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Neighborhood Intelligence, Inc. Common Stock NXH

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-12T03:23:45.550Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:59:59.254789046Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:23:45.171416+00:00

Share price$1.33
1D+0.8%
AH$1.33$1.35$1.37$1.39$1.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXH
Sold putSold callAH

Neighborhood Intelligence, Inc. Common Stock options

Live interpolated NXH call and put midpoint premiums by absolute delta.Neighborhood Intelligence, Inc. Common Stock$0.12$0.69$1.25$1.81$2.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENXH PRICE$0.18$0.20$0.22$0.25$0.27$0.29$0.31$0.36$2.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ1.48280.2%24.9%
55Δ1.42265.6%22.0%
60Δ1.36250.9%19.0%
65Δ1.30236.2%16.0%
70Δ1.24221.5%13.1%1.64174.3%4.1%
75Δ1.18206.8%10.1%
80Δ1.12192.1%7.1%3.46502.2%6.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.48
IV
280.2%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.42
IV
265.6%
B/E move
22.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.36
IV
250.9%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.30
IV
236.2%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.24
IV
221.5%
B/E move
13.1%
Puts
Pseudo strike
1.64
IV
174.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
1.18
IV
206.8%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.12
IV
192.1%
B/E move
7.1%
Puts
Pseudo strike
3.46
IV
502.2%
B/E move
6.3%

Options history

IV · four-Friday blend208.32%
Daily EOD
NXH122.5%168.6%214.7%2026-10-19: 140.73%2026-10-20: 128.87%2026-10-21: 150.35%2026-10-22: 170.63%2026-10-23: 154.09%2026-10-26: 138.40%2026-10-27: 153.58%2026-10-28: 182.12%2026-10-29: 155.35%2026-10-30: 208.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
140.73%
128.87%
150.35%
170.63%
154.09%
138.40%
153.58%
182.12%
155.35%
208.32%