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Northwest Natural Holding Company NWN

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Market datapartial · fetched 2026-10-23T17:34:21.844Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-23T17:32:07.349266587Z

FundamentalsAlpha Vantage · unavailable

Share price$49.70
1D-0.6%
$49.57$49.69$49.81$49.92$50.045:30 AM6:30 AM9:00 AM1:00 PMNWN
Sold putSold call

Northwest Natural Holding Company options

Live interpolated NWN call and put midpoint premiums by absolute delta.Northwest Natural Holding Company$0.31$3.92$7.54$11.15$14.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENWN PRICE$0.70$0.88$3.79$4.69$5.59$6.61$10.16$13.72
PutsExpensive1.57×
CallsCheap0.94×
SkewBearish+10.77 pp
Implied move——
TiltBearish93.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.8418.0%23.8%
25Δ57.6916.2%17.8%
30Δ
35Δ
40Δ
45Δ50.9123.9%5.2%
50Δ52.3024.6%4.2%
55Δ53.6825.3%3.2%
60Δ55.1726.1%2.3%
65Δ58.9931.1%1.8%
70Δ62.8136.1%1.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
60.84
IV
18.0%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
57.69
IV
16.2%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.91
IV
23.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.30
IV
24.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.68
IV
25.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.17
IV
26.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.99
IV
31.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.81
IV
36.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations