IntraAlpha
Create free account Start free

Novo Nordisk A/S (B Shares) ADRhedged NVOH

i

Market dataready · fetched 2026-11-13T02:51:29.528Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T01:00:00.0253146Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:51:28.935583+00:00

Share price$23.19
1D+0.5%
AH$23.05$23.09$23.13$23.17$23.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVOH
Sold putSold callAH

Novo Nordisk A/S (B Shares) ADRhedged options

Live interpolated NVOH call and put midpoint premiums by absolute delta.Novo Nordisk A/S (B Shares) ADRhedged$0.97$1.55$2.13$2.71$3.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENVOH PRICE$1.04$1.13$1.24$1.36$1.49$1.62$1.78$1.96$2.13$2.56$3.12
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ21.2967.3%12.6%
35Δ22.0559.7%9.8%
40Δ22.5954.7%7.9%
45Δ23.1050.1%6.2%
50Δ23.5047.0%5.1%
55Δ23.9043.8%3.9%
60Δ24.2541.5%3.1%
65Δ24.5939.5%2.4%
70Δ24.9237.4%1.7%
75Δ25.4638.2%1.3%
80Δ26.1040.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.29
IV
67.3%
B/E move
12.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.05
IV
59.7%
B/E move
9.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.59
IV
54.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.10
IV
50.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.50
IV
47.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.90
IV
43.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.25
IV
41.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.59
IV
39.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.92
IV
37.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.46
IV
38.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.10
IV
40.2%
B/E move
0.9%

Options history

IV · four-Friday blend40.97%
Daily EOD
NVOH37.1%39.2%41.3%2026-10-19: 37.87%2026-10-20: 37.38%2026-10-21: 37.98%2026-10-22: 37.86%2026-10-23: 38.47%2026-10-26: 38.53%2026-10-27: 38.58%2026-10-28: 38.68%2026-10-29: 39.41%2026-10-30: 40.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.87%
37.38%
37.98%
37.86%
38.47%
38.53%
38.58%
38.68%
39.41%
40.97%