IntraAlpha
Create free account Start free

National Health Investors NHI

i

Market dataready · fetched 2026-11-13T18:53:22.392Z

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 · 2026-11-13T18:49:15.391421846Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:53:21.958747+00:00

Share price$62.99
1D-1.3%
$62.70$63.00$63.30$63.60$63.905:30 AM6:30 AM9:00 AM1:00 PMNHI
Sold putSold call

National Health Investors options

Live interpolated NHI call and put midpoint premiums by absolute delta.National Health Investors$0.23$1.89$3.56$5.22$6.89$56.29$60.77$65.26$69.74$74.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHI spot · $62.99NHI PRICE$0.41$0.44$0.72$1.08$1.43$1.78$2.13$2.49$2.84$3.19$3.54$4.15$6.41$0.41$0.52$0.64$0.75$0.87$0.98$1.10$1.21$1.32$1.44$1.55$1.67$1.78
PutsCheap0.54×
CallsExpensive1.73×
SkewBullish-18.62 pp
Implied moveBullish±$3.23
TiltBullish36.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.4248.8%7.7%60.1040.5%5.2%
25Δ65.4436.2%4.6%60.4538.8%4.9%
30Δ64.6035.4%3.7%60.7937.1%4.5%
35Δ64.0838.0%3.4%61.1435.5%4.1%
40Δ63.5640.5%3.2%61.4933.8%3.8%
45Δ63.0443.1%2.9%61.8432.1%3.4%
50Δ62.5245.6%2.6%62.1830.4%3.0%
55Δ62.0148.2%2.4%62.5328.7%2.7%
60Δ61.4950.8%2.1%62.8827.0%2.3%
65Δ60.9753.3%1.9%63.2225.3%1.9%
70Δ60.4555.9%1.6%63.5723.6%1.5%
75Δ59.7060.7%1.4%63.9221.9%1.2%
80Δ57.3980.5%1.3%64.2620.3%0.8%

20Δ

Calls
Pseudo strike
67.42
IV
48.8%
B/E move
7.7%
Puts
Pseudo strike
60.10
IV
40.5%
B/E move
5.2%

25Δ

Calls
Pseudo strike
65.44
IV
36.2%
B/E move
4.6%
Puts
Pseudo strike
60.45
IV
38.8%
B/E move
4.9%

30Δ

Calls
Pseudo strike
64.60
IV
35.4%
B/E move
3.7%
Puts
Pseudo strike
60.79
IV
37.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
64.08
IV
38.0%
B/E move
3.4%
Puts
Pseudo strike
61.14
IV
35.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
63.56
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
61.49
IV
33.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
63.04
IV
43.1%
B/E move
2.9%
Puts
Pseudo strike
61.84
IV
32.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
62.52
IV
45.6%
B/E move
2.6%
Puts
Pseudo strike
62.18
IV
30.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
62.01
IV
48.2%
B/E move
2.4%
Puts
Pseudo strike
62.53
IV
28.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
61.49
IV
50.8%
B/E move
2.1%
Puts
Pseudo strike
62.88
IV
27.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
60.97
IV
53.3%
B/E move
1.9%
Puts
Pseudo strike
63.22
IV
25.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
60.45
IV
55.9%
B/E move
1.6%
Puts
Pseudo strike
63.57
IV
23.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
59.70
IV
60.7%
B/E move
1.4%
Puts
Pseudo strike
63.92
IV
21.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
57.39
IV
80.5%
B/E move
1.3%
Puts
Pseudo strike
64.26
IV
20.3%
B/E move
0.8%

Options history

IV · four-Friday blend25.06%
Daily EOD
NHI24.7%26.2%27.7%2026-10-19: 26.59%2026-10-20: 24.92%2026-10-21: 26.92%2026-10-22: 25.82%2026-10-23: 25.36%2026-10-26: 25.48%2026-10-27: 27.45%2026-10-28: 27.24%2026-10-29: 25.73%2026-10-30: 25.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.59%
24.92%
26.92%
25.82%
25.36%
25.48%
27.45%
27.24%
25.73%
25.06%