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National Healthcare Properties, Inc. Common Stock NHP

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-12T16:42:18.310Z

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 · 2026-11-12T16:41:57.978846535Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:40:02.756889+00:00

Share price$15.48
1D-1.5%
$15.41$15.49$15.57$15.66$15.745:30 AM6:30 AM9:00 AM1:00 PMNHP
Sold putSold call

National Healthcare Properties, Inc. Common Stock options

Live interpolated NHP call and put midpoint premiums by absolute delta.National Healthcare Properties, Inc. Common Stock$0.98$1.38$1.79$2.20$2.61$13.91$14.68$15.44$16.21$16.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NHP spot · $15.48NHP PRICE$1.02$1.08$1.14$1.20$1.26$1.32$2.45$2.47$2.48$2.49
Puts——
Calls——
Skew——
Implied moveBearish±$3.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ19.37234.7%31.7%
40Δ18.52211.8%26.6%15.13289.6%18.1%
45Δ17.67188.9%21.5%15.52263.4%15.6%
50Δ16.83166.0%16.4%15.92237.1%13.2%
55Δ15.98143.1%11.3%16.31210.9%10.7%
60Δ15.13120.2%6.3%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
19.37
IV
234.7%
B/E move
31.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.52
IV
211.8%
B/E move
26.6%
Puts
Pseudo strike
15.13
IV
289.6%
B/E move
18.1%

45Δ

Calls
Pseudo strike
17.67
IV
188.9%
B/E move
21.5%
Puts
Pseudo strike
15.52
IV
263.4%
B/E move
15.6%

50Δ

Calls
Pseudo strike
16.83
IV
166.0%
B/E move
16.4%
Puts
Pseudo strike
15.92
IV
237.1%
B/E move
13.2%

55Δ

Calls
Pseudo strike
15.98
IV
143.1%
B/E move
11.3%
Puts
Pseudo strike
16.31
IV
210.9%
B/E move
10.7%

60Δ

Calls
Pseudo strike
15.13
IV
120.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

65Δ

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

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

IV · four-Friday blend134.93%
Daily EOD
NHP134.4%138.2%142.0%2026-10-23: 141.46%2026-10-27: 134.93%Oct 23Oct 27
2 observations2026-10-23 — 2026-10-27
Table
DateIV (%)
141.46%
134.93%