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Nomad Foods Limited NOMD

i

Market datapartial · fetched 2026-11-13T02:13:37.354Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-13T00:00:00.002949473Z

FundamentalsAlpha Vantage · unavailable

Share price$11.65
1D+0.4%
AH$11.63$11.66$11.70$11.73$11.765:30 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$0.22$0.71$1.19$1.67$2.16$8.16$9.92$11.67$13.43$15.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 PRICELive NOMD spot · $11.65NOMD PRICE$0.38$0.38$0.38$0.38$0.52$0.70$0.89$1.08$1.27$1.45$1.64$1.83$2.02$0.27$0.38$0.48$0.59$0.69$0.80$0.90$1.00$1.11
Puts——
CallsCheap0.80×
Skew——
Implied moveBalanced±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7565.4%47.0%10.2633.3%14.3%
25Δ14.6248.8%28.7%10.5232.9%12.9%
30Δ13.6739.0%20.6%10.7932.4%11.5%
35Δ12.7329.3%12.5%11.0632.0%10.1%
40Δ12.2928.2%9.9%11.3231.6%8.7%
45Δ12.0129.7%9.1%11.5931.1%7.3%
50Δ11.7331.3%8.3%11.8630.7%5.9%
55Δ11.4532.9%7.5%12.1230.3%4.5%
60Δ11.1734.4%6.7%12.3929.9%3.2%
65Δ10.8936.0%6.0%
70Δ10.6137.6%5.2%
75Δ10.3339.1%4.4%
80Δ10.0540.7%3.6%

20Δ

Calls
Pseudo strike
16.75
IV
65.4%
B/E move
47.0%
Puts
Pseudo strike
10.26
IV
33.3%
B/E move
14.3%

25Δ

Calls
Pseudo strike
14.62
IV
48.8%
B/E move
28.7%
Puts
Pseudo strike
10.52
IV
32.9%
B/E move
12.9%

30Δ

Calls
Pseudo strike
13.67
IV
39.0%
B/E move
20.6%
Puts
Pseudo strike
10.79
IV
32.4%
B/E move
11.5%

35Δ

Calls
Pseudo strike
12.73
IV
29.3%
B/E move
12.5%
Puts
Pseudo strike
11.06
IV
32.0%
B/E move
10.1%

40Δ

Calls
Pseudo strike
12.29
IV
28.2%
B/E move
9.9%
Puts
Pseudo strike
11.32
IV
31.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
12.01
IV
29.7%
B/E move
9.1%
Puts
Pseudo strike
11.59
IV
31.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
11.73
IV
31.3%
B/E move
8.3%
Puts
Pseudo strike
11.86
IV
30.7%
B/E move
5.9%

55Δ

Calls
Pseudo strike
11.45
IV
32.9%
B/E move
7.5%
Puts
Pseudo strike
12.12
IV
30.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
11.17
IV
34.4%
B/E move
6.7%
Puts
Pseudo strike
12.39
IV
29.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
10.89
IV
36.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.61
IV
37.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.33
IV
39.1%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.05
IV
40.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations