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NXP Semiconductors N.V. Common Stock NXPI

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-05T21:51:18.970Z

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 · 2026-11-05T21:44:27.794247907Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T21:51:17.074176+00:00

Share price$243.95
1D-5.8%
AH$241$247$253$259$2655:30 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$2.50$10.68$18.87$27.05$35.23$190.95$215.06$239.17$263.27$287.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXPI spot · $243.95NXPI PRICE$3.39$4.54$5.86$7.20$8.78$10.35$12.39$14.53$17.02$19.99$23.25$27.32$32.87$3.91$5.17$6.44$8.00$9.56$11.22$12.94$14.65$16.97$19.33$21.94$25.14$28.34
PutsCheap0.68×
CallsExpensive1.06×
SkewBullish-8.82 pp
Implied moveBearish±$25.32
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ275.1264.0%14.2%220.1566.3%11.4%
25Δ269.6665.6%12.4%225.2265.0%9.8%
30Δ264.6766.0%10.9%230.2463.7%8.3%
35Δ259.7166.4%9.4%234.3563.2%7.2%
40Δ255.2766.5%8.2%238.4662.6%6.2%
45Δ250.8366.6%7.1%242.3361.5%5.3%
50Δ246.5967.4%6.2%246.0660.2%4.4%
55Δ242.3968.4%5.3%249.7858.8%3.6%
60Δ238.0169.6%4.5%253.5558.0%3.0%
65Δ233.3871.2%3.9%257.3357.2%2.4%
70Δ228.5072.8%3.2%261.2656.4%1.9%
75Δ222.9674.7%2.6%265.5555.5%1.4%
80Δ216.1078.7%2.1%269.8554.6%1.0%

20Δ

Calls
Pseudo strike
275.12
IV
64.0%
B/E move
14.2%
Puts
Pseudo strike
220.15
IV
66.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
269.66
IV
65.6%
B/E move
12.4%
Puts
Pseudo strike
225.22
IV
65.0%
B/E move
9.8%

30Δ

Calls
Pseudo strike
264.67
IV
66.0%
B/E move
10.9%
Puts
Pseudo strike
230.24
IV
63.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
259.71
IV
66.4%
B/E move
9.4%
Puts
Pseudo strike
234.35
IV
63.2%
B/E move
7.2%

40Δ

Calls
Pseudo strike
255.27
IV
66.5%
B/E move
8.2%
Puts
Pseudo strike
238.46
IV
62.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
250.83
IV
66.6%
B/E move
7.1%
Puts
Pseudo strike
242.33
IV
61.5%
B/E move
5.3%

50Δ

Calls
Pseudo strike
246.59
IV
67.4%
B/E move
6.2%
Puts
Pseudo strike
246.06
IV
60.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
242.39
IV
68.4%
B/E move
5.3%
Puts
Pseudo strike
249.78
IV
58.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
238.01
IV
69.6%
B/E move
4.5%
Puts
Pseudo strike
253.55
IV
58.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
233.38
IV
71.2%
B/E move
3.9%
Puts
Pseudo strike
257.33
IV
57.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
228.50
IV
72.8%
B/E move
3.2%
Puts
Pseudo strike
261.26
IV
56.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
222.96
IV
74.7%
B/E move
2.6%
Puts
Pseudo strike
265.55
IV
55.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
216.10
IV
78.7%
B/E move
2.1%
Puts
Pseudo strike
269.85
IV
54.6%
B/E move
1.0%

Options history

IV · four-Friday blend—
Daily EOD

History unavailable

0 observations