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NexPoint Real Estate Finance, Inc. NREF

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Market datapartial · fetched 2026-10-22T18:25:07.737Z

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 · 2026-10-22T18:21:43.715292989Z

FundamentalsAlpha Vantage · unavailable

Share price$15.74
1D+2.5%
$15.33$15.45$15.58$15.70$15.825:30 AM6:30 AM9:00 AM1:00 PMNREF
Sold putSold call

NexPoint Real Estate Finance, Inc. options

Live interpolated NREF call and put midpoint premiums by absolute delta.NexPoint Real Estate Finance, Inc.$0.07$3.16$6.25$9.34$12.43$10.55$13.87$17.19$20.51$23.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NREF spot · $15.74NREF PRICE$0.41$0.99$1.57$2.15$2.73$3.31$3.90$4.48$5.06$5.64$6.22$6.80$7.39$0.97$2.14$3.32$4.49$5.67$6.84$8.02$9.19$10.36$11.54
PutsExpensive2.28×
CallsExpensive3.55×
SkewBullish-65.29 pp
Implied moveBearish±$8.39
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9586.5%29.3%
25Δ19.0997.6%27.6%
30Δ18.23108.8%25.8%
35Δ17.36119.9%24.0%15.4853.0%7.8%
40Δ16.50131.1%22.2%16.7560.8%7.2%
45Δ15.64142.2%20.4%18.0368.6%6.5%
50Δ14.78153.3%18.6%19.3076.4%5.9%
55Δ13.91164.5%16.8%20.5884.1%5.3%
60Δ13.05175.6%15.1%21.8591.9%4.6%
65Δ12.19186.7%13.3%23.1399.7%4.0%
70Δ11.32197.9%11.5%24.40107.5%3.4%
75Δ10.46209.0%9.7%25.68115.3%2.7%
80Δ9.60220.2%7.9%26.95123.1%2.1%

20Δ

Calls
Pseudo strike
19.95
IV
86.5%
B/E move
29.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.09
IV
97.6%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.23
IV
108.8%
B/E move
25.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.36
IV
119.9%
B/E move
24.0%
Puts
Pseudo strike
15.48
IV
53.0%
B/E move
7.8%

40Δ

Calls
Pseudo strike
16.50
IV
131.1%
B/E move
22.2%
Puts
Pseudo strike
16.75
IV
60.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
15.64
IV
142.2%
B/E move
20.4%
Puts
Pseudo strike
18.03
IV
68.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
14.78
IV
153.3%
B/E move
18.6%
Puts
Pseudo strike
19.30
IV
76.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.91
IV
164.5%
B/E move
16.8%
Puts
Pseudo strike
20.58
IV
84.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
13.05
IV
175.6%
B/E move
15.1%
Puts
Pseudo strike
21.85
IV
91.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
12.19
IV
186.7%
B/E move
13.3%
Puts
Pseudo strike
23.13
IV
99.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
11.32
IV
197.9%
B/E move
11.5%
Puts
Pseudo strike
24.40
IV
107.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
10.46
IV
209.0%
B/E move
9.7%
Puts
Pseudo strike
25.68
IV
115.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
9.60
IV
220.2%
B/E move
7.9%
Puts
Pseudo strike
26.95
IV
123.1%
B/E move
2.1%

Options history

No recorded observations