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NPK International Inc. NPKI

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-10-23T00:46:27.781Z

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 · 2026-10-22T23:00:00.001774386Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:46:27.420453+00:00

Share price$10.76
1D-2.0%
AH$10.52$10.64$10.76$10.89$11.015:30 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.$0.15$2.08$4.02$5.95$7.89$6.03$7.90$9.76$11.63$13.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPKI spot · $10.76NPKI PRICE$0.38$0.36$0.38$0.44$0.51$0.57$0.64$0.70$0.77$0.83$0.89$0.96$1.73$0.60$0.78$0.96$1.14$1.40$1.66$1.91$2.17$2.43$3.45$4.74$6.04$7.33
PutsExpensive3.59×
CallsExpensive2.19×
SkewBearish+65.90 pp
Implied moveBearish±$2.55
TiltBearish58.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.93132.3%51.5%8.25141.1%28.9%
25Δ13.5593.9%29.2%8.84137.0%25.1%
30Δ12.3873.3%18.6%9.44132.8%21.2%
35Δ12.1369.9%16.8%10.03128.8%17.4%
40Δ11.8766.4%15.0%10.50126.2%15.4%
45Δ11.6162.9%13.2%10.97123.7%13.5%
50Δ11.3559.4%11.4%11.44121.2%11.5%
55Δ11.1056.0%9.6%11.90118.7%9.6%
60Δ10.8452.5%7.9%12.37116.1%7.6%
65Δ10.5849.0%6.1%13.52125.4%6.4%
70Δ10.3245.5%4.3%14.91138.9%5.5%
75Δ10.0742.1%2.5%16.30152.4%4.6%
80Δ9.2665.7%2.1%17.70163.4%3.6%

20Δ

Calls
Pseudo strike
15.93
IV
132.3%
B/E move
51.5%
Puts
Pseudo strike
8.25
IV
141.1%
B/E move
28.9%

25Δ

Calls
Pseudo strike
13.55
IV
93.9%
B/E move
29.2%
Puts
Pseudo strike
8.84
IV
137.0%
B/E move
25.1%

30Δ

Calls
Pseudo strike
12.38
IV
73.3%
B/E move
18.6%
Puts
Pseudo strike
9.44
IV
132.8%
B/E move
21.2%

35Δ

Calls
Pseudo strike
12.13
IV
69.9%
B/E move
16.8%
Puts
Pseudo strike
10.03
IV
128.8%
B/E move
17.4%

40Δ

Calls
Pseudo strike
11.87
IV
66.4%
B/E move
15.0%
Puts
Pseudo strike
10.50
IV
126.2%
B/E move
15.4%

45Δ

Calls
Pseudo strike
11.61
IV
62.9%
B/E move
13.2%
Puts
Pseudo strike
10.97
IV
123.7%
B/E move
13.5%

50Δ

Calls
Pseudo strike
11.35
IV
59.4%
B/E move
11.4%
Puts
Pseudo strike
11.44
IV
121.2%
B/E move
11.5%

55Δ

Calls
Pseudo strike
11.10
IV
56.0%
B/E move
9.6%
Puts
Pseudo strike
11.90
IV
118.7%
B/E move
9.6%

60Δ

Calls
Pseudo strike
10.84
IV
52.5%
B/E move
7.9%
Puts
Pseudo strike
12.37
IV
116.1%
B/E move
7.6%

65Δ

Calls
Pseudo strike
10.58
IV
49.0%
B/E move
6.1%
Puts
Pseudo strike
13.52
IV
125.4%
B/E move
6.4%

70Δ

Calls
Pseudo strike
10.32
IV
45.5%
B/E move
4.3%
Puts
Pseudo strike
14.91
IV
138.9%
B/E move
5.5%

75Δ

Calls
Pseudo strike
10.07
IV
42.1%
B/E move
2.5%
Puts
Pseudo strike
16.30
IV
152.4%
B/E move
4.6%

80Δ

Calls
Pseudo strike
9.26
IV
65.7%
B/E move
2.1%
Puts
Pseudo strike
17.70
IV
163.4%
B/E move
3.6%

Options history

No recorded observations