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Nelnet, Inc. Class A NNI

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Market datapartial · fetched 2026-11-04T00:46:32.110Z

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 · 2026-11-04T00:00:00.003648424Z

FundamentalsAlpha Vantage · unavailable

Share price$122.54
1D-1.9%
AH$122.27$122.97$123.68$124.38$125.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNI
Sold putSold callAH

Nelnet, Inc. Class A options

Live interpolated NNI call and put midpoint premiums by absolute delta.Nelnet, Inc. Class A$1.71$5.02$8.33$11.64$14.96$113.55$120.07$126.59$133.12$139.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive NNI spot · $122.54NNI PRICE$2.45$2.07$2.38$3.08$3.92$4.75$5.27$5.64$6.00$7.30$8.91$10.92$14.00$2.45$2.45$2.45$2.45$2.86$3.48$4.10$4.72
Puts——
CallsExpensive2.09×
Skew——
Implied moveBullish±$9.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.7891.4%22.6%108.1277.6%13.8%
25Δ134.2656.0%11.3%113.4659.3%9.4%
30Δ130.8350.3%8.7%116.6747.8%6.8%
35Δ128.7750.9%7.6%119.1738.5%4.8%
40Δ127.1553.6%7.0%120.7935.5%3.8%
45Δ125.5356.3%6.3%121.9835.6%3.3%
50Δ123.8554.1%5.4%123.1735.8%2.8%
55Δ122.1549.6%4.3%124.3635.9%2.4%
60Δ120.4445.2%3.2%
65Δ118.5046.6%2.7%
70Δ116.4850.0%2.3%
75Δ114.0954.4%2.0%
80Δ110.6661.5%1.7%

20Δ

Calls
Pseudo strike
147.78
IV
91.4%
B/E move
22.6%
Puts
Pseudo strike
108.12
IV
77.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
134.26
IV
56.0%
B/E move
11.3%
Puts
Pseudo strike
113.46
IV
59.3%
B/E move
9.4%

30Δ

Calls
Pseudo strike
130.83
IV
50.3%
B/E move
8.7%
Puts
Pseudo strike
116.67
IV
47.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
128.77
IV
50.9%
B/E move
7.6%
Puts
Pseudo strike
119.17
IV
38.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
127.15
IV
53.6%
B/E move
7.0%
Puts
Pseudo strike
120.79
IV
35.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
125.53
IV
56.3%
B/E move
6.3%
Puts
Pseudo strike
121.98
IV
35.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
123.85
IV
54.1%
B/E move
5.4%
Puts
Pseudo strike
123.17
IV
35.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
122.15
IV
49.6%
B/E move
4.3%
Puts
Pseudo strike
124.36
IV
35.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
120.44
IV
45.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
118.50
IV
46.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
116.48
IV
50.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
114.09
IV
54.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
110.66
IV
61.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.64%
Daily EOD
NNI26.2%34.4%42.6%2026-10-19: 28.94%2026-10-20: 27.60%2026-10-21: 27.29%2026-10-22: 27.72%2026-10-23: 31.28%2026-10-26: 41.47%2026-10-27: 37.01%2026-10-28: 35.32%2026-10-29: 29.93%2026-10-30: 29.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.94%
27.60%
27.29%
27.72%
31.28%
41.47%
37.01%
35.32%
29.93%
29.64%