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NAPCO Security Technologies, Inc. Common Stock NSSC

i

Market dataready · fetched 2026-11-12T02:45:19.991Z

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 · 2026-11-11T21:00:02.589535631Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:45:19.525205+00:00

Share price$30.62
1D-2.2%
AH$30.54$30.81$31.08$31.34$31.615:30 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$0.04$2.05$4.07$6.09$8.11$26.64$29.21$31.79$34.37$36.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSSC spot · $30.62NSSC PRICE$1.00$1.01$1.05$1.17$1.28$1.40$1.52$1.64$1.81$2.48$3.16$3.84$4.52$0.26$0.31$0.37$0.50$1.28$2.06$2.84$3.62$4.40$5.18$5.96$6.75$7.53
PutsExpensive1.34×
CallsExpensive2.79×
SkewBullish-49.41 pp
Implied moveBearish±$4.36
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.12225.6%47.3%27.5858.2%10.8%
25Δ39.09173.6%31.0%28.4150.9%8.2%
30Δ34.85129.4%17.2%29.2443.6%5.7%
35Δ34.03120.0%14.9%30.0837.6%3.4%
40Δ33.21110.6%12.7%30.9444.1%3.1%
45Δ32.39101.3%10.4%31.8050.5%2.9%
50Δ31.5791.9%8.1%32.6656.9%2.6%
55Δ30.7582.5%5.8%33.5263.4%2.3%
60Δ29.9374.3%3.7%34.3869.8%2.1%
65Δ29.1279.8%3.2%35.2476.3%1.8%
70Δ28.3085.2%2.7%36.1082.7%1.6%
75Δ27.4890.7%2.3%36.9689.1%1.3%
80Δ26.6796.1%1.8%37.8395.6%1.0%

20Δ

Calls
Pseudo strike
44.12
IV
225.6%
B/E move
47.3%
Puts
Pseudo strike
27.58
IV
58.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
39.09
IV
173.6%
B/E move
31.0%
Puts
Pseudo strike
28.41
IV
50.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
34.85
IV
129.4%
B/E move
17.2%
Puts
Pseudo strike
29.24
IV
43.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
34.03
IV
120.0%
B/E move
14.9%
Puts
Pseudo strike
30.08
IV
37.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
33.21
IV
110.6%
B/E move
12.7%
Puts
Pseudo strike
30.94
IV
44.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
32.39
IV
101.3%
B/E move
10.4%
Puts
Pseudo strike
31.80
IV
50.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
31.57
IV
91.9%
B/E move
8.1%
Puts
Pseudo strike
32.66
IV
56.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
30.75
IV
82.5%
B/E move
5.8%
Puts
Pseudo strike
33.52
IV
63.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
29.93
IV
74.3%
B/E move
3.7%
Puts
Pseudo strike
34.38
IV
69.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
29.12
IV
79.8%
B/E move
3.2%
Puts
Pseudo strike
35.24
IV
76.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
28.30
IV
85.2%
B/E move
2.7%
Puts
Pseudo strike
36.10
IV
82.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
27.48
IV
90.7%
B/E move
2.3%
Puts
Pseudo strike
36.96
IV
89.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
26.67
IV
96.1%
B/E move
1.8%
Puts
Pseudo strike
37.83
IV
95.6%
B/E move
1.0%

Options history

IV · four-Friday blend56.99%
Daily EOD
NSSC50.5%54.0%57.5%2026-10-19: 51.01%2026-10-20: 53.15%2026-10-21: 52.59%2026-10-22: 54.89%2026-10-23: 54.22%2026-10-26: 52.66%2026-10-27: 53.99%2026-10-28: 52.53%2026-10-29: 53.83%2026-10-30: 56.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.01%
53.15%
52.59%
54.89%
54.22%
52.66%
53.99%
52.53%
53.83%
56.99%