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NetSTREIT Corp. NTST

i

Market dataready · fetched 2026-11-12T02:16:23.695Z

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 · 2026-11-12T00:00:00.002526929Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:16:23.339365+00:00

Share price$18.78
1D-0.1%
AH$18.48$18.58$18.68$18.78$18.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTST
Sold putSold callAH

NetSTREIT Corp. options

Live interpolated NTST call and put midpoint premiums by absolute delta.NetSTREIT Corp.$0.22$1.31$2.39$3.48$4.56$15.17$16.49$17.81$19.13$20.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NTST spot · $18.78NTST PRICE$0.63$0.77$0.91$1.05$1.19$1.33$1.47$1.61$1.75$1.89$2.88$3.93$0.34$0.37$0.59$0.85$1.10$1.35$1.61$1.86$2.13$2.65$3.16$3.68$4.25
PutsExpensive3.36×
Calls——
Skew——
Implied moveBearish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.38107.4%14.6%
25Δ20.9074.6%14.6%17.3681.8%9.5%
30Δ20.5277.5%13.4%17.8283.0%8.3%
35Δ20.1580.3%12.1%18.1888.8%7.7%
40Δ19.7783.1%10.9%18.5594.5%7.1%
45Δ19.4085.9%9.6%18.92100.3%6.5%
50Δ19.0288.7%8.4%19.29106.0%5.9%
55Δ18.6591.5%7.1%19.66111.7%5.3%
60Δ18.2794.3%5.9%20.04117.3%4.6%
65Δ17.9097.1%4.6%20.69119.6%4.0%
70Δ17.52100.0%3.4%21.33121.9%3.3%
75Δ16.52134.3%3.3%21.98124.2%2.6%
80Δ15.47170.9%3.3%22.67125.6%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.38
IV
107.4%
B/E move
14.6%

25Δ

Calls
Pseudo strike
20.90
IV
74.6%
B/E move
14.6%
Puts
Pseudo strike
17.36
IV
81.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
20.52
IV
77.5%
B/E move
13.4%
Puts
Pseudo strike
17.82
IV
83.0%
B/E move
8.3%

35Δ

Calls
Pseudo strike
20.15
IV
80.3%
B/E move
12.1%
Puts
Pseudo strike
18.18
IV
88.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
19.77
IV
83.1%
B/E move
10.9%
Puts
Pseudo strike
18.55
IV
94.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
19.40
IV
85.9%
B/E move
9.6%
Puts
Pseudo strike
18.92
IV
100.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
19.02
IV
88.7%
B/E move
8.4%
Puts
Pseudo strike
19.29
IV
106.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
18.65
IV
91.5%
B/E move
7.1%
Puts
Pseudo strike
19.66
IV
111.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
18.27
IV
94.3%
B/E move
5.9%
Puts
Pseudo strike
20.04
IV
117.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
17.90
IV
97.1%
B/E move
4.6%
Puts
Pseudo strike
20.69
IV
119.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
17.52
IV
100.0%
B/E move
3.4%
Puts
Pseudo strike
21.33
IV
121.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
16.52
IV
134.3%
B/E move
3.3%
Puts
Pseudo strike
21.98
IV
124.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
15.47
IV
170.9%
B/E move
3.3%
Puts
Pseudo strike
22.67
IV
125.6%
B/E move
1.9%

Options history

IV · four-Friday blend33.79%
Daily EOD
NTST29.3%38.3%47.2%2026-10-19: 31.25%2026-10-20: 37.77%2026-10-21: 42.03%2026-10-23: 30.56%2026-10-26: 32.34%2026-10-27: 37.04%2026-10-28: 45.95%2026-10-29: 33.79%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
31.25%
37.77%
42.03%
30.56%
32.34%
37.04%
45.95%
33.79%