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NPK International Inc. NPKI

i

Market dataready · fetched 2026-11-13T01:17:04.870Z

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 · 2026-11-13T00:00:00.00194987Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:17:04.504587+00:00

Share price$9.25
1D-0.5%
AH$9.21$9.29$9.37$9.44$9.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNPKI
Sold putSold callAH

NPK International Inc. options

Live interpolated NPKI call and put midpoint premiums by absolute delta.NPK International Inc.$0.37$0.98$1.58$2.19$2.79$8.18$8.73$9.28$9.83$10.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NPKI spot · $9.25NPKI PRICE$0.55$0.68$0.82$0.96$1.09$1.23$1.37$1.51$1.64$1.78$1.92$0.43$0.50$0.56$0.62$0.68$0.74$0.80$0.86$0.93$1.12$1.87$2.62
Puts——
Calls——
Skew——
Implied moveBullish±$1.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.75198.9%20.9%
30Δ11.98226.1%35.4%8.00186.8%18.8%
35Δ11.55221.2%32.3%8.26174.6%16.7%
40Δ11.13216.3%29.2%8.52162.5%14.6%
45Δ10.71211.4%26.1%8.77150.4%12.5%
50Δ10.29206.5%23.0%9.03138.3%10.4%
55Δ9.86201.6%19.9%9.28126.2%8.3%
60Δ9.44196.8%16.9%9.54114.0%6.2%
65Δ9.02191.9%13.8%9.79101.9%4.1%
70Δ8.60187.0%10.7%10.1597.0%2.4%
75Δ8.17182.1%7.6%10.92122.6%2.1%
80Δ7.75177.2%4.5%11.69148.2%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.75
IV
198.9%
B/E move
20.9%

30Δ

Calls
Pseudo strike
11.98
IV
226.1%
B/E move
35.4%
Puts
Pseudo strike
8.00
IV
186.8%
B/E move
18.8%

35Δ

Calls
Pseudo strike
11.55
IV
221.2%
B/E move
32.3%
Puts
Pseudo strike
8.26
IV
174.6%
B/E move
16.7%

40Δ

Calls
Pseudo strike
11.13
IV
216.3%
B/E move
29.2%
Puts
Pseudo strike
8.52
IV
162.5%
B/E move
14.6%

45Δ

Calls
Pseudo strike
10.71
IV
211.4%
B/E move
26.1%
Puts
Pseudo strike
8.77
IV
150.4%
B/E move
12.5%

50Δ

Calls
Pseudo strike
10.29
IV
206.5%
B/E move
23.0%
Puts
Pseudo strike
9.03
IV
138.3%
B/E move
10.4%

55Δ

Calls
Pseudo strike
9.86
IV
201.6%
B/E move
19.9%
Puts
Pseudo strike
9.28
IV
126.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
9.44
IV
196.8%
B/E move
16.9%
Puts
Pseudo strike
9.54
IV
114.0%
B/E move
6.2%

65Δ

Calls
Pseudo strike
9.02
IV
191.9%
B/E move
13.8%
Puts
Pseudo strike
9.79
IV
101.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.60
IV
187.0%
B/E move
10.7%
Puts
Pseudo strike
10.15
IV
97.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
8.17
IV
182.1%
B/E move
7.6%
Puts
Pseudo strike
10.92
IV
122.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
7.75
IV
177.2%
B/E move
4.5%
Puts
Pseudo strike
11.69
IV
148.2%
B/E move
1.9%

Options history

IV · four-Friday blend71.98%
Daily EOD
NPKI58.7%66.4%74.1%2026-10-19: 59.78%2026-10-21: 68.86%2026-10-22: 73.01%2026-10-26: 71.17%2026-10-27: 69.16%2026-10-28: 62.47%2026-10-29: 71.98%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
59.78%
68.86%
73.01%
71.17%
69.16%
62.47%
71.98%