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Nomad Foods Limited NOMD

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Market datapartial · fetched 2026-10-22T23:23:42.459Z

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 · 2026-10-22T23:00:00.002687846Z

FundamentalsAlpha Vantage · unavailable

Share price$12.23
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$3.21$6.43$9.64$12.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENOMD PRICE$0.37$0.35$0.33$0.31$0.28$0.24$0.31$0.38$0.44$0.51$0.58$0.65$0.85$1.64$2.43$3.22$5.50$11.92
PutsExpensive2.62×
CallsExpensive1.84×
SkewBullish-0.38 pp
Implied move——
TiltBearish89.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.29116.8%44.4%10.5855.5%15.4%
25Δ16.2096.4%35.3%10.8753.5%13.7%
30Δ15.1175.9%26.2%11.1551.4%11.9%
35Δ14.0155.5%17.1%11.4349.4%10.2%
40Δ12.9235.1%7.9%11.7147.3%8.4%
45Δ11.9945.3%6.7%
50Δ12.2743.2%4.9%
55Δ12.6545.3%3.6%
60Δ13.4164.2%3.8%
65Δ14.1683.1%4.1%
70Δ14.92102.1%4.3%
75Δ17.20136.7%4.3%
80Δ23.62205.1%4.3%

20Δ

Calls
Pseudo strike
17.29
IV
116.8%
B/E move
44.4%
Puts
Pseudo strike
10.58
IV
55.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
16.20
IV
96.4%
B/E move
35.3%
Puts
Pseudo strike
10.87
IV
53.5%
B/E move
13.7%

30Δ

Calls
Pseudo strike
15.11
IV
75.9%
B/E move
26.2%
Puts
Pseudo strike
11.15
IV
51.4%
B/E move
11.9%

35Δ

Calls
Pseudo strike
14.01
IV
55.5%
B/E move
17.1%
Puts
Pseudo strike
11.43
IV
49.4%
B/E move
10.2%

40Δ

Calls
Pseudo strike
12.92
IV
35.1%
B/E move
7.9%
Puts
Pseudo strike
11.71
IV
47.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.99
IV
45.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.27
IV
43.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.65
IV
45.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.41
IV
64.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.16
IV
83.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.92
IV
102.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.20
IV
136.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.62
IV
205.1%
B/E move
4.3%

Options history

No recorded observations