IntraAlpha
Create free account Start free

Nelnet Inc NNI

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-10-23T02:22:41.274Z

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 · 2026-10-22T23:00:00.002015154Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:22:40.708528+00:00

Share price$125.85
1D-0.2%
AH$125.55$126.03$126.51$126.99$127.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNI
Sold putSold callAH

Nelnet Inc options

Live interpolated NNI call and put midpoint premiums by absolute delta.Nelnet Inc$2.17$4.75$7.32$9.90$12.47$109.99$117.73$125.48$133.23$140.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNI spot · $125.85NNI PRICE$2.45$2.45$2.45$2.45$2.83$3.51$4.20$4.88$5.50$6.09$6.69$7.28$8.53$2.45$2.45$2.62$3.46$4.31$5.07$5.39$5.70$6.02$6.78$8.15$9.52$11.73
PutsExpensive2.00×
CallsExpensive1.61×
SkewBearish+2.10 pp
Implied moveBearish±$9.59
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.0467.9%22.0%111.5057.9%13.3%
25Δ140.1749.8%13.3%116.8244.4%9.1%
30Δ134.6038.8%8.9%120.3436.4%6.5%
35Δ131.4231.4%6.4%121.9737.7%5.8%
40Δ129.2728.6%5.0%123.6038.9%5.2%
45Δ127.9529.4%4.5%125.2039.5%4.5%
50Δ126.6430.3%4.0%126.5436.3%3.7%
55Δ125.3231.1%3.5%127.8833.2%2.9%
60Δ124.0830.3%3.0%129.2330.1%2.1%
65Δ122.8728.9%2.5%130.7428.5%1.5%
70Δ121.6627.6%2.0%132.5029.3%1.2%
75Δ120.4526.3%1.5%134.2630.0%0.9%
80Δ118.7726.1%1.2%136.8131.5%0.6%

20Δ

Calls
Pseudo strike
151.04
IV
67.9%
B/E move
22.0%
Puts
Pseudo strike
111.50
IV
57.9%
B/E move
13.3%

25Δ

Calls
Pseudo strike
140.17
IV
49.8%
B/E move
13.3%
Puts
Pseudo strike
116.82
IV
44.4%
B/E move
9.1%

30Δ

Calls
Pseudo strike
134.60
IV
38.8%
B/E move
8.9%
Puts
Pseudo strike
120.34
IV
36.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
131.42
IV
31.4%
B/E move
6.4%
Puts
Pseudo strike
121.97
IV
37.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
129.27
IV
28.6%
B/E move
5.0%
Puts
Pseudo strike
123.60
IV
38.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
127.95
IV
29.4%
B/E move
4.5%
Puts
Pseudo strike
125.20
IV
39.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
126.64
IV
30.3%
B/E move
4.0%
Puts
Pseudo strike
126.54
IV
36.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
125.32
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
127.88
IV
33.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
124.08
IV
30.3%
B/E move
3.0%
Puts
Pseudo strike
129.23
IV
30.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
122.87
IV
28.9%
B/E move
2.5%
Puts
Pseudo strike
130.74
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
121.66
IV
27.6%
B/E move
2.0%
Puts
Pseudo strike
132.50
IV
29.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
120.45
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
134.26
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
118.77
IV
26.1%
B/E move
1.2%
Puts
Pseudo strike
136.81
IV
31.5%
B/E move
0.6%

Options history

No recorded observations