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NorthWestern Energy Group, Inc. Common Stock NWE

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Market datapartial · fetched 2026-10-22T23:22:45.752Z

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 · 2026-10-22T20:00:00.924389654Z

FundamentalsAlpha Vantage · unavailable

Share price$77.13
1D+1.0%
AH$76.26$76.58$76.91$77.23$77.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWE
Sold putSold callAH

NorthWestern Energy Group, Inc. Common Stock options

Live interpolated NWE call and put midpoint premiums by absolute delta.NorthWestern Energy Group, Inc. Common Stock$1.50$3.15$4.80$6.45$8.10$64.62$70.43$76.24$82.05$87.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWE spot · $77.13NWE PRICE$1.68$1.84$1.97$2.11$2.25$2.43$2.62$2.80$2.99$3.17$3.39$4.12$4.85$1.77$1.83$1.94$2.05$2.35$2.71$3.07$3.44$3.80$4.28$5.39$6.51$7.62
PutsExpensive1.33×
CallsExpensive1.16×
SkewBullish-1.03 pp
Implied moveBearish±$5.69
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.8776.3%25.2%66.9468.0%15.5%
25Δ91.3167.6%20.8%70.5853.4%10.9%
30Δ87.5557.9%16.1%72.5645.8%8.4%
35Δ83.7848.3%11.4%74.5438.3%6.0%
40Δ80.0238.6%6.7%75.6835.5%4.9%
45Δ79.1635.9%5.8%76.5834.2%4.2%
50Δ78.3233.3%4.9%77.4732.9%3.5%
55Δ77.4830.6%4.1%78.3631.6%2.9%
60Δ76.6428.0%3.2%79.2530.4%2.2%
65Δ75.8025.3%2.4%80.2129.5%1.5%
70Δ74.9522.7%1.6%81.5630.6%1.3%
75Δ74.0022.2%1.3%82.9031.8%1.0%
80Δ73.0521.7%1.0%84.2532.9%0.7%

20Δ

Calls
Pseudo strike
94.87
IV
76.3%
B/E move
25.2%
Puts
Pseudo strike
66.94
IV
68.0%
B/E move
15.5%

25Δ

Calls
Pseudo strike
91.31
IV
67.6%
B/E move
20.8%
Puts
Pseudo strike
70.58
IV
53.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
87.55
IV
57.9%
B/E move
16.1%
Puts
Pseudo strike
72.56
IV
45.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
83.78
IV
48.3%
B/E move
11.4%
Puts
Pseudo strike
74.54
IV
38.3%
B/E move
6.0%

40Δ

Calls
Pseudo strike
80.02
IV
38.6%
B/E move
6.7%
Puts
Pseudo strike
75.68
IV
35.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
79.16
IV
35.9%
B/E move
5.8%
Puts
Pseudo strike
76.58
IV
34.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
78.32
IV
33.3%
B/E move
4.9%
Puts
Pseudo strike
77.47
IV
32.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
77.48
IV
30.6%
B/E move
4.1%
Puts
Pseudo strike
78.36
IV
31.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
76.64
IV
28.0%
B/E move
3.2%
Puts
Pseudo strike
79.25
IV
30.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
75.80
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
80.21
IV
29.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
74.95
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
81.56
IV
30.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
74.00
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
82.90
IV
31.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
73.05
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
84.25
IV
32.9%
B/E move
0.7%

Options history

No recorded observations