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Novo-Nordisk A/S NVO

i

Market datapartial · fetched 2026-11-08T00:51:37.155Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:58:27.843243028Z

FundamentalsAlpha Vantage · unavailable

Share price$40.34
1D+0.5%
AH$39.63$39.86$40.09$40.32$40.555:30 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$0.14$0.79$1.45$2.10$2.76$37.39$39.27$41.15$43.03$44.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NVO spot · $40.34NVO PRICE$0.21$0.28$0.36$0.45$0.54$0.64$0.75$0.87$1.00$1.18$1.34$1.48$1.69$0.22$0.30$0.39$0.48$0.57$0.68$0.80$0.93$1.07$1.37$2.57
Puts——
CallsCheap0.49×
Skew——
Implied moveBearish±$1.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.0536.6%4.7%38.8037.4%4.4%
25Δ41.7437.1%4.2%39.1337.2%3.7%
30Δ41.4537.4%3.6%39.4037.9%3.3%
35Δ41.1837.3%3.2%39.6637.8%2.9%
40Δ40.9137.3%2.7%39.9337.2%2.4%
45Δ40.6637.5%2.4%40.1737.2%2.1%
50Δ40.4237.5%2.1%40.4237.3%1.8%
55Δ40.1837.1%1.7%40.6637.2%1.5%
60Δ39.9337.0%1.5%40.9036.9%1.3%
65Δ39.6637.7%1.2%41.2640.6%1.1%
70Δ39.4137.6%1.0%
75Δ39.1835.9%0.8%42.5156.9%1.0%
80Δ38.8935.3%0.6%

20Δ

Calls
Pseudo strike
42.05
IV
36.6%
B/E move
4.7%
Puts
Pseudo strike
38.80
IV
37.4%
B/E move
4.4%

25Δ

Calls
Pseudo strike
41.74
IV
37.1%
B/E move
4.2%
Puts
Pseudo strike
39.13
IV
37.2%
B/E move
3.7%

30Δ

Calls
Pseudo strike
41.45
IV
37.4%
B/E move
3.6%
Puts
Pseudo strike
39.40
IV
37.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
41.18
IV
37.3%
B/E move
3.2%
Puts
Pseudo strike
39.66
IV
37.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
40.91
IV
37.3%
B/E move
2.7%
Puts
Pseudo strike
39.93
IV
37.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
40.66
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
40.17
IV
37.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
40.42
IV
37.5%
B/E move
2.1%
Puts
Pseudo strike
40.42
IV
37.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
40.18
IV
37.1%
B/E move
1.7%
Puts
Pseudo strike
40.66
IV
37.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
39.93
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
40.90
IV
36.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
39.66
IV
37.7%
B/E move
1.2%
Puts
Pseudo strike
41.26
IV
40.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.41
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
39.18
IV
35.9%
B/E move
0.8%
Puts
Pseudo strike
42.51
IV
56.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
38.89
IV
35.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.78%
Daily close
NVO25.4%40.1%54.8%2026-08-10: 34.20%2026-08-11: 33.20%2026-08-12: 31.16%2026-08-13: 32.36%2026-08-14: 29.54%2026-08-17: 31.15%2026-08-18: 30.37%2026-08-19: 32.82%2026-08-20: 33.52%2026-08-21: 30.29%2026-08-24: 32.33%2026-08-25: 42.44%2026-08-26: 32.68%2026-08-27: 32.21%2026-08-28: 29.44%2026-08-31: 30.54%2026-09-01: 31.53%2026-09-02: 33.63%2026-09-03: 31.95%2026-09-04: 32.21%2026-09-08: 36.05%2026-09-09: 34.88%2026-09-10: 33.22%2026-09-11: 34.72%2026-09-14: 34.86%2026-09-15: 36.10%2026-09-16: 37.88%2026-09-17: 37.92%2026-09-18: 38.29%2026-09-21: 36.32%2026-09-22: 32.83%2026-09-23: 31.20%2026-09-24: 30.44%2026-09-25: 28.35%2026-09-28: 31.14%2026-09-29: 30.91%2026-09-30: 30.99%2026-10-01: 36.63%2026-10-02: 27.42%2026-10-05: 31.02%2026-10-06: 29.00%2026-10-07: 31.97%2026-10-08: 32.07%2026-10-09: 32.70%2026-10-12: 34.41%2026-10-13: 34.96%2026-10-14: 35.45%2026-10-15: 34.15%2026-10-16: 37.13%2026-10-19: 36.38%2026-10-20: 41.57%2026-10-21: 38.72%2026-10-22: 38.83%2026-10-23: 41.57%2026-10-26: 43.21%2026-10-27: 43.71%2026-10-28: 44.88%2026-10-29: 48.49%2026-10-30: 52.78%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.20%
33.20%
31.16%
32.36%
29.54%
31.15%
30.37%
32.82%
33.52%
30.29%
32.33%
42.44%
32.68%
32.21%
29.44%
30.54%
31.53%
33.63%
31.95%
32.21%
36.05%
34.88%
33.22%
34.72%
34.86%
36.10%
37.88%
37.92%
38.29%
36.32%
32.83%
31.20%
30.44%
28.35%
31.14%
30.91%
30.99%
36.63%
27.42%
31.02%
29.00%
31.97%
32.07%
32.70%
34.41%
34.96%
35.45%
34.15%
37.13%
36.38%
41.57%
38.72%
38.83%
41.57%
43.21%
43.71%
44.88%
48.49%
52.78%