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National Healthcare Corp. NHC

i

Market dataready · fetched 2026-11-12T01:55:17.405Z

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 · 2026-11-12T01:00:00.077289867Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:55:16.977338+00:00

Share price$210.38
1D+1.0%
AH$207$208$210$211$2125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNHC
Sold putSold callAH

National Healthcare Corp. options

Live interpolated NHC call and put midpoint premiums by absolute delta.National Healthcare Corp.$2.32$5.23$8.13$11.04$13.94$184.22$198.04$211.86$225.67$239.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHC spot · $210.38NHC PRICE$2.64$3.02$3.40$3.78$4.16$4.54$4.92$5.63$6.87$8.11$9.35$10.59$11.83$2.76$3.10$3.45$3.79$4.13$4.47$5.25$6.33$7.40$8.47$9.54$10.61$13.10
PutsCheap0.75×
CallsCheap0.69×
SkewBullish-2.68 pp
Implied moveBearish±$10.17
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.9281.0%14.3%188.6580.4%11.6%
25Δ233.6974.3%12.5%192.6172.4%9.9%
30Δ229.4767.6%10.7%196.5764.3%8.2%
35Δ225.2561.0%8.9%200.5356.3%6.5%
40Δ221.0354.3%7.0%204.4948.3%4.8%
45Δ216.8147.6%5.2%208.4540.3%3.0%
50Δ212.5841.0%3.4%211.0237.1%2.2%
55Δ209.3037.1%2.2%212.7037.0%1.9%
60Δ207.4937.5%1.9%214.3736.9%1.6%
65Δ205.6837.9%1.6%216.0536.8%1.3%
70Δ203.8738.4%1.3%217.7236.7%1.0%
75Δ202.0638.8%1.1%219.4036.6%0.8%
80Δ200.2539.3%0.8%222.3437.8%0.5%

20Δ

Calls
Pseudo strike
237.92
IV
81.0%
B/E move
14.3%
Puts
Pseudo strike
188.65
IV
80.4%
B/E move
11.6%

25Δ

Calls
Pseudo strike
233.69
IV
74.3%
B/E move
12.5%
Puts
Pseudo strike
192.61
IV
72.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
229.47
IV
67.6%
B/E move
10.7%
Puts
Pseudo strike
196.57
IV
64.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
225.25
IV
61.0%
B/E move
8.9%
Puts
Pseudo strike
200.53
IV
56.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
221.03
IV
54.3%
B/E move
7.0%
Puts
Pseudo strike
204.49
IV
48.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
216.81
IV
47.6%
B/E move
5.2%
Puts
Pseudo strike
208.45
IV
40.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
212.58
IV
41.0%
B/E move
3.4%
Puts
Pseudo strike
211.02
IV
37.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
209.30
IV
37.1%
B/E move
2.2%
Puts
Pseudo strike
212.70
IV
37.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
207.49
IV
37.5%
B/E move
1.9%
Puts
Pseudo strike
214.37
IV
36.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
205.68
IV
37.9%
B/E move
1.6%
Puts
Pseudo strike
216.05
IV
36.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
203.87
IV
38.4%
B/E move
1.3%
Puts
Pseudo strike
217.72
IV
36.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
202.06
IV
38.8%
B/E move
1.1%
Puts
Pseudo strike
219.40
IV
36.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
200.25
IV
39.3%
B/E move
0.8%
Puts
Pseudo strike
222.34
IV
37.8%
B/E move
0.5%

Options history

IV · four-Friday blend35.24%
Daily EOD
NHC31.5%33.5%35.5%2026-10-19: 32.02%2026-10-20: 31.78%2026-10-21: 32.81%2026-10-22: 32.99%2026-10-23: 32.97%2026-10-26: 33.89%2026-10-27: 34.08%2026-10-28: 33.47%2026-10-29: 33.67%2026-10-30: 35.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.02%
31.78%
32.81%
32.99%
32.97%
33.89%
34.08%
33.47%
33.67%
35.24%