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NOV Inc. NOV

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Market datapartial · fetched 2026-10-23T03:51:20.887Z

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 · 2026-10-22T23:00:00.002290687Z

FundamentalsAlpha Vantage · unavailable

Share price$18.76
1D-2.6%
AH$18.24$18.52$18.79$19.07$19.355:30 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.$0.13$1.09$2.04$3.00$3.95$15.64$17.22$18.79$20.37$21.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOV spot · $18.76NOV PRICE$0.24$0.33$0.43$0.52$0.60$0.69$0.81$1.07$1.32$1.59$1.95$2.31$3.22$0.47$0.48$0.49$0.57$0.73$0.90$1.06$1.16$1.25$1.35$1.44$2.48$3.67
PutsExpensive1.30×
CallsExpensive1.48×
SkewBullish-1.29 pp
Implied moveBearish±$1.88
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9542.2%13.0%15.9876.6%17.3%
25Δ20.6143.2%11.6%17.1156.7%11.4%
30Δ20.2744.2%10.3%17.6746.8%8.4%
35Δ19.9244.6%9.0%18.1241.7%6.4%
40Δ19.5942.7%7.6%18.4143.2%5.8%
45Δ19.2540.9%6.3%18.6944.7%5.1%
50Δ18.9240.6%5.2%18.9846.3%4.5%
55Δ18.6044.9%4.9%19.2243.7%3.8%
60Δ18.2949.2%4.5%19.4540.9%3.0%
65Δ17.9553.4%4.2%19.6838.1%2.3%
70Δ17.4956.8%3.6%19.9135.3%1.6%
75Δ17.0260.1%3.0%20.9450.5%1.6%
80Δ16.0875.4%2.9%22.2057.0%1.3%

20Δ

Calls
Pseudo strike
20.95
IV
42.2%
B/E move
13.0%
Puts
Pseudo strike
15.98
IV
76.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
20.61
IV
43.2%
B/E move
11.6%
Puts
Pseudo strike
17.11
IV
56.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
20.27
IV
44.2%
B/E move
10.3%
Puts
Pseudo strike
17.67
IV
46.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
19.92
IV
44.6%
B/E move
9.0%
Puts
Pseudo strike
18.12
IV
41.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
19.59
IV
42.7%
B/E move
7.6%
Puts
Pseudo strike
18.41
IV
43.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
19.25
IV
40.9%
B/E move
6.3%
Puts
Pseudo strike
18.69
IV
44.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
18.92
IV
40.6%
B/E move
5.2%
Puts
Pseudo strike
18.98
IV
46.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
18.60
IV
44.9%
B/E move
4.9%
Puts
Pseudo strike
19.22
IV
43.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
18.29
IV
49.2%
B/E move
4.5%
Puts
Pseudo strike
19.45
IV
40.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
17.95
IV
53.4%
B/E move
4.2%
Puts
Pseudo strike
19.68
IV
38.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
17.49
IV
56.8%
B/E move
3.6%
Puts
Pseudo strike
19.91
IV
35.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
17.02
IV
60.1%
B/E move
3.0%
Puts
Pseudo strike
20.94
IV
50.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
16.08
IV
75.4%
B/E move
2.9%
Puts
Pseudo strike
22.20
IV
57.0%
B/E move
1.3%

Options history

No recorded observations