Nexpoint Residential Trust Inc NXRT
REAL ESTATE · REIT - RESIDENTIALi
Market dataready · fetched 2026-10-23T00:20:50.881Z
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 · 2026-10-22T23:00:00.003245383Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:20:49.541021+00:00
Share price$19.09
1D+5.2%
Sold putSold callAH
Nexpoint Residential Trust Inc options
PutsExpensive2.59×
CallsExpensive1.76×
SkewBearish+41.53 pp
Implied moveBearish±$4.31
TiltBearish51.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.97 | 134.1% | 26.7% | |||
| 25Δ | 22.28 | 69.0% | 19.4% | 15.93 | 131.3% | 23.4% |
| 30Δ | 21.74 | 70.1% | 17.5% | 16.88 | 128.9% | 20.1% |
| 35Δ | 21.19 | 71.3% | 15.5% | 17.76 | 125.5% | 17.2% |
| 40Δ | 20.64 | 72.4% | 13.5% | 18.54 | 120.1% | 14.7% |
| 45Δ | 20.09 | 73.5% | 11.5% | 19.32 | 114.7% | 12.3% |
| 50Δ | 19.58 | 73.5% | 10.1% | 20.07 | 109.2% | 10.0% |
| 55Δ | 19.08 | 73.2% | 8.7% | 20.63 | 103.2% | 8.4% |
| 60Δ | 18.58 | 73.0% | 7.4% | 21.20 | 97.2% | 6.9% |
| 65Δ | 18.08 | 72.7% | 6.1% | 21.77 | 91.2% | 5.4% |
| 70Δ | 17.58 | 72.4% | 4.7% | 22.33 | 85.2% | 3.8% |
| 75Δ | 24.10 | 98.2% | 3.2% | |||
| 80Δ | 28.88 | 138.4% | 3.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.97
- IV
- 134.1%
- B/E move
- 26.7%
25Δ
- Pseudo strike
- 22.28
- IV
- 69.0%
- B/E move
- 19.4%
- Pseudo strike
- 15.93
- IV
- 131.3%
- B/E move
- 23.4%
30Δ
- Pseudo strike
- 21.74
- IV
- 70.1%
- B/E move
- 17.5%
- Pseudo strike
- 16.88
- IV
- 128.9%
- B/E move
- 20.1%
35Δ
- Pseudo strike
- 21.19
- IV
- 71.3%
- B/E move
- 15.5%
- Pseudo strike
- 17.76
- IV
- 125.5%
- B/E move
- 17.2%
40Δ
- Pseudo strike
- 20.64
- IV
- 72.4%
- B/E move
- 13.5%
- Pseudo strike
- 18.54
- IV
- 120.1%
- B/E move
- 14.7%
45Δ
- Pseudo strike
- 20.09
- IV
- 73.5%
- B/E move
- 11.5%
- Pseudo strike
- 19.32
- IV
- 114.7%
- B/E move
- 12.3%
50Δ
- Pseudo strike
- 19.58
- IV
- 73.5%
- B/E move
- 10.1%
- Pseudo strike
- 20.07
- IV
- 109.2%
- B/E move
- 10.0%
55Δ
- Pseudo strike
- 19.08
- IV
- 73.2%
- B/E move
- 8.7%
- Pseudo strike
- 20.63
- IV
- 103.2%
- B/E move
- 8.4%
60Δ
- Pseudo strike
- 18.58
- IV
- 73.0%
- B/E move
- 7.4%
- Pseudo strike
- 21.20
- IV
- 97.2%
- B/E move
- 6.9%
65Δ
- Pseudo strike
- 18.08
- IV
- 72.7%
- B/E move
- 6.1%
- Pseudo strike
- 21.77
- IV
- 91.2%
- B/E move
- 5.4%
70Δ
- Pseudo strike
- 17.58
- IV
- 72.4%
- B/E move
- 4.7%
- Pseudo strike
- 22.33
- IV
- 85.2%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.10
- IV
- 98.2%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.88
- IV
- 138.4%
- B/E move
- 3.1%
Options history
No recorded observations