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Net Lease Office Properties NLOP

REAL ESTATE · REIT - OFFICE
i

Market datapartial · fetched 2026-10-23T18:19:39.195Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T18:13:04.027772102Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T18:14:34.407366+00:00

Share price$9.62
1D-2.5%
$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$0.66$2.02$3.37$4.73$6.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENLOP PRICE$0.81$1.25$1.70$2.14$2.59$3.03$3.47$3.92$4.36$4.81$5.25$5.69
Puts——
CallsExpensive5.20×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.21114.1%56.1%
30Δ13.40121.9%52.3%
35Δ12.59129.7%48.6%
40Δ11.79137.5%44.8%
45Δ10.98145.2%41.0%
50Δ10.17153.0%37.2%
55Δ9.37160.8%33.5%
60Δ8.56168.6%29.7%
65Δ7.75176.3%25.9%
70Δ6.94184.1%22.1%
75Δ6.14191.9%18.4%
80Δ5.33199.7%14.6%

20Δ

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

25Δ

Calls
Pseudo strike
14.21
IV
114.1%
B/E move
56.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.40
IV
121.9%
B/E move
52.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.59
IV
129.7%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.79
IV
137.5%
B/E move
44.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.98
IV
145.2%
B/E move
41.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.17
IV
153.0%
B/E move
37.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.37
IV
160.8%
B/E move
33.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.56
IV
168.6%
B/E move
29.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.75
IV
176.3%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.94
IV
184.1%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.14
IV
191.9%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.33
IV
199.7%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations