Share price$84.97
1D+0.2%
Sold putSold callAH
NorthWestern Energy Group, Inc. Common Stock NWE
UTILITIES · UTILITIES - REGULATED ELECTRICi
Market dataready · fetched 2026-11-12T03:15:24.441Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-11T21:25:22.722341063Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:06:09.975485+00:00
NorthWestern Energy Group, Inc. Common Stock options
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.76 | 110.0% | 14.1% | |||
| 25Δ | 94.79 | 93.3% | 13.6% | 78.14 | 87.3% | 10.1% |
| 30Δ | 91.00 | 73.0% | 9.1% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 85.28 | 23.0% | 1.3% | |||
| 55Δ | 86.29 | 29.5% | 1.2% | |||
| 60Δ | 87.29 | 36.1% | 1.2% | |||
| 65Δ | 88.29 | 42.6% | 1.2% | |||
| 70Δ | 89.30 | 49.2% | 1.2% | |||
| 75Δ | 90.80 | 56.3% | 1.1% | |||
| 80Δ | 93.45 | 65.0% | 1.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 74.76
- IV
- 110.0%
- B/E move
- 14.1%
25Δ
- Pseudo strike
- 94.79
- IV
- 93.3%
- B/E move
- 13.6%
- Pseudo strike
- 78.14
- IV
- 87.3%
- B/E move
- 10.1%
30Δ
- Pseudo strike
- 91.00
- IV
- 73.0%
- B/E move
- 9.1%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 85.28
- IV
- 23.0%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 86.29
- IV
- 29.5%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 87.29
- IV
- 36.1%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 88.29
- IV
- 42.6%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 89.30
- IV
- 49.2%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 90.80
- IV
- 56.3%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 93.45
- IV
- 65.0%
- B/E move
- 1.0%
Options history
IV · four-Friday blend25.27%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 24.41% | |
| 25.24% | |
| 26.37% | |
| 25.74% | |
| 26.68% | |
| 26.21% | |
| 25.86% | |
| 26.28% | |
| 25.29% | |
| 25.27% |
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