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NXP Semiconductors N.V. Common Stock NXPI

i

Market datapartial · fetched 2026-11-07T11:14:35.836Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T22:10:56.181338207Z

FundamentalsAlpha Vantage · unavailable

Share price$248.29
1D+2.7%
AH$241$244$246$249$2525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXPI
Sold putSold callAH

NXP Semiconductors N.V. Common Stock options

Live interpolated NXPI call and put midpoint premiums by absolute delta.NXP Semiconductors N.V. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.25$0.13$0.50$0.87$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICENXPI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
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
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 blend45.66%
Daily close
NXPI40.4%46.8%53.3%2026-08-10: 47.35%2026-08-11: 45.47%2026-08-12: 44.80%2026-08-13: 45.34%2026-08-14: 43.47%2026-08-17: 45.24%2026-08-18: 47.63%2026-08-19: 45.54%2026-08-21: 44.12%2026-08-24: 44.50%2026-08-25: 43.84%2026-08-26: 42.94%2026-08-27: 43.14%2026-08-28: 42.41%2026-08-31: 42.85%2026-09-01: 42.34%2026-09-02: 41.51%2026-09-03: 41.29%2026-09-04: 41.72%2026-09-08: 45.43%2026-09-09: 44.60%2026-09-10: 43.81%2026-09-11: 42.97%2026-09-14: 46.35%2026-09-15: 46.88%2026-09-16: 45.60%2026-09-18: 43.66%2026-09-21: 44.50%2026-09-22: 45.00%2026-09-23: 45.14%2026-09-24: 45.20%2026-09-25: 45.10%2026-09-28: 44.16%2026-09-29: 45.31%2026-09-30: 45.10%2026-10-01: 44.06%2026-10-02: 44.99%2026-10-05: 44.02%2026-10-06: 43.57%2026-10-07: 43.35%2026-10-08: 43.91%2026-10-09: 43.10%2026-10-12: 44.47%2026-10-13: 46.97%2026-10-14: 47.65%2026-10-15: 51.34%2026-10-16: 46.89%2026-10-19: 47.76%2026-10-20: 48.70%2026-10-21: 48.95%2026-10-22: 50.32%2026-10-23: 50.22%2026-10-26: 50.34%2026-10-27: 52.37%2026-10-28: 42.37%2026-10-29: 43.45%2026-10-30: 45.66%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.35%
45.47%
44.80%
45.34%
43.47%
45.24%
47.63%
45.54%
44.12%
44.50%
43.84%
42.94%
43.14%
42.41%
42.85%
42.34%
41.51%
41.29%
41.72%
45.43%
44.60%
43.81%
42.97%
46.35%
46.88%
45.60%
43.66%
44.50%
45.00%
45.14%
45.20%
45.10%
44.16%
45.31%
45.10%
44.06%
44.99%
44.02%
43.57%
43.35%
43.91%
43.10%
44.47%
46.97%
47.65%
51.34%
46.89%
47.76%
48.70%
48.95%
50.32%
50.22%
50.34%
52.37%
42.37%
43.45%
45.66%