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National Health Investors Inc NHI

REAL ESTATE · REIT - HEALTHCARE FACILITIES
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Market dataready · fetched 2026-10-24T15:18:38.266Z

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 · 2026-10-23T23:00:00.002182833Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:18:38.455027+00:00

Share price$67.06
1D-0.8%
AH$66.43$66.74$67.05$67.36$67.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNHI
Sold putSold callAH

National Health Investors Inc options

Live interpolated NHI call and put midpoint premiums by absolute delta.National Health Investors Inc$0.65$2.33$4.01$5.69$7.37$59.91$64.04$68.18$72.32$76.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHI spot · $67.06NHI PRICE$1.15$1.36$1.58$1.79$2.00$2.21$2.43$2.64$2.85$3.07$3.49$5.19$6.89$0.83$1.08$1.34$1.59$1.83$2.06$2.30$2.54$2.78$3.02$3.25$3.99$5.52
PutsExpensive1.11×
CallsExpensive1.45×
SkewBullish-12.26 pp
Implied moveBullish±$4.73
TiltBullish6.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.4962.6%20.2%61.7936.6%9.1%
25Δ78.0259.0%18.4%62.9236.1%7.8%
30Δ76.5555.3%16.5%64.0535.6%6.5%
35Δ75.0851.7%14.6%65.1134.9%5.3%
40Δ73.6148.1%12.8%65.7533.3%4.7%
45Δ72.1444.4%10.9%66.3931.7%4.1%
50Δ70.6740.8%9.0%67.0330.1%3.5%
55Δ69.2037.2%7.1%67.6828.5%2.9%
60Δ67.7333.6%5.3%68.3227.0%2.3%
65Δ66.2629.9%3.4%68.9625.4%1.7%
70Δ64.7327.3%1.7%69.6123.8%1.1%
75Δ62.8730.4%1.5%70.6424.0%0.6%
80Δ61.0033.5%1.2%72.2827.2%0.4%

20Δ

Calls
Pseudo strike
79.49
IV
62.6%
B/E move
20.2%
Puts
Pseudo strike
61.79
IV
36.6%
B/E move
9.1%

25Δ

Calls
Pseudo strike
78.02
IV
59.0%
B/E move
18.4%
Puts
Pseudo strike
62.92
IV
36.1%
B/E move
7.8%

30Δ

Calls
Pseudo strike
76.55
IV
55.3%
B/E move
16.5%
Puts
Pseudo strike
64.05
IV
35.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
75.08
IV
51.7%
B/E move
14.6%
Puts
Pseudo strike
65.11
IV
34.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
73.61
IV
48.1%
B/E move
12.8%
Puts
Pseudo strike
65.75
IV
33.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
72.14
IV
44.4%
B/E move
10.9%
Puts
Pseudo strike
66.39
IV
31.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
70.67
IV
40.8%
B/E move
9.0%
Puts
Pseudo strike
67.03
IV
30.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
69.20
IV
37.2%
B/E move
7.1%
Puts
Pseudo strike
67.68
IV
28.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
67.73
IV
33.6%
B/E move
5.3%
Puts
Pseudo strike
68.32
IV
27.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
66.26
IV
29.9%
B/E move
3.4%
Puts
Pseudo strike
68.96
IV
25.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
64.73
IV
27.3%
B/E move
1.7%
Puts
Pseudo strike
69.61
IV
23.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.87
IV
30.4%
B/E move
1.5%
Puts
Pseudo strike
70.64
IV
24.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
61.00
IV
33.5%
B/E move
1.2%
Puts
Pseudo strike
72.28
IV
27.2%
B/E move
0.4%

Options history

No recorded observations