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NexPoint Diversified Real Estate Trust NXDT

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Market datapartial · fetched 2026-10-23T14:13:35.838Z

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 · 2026-10-23T14:07:12.388037392Z

FundamentalsAlpha Vantage · unavailable

Share price$4.93
1D-0.2%
$4.93$4.93$4.94$4.94$4.955:30 AM6:30 AM9:00 AM1:00 PMNXDT
Sold putSold call

NexPoint Diversified Real Estate Trust options

Live interpolated NXDT call and put midpoint premiums by absolute delta.NexPoint Diversified Real Estate Trust$0.09$0.57$1.05$1.53$2.01$3.24$4.09$4.94$5.80$6.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXDT spot · $4.93NXDT PRICE$0.30$0.56$0.82$1.08$1.34$1.61$1.87$0.14$0.16$0.18$0.19$0.21$0.23$0.24
PutsExpensive2.39×
CallsExpensive2.35×
SkewBullish-1.94 pp
Implied moveBullish±$0.54
TiltBullish69.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.24152.1%37.1%
25Δ3.52134.5%31.9%
30Δ3.80116.9%26.6%
35Δ4.0799.3%21.3%
40Δ4.3581.7%16.0%
45Δ4.6364.1%10.7%
50Δ4.8745.4%4.8%4.9146.5%5.5%
55Δ4.6064.0%4.6%
60Δ4.3282.6%4.3%
65Δ4.05101.2%4.0%
70Δ3.77119.9%3.7%
75Δ3.49138.5%3.4%
80Δ3.22157.1%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.24
IV
152.1%
B/E move
37.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.52
IV
134.5%
B/E move
31.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.80
IV
116.9%
B/E move
26.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
99.3%
B/E move
21.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.35
IV
81.7%
B/E move
16.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.63
IV
64.1%
B/E move
10.7%

50Δ

Calls
Pseudo strike
4.87
IV
45.4%
B/E move
4.8%
Puts
Pseudo strike
4.91
IV
46.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
4.60
IV
64.0%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.32
IV
82.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.05
IV
101.2%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.77
IV
119.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.49
IV
138.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.22
IV
157.1%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations