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Navigator Holdings Ltd NVGS

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T21:10:49.580Z

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 · 2026-10-22T20:10:00.004379445Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:47.985337+00:00

Share price$21.17
1D-0.2%
AH$21.05$21.16$21.26$21.36$21.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVGS
Sold putSold callAH

Navigator Holdings Ltd options

Live interpolated NVGS call and put midpoint premiums by absolute delta.Navigator Holdings Ltd$0.34$1.50$2.66$3.82$4.98$16.89$19.28$21.68$24.07$26.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVGS spot · $21.17NVGS PRICE$0.46$0.94$0.97$0.98$1.01$1.06$1.35$1.64$1.79$1.91$2.15$2.57$4.17$0.97$0.46$0.51$0.61$0.72$0.90$1.29$1.68$2.04$2.41$3.10$3.87$4.64
PutsExpensive1.35×
CallsExpensive2.05×
SkewBullish-17.02 pp
Implied moveBullish±$2.63
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9074.2%24.5%16.85122.5%25.0%
25Δ28.69125.1%40.0%19.4849.4%10.2%
30Δ25.6499.2%25.7%20.0941.6%7.5%
35Δ23.7578.8%16.8%20.4240.5%6.4%
40Δ22.7066.1%12.0%20.7539.4%5.4%
45Δ21.9557.0%8.7%21.1040.3%4.6%
50Δ21.5261.4%8.0%21.5147.1%4.5%
55Δ21.0965.8%7.4%21.9253.8%4.4%
60Δ20.6762.8%6.1%22.4156.2%3.8%
65Δ20.2557.8%4.6%22.9157.4%3.2%
70Δ19.7756.0%3.6%23.7259.1%2.6%
75Δ19.2358.9%3.0%24.6160.9%2.0%
80Δ17.7189.1%3.4%25.4962.8%1.5%

20Δ

Calls
Pseudo strike
25.90
IV
74.2%
B/E move
24.5%
Puts
Pseudo strike
16.85
IV
122.5%
B/E move
25.0%

25Δ

Calls
Pseudo strike
28.69
IV
125.1%
B/E move
40.0%
Puts
Pseudo strike
19.48
IV
49.4%
B/E move
10.2%

30Δ

Calls
Pseudo strike
25.64
IV
99.2%
B/E move
25.7%
Puts
Pseudo strike
20.09
IV
41.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
23.75
IV
78.8%
B/E move
16.8%
Puts
Pseudo strike
20.42
IV
40.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
22.70
IV
66.1%
B/E move
12.0%
Puts
Pseudo strike
20.75
IV
39.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
21.95
IV
57.0%
B/E move
8.7%
Puts
Pseudo strike
21.10
IV
40.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
21.52
IV
61.4%
B/E move
8.0%
Puts
Pseudo strike
21.51
IV
47.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
21.09
IV
65.8%
B/E move
7.4%
Puts
Pseudo strike
21.92
IV
53.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
20.67
IV
62.8%
B/E move
6.1%
Puts
Pseudo strike
22.41
IV
56.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
20.25
IV
57.8%
B/E move
4.6%
Puts
Pseudo strike
22.91
IV
57.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
19.77
IV
56.0%
B/E move
3.6%
Puts
Pseudo strike
23.72
IV
59.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
19.23
IV
58.9%
B/E move
3.0%
Puts
Pseudo strike
24.61
IV
60.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
17.71
IV
89.1%
B/E move
3.4%
Puts
Pseudo strike
25.49
IV
62.8%
B/E move
1.5%

Options history

No recorded observations