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Nomad Foods Limited NOMD

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Market datapartial · fetched 2026-10-23T23:11:08.946Z

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 · 2026-10-23T23:00:00.00303385Z

FundamentalsAlpha Vantage · unavailable

Share price$12.00
1D-1.6%
AH$11.91$11.99$12.06$12.14$12.225:30 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$0.02$2.01$4.00$5.99$7.98$9.47$11.20$12.93$14.65$16.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOMD spot · $12.00NOMD PRICE$0.36$0.32$0.27$0.29$0.88$1.47$2.06$2.65$3.24$3.84$4.43$5.02$5.61$0.23$0.30$0.37$0.44$0.51$0.58$0.64$0.71$0.78$2.10$3.87$5.64$7.40
PutsExpensive1.99×
CallsExpensive2.68×
SkewBullish-55.89 pp
Implied moveBullish±$2.71
TiltBullish12.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.13120.4%45.8%10.6045.5%13.6%
25Δ15.5389.3%32.0%10.8344.8%12.2%
30Δ13.9258.3%18.2%11.0644.1%10.9%
35Δ12.4333.0%6.0%11.2943.4%9.5%
40Δ11.8052.0%5.7%11.5242.7%8.2%
45Δ11.1871.1%5.4%11.7542.0%6.9%
50Δ10.5590.2%5.1%11.9841.3%5.5%
55Δ9.92109.3%4.8%12.2140.7%4.2%
60Δ9.30128.4%4.5%12.4440.0%2.9%
65Δ8.67147.4%4.2%13.8255.1%2.3%
70Δ8.05166.5%3.9%15.6175.9%2.1%
75Δ7.42185.6%3.6%17.4196.7%1.9%
80Δ6.80204.7%3.3%19.20117.5%1.7%

20Δ

Calls
Pseudo strike
17.13
IV
120.4%
B/E move
45.8%
Puts
Pseudo strike
10.60
IV
45.5%
B/E move
13.6%

25Δ

Calls
Pseudo strike
15.53
IV
89.3%
B/E move
32.0%
Puts
Pseudo strike
10.83
IV
44.8%
B/E move
12.2%

30Δ

Calls
Pseudo strike
13.92
IV
58.3%
B/E move
18.2%
Puts
Pseudo strike
11.06
IV
44.1%
B/E move
10.9%

35Δ

Calls
Pseudo strike
12.43
IV
33.0%
B/E move
6.0%
Puts
Pseudo strike
11.29
IV
43.4%
B/E move
9.5%

40Δ

Calls
Pseudo strike
11.80
IV
52.0%
B/E move
5.7%
Puts
Pseudo strike
11.52
IV
42.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
11.18
IV
71.1%
B/E move
5.4%
Puts
Pseudo strike
11.75
IV
42.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
10.55
IV
90.2%
B/E move
5.1%
Puts
Pseudo strike
11.98
IV
41.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
9.92
IV
109.3%
B/E move
4.8%
Puts
Pseudo strike
12.21
IV
40.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
9.30
IV
128.4%
B/E move
4.5%
Puts
Pseudo strike
12.44
IV
40.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
8.67
IV
147.4%
B/E move
4.2%
Puts
Pseudo strike
13.82
IV
55.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
8.05
IV
166.5%
B/E move
3.9%
Puts
Pseudo strike
15.61
IV
75.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
7.42
IV
185.6%
B/E move
3.6%
Puts
Pseudo strike
17.41
IV
96.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
6.80
IV
204.7%
B/E move
3.3%
Puts
Pseudo strike
19.20
IV
117.5%
B/E move
1.7%

Options history

No recorded observations