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Nelnet, Inc. Class A NNI

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Market datapartial · fetched 2026-10-23T16:42:31.883Z

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 · 2026-10-23T16:39:23.64477953Z

FundamentalsAlpha Vantage · unavailable

Share price$122.93
1D-1.9%
$122.44$123.20$123.97$124.74$125.505:30 AM6:30 AM9:00 AM1:00 PMNNI
Sold putSold call

Nelnet, Inc. Class A options

Live interpolated NNI call and put midpoint premiums by absolute delta.Nelnet, Inc. Class A$2.29$3.73$5.17$6.61$8.05$106.74$115.43$124.12$132.81$141.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNI spot · $122.92NNI PRICE$3.07$4.09$5.11$6.06$6.85$7.64$2.45$2.45$2.45$2.45$3.11$3.79$4.46
PutsExpensive1.84×
CallsExpensive2.13×
SkewBullish-7.00 pp
Implied moveBullish±$10.52
TiltBullish21.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.9461.6%14.2%
25Δ113.9046.0%9.3%
30Δ117.2236.8%6.6%
35Δ129.0938.6%7.5%119.9429.2%4.4%
40Δ127.5942.4%7.1%121.2529.4%3.9%
45Δ126.0946.1%6.7%122.5229.8%3.4%
50Δ124.4548.3%6.2%123.7930.3%2.9%
55Δ122.4346.8%5.2%
60Δ120.4245.2%4.2%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.94
IV
61.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.90
IV
46.0%
B/E move
9.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.22
IV
36.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
129.09
IV
38.6%
B/E move
7.5%
Puts
Pseudo strike
119.94
IV
29.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
127.59
IV
42.4%
B/E move
7.1%
Puts
Pseudo strike
121.25
IV
29.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
126.09
IV
46.1%
B/E move
6.7%
Puts
Pseudo strike
122.52
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
124.45
IV
48.3%
B/E move
6.2%
Puts
Pseudo strike
123.79
IV
30.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
122.43
IV
46.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
120.42
IV
45.2%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations