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NexPoint Real Estate Finance, Inc. NREF

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Market datapartial · fetched 2026-10-22T21:08:18.457Z

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 · 2026-10-22T20:10:00.003230712Z

FundamentalsAlpha Vantage · unavailable

Share price$15.81
1D+2.9%
AH$15.32$15.46$15.59$15.72$15.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNREF
Sold putSold callAH

NexPoint Real Estate Finance, Inc. options

Live interpolated NREF call and put midpoint premiums by absolute delta.NexPoint Real Estate Finance, Inc.$0.09$2.53$4.97$7.40$9.84$11.01$13.18$15.35$17.52$19.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NREF spot · $15.81NREF PRICE$0.38$0.49$0.60$0.71$0.82$0.93$1.05$1.16$1.27$1.38$1.71$2.20$2.69$0.35$0.42$0.49$1.01$1.91$2.82$3.72$4.62$5.53$6.43$7.33$8.23$9.14
PutsExpensive2.31×
CallsExpensive1.58×
SkewBearish+20.67 pp
Implied moveBearish±$4.76
TiltBearish54.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9884.8%28.8%13.4570.3%17.2%
25Δ19.4581.6%26.1%14.0862.7%13.6%
30Δ18.9278.3%23.5%14.7155.1%10.1%
35Δ18.3975.0%20.9%15.5356.4%8.1%
40Δ17.8771.8%18.2%16.5365.4%7.5%
45Δ17.3468.5%15.6%17.5274.4%7.0%
50Δ16.8165.3%12.9%18.5283.4%6.4%
55Δ16.2862.0%10.3%19.5192.4%5.8%
60Δ15.7558.7%7.6%20.51101.3%5.2%
65Δ15.2255.5%5.0%21.50110.3%4.6%
70Δ14.6657.1%3.6%22.50119.3%4.1%
75Δ14.0962.1%3.0%23.49128.3%3.5%
80Δ13.5167.1%2.5%24.49137.3%2.9%

20Δ

Calls
Pseudo strike
19.98
IV
84.8%
B/E move
28.8%
Puts
Pseudo strike
13.45
IV
70.3%
B/E move
17.2%

25Δ

Calls
Pseudo strike
19.45
IV
81.6%
B/E move
26.1%
Puts
Pseudo strike
14.08
IV
62.7%
B/E move
13.6%

30Δ

Calls
Pseudo strike
18.92
IV
78.3%
B/E move
23.5%
Puts
Pseudo strike
14.71
IV
55.1%
B/E move
10.1%

35Δ

Calls
Pseudo strike
18.39
IV
75.0%
B/E move
20.9%
Puts
Pseudo strike
15.53
IV
56.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
17.87
IV
71.8%
B/E move
18.2%
Puts
Pseudo strike
16.53
IV
65.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
17.34
IV
68.5%
B/E move
15.6%
Puts
Pseudo strike
17.52
IV
74.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
16.81
IV
65.3%
B/E move
12.9%
Puts
Pseudo strike
18.52
IV
83.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
16.28
IV
62.0%
B/E move
10.3%
Puts
Pseudo strike
19.51
IV
92.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
15.75
IV
58.7%
B/E move
7.6%
Puts
Pseudo strike
20.51
IV
101.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
15.22
IV
55.5%
B/E move
5.0%
Puts
Pseudo strike
21.50
IV
110.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
14.66
IV
57.1%
B/E move
3.6%
Puts
Pseudo strike
22.50
IV
119.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
14.09
IV
62.1%
B/E move
3.0%
Puts
Pseudo strike
23.49
IV
128.3%
B/E move
3.5%

80Δ

Calls
Pseudo strike
13.51
IV
67.1%
B/E move
2.5%
Puts
Pseudo strike
24.49
IV
137.3%
B/E move
2.9%

Options history

No recorded observations