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Net Lease Office Properties NLOP

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Market datapartial · fetched 2026-10-23T17:32:04.159Z

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 · 2026-10-23T17:22:34.197314306Z

FundamentalsAlpha Vantage · unavailable

Share price$9.63
1D-2.4%
$9.59$9.66$9.74$9.82$9.895:30 AM6:30 AM9:00 AM1:00 PMNLOP
Sold putSold call

Net Lease Office Properties options

Live interpolated NLOP call and put midpoint premiums by absolute delta.Net Lease Office Properties$0.33$0.77$1.20$1.64$2.08$6.00$7.58$9.17$10.75$12.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NLOP spot · $9.63NLOP PRICE$0.38$0.38$0.38$0.38$0.38$0.48$0.69$0.90$1.11$1.32$1.53$1.74$1.96$0.49$0.59$0.70$0.81$0.92$1.03$1.14
PutsExpensive4.24×
CallsExpensive2.87×
SkewBearish+34.68 pp
Implied moveBearish±$1.83
TiltBullish34.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.68164.0%77.1%7.54135.1%26.7%
25Δ12.45109.4%33.2%7.94127.7%23.7%
30Δ11.7592.1%25.9%8.35120.3%20.6%
35Δ11.0574.8%18.7%8.75112.9%17.6%
40Δ10.3557.4%11.4%9.15105.5%14.6%
45Δ9.8650.8%7.4%9.5598.2%11.5%
50Δ9.5954.8%6.8%9.9590.8%8.5%
55Δ9.3258.9%6.1%
60Δ9.0462.9%5.4%
65Δ8.7767.0%4.8%
70Δ8.4971.0%4.1%
75Δ8.2275.1%3.5%
80Δ7.9579.1%2.8%

20Δ

Calls
Pseudo strike
16.68
IV
164.0%
B/E move
77.1%
Puts
Pseudo strike
7.54
IV
135.1%
B/E move
26.7%

25Δ

Calls
Pseudo strike
12.45
IV
109.4%
B/E move
33.2%
Puts
Pseudo strike
7.94
IV
127.7%
B/E move
23.7%

30Δ

Calls
Pseudo strike
11.75
IV
92.1%
B/E move
25.9%
Puts
Pseudo strike
8.35
IV
120.3%
B/E move
20.6%

35Δ

Calls
Pseudo strike
11.05
IV
74.8%
B/E move
18.7%
Puts
Pseudo strike
8.75
IV
112.9%
B/E move
17.6%

40Δ

Calls
Pseudo strike
10.35
IV
57.4%
B/E move
11.4%
Puts
Pseudo strike
9.15
IV
105.5%
B/E move
14.6%

45Δ

Calls
Pseudo strike
9.86
IV
50.8%
B/E move
7.4%
Puts
Pseudo strike
9.55
IV
98.2%
B/E move
11.5%

50Δ

Calls
Pseudo strike
9.59
IV
54.8%
B/E move
6.8%
Puts
Pseudo strike
9.95
IV
90.8%
B/E move
8.5%

55Δ

Calls
Pseudo strike
9.32
IV
58.9%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.04
IV
62.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.77
IV
67.0%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.49
IV
71.0%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.22
IV
75.1%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.95
IV
79.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations