NOMD · Nomad Foods Ltd

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$11.72 +0.07 (+0.60%) At close · Jul 24

Market Cap

$1.64B

139.79M

Options Chain

15-min delayed Underlying $11.72 · at close Jul 24, 2026 Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 20 contracts

Put / call OI

0.39

Call-heavy positioning

Open interest

3,971

contracts outstanding

Volume

traded today

Max pain

$10.00

$1.72 below spot

ATM implied vol

35.8%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Nov 20 116d Feb 19 207d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
5	2	422.7%	0.973	$8.10		$0.05	—	—	2	1
Call · $2.5 In the money Last $8.10 Breakeven $10.60 Implied vol 422.7% Delta 0.973 ≈97% ITM Gamma 0.005 Theta -0.014 Vega 0.002 Open interest 5 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
8	34	226.7%	0.958	$5.30		$0.03	—	—	2	0
Call · $5 In the money Last $5.30 Breakeven $10.30 Implied vol 226.7% Delta 0.958 ≈96% ITM Gamma 0.013 Theta -0.011 Vega 0.003 Open interest 8 Model this call Put · $5 Last $0.03 Breakeven $4.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
191	1	161.8%	0.896	$4.60		$0.10	-0.098	157.9%	1	79
Call · $7.5 In the money Last $4.60 Breakeven $12.10 Implied vol 161.8% Delta 0.896 ≈90% ITM Gamma 0.037 Theta -0.017 Vega 0.006 Open interest 191 Model this call Put · $7.5 Last $0.10 Breakeven $7.40 Implied vol 157.9% Delta -0.098 ≈10% ITM Gamma 0.036 Theta -0.017 Vega 0.006 Open interest 79 Model this put
1.1k	13	52.7%	0.889	$2.07		$0.05	-0.13	57.4%	11	705
Call · $10 In the money Last $2.07 Breakeven $12.07 Implied vol 52.7% Delta 0.889 ≈89% ITM Gamma 0.122 Theta -0.006 Vega 0.005 Open interest 1.1k Model this call Put · $10 Last $0.05 Breakeven $9.95 Implied vol 57.4% Delta -0.13 ≈13% ITM Gamma 0.121 Theta -0.008 Vega 0.008 Open interest 705 Model this put
Underlying $11.72
1.3k	2	31.9%	0.227	$0.10		$0.96	-0.716	39.6%	1	296
Call · $12.5 Last $0.10 Breakeven $12.60 Implied vol 31.9% Delta 0.227 ≈23% ITM Gamma 0.311 Theta -0.006 Vega 0.008 Open interest 1.3k Model this call Put · $12.5 In the money Last $0.96 Breakeven $11.54 Implied vol 39.6% Delta -0.716 ≈72% ITM Gamma 0.277 Theta -0.009 Vega 0.011 Open interest 296 Model this put
282	1	—	—	$0.05		$4.90	-0.834	87%	2	29
Call · $15 Last $0.05 Breakeven $15.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 282 Model this call Put · $15 In the money Last $4.90 Breakeven $10.10 Implied vol 87% Delta -0.834 ≈83% ITM Gamma 0.093 Theta -0.013 Vega 0.009 Open interest 29 Model this put
0	—	—	—	—		$7.45	-0.887	111.6%	2	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last $7.45 Breakeven $10.05 Implied vol 111.6% Delta -0.887 ≈89% ITM Gamma 0.055 Theta -0.013 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		$10.04	-0.902	139.3%	4	1
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last $10.04 Breakeven $9.96 Implied vol 139.3% Delta -0.902 ≈90% ITM Gamma 0.04 Theta -0.015 Vega 0.007 Open interest 1 Model this put
0	—	—	—	—		$12.50	-0.85	191.3%	10	2
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last $12.50 Breakeven $10.00 Implied vol 191.3% Delta -0.85 ≈85% ITM Gamma 0.039 Theta -0.027 Vega 0.007 Open interest 2 Model this put
1	1	—	—	$0.10		$14.95	-0.9	189.4%	4	1
Call · $25 Last $0.10 Breakeven $25.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $25 In the money Last $14.95 Breakeven $10.05 Implied vol 189.4% Delta -0.9 ≈90% ITM Gamma 0.03 Theta -0.02 Vega 0.004 Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1651717 CUSIP G6564A105 13F (30d) 38 filings 28 filers Visit website