IntraAlpha
Create free account Start free

NAPCO Security Technologies, Inc. Common Stock NSSC

i

Market datapartial · fetched 2026-10-22T23:28:08.835Z

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 · 2026-10-22T23:23:41.265832526Z

FundamentalsAlpha Vantage · unavailable

Share price$38.00
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$2.44$4.19$5.94$7.69$29.00$33.76$38.53$43.29$48.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSSC spot · $38.00NSSC PRICE$0.88$1.08$1.47$1.86$2.25$2.64$3.02$3.41$3.79$4.17$4.55$5.81$7.18$0.99$1.27$1.56$1.95$2.34$2.74$3.13$3.52
PutsExpensive1.92×
CallsExpensive2.12×
SkewBullish-9.88 pp
Implied moveBalanced±$6.15
TiltBullish41.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9082.4%28.4%32.3873.3%17.4%
25Δ44.9174.5%21.0%33.7570.9%14.5%
30Δ43.7676.4%19.0%35.0868.6%11.8%
35Δ42.6278.3%17.0%35.9767.3%10.5%
40Δ41.4780.2%15.1%36.8666.0%9.2%
45Δ40.3282.1%13.1%37.7564.7%7.9%
50Δ39.2680.5%11.3%38.6463.4%6.5%
55Δ38.2277.4%9.6%39.5362.1%5.2%
60Δ37.1974.3%7.8%
65Δ36.1671.2%6.1%
70Δ35.1368.2%4.4%
75Δ33.5873.7%3.7%
80Δ31.9680.5%3.0%

20Δ

Calls
Pseudo strike
47.90
IV
82.4%
B/E move
28.4%
Puts
Pseudo strike
32.38
IV
73.3%
B/E move
17.4%

25Δ

Calls
Pseudo strike
44.91
IV
74.5%
B/E move
21.0%
Puts
Pseudo strike
33.75
IV
70.9%
B/E move
14.5%

30Δ

Calls
Pseudo strike
43.76
IV
76.4%
B/E move
19.0%
Puts
Pseudo strike
35.08
IV
68.6%
B/E move
11.8%

35Δ

Calls
Pseudo strike
42.62
IV
78.3%
B/E move
17.0%
Puts
Pseudo strike
35.97
IV
67.3%
B/E move
10.5%

40Δ

Calls
Pseudo strike
41.47
IV
80.2%
B/E move
15.1%
Puts
Pseudo strike
36.86
IV
66.0%
B/E move
9.2%

45Δ

Calls
Pseudo strike
40.32
IV
82.1%
B/E move
13.1%
Puts
Pseudo strike
37.75
IV
64.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
39.26
IV
80.5%
B/E move
11.3%
Puts
Pseudo strike
38.64
IV
63.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
38.22
IV
77.4%
B/E move
9.6%
Puts
Pseudo strike
39.53
IV
62.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
37.19
IV
74.3%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.16
IV
71.2%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.13
IV
68.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.58
IV
73.7%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.96
IV
80.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations