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Novo Nordisk A/S (B Shares) ADRhedged NVOH

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Market datapartial · fetched 2026-10-22T20:47:58.364Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001949002Z

FundamentalsAlpha Vantage · unavailable

Share price$22.23
1D+3.7%
AH$21.43$21.68$21.93$22.18$22.435:30 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$0.38$1.04$1.69$2.35$3.01$18.81$20.56$22.32$24.08$25.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVOH spot · $22.23NVOH PRICE$0.45$0.51$0.58$0.66$0.74$0.84$0.97$1.10$1.28$1.49$1.70$2.02$2.40$0.47$0.54$0.62$0.70$0.78$0.90$1.07$1.24$1.43$1.70$1.97$2.35$2.82
PutsExpensive1.43×
CallsExpensive1.21×
SkewBullish-2.95 pp
Implied moveBearish±$2.04
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9370.8%23.2%19.4962.9%14.4%
25Δ25.3459.2%16.3%20.3354.1%11.0%
30Δ24.4352.9%12.5%20.9648.3%8.5%
35Δ23.7648.3%9.9%21.3744.7%7.0%
40Δ23.2444.5%7.9%21.7841.1%5.6%
45Δ22.8242.3%6.4%22.1439.1%4.5%
50Δ22.4841.3%5.5%22.4439.0%3.8%
55Δ22.1440.4%4.5%22.7538.9%3.2%
60Δ21.8040.3%3.8%23.0739.0%2.6%
65Δ21.4640.6%3.2%23.4539.4%2.2%
70Δ21.1241.0%2.7%23.8239.9%1.7%
75Δ20.6942.2%2.2%24.2940.8%1.3%
80Δ20.2243.9%1.8%24.8542.2%0.9%

20Δ

Calls
Pseudo strike
26.93
IV
70.8%
B/E move
23.2%
Puts
Pseudo strike
19.49
IV
62.9%
B/E move
14.4%

25Δ

Calls
Pseudo strike
25.34
IV
59.2%
B/E move
16.3%
Puts
Pseudo strike
20.33
IV
54.1%
B/E move
11.0%

30Δ

Calls
Pseudo strike
24.43
IV
52.9%
B/E move
12.5%
Puts
Pseudo strike
20.96
IV
48.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
23.76
IV
48.3%
B/E move
9.9%
Puts
Pseudo strike
21.37
IV
44.7%
B/E move
7.0%

40Δ

Calls
Pseudo strike
23.24
IV
44.5%
B/E move
7.9%
Puts
Pseudo strike
21.78
IV
41.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
22.82
IV
42.3%
B/E move
6.4%
Puts
Pseudo strike
22.14
IV
39.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
22.48
IV
41.3%
B/E move
5.5%
Puts
Pseudo strike
22.44
IV
39.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
22.14
IV
40.4%
B/E move
4.5%
Puts
Pseudo strike
22.75
IV
38.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
21.80
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
23.07
IV
39.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
21.46
IV
40.6%
B/E move
3.2%
Puts
Pseudo strike
23.45
IV
39.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
21.12
IV
41.0%
B/E move
2.7%
Puts
Pseudo strike
23.82
IV
39.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
20.69
IV
42.2%
B/E move
2.2%
Puts
Pseudo strike
24.29
IV
40.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
20.22
IV
43.9%
B/E move
1.8%
Puts
Pseudo strike
24.85
IV
42.2%
B/E move
0.9%

Options history

No recorded observations