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Newell Brands Inc. Common Stock NWL

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Market datapartial · fetched 2026-10-23T15:48:37.308Z

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 · 2026-10-23T15:48:33.695783189Z

FundamentalsAlpha Vantage · unavailable

Share price$5.55
1D-2.7%
$5.50$5.56$5.61$5.67$5.735:30 AM6:30 AM9:00 AM1:00 PMNWL
Sold putSold call

Newell Brands Inc. Common Stock options

Live interpolated NWL call and put midpoint premiums by absolute delta.Newell Brands Inc. Common Stock$0.09$0.42$0.75$1.07$1.40$4.04$4.83$5.62$6.41$7.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWL spot · $5.54NWL PRICE$0.13$0.17$0.22$0.27$0.32$0.40$0.49$0.59$0.68$0.77$0.87$1.08$1.30$0.17$0.22$0.28$0.35$0.43$0.50$0.57$0.65$0.72$0.86$1.01$1.16$1.30
PutsExpensive1.57×
CallsExpensive1.79×
SkewBullish-9.61 pp
Implied moveBearish±$1.07
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.8878.7%26.3%4.5790.1%20.7%
25Δ6.6779.2%23.4%4.8485.4%16.8%
30Δ6.4679.8%20.5%5.0682.1%13.8%
35Δ6.2580.3%17.6%5.2180.9%12.3%
40Δ6.0480.8%14.7%5.3779.7%10.8%
45Δ5.8782.8%13.0%5.5278.5%9.4%
50Δ5.7085.2%11.6%5.6877.3%7.9%
55Δ5.5287.6%10.2%5.8376.0%6.4%
60Δ5.3590.0%8.8%5.9974.8%5.0%
65Δ5.1892.4%7.4%6.1873.7%4.2%
70Δ5.0194.8%6.1%6.3772.6%3.4%
75Δ4.74100.3%5.0%6.5671.5%2.6%
80Δ4.46106.1%4.0%6.7570.4%1.8%

20Δ

Calls
Pseudo strike
6.88
IV
78.7%
B/E move
26.3%
Puts
Pseudo strike
4.57
IV
90.1%
B/E move
20.7%

25Δ

Calls
Pseudo strike
6.67
IV
79.2%
B/E move
23.4%
Puts
Pseudo strike
4.84
IV
85.4%
B/E move
16.8%

30Δ

Calls
Pseudo strike
6.46
IV
79.8%
B/E move
20.5%
Puts
Pseudo strike
5.06
IV
82.1%
B/E move
13.8%

35Δ

Calls
Pseudo strike
6.25
IV
80.3%
B/E move
17.6%
Puts
Pseudo strike
5.21
IV
80.9%
B/E move
12.3%

40Δ

Calls
Pseudo strike
6.04
IV
80.8%
B/E move
14.7%
Puts
Pseudo strike
5.37
IV
79.7%
B/E move
10.8%

45Δ

Calls
Pseudo strike
5.87
IV
82.8%
B/E move
13.0%
Puts
Pseudo strike
5.52
IV
78.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
5.70
IV
85.2%
B/E move
11.6%
Puts
Pseudo strike
5.68
IV
77.3%
B/E move
7.9%

55Δ

Calls
Pseudo strike
5.52
IV
87.6%
B/E move
10.2%
Puts
Pseudo strike
5.83
IV
76.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
5.35
IV
90.0%
B/E move
8.8%
Puts
Pseudo strike
5.99
IV
74.8%
B/E move
5.0%

65Δ

Calls
Pseudo strike
5.18
IV
92.4%
B/E move
7.4%
Puts
Pseudo strike
6.18
IV
73.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
5.01
IV
94.8%
B/E move
6.1%
Puts
Pseudo strike
6.37
IV
72.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
4.74
IV
100.3%
B/E move
5.0%
Puts
Pseudo strike
6.56
IV
71.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
4.46
IV
106.1%
B/E move
4.0%
Puts
Pseudo strike
6.75
IV
70.4%
B/E move
1.8%

Options history

No recorded observations