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Net Lease Office Properties NLOP

i

Market dataready · fetched 2026-11-13T01:11:18.233Z

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 · 2026-11-13T00:00:00.002759976Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:11:17.918417+00:00

Share price$9.57
1D+1.5%
AH$9.41$9.49$9.57$9.66$9.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNLOP
Sold putSold callAH

Net Lease Office Properties options

Live interpolated NLOP call and put midpoint premiums by absolute delta.Net Lease Office Properties$0.16$0.66$1.15$1.65$2.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENLOP PRICE$0.72$0.21$0.39$0.57$0.75$0.93$1.11$1.29$1.47$1.65$1.82$2.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ19.32468.4%109.4%
30Δ9.8751.6%5.3%
35Δ9.6661.7%5.0%
40Δ9.4571.9%4.7%
45Δ9.2482.1%4.4%
50Δ9.0492.3%4.1%
55Δ8.83102.5%3.8%
60Δ8.62112.7%3.5%
65Δ8.41122.9%3.2%
70Δ8.20133.0%2.9%
75Δ7.99143.2%2.6%
80Δ7.79153.4%2.3%

20Δ

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

25Δ

Calls
Pseudo strike
19.32
IV
468.4%
B/E move
109.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.87
IV
51.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.66
IV
61.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.45
IV
71.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.24
IV
82.1%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.04
IV
92.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.83
IV
102.5%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.62
IV
112.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.41
IV
122.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.20
IV
133.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.99
IV
143.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.79
IV
153.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.76%
Daily EOD
NLOP40.4%42.2%44.0%2026-10-19: 40.63%2026-10-23: 43.76%Oct 19Oct 23
2 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
40.63%
43.76%