IntraAlpha
Create free account Start free

NAPCO Security Technologies, Inc. Common Stock NSSC

i

Market datapartial · fetched 2026-10-22T20:19:16.186Z

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 · 2026-10-22T20:00:03.76734022Z

FundamentalsAlpha Vantage · unavailable

Share price$38.60
1D+3.8%
AH$37.00$37.44$37.88$38.31$38.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNSSC
Sold putSold callAH

NAPCO Security Technologies, Inc. Common Stock options

Live interpolated NSSC call and put midpoint premiums by absolute delta.NAPCO Security Technologies, Inc. Common Stock$0.69$2.21$3.73$5.25$6.77$29.56$34.13$38.70$43.26$47.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSSC spot · $38.60NSSC PRICE$0.86$1.04$1.39$1.77$2.14$2.51$2.87$3.19$3.52$3.84$4.17$4.50$5.40$1.06$1.36$1.73$2.17$2.60$3.04$3.48$3.94$4.42$4.90$5.38$5.86$6.33
PutsExpensive1.97×
CallsExpensive1.89×
SkewBullish-1.75 pp
Implied moveBearish±$6.35
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2079.1%27.1%32.7376.6%18.0%
25Δ45.2270.4%19.8%34.2074.5%14.9%
30Δ43.9971.1%17.6%35.4673.0%12.6%
35Δ42.8972.4%15.7%36.4672.1%11.2%
40Δ41.8073.8%13.8%37.4571.3%9.7%
45Δ40.7175.2%12.0%38.4570.4%8.3%
50Δ39.6974.8%10.2%39.4569.6%6.8%
55Δ38.8171.1%8.8%40.3667.8%5.6%
60Δ37.9367.5%7.4%41.1664.8%4.8%
65Δ37.0463.8%5.9%41.9761.7%4.0%
70Δ36.1660.2%4.5%42.7858.7%3.1%
75Δ35.2856.5%3.1%43.5855.7%2.3%
80Δ34.0656.1%2.2%44.3952.7%1.4%

20Δ

Calls
Pseudo strike
48.20
IV
79.1%
B/E move
27.1%
Puts
Pseudo strike
32.73
IV
76.6%
B/E move
18.0%

25Δ

Calls
Pseudo strike
45.22
IV
70.4%
B/E move
19.8%
Puts
Pseudo strike
34.20
IV
74.5%
B/E move
14.9%

30Δ

Calls
Pseudo strike
43.99
IV
71.1%
B/E move
17.6%
Puts
Pseudo strike
35.46
IV
73.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
42.89
IV
72.4%
B/E move
15.7%
Puts
Pseudo strike
36.46
IV
72.1%
B/E move
11.2%

40Δ

Calls
Pseudo strike
41.80
IV
73.8%
B/E move
13.8%
Puts
Pseudo strike
37.45
IV
71.3%
B/E move
9.7%

45Δ

Calls
Pseudo strike
40.71
IV
75.2%
B/E move
12.0%
Puts
Pseudo strike
38.45
IV
70.4%
B/E move
8.3%

50Δ

Calls
Pseudo strike
39.69
IV
74.8%
B/E move
10.2%
Puts
Pseudo strike
39.45
IV
69.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
38.81
IV
71.1%
B/E move
8.8%
Puts
Pseudo strike
40.36
IV
67.8%
B/E move
5.6%

60Δ

Calls
Pseudo strike
37.93
IV
67.5%
B/E move
7.4%
Puts
Pseudo strike
41.16
IV
64.8%
B/E move
4.8%

65Δ

Calls
Pseudo strike
37.04
IV
63.8%
B/E move
5.9%
Puts
Pseudo strike
41.97
IV
61.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
36.16
IV
60.2%
B/E move
4.5%
Puts
Pseudo strike
42.78
IV
58.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
35.28
IV
56.5%
B/E move
3.1%
Puts
Pseudo strike
43.58
IV
55.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
34.06
IV
56.1%
B/E move
2.2%
Puts
Pseudo strike
44.39
IV
52.7%
B/E move
1.4%

Options history

No recorded observations