Share price$1.48
1D+4.3%
Sold putSold callAH
Neighborhood Intelligence, Inc. Common Stock NXH
i
Market datapartial · fetched 2026-10-23T00:22:02.767Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:33:38.120601592Z
FundamentalsAlpha Vantage · unavailable
Neighborhood Intelligence, Inc. Common Stock options
PutsExpensive1.73×
CallsExpensive1.17×
SkewBearish+138.38 pp
Implied moveBearish±$0.57
TiltBearish67.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 1.95 | 132.2% | 37.7% | |||
| 35Δ | 1.86 | 133.7% | 33.7% | |||
| 40Δ | 1.78 | 135.1% | 29.8% | |||
| 45Δ | 1.70 | 136.6% | 25.8% | |||
| 50Δ | 1.61 | 138.0% | 21.9% | 1.69 | 145.6% | 11.8% |
| 55Δ | 1.53 | 139.4% | 18.0% | 1.92 | 199.7% | 13.3% |
| 60Δ | 1.44 | 146.6% | 15.4% | 7.03 | 526.1% | 21.6% |
| 65Δ | 1.35 | 157.1% | 13.5% | 5.00 | 433.7% | 15.5% |
| 70Δ | 1.26 | 167.5% | 11.6% | 2.97 | 273.4% | 9.9% |
| 75Δ | 1.16 | 178.0% | 9.8% | 2.87 | 238.4% | 7.8% |
| 80Δ | 1.07 | 188.4% | 7.9% | 2.76 | 203.4% | 5.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 1.95
- IV
- 132.2%
- B/E move
- 37.7%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 1.86
- IV
- 133.7%
- B/E move
- 33.7%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 1.78
- IV
- 135.1%
- B/E move
- 29.8%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 1.70
- IV
- 136.6%
- B/E move
- 25.8%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 1.61
- IV
- 138.0%
- B/E move
- 21.9%
- Pseudo strike
- 1.69
- IV
- 145.6%
- B/E move
- 11.8%
55Δ
- Pseudo strike
- 1.53
- IV
- 139.4%
- B/E move
- 18.0%
- Pseudo strike
- 1.92
- IV
- 199.7%
- B/E move
- 13.3%
60Δ
- Pseudo strike
- 1.44
- IV
- 146.6%
- B/E move
- 15.4%
- Pseudo strike
- 7.03
- IV
- 526.1%
- B/E move
- 21.6%
65Δ
- Pseudo strike
- 1.35
- IV
- 157.1%
- B/E move
- 13.5%
- Pseudo strike
- 5.00
- IV
- 433.7%
- B/E move
- 15.5%
70Δ
- Pseudo strike
- 1.26
- IV
- 167.5%
- B/E move
- 11.6%
- Pseudo strike
- 2.97
- IV
- 273.4%
- B/E move
- 9.9%
75Δ
- Pseudo strike
- 1.16
- IV
- 178.0%
- B/E move
- 9.8%
- Pseudo strike
- 2.87
- IV
- 238.4%
- B/E move
- 7.8%
80Δ
- Pseudo strike
- 1.07
- IV
- 188.4%
- B/E move
- 7.9%
- Pseudo strike
- 2.76
- IV
- 203.4%
- B/E move
- 5.7%
Options history
No recorded observations