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NMI Holdings Inc. Common Stock NMIH

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Market datapartial · fetched 2026-10-22T23:35:39.465Z

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 · 2026-10-22T22:21:51.352350615Z

FundamentalsAlpha Vantage · unavailable

Share price$41.05
1D+0.4%
AH$40.85$41.31$41.76$42.22$42.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNMIH
Sold putSold callAH

NMI Holdings Inc. Common Stock options

Live interpolated NMIH call and put midpoint premiums by absolute delta.NMI Holdings Inc. Common Stock$0.50$1.88$3.26$4.64$6.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENMIH PRICE$0.86$1.25$1.65$2.05$2.45$2.57$2.69$2.81$2.93$3.54$4.23$4.93$5.62$0.65$0.83$1.02$1.20
PutsExpensive1.21×
CallsExpensive2.08×
SkewBullish-22.70 pp
Implied move——
TiltBullish82.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8371.6%23.5%36.7545.7%12.1%
25Δ48.6374.9%21.5%37.6644.2%10.3%
30Δ47.4278.1%19.5%38.5842.6%8.5%
35Δ46.2281.4%17.6%39.5041.0%6.7%
40Δ45.0184.6%15.6%
45Δ43.8176.6%13.0%
50Δ42.6068.5%10.3%
55Δ41.4060.3%7.7%
60Δ40.1952.2%5.0%
65Δ39.2051.6%4.1%
70Δ38.2552.3%3.5%
75Δ37.2953.1%2.8%
80Δ36.3453.8%2.2%

20Δ

Calls
Pseudo strike
49.83
IV
71.6%
B/E move
23.5%
Puts
Pseudo strike
36.75
IV
45.7%
B/E move
12.1%

25Δ

Calls
Pseudo strike
48.63
IV
74.9%
B/E move
21.5%
Puts
Pseudo strike
37.66
IV
44.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
47.42
IV
78.1%
B/E move
19.5%
Puts
Pseudo strike
38.58
IV
42.6%
B/E move
8.5%

35Δ

Calls
Pseudo strike
46.22
IV
81.4%
B/E move
17.6%
Puts
Pseudo strike
39.50
IV
41.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
45.01
IV
84.6%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.81
IV
76.6%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
42.60
IV
68.5%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
41.40
IV
60.3%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
40.19
IV
52.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.20
IV
51.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.25
IV
52.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.29
IV
53.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.34
IV
53.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations