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National Research Corp NRC

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-23T00:01:29.658Z

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 · 2026-10-22T20:00:01.220813934Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:01:29.296485+00:00

Share price$21.38
1D+3.9%
AH$20.50$20.74$20.98$21.22$21.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRC
Sold putSold callAH

National Research Corp options

Live interpolated NRC call and put midpoint premiums by absolute delta.National Research Corp$0.09$2.67$5.24$7.82$10.40$16.32$19.13$21.95$24.76$27.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRC spot · $21.38NRC PRICE$0.37$0.45$0.53$0.61$1.28$2.47$2.38$2.29$2.21$2.12$2.03$3.21$0.39$0.50$0.63$0.81$0.99$1.18$1.36$1.54$1.73$6.50$9.65
PutsExpensive1.24×
CallsExpensive1.56×
SkewBullish-18.89 pp
Implied moveBullish±$3.74
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.1768.5%28.8%18.8754.1%13.6%
25Δ25.8361.7%22.9%19.5351.6%11.0%
30Δ24.5054.8%17.1%20.1149.7%8.9%
35Δ23.1647.9%11.2%20.4949.4%7.9%
40Δ23.3782.9%15.3%20.8749.1%7.0%
45Δ24.95154.2%28.3%21.2548.8%6.1%
50Δ24.03134.5%23.5%21.6448.5%5.2%
55Δ23.10114.8%18.8%22.0248.2%4.2%
60Δ22.1795.2%14.0%22.4047.9%3.3%
65Δ21.2575.5%9.3%26.49126.0%6.5%
70Δ20.3255.8%4.6%29.70154.2%6.2%
75Δ18.9274.6%3.6%
80Δ

20Δ

Calls
Pseudo strike
27.17
IV
68.5%
B/E move
28.8%
Puts
Pseudo strike
18.87
IV
54.1%
B/E move
13.6%

25Δ

Calls
Pseudo strike
25.83
IV
61.7%
B/E move
22.9%
Puts
Pseudo strike
19.53
IV
51.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
24.50
IV
54.8%
B/E move
17.1%
Puts
Pseudo strike
20.11
IV
49.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
23.16
IV
47.9%
B/E move
11.2%
Puts
Pseudo strike
20.49
IV
49.4%
B/E move
7.9%

40Δ

Calls
Pseudo strike
23.37
IV
82.9%
B/E move
15.3%
Puts
Pseudo strike
20.87
IV
49.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
24.95
IV
154.2%
B/E move
28.3%
Puts
Pseudo strike
21.25
IV
48.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
24.03
IV
134.5%
B/E move
23.5%
Puts
Pseudo strike
21.64
IV
48.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
23.10
IV
114.8%
B/E move
18.8%
Puts
Pseudo strike
22.02
IV
48.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
22.17
IV
95.2%
B/E move
14.0%
Puts
Pseudo strike
22.40
IV
47.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
21.25
IV
75.5%
B/E move
9.3%
Puts
Pseudo strike
26.49
IV
126.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
20.32
IV
55.8%
B/E move
4.6%
Puts
Pseudo strike
29.70
IV
154.2%
B/E move
6.2%

75Δ

Calls
Pseudo strike
18.92
IV
74.6%
B/E move
3.6%
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