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Nexstar Media Group, Inc. Common Stock NXST

i

Market dataready · fetched 2026-11-13T18:10:12.140Z

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 · 2026-11-13T18:09:29.382441742Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:10:11.350937+00:00

Share price$207.35
1D+0.7%
$205.69$206.64$207.58$208.53$209.485:30 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$1.01$4.21$7.41$10.61$13.81$183.38$194.17$204.96$215.75$226.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXST spot · $207.35NXST PRICE$1.36$1.84$2.32$2.81$3.29$3.97$4.89$5.81$6.73$7.64$8.56$9.55$11.22$1.53$2.02$2.58$3.17$3.76$4.35$4.94$5.53$6.57$8.15$9.73$11.31$12.89
PutsExpensive1.17×
CallsCheap0.80×
SkewBearish+1.09 pp
Implied moveBalanced±$9.83
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ218.4440.9%6.0%196.9745.6%5.7%
25Δ216.5840.9%5.3%199.1945.4%4.9%
30Δ214.7240.8%4.7%201.0344.7%4.3%
35Δ212.8740.8%4.0%202.6543.6%3.8%
40Δ211.0140.7%3.3%204.2742.6%3.3%
45Δ209.2840.8%2.8%205.8941.6%2.8%
50Δ207.7141.0%2.5%207.5040.6%2.3%
55Δ206.1441.3%2.2%209.1239.5%1.8%
60Δ204.5741.5%1.9%210.9339.4%1.4%
65Δ203.0041.7%1.6%212.9540.4%1.2%
70Δ201.4341.9%1.3%214.9841.4%1.0%
75Δ199.8142.1%1.0%217.0042.4%0.8%
80Δ197.7042.1%0.8%219.0243.4%0.6%

20Δ

Calls
Pseudo strike
218.44
IV
40.9%
B/E move
6.0%
Puts
Pseudo strike
196.97
IV
45.6%
B/E move
5.7%

25Δ

Calls
Pseudo strike
216.58
IV
40.9%
B/E move
5.3%
Puts
Pseudo strike
199.19
IV
45.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
214.72
IV
40.8%
B/E move
4.7%
Puts
Pseudo strike
201.03
IV
44.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
212.87
IV
40.8%
B/E move
4.0%
Puts
Pseudo strike
202.65
IV
43.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
211.01
IV
40.7%
B/E move
3.3%
Puts
Pseudo strike
204.27
IV
42.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
209.28
IV
40.8%
B/E move
2.8%
Puts
Pseudo strike
205.89
IV
41.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
207.71
IV
41.0%
B/E move
2.5%
Puts
Pseudo strike
207.50
IV
40.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
206.14
IV
41.3%
B/E move
2.2%
Puts
Pseudo strike
209.12
IV
39.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
204.57
IV
41.5%
B/E move
1.9%
Puts
Pseudo strike
210.93
IV
39.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
203.00
IV
41.7%
B/E move
1.6%
Puts
Pseudo strike
212.95
IV
40.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
201.43
IV
41.9%
B/E move
1.3%
Puts
Pseudo strike
214.98
IV
41.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
199.81
IV
42.1%
B/E move
1.0%
Puts
Pseudo strike
217.00
IV
42.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
197.70
IV
42.1%
B/E move
0.8%
Puts
Pseudo strike
219.02
IV
43.4%
B/E move
0.6%

Options history

IV · four-Friday blend41.42%
Daily EOD
NXST39.8%40.7%41.6%2026-10-19: 40.66%2026-10-20: 40.12%2026-10-21: 40.21%2026-10-22: 39.88%2026-10-23: 40.73%2026-10-26: 41.49%2026-10-27: 40.99%2026-10-28: 41.08%2026-10-29: 40.01%2026-10-30: 41.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.66%
40.12%
40.21%
39.88%
40.73%
41.49%
40.99%
41.08%
40.01%
41.42%