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NetSTREIT Corp. NTST

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Market datapartial · fetched 2026-10-23T00:41:21.179Z

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 · 2026-10-22T23:00:00.002223007Z

FundamentalsAlpha Vantage · unavailable

Share price$17.02
1D+4.3%
AH$16.26$16.50$16.73$16.97$17.215:30 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.$0.21$1.55$2.90$4.24$5.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENTST PRICE$0.42$0.37$0.36$0.36$0.35$0.55$0.75$0.94$1.14$1.34$1.53$1.99$2.51$3.04$3.56$4.37$5.19
PutsExpensive2.62×
CallsExpensive2.26×
SkewBearish+12.12 pp
Implied move——
TiltBearish89.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4793.9%34.5%15.1157.5%13.3%
25Δ19.6260.1%17.4%15.4959.5%12.2%
30Δ18.8648.6%13.0%15.8861.5%11.1%
35Δ18.1137.1%8.5%16.2663.5%10.0%
40Δ16.6565.4%8.9%
45Δ17.0367.4%7.8%
50Δ17.4269.4%6.7%
55Δ18.0173.1%5.9%
60Δ18.6677.2%5.1%
65Δ19.3181.3%4.4%
70Δ19.9585.4%3.7%
75Δ20.8987.0%2.9%
80Δ21.8588.5%2.1%

20Δ

Calls
Pseudo strike
22.47
IV
93.9%
B/E move
34.5%
Puts
Pseudo strike
15.11
IV
57.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
19.62
IV
60.1%
B/E move
17.4%
Puts
Pseudo strike
15.49
IV
59.5%
B/E move
12.2%

30Δ

Calls
Pseudo strike
18.86
IV
48.6%
B/E move
13.0%
Puts
Pseudo strike
15.88
IV
61.5%
B/E move
11.1%

35Δ

Calls
Pseudo strike
18.11
IV
37.1%
B/E move
8.5%
Puts
Pseudo strike
16.26
IV
63.5%
B/E move
10.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.65
IV
65.4%
B/E move
8.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.03
IV
67.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.42
IV
69.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.01
IV
73.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.66
IV
77.2%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.31
IV
81.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.95
IV
85.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.89
IV
87.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.85
IV
88.5%
B/E move
2.1%

Options history

No recorded observations