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NATIONAL BANK HOLDINGS CORP. NBHC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-06T21:10:49.750Z

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 · 2026-11-06T21:10:00.002290723Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:06:04.219548+00:00

Share price$36.91
1D-0.2%
AH$36.86$36.99$37.12$37.25$37.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBHC
Sold putSold callAH

NATIONAL BANK HOLDINGS CORP. options

Live interpolated NBHC call and put midpoint premiums by absolute delta.NATIONAL BANK HOLDINGS CORP.$2.30$2.75$3.20$3.65$4.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENBHC PRICE$2.45$2.45$2.45$2.45$2.45$2.52$2.59$2.66$2.74$3.30$3.97$2.45$2.35$2.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.54244.9%32.0%
25Δ
30Δ50.93219.9%44.6%33.05147.4%16.8%
35Δ44.56171.4%27.4%34.64121.5%12.5%
40Δ41.20138.8%18.3%
45Δ39.17115.1%12.8%
50Δ37.6795.5%8.7%
55Δ36.9585.2%6.9%
60Δ36.3476.1%5.5%
65Δ35.7367.0%4.0%
70Δ35.1157.9%2.5%
75Δ34.3358.3%2.0%
80Δ33.5260.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.54
IV
244.9%
B/E move
32.0%

25Δ

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

30Δ

Calls
Pseudo strike
50.93
IV
219.9%
B/E move
44.6%
Puts
Pseudo strike
33.05
IV
147.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
44.56
IV
171.4%
B/E move
27.4%
Puts
Pseudo strike
34.64
IV
121.5%
B/E move
12.5%

40Δ

Calls
Pseudo strike
41.20
IV
138.8%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.17
IV
115.1%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.67
IV
95.5%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.95
IV
85.2%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.34
IV
76.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.73
IV
67.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.11
IV
57.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.33
IV
58.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.52
IV
60.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.28%
Daily EOD
NBHC36.9%39.9%42.9%2026-10-19: 41.43%2026-10-20: 41.44%2026-10-21: 42.12%2026-10-22: 39.29%2026-10-23: 39.93%2026-10-26: 37.27%2026-10-27: 42.43%2026-10-28: 42.34%2026-10-29: 42.48%2026-10-30: 42.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.43%
41.44%
42.12%
39.29%
39.93%
37.27%
42.43%
42.34%
42.48%
42.28%