IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T16:37:05.911Z

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 · 2026-10-22T16:36:43.923522766Z

FundamentalsAlpha Vantage · unavailable

Share price$97.96
1D-0.1%
$97.57$98.18$98.78$99.38$99.995:30 AM6:30 AM9:00 AM1:00 PMOMAB
Sold putSold call

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$0.89$3.27$5.66$8.04$10.43$85.06$91.20$97.33$103.47$109.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMAB spot · $97.96OMAB PRICE$2.81$3.39$3.97$4.56$5.14$6.01$7.00$7.98$1.14$1.58$2.02$2.48$3.28$4.09$4.90$5.71$6.51$7.32$8.13$8.93$9.74
PutsFair0.95×
CallsCheap0.94×
SkewBearish+0.85 pp
Implied moveBearish±$8.29
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.2132.7%8.1%
25Δ92.4933.7%7.2%
30Δ93.7734.8%6.3%
35Δ95.0435.7%5.5%
40Δ96.3234.9%5.0%
45Δ99.7531.3%4.7%97.6134.0%4.5%
50Δ98.6431.4%4.2%98.8933.2%4.1%
55Δ97.5331.5%3.6%100.1732.4%3.6%
60Δ96.4231.6%3.1%101.4531.5%3.1%
65Δ95.3131.6%2.5%102.7330.7%2.6%
70Δ94.0331.6%2.1%104.0129.9%2.1%
75Δ92.6831.6%1.7%105.2929.0%1.6%
80Δ91.3331.6%1.4%106.5728.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.21
IV
32.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.49
IV
33.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.77
IV
34.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.04
IV
35.7%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.32
IV
34.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
99.75
IV
31.3%
B/E move
4.7%
Puts
Pseudo strike
97.61
IV
34.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
98.64
IV
31.4%
B/E move
4.2%
Puts
Pseudo strike
98.89
IV
33.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
97.53
IV
31.5%
B/E move
3.6%
Puts
Pseudo strike
100.17
IV
32.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
96.42
IV
31.6%
B/E move
3.1%
Puts
Pseudo strike
101.45
IV
31.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
95.31
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
102.73
IV
30.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
94.03
IV
31.6%
B/E move
2.1%
Puts
Pseudo strike
104.01
IV
29.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
92.68
IV
31.6%
B/E move
1.7%
Puts
Pseudo strike
105.29
IV
29.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
91.33
IV
31.6%
B/E move
1.4%
Puts
Pseudo strike
106.57
IV
28.2%
B/E move
1.2%

Options history

No recorded observations