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NexPoint Strategic Opportunities Fund NXDT

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-22T21:54:58.220Z

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 · 2026-10-22T20:10:00.00428019Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:54:56.959092+00:00

Share price$4.94
1D+3.3%
AH$4.77$4.82$4.87$4.92$4.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXDT
Sold putSold callAH

NexPoint Strategic Opportunities Fund options

Live interpolated NXDT call and put midpoint premiums by absolute delta.NexPoint Strategic Opportunities Fund$0.02$0.57$1.12$1.66$2.21$3.28$4.10$4.91$5.73$6.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXDT spot · $4.94NXDT PRICE$0.08$0.10$0.12$0.14$0.16$0.18$0.26$0.56$0.86$1.15$1.45$1.75$2.05$0.15$0.16$0.18$0.20$0.21$0.23$0.25
PutsExpensive2.32×
CallsExpensive2.14×
SkewBearish+3.85 pp
Implied moveBullish±$0.50
TiltBullish73.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.6670.0%36.6%3.26149.9%37.0%
25Δ6.3864.8%31.2%3.54132.1%31.6%
30Δ6.0959.6%25.8%3.82114.4%26.2%
35Δ5.8054.4%20.4%4.1196.7%20.9%
40Δ5.5249.2%15.0%4.3979.0%15.5%
45Δ5.2343.9%9.6%4.6761.3%10.1%
50Δ4.9444.8%5.3%4.9543.6%4.7%
55Δ4.6471.1%5.2%
60Δ4.3497.4%5.1%
65Δ4.04123.7%5.1%
70Δ3.73150.0%5.0%
75Δ3.43176.3%4.9%
80Δ3.13202.6%4.9%

20Δ

Calls
Pseudo strike
6.66
IV
70.0%
B/E move
36.6%
Puts
Pseudo strike
3.26
IV
149.9%
B/E move
37.0%

25Δ

Calls
Pseudo strike
6.38
IV
64.8%
B/E move
31.2%
Puts
Pseudo strike
3.54
IV
132.1%
B/E move
31.6%

30Δ

Calls
Pseudo strike
6.09
IV
59.6%
B/E move
25.8%
Puts
Pseudo strike
3.82
IV
114.4%
B/E move
26.2%

35Δ

Calls
Pseudo strike
5.80
IV
54.4%
B/E move
20.4%
Puts
Pseudo strike
4.11
IV
96.7%
B/E move
20.9%

40Δ

Calls
Pseudo strike
5.52
IV
49.2%
B/E move
15.0%
Puts
Pseudo strike
4.39
IV
79.0%
B/E move
15.5%

45Δ

Calls
Pseudo strike
5.23
IV
43.9%
B/E move
9.6%
Puts
Pseudo strike
4.67
IV
61.3%
B/E move
10.1%

50Δ

Calls
Pseudo strike
4.94
IV
44.8%
B/E move
5.3%
Puts
Pseudo strike
4.95
IV
43.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
4.64
IV
71.1%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.34
IV
97.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.04
IV
123.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.73
IV
150.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.43
IV
176.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.13
IV
202.6%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations