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National Healthcare Properties, Inc. Common Stock NHP

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Market datapartial · fetched 2026-10-23T02:24:13.960Z

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 · 2026-10-22T20:00:04.030246475Z

FundamentalsAlpha Vantage · unavailable

Share price$15.80
1D+9.3%
AH$14.35$14.75$15.15$15.54$15.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNHP
Sold putSold callAH

National Healthcare Properties, Inc. Common Stock options

Live interpolated NHP call and put midpoint premiums by absolute delta.National Healthcare Properties, Inc. Common Stock$0.24$1.69$3.13$4.58$6.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENHP PRICE$0.40$0.81$1.22$1.49$1.59$1.69$1.78$1.88$2.04$2.39$2.74$3.09$0.76$1.28$1.80$2.32$5.61
PutsExpensive2.10×
CallsExpensive1.22×
SkewBearish+58.90 pp
Implied move——
TiltBullish28.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.69120.6%24.5%
25Δ17.8158.0%15.2%13.40135.0%23.3%
30Δ18.6696.3%23.2%14.11149.5%22.1%
35Δ19.52134.6%31.3%14.83164.0%20.9%
40Δ19.58150.2%33.3%17.70244.3%23.5%
45Δ18.61136.7%27.8%
50Δ17.64123.3%22.3%
55Δ16.68109.8%16.8%
60Δ15.7196.4%11.3%
65Δ14.8686.2%7.0%
70Δ14.3385.4%5.8%
75Δ13.8084.6%4.7%
80Δ13.2783.8%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.69
IV
120.6%
B/E move
24.5%

25Δ

Calls
Pseudo strike
17.81
IV
58.0%
B/E move
15.2%
Puts
Pseudo strike
13.40
IV
135.0%
B/E move
23.3%

30Δ

Calls
Pseudo strike
18.66
IV
96.3%
B/E move
23.2%
Puts
Pseudo strike
14.11
IV
149.5%
B/E move
22.1%

35Δ

Calls
Pseudo strike
19.52
IV
134.6%
B/E move
31.3%
Puts
Pseudo strike
14.83
IV
164.0%
B/E move
20.9%

40Δ

Calls
Pseudo strike
19.58
IV
150.2%
B/E move
33.3%
Puts
Pseudo strike
17.70
IV
244.3%
B/E move
23.5%

45Δ

Calls
Pseudo strike
18.61
IV
136.7%
B/E move
27.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.64
IV
123.3%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.68
IV
109.8%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
15.71
IV
96.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.86
IV
86.2%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.33
IV
85.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.80
IV
84.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.27
IV
83.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations