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Neighborhood Intelligence, Inc. Common Stock NXH

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-10-22T18:16:34.211Z

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 · 2026-10-22T18:16:31.630752535Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:16:33.670463+00:00

Share price$1.48
1D+4.3%
$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$1.44$2.88$4.31$5.75$-0.03$0.96$1.94$2.93$3.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXH spot · $1.48NXH PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.26$0.33$0.39$0.46$0.53$0.25$0.45$0.64$5.33$3.96$1.65$1.52$1.40
PutsExpensive1.63×
CallsExpensive1.18×
SkewBearish+118.17 pp
Implied moveBearish±$0.62
TiltBearish67.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.39156.5%66.5%
25Δ2.21153.5%55.3%
30Δ2.03150.4%44.1%
35Δ1.92145.9%37.8%
40Δ1.81141.2%32.3%
45Δ1.71136.4%26.8%1.53134.4%13.6%
50Δ1.61131.7%21.3%1.72168.6%13.6%
55Δ1.51127.0%15.9%1.91202.8%13.6%
60Δ1.42138.1%13.9%6.50490.2%20.5%
65Δ1.33151.2%12.4%5.20439.5%15.8%
70Δ1.24164.3%10.9%2.98273.7%9.8%
75Δ1.15177.4%9.4%2.88239.5%7.8%
80Δ1.06190.5%7.9%2.79205.4%5.8%

20Δ

Calls
Pseudo strike
2.39
IV
156.5%
B/E move
66.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.21
IV
153.5%
B/E move
55.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.03
IV
150.4%
B/E move
44.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.92
IV
145.9%
B/E move
37.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.81
IV
141.2%
B/E move
32.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.71
IV
136.4%
B/E move
26.8%
Puts
Pseudo strike
1.53
IV
134.4%
B/E move
13.6%

50Δ

Calls
Pseudo strike
1.61
IV
131.7%
B/E move
21.3%
Puts
Pseudo strike
1.72
IV
168.6%
B/E move
13.6%

55Δ

Calls
Pseudo strike
1.51
IV
127.0%
B/E move
15.9%
Puts
Pseudo strike
1.91
IV
202.8%
B/E move
13.6%

60Δ

Calls
Pseudo strike
1.42
IV
138.1%
B/E move
13.9%
Puts
Pseudo strike
6.50
IV
490.2%
B/E move
20.5%

65Δ

Calls
Pseudo strike
1.33
IV
151.2%
B/E move
12.4%
Puts
Pseudo strike
5.20
IV
439.5%
B/E move
15.8%

70Δ

Calls
Pseudo strike
1.24
IV
164.3%
B/E move
10.9%
Puts
Pseudo strike
2.98
IV
273.7%
B/E move
9.8%

75Δ

Calls
Pseudo strike
1.15
IV
177.4%
B/E move
9.4%
Puts
Pseudo strike
2.88
IV
239.5%
B/E move
7.8%

80Δ

Calls
Pseudo strike
1.06
IV
190.5%
B/E move
7.9%
Puts
Pseudo strike
2.79
IV
205.4%
B/E move
5.8%

Options history

No recorded observations