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Grupo Aeroportuario del Centro Norte S.A.B. de C.V. ADS OMAB

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Market datapartial · fetched 2026-10-22T23:50:53.860Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:14:17.810712349Z

FundamentalsAlpha Vantage · unavailable

Share price$98.49
1D+0.3%
AH$97.57$98.18$98.78$99.38$99.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMAB
Sold putSold callAH

Grupo Aeroportuario del Centro Norte S.A.B. de C.V. ADS options

Live interpolated OMAB call and put midpoint premiums by absolute delta.Grupo Aeroportuario del Centro Norte S.A.B. de C.V. ADS$2.28$3.88$5.47$7.07$8.67$85.00$91.29$97.59$103.89$110.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMAB spot · $98.49OMAB PRICE$2.45$2.49$2.59$2.68$3.20$3.79$4.39$4.99$5.66$6.80$7.95$2.45$2.45$2.45$2.59$3.05$3.51$3.96$4.48$5.10$5.73$6.35$6.98$8.21
PutsExpensive1.14×
CallsFair1.00×
SkewBearish+4.96 pp
Implied moveBearish±$7.16
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.0771.9%16.1%
25Δ88.7659.2%12.4%
30Δ107.8150.6%12.0%92.4446.5%8.6%
35Δ104.2641.2%8.4%95.3837.3%5.8%
40Δ102.2935.7%6.5%96.6436.1%5.0%
45Δ100.3230.2%4.6%97.8934.8%4.2%
50Δ99.1129.4%3.9%99.1533.6%3.4%
55Δ98.0529.6%3.4%100.3432.4%2.7%
60Δ96.9829.8%2.9%101.4131.4%2.2%
65Δ95.9229.9%2.5%102.4930.4%1.8%
70Δ94.8030.1%2.0%103.5629.4%1.3%
75Δ93.3330.5%1.7%104.6328.4%0.9%
80Δ91.8631.0%1.3%106.1728.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.07
IV
71.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.76
IV
59.2%
B/E move
12.4%

30Δ

Calls
Pseudo strike
107.81
IV
50.6%
B/E move
12.0%
Puts
Pseudo strike
92.44
IV
46.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
104.26
IV
41.2%
B/E move
8.4%
Puts
Pseudo strike
95.38
IV
37.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
102.29
IV
35.7%
B/E move
6.5%
Puts
Pseudo strike
96.64
IV
36.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
100.32
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
97.89
IV
34.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
99.11
IV
29.4%
B/E move
3.9%
Puts
Pseudo strike
99.15
IV
33.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
98.05
IV
29.6%
B/E move
3.4%
Puts
Pseudo strike
100.34
IV
32.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
96.98
IV
29.8%
B/E move
2.9%
Puts
Pseudo strike
101.41
IV
31.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
95.92
IV
29.9%
B/E move
2.5%
Puts
Pseudo strike
102.49
IV
30.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
94.80
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
103.56
IV
29.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
93.33
IV
30.5%
B/E move
1.7%
Puts
Pseudo strike
104.63
IV
28.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
91.86
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
106.17
IV
28.1%
B/E move
0.5%

Options history

No recorded observations