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Northern Trust Corporation Common Stock NTRS

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Market datapartial · fetched 2026-10-22T16:39:50.688Z

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 · 2026-10-22T16:39:30.446362076Z

FundamentalsAlpha Vantage · unavailable

Share price$165.02
1D-0.0%
$163$164$165$166$1685:30 AM6:30 AM9:00 AM1:00 PMNTRS
Sold putSold call

Northern Trust Corporation Common Stock options

Live interpolated NTRS call and put midpoint premiums by absolute delta.Northern Trust Corporation Common Stock$0.90$5.02$9.13$13.25$17.36$148.62$156.47$164.31$172.15$180.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTRS spot · $165.01NTRS PRICE$1.35$1.78$2.20$2.63$3.22$3.88$4.53$5.25$6.08$6.90$7.73$9.21$10.69$1.56$2.07$2.58$3.18$3.82$4.47$5.33$6.32$7.31$8.82$10.67$13.06$16.18
PutsFair1.00×
CallsFair0.98×
SkewBearish+3.35 pp
Implied moveBearish±$9.86
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.7726.1%7.9%155.0528.9%7.0%
25Δ174.6426.5%6.9%157.1728.4%6.0%
30Δ172.6025.7%5.9%159.2827.8%5.0%
35Δ170.5724.9%5.0%161.0927.4%4.3%
40Δ168.9324.8%4.3%162.7527.1%3.7%
45Δ167.4425.0%3.8%164.4026.9%3.1%
50Δ165.9525.2%3.3%166.0526.9%2.6%
55Δ164.4725.2%2.8%167.7027.2%2.2%
60Δ162.9924.9%2.5%169.3527.4%1.8%
65Δ161.5124.7%2.1%171.4028.3%1.5%
70Δ160.0324.5%1.7%173.7129.6%1.2%
75Δ158.1124.8%1.4%176.5531.4%0.9%
80Δ156.1825.1%1.1%180.0833.6%0.7%

20Δ

Calls
Pseudo strike
176.77
IV
26.1%
B/E move
7.9%
Puts
Pseudo strike
155.05
IV
28.9%
B/E move
7.0%

25Δ

Calls
Pseudo strike
174.64
IV
26.5%
B/E move
6.9%
Puts
Pseudo strike
157.17
IV
28.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
172.60
IV
25.7%
B/E move
5.9%
Puts
Pseudo strike
159.28
IV
27.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
170.57
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
161.09
IV
27.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
168.93
IV
24.8%
B/E move
4.3%
Puts
Pseudo strike
162.75
IV
27.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
167.44
IV
25.0%
B/E move
3.8%
Puts
Pseudo strike
164.40
IV
26.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
165.95
IV
25.2%
B/E move
3.3%
Puts
Pseudo strike
166.05
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
164.47
IV
25.2%
B/E move
2.8%
Puts
Pseudo strike
167.70
IV
27.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
162.99
IV
24.9%
B/E move
2.5%
Puts
Pseudo strike
169.35
IV
27.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
161.51
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
171.40
IV
28.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
160.03
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
173.71
IV
29.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
158.11
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
176.55
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
156.18
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
180.08
IV
33.6%
B/E move
0.7%

Options history

No recorded observations