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NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares) NWG

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Market datapartial · fetched 2026-10-22T21:07:31.802Z

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 · 2026-10-22T20:10:00.001456512Z

FundamentalsAlpha Vantage · unavailable

Share price$16.99
1D-0.7%
AH$16.85$16.95$17.05$17.16$17.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWG
Sold putSold callAH

NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares) options

Live interpolated NWG call and put midpoint premiums by absolute delta.NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares)$0.06$2.00$3.94$5.88$7.82$13.83$15.45$17.08$18.70$20.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWG spot · $16.99NWG PRICE$0.41$0.44$0.46$0.49$0.51$0.63$0.81$0.99$1.18$1.36$1.55$1.73$1.91$0.27$0.36$0.46$0.55$0.64$0.74$0.83$0.92$1.59$3.01$4.43$5.85$7.27
PutsExpensive1.50×
CallsExpensive1.65×
SkewBullish-3.67 pp
Implied moveBalanced±$1.64
TiltBearish36.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.88120.5%60.6%15.4240.4%10.8%
25Δ24.77101.9%48.4%15.7040.0%9.7%
30Δ22.6683.3%36.1%15.9739.6%8.7%
35Δ20.5664.7%23.9%16.2539.2%7.6%
40Δ18.4546.1%11.6%16.5238.8%6.5%
45Δ17.3538.0%5.8%16.8038.4%5.5%
50Δ17.0738.5%5.2%17.0738.1%4.4%
55Δ16.7939.0%4.7%17.3437.7%3.3%
60Δ16.5139.6%4.1%18.1244.1%2.7%
65Δ16.2340.1%3.6%19.5659.6%2.5%
70Δ15.9540.6%3.0%21.0175.1%2.4%
75Δ15.6741.1%2.4%22.4590.5%2.3%
80Δ15.3941.6%1.9%23.90106.0%2.1%

20Δ

Calls
Pseudo strike
26.88
IV
120.5%
B/E move
60.6%
Puts
Pseudo strike
15.42
IV
40.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
24.77
IV
101.9%
B/E move
48.4%
Puts
Pseudo strike
15.70
IV
40.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
22.66
IV
83.3%
B/E move
36.1%
Puts
Pseudo strike
15.97
IV
39.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
20.56
IV
64.7%
B/E move
23.9%
Puts
Pseudo strike
16.25
IV
39.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
18.45
IV
46.1%
B/E move
11.6%
Puts
Pseudo strike
16.52
IV
38.8%
B/E move
6.5%

45Δ

Calls
Pseudo strike
17.35
IV
38.0%
B/E move
5.8%
Puts
Pseudo strike
16.80
IV
38.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
17.07
IV
38.5%
B/E move
5.2%
Puts
Pseudo strike
17.07
IV
38.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
16.79
IV
39.0%
B/E move
4.7%
Puts
Pseudo strike
17.34
IV
37.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
16.51
IV
39.6%
B/E move
4.1%
Puts
Pseudo strike
18.12
IV
44.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.23
IV
40.1%
B/E move
3.6%
Puts
Pseudo strike
19.56
IV
59.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
15.95
IV
40.6%
B/E move
3.0%
Puts
Pseudo strike
21.01
IV
75.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
15.67
IV
41.1%
B/E move
2.4%
Puts
Pseudo strike
22.45
IV
90.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.39
IV
41.6%
B/E move
1.9%
Puts
Pseudo strike
23.90
IV
106.0%
B/E move
2.1%

Options history

No recorded observations