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National Healthcare Corp. NHC

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Market datapartial · fetched 2026-10-22T16:17:15.955Z

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 · 2026-10-22T16:16:18.249558654Z

FundamentalsAlpha Vantage · unavailable

Share price$240.53
1D+1.1%
$235$237$238$240$2415:30 AM6:30 AM9:00 AM1:00 PMNHC
Sold putSold call

National Healthcare Corp. options

Live interpolated NHC call and put midpoint premiums by absolute delta.National Healthcare Corp.$1.84$8.97$16.10$23.23$30.36$208.84$224.25$239.67$255.08$270.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHC spot · $240.53NHC PRICE$2.61$3.36$4.53$5.69$6.86$8.03$9.19$10.50$12.44$14.39$16.38$19.55$22.71$3.23$4.67$6.12$7.56$9.00$10.45$11.89$13.33$14.78$17.29$20.18$23.46$28.31
PutsExpensive1.24×
CallsExpensive1.07×
SkewBearish+2.54 pp
Implied moveBearish±$21.08
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ264.9936.6%11.3%221.2838.3%9.3%
25Δ258.3433.1%8.8%224.7638.1%8.5%
30Δ255.1933.4%8.0%228.2438.0%7.7%
35Δ252.0433.8%7.2%231.7137.9%6.8%
40Δ248.8934.2%6.3%235.1937.7%6.0%
45Δ245.7434.5%5.5%238.6737.6%5.1%
50Δ242.5934.9%4.7%242.1537.4%4.3%
55Δ239.4335.3%3.9%245.6237.3%3.4%
60Δ236.2435.6%3.4%249.1037.2%2.6%
65Δ233.0536.0%2.9%252.9237.4%2.0%
70Δ229.8336.4%2.4%256.8537.7%1.6%
75Δ225.6937.2%2.0%261.1338.2%1.2%
80Δ221.5637.9%1.6%266.8339.3%0.8%

20Δ

Calls
Pseudo strike
264.99
IV
36.6%
B/E move
11.3%
Puts
Pseudo strike
221.28
IV
38.3%
B/E move
9.3%

25Δ

Calls
Pseudo strike
258.34
IV
33.1%
B/E move
8.8%
Puts
Pseudo strike
224.76
IV
38.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
255.19
IV
33.4%
B/E move
8.0%
Puts
Pseudo strike
228.24
IV
38.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
252.04
IV
33.8%
B/E move
7.2%
Puts
Pseudo strike
231.71
IV
37.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
248.89
IV
34.2%
B/E move
6.3%
Puts
Pseudo strike
235.19
IV
37.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
245.74
IV
34.5%
B/E move
5.5%
Puts
Pseudo strike
238.67
IV
37.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
242.59
IV
34.9%
B/E move
4.7%
Puts
Pseudo strike
242.15
IV
37.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
239.43
IV
35.3%
B/E move
3.9%
Puts
Pseudo strike
245.62
IV
37.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
236.24
IV
35.6%
B/E move
3.4%
Puts
Pseudo strike
249.10
IV
37.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
233.05
IV
36.0%
B/E move
2.9%
Puts
Pseudo strike
252.92
IV
37.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
229.83
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
256.85
IV
37.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
225.69
IV
37.2%
B/E move
2.0%
Puts
Pseudo strike
261.13
IV
38.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
221.56
IV
37.9%
B/E move
1.6%
Puts
Pseudo strike
266.83
IV
39.3%
B/E move
0.8%

Options history

No recorded observations