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Novo Nordisk A/S NVO

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Market datapartial · fetched 2026-10-15T23:41:05.695Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:39:01.483027341Z

FundamentalsAlpha Vantage · unavailable

Share price$39.30
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$0.38$1.72$3.06$4.40$5.74$32.03$35.66$39.29$42.92$46.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVO spot · $39.30NVO PRICE$0.53$0.69$0.87$1.07$1.27$1.47$1.73$2.07$2.41$2.75$3.17$3.77$4.37$0.60$0.79$0.99$1.25$1.54$1.83$2.12$2.51$2.96$3.42$3.87$4.60$5.36
PutsCheap0.83×
CallsExpensive1.26×
SkewBearish+0.93 pp
Implied moveBearish±$3.85
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2839.8%14.0%35.7239.4%10.6%
25Δ43.3339.5%12.0%36.4839.3%9.2%
30Δ42.4139.1%10.1%37.2439.1%7.8%
35Δ41.7338.5%8.9%37.9039.1%6.7%
40Δ41.0437.9%7.6%38.5239.2%5.9%
45Δ40.3537.2%6.4%39.1439.3%5.1%
50Δ39.7137.1%5.5%39.7639.3%4.2%
55Δ39.1137.5%4.8%40.4139.4%3.6%
60Δ38.5137.9%4.1%41.0939.5%3.0%
65Δ37.9138.2%3.5%41.7839.7%2.4%
70Δ37.2538.7%2.9%42.4639.8%1.8%
75Δ36.4639.4%2.4%43.3739.8%1.4%
80Δ35.6740.0%1.9%44.3039.9%0.9%

20Δ

Calls
Pseudo strike
44.28
IV
39.8%
B/E move
14.0%
Puts
Pseudo strike
35.72
IV
39.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
43.33
IV
39.5%
B/E move
12.0%
Puts
Pseudo strike
36.48
IV
39.3%
B/E move
9.2%

30Δ

Calls
Pseudo strike
42.41
IV
39.1%
B/E move
10.1%
Puts
Pseudo strike
37.24
IV
39.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
41.73
IV
38.5%
B/E move
8.9%
Puts
Pseudo strike
37.90
IV
39.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
41.04
IV
37.9%
B/E move
7.6%
Puts
Pseudo strike
38.52
IV
39.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
40.35
IV
37.2%
B/E move
6.4%
Puts
Pseudo strike
39.14
IV
39.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
39.71
IV
37.1%
B/E move
5.5%
Puts
Pseudo strike
39.76
IV
39.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
39.11
IV
37.5%
B/E move
4.8%
Puts
Pseudo strike
40.41
IV
39.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
38.51
IV
37.9%
B/E move
4.1%
Puts
Pseudo strike
41.09
IV
39.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
37.91
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
41.78
IV
39.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
37.25
IV
38.7%
B/E move
2.9%
Puts
Pseudo strike
42.46
IV
39.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
36.46
IV
39.4%
B/E move
2.4%
Puts
Pseudo strike
43.37
IV
39.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
35.67
IV
40.0%
B/E move
1.9%
Puts
Pseudo strike
44.30
IV
39.9%
B/E move
0.9%