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Nexstar Media Group, Inc. Common Stock NXST

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Market datapartial · fetched 2026-10-22T21:34:04.502Z

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 · 2026-10-22T20:00:02.003398331Z

FundamentalsAlpha Vantage · unavailable

Share price$168.76
1D+2.3%
AH$165$166$167$169$1705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXST
Sold putSold callAH

Nexstar Media Group, Inc. Common Stock options

Live interpolated NXST call and put midpoint premiums by absolute delta.Nexstar Media Group, Inc. Common Stock$1.03$8.75$16.47$24.18$31.90$140.23$153.35$166.48$179.60$192.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXST spot · $168.76NXST PRICE$1.87$2.50$3.18$3.97$4.79$5.93$7.08$8.29$9.51$11.46$13.64$15.70$18.21$2.90$3.82$4.54$5.78$7.13$8.55$9.96$11.35$13.38$16.07$19.06$23.12$29.68
PutsExpensive1.45×
CallsExpensive1.11×
SkewBearish+9.61 pp
Implied moveBearish±$17.04
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.9237.0%11.3%151.5550.7%11.9%
25Δ182.5636.6%9.7%155.4050.1%10.2%
30Δ179.8137.1%8.4%159.2946.8%8.3%
35Δ177.3137.2%7.4%162.2747.2%7.3%
40Δ174.8337.4%6.4%165.0648.5%6.4%
45Δ172.5938.6%5.8%167.9648.4%5.5%
50Δ170.3439.8%5.1%170.8348.0%4.7%
55Δ167.9739.9%4.4%173.6046.8%3.9%
60Δ165.5739.9%3.7%176.7447.2%3.2%
65Δ162.7841.7%3.3%180.2949.1%2.7%
70Δ159.8743.9%2.8%184.1750.1%2.2%
75Δ156.8943.7%2.3%189.0352.1%1.7%
80Δ153.5244.2%1.8%196.2556.8%1.3%

20Δ

Calls
Pseudo strike
185.92
IV
37.0%
B/E move
11.3%
Puts
Pseudo strike
151.55
IV
50.7%
B/E move
11.9%

25Δ

Calls
Pseudo strike
182.56
IV
36.6%
B/E move
9.7%
Puts
Pseudo strike
155.40
IV
50.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
179.81
IV
37.1%
B/E move
8.4%
Puts
Pseudo strike
159.29
IV
46.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
177.31
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
162.27
IV
47.2%
B/E move
7.3%

40Δ

Calls
Pseudo strike
174.83
IV
37.4%
B/E move
6.4%
Puts
Pseudo strike
165.06
IV
48.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
172.59
IV
38.6%
B/E move
5.8%
Puts
Pseudo strike
167.96
IV
48.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
170.34
IV
39.8%
B/E move
5.1%
Puts
Pseudo strike
170.83
IV
48.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
167.97
IV
39.9%
B/E move
4.4%
Puts
Pseudo strike
173.60
IV
46.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
165.57
IV
39.9%
B/E move
3.7%
Puts
Pseudo strike
176.74
IV
47.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
162.78
IV
41.7%
B/E move
3.3%
Puts
Pseudo strike
180.29
IV
49.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
159.87
IV
43.9%
B/E move
2.8%
Puts
Pseudo strike
184.17
IV
50.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
156.89
IV
43.7%
B/E move
2.3%
Puts
Pseudo strike
189.03
IV
52.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
153.52
IV
44.2%
B/E move
1.8%
Puts
Pseudo strike
196.25
IV
56.8%
B/E move
1.3%

Options history

No recorded observations