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Novo Nordisk A/S (B Shares) ADRhedged NVOH

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Market datapartial · fetched 2026-10-23T15:59:20.603Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.172754765Z

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$0.81$2.34$3.87$5.40$6.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENVOH PRICE$1.33$1.51$1.69$1.88$2.07$0.97$1.15$1.37$1.64$1.95$2.36$2.88$3.54$4.55$6.50
PutsExpensive1.22×
CallsCheap0.91×
SkewBearish+17.65 pp
Implied move——
TiltBearish52.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ21.2642.9%8.7%
40Δ21.7441.9%7.4%
45Δ22.2141.6%6.3%
50Δ22.6842.0%5.4%
55Δ23.1742.7%4.5%
60Δ21.8530.5%4.3%23.7444.1%3.8%
65Δ21.5229.9%3.6%24.4046.1%3.2%
70Δ21.1929.3%3.0%25.1948.8%2.6%
75Δ20.8828.3%2.4%26.3253.1%2.1%
80Δ20.5926.6%1.9%28.3562.5%1.7%

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.26
IV
42.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.74
IV
41.9%
B/E move
7.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.21
IV
41.6%
B/E move
6.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.68
IV
42.0%
B/E move
5.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.17
IV
42.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
21.85
IV
30.5%
B/E move
4.3%
Puts
Pseudo strike
23.74
IV
44.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
21.52
IV
29.9%
B/E move
3.6%
Puts
Pseudo strike
24.40
IV
46.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
21.19
IV
29.3%
B/E move
3.0%
Puts
Pseudo strike
25.19
IV
48.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
20.88
IV
28.3%
B/E move
2.4%
Puts
Pseudo strike
26.32
IV
53.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
20.59
IV
26.6%
B/E move
1.9%
Puts
Pseudo strike
28.35
IV
62.5%
B/E move
1.7%

Options history

No recorded observations