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Insperity, Inc NSP

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Market datapartial · fetched 2026-10-22T23:53:00.628Z

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 · 2026-10-22T23:00:00.003942463Z

FundamentalsAlpha Vantage · unavailable

Share price$53.48
1D+3.8%
AH$51.24$51.93$52.63$53.32$54.015:30 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$0.68$4.47$8.26$12.05$15.83$38.32$45.40$52.47$59.54$66.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSP spot · $53.48NSP PRICE$1.09$1.42$1.76$2.23$2.72$3.22$3.75$4.44$5.12$5.81$6.63$7.61$8.58$1.93$2.31$2.73$3.25$4.00$4.75$5.50$6.61$7.73$8.85$10.53$12.21$14.74
PutsExpensive1.98×
CallsExpensive1.29×
SkewBearish+13.46 pp
Implied moveBearish±$9.25
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.7670.6%23.1%43.86100.7%21.6%
25Δ62.5969.0%19.7%46.4590.9%17.5%
30Δ60.4267.4%16.3%48.5384.3%14.4%
35Δ58.8767.7%14.2%50.4579.6%11.7%
40Δ57.4868.4%12.6%51.9679.4%10.3%
45Δ56.0869.2%10.9%53.4879.1%8.9%
50Δ54.7069.8%9.3%54.9978.9%7.5%
55Δ53.3669.9%8.1%56.6679.2%6.4%
60Δ52.0270.1%6.8%58.3379.5%5.4%
65Δ50.6870.2%5.6%60.0079.8%4.4%
70Δ49.2869.9%4.5%62.1380.2%3.5%
75Δ47.8268.9%3.6%64.2680.5%2.7%
80Δ46.3768.0%2.8%67.1882.2%1.9%

20Δ

Calls
Pseudo strike
64.76
IV
70.6%
B/E move
23.1%
Puts
Pseudo strike
43.86
IV
100.7%
B/E move
21.6%

25Δ

Calls
Pseudo strike
62.59
IV
69.0%
B/E move
19.7%
Puts
Pseudo strike
46.45
IV
90.9%
B/E move
17.5%

30Δ

Calls
Pseudo strike
60.42
IV
67.4%
B/E move
16.3%
Puts
Pseudo strike
48.53
IV
84.3%
B/E move
14.4%

35Δ

Calls
Pseudo strike
58.87
IV
67.7%
B/E move
14.2%
Puts
Pseudo strike
50.45
IV
79.6%
B/E move
11.7%

40Δ

Calls
Pseudo strike
57.48
IV
68.4%
B/E move
12.6%
Puts
Pseudo strike
51.96
IV
79.4%
B/E move
10.3%

45Δ

Calls
Pseudo strike
56.08
IV
69.2%
B/E move
10.9%
Puts
Pseudo strike
53.48
IV
79.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
54.70
IV
69.8%
B/E move
9.3%
Puts
Pseudo strike
54.99
IV
78.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
53.36
IV
69.9%
B/E move
8.1%
Puts
Pseudo strike
56.66
IV
79.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
52.02
IV
70.1%
B/E move
6.8%
Puts
Pseudo strike
58.33
IV
79.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
50.68
IV
70.2%
B/E move
5.6%
Puts
Pseudo strike
60.00
IV
79.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
49.28
IV
69.9%
B/E move
4.5%
Puts
Pseudo strike
62.13
IV
80.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
47.82
IV
68.9%
B/E move
3.6%
Puts
Pseudo strike
64.26
IV
80.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
46.37
IV
68.0%
B/E move
2.8%
Puts
Pseudo strike
67.18
IV
82.2%
B/E move
1.9%

Options history

No recorded observations