IntraAlpha
Create free account Start free

Neighborhood Intelligence, Inc. Common Stock NXH

i

Market datapartial · fetched 2026-10-22T17:35:55.596Z

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 · 2026-10-22T17:35:29.649669464Z

FundamentalsAlpha Vantage · unavailable

Share price$1.50
1D+5.7%
$1.37$1.42$1.46$1.51$1.565:30 AM6:30 AM9:00 AM1:00 PMNXH
Sold putSold call

Neighborhood Intelligence, Inc. Common Stock options

Live interpolated NXH call and put midpoint premiums by absolute delta.Neighborhood Intelligence, Inc. Common Stock$0.00$1.61$3.22$4.83$6.44$-0.03$0.95$1.94$2.93$3.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXH spot · $1.50NXH PRICE$0.06$0.08$0.11$0.13$0.15$0.17$0.19$0.21$0.26$0.32$0.38$0.45$0.51$0.32$0.51$0.71$5.97$3.00$1.58$1.43$1.27
PutsExpensive1.64×
CallsExpensive1.21×
SkewBearish+117.19 pp
Implied moveBearish±$0.71
TiltBearish66.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.42156.1%65.9%
25Δ2.27158.2%57.7%
30Δ2.13160.3%49.4%
35Δ1.99161.5%41.5%
40Δ1.88155.5%35.7%
45Δ1.77149.6%29.9%1.60151.9%14.7%
50Δ1.66143.7%24.1%1.79186.6%14.7%
55Δ1.55137.7%18.3%1.98221.2%14.7%
60Δ1.45139.1%14.5%7.14540.2%22.1%
65Δ1.36147.8%12.7%4.27383.7%14.6%
70Δ1.27156.5%10.9%2.93266.7%9.9%
75Δ1.18165.3%9.0%2.81229.3%7.5%
80Δ1.09174.0%7.2%2.69192.0%5.1%

20Δ

Calls
Pseudo strike
2.42
IV
156.1%
B/E move
65.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.27
IV
158.2%
B/E move
57.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.13
IV
160.3%
B/E move
49.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.99
IV
161.5%
B/E move
41.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.88
IV
155.5%
B/E move
35.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.77
IV
149.6%
B/E move
29.9%
Puts
Pseudo strike
1.60
IV
151.9%
B/E move
14.7%

50Δ

Calls
Pseudo strike
1.66
IV
143.7%
B/E move
24.1%
Puts
Pseudo strike
1.79
IV
186.6%
B/E move
14.7%

55Δ

Calls
Pseudo strike
1.55
IV
137.7%
B/E move
18.3%
Puts
Pseudo strike
1.98
IV
221.2%
B/E move
14.7%

60Δ

Calls
Pseudo strike
1.45
IV
139.1%
B/E move
14.5%
Puts
Pseudo strike
7.14
IV
540.2%
B/E move
22.1%

65Δ

Calls
Pseudo strike
1.36
IV
147.8%
B/E move
12.7%
Puts
Pseudo strike
4.27
IV
383.7%
B/E move
14.6%

70Δ

Calls
Pseudo strike
1.27
IV
156.5%
B/E move
10.9%
Puts
Pseudo strike
2.93
IV
266.7%
B/E move
9.9%

75Δ

Calls
Pseudo strike
1.18
IV
165.3%
B/E move
9.0%
Puts
Pseudo strike
2.81
IV
229.3%
B/E move
7.5%

80Δ

Calls
Pseudo strike
1.09
IV
174.0%
B/E move
7.2%
Puts
Pseudo strike
2.69
IV
192.0%
B/E move
5.1%

Options history

No recorded observations