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Novo Nordisk A/S NVO

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T21:17:39.476Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:07:17.865864234Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:17:38.956819+00:00

Share price$39.25
1D+1.2%
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$0.06$1.33$2.60$3.87$5.14$36.32$37.95$39.57$41.19$42.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $39.25OPTION PRICELive NVO spot · $39.25NVO PRICE$0.89$1.01$0.65$0.30$0.21$0.25$0.30$0.34$0.39$0.64$2.02$3.39$4.77$0.94$0.69$0.44$0.19$0.21$0.26$0.30$0.35$0.39$0.74$1.71$2.67$1.59
PutsExpensive3.92×
CallsExpensive1.79×
SkewBullish-32.15 pp
Implied moveBalanced±$0.60
TiltBullish18.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.12425.2%24.8%32.95435.0%18.4%
25Δ46.04387.9%19.9%34.91305.4%12.8%
30Δ43.24236.6%11.8%36.86175.9%7.2%
35Δ40.4585.3%3.8%38.8246.3%1.6%
40Δ39.4434.3%1.0%39.0834.1%1.0%
45Δ39.3534.4%0.9%39.1734.1%0.9%
50Δ39.2634.5%0.8%39.2634.1%0.7%
55Δ39.1734.7%0.7%39.3534.1%0.6%
60Δ39.0834.8%0.6%39.4434.1%0.5%
65Δ38.8145.6%0.5%39.7949.0%0.5%
70Δ37.53116.1%0.8%40.6794.1%0.7%
75Δ36.25186.5%1.0%41.56139.2%0.9%
80Δ34.98257.0%1.3%40.6579.7%0.5%

20Δ

Calls
Pseudo strike
48.12
IV
425.2%
B/E move
24.8%
Puts
Pseudo strike
32.95
IV
435.0%
B/E move
18.4%

25Δ

Calls
Pseudo strike
46.04
IV
387.9%
B/E move
19.9%
Puts
Pseudo strike
34.91
IV
305.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
43.24
IV
236.6%
B/E move
11.8%
Puts
Pseudo strike
36.86
IV
175.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
40.45
IV
85.3%
B/E move
3.8%
Puts
Pseudo strike
38.82
IV
46.3%
B/E move
1.6%

40Δ

Calls
Pseudo strike
39.44
IV
34.3%
B/E move
1.0%
Puts
Pseudo strike
39.08
IV
34.1%
B/E move
1.0%

45Δ

Calls
Pseudo strike
39.35
IV
34.4%
B/E move
0.9%
Puts
Pseudo strike
39.17
IV
34.1%
B/E move
0.9%

50Δ

Calls
Pseudo strike
39.26
IV
34.5%
B/E move
0.8%
Puts
Pseudo strike
39.26
IV
34.1%
B/E move
0.7%

55Δ

Calls
Pseudo strike
39.17
IV
34.7%
B/E move
0.7%
Puts
Pseudo strike
39.35
IV
34.1%
B/E move
0.6%

60Δ

Calls
Pseudo strike
39.08
IV
34.8%
B/E move
0.6%
Puts
Pseudo strike
39.44
IV
34.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
38.81
IV
45.6%
B/E move
0.5%
Puts
Pseudo strike
39.79
IV
49.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
37.53
IV
116.1%
B/E move
0.8%
Puts
Pseudo strike
40.67
IV
94.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
36.25
IV
186.5%
B/E move
1.0%
Puts
Pseudo strike
41.56
IV
139.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.98
IV
257.0%
B/E move
1.3%
Puts
Pseudo strike
40.65
IV
79.7%
B/E move
0.5%