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National Health Investors NHI

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Market datapartial · fetched 2026-10-22T18:25:37.730Z

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 · 2026-10-22T18:24:36.556643596Z

FundamentalsAlpha Vantage · unavailable

Share price$66.73
1D+2.6%
$64.85$65.40$65.95$66.49$67.045:30 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$0.49$1.56$2.62$3.69$4.75$59.09$62.70$66.32$69.94$73.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHI spot · $66.73NHI PRICE$0.61$0.89$1.18$1.47$1.76$2.04$2.33$2.62$2.91$0.77$1.01$1.24$1.48$1.96$2.45$2.95$3.45$3.95$4.44
PutsExpensive1.24×
CallsCheap0.83×
SkewBearish+9.31 pp
Implied moveBearish±$5.00
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.7633.1%8.6%
25Δ69.9922.1%5.8%62.8132.6%7.4%
30Δ69.4022.6%5.3%63.8632.1%6.2%
35Δ68.8023.0%4.9%64.9131.7%4.9%
40Δ68.2123.4%4.4%65.7632.2%4.4%
45Δ67.6223.9%4.0%66.5932.8%3.9%
50Δ67.0224.3%3.5%67.4233.4%3.4%
55Δ66.4324.7%3.0%68.2534.0%2.9%
60Δ65.8325.2%2.6%69.0834.6%2.4%
65Δ65.2425.6%2.1%69.9135.2%1.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.76
IV
33.1%
B/E move
8.6%

25Δ

Calls
Pseudo strike
69.99
IV
22.1%
B/E move
5.8%
Puts
Pseudo strike
62.81
IV
32.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
69.40
IV
22.6%
B/E move
5.3%
Puts
Pseudo strike
63.86
IV
32.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
68.80
IV
23.0%
B/E move
4.9%
Puts
Pseudo strike
64.91
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
68.21
IV
23.4%
B/E move
4.4%
Puts
Pseudo strike
65.76
IV
32.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
67.62
IV
23.9%
B/E move
4.0%
Puts
Pseudo strike
66.59
IV
32.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
67.02
IV
24.3%
B/E move
3.5%
Puts
Pseudo strike
67.42
IV
33.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
66.43
IV
24.7%
B/E move
3.0%
Puts
Pseudo strike
68.25
IV
34.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
65.83
IV
25.2%
B/E move
2.6%
Puts
Pseudo strike
69.08
IV
34.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
65.24
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
69.91
IV
35.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations