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National Health Investors NHI

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Market datapartial · fetched 2026-10-22T23:11:55.957Z

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 · 2026-10-22T23:00:00.002150018Z

FundamentalsAlpha Vantage · unavailable

Share price$66.96
1D+3.0%
AH$64.83$65.45$66.07$66.70$67.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNHI
Sold putSold callAH

National Health Investors options

Live interpolated NHI call and put midpoint premiums by absolute delta.National Health Investors$0.38$2.64$4.90$7.16$9.42$59.23$62.87$66.51$70.15$73.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHI spot · $66.96NHI PRICE$0.79$0.62$0.86$1.16$1.46$1.75$2.05$2.35$2.65$2.95$3.78$6.28$8.77$0.80$1.04$1.28$1.55$1.94$2.34$2.73$3.13$3.52$3.92$5.13$6.73$8.33
PutsExpensive1.25×
CallsFair0.99×
SkewBearish+4.99 pp
Implied moveBearish±$4.79
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.0059.2%26.6%61.8733.9%8.8%
25Δ71.6625.7%7.9%62.9633.5%7.5%
30Δ69.5021.7%5.1%64.0433.1%6.3%
35Δ68.9222.2%4.7%65.0932.8%5.1%
40Δ68.3422.7%4.2%65.8732.5%4.5%
45Δ67.7623.2%3.8%66.6432.2%4.0%
50Δ67.1823.7%3.4%67.4231.9%3.4%
55Δ66.6024.3%3.0%68.1931.6%2.8%
60Δ66.0224.8%2.6%68.9731.3%2.3%
65Δ65.4425.3%2.1%69.7531.0%1.7%
70Δ64.3527.1%1.8%71.1833.6%1.3%
75Δ61.7032.8%1.5%72.9437.5%1.1%
80Δ59.0438.6%1.3%74.7041.4%0.9%

20Δ

Calls
Pseudo strike
84.00
IV
59.2%
B/E move
26.6%
Puts
Pseudo strike
61.87
IV
33.9%
B/E move
8.8%

25Δ

Calls
Pseudo strike
71.66
IV
25.7%
B/E move
7.9%
Puts
Pseudo strike
62.96
IV
33.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
69.50
IV
21.7%
B/E move
5.1%
Puts
Pseudo strike
64.04
IV
33.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
68.92
IV
22.2%
B/E move
4.7%
Puts
Pseudo strike
65.09
IV
32.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
68.34
IV
22.7%
B/E move
4.2%
Puts
Pseudo strike
65.87
IV
32.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
67.76
IV
23.2%
B/E move
3.8%
Puts
Pseudo strike
66.64
IV
32.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
67.18
IV
23.7%
B/E move
3.4%
Puts
Pseudo strike
67.42
IV
31.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
66.60
IV
24.3%
B/E move
3.0%
Puts
Pseudo strike
68.19
IV
31.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
66.02
IV
24.8%
B/E move
2.6%
Puts
Pseudo strike
68.97
IV
31.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
65.44
IV
25.3%
B/E move
2.1%
Puts
Pseudo strike
69.75
IV
31.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
64.35
IV
27.1%
B/E move
1.8%
Puts
Pseudo strike
71.18
IV
33.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
61.70
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
72.94
IV
37.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
59.04
IV
38.6%
B/E move
1.3%
Puts
Pseudo strike
74.70
IV
41.4%
B/E move
0.9%

Options history

No recorded observations