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NNN REIT, Inc. NNN

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Market datapartial · fetched 2026-10-22T23:57:29.038Z

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 · 2026-10-22T23:00:00.001743643Z

FundamentalsAlpha Vantage · unavailable

Share price$42.13
1D+3.2%
AH$40.75$41.13$41.50$41.88$42.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNN
Sold putSold callAH

NNN REIT, Inc. options

Live interpolated NNN call and put midpoint premiums by absolute delta.NNN REIT, Inc.$0.21$3.58$6.94$10.31$13.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENNN PRICE$0.73$0.58$1.07$1.56$2.06$2.55$3.05$3.55$4.04$5.16$6.97$8.78$12.70
PutsExpensive1.78×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2475.6%18.1%
25Δ39.9631.3%6.5%
30Δ40.6634.2%6.0%
35Δ41.3337.5%5.6%
40Δ41.9940.8%5.2%
45Δ42.6644.1%4.8%
50Δ43.3247.4%4.4%
55Δ43.9950.7%4.0%
60Δ44.6554.0%3.6%
65Δ45.9459.4%3.2%
70Δ47.9067.1%2.8%
75Δ49.8774.9%2.5%
80Δ53.9688.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.24
IV
75.6%
B/E move
18.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.96
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.66
IV
34.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.33
IV
37.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.99
IV
40.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.66
IV
44.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.32
IV
47.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.99
IV
50.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.65
IV
54.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.94
IV
59.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.90
IV
67.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.87
IV
74.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.96
IV
88.5%
B/E move
2.1%

Options history

No recorded observations