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Northern Trust Corporation Common Stock NTRS

i

Market dataready · fetched 2026-11-07T08:04:13.814Z

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 · 2026-11-06T21:00:01.437009236Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T08:04:13.308239+00:00

Share price$172.76
1D+1.0%
AH$170.85$171.82$172.79$173.76$174.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTRS
Sold putSold callAH

Northern Trust Corporation Common Stock options

Live interpolated NTRS call and put midpoint premiums by absolute delta.Northern Trust Corporation Common Stock$0.83$3.33$5.83$8.33$10.83$160.50$166.72$172.94$179.15$185.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTRS spot · $172.76NTRS PRICE$1.10$1.42$1.83$2.24$2.65$3.19$3.90$4.60$5.31$6.20$7.32$8.44$10.11$1.19$1.56$1.94$2.32$2.89$3.53$4.17$4.81$5.55$6.35$7.14$7.94$9.41
PutsExpensive1.11×
CallsFair1.00×
SkewBullish-1.05 pp
Implied moveBearish±$8.07
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ182.2430.7%6.1%164.7131.8%5.3%
25Δ180.0430.0%5.0%166.4130.9%4.6%
30Δ178.6129.7%4.4%167.9830.0%3.9%
35Δ177.1929.4%3.9%169.5529.2%3.2%
40Δ175.7829.1%3.3%170.8829.2%2.8%
45Δ174.4429.2%2.8%172.1029.5%2.4%
50Δ173.1929.8%2.5%173.3329.9%2.1%
55Δ171.9430.4%2.2%174.5530.2%1.7%
60Δ170.6930.9%1.9%175.8030.0%1.5%
65Δ169.3131.4%1.6%177.0629.3%1.2%
70Δ167.7531.8%1.3%178.3228.7%0.9%
75Δ166.2032.2%1.1%179.5828.1%0.6%
80Δ164.1433.9%0.9%181.4128.2%0.4%

20Δ

Calls
Pseudo strike
182.24
IV
30.7%
B/E move
6.1%
Puts
Pseudo strike
164.71
IV
31.8%
B/E move
5.3%

25Δ

Calls
Pseudo strike
180.04
IV
30.0%
B/E move
5.0%
Puts
Pseudo strike
166.41
IV
30.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
178.61
IV
29.7%
B/E move
4.4%
Puts
Pseudo strike
167.98
IV
30.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
177.19
IV
29.4%
B/E move
3.9%
Puts
Pseudo strike
169.55
IV
29.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
175.78
IV
29.1%
B/E move
3.3%
Puts
Pseudo strike
170.88
IV
29.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
174.44
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
172.10
IV
29.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
173.19
IV
29.8%
B/E move
2.5%
Puts
Pseudo strike
173.33
IV
29.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
171.94
IV
30.4%
B/E move
2.2%
Puts
Pseudo strike
174.55
IV
30.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
170.69
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
175.80
IV
30.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
169.31
IV
31.4%
B/E move
1.6%
Puts
Pseudo strike
177.06
IV
29.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
167.75
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
178.32
IV
28.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
166.20
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
179.58
IV
28.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
164.14
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
181.41
IV
28.2%
B/E move
0.4%

Options history

IV · four-Friday blend25.99%
Daily EOD
NTRS24.7%26.8%28.9%2026-10-19: 28.63%2026-10-20: 28.12%2026-10-21: 25.51%2026-10-22: 26.07%2026-10-23: 25.11%2026-10-26: 25.75%2026-10-27: 25.41%2026-10-28: 25.50%2026-10-29: 25.02%2026-10-30: 25.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.63%
28.12%
25.51%
26.07%
25.11%
25.75%
25.41%
25.50%
25.02%
25.99%