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Northwest Bancshares, Inc. Common Stock NWBI

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Market datapartial · fetched 2026-10-23T15:09:09.630Z

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 · 2026-10-23T15:09:05.268952248Z

FundamentalsAlpha Vantage · unavailable

Share price$15.46
1D+0.0%
$15.29$15.33$15.38$15.43$15.475:30 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$0.00$2.03$4.06$6.09$8.12$12.47$13.59$14.70$15.81$16.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWBI spot · $15.46NWBI PRICE$0.13$0.17$0.21$0.25$0.28$0.32$0.36$0.39$0.43$0.47$0.51$0.54$1.71$0.29$0.32$0.35$0.38$0.67$0.95$1.23$1.51$1.80$2.08$2.36$4.52$7.53
PutsExpensive2.81×
CallsExpensive1.05×
SkewBearish+35.25 pp
Implied moveBearish±$1.59
TiltBearish61.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.1028.2%11.5%13.2764.7%16.0%
25Δ16.9227.0%10.6%13.8554.8%12.4%
30Δ16.7425.9%9.7%14.4344.9%8.9%
35Δ16.5724.8%8.8%15.0135.4%5.4%
40Δ16.3923.7%7.9%15.3539.6%5.0%
45Δ16.2122.6%7.0%15.6943.8%4.6%
50Δ16.0421.4%6.1%16.0348.0%4.2%
55Δ15.8620.3%5.2%16.3752.2%3.9%
60Δ15.6919.2%4.3%16.7156.4%3.5%
65Δ15.5118.1%3.4%17.0560.6%3.1%
70Δ15.3316.9%2.5%17.3964.8%2.7%
75Δ15.1615.8%1.6%19.5887.7%2.5%
80Δ14.0450.1%2.0%22.61119.2%2.4%

20Δ

Calls
Pseudo strike
17.10
IV
28.2%
B/E move
11.5%
Puts
Pseudo strike
13.27
IV
64.7%
B/E move
16.0%

25Δ

Calls
Pseudo strike
16.92
IV
27.0%
B/E move
10.6%
Puts
Pseudo strike
13.85
IV
54.8%
B/E move
12.4%

30Δ

Calls
Pseudo strike
16.74
IV
25.9%
B/E move
9.7%
Puts
Pseudo strike
14.43
IV
44.9%
B/E move
8.9%

35Δ

Calls
Pseudo strike
16.57
IV
24.8%
B/E move
8.8%
Puts
Pseudo strike
15.01
IV
35.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
16.39
IV
23.7%
B/E move
7.9%
Puts
Pseudo strike
15.35
IV
39.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
16.21
IV
22.6%
B/E move
7.0%
Puts
Pseudo strike
15.69
IV
43.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
16.04
IV
21.4%
B/E move
6.1%
Puts
Pseudo strike
16.03
IV
48.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
15.86
IV
20.3%
B/E move
5.2%
Puts
Pseudo strike
16.37
IV
52.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
15.69
IV
19.2%
B/E move
4.3%
Puts
Pseudo strike
16.71
IV
56.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
15.51
IV
18.1%
B/E move
3.4%
Puts
Pseudo strike
17.05
IV
60.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.33
IV
16.9%
B/E move
2.5%
Puts
Pseudo strike
17.39
IV
64.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.16
IV
15.8%
B/E move
1.6%
Puts
Pseudo strike
19.58
IV
87.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.04
IV
50.1%
B/E move
2.0%
Puts
Pseudo strike
22.61
IV
119.2%
B/E move
2.4%

Options history

No recorded observations