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NXP Semiconductors NV NXPI

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T23:38:54.695Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:38:37.635165962Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:38:51.693643+00:00

Share price$229.02
1D+5.3%
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$3.07$12.01$20.96$29.91$38.86$186.50$209.19$231.89$254.58$277.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXPI spot · $229.02NXPI PRICE$4.03$5.19$6.67$8.22$9.95$11.85$14.02$16.40$19.17$22.26$25.97$30.66$36.28$4.25$5.53$7.42$9.32$11.23$13.15$15.30$17.60$19.99$22.62$25.25$29.13$33.14
PutsFair1.02×
CallsExpensive1.16×
SkewBullish-7.99 pp
Implied moveBearish±$29.32
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ269.3654.3%19.4%204.1448.9%12.7%
25Δ260.4552.4%16.0%210.1947.6%10.6%
30Δ254.3352.6%14.0%214.6448.8%9.5%
35Δ248.5552.8%12.1%219.1050.0%8.4%
40Δ243.2452.9%10.6%223.6149.6%7.3%
45Δ238.1053.2%9.1%228.1348.8%6.1%
50Δ233.2153.7%8.0%232.5248.1%5.2%
55Δ228.2954.3%6.8%236.8347.3%4.3%
60Δ223.3055.0%5.9%241.1246.4%3.4%
65Δ218.1055.9%5.0%245.3645.2%2.7%
70Δ212.5357.1%4.1%249.6044.1%2.0%
75Δ206.1459.1%3.4%254.7243.5%1.5%
80Δ198.9661.7%2.7%259.9343.0%1.0%

20Δ

Calls
Pseudo strike
269.36
IV
54.3%
B/E move
19.4%
Puts
Pseudo strike
204.14
IV
48.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
260.45
IV
52.4%
B/E move
16.0%
Puts
Pseudo strike
210.19
IV
47.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
254.33
IV
52.6%
B/E move
14.0%
Puts
Pseudo strike
214.64
IV
48.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
248.55
IV
52.8%
B/E move
12.1%
Puts
Pseudo strike
219.10
IV
50.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
243.24
IV
52.9%
B/E move
10.6%
Puts
Pseudo strike
223.61
IV
49.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
238.10
IV
53.2%
B/E move
9.1%
Puts
Pseudo strike
228.13
IV
48.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
233.21
IV
53.7%
B/E move
8.0%
Puts
Pseudo strike
232.52
IV
48.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
228.29
IV
54.3%
B/E move
6.8%
Puts
Pseudo strike
236.83
IV
47.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
223.30
IV
55.0%
B/E move
5.9%
Puts
Pseudo strike
241.12
IV
46.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
218.10
IV
55.9%
B/E move
5.0%
Puts
Pseudo strike
245.36
IV
45.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
212.53
IV
57.1%
B/E move
4.1%
Puts
Pseudo strike
249.60
IV
44.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
206.14
IV
59.1%
B/E move
3.4%
Puts
Pseudo strike
254.72
IV
43.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
198.96
IV
61.7%
B/E move
2.7%
Puts
Pseudo strike
259.93
IV
43.0%
B/E move
1.0%