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NPK International Inc. NPKI

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Market datapartial · fetched 2026-10-23T15:46:01.069Z

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 · 2026-10-23T15:44:21.62888117Z

FundamentalsAlpha Vantage · unavailable

Share price$10.90
1D+2.1%
$10.55$10.66$10.76$10.86$10.975:30 AM6:30 AM9:00 AM1:00 PMNPKI
Sold putSold call

NPK International Inc. options

Live interpolated NPKI call and put midpoint premiums by absolute delta.NPK International Inc.$0.39$1.35$2.31$3.28$4.24$7.45$9.15$10.85$12.55$14.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPKI spot · $10.90NPKI PRICE$0.94$0.99$1.04$1.09$1.14$1.19$0.49$0.75$1.01$1.27$1.53$1.79$2.05$2.40$2.92$3.44$3.96
PutsExpensive2.47×
CallsExpensive2.94×
SkewBearish+3.31 pp
Implied moveBearish±$2.52
TiltBearish54.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ10.0375.1%12.5%
35Δ10.4079.0%11.5%
40Δ10.7782.9%10.5%
45Δ12.19113.1%20.5%11.1486.8%9.5%
50Δ11.81103.5%17.5%11.5190.6%8.4%
55Δ11.4493.8%14.4%11.8894.5%7.4%
60Δ11.0684.1%11.4%12.2698.4%6.4%
65Δ10.6874.5%8.4%12.72101.1%5.4%
70Δ10.3064.8%5.4%13.34101.7%4.4%
75Δ13.97102.2%3.4%
80Δ14.59102.8%2.5%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.03
IV
75.1%
B/E move
12.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.40
IV
79.0%
B/E move
11.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.77
IV
82.9%
B/E move
10.5%

45Δ

Calls
Pseudo strike
12.19
IV
113.1%
B/E move
20.5%
Puts
Pseudo strike
11.14
IV
86.8%
B/E move
9.5%

50Δ

Calls
Pseudo strike
11.81
IV
103.5%
B/E move
17.5%
Puts
Pseudo strike
11.51
IV
90.6%
B/E move
8.4%

55Δ

Calls
Pseudo strike
11.44
IV
93.8%
B/E move
14.4%
Puts
Pseudo strike
11.88
IV
94.5%
B/E move
7.4%

60Δ

Calls
Pseudo strike
11.06
IV
84.1%
B/E move
11.4%
Puts
Pseudo strike
12.26
IV
98.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
10.68
IV
74.5%
B/E move
8.4%
Puts
Pseudo strike
12.72
IV
101.1%
B/E move
5.4%

70Δ

Calls
Pseudo strike
10.30
IV
64.8%
B/E move
5.4%
Puts
Pseudo strike
13.34
IV
101.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.97
IV
102.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.59
IV
102.8%
B/E move
2.5%

Options history

No recorded observations