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Nexstar Media Group, Inc. Common Stock NXST

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Market datapartial · fetched 2026-10-22T16:37:59.568Z

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 · 2026-10-22T16:30:11.333129733Z

FundamentalsAlpha Vantage · unavailable

Share price$167.45
1D+1.5%
$165$166$167$168$1695:30 AM6:30 AM9:00 AM1:00 PMNXST
Sold putSold call

Nexstar Media Group, Inc. Common Stock options

Live interpolated NXST call and put midpoint premiums by absolute delta.Nexstar Media Group, Inc. Common Stock$0.93$10.64$20.35$30.05$39.76$138.47$151.73$165.00$178.26$191.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXST spot · $167.44NXST PRICE$1.98$2.59$3.29$4.12$4.98$5.89$6.93$8.15$9.54$11.34$13.12$14.86$17.59$2.84$3.84$4.73$5.80$7.29$8.61$9.78$11.69$13.73$15.57$18.52$25.73$36.96
PutsExpensive1.42×
CallsExpensive1.10×
SkewBearish+10.35 pp
Implied moveBearish±$16.71
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.7039.5%12.1%150.5950.2%11.8%
25Δ181.9938.7%10.2%154.1050.5%10.3%
30Δ178.8738.4%8.8%157.6448.9%8.7%
35Δ176.3339.0%7.8%160.9447.9%7.3%
40Δ173.8439.2%6.8%163.7649.5%6.6%
45Δ171.3839.0%5.9%166.6049.2%5.6%
50Δ168.9839.1%5.1%169.4647.6%4.6%
55Δ166.6439.5%4.4%172.5248.2%3.9%
60Δ164.2140.2%3.8%175.6148.9%3.3%
65Δ161.5641.6%3.3%178.5847.9%2.6%
70Δ158.9042.2%2.7%182.4349.0%2.1%
75Δ156.2241.6%2.2%190.3054.5%1.7%
80Δ152.7242.8%1.7%202.1463.1%1.4%

20Δ

Calls
Pseudo strike
185.70
IV
39.5%
B/E move
12.1%
Puts
Pseudo strike
150.59
IV
50.2%
B/E move
11.8%

25Δ

Calls
Pseudo strike
181.99
IV
38.7%
B/E move
10.2%
Puts
Pseudo strike
154.10
IV
50.5%
B/E move
10.3%

30Δ

Calls
Pseudo strike
178.87
IV
38.4%
B/E move
8.8%
Puts
Pseudo strike
157.64
IV
48.9%
B/E move
8.7%

35Δ

Calls
Pseudo strike
176.33
IV
39.0%
B/E move
7.8%
Puts
Pseudo strike
160.94
IV
47.9%
B/E move
7.3%

40Δ

Calls
Pseudo strike
173.84
IV
39.2%
B/E move
6.8%
Puts
Pseudo strike
163.76
IV
49.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
171.38
IV
39.0%
B/E move
5.9%
Puts
Pseudo strike
166.60
IV
49.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
168.98
IV
39.1%
B/E move
5.1%
Puts
Pseudo strike
169.46
IV
47.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
166.64
IV
39.5%
B/E move
4.4%
Puts
Pseudo strike
172.52
IV
48.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
164.21
IV
40.2%
B/E move
3.8%
Puts
Pseudo strike
175.61
IV
48.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
161.56
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
178.58
IV
47.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
158.90
IV
42.2%
B/E move
2.7%
Puts
Pseudo strike
182.43
IV
49.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
156.22
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
190.30
IV
54.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
152.72
IV
42.8%
B/E move
1.7%
Puts
Pseudo strike
202.14
IV
63.1%
B/E move
1.4%

Options history

No recorded observations