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Northern Trust Corporation Common Stock NTRS

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Market datapartial · fetched 2026-10-22T23:11:07.564Z

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 · 2026-10-22T20:34:59.724364994Z

FundamentalsAlpha Vantage · unavailable

Share price$165.82
1D+0.5%
AH$163$164$165$166$1685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTRS
Sold putSold callAH

Northern Trust Corporation Common Stock options

Live interpolated NTRS call and put midpoint premiums by absolute delta.Northern Trust Corporation Common Stock$0.92$4.33$7.74$11.15$14.56$149.41$157.27$165.12$172.98$180.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTRS spot · $165.82NTRS PRICE$1.29$1.69$2.31$2.92$3.53$4.11$4.67$5.24$6.09$7.00$7.92$9.24$10.94$1.59$2.14$2.70$3.26$3.82$4.44$5.36$6.28$7.23$8.67$10.11$11.75$13.58
PutsFair0.97×
CallsFair1.01×
SkewBearish+2.18 pp
Implied moveBearish±$10.04
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.3125.3%7.7%155.7229.0%7.0%
25Δ174.8925.0%6.5%157.8029.0%6.1%
30Δ173.3125.9%5.9%159.8929.0%5.2%
35Δ171.7426.8%5.3%161.6928.2%4.5%
40Δ170.1727.6%4.8%163.4827.3%3.7%
45Δ168.5526.9%4.1%165.2526.6%3.0%
50Δ166.9326.1%3.5%166.8626.8%2.6%
55Δ165.3125.2%2.9%168.4827.0%2.2%
60Δ163.7725.0%2.4%170.1127.2%1.8%
65Δ162.2524.8%2.1%172.0827.7%1.5%
70Δ160.7224.7%1.7%174.0528.1%1.1%
75Δ158.8924.9%1.4%176.2028.3%0.8%
80Δ156.7625.5%1.1%178.5228.1%0.5%

20Δ

Calls
Pseudo strike
177.31
IV
25.3%
B/E move
7.7%
Puts
Pseudo strike
155.72
IV
29.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
174.89
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
157.80
IV
29.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
173.31
IV
25.9%
B/E move
5.9%
Puts
Pseudo strike
159.89
IV
29.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
171.74
IV
26.8%
B/E move
5.3%
Puts
Pseudo strike
161.69
IV
28.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
170.17
IV
27.6%
B/E move
4.8%
Puts
Pseudo strike
163.48
IV
27.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
168.55
IV
26.9%
B/E move
4.1%
Puts
Pseudo strike
165.25
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
166.93
IV
26.1%
B/E move
3.5%
Puts
Pseudo strike
166.86
IV
26.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
165.31
IV
25.2%
B/E move
2.9%
Puts
Pseudo strike
168.48
IV
27.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
163.77
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
170.11
IV
27.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
162.25
IV
24.8%
B/E move
2.1%
Puts
Pseudo strike
172.08
IV
27.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
160.72
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
174.05
IV
28.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
158.89
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
176.20
IV
28.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
156.76
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
178.52
IV
28.1%
B/E move
0.5%

Options history

No recorded observations