NNI · Nelnet Inc

Track NNI — free Ask ALVIS about NNI

$134.23 +0.72 (+0.54%)

Market Cap

$4.79B

35.93M

Options Chain

15-min delayed Underlying $134.23 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 10 contracts

Put / call OI

0.04

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$130.00

$4.23 below spot

ATM implied vol

25.8%

market's expected move

Open interest by strike

Calls Puts

120

125

130

135

140

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Dec 18 144d Mar 19 235d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	41.9%	0.858	—		—	-0.188	52.1%	—	0
Call · $120 In the money Last — Breakeven — Implied vol 41.9% Delta 0.858 ≈86% ITM Gamma 0.015 Theta -0.073 Vega 0.086 Open interest 0 Model this call Put · $120 Last — Breakeven — Implied vol 52.1% Delta -0.188 ≈19% ITM Gamma 0.015 Theta -0.098 Vega 0.087 Open interest 0 Model this put
0	—	36.5%	0.786	—		—	-0.253	44.2%	—	0
Call · $125 In the money Last — Breakeven — Implied vol 36.5% Delta 0.786 ≈79% ITM Gamma 0.023 Theta -0.082 Vega 0.116 Open interest 0 Model this call Put · $125 Last — Breakeven — Implied vol 44.2% Delta -0.253 ≈25% ITM Gamma 0.021 Theta -0.097 Vega 0.116 Open interest 0 Model this put
10	2	30.8%	0.667	$7.50		$2.55	-0.338	31.8%	1	1
Call · $130 In the money Last $7.50 Breakeven $137.50 Implied vol 30.8% Delta 0.667 ≈67% ITM Gamma 0.034 Theta -0.086 Vega 0.118 Open interest 10 Model this call Put · $130 Last $2.55 Breakeven $127.45 Implied vol 31.8% Delta -0.338 ≈34% ITM Gamma 0.034 Theta -0.08 Vega 0.136 Open interest 1 Model this put
Underlying $134.23
17	1	28%	0.48	$3.80		—	-0.532	23.6%	—	0
Call · $135 Last $3.80 Breakeven $138.80 Implied vol 28% Delta 0.48 ≈48% ITM Gamma 0.041 Theta -0.083 Vega 0.14 Open interest 17 Model this call Put · $135 In the money Last — Breakeven — Implied vol 23.6% Delta -0.532 ≈53% ITM Gamma 0.049 Theta -0.061 Vega 0.14 Open interest 0 Model this put
1	1	34.1%	0.332	$2.09		—	-0.782	21.1%	—	0
Call · $140 Last $2.09 Breakeven $142.09 Implied vol 34.1% Delta 0.332 ≈33% ITM Gamma 0.031 Theta -0.09 Vega 0.125 Open interest 1 Model this call Put · $140 In the money Last — Breakeven — Implied vol 21.1% Delta -0.782 ≈78% ITM Gamma 0.043 Theta -0.038 Vega 0.096 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1258602 CUSIP 64031N108 13F (30d) 39 filings 39 filers Visit website