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NXP Semiconductors NV NXPI

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T22:43:14.899Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:44:18.856286383Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:12.117800+00:00

Share price$229.33
1D+0.3%
AH$228$230$232$234$2365:30 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$2.71$12.54$22.37$32.19$42.02$184.09$206.95$229.80$252.66$275.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXPI spot · $229.33NXPI PRICE$3.78$4.97$6.35$7.87$9.54$11.47$13.72$16.04$18.55$21.21$24.38$28.13$33.54$4.70$6.01$7.69$9.43$11.51$13.65$16.20$18.95$22.04$25.42$29.27$33.48$39.18
PutsExpensive1.12×
CallsExpensive1.11×
SkewBullish-1.34 pp
Implied moveBearish±$29.92
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ266.5051.0%17.9%202.3254.6%13.8%
25Δ259.0550.5%15.1%209.0352.2%11.5%
30Δ253.1850.6%13.2%214.2551.6%9.9%
35Δ247.7150.8%11.4%219.2251.4%8.5%
40Δ242.7251.1%10.0%223.8951.2%7.4%
45Δ237.9051.8%8.7%228.4951.1%6.3%
50Δ233.2653.0%7.7%233.1651.1%5.4%
55Δ228.5753.8%6.7%237.8651.2%4.5%
60Δ223.7553.8%5.7%242.7551.1%3.8%
65Δ218.8653.8%4.7%247.8051.0%3.0%
70Δ213.7953.7%3.9%253.1850.6%2.4%
75Δ208.2754.4%3.1%258.8350.2%1.7%
80Δ201.4656.8%2.5%265.7950.1%1.2%

20Δ

Calls
Pseudo strike
266.50
IV
51.0%
B/E move
17.9%
Puts
Pseudo strike
202.32
IV
54.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
259.05
IV
50.5%
B/E move
15.1%
Puts
Pseudo strike
209.03
IV
52.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
253.18
IV
50.6%
B/E move
13.2%
Puts
Pseudo strike
214.25
IV
51.6%
B/E move
9.9%

35Δ

Calls
Pseudo strike
247.71
IV
50.8%
B/E move
11.4%
Puts
Pseudo strike
219.22
IV
51.4%
B/E move
8.5%

40Δ

Calls
Pseudo strike
242.72
IV
51.1%
B/E move
10.0%
Puts
Pseudo strike
223.89
IV
51.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
237.90
IV
51.8%
B/E move
8.7%
Puts
Pseudo strike
228.49
IV
51.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
233.26
IV
53.0%
B/E move
7.7%
Puts
Pseudo strike
233.16
IV
51.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
228.57
IV
53.8%
B/E move
6.7%
Puts
Pseudo strike
237.86
IV
51.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
223.75
IV
53.8%
B/E move
5.7%
Puts
Pseudo strike
242.75
IV
51.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
218.86
IV
53.8%
B/E move
4.7%
Puts
Pseudo strike
247.80
IV
51.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
213.79
IV
53.7%
B/E move
3.9%
Puts
Pseudo strike
253.18
IV
50.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
208.27
IV
54.4%
B/E move
3.1%
Puts
Pseudo strike
258.83
IV
50.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
201.46
IV
56.8%
B/E move
2.5%
Puts
Pseudo strike
265.79
IV
50.1%
B/E move
1.2%