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Net Lease Office Properties NLOP

REAL ESTATE · REIT - OFFICE
i

Market dataready · fetched 2026-11-08T21:13:04.899Z

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 · 2026-11-07T00:00:00.898745568Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T21:13:04.411195+00:00

Share price$9.35
1D+2.5%
AH$9.09$9.16$9.24$9.31$9.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNLOP
Sold putSold callAH

Net Lease Office Properties options

Live interpolated NLOP call and put midpoint premiums by absolute delta.Net Lease Office Properties$0.55$0.89$1.22$1.56$1.89$8.44$8.93$9.42$9.91$10.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NLOP spot · $9.35NLOP PRICE$0.85$0.85$0.94$1.05$1.15$1.26$1.37$1.47$1.58$1.69$1.79$0.59$0.60$0.61$0.62$0.63$0.63$0.64$0.65$0.66$0.67$0.68$0.69
Puts——
Calls——
Skew——
Implied moveBullish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.61373.7%46.3%
25Δ5.97346.4%42.6%
30Δ16.33357.7%83.7%6.33319.2%38.8%
35Δ12.90274.3%47.1%6.68292.0%35.1%
40Δ12.09251.1%39.4%7.04264.8%31.4%
45Δ11.62236.7%35.5%7.40237.5%27.7%
50Δ11.15222.2%31.6%7.75210.3%24.0%
55Δ10.67207.8%27.6%8.11183.1%20.2%
60Δ10.20193.4%23.7%8.47155.9%16.5%
65Δ9.73179.0%19.8%8.82128.6%12.8%
70Δ9.25164.6%15.9%9.18101.4%9.1%
75Δ8.78150.1%11.9%9.5474.2%5.3%
80Δ8.31135.7%8.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.61
IV
373.7%
B/E move
46.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.97
IV
346.4%
B/E move
42.6%

30Δ

Calls
Pseudo strike
16.33
IV
357.7%
B/E move
83.7%
Puts
Pseudo strike
6.33
IV
319.2%
B/E move
38.8%

35Δ

Calls
Pseudo strike
12.90
IV
274.3%
B/E move
47.1%
Puts
Pseudo strike
6.68
IV
292.0%
B/E move
35.1%

40Δ

Calls
Pseudo strike
12.09
IV
251.1%
B/E move
39.4%
Puts
Pseudo strike
7.04
IV
264.8%
B/E move
31.4%

45Δ

Calls
Pseudo strike
11.62
IV
236.7%
B/E move
35.5%
Puts
Pseudo strike
7.40
IV
237.5%
B/E move
27.7%

50Δ

Calls
Pseudo strike
11.15
IV
222.2%
B/E move
31.6%
Puts
Pseudo strike
7.75
IV
210.3%
B/E move
24.0%

55Δ

Calls
Pseudo strike
10.67
IV
207.8%
B/E move
27.6%
Puts
Pseudo strike
8.11
IV
183.1%
B/E move
20.2%

60Δ

Calls
Pseudo strike
10.20
IV
193.4%
B/E move
23.7%
Puts
Pseudo strike
8.47
IV
155.9%
B/E move
16.5%

65Δ

Calls
Pseudo strike
9.73
IV
179.0%
B/E move
19.8%
Puts
Pseudo strike
8.82
IV
128.6%
B/E move
12.8%

70Δ

Calls
Pseudo strike
9.25
IV
164.6%
B/E move
15.9%
Puts
Pseudo strike
9.18
IV
101.4%
B/E move
9.1%

75Δ

Calls
Pseudo strike
8.78
IV
150.1%
B/E move
11.9%
Puts
Pseudo strike
9.54
IV
74.2%
B/E move
5.3%

80Δ

Calls
Pseudo strike
8.31
IV
135.7%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.76%
Daily EOD
NLOP40.4%42.2%44.0%2026-10-19: 40.63%2026-10-23: 43.76%Oct 19Oct 23
2 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
40.63%
43.76%