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Northwest Bancshares, Inc. Common Stock NWBI

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Market datapartial · fetched 2026-10-22T21:54:35.300Z

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 · 2026-10-22T20:00:02.529842299Z

FundamentalsAlpha Vantage · unavailable

Share price$15.44
1D+1.9%
AH$15.12$15.22$15.31$15.40$15.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWBI
Sold putSold callAH

Northwest Bancshares, Inc. Common Stock options

Live interpolated NWBI call and put midpoint premiums by absolute delta.Northwest Bancshares, Inc. Common Stock$0.06$2.30$4.55$6.79$9.04$12.24$13.98$15.73$17.47$19.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWBI spot · $15.44NWBI PRICE$0.39$0.50$0.61$0.72$0.82$0.93$1.04$1.15$1.26$1.55$1.89$2.22$2.55$0.30$0.34$0.38$0.42$0.63$0.88$1.14$1.39$1.65$1.91$2.16$3.18$8.39
PutsExpensive2.77×
CallsExpensive3.13×
SkewBullish-13.18 pp
Implied moveBearish±$2.18
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9190.4%31.5%13.2265.3%16.3%
25Δ19.3186.6%28.3%13.7756.6%13.0%
30Δ18.7182.8%25.1%14.3347.9%9.7%
35Δ18.1179.0%21.9%14.8839.3%6.3%
40Δ17.5175.2%18.7%15.2639.7%5.2%
45Δ16.9071.4%15.5%15.5942.5%4.8%
50Δ16.3067.6%12.3%15.9145.4%4.3%
55Δ15.7063.8%9.1%16.2448.2%3.8%
60Δ15.1060.0%5.9%16.5751.1%3.4%
65Δ14.6360.6%4.8%16.9053.9%2.9%
70Δ14.1862.0%4.1%17.2356.8%2.4%
75Δ13.7463.5%3.4%18.2870.4%2.2%
80Δ13.2964.9%2.6%23.34139.2%3.2%

20Δ

Calls
Pseudo strike
19.91
IV
90.4%
B/E move
31.5%
Puts
Pseudo strike
13.22
IV
65.3%
B/E move
16.3%

25Δ

Calls
Pseudo strike
19.31
IV
86.6%
B/E move
28.3%
Puts
Pseudo strike
13.77
IV
56.6%
B/E move
13.0%

30Δ

Calls
Pseudo strike
18.71
IV
82.8%
B/E move
25.1%
Puts
Pseudo strike
14.33
IV
47.9%
B/E move
9.7%

35Δ

Calls
Pseudo strike
18.11
IV
79.0%
B/E move
21.9%
Puts
Pseudo strike
14.88
IV
39.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
17.51
IV
75.2%
B/E move
18.7%
Puts
Pseudo strike
15.26
IV
39.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
16.90
IV
71.4%
B/E move
15.5%
Puts
Pseudo strike
15.59
IV
42.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
16.30
IV
67.6%
B/E move
12.3%
Puts
Pseudo strike
15.91
IV
45.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
15.70
IV
63.8%
B/E move
9.1%
Puts
Pseudo strike
16.24
IV
48.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
15.10
IV
60.0%
B/E move
5.9%
Puts
Pseudo strike
16.57
IV
51.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
14.63
IV
60.6%
B/E move
4.8%
Puts
Pseudo strike
16.90
IV
53.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
14.18
IV
62.0%
B/E move
4.1%
Puts
Pseudo strike
17.23
IV
56.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
13.74
IV
63.5%
B/E move
3.4%
Puts
Pseudo strike
18.28
IV
70.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
13.29
IV
64.9%
B/E move
2.6%
Puts
Pseudo strike
23.34
IV
139.2%
B/E move
3.2%

Options history

No recorded observations