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

INDUSTRIALS · AIRPORTS & AIR SERVICES
i

Market dataready · fetched 2026-11-12T02:50:09.564Z

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 · 2026-11-11T21:26:49.616129101Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:50:09.212414+00:00

Share price$111.61
1D+1.1%
AH$110.21$110.69$111.17$111.65$112.135:30 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$1.12$3.77$6.41$9.06$11.71$102.67$107.50$112.33$117.16$121.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OMAB spot · $111.61OMAB PRICE$1.40$1.92$2.44$2.45$2.49$2.64$2.78$2.92$3.06$3.38$4.03$4.69$5.34$2.45$2.51$2.67$2.82$3.00$3.19$3.38$3.57$3.76$3.95$5.81$10.95
Puts——
CallsExpensive1.57×
Skew——
Implied moveBearish±$5.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.1975.3%12.5%
25Δ122.1177.2%11.1%102.4990.2%10.4%
30Δ120.0379.0%9.7%105.7773.0%7.5%
35Δ117.0565.0%7.1%107.7063.6%5.9%
40Δ114.6853.8%5.0%109.6454.3%4.3%
45Δ113.6849.0%4.2%110.6349.5%3.6%
50Δ112.6744.2%3.4%111.4045.8%3.0%
55Δ111.6639.4%2.7%112.1742.1%2.5%
60Δ110.6534.6%1.9%112.9438.4%2.0%
65Δ109.6931.3%1.3%113.7234.7%1.5%
70Δ108.8230.8%1.1%114.4931.0%1.0%
75Δ107.9530.3%0.9%116.7831.9%0.6%
80Δ107.0829.9%0.7%122.0741.5%0.4%

20Δ

Calls
Pseudo strike
124.19
IV
75.3%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
122.11
IV
77.2%
B/E move
11.1%
Puts
Pseudo strike
102.49
IV
90.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
120.03
IV
79.0%
B/E move
9.7%
Puts
Pseudo strike
105.77
IV
73.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
117.05
IV
65.0%
B/E move
7.1%
Puts
Pseudo strike
107.70
IV
63.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
114.68
IV
53.8%
B/E move
5.0%
Puts
Pseudo strike
109.64
IV
54.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
113.68
IV
49.0%
B/E move
4.2%
Puts
Pseudo strike
110.63
IV
49.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
112.67
IV
44.2%
B/E move
3.4%
Puts
Pseudo strike
111.40
IV
45.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
111.66
IV
39.4%
B/E move
2.7%
Puts
Pseudo strike
112.17
IV
42.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
110.65
IV
34.6%
B/E move
1.9%
Puts
Pseudo strike
112.94
IV
38.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
109.69
IV
31.3%
B/E move
1.3%
Puts
Pseudo strike
113.72
IV
34.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
108.82
IV
30.8%
B/E move
1.1%
Puts
Pseudo strike
114.49
IV
31.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
107.95
IV
30.3%
B/E move
0.9%
Puts
Pseudo strike
116.78
IV
31.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
107.08
IV
29.9%
B/E move
0.7%
Puts
Pseudo strike
122.07
IV
41.5%
B/E move
0.4%

Options history

IV · four-Friday blend28.80%
Daily EOD
OMAB26.8%28.0%29.1%2026-10-19: 28.74%2026-10-20: 27.84%2026-10-21: 27.00%2026-10-22: 28.60%2026-10-23: 28.96%2026-10-26: 28.27%2026-10-27: 28.41%2026-10-28: 28.03%2026-10-29: 27.64%2026-10-30: 28.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.74%
27.84%
27.00%
28.60%
28.96%
28.27%
28.41%
28.03%
27.64%
28.80%