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Natural Gas Services Group, Inc. NGS

i

Market dataready · fetched 2026-11-06T21:45:21.211Z

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 · 2026-11-06T21:10:00.002906894Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:45:20.660053+00:00

Share price$27.62
1D+1.0%
AH$26.79$27.10$27.42$27.73$28.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGS
Sold putSold callAH

Natural Gas Services Group, Inc. options

Live interpolated NGS call and put midpoint premiums by absolute delta.Natural Gas Services Group, Inc.$0.54$1.51$2.48$3.46$4.43$21.66$25.00$28.35$31.70$35.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NGS spot · $27.62NGS PRICE$1.07$0.64$0.84$1.03$1.23$1.42$1.61$1.76$1.91$2.06$2.21$2.35$1.07$1.14$1.22$1.34$1.47$1.59$1.79$2.00$2.21$2.42$2.62$2.98$4.15
PutsExpensive1.13×
Calls——
Skew——
Implied moveBearish±$3.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.48153.4%22.5%
25Δ35.54154.3%32.6%24.02127.2%17.1%
30Δ29.7864.0%10.2%25.26107.2%13.0%
35Δ29.3265.3%9.2%25.9997.8%10.8%
40Δ28.8566.7%8.2%26.7288.4%8.6%
45Δ28.3968.0%7.2%27.4579.1%6.4%
50Δ27.9269.3%6.2%27.9075.2%5.5%
55Δ27.4770.1%5.3%28.3371.8%4.7%
60Δ27.1465.7%4.6%28.7768.3%3.8%
65Δ26.8161.2%4.0%29.2064.9%3.0%
70Δ26.4856.8%3.3%29.6361.5%2.2%
75Δ26.1552.3%2.7%30.1959.9%1.5%
80Δ25.8347.9%2.0%31.4468.7%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.48
IV
153.4%
B/E move
22.5%

25Δ

Calls
Pseudo strike
35.54
IV
154.3%
B/E move
32.6%
Puts
Pseudo strike
24.02
IV
127.2%
B/E move
17.1%

30Δ

Calls
Pseudo strike
29.78
IV
64.0%
B/E move
10.2%
Puts
Pseudo strike
25.26
IV
107.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
29.32
IV
65.3%
B/E move
9.2%
Puts
Pseudo strike
25.99
IV
97.8%
B/E move
10.8%

40Δ

Calls
Pseudo strike
28.85
IV
66.7%
B/E move
8.2%
Puts
Pseudo strike
26.72
IV
88.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
28.39
IV
68.0%
B/E move
7.2%
Puts
Pseudo strike
27.45
IV
79.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
27.92
IV
69.3%
B/E move
6.2%
Puts
Pseudo strike
27.90
IV
75.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
27.47
IV
70.1%
B/E move
5.3%
Puts
Pseudo strike
28.33
IV
71.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
27.14
IV
65.7%
B/E move
4.6%
Puts
Pseudo strike
28.77
IV
68.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
26.81
IV
61.2%
B/E move
4.0%
Puts
Pseudo strike
29.20
IV
64.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
26.48
IV
56.8%
B/E move
3.3%
Puts
Pseudo strike
29.63
IV
61.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
26.15
IV
52.3%
B/E move
2.7%
Puts
Pseudo strike
30.19
IV
59.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
25.83
IV
47.9%
B/E move
2.0%
Puts
Pseudo strike
31.44
IV
68.7%
B/E move
1.2%

Options history

IV · four-Friday blend47.58%
Daily EOD
NGS42.6%46.4%50.2%2026-10-19: 46.51%2026-10-20: 45.03%2026-10-21: 49.66%2026-10-22: 48.35%2026-10-23: 47.40%2026-10-26: 45.33%2026-10-27: 46.52%2026-10-28: 48.37%2026-10-29: 43.15%2026-10-30: 47.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.51%
45.03%
49.66%
48.35%
47.40%
45.33%
46.52%
48.37%
43.15%
47.58%