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Northwest Natural Holding Company NWN

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-13T01:00:57.765Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003275955Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:00:56.540615+00:00

Share price$51.74
1D-0.6%
AH$51.55$51.80$52.05$52.30$52.555:30 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$1.68$1.88$2.08$2.28$2.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENWN PRICE$1.70$1.83$2.13$2.42$1.82$1.99$2.16$2.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.56200.9%23.2%
25Δ63.45170.9%25.9%43.87176.0%19.0%
30Δ59.14141.1%17.8%46.18151.1%14.9%
35Δ57.16132.7%14.6%48.50126.3%10.8%
40Δ55.17124.2%11.3%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.56
IV
200.9%
B/E move
23.2%

25Δ

Calls
Pseudo strike
63.45
IV
170.9%
B/E move
25.9%
Puts
Pseudo strike
43.87
IV
176.0%
B/E move
19.0%

30Δ

Calls
Pseudo strike
59.14
IV
141.1%
B/E move
17.8%
Puts
Pseudo strike
46.18
IV
151.1%
B/E move
14.9%

35Δ

Calls
Pseudo strike
57.16
IV
132.7%
B/E move
14.6%
Puts
Pseudo strike
48.50
IV
126.3%
B/E move
10.8%

40Δ

Calls
Pseudo strike
55.17
IV
124.2%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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

IV · four-Friday blend26.82%
Daily EOD
NWN25.8%27.0%28.1%2026-10-22: 25.98%2026-10-23: 26.35%2026-10-26: 26.69%2026-10-27: 27.99%2026-10-28: 26.20%2026-10-29: 27.49%2026-10-30: 26.82%Oct 22Oct 27Oct 30
7 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
25.98%
26.35%
26.69%
27.99%
26.20%
27.49%
26.82%