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Northwest Natural Holding Company NWN

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Market datapartial · fetched 2026-10-23T04:28:20.221Z

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$0.48$2.17$3.87$5.57$7.26$43.62$46.67$49.73$52.78$55.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWN spot · $49.93NWN PRICE$1.07$1.06$1.03$1.01$0.99$0.96$0.94$1.14$1.62$2.10$2.59$3.07$3.55$0.66$0.85$1.05$1.24$1.43$1.63$2.03$2.65$3.27$3.89$4.50$5.12$6.77
PutsExpensive1.60×
CallsExpensive1.31×
SkewBearish+2.92 pp
Implied moveBearish±$2.97
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.5776.5%25.5%45.6539.5%9.9%
25Δ58.7463.9%19.8%46.4438.2%8.7%
30Δ57.1755.3%16.6%47.2336.8%7.5%
35Δ55.6046.6%13.4%48.0235.4%6.3%
40Δ54.0337.9%10.2%48.8134.1%5.1%
45Δ52.4629.2%7.0%49.6032.7%3.9%
50Δ50.8920.5%3.8%50.4032.7%3.1%
55Δ49.7416.0%1.9%51.2134.0%2.7%
60Δ49.1516.9%1.7%52.0235.3%2.4%
65Δ48.5517.8%1.5%52.8236.6%2.0%
70Δ47.9618.7%1.2%53.6337.9%1.6%
75Δ47.3719.5%1.0%54.4439.2%1.2%
80Δ46.7720.4%0.8%56.2444.8%0.9%

20Δ

Calls
Pseudo strike
61.57
IV
76.5%
B/E move
25.5%
Puts
Pseudo strike
45.65
IV
39.5%
B/E move
9.9%

25Δ

Calls
Pseudo strike
58.74
IV
63.9%
B/E move
19.8%
Puts
Pseudo strike
46.44
IV
38.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
57.17
IV
55.3%
B/E move
16.6%
Puts
Pseudo strike
47.23
IV
36.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
55.60
IV
46.6%
B/E move
13.4%
Puts
Pseudo strike
48.02
IV
35.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
54.03
IV
37.9%
B/E move
10.2%
Puts
Pseudo strike
48.81
IV
34.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
52.46
IV
29.2%
B/E move
7.0%
Puts
Pseudo strike
49.60
IV
32.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
50.89
IV
20.5%
B/E move
3.8%
Puts
Pseudo strike
50.40
IV
32.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
49.74
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
51.21
IV
34.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
49.15
IV
16.9%
B/E move
1.7%
Puts
Pseudo strike
52.02
IV
35.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
48.55
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
52.82
IV
36.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
47.96
IV
18.7%
B/E move
1.2%
Puts
Pseudo strike
53.63
IV
37.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
47.37
IV
19.5%
B/E move
1.0%
Puts
Pseudo strike
54.44
IV
39.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
46.77
IV
20.4%
B/E move
0.8%
Puts
Pseudo strike
56.24
IV
44.8%
B/E move
0.9%

Options history

No recorded observations