IntraAlpha
Create free account Start free

The Bank of N.T. Butterfield & Son Limited NTB

i

Market datapartial · fetched 2026-10-23T03:51:21.673Z

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 · 2026-10-22T23:00:00.003954593Z

FundamentalsAlpha Vantage · unavailable

Share price$60.31
1D+1.5%
AH$59.32$59.71$60.09$60.47$60.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTB
Sold putSold callAH

The Bank of N.T. Butterfield & Son Limited options

Live interpolated NTB call and put midpoint premiums by absolute delta.The Bank of N.T. Butterfield & Son Limited$1.85$4.13$6.42$8.70$10.99$49.05$54.72$60.39$66.07$71.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTB spot · $60.31NTB PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.93$3.47$4.02$4.56$5.11$2.09$2.33$2.51$2.55$2.59$2.64$3.11$3.58$4.06$4.53$5.00$6.07$10.33
PutsExpensive2.09×
CallsExpensive2.09×
SkewBullish-0.99 pp
Implied moveBearish±$5.56
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.9796.7%20.6%
25Δ78.92113.1%34.9%52.8883.4%16.2%
30Δ73.3993.6%25.7%55.4270.9%12.3%
35Δ70.7781.7%21.4%56.9661.3%9.8%
40Δ68.1669.7%17.1%58.5051.8%7.3%
45Δ65.5557.8%12.7%60.0242.4%4.9%
50Δ62.9345.8%8.4%60.8741.4%4.2%
55Δ60.3233.9%4.1%61.7340.3%3.6%
60Δ59.3032.3%3.2%62.5839.3%3.0%
65Δ58.5032.2%2.8%63.4338.3%2.3%
70Δ57.6932.0%2.3%64.2837.2%1.7%
75Δ56.8931.9%1.9%65.6738.9%1.2%
80Δ56.0931.7%1.5%69.8855.5%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.97
IV
96.7%
B/E move
20.6%

25Δ

Calls
Pseudo strike
78.92
IV
113.1%
B/E move
34.9%
Puts
Pseudo strike
52.88
IV
83.4%
B/E move
16.2%

30Δ

Calls
Pseudo strike
73.39
IV
93.6%
B/E move
25.7%
Puts
Pseudo strike
55.42
IV
70.9%
B/E move
12.3%

35Δ

Calls
Pseudo strike
70.77
IV
81.7%
B/E move
21.4%
Puts
Pseudo strike
56.96
IV
61.3%
B/E move
9.8%

40Δ

Calls
Pseudo strike
68.16
IV
69.7%
B/E move
17.1%
Puts
Pseudo strike
58.50
IV
51.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
65.55
IV
57.8%
B/E move
12.7%
Puts
Pseudo strike
60.02
IV
42.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
62.93
IV
45.8%
B/E move
8.4%
Puts
Pseudo strike
60.87
IV
41.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
60.32
IV
33.9%
B/E move
4.1%
Puts
Pseudo strike
61.73
IV
40.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
59.30
IV
32.3%
B/E move
3.2%
Puts
Pseudo strike
62.58
IV
39.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
58.50
IV
32.2%
B/E move
2.8%
Puts
Pseudo strike
63.43
IV
38.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
57.69
IV
32.0%
B/E move
2.3%
Puts
Pseudo strike
64.28
IV
37.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
56.89
IV
31.9%
B/E move
1.9%
Puts
Pseudo strike
65.67
IV
38.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
56.09
IV
31.7%
B/E move
1.5%
Puts
Pseudo strike
69.88
IV
55.5%
B/E move
1.3%

Options history

No recorded observations