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NATIONAL BANK HOLDINGS CORP. NBHC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:53:24.768Z

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 · 2026-11-12T00:00:00.003274225Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:50:29.210516+00:00

Share price$37.18
1D+0.3%
AH$36.96$37.06$37.16$37.26$37.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBHC
Sold putSold callAH

NATIONAL BANK HOLDINGS CORP. options

Live interpolated NBHC call and put midpoint premiums by absolute delta.NATIONAL BANK HOLDINGS CORP.$1.47$1.92$2.36$2.80$3.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENBHC PRICE$1.52$2.10$2.45$2.45$2.45$1.92$2.10$2.29$2.47$2.65$3.12$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.45275.5%61.3%27.77307.6%31.9%
25Δ56.29295.3%57.1%31.02236.9%23.2%
30Δ51.10275.6%44.0%33.19192.1%17.3%
35Δ44.74214.7%26.9%34.89157.4%12.8%
40Δ41.43174.0%18.0%
45Δ
50Δ
55Δ37.0477.5%4.8%
60Δ36.5772.9%4.0%
65Δ36.0968.3%3.2%
70Δ35.6263.7%2.4%
75Δ35.1459.1%1.6%
80Δ34.5057.6%1.2%

20Δ

Calls
Pseudo strike
58.45
IV
275.5%
B/E move
61.3%
Puts
Pseudo strike
27.77
IV
307.6%
B/E move
31.9%

25Δ

Calls
Pseudo strike
56.29
IV
295.3%
B/E move
57.1%
Puts
Pseudo strike
31.02
IV
236.9%
B/E move
23.2%

30Δ

Calls
Pseudo strike
51.10
IV
275.6%
B/E move
44.0%
Puts
Pseudo strike
33.19
IV
192.1%
B/E move
17.3%

35Δ

Calls
Pseudo strike
44.74
IV
214.7%
B/E move
26.9%
Puts
Pseudo strike
34.89
IV
157.4%
B/E move
12.8%

40Δ

Calls
Pseudo strike
41.43
IV
174.0%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.04
IV
77.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.57
IV
72.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.09
IV
68.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.62
IV
63.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.14
IV
59.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.50
IV
57.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.28%
Daily EOD
NBHC36.9%39.9%42.9%2026-10-19: 41.43%2026-10-20: 41.44%2026-10-21: 42.12%2026-10-22: 39.29%2026-10-23: 39.93%2026-10-26: 37.27%2026-10-27: 42.43%2026-10-28: 42.34%2026-10-29: 42.48%2026-10-30: 42.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.43%
41.44%
42.12%
39.29%
39.93%
37.27%
42.43%
42.34%
42.48%
42.28%