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Northern Trust STOXX Global Broad Infrastructure ETF NFRA

i

Market dataready · fetched 2026-11-04T09:56:51.824Z

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 · 2026-11-04T01:00:00.118503291Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:56:50.333641+00:00

Share price$64.43
1D-0.1%
AH$64.38$64.48$64.59$64.69$64.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFRA
Sold putSold callAH

Northern Trust STOXX Global Broad Infrastructure ETF options

Live interpolated NFRA call and put midpoint premiums by absolute delta.Northern Trust STOXX Global Broad Infrastructure ETF$1.08$1.51$1.94$2.36$2.79$62.00$63.25$64.50$65.74$66.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NFRA spot · $64.43NFRA PRICE$1.13$1.13$1.17$1.23$1.36$1.51$1.67$1.83$1.98$2.28$2.67$1.13$1.15$1.17$1.21$1.26$1.36
Puts——
Calls——
Skew——
Implied moveBalanced±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ60.2652.2%8.2%
30Δ68.2545.5%7.7%61.8442.1%5.8%
35Δ66.7636.8%5.4%62.9035.0%4.2%
40Δ65.8331.2%4.0%63.6130.1%3.1%
45Δ65.1827.6%3.1%64.1826.5%2.4%
50Δ64.6825.8%2.5%64.6024.3%1.8%
55Δ64.2524.6%2.1%
60Δ63.8523.4%1.7%
65Δ63.5022.2%1.4%
70Δ63.1520.9%1.1%
75Δ62.7120.7%0.9%
80Δ62.2021.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.26
IV
52.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
68.25
IV
45.5%
B/E move
7.7%
Puts
Pseudo strike
61.84
IV
42.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
66.76
IV
36.8%
B/E move
5.4%
Puts
Pseudo strike
62.90
IV
35.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
65.83
IV
31.2%
B/E move
4.0%
Puts
Pseudo strike
63.61
IV
30.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
65.18
IV
27.6%
B/E move
3.1%
Puts
Pseudo strike
64.18
IV
26.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
64.68
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
64.60
IV
24.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
64.25
IV
24.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.85
IV
23.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
63.50
IV
22.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
63.15
IV
20.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
62.71
IV
20.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.20
IV
21.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.98%
Daily EOD
NFRA16.4%17.3%18.1%2026-10-19: 16.78%2026-10-20: 16.60%2026-10-21: 17.03%2026-10-22: 16.53%2026-10-23: 16.90%2026-10-26: 17.80%2026-10-27: 17.63%2026-10-28: 17.64%2026-10-29: 17.69%2026-10-30: 17.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.78%
16.60%
17.03%
16.53%
16.90%
17.80%
17.63%
17.64%
17.69%
17.98%