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North European Oil Royalty Trust NRT

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T01:15:27.544Z

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 · 2026-11-12T00:00:00.002051765Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T01:10:36.682061+00:00

Share price$7.12
1D+1.6%
AH$6.95$7.00$7.05$7.10$7.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRT
Sold putSold callAH

North European Oil Royalty Trust options

Live interpolated NRT call and put midpoint premiums by absolute delta.North European Oil Royalty Trust$0.36$1.58$2.79$4.00$5.21$3.99$5.06$6.13$7.21$8.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NRT spot · $7.12NRT PRICE$0.50$0.80$1.11$1.43$1.74$2.06$2.37$2.69$3.00$3.32$3.63$0.53$0.61$0.68$0.75$0.83$0.90$0.97$1.28$1.72$2.16$2.60$3.04$4.86
PutsExpensive3.56×
Calls——
Skew——
Implied moveBullish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.16341.5%35.0%
25Δ5.53315.7%30.9%
30Δ10.05292.6%48.1%5.89289.9%26.8%
35Δ9.46303.1%44.2%6.26264.2%22.6%
40Δ8.90314.4%40.7%6.63238.4%18.5%
45Δ8.34325.6%37.2%6.99212.6%14.4%
50Δ7.78336.9%33.7%7.36186.9%10.3%
55Δ7.21348.2%30.3%7.82185.1%8.1%
60Δ6.65359.4%26.8%8.32197.6%7.2%
65Δ6.09370.7%23.3%8.83210.2%6.3%
70Δ5.53381.9%19.8%9.34222.8%5.4%
75Δ4.96393.2%16.4%9.84235.3%4.4%
80Δ4.40404.4%12.9%11.70290.9%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.16
IV
341.5%
B/E move
35.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.53
IV
315.7%
B/E move
30.9%

30Δ

Calls
Pseudo strike
10.05
IV
292.6%
B/E move
48.1%
Puts
Pseudo strike
5.89
IV
289.9%
B/E move
26.8%

35Δ

Calls
Pseudo strike
9.46
IV
303.1%
B/E move
44.2%
Puts
Pseudo strike
6.26
IV
264.2%
B/E move
22.6%

40Δ

Calls
Pseudo strike
8.90
IV
314.4%
B/E move
40.7%
Puts
Pseudo strike
6.63
IV
238.4%
B/E move
18.5%

45Δ

Calls
Pseudo strike
8.34
IV
325.6%
B/E move
37.2%
Puts
Pseudo strike
6.99
IV
212.6%
B/E move
14.4%

50Δ

Calls
Pseudo strike
7.78
IV
336.9%
B/E move
33.7%
Puts
Pseudo strike
7.36
IV
186.9%
B/E move
10.3%

55Δ

Calls
Pseudo strike
7.21
IV
348.2%
B/E move
30.3%
Puts
Pseudo strike
7.82
IV
185.1%
B/E move
8.1%

60Δ

Calls
Pseudo strike
6.65
IV
359.4%
B/E move
26.8%
Puts
Pseudo strike
8.32
IV
197.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
6.09
IV
370.7%
B/E move
23.3%
Puts
Pseudo strike
8.83
IV
210.2%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.53
IV
381.9%
B/E move
19.8%
Puts
Pseudo strike
9.34
IV
222.8%
B/E move
5.4%

75Δ

Calls
Pseudo strike
4.96
IV
393.2%
B/E move
16.4%
Puts
Pseudo strike
9.84
IV
235.3%
B/E move
4.4%

80Δ

Calls
Pseudo strike
4.40
IV
404.4%
B/E move
12.9%
Puts
Pseudo strike
11.70
IV
290.9%
B/E move
3.9%

Options history

IV · four-Friday blend84.18%
Daily EOD
NRT79.8%84.2%88.6%2026-10-26: 80.39%2026-10-27: 88.00%2026-10-29: 84.18%Oct 26Oct 27Oct 29
3 observations2026-10-26 — 2026-10-29
Table
DateIV (%)
80.39%
88.00%
84.18%