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Novo Nordisk A/S NVO

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:04:58.636Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:05.81939074Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:10.825639+00:00

Share price$39.19
1D+1.1%
AH$38.71$38.96$39.20$39.44$39.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVO
Sold putSold callAH

Novo Nordisk A/S options

Live interpolated NVO call and put midpoint premiums by absolute delta.Novo Nordisk A/S$0.08$0.98$1.88$2.78$3.68$36.20$37.72$39.24$40.76$42.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $39.19OPTION PRICELive NVO spot · $39.19NVO PRICE$1.06$0.99$0.57$0.18$0.23$0.28$0.33$0.38$0.43$0.53$0.63$0.73$2.45$0.96$0.74$0.52$0.29$0.19$0.23$0.27$0.31$0.35$0.38$0.57$1.96$3.42
PutsExpensive4.19×
CallsExpensive1.54×
SkewBullish-5.12 pp
Implied moveBullish±$0.60
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.43529.2%33.9%32.82430.5%18.7%
25Δ45.91373.8%19.7%34.56318.2%13.7%
30Δ42.62201.1%10.2%36.30205.8%8.7%
35Δ39.5037.0%1.2%38.0493.5%3.7%
40Δ39.4037.5%1.1%39.0431.1%0.9%
45Δ39.3038.1%1.0%39.1130.7%0.8%
50Δ39.2038.6%0.9%39.1930.3%0.7%
55Δ39.1039.1%0.7%39.2729.9%0.6%
60Δ39.0039.7%0.6%39.3529.5%0.5%
65Δ38.8640.8%0.5%39.4329.1%0.4%
70Δ38.7341.9%0.4%39.6435.7%0.3%
75Δ38.6043.0%0.4%40.9199.2%0.6%
80Δ37.02132.1%0.7%42.26161.6%0.9%

20Δ

Calls
Pseudo strike
51.43
IV
529.2%
B/E move
33.9%
Puts
Pseudo strike
32.82
IV
430.5%
B/E move
18.7%

25Δ

Calls
Pseudo strike
45.91
IV
373.8%
B/E move
19.7%
Puts
Pseudo strike
34.56
IV
318.2%
B/E move
13.7%

30Δ

Calls
Pseudo strike
42.62
IV
201.1%
B/E move
10.2%
Puts
Pseudo strike
36.30
IV
205.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
39.50
IV
37.0%
B/E move
1.2%
Puts
Pseudo strike
38.04
IV
93.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
39.40
IV
37.5%
B/E move
1.1%
Puts
Pseudo strike
39.04
IV
31.1%
B/E move
0.9%

45Δ

Calls
Pseudo strike
39.30
IV
38.1%
B/E move
1.0%
Puts
Pseudo strike
39.11
IV
30.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
39.20
IV
38.6%
B/E move
0.9%
Puts
Pseudo strike
39.19
IV
30.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
39.10
IV
39.1%
B/E move
0.7%
Puts
Pseudo strike
39.27
IV
29.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
39.00
IV
39.7%
B/E move
0.6%
Puts
Pseudo strike
39.35
IV
29.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
38.86
IV
40.8%
B/E move
0.5%
Puts
Pseudo strike
39.43
IV
29.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
38.73
IV
41.9%
B/E move
0.4%
Puts
Pseudo strike
39.64
IV
35.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
38.60
IV
43.0%
B/E move
0.4%
Puts
Pseudo strike
40.91
IV
99.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
37.02
IV
132.1%
B/E move
0.7%
Puts
Pseudo strike
42.26
IV
161.6%
B/E move
0.9%