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Nomad Foods Limited NOMD

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Market datapartial · fetched 2026-10-23T19:50:43.050Z

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 · 2026-10-23T19:50:12.28178055Z

FundamentalsAlpha Vantage · unavailable

Share price$12.02
1D-1.5%
$11.91$11.99$12.06$12.14$12.225:30 AM6:30 AM9:00 AM1:00 PMNOMD
Sold putSold call

Nomad Foods Limited options

Live interpolated NOMD call and put midpoint premiums by absolute delta.Nomad Foods Limited$0.01$2.06$4.10$6.15$8.19$9.43$11.16$12.88$14.61$16.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOMD spot · $12.02NOMD PRICE$0.36$0.32$0.27$0.26$0.85$1.44$2.03$2.62$3.22$3.81$4.40$4.99$5.58$0.23$0.30$0.37$0.44$0.51$0.58$0.65$0.72$0.79$2.33$4.09$5.84$7.60
PutsExpensive2.01×
CallsExpensive2.64×
SkewBullish-52.27 pp
Implied moveBullish±$2.68
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.14120.0%45.7%10.6145.7%13.6%
25Δ15.5789.6%32.2%10.8445.1%12.3%
30Δ13.9959.1%18.7%11.0844.4%10.9%
35Δ12.4731.4%5.9%11.3143.8%9.6%
40Δ11.8450.2%5.6%11.5443.2%8.2%
45Δ11.2169.0%5.3%11.7742.5%6.9%
50Δ10.5887.7%5.0%12.0141.9%5.5%
55Δ9.96106.5%4.7%12.2441.2%4.1%
60Δ9.33125.3%4.4%12.4740.6%2.8%
65Δ8.70144.1%4.1%14.0658.7%2.4%
70Δ8.07162.9%3.8%15.8479.6%2.2%
75Δ7.45181.7%3.5%17.62100.5%2.0%
80Δ6.82200.5%3.2%19.40121.3%1.8%

20Δ

Calls
Pseudo strike
17.14
IV
120.0%
B/E move
45.7%
Puts
Pseudo strike
10.61
IV
45.7%
B/E move
13.6%

25Δ

Calls
Pseudo strike
15.57
IV
89.6%
B/E move
32.2%
Puts
Pseudo strike
10.84
IV
45.1%
B/E move
12.3%

30Δ

Calls
Pseudo strike
13.99
IV
59.1%
B/E move
18.7%
Puts
Pseudo strike
11.08
IV
44.4%
B/E move
10.9%

35Δ

Calls
Pseudo strike
12.47
IV
31.4%
B/E move
5.9%
Puts
Pseudo strike
11.31
IV
43.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
11.84
IV
50.2%
B/E move
5.6%
Puts
Pseudo strike
11.54
IV
43.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
11.21
IV
69.0%
B/E move
5.3%
Puts
Pseudo strike
11.77
IV
42.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
10.58
IV
87.7%
B/E move
5.0%
Puts
Pseudo strike
12.01
IV
41.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
9.96
IV
106.5%
B/E move
4.7%
Puts
Pseudo strike
12.24
IV
41.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
9.33
IV
125.3%
B/E move
4.4%
Puts
Pseudo strike
12.47
IV
40.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
8.70
IV
144.1%
B/E move
4.1%
Puts
Pseudo strike
14.06
IV
58.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
8.07
IV
162.9%
B/E move
3.8%
Puts
Pseudo strike
15.84
IV
79.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
7.45
IV
181.7%
B/E move
3.5%
Puts
Pseudo strike
17.62
IV
100.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
6.82
IV
200.5%
B/E move
3.2%
Puts
Pseudo strike
19.40
IV
121.3%
B/E move
1.8%

Options history

No recorded observations