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NLI Holdings, Inc. NL

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Market datapartial · fetched 2026-10-22T16:58:11.368Z

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 · 2026-10-22T15:57:07.012198816Z

FundamentalsAlpha Vantage · unavailable

Share price$6.69
1D+0.6%
$6.65$6.66$6.67$6.68$6.705:30 AM6:30 AM9:00 AM1:00 PMNL
Sold putSold call

NLI Holdings, Inc. options

Live interpolated NL call and put midpoint premiums by absolute delta.NLI Holdings, Inc.$0.42$0.71$1.00$1.29$1.58$1.23$3.53$5.82$8.12$10.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NL spot · $6.69NL PRICE$0.45$0.66$0.75$0.84$0.94$1.03$1.13$1.22$1.31$1.41$1.50$0.76$0.82$0.88$0.93$0.99$1.05$1.10$1.16$1.22
PutsExpensive5.69×
CallsExpensive3.65×
SkewBearish+91.67 pp
Implied moveBearish±$2.04
TiltBullish11.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.64382.1%56.9%
25Δ4.12347.0%50.7%
30Δ10.37169.8%61.9%4.59312.0%44.5%
35Δ9.86194.3%57.1%5.07276.9%38.2%
40Δ9.44184.0%52.3%5.54241.8%32.0%
45Δ9.02173.8%47.5%6.01206.7%25.7%
50Δ8.61163.5%42.7%6.49171.7%19.5%
55Δ8.19153.3%37.9%6.96136.6%13.3%
60Δ7.78143.0%33.1%7.44101.5%7.0%
65Δ7.36132.8%28.2%
70Δ6.94122.5%23.4%
75Δ6.53112.3%18.6%
80Δ6.11102.0%13.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
382.1%
B/E move
56.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
347.0%
B/E move
50.7%

30Δ

Calls
Pseudo strike
10.37
IV
169.8%
B/E move
61.9%
Puts
Pseudo strike
4.59
IV
312.0%
B/E move
44.5%

35Δ

Calls
Pseudo strike
9.86
IV
194.3%
B/E move
57.1%
Puts
Pseudo strike
5.07
IV
276.9%
B/E move
38.2%

40Δ

Calls
Pseudo strike
9.44
IV
184.0%
B/E move
52.3%
Puts
Pseudo strike
5.54
IV
241.8%
B/E move
32.0%

45Δ

Calls
Pseudo strike
9.02
IV
173.8%
B/E move
47.5%
Puts
Pseudo strike
6.01
IV
206.7%
B/E move
25.7%

50Δ

Calls
Pseudo strike
8.61
IV
163.5%
B/E move
42.7%
Puts
Pseudo strike
6.49
IV
171.7%
B/E move
19.5%

55Δ

Calls
Pseudo strike
8.19
IV
153.3%
B/E move
37.9%
Puts
Pseudo strike
6.96
IV
136.6%
B/E move
13.3%

60Δ

Calls
Pseudo strike
7.78
IV
143.0%
B/E move
33.1%
Puts
Pseudo strike
7.44
IV
101.5%
B/E move
7.0%

65Δ

Calls
Pseudo strike
7.36
IV
132.8%
B/E move
28.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.94
IV
122.5%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.53
IV
112.3%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.11
IV
102.0%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations