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NWPX Infrastructure, Inc. Common Stock NWPX

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-07T00:56:04.607Z

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 · 2026-11-06T21:00:01.968704532Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T00:56:04.186750+00:00

Share price$87.31
1D+4.2%
AH$83$85$86$87$885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNWPX
Sold putSold callAH

NWPX Infrastructure, Inc. Common Stock options

Live interpolated NWPX call and put midpoint premiums by absolute delta.NWPX Infrastructure, Inc. Common Stock$2.30$3.70$5.10$6.50$7.89$73.94$81.87$89.79$97.72$105.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NWPX spot · $87.31NWPX PRICE$2.45$2.45$2.45$2.48$2.52$2.75$3.04$3.33$3.62$3.91$4.60$5.40$6.20$2.45$2.45$2.47$2.49$2.68$3.03$3.37$3.71$4.06$4.67$5.61$6.55$7.49
PutsCheap0.93×
CallsExpensive1.12×
SkewBullish-4.73 pp
Implied moveBearish±$6.41
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.99147.0%35.7%74.11116.2%17.9%
25Δ103.07107.4%20.9%78.8289.5%12.5%
30Δ96.6182.9%13.5%81.6773.0%9.3%
35Δ93.1767.8%9.6%83.9459.6%6.7%
40Δ90.5555.5%6.6%85.5252.0%5.1%
45Δ89.2150.6%5.3%86.5149.4%4.4%
50Δ88.2147.7%4.5%87.4946.9%3.7%
55Δ87.2144.8%3.7%88.4744.3%2.9%
60Δ86.2241.9%2.9%89.4541.7%2.2%
65Δ85.2238.9%2.1%90.5340.4%1.7%
70Δ84.1738.1%1.7%91.7440.8%1.3%
75Δ83.1137.8%1.4%92.9541.1%1.0%
80Δ82.0537.5%1.1%94.1541.5%0.7%

20Δ

Calls
Pseudo strike
115.99
IV
147.0%
B/E move
35.7%
Puts
Pseudo strike
74.11
IV
116.2%
B/E move
17.9%

25Δ

Calls
Pseudo strike
103.07
IV
107.4%
B/E move
20.9%
Puts
Pseudo strike
78.82
IV
89.5%
B/E move
12.5%

30Δ

Calls
Pseudo strike
96.61
IV
82.9%
B/E move
13.5%
Puts
Pseudo strike
81.67
IV
73.0%
B/E move
9.3%

35Δ

Calls
Pseudo strike
93.17
IV
67.8%
B/E move
9.6%
Puts
Pseudo strike
83.94
IV
59.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
90.55
IV
55.5%
B/E move
6.6%
Puts
Pseudo strike
85.52
IV
52.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
89.21
IV
50.6%
B/E move
5.3%
Puts
Pseudo strike
86.51
IV
49.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
88.21
IV
47.7%
B/E move
4.5%
Puts
Pseudo strike
87.49
IV
46.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
87.21
IV
44.8%
B/E move
3.7%
Puts
Pseudo strike
88.47
IV
44.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
86.22
IV
41.9%
B/E move
2.9%
Puts
Pseudo strike
89.45
IV
41.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
85.22
IV
38.9%
B/E move
2.1%
Puts
Pseudo strike
90.53
IV
40.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
84.17
IV
38.1%
B/E move
1.7%
Puts
Pseudo strike
91.74
IV
40.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
83.11
IV
37.8%
B/E move
1.4%
Puts
Pseudo strike
92.95
IV
41.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
82.05
IV
37.5%
B/E move
1.1%
Puts
Pseudo strike
94.15
IV
41.5%
B/E move
0.7%

Options history

IV · four-Friday blend41.84%
Daily EOD
NWPX39.9%41.6%43.4%2026-10-19: 41.55%2026-10-20: 42.11%2026-10-21: 41.88%2026-10-22: 42.22%2026-10-23: 42.71%2026-10-26: 42.89%2026-10-27: 42.97%2026-10-28: 43.13%2026-10-29: 40.12%2026-10-30: 41.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.55%
42.11%
41.88%
42.22%
42.71%
42.89%
42.97%
43.13%
40.12%
41.84%