.98118.5%5.0%
70Δ21.44116.3%4.0%
75Δ20.84116.8%3.1%
80Δ19.94130.9%2.6%

20Δ

Calls
Pseudo strike
25.58
IV
68.6%
B/E move
11.5%
Puts
Pseudo strike
22.13
IV
35.9%
B/E move
5.2%

25Δ

Calls
Pseudo strike
25.25
IV
73.1%
B/E move
10.6%
Puts
Pseudo strike
22.33
IV
34.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
24.92
IV
76.9%
B/E move
9.6%
Puts
Pseudo strike
22.54
IV
32.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
24.53
IV
78.1%
B/E move
8.5%
Puts
Pseudo strike
22.75
IV
31.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
24.15
IV
79.3%
B/E move
7.5%
Puts
Pseudo strike
22.95
IV
29.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
23.77
IV
84.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.40
IV
91.7%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.03
IV
99.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.52
IV
108.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.98
IV
118.5%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.44
IV
116.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.84
IV
116.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.94
IV
130.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.86%
Daily EOD
NOG45.2%46.6%48.1%2026-10-19: 47.01%2026-10-20: 46.15%2026-10-21: 45.91%2026-10-22: 46.42%2026-10-23: 47.35%2026-10-26: 47.53%2026-10-27: 46.88%2026-10-28: 45.44%2026-10-29: 45.39%2026-10-30: 47.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.01%
46.15%
45.91%
46.42%
47.35%
47.53%
46.88%
45.44%
45.39%
47.86%