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NOV Inc. NOV

i

Market dataready · fetched 2026-11-12T03:01:37.209Z

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: 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 · 2026-11-12T00:00:00.001626295Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:01:36.707675+00:00

Share price$18.00
1D-2.9%
AH$17.60$17.85$18.10$18.36$18.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOV
Sold putSold callAH

NOV Inc. options

Live interpolated NOV call and put midpoint premiums by absolute delta.NOV Inc.$0.19$0.87$1.55$2.23$2.91$15.30$16.61$17.93$19.24$20.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NOV spot · $18.00NOV PRICE$0.26$0.32$0.36$0.40$0.44$0.48$0.62$0.81$1.00$1.19$2.71$0.38$0.39$0.41$0.43$0.45$0.46$0.55$0.74$0.93$1.13$1.34$1.71$2.08
PutsCheap0.85×
Calls——
Skew——
Implied moveBearish±$1.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.79111.9%14.3%
25Δ19.4967.1%9.7%16.3095.8%11.6%
30Δ19.0762.9%7.7%16.6784.4%9.7%
35Δ18.8058.5%6.4%17.0472.9%7.7%
40Δ18.5654.1%5.4%17.4161.4%5.8%
45Δ18.3349.7%4.3%17.7750.0%3.8%
50Δ18.0945.3%3.2%18.0944.5%2.6%
55Δ17.8646.5%2.6%18.3248.7%2.3%
60Δ17.6351.3%2.4%18.5652.8%2.1%
65Δ17.3956.1%2.2%18.7957.0%1.9%
70Δ17.1660.9%2.0%19.0461.2%1.6%
75Δ19.4765.3%1.3%
80Δ15.73115.4%2.5%19.8969.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.79
IV
111.9%
B/E move
14.3%

25Δ

Calls
Pseudo strike
19.49
IV
67.1%
B/E move
9.7%
Puts
Pseudo strike
16.30
IV
95.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
19.07
IV
62.9%
B/E move
7.7%
Puts
Pseudo strike
16.67
IV
84.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
18.80
IV
58.5%
B/E move
6.4%
Puts
Pseudo strike
17.04
IV
72.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
18.56
IV
54.1%
B/E move
5.4%
Puts
Pseudo strike
17.41
IV
61.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
18.33
IV
49.7%
B/E move
4.3%
Puts
Pseudo strike
17.77
IV
50.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
18.09
IV
45.3%
B/E move
3.2%
Puts
Pseudo strike
18.09
IV
44.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
17.86
IV
46.5%
B/E move
2.6%
Puts
Pseudo strike
18.32
IV
48.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
17.63
IV
51.3%
B/E move
2.4%
Puts
Pseudo strike
18.56
IV
52.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
17.39
IV
56.1%
B/E move
2.2%
Puts
Pseudo strike
18.79
IV
57.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
17.16
IV
60.9%
B/E move
2.0%
Puts
Pseudo strike
19.04
IV
61.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.47
IV
65.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.73
IV
115.4%
B/E move
2.5%
Puts
Pseudo strike
19.89
IV
69.4%
B/E move
1.0%

Options history

IV · four-Friday blend39.98%
Daily EOD
NOV36.7%43.0%49.2%2026-10-19: 37.58%2026-10-20: 38.18%2026-10-21: 40.63%2026-10-22: 41.13%2026-10-23: 45.63%2026-10-26: 41.00%2026-10-27: 48.33%2026-10-28: 43.26%2026-10-29: 38.05%2026-10-30: 39.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.58%
38.18%
40.63%
41.13%
45.63%
41.00%
48.33%
43.26%
38.05%
39.98%