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NMI Holdings Inc. Common Stock NMIH

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Market datapartial · fetched 2026-10-22T14:54:56.433Z

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 · 2026-10-22T14:51:04.618806712Z

FundamentalsAlpha Vantage · unavailable

Share price$41.62
1D+0.7%
$40.91$41.14$41.36$41.58$41.805:30 AM6:30 AM9:00 AM1:00 PMNMIH
Sold putSold call

NMI Holdings Inc. Common Stock options

Live interpolated NMIH call and put midpoint premiums by absolute delta.NMI Holdings Inc. Common Stock$0.62$3.15$5.68$8.20$10.73$32.90$37.42$41.95$46.48$51.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NMIH spot · $41.62NMIH PRICE$0.90$1.26$1.63$1.99$2.36$2.75$3.15$3.54$3.94$4.34$4.73$5.13$5.53$1.14$1.54$1.93$2.33$2.63$2.82$3.00$3.19$3.38$3.56$3.75$4.79$10.00
PutsExpensive1.80×
CallsExpensive2.10×
SkewBullish-5.67 pp
Implied moveBullish±$6.15
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7559.3%19.3%36.9857.7%13.9%
25Δ47.8663.9%18.0%37.8362.1%12.8%
30Δ46.9868.5%16.8%38.6766.4%11.7%
35Δ46.1073.2%15.6%39.5270.8%10.6%
40Δ45.2277.8%14.3%40.3071.1%9.5%
45Δ44.3176.1%13.1%40.9966.3%8.3%
50Δ43.4072.2%11.8%41.6861.4%7.1%
55Δ42.4968.4%10.6%42.3756.5%5.9%
60Δ41.5864.5%9.4%43.0651.7%4.7%
65Δ40.6660.7%8.1%43.7446.8%3.5%
70Δ39.7556.8%6.9%44.4342.0%2.2%
75Δ38.8453.0%5.6%45.8543.4%1.3%
80Δ37.9349.1%4.4%50.9173.5%1.7%

20Δ

Calls
Pseudo strike
48.75
IV
59.3%
B/E move
19.3%
Puts
Pseudo strike
36.98
IV
57.7%
B/E move
13.9%

25Δ

Calls
Pseudo strike
47.86
IV
63.9%
B/E move
18.0%
Puts
Pseudo strike
37.83
IV
62.1%
B/E move
12.8%

30Δ

Calls
Pseudo strike
46.98
IV
68.5%
B/E move
16.8%
Puts
Pseudo strike
38.67
IV
66.4%
B/E move
11.7%

35Δ

Calls
Pseudo strike
46.10
IV
73.2%
B/E move
15.6%
Puts
Pseudo strike
39.52
IV
70.8%
B/E move
10.6%

40Δ

Calls
Pseudo strike
45.22
IV
77.8%
B/E move
14.3%
Puts
Pseudo strike
40.30
IV
71.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
44.31
IV
76.1%
B/E move
13.1%
Puts
Pseudo strike
40.99
IV
66.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
43.40
IV
72.2%
B/E move
11.8%
Puts
Pseudo strike
41.68
IV
61.4%
B/E move
7.1%

55Δ

Calls
Pseudo strike
42.49
IV
68.4%
B/E move
10.6%
Puts
Pseudo strike
42.37
IV
56.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
41.58
IV
64.5%
B/E move
9.4%
Puts
Pseudo strike
43.06
IV
51.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
40.66
IV
60.7%
B/E move
8.1%
Puts
Pseudo strike
43.74
IV
46.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
39.75
IV
56.8%
B/E move
6.9%
Puts
Pseudo strike
44.43
IV
42.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
38.84
IV
53.0%
B/E move
5.6%
Puts
Pseudo strike
45.85
IV
43.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.93
IV
49.1%
B/E move
4.4%
Puts
Pseudo strike
50.91
IV
73.5%
B/E move
1.7%

Options history

No recorded observations