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NexPoint Residential Trust Inc NXRT

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-12T16:42:23.670Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T16:41:53.505556141Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:42:22.195351+00:00

Share price$15.68
1D+2.0%
$15.33$15.46$15.59$15.72$15.855:30 AM6:30 AM9:00 AM1:00 PMNXRT
Sold putSold call

NexPoint Residential Trust Inc options

Live interpolated NXRT call and put midpoint premiums by absolute delta.NexPoint Residential Trust Inc$0.43$2.64$4.86$7.07$9.29$10.23$14.55$18.87$23.18$27.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NXRT spot · $15.68NXRT PRICE$0.67$0.92$1.17$1.42$1.67$1.92$2.83$3.80$4.76$5.72$6.68$7.64$8.23$8.65
Puts——
Calls——
Skew——
Implied moveBearish±$6.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ17.4337.5%15.4%
40Δ17.0040.0%14.3%15.8583.7%17.0%
45Δ16.5842.5%13.2%17.1086.5%15.1%
50Δ16.1545.0%12.1%18.3589.2%13.3%
55Δ15.7247.5%10.9%19.6091.9%11.5%
60Δ15.3049.9%9.8%20.8594.6%9.6%
65Δ22.1097.4%7.8%
70Δ22.9793.3%6.0%
75Δ23.6786.2%4.2%
80Δ

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
17.43
IV
37.5%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.00
IV
40.0%
B/E move
14.3%
Puts
Pseudo strike
15.85
IV
83.7%
B/E move
17.0%

45Δ

Calls
Pseudo strike
16.58
IV
42.5%
B/E move
13.2%
Puts
Pseudo strike
17.10
IV
86.5%
B/E move
15.1%

50Δ

Calls
Pseudo strike
16.15
IV
45.0%
B/E move
12.1%
Puts
Pseudo strike
18.35
IV
89.2%
B/E move
13.3%

55Δ

Calls
Pseudo strike
15.72
IV
47.5%
B/E move
10.9%
Puts
Pseudo strike
19.60
IV
91.9%
B/E move
11.5%

60Δ

Calls
Pseudo strike
15.30
IV
49.9%
B/E move
9.8%
Puts
Pseudo strike
20.85
IV
94.6%
B/E move
9.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.10
IV
97.4%
B/E move
7.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.97
IV
93.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.67
IV
86.2%
B/E move
4.2%

80Δ

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

Options history

IV · four-Friday blend68.39%
Daily EOD
NXRT57.5%64.5%71.5%2026-10-19: 61.66%2026-10-20: 62.18%2026-10-21: 70.56%2026-10-22: 61.16%2026-10-23: 58.47%2026-10-26: 64.42%2026-10-27: 63.17%2026-10-28: 69.55%2026-10-29: 64.25%2026-10-30: 68.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.66%
62.18%
70.56%
61.16%
58.47%
64.42%
63.17%
69.55%
64.25%
68.39%