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Insperity, Inc NSP

INDUSTRIALS · STAFFING & EMPLOYMENT SERVICES
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Market dataready · fetched 2026-11-12T02:53:04.488Z

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 · 2026-11-12T00:00:00.003753827Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:53:04.021663+00:00

Share price$50.08
1D-0.5%
AH$49.83$50.02$50.21$50.40$50.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNSP
Sold putSold callAH

Insperity, Inc options

Live interpolated NSP call and put midpoint premiums by absolute delta.Insperity, Inc$1.00$2.17$3.34$4.51$5.68$43.22$46.96$50.69$54.43$58.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSP spot · $50.08NSP PRICE$1.13$1.19$1.29$1.48$1.67$1.86$2.06$2.40$2.99$3.58$4.16$4.75$5.34$1.16$1.24$1.35$1.45$1.55$1.66$1.95$2.37$2.79$3.21$3.63$4.05$4.47
PutsExpensive1.31×
CallsExpensive1.35×
SkewBullish-15.85 pp
Implied moveBullish±$4.00
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.24149.9%28.5%43.09127.2%16.3%
25Δ58.67119.7%19.5%45.41102.2%11.8%
30Δ54.8094.3%12.0%46.4591.8%9.9%
35Δ53.7688.5%10.3%47.4981.4%8.1%
40Δ52.7282.6%8.6%48.5371.0%6.2%
45Δ51.6876.8%6.9%49.5760.6%4.3%
50Δ50.6471.0%5.2%50.3655.8%3.3%
55Δ49.6868.0%4.0%50.9855.0%2.9%
60Δ48.8569.5%3.5%51.6054.2%2.5%
65Δ48.0171.1%3.0%52.2253.3%2.1%
70Δ47.1872.6%2.5%52.8352.5%1.7%
75Δ46.3574.1%2.0%53.4551.7%1.3%
80Δ45.5175.7%1.5%54.0750.8%1.0%

20Δ

Calls
Pseudo strike
63.24
IV
149.9%
B/E move
28.5%
Puts
Pseudo strike
43.09
IV
127.2%
B/E move
16.3%

25Δ

Calls
Pseudo strike
58.67
IV
119.7%
B/E move
19.5%
Puts
Pseudo strike
45.41
IV
102.2%
B/E move
11.8%

30Δ

Calls
Pseudo strike
54.80
IV
94.3%
B/E move
12.0%
Puts
Pseudo strike
46.45
IV
91.8%
B/E move
9.9%

35Δ

Calls
Pseudo strike
53.76
IV
88.5%
B/E move
10.3%
Puts
Pseudo strike
47.49
IV
81.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
52.72
IV
82.6%
B/E move
8.6%
Puts
Pseudo strike
48.53
IV
71.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
51.68
IV
76.8%
B/E move
6.9%
Puts
Pseudo strike
49.57
IV
60.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
50.64
IV
71.0%
B/E move
5.2%
Puts
Pseudo strike
50.36
IV
55.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
49.68
IV
68.0%
B/E move
4.0%
Puts
Pseudo strike
50.98
IV
55.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
48.85
IV
69.5%
B/E move
3.5%
Puts
Pseudo strike
51.60
IV
54.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
48.01
IV
71.1%
B/E move
3.0%
Puts
Pseudo strike
52.22
IV
53.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
47.18
IV
72.6%
B/E move
2.5%
Puts
Pseudo strike
52.83
IV
52.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
46.35
IV
74.1%
B/E move
2.0%
Puts
Pseudo strike
53.45
IV
51.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
45.51
IV
75.7%
B/E move
1.5%
Puts
Pseudo strike
54.07
IV
50.8%
B/E move
1.0%

Options history

IV · four-Friday blend53.66%
Daily EOD
NSP52.5%60.6%68.7%2026-10-19: 65.46%2026-10-20: 64.59%2026-10-21: 65.97%2026-10-22: 64.39%2026-10-23: 63.78%2026-10-26: 66.54%2026-10-27: 67.57%2026-10-28: 65.34%2026-10-29: 56.85%2026-10-30: 53.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.46%
64.59%
65.97%
64.39%
63.78%
66.54%
67.57%
65.34%
56.85%
53.66%