We present the design and construction of an NMR probe to investigate single crystals under strain at cryogenic temperatures. The probe head incorporates a piezoelectric-based apparatus from Razorbill Instruments that enables both compressive and tensile strain tuning up to strain values on the order of 0.3% with a precision of 0.001%. As NMR in BaFe2As2 reveals large changes to the electric field gradient and indicates that the strain is homogeneous to within 16% over the volume of the NMR coil.