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NXP Semiconductors NV NXPI

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:03:40.530Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.905116619Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:14.513331+00:00

Share price$231.09
1D+6.1%
AH$215$220$224$228$2335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXPI
Sold putSold callAH

NXP Semiconductors NV options

Live interpolated NXPI call and put midpoint premiums by absolute delta.NXP Semiconductors NV$0.77$2.88$4.98$7.09$9.20$214.06$222.17$230.27$238.37$246.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $231.09OPTION PRICELive NXPI spot · $231.09NXPI PRICE$1.00$1.36$1.73$2.09$2.45$2.82$3.18$3.55$4.40$5.45$6.49$7.54$8.59$1.07$1.40$1.72$2.04$2.36$2.81$3.60$4.39$5.19$5.98$6.77$7.56$8.35
PutsExpensive1.63×
CallsCheap0.63×
SkewBearish+1.71 pp
Implied moveBearish±$6.78
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.4263.5%3.6%223.2967.7%3.8%
25Δ237.2663.5%3.3%224.7167.2%3.4%
30Δ236.1163.5%2.9%226.1366.6%2.9%
35Δ234.9563.5%2.6%227.5466.0%2.4%
40Δ233.8063.5%2.2%228.9665.4%1.9%
45Δ232.6463.6%1.9%230.3164.9%1.6%
50Δ231.4963.6%1.5%231.4764.8%1.4%
55Δ230.3363.6%1.2%232.6464.7%1.2%
60Δ229.0363.6%1.0%233.8064.6%1.1%
65Δ227.6763.7%0.9%234.9764.5%0.9%
70Δ226.3163.7%0.7%236.1364.4%0.7%
75Δ224.9463.8%0.6%237.3064.3%0.6%
80Δ223.5863.9%0.5%238.4664.2%0.4%

20Δ

Calls
Pseudo strike
238.42
IV
63.5%
B/E move
3.6%
Puts
Pseudo strike
223.29
IV
67.7%
B/E move
3.8%

25Δ

Calls
Pseudo strike
237.26
IV
63.5%
B/E move
3.3%
Puts
Pseudo strike
224.71
IV
67.2%
B/E move
3.4%

30Δ

Calls
Pseudo strike
236.11
IV
63.5%
B/E move
2.9%
Puts
Pseudo strike
226.13
IV
66.6%
B/E move
2.9%

35Δ

Calls
Pseudo strike
234.95
IV
63.5%
B/E move
2.6%
Puts
Pseudo strike
227.54
IV
66.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
233.80
IV
63.5%
B/E move
2.2%
Puts
Pseudo strike
228.96
IV
65.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
232.64
IV
63.6%
B/E move
1.9%
Puts
Pseudo strike
230.31
IV
64.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
231.49
IV
63.6%
B/E move
1.5%
Puts
Pseudo strike
231.47
IV
64.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
230.33
IV
63.6%
B/E move
1.2%
Puts
Pseudo strike
232.64
IV
64.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
229.03
IV
63.6%
B/E move
1.0%
Puts
Pseudo strike
233.80
IV
64.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
227.67
IV
63.7%
B/E move
0.9%
Puts
Pseudo strike
234.97
IV
64.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
226.31
IV
63.7%
B/E move
0.7%
Puts
Pseudo strike
236.13
IV
64.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
224.94
IV
63.8%
B/E move
0.6%
Puts
Pseudo strike
237.30
IV
64.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
223.58
IV
63.9%
B/E move
0.5%
Puts
Pseudo strike
238.46
IV
64.2%
B/E move
0.4%