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NRC Health Common Stock NRC

i

Market dataready · fetched 2026-11-04T09:25:59.760Z

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 · 2026-11-03T21:00:00.146560316Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:25:59.345617+00:00

Share price$24.07
1D-0.8%
AH$23.45$23.67$23.89$24.10$24.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRC
Sold putSold callAH

NRC Health Common Stock options

Live interpolated NRC call and put midpoint premiums by absolute delta.NRC Health Common Stock$0.11$1.55$2.99$4.43$5.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENRC PRICE$0.68$0.92$1.16$1.39$1.63$1.86$2.09$0.26$0.36$0.48$0.59$0.71$0.82$0.93$1.05$1.16$1.27$2.46$3.96$5.46
PutsCheap0.75×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5784.9%21.5%22.2945.4%8.5%
25Δ27.9691.2%20.0%22.7243.1%7.1%
30Δ27.3597.5%18.5%22.9942.5%6.5%
35Δ26.75103.9%16.9%23.2741.9%5.8%
40Δ26.14110.2%15.4%23.5541.2%5.1%
45Δ25.54116.5%13.8%23.8340.6%4.4%
50Δ24.1040.0%3.7%
55Δ24.3839.4%3.1%
60Δ24.6638.7%2.4%
65Δ24.9438.1%1.7%
70Δ26.1652.2%1.5%
75Δ27.6670.7%1.5%
80Δ22.2845.0%1.3%29.1689.1%1.5%

20Δ

Calls
Pseudo strike
28.57
IV
84.9%
B/E move
21.5%
Puts
Pseudo strike
22.29
IV
45.4%
B/E move
8.5%

25Δ

Calls
Pseudo strike
27.96
IV
91.2%
B/E move
20.0%
Puts
Pseudo strike
22.72
IV
43.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
27.35
IV
97.5%
B/E move
18.5%
Puts
Pseudo strike
22.99
IV
42.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
26.75
IV
103.9%
B/E move
16.9%
Puts
Pseudo strike
23.27
IV
41.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
26.14
IV
110.2%
B/E move
15.4%
Puts
Pseudo strike
23.55
IV
41.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
25.54
IV
116.5%
B/E move
13.8%
Puts
Pseudo strike
23.83
IV
40.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.10
IV
40.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.38
IV
39.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.66
IV
38.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.94
IV
38.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.16
IV
52.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.66
IV
70.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.28
IV
45.0%
B/E move
1.3%
Puts
Pseudo strike
29.16
IV
89.1%
B/E move
1.5%

Options history

IV · four-Friday blend91.86%
Daily EOD
NRC45.9%70.6%95.3%2026-10-19: 49.31%2026-10-20: 58.87%2026-10-21: 87.49%2026-10-22: 76.00%2026-10-26: 91.86%Oct 19Oct 21Oct 26
5 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
49.31%
58.87%
87.49%
76.00%
91.86%