IntraAlpha
Create free account Start free

Nomad Foods Limited NOMD

i

Market datapartial · fetched 2026-10-23T02:25:27.135Z

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 · 2026-10-22T23:53:07.918626988Z

FundamentalsAlpha Vantage · unavailable

Share price$12.20
1D+3.0%
AH$11.84$11.94$12.05$12.15$12.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOMD
Sold putSold callAH

Nomad Foods Limited options

Live interpolated NOMD call and put midpoint premiums by absolute delta.Nomad Foods Limited$0.00$2.84$5.68$8.52$11.36$9.23$10.53$11.82$13.11$14.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOMD spot · $12.20NOMD PRICE$0.37$0.35$0.33$0.30$0.28$0.42$0.59$0.77$0.95$1.13$1.30$1.48$1.66$0.24$0.30$0.37$0.43$0.50$0.57$0.63$0.70$1.48$2.29$3.09$5.14$10.54
PutsExpensive2.49×
CallsExpensive1.20×
SkewBearish+22.46 pp
Implied moveBearish±$1.23
TiltBearish45.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.28117.4%44.7%10.5755.1%15.3%
25Δ16.1596.2%35.2%10.8453.0%13.6%
30Δ15.0175.1%25.7%11.1250.9%11.9%
35Δ13.8853.9%16.2%11.3948.8%10.2%
40Δ12.7432.7%6.7%11.6746.7%8.5%
45Δ12.3229.3%4.4%11.9444.6%6.8%
50Δ12.0930.5%4.0%12.2242.5%5.0%
55Δ11.8631.8%3.6%12.4940.4%3.3%
60Δ11.6433.1%3.2%13.2559.0%3.5%
65Δ11.4134.3%2.7%14.0378.1%3.8%
70Δ11.1835.6%2.3%14.8097.2%4.0%
75Δ10.9536.9%1.9%16.84129.3%4.1%
80Δ10.7338.1%1.5%22.24191.1%4.1%

20Δ

Calls
Pseudo strike
17.28
IV
117.4%
B/E move
44.7%
Puts
Pseudo strike
10.57
IV
55.1%
B/E move
15.3%

25Δ

Calls
Pseudo strike
16.15
IV
96.2%
B/E move
35.2%
Puts
Pseudo strike
10.84
IV
53.0%
B/E move
13.6%

30Δ

Calls
Pseudo strike
15.01
IV
75.1%
B/E move
25.7%
Puts
Pseudo strike
11.12
IV
50.9%
B/E move
11.9%

35Δ

Calls
Pseudo strike
13.88
IV
53.9%
B/E move
16.2%
Puts
Pseudo strike
11.39
IV
48.8%
B/E move
10.2%

40Δ

Calls
Pseudo strike
12.74
IV
32.7%
B/E move
6.7%
Puts
Pseudo strike
11.67
IV
46.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
12.32
IV
29.3%
B/E move
4.4%
Puts
Pseudo strike
11.94
IV
44.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
12.09
IV
30.5%
B/E move
4.0%
Puts
Pseudo strike
12.22
IV
42.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
11.86
IV
31.8%
B/E move
3.6%
Puts
Pseudo strike
12.49
IV
40.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
11.64
IV
33.1%
B/E move
3.2%
Puts
Pseudo strike
13.25
IV
59.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.41
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
14.03
IV
78.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
11.18
IV
35.6%
B/E move
2.3%
Puts
Pseudo strike
14.80
IV
97.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
10.95
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
16.84
IV
129.3%
B/E move
4.1%

80Δ

Calls
Pseudo strike
10.73
IV
38.1%
B/E move
1.5%
Puts
Pseudo strike
22.24
IV
191.1%
B/E move
4.1%

Options history

No recorded observations