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Nexstar Media Group, Inc. Common Stock NXST

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Market dataready · fetched 2026-11-04T09:40:58.824Z

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 · 2026-11-03T21:24:25.144236985Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:40:58.367892+00:00

Share price$178.56
1D+2.7%
AH$173$175$177$179$1815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXST
Sold putSold callAH

Nexstar Media Group, Inc. Common Stock options

Live interpolated NXST call and put midpoint premiums by absolute delta.Nexstar Media Group, Inc. Common Stock$1.00$7.75$14.49$21.24$27.99$151.75$164.13$176.51$188.89$201.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXST spot · $178.56NXST PRICE$1.73$2.34$3.08$3.90$4.77$5.76$6.77$7.98$9.19$10.59$12.01$14.21$16.87$2.73$3.34$4.33$5.37$6.43$7.76$9.13$10.88$12.69$14.69$17.15$20.31$26.04
PutsExpensive1.89×
CallsExpensive1.24×
SkewBearish+10.79 pp
Implied moveBearish±$15.90
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.6342.4%9.4%161.6361.9%11.0%
25Δ191.0643.5%8.3%166.4055.8%8.7%
30Δ188.7144.7%7.4%169.2356.7%7.7%
35Δ186.5045.9%6.6%172.0356.7%6.7%
40Δ184.2847.0%5.9%174.8156.2%5.7%
45Δ182.0347.6%5.2%177.4756.4%5.0%
50Δ179.7848.2%4.5%180.1356.7%4.2%
55Δ177.4948.5%3.9%182.9457.3%3.6%
60Δ175.2048.8%3.3%185.8057.7%3.0%
65Δ172.8548.6%2.7%188.8057.6%2.5%
70Δ170.4948.2%2.2%192.1458.0%2.0%
75Δ167.5549.5%1.8%196.0959.4%1.6%
80Δ164.2351.5%1.4%202.4464.3%1.2%

20Δ

Calls
Pseudo strike
193.63
IV
42.4%
B/E move
9.4%
Puts
Pseudo strike
161.63
IV
61.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
191.06
IV
43.5%
B/E move
8.3%
Puts
Pseudo strike
166.40
IV
55.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
188.71
IV
44.7%
B/E move
7.4%
Puts
Pseudo strike
169.23
IV
56.7%
B/E move
7.7%

35Δ

Calls
Pseudo strike
186.50
IV
45.9%
B/E move
6.6%
Puts
Pseudo strike
172.03
IV
56.7%
B/E move
6.7%

40Δ

Calls
Pseudo strike
184.28
IV
47.0%
B/E move
5.9%
Puts
Pseudo strike
174.81
IV
56.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
182.03
IV
47.6%
B/E move
5.2%
Puts
Pseudo strike
177.47
IV
56.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
179.78
IV
48.2%
B/E move
4.5%
Puts
Pseudo strike
180.13
IV
56.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
177.49
IV
48.5%
B/E move
3.9%
Puts
Pseudo strike
182.94
IV
57.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
175.20
IV
48.8%
B/E move
3.3%
Puts
Pseudo strike
185.80
IV
57.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
172.85
IV
48.6%
B/E move
2.7%
Puts
Pseudo strike
188.80
IV
57.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
170.49
IV
48.2%
B/E move
2.2%
Puts
Pseudo strike
192.14
IV
58.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
167.55
IV
49.5%
B/E move
1.8%
Puts
Pseudo strike
196.09
IV
59.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
164.23
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
202.44
IV
64.3%
B/E move
1.2%

Options history

IV · four-Friday blend41.42%
Daily EOD
NXST39.8%40.7%41.6%2026-10-19: 40.66%2026-10-20: 40.12%2026-10-21: 40.21%2026-10-22: 39.88%2026-10-23: 40.73%2026-10-26: 41.49%2026-10-27: 40.99%2026-10-28: 41.08%2026-10-29: 40.01%2026-10-30: 41.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.66%
40.12%
40.21%
39.88%
40.73%
41.49%
40.99%
41.08%
40.01%
41.42%