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Novo Nordisk A/S (B Shares) ADRhedged NVOH

i

Market dataready · fetched 2026-11-07T07:52:17.872Z

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 · 2026-11-07T01:00:00.013117638Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:52:17.489135+00:00

Share price$22.90
1D+1.1%
AH$22.63$22.70$22.77$22.84$22.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVOH
Sold putSold callAH

Novo Nordisk A/S (B Shares) ADRhedged options

Live interpolated NVOH call and put midpoint premiums by absolute delta.Novo Nordisk A/S (B Shares) ADRhedged$0.42$0.73$1.05$1.37$1.68$20.17$21.56$22.95$24.33$25.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVOH spot · $22.90NVOH PRICE$0.45$0.46$0.50$0.55$0.60$0.66$0.72$0.82$0.92$1.02$1.13$1.29$1.59$0.48$0.51$0.55$0.60$0.67$0.74$0.81$0.91$1.02$1.12$1.22$1.35$1.56
PutsExpensive1.75×
CallsExpensive1.15×
SkewBullish-1.86 pp
Implied moveBearish±$1.53
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.51100.1%22.1%20.1289.7%14.2%
25Δ25.6175.5%13.8%21.0872.0%10.2%
30Δ24.6963.7%10.0%21.6562.3%7.9%
35Δ24.0655.7%7.4%22.1255.0%6.0%
40Δ23.7051.3%6.1%22.4251.1%5.0%
45Δ23.3647.2%4.9%22.7347.2%4.0%
50Δ23.0343.1%3.7%23.0243.6%3.0%
55Δ22.8041.6%3.1%23.2342.0%2.6%
60Δ22.5940.4%2.6%23.4340.3%2.1%
65Δ22.3739.1%2.1%23.6438.7%1.7%
70Δ22.1637.9%1.6%23.8437.0%1.2%
75Δ21.9037.5%1.2%24.0635.4%0.8%
80Δ21.5439.3%1.0%24.3234.0%0.6%

20Δ

Calls
Pseudo strike
27.51
IV
100.1%
B/E move
22.1%
Puts
Pseudo strike
20.12
IV
89.7%
B/E move
14.2%

25Δ

Calls
Pseudo strike
25.61
IV
75.5%
B/E move
13.8%
Puts
Pseudo strike
21.08
IV
72.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
24.69
IV
63.7%
B/E move
10.0%
Puts
Pseudo strike
21.65
IV
62.3%
B/E move
7.9%

35Δ

Calls
Pseudo strike
24.06
IV
55.7%
B/E move
7.4%
Puts
Pseudo strike
22.12
IV
55.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
23.70
IV
51.3%
B/E move
6.1%
Puts
Pseudo strike
22.42
IV
51.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
23.36
IV
47.2%
B/E move
4.9%
Puts
Pseudo strike
22.73
IV
47.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
23.03
IV
43.1%
B/E move
3.7%
Puts
Pseudo strike
23.02
IV
43.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
22.80
IV
41.6%
B/E move
3.1%
Puts
Pseudo strike
23.23
IV
42.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
22.59
IV
40.4%
B/E move
2.6%
Puts
Pseudo strike
23.43
IV
40.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
22.37
IV
39.1%
B/E move
2.1%
Puts
Pseudo strike
23.64
IV
38.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
22.16
IV
37.9%
B/E move
1.6%
Puts
Pseudo strike
23.84
IV
37.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
21.90
IV
37.5%
B/E move
1.2%
Puts
Pseudo strike
24.06
IV
35.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
21.54
IV
39.3%
B/E move
1.0%
Puts
Pseudo strike
24.32
IV
34.0%
B/E move
0.6%

Options history

IV · four-Friday blend40.97%
Daily EOD
NVOH37.1%39.2%41.3%2026-10-19: 37.87%2026-10-20: 37.38%2026-10-21: 37.98%2026-10-22: 37.86%2026-10-23: 38.47%2026-10-26: 38.53%2026-10-27: 38.58%2026-10-28: 38.68%2026-10-29: 39.41%2026-10-30: 40.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.87%
37.38%
37.98%
37.86%
38.47%
38.53%
38.58%
38.68%
39.41%
40.97%