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Northwest Bancshares, Inc. Common Stock NWBI

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Market datapartial · fetched 2026-10-22T18:27:55.760Z

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 · 2026-10-22T18:27:53.03693619Z

FundamentalsAlpha Vantage · unavailable

Share price$15.44
1D+1.9%
$15.12$15.22$15.31$15.40$15.495:30 AM6:30 AM9:00 AM1:00 PMNWBI
Sold putSold call

Northwest Bancshares, Inc. Common Stock options

Live interpolated NWBI call and put midpoint premiums by absolute delta.Northwest Bancshares, Inc. Common Stock$0.89$1.63$2.37$3.11$3.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENWBI PRICE$0.97$1.83$2.68$0.98$1.15$1.32$1.50$1.67$1.84$2.01$2.18$2.35$2.53$3.64
PutsExpensive8.56×
CallsExpensive1.44×
SkewBearish+134.60 pp
Implied move——
TiltBearish58.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.58282.5%63.7%
25Δ7.74258.3%57.3%
30Δ8.90234.2%50.9%
35Δ10.06210.0%44.5%
40Δ11.21185.9%38.2%
45Δ12.37161.7%31.8%
50Δ13.53137.6%25.4%
55Δ14.69113.4%19.0%
60Δ15.8489.3%12.6%
65Δ17.0065.1%6.2%
70Δ14.7921.3%2.1%18.5465.1%3.5%
75Δ13.9029.3%1.9%
80Δ13.0137.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
282.5%
B/E move
63.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.74
IV
258.3%
B/E move
57.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.90
IV
234.2%
B/E move
50.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.06
IV
210.0%
B/E move
44.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.21
IV
185.9%
B/E move
38.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.37
IV
161.7%
B/E move
31.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.53
IV
137.6%
B/E move
25.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.69
IV
113.4%
B/E move
19.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.84
IV
89.3%
B/E move
12.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.00
IV
65.1%
B/E move
6.2%

70Δ

Calls
Pseudo strike
14.79
IV
21.3%
B/E move
2.1%
Puts
Pseudo strike
18.54
IV
65.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
13.90
IV
29.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.01
IV
37.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations