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Newell Brands Inc. Common Stock NWL

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Market datapartial · fetched 2026-10-23T18:45:45.239Z

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 · 2026-10-23T18:45:43.250916798Z

FundamentalsAlpha Vantage · unavailable

Share price$5.42
1D-5.2%
$5.36$5.46$5.55$5.64$5.745:30 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$0.08$0.53$0.99$1.44$1.90$3.89$4.72$5.55$6.38$7.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWL spot · $5.42NWL PRICE$0.13$0.17$0.21$0.26$0.33$0.42$0.51$0.61$0.70$0.79$1.05$1.41$1.77$0.18$0.23$0.28$0.34$0.41$0.48$0.55$0.62$0.69$0.75
PutsExpensive1.59×
CallsExpensive2.00×
SkewBullish-17.83 pp
Implied moveBearish±$1.06
TiltBullish29.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.7478.1%26.8%4.4690.5%20.9%
25Δ6.5279.0%23.6%4.6988.1%17.7%
30Δ6.3079.9%20.4%4.9185.6%14.4%
35Δ6.0980.7%17.2%5.0983.3%12.3%
40Δ5.9083.2%15.1%5.2381.0%10.9%
45Δ5.7386.7%13.7%5.3878.7%9.5%
50Δ5.5690.3%12.3%5.5276.5%8.1%
55Δ5.4093.8%10.9%5.6774.2%6.7%
60Δ5.2397.4%9.5%5.8172.0%5.3%
65Δ5.06101.0%8.1%5.9669.7%3.9%
70Δ4.74114.6%7.0%
75Δ4.33133.7%6.0%
80Δ3.92152.9%5.1%

20Δ

Calls
Pseudo strike
6.74
IV
78.1%
B/E move
26.8%
Puts
Pseudo strike
4.46
IV
90.5%
B/E move
20.9%

25Δ

Calls
Pseudo strike
6.52
IV
79.0%
B/E move
23.6%
Puts
Pseudo strike
4.69
IV
88.1%
B/E move
17.7%

30Δ

Calls
Pseudo strike
6.30
IV
79.9%
B/E move
20.4%
Puts
Pseudo strike
4.91
IV
85.6%
B/E move
14.4%

35Δ

Calls
Pseudo strike
6.09
IV
80.7%
B/E move
17.2%
Puts
Pseudo strike
5.09
IV
83.3%
B/E move
12.3%

40Δ

Calls
Pseudo strike
5.90
IV
83.2%
B/E move
15.1%
Puts
Pseudo strike
5.23
IV
81.0%
B/E move
10.9%

45Δ

Calls
Pseudo strike
5.73
IV
86.7%
B/E move
13.7%
Puts
Pseudo strike
5.38
IV
78.7%
B/E move
9.5%

50Δ

Calls
Pseudo strike
5.56
IV
90.3%
B/E move
12.3%
Puts
Pseudo strike
5.52
IV
76.5%
B/E move
8.1%

55Δ

Calls
Pseudo strike
5.40
IV
93.8%
B/E move
10.9%
Puts
Pseudo strike
5.67
IV
74.2%
B/E move
6.7%

60Δ

Calls
Pseudo strike
5.23
IV
97.4%
B/E move
9.5%
Puts
Pseudo strike
5.81
IV
72.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
5.06
IV
101.0%
B/E move
8.1%
Puts
Pseudo strike
5.96
IV
69.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
4.74
IV
114.6%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.33
IV
133.7%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.92
IV
152.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations