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Natwest Group PLC NWG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:29:20.956Z

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 · 2026-10-22T23:00:00.002114096Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:29:19.561640+00:00

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 options

Live interpolated NWG call and put midpoint premiums by absolute delta.Natwest Group PLC$0.06$2.00$3.94$5.88$7.82$13.84$15.46$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×
CallsExpensive1.64×
SkewBullish-3.69 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
20Δ26.88120.6%60.6%15.4240.4%10.8%
25Δ24.77102.0%48.4%15.7040.0%9.7%
30Δ22.6683.4%36.1%15.9739.6%8.7%
35Δ20.5664.8%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
120.6%
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
102.0%
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
83.4%
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
64.8%
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