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NetSTREIT Corp. NTST

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-04T07:06:19.902Z

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 · 2026-11-04T00:00:00.00235584Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:06:19.233875+00:00

Share price$17.92
1D+0.6%
AH$17.72$17.79$17.87$17.94$18.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTST
Sold putSold callAH

NetSTREIT Corp. options

Live interpolated NTST call and put midpoint premiums by absolute delta.NetSTREIT Corp.$0.15$1.10$2.05$3.00$3.95$15.15$16.23$17.31$18.39$19.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NTST spot · $17.92NTST PRICE$0.26$0.32$0.39$0.46$0.53$0.60$0.67$0.74$0.80$0.33$0.37$0.40$0.43$0.60$0.86$1.13$1.39$1.66$1.92$2.19$2.55$3.68
PutsExpensive1.91×
Calls——
Skew——
Implied moveBearish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.1051.1%19.2%15.5480.5%15.1%
25Δ20.6949.9%17.3%16.1169.8%12.2%
30Δ20.2748.7%15.3%16.6859.0%9.2%
35Δ19.8647.4%13.4%17.2448.3%6.2%
40Δ19.4446.2%11.4%17.6845.4%4.6%
45Δ19.0345.0%9.5%18.0249.1%4.2%
50Δ18.6143.8%7.6%18.3652.8%3.9%
55Δ18.2042.6%5.6%18.6956.4%3.5%
60Δ17.7841.3%3.7%19.0360.1%3.1%
65Δ19.3763.8%2.7%
70Δ19.7067.4%2.3%
75Δ20.1471.2%1.9%
80Δ21.3475.8%1.4%

20Δ

Calls
Pseudo strike
21.10
IV
51.1%
B/E move
19.2%
Puts
Pseudo strike
15.54
IV
80.5%
B/E move
15.1%

25Δ

Calls
Pseudo strike
20.69
IV
49.9%
B/E move
17.3%
Puts
Pseudo strike
16.11
IV
69.8%
B/E move
12.2%

30Δ

Calls
Pseudo strike
20.27
IV
48.7%
B/E move
15.3%
Puts
Pseudo strike
16.68
IV
59.0%
B/E move
9.2%

35Δ

Calls
Pseudo strike
19.86
IV
47.4%
B/E move
13.4%
Puts
Pseudo strike
17.24
IV
48.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
19.44
IV
46.2%
B/E move
11.4%
Puts
Pseudo strike
17.68
IV
45.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
19.03
IV
45.0%
B/E move
9.5%
Puts
Pseudo strike
18.02
IV
49.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
18.61
IV
43.8%
B/E move
7.6%
Puts
Pseudo strike
18.36
IV
52.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
18.20
IV
42.6%
B/E move
5.6%
Puts
Pseudo strike
18.69
IV
56.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
17.78
IV
41.3%
B/E move
3.7%
Puts
Pseudo strike
19.03
IV
60.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.37
IV
63.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.70
IV
67.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.14
IV
71.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.34
IV
75.8%
B/E move
1.4%

Options history

IV · four-Friday blend33.79%
Daily EOD
NTST29.3%38.3%47.2%2026-10-19: 31.25%2026-10-20: 37.77%2026-10-21: 42.03%2026-10-23: 30.56%2026-10-26: 32.34%2026-10-27: 37.04%2026-10-28: 45.95%2026-10-29: 33.79%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
31.25%
37.77%
42.03%
30.56%
32.34%
37.04%
45.95%
33.79%