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Nelnet, Inc. Class A NNI

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Market datapartial · fetched 2026-11-13T01:42:03.263Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.001638768Z

FundamentalsAlpha Vantage · unavailable

Share price$124.83
1D-1.9%
AH$124.61$125.41$126.22$127.02$127.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNI
Sold putSold callAH

Nelnet, Inc. Class A options

Live interpolated NNI call and put midpoint premiums by absolute delta.Nelnet, Inc. Class A$2.51$4.94$7.37$9.80$12.24$112.36$119.28$126.20$133.11$140.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NNI spot · $124.83NNI PRICE$2.77$3.02$3.26$3.93$5.11$6.29$7.47$8.82$10.16$3.00$3.62$4.24$4.88$5.54$6.20$6.86$8.29$9.82$11.54
Puts——
Calls——
Skew——
Implied moveBearish±$8.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ121.3430.3%5.2%
40Δ128.7226.4%5.3%122.8530.1%4.5%
45Δ127.2624.2%4.4%124.3629.9%3.8%
50Δ125.8122.0%3.4%125.7829.2%3.2%
55Δ124.3621.8%2.8%127.1328.3%2.6%
60Δ122.9224.0%2.6%128.4827.4%2.0%
65Δ121.4826.2%2.4%129.8226.5%1.5%
70Δ120.0328.4%2.1%131.6727.0%1.2%
75Δ118.2528.6%1.8%133.5927.7%0.9%
80Δ116.4528.7%1.4%135.6828.3%0.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.34
IV
30.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
128.72
IV
26.4%
B/E move
5.3%
Puts
Pseudo strike
122.85
IV
30.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
127.26
IV
24.2%
B/E move
4.4%
Puts
Pseudo strike
124.36
IV
29.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
125.81
IV
22.0%
B/E move
3.4%
Puts
Pseudo strike
125.78
IV
29.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
124.36
IV
21.8%
B/E move
2.8%
Puts
Pseudo strike
127.13
IV
28.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
122.92
IV
24.0%
B/E move
2.6%
Puts
Pseudo strike
128.48
IV
27.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
121.48
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
129.82
IV
26.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
120.03
IV
28.4%
B/E move
2.1%
Puts
Pseudo strike
131.67
IV
27.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
118.25
IV
28.6%
B/E move
1.8%
Puts
Pseudo strike
133.59
IV
27.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
116.45
IV
28.7%
B/E move
1.4%
Puts
Pseudo strike
135.68
IV
28.3%
B/E move
0.5%

Options history

IV · four-Friday blend29.64%
Daily EOD
NNI26.2%34.4%42.6%2026-10-19: 28.94%2026-10-20: 27.60%2026-10-21: 27.29%2026-10-22: 27.72%2026-10-23: 31.28%2026-10-26: 41.47%2026-10-27: 37.01%2026-10-28: 35.32%2026-10-29: 29.93%2026-10-30: 29.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.94%
27.60%
27.29%
27.72%
31.28%
41.47%
37.01%
35.32%
29.93%
29.64%