IntraAlpha
Create free account Start free

North European Oil Royalty Trust NRT

i

Market datapartial · fetched 2026-10-22T15:13:40.139Z

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 · 2026-10-22T15:04:26.980217258Z

FundamentalsAlpha Vantage · unavailable

Share price$8.71
1D-1.6%
$8.69$8.75$8.81$8.87$8.935:30 AM6:30 AM9:00 AM1:00 PMNRT
Sold putSold call

North European Oil Royalty Trust options

Live interpolated NRT call and put midpoint premiums by absolute delta.North European Oil Royalty Trust$0.06$0.82$1.58$2.34$3.10$6.01$7.19$8.37$9.55$10.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRT spot · $8.71NRT PRICE$0.14$0.23$0.34$0.45$0.56$0.67$0.78$0.89$1.00$1.11$1.22$1.33$1.44$0.66$0.75$0.84$0.93$1.02$1.11$1.21$1.30$1.39$1.55$2.88
PutsExpensive1.76×
CallsExpensive1.24×
SkewBearish+27.85 pp
Implied moveBearish±$1.81
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.1855.3%18.5%
25Δ9.8455.4%15.6%
30Δ9.6357.0%14.5%7.66119.0%19.6%
35Δ9.4258.5%13.3%7.92112.7%17.6%
40Δ9.2060.1%12.1%8.18106.5%15.7%
45Δ8.9961.6%11.0%8.44100.3%13.7%
50Δ8.7863.1%9.8%8.7194.1%11.8%
55Δ8.5764.7%8.6%8.9787.9%9.8%
60Δ8.3666.2%7.5%9.2381.7%7.9%
65Δ8.1567.8%6.3%9.4975.5%5.9%
70Δ7.9369.3%5.1%9.7569.3%4.0%
75Δ7.7270.9%4.0%10.0864.9%2.1%
80Δ7.5172.4%2.8%11.4290.1%2.0%

20Δ

Calls
Pseudo strike
10.18
IV
55.3%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.84
IV
55.4%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.63
IV
57.0%
B/E move
14.5%
Puts
Pseudo strike
7.66
IV
119.0%
B/E move
19.6%

35Δ

Calls
Pseudo strike
9.42
IV
58.5%
B/E move
13.3%
Puts
Pseudo strike
7.92
IV
112.7%
B/E move
17.6%

40Δ

Calls
Pseudo strike
9.20
IV
60.1%
B/E move
12.1%
Puts
Pseudo strike
8.18
IV
106.5%
B/E move
15.7%

45Δ

Calls
Pseudo strike
8.99
IV
61.6%
B/E move
11.0%
Puts
Pseudo strike
8.44
IV
100.3%
B/E move
13.7%

50Δ

Calls
Pseudo strike
8.78
IV
63.1%
B/E move
9.8%
Puts
Pseudo strike
8.71
IV
94.1%
B/E move
11.8%

55Δ

Calls
Pseudo strike
8.57
IV
64.7%
B/E move
8.6%
Puts
Pseudo strike
8.97
IV
87.9%
B/E move
9.8%

60Δ

Calls
Pseudo strike
8.36
IV
66.2%
B/E move
7.5%
Puts
Pseudo strike
9.23
IV
81.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
8.15
IV
67.8%
B/E move
6.3%
Puts
Pseudo strike
9.49
IV
75.5%
B/E move
5.9%

70Δ

Calls
Pseudo strike
7.93
IV
69.3%
B/E move
5.1%
Puts
Pseudo strike
9.75
IV
69.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
7.72
IV
70.9%
B/E move
4.0%
Puts
Pseudo strike
10.08
IV
64.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
7.51
IV
72.4%
B/E move
2.8%
Puts
Pseudo strike
11.42
IV
90.1%
B/E move
2.0%

Options history

No recorded observations