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Northwest Bancshares, Inc. Common Stock NWBI

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Market datapartial · fetched 2026-11-06T21:18:26.010Z

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 · 2026-11-06T21:00:01.567079949Z

FundamentalsAlpha Vantage · unavailable

Share price$15.24
1D-0.7%
AH$15.11$15.17$15.24$15.30$15.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWBI
Sold putSold callAH

Northwest Bancshares, Inc. Common Stock options

Live interpolated NWBI call and put midpoint premiums by absolute delta.Northwest Bancshares, Inc. Common Stock$0.18$1.07$1.96$2.84$3.73$13.08$14.62$16.16$17.70$19.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWBI spot · $15.24NWBI PRICE$0.40$0.49$0.58$0.68$0.77$0.86$0.96$1.05$1.35$1.86$2.37$2.88$3.48$0.28$0.30$0.33$0.35$0.38$0.56$0.74$0.91$1.09$1.27$1.45$1.63$1.81
PutsExpensive2.35×
CallsExpensive4.43×
SkewBullish-61.50 pp
Implied moveBullish±$1.69
TiltBullish23.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.86134.6%32.9%13.0791.0%16.1%
25Δ19.21127.5%29.3%13.5578.8%13.1%
30Δ18.57120.5%25.6%14.0466.5%10.0%
35Δ17.92113.4%22.0%14.5254.2%7.0%
40Δ17.27106.3%18.4%15.0042.1%4.0%
45Δ16.6299.3%14.8%15.2442.5%3.7%
50Δ15.9892.2%11.1%15.4742.8%3.3%
55Δ15.3385.1%7.5%15.7143.2%2.9%
60Δ14.7289.1%5.5%15.9543.6%2.5%
65Δ14.16104.5%5.1%16.1843.9%2.2%
70Δ13.59119.9%4.7%16.4244.3%1.8%
75Δ13.02135.3%4.3%16.6544.6%1.4%
80Δ12.37154.2%4.0%16.8945.0%1.1%

20Δ

Calls
Pseudo strike
19.86
IV
134.6%
B/E move
32.9%
Puts
Pseudo strike
13.07
IV
91.0%
B/E move
16.1%

25Δ

Calls
Pseudo strike
19.21
IV
127.5%
B/E move
29.3%
Puts
Pseudo strike
13.55
IV
78.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
18.57
IV
120.5%
B/E move
25.6%
Puts
Pseudo strike
14.04
IV
66.5%
B/E move
10.0%

35Δ

Calls
Pseudo strike
17.92
IV
113.4%
B/E move
22.0%
Puts
Pseudo strike
14.52
IV
54.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
17.27
IV
106.3%
B/E move
18.4%
Puts
Pseudo strike
15.00
IV
42.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
16.62
IV
99.3%
B/E move
14.8%
Puts
Pseudo strike
15.24
IV
42.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
15.98
IV
92.2%
B/E move
11.1%
Puts
Pseudo strike
15.47
IV
42.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
15.33
IV
85.1%
B/E move
7.5%
Puts
Pseudo strike
15.71
IV
43.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
14.72
IV
89.1%
B/E move
5.5%
Puts
Pseudo strike
15.95
IV
43.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
14.16
IV
104.5%
B/E move
5.1%
Puts
Pseudo strike
16.18
IV
43.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
13.59
IV
119.9%
B/E move
4.7%
Puts
Pseudo strike
16.42
IV
44.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
13.02
IV
135.3%
B/E move
4.3%
Puts
Pseudo strike
16.65
IV
44.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
12.37
IV
154.2%
B/E move
4.0%
Puts
Pseudo strike
16.89
IV
45.0%
B/E move
1.1%

Options history

IV · four-Friday blend36.80%
Daily EOD
NWBI32.4%38.1%43.8%2026-10-19: 33.20%2026-10-20: 40.51%2026-10-21: 34.08%2026-10-22: 36.97%2026-10-23: 43.05%2026-10-27: 39.91%2026-10-28: 39.32%2026-10-29: 33.59%2026-10-30: 36.80%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.20%
40.51%
34.08%
36.97%
43.05%
39.91%
39.32%
33.59%
36.80%