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National Bank Holdings Corporation NBHC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T00:01:02.001Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002943396Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:53:26.400083+00:00

Share price$38.96
1D+2.0%
AH$38.11$38.37$38.62$38.88$39.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBHC
Sold putSold callAH

National Bank Holdings Corporation options

Live interpolated NBHC call and put midpoint premiums by absolute delta.National Bank Holdings Corporation$2.00$3.34$4.68$6.02$7.37$29.34$34.02$38.70$43.37$48.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBHC spot · $38.96NBHC PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.62$3.03$3.45$2.15$2.45$2.45$2.45$2.46$2.49$2.52$2.60$3.03$3.45$3.88$4.85$6.98
PutsExpensive2.76×
CallsExpensive2.86×
SkewBearish+4.84 pp
Implied moveBalanced±$4.97
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.53139.8%27.1%
25Δ32.44128.9%23.0%
30Δ52.60143.6%41.3%35.07100.6%16.3%
35Δ46.47112.1%25.6%36.5884.4%12.4%
40Δ43.1590.6%17.1%37.8071.2%9.3%
45Δ41.2275.4%12.1%38.5662.6%7.4%
50Δ39.8363.1%8.5%39.3254.1%5.5%
55Δ39.1855.5%6.9%40.0746.4%3.8%
60Δ38.5347.8%5.2%40.7445.7%3.2%
65Δ37.8940.2%3.5%41.4145.0%2.6%
70Δ37.2735.3%2.4%42.0844.3%2.0%
75Δ36.6934.5%2.0%43.2347.2%1.5%
80Δ36.1133.7%1.5%45.4357.5%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.53
IV
139.8%
B/E move
27.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.44
IV
128.9%
B/E move
23.0%

30Δ

Calls
Pseudo strike
52.60
IV
143.6%
B/E move
41.3%
Puts
Pseudo strike
35.07
IV
100.6%
B/E move
16.3%

35Δ

Calls
Pseudo strike
46.47
IV
112.1%
B/E move
25.6%
Puts
Pseudo strike
36.58
IV
84.4%
B/E move
12.4%

40Δ

Calls
Pseudo strike
43.15
IV
90.6%
B/E move
17.1%
Puts
Pseudo strike
37.80
IV
71.2%
B/E move
9.3%

45Δ

Calls
Pseudo strike
41.22
IV
75.4%
B/E move
12.1%
Puts
Pseudo strike
38.56
IV
62.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
39.83
IV
63.1%
B/E move
8.5%
Puts
Pseudo strike
39.32
IV
54.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
39.18
IV
55.5%
B/E move
6.9%
Puts
Pseudo strike
40.07
IV
46.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
38.53
IV
47.8%
B/E move
5.2%
Puts
Pseudo strike
40.74
IV
45.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
37.89
IV
40.2%
B/E move
3.5%
Puts
Pseudo strike
41.41
IV
45.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
37.27
IV
35.3%
B/E move
2.4%
Puts
Pseudo strike
42.08
IV
44.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
36.69
IV
34.5%
B/E move
2.0%
Puts
Pseudo strike
43.23
IV
47.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
36.11
IV
33.7%
B/E move
1.5%
Puts
Pseudo strike
45.43
IV
57.5%
B/E move
1.3%

Options history

No recorded observations