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National Healthcare Corp. NHC

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Market datapartial · fetched 2026-10-22T21:04:12.724Z

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 · 2026-10-22T20:34:58.988407707Z

FundamentalsAlpha Vantage · unavailable

Share price$243.07
1D+2.2%
AH$235$237$240$242$2455:30 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.$1.89$9.53$17.17$24.81$32.45$210.03$226.02$242.00$257.98$273.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHC spot · $243.07NHC PRICE$2.72$3.45$4.39$5.47$6.56$7.87$9.34$10.81$12.53$14.71$16.89$19.66$23.32$3.31$4.35$5.53$6.92$8.30$9.84$11.49$13.14$15.27$17.77$20.27$24.97$30.25
PutsExpensive1.30×
CallsExpensive1.09×
SkewBearish+3.13 pp
Implied moveBearish±$20.83
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ268.1437.3%11.4%222.6540.5%9.8%
25Δ262.4735.5%9.4%227.1939.9%8.3%
30Δ258.1034.8%8.0%231.3639.5%7.1%
35Δ254.7335.0%7.0%234.9139.5%6.2%
40Δ251.3635.2%6.1%238.4639.5%5.3%
45Δ248.1635.4%5.3%241.8939.2%4.5%
50Δ245.0735.6%4.7%245.2338.7%3.8%
55Δ241.9835.8%4.0%248.5638.1%3.1%
60Δ238.7836.0%3.4%252.0937.9%2.6%
65Δ235.4136.4%2.9%255.7638.0%2.1%
70Δ232.0336.7%2.4%259.4438.0%1.6%
75Δ228.1637.3%2.0%265.0239.7%1.2%
80Δ223.5638.3%1.6%271.1441.6%0.9%

20Δ

Calls
Pseudo strike
268.14
IV
37.3%
B/E move
11.4%
Puts
Pseudo strike
222.65
IV
40.5%
B/E move
9.8%

25Δ

Calls
Pseudo strike
262.47
IV
35.5%
B/E move
9.4%
Puts
Pseudo strike
227.19
IV
39.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
258.10
IV
34.8%
B/E move
8.0%
Puts
Pseudo strike
231.36
IV
39.5%
B/E move
7.1%

35Δ

Calls
Pseudo strike
254.73
IV
35.0%
B/E move
7.0%
Puts
Pseudo strike
234.91
IV
39.5%
B/E move
6.2%

40Δ

Calls
Pseudo strike
251.36
IV
35.2%
B/E move
6.1%
Puts
Pseudo strike
238.46
IV
39.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
248.16
IV
35.4%
B/E move
5.3%
Puts
Pseudo strike
241.89
IV
39.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
245.07
IV
35.6%
B/E move
4.7%
Puts
Pseudo strike
245.23
IV
38.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
241.98
IV
35.8%
B/E move
4.0%
Puts
Pseudo strike
248.56
IV
38.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
238.78
IV
36.0%
B/E move
3.4%
Puts
Pseudo strike
252.09
IV
37.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
235.41
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
255.76
IV
38.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
232.03
IV
36.7%
B/E move
2.4%
Puts
Pseudo strike
259.44
IV
38.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
228.16
IV
37.3%
B/E move
2.0%
Puts
Pseudo strike
265.02
IV
39.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
223.56
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
271.14
IV
41.6%
B/E move
0.9%

Options history

No recorded observations