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NAVIGATOR HOLDINGS LTD. NVGS

i

Market datapartial · fetched 2026-11-11T17:49:15.217Z

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 · 2026-11-11T17:49:02.864417563Z

FundamentalsAlpha Vantage · unavailable

Share price$21.03
1D-0.7%
$21.00$21.08$21.16$21.24$21.325:30 AM6:30 AM9:00 AM1:00 PMNVGS
Sold putSold call

NAVIGATOR HOLDINGS LTD. options

Live interpolated NVGS call and put midpoint premiums by absolute delta.NAVIGATOR HOLDINGS LTD.$0.12$0.86$1.61$2.35$3.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENVGS PRICE$0.20$0.25$0.31$0.37$0.43$0.49$2.15$2.15$2.15$2.15$0.38$0.41$0.46$0.51$0.56$0.60$2.07$2.69$2.79$2.84$2.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.7594.9%12.6%
25Δ22.0541.0%5.8%19.3082.4%10.2%
30Δ21.8440.0%5.0%19.6875.0%8.6%
35Δ21.6539.5%4.5%20.0767.6%7.0%
40Δ21.4739.1%3.9%20.4560.1%5.4%
45Δ21.2938.7%3.3%20.8352.7%3.8%
50Δ21.1038.2%2.7%
55Δ
60Δ22.24102.4%4.1%
65Δ19.97120.1%5.2%22.94114.5%3.7%
70Δ19.76106.6%4.2%23.16105.5%3.1%
75Δ19.5693.0%3.2%23.3594.5%2.5%
80Δ19.3679.5%2.3%23.5383.5%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.75
IV
94.9%
B/E move
12.6%

25Δ

Calls
Pseudo strike
22.05
IV
41.0%
B/E move
5.8%
Puts
Pseudo strike
19.30
IV
82.4%
B/E move
10.2%

30Δ

Calls
Pseudo strike
21.84
IV
40.0%
B/E move
5.0%
Puts
Pseudo strike
19.68
IV
75.0%
B/E move
8.6%

35Δ

Calls
Pseudo strike
21.65
IV
39.5%
B/E move
4.5%
Puts
Pseudo strike
20.07
IV
67.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
21.47
IV
39.1%
B/E move
3.9%
Puts
Pseudo strike
20.45
IV
60.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
21.29
IV
38.7%
B/E move
3.3%
Puts
Pseudo strike
20.83
IV
52.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
21.10
IV
38.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.24
IV
102.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
19.97
IV
120.1%
B/E move
5.2%
Puts
Pseudo strike
22.94
IV
114.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
19.76
IV
106.6%
B/E move
4.2%
Puts
Pseudo strike
23.16
IV
105.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
19.56
IV
93.0%
B/E move
3.2%
Puts
Pseudo strike
23.35
IV
94.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
19.36
IV
79.5%
B/E move
2.3%
Puts
Pseudo strike
23.53
IV
83.5%
B/E move
1.8%

Options history

IV · four-Friday blend47.06%
Daily EOD
NVGS42.2%46.7%51.3%2026-10-19: 42.86%2026-10-20: 44.55%2026-10-21: 42.88%2026-10-22: 45.49%2026-10-23: 43.43%2026-10-26: 47.95%2026-10-27: 44.81%2026-10-28: 48.52%2026-10-29: 50.64%2026-10-30: 47.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.86%
44.55%
42.88%
45.49%
43.43%
47.95%
44.81%
48.52%
50.64%
47.06%