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NNN REIT, Inc. NNN

i

Market dataready · fetched 2026-11-12T03:09:44.508Z

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: 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 · 2026-11-12T00:35:14.128900904Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:09:44.134797+00:00

Share price$41.40
1D-2.8%
AH$40.94$41.39$41.84$42.28$42.735:30 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.$0.13$1.92$3.72$5.51$7.30$37.73$40.42$43.10$45.78$48.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNN spot · $41.40NNN PRICE$1.07$1.09$1.12$1.15$1.17$1.20$1.23$1.26$1.29$1.32$1.35$1.38$1.40$0.32$0.86$1.40$1.94$2.48$3.02$3.55$4.09$4.63$5.17$5.71$6.25$6.79
PutsFair0.99×
CallsExpensive2.03×
SkewBullish-53.43 pp
Implied moveBearish±$4.79
TiltBearish48.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.77170.8%32.5%40.1726.5%3.7%
25Δ49.67137.2%22.6%40.8128.9%3.5%
30Δ48.95128.2%20.9%41.4531.2%3.3%
35Δ48.23119.2%19.3%42.0933.6%3.0%
40Δ47.52110.2%17.6%42.7335.9%2.8%
45Δ46.80101.2%15.9%43.3738.3%2.5%
50Δ46.0892.2%14.3%44.0140.7%2.3%
55Δ45.3683.2%12.6%44.6543.0%2.0%
60Δ44.6474.2%10.9%45.2945.4%1.8%
65Δ43.9365.2%9.3%45.9347.7%1.5%
70Δ43.2156.2%7.6%46.5750.1%1.3%
75Δ42.4947.1%6.0%47.2152.4%1.1%
80Δ41.7738.1%4.3%47.8554.8%0.8%

20Δ

Calls
Pseudo strike
53.77
IV
170.8%
B/E move
32.5%
Puts
Pseudo strike
40.17
IV
26.5%
B/E move
3.7%

25Δ

Calls
Pseudo strike
49.67
IV
137.2%
B/E move
22.6%
Puts
Pseudo strike
40.81
IV
28.9%
B/E move
3.5%

30Δ

Calls
Pseudo strike
48.95
IV
128.2%
B/E move
20.9%
Puts
Pseudo strike
41.45
IV
31.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
48.23
IV
119.2%
B/E move
19.3%
Puts
Pseudo strike
42.09
IV
33.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
47.52
IV
110.2%
B/E move
17.6%
Puts
Pseudo strike
42.73
IV
35.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
46.80
IV
101.2%
B/E move
15.9%
Puts
Pseudo strike
43.37
IV
38.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
46.08
IV
92.2%
B/E move
14.3%
Puts
Pseudo strike
44.01
IV
40.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
45.36
IV
83.2%
B/E move
12.6%
Puts
Pseudo strike
44.65
IV
43.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
44.64
IV
74.2%
B/E move
10.9%
Puts
Pseudo strike
45.29
IV
45.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
43.93
IV
65.2%
B/E move
9.3%
Puts
Pseudo strike
45.93
IV
47.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
43.21
IV
56.2%
B/E move
7.6%
Puts
Pseudo strike
46.57
IV
50.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
42.49
IV
47.1%
B/E move
6.0%
Puts
Pseudo strike
47.21
IV
52.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
41.77
IV
38.1%
B/E move
4.3%
Puts
Pseudo strike
47.85
IV
54.8%
B/E move
0.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations