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Northwest Natural Holding Company NWN

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Market datapartial · fetched 2026-10-23T02:00:54.995Z

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 · 2026-10-22T23:00:00.001951829Z

FundamentalsAlpha Vantage · unavailable

Share price$49.93
1D+1.9%
AH$48.88$49.21$49.54$49.87$50.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWN
Sold putSold callAH

Northwest Natural Holding Company options

Live interpolated NWN call and put midpoint premiums by absolute delta.Northwest Natural Holding Company$0.47$2.19$3.92$5.64$7.36$43.67$46.71$49.75$52.79$55.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWN spot · $49.93NWN PRICE$1.07$1.06$1.03$1.01$0.99$0.96$0.94$1.13$1.62$2.10$2.59$3.07$3.55$0.66$0.85$1.05$1.24$1.44$1.63$2.04$2.66$3.28$3.90$4.51$5.13$6.86
PutsExpensive1.59×
CallsExpensive1.31×
SkewBearish+2.58 pp
Implied moveBearish±$2.98
TiltBearish25.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.5776.4%25.5%45.6539.4%9.9%
25Δ58.7463.8%19.8%46.4538.0%8.7%
30Δ57.1755.2%16.6%47.2436.5%7.5%
35Δ55.6046.5%13.4%48.0335.1%6.3%
40Δ54.0337.8%10.2%48.8233.7%5.1%
45Δ52.4629.1%7.0%49.6132.2%3.9%
50Δ50.8920.5%3.8%50.4132.2%3.1%
55Δ49.7416.0%1.9%51.2233.5%2.7%
60Δ49.1516.8%1.7%52.0334.8%2.4%
65Δ48.5617.7%1.5%52.8436.1%2.0%
70Δ47.9618.6%1.2%53.6537.3%1.6%
75Δ47.3719.5%1.0%54.4538.6%1.2%
80Δ46.7720.4%0.8%56.3244.5%0.9%

20Δ

Calls
Pseudo strike
61.57
IV
76.4%
B/E move
25.5%
Puts
Pseudo strike
45.65
IV
39.4%
B/E move
9.9%

25Δ

Calls
Pseudo strike
58.74
IV
63.8%
B/E move
19.8%
Puts
Pseudo strike
46.45
IV
38.0%
B/E move
8.7%

30Δ

Calls
Pseudo strike
57.17
IV
55.2%
B/E move
16.6%
Puts
Pseudo strike
47.24
IV
36.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
55.60
IV
46.5%
B/E move
13.4%
Puts
Pseudo strike
48.03
IV
35.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
54.03
IV
37.8%
B/E move
10.2%
Puts
Pseudo strike
48.82
IV
33.7%
B/E move
5.1%

45Δ

Calls
Pseudo strike
52.46
IV
29.1%
B/E move
7.0%
Puts
Pseudo strike
49.61
IV
32.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
50.89
IV
20.5%
B/E move
3.8%
Puts
Pseudo strike
50.41
IV
32.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
49.74
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
51.22
IV
33.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
49.15
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
52.03
IV
34.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
48.56
IV
17.7%
B/E move
1.5%
Puts
Pseudo strike
52.84
IV
36.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
47.96
IV
18.6%
B/E move
1.2%
Puts
Pseudo strike
53.65
IV
37.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
47.37
IV
19.5%
B/E move
1.0%
Puts
Pseudo strike
54.45
IV
38.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
46.77
IV
20.4%
B/E move
0.8%
Puts
Pseudo strike
56.32
IV
44.5%
B/E move
0.9%

Options history

No recorded observations