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Denison Mines Corp DNN

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-21T17:00:19.124Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:00:15.712568823Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:17.734734+00:00

Share price$2.32
1D-0.6%
$2.29$2.30$2.31$2.32$2.345:30 AM6:30 AM9:00 AM1:00 PMDNN
Sold putSold call

Denison Mines Corp options

Live interpolated DNN call and put midpoint premiums by absolute delta.Denison Mines Corp$0.04$0.39$0.74$1.08$1.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDNN PRICE$0.10$0.09$0.08$0.37$0.61$0.85$1.09$1.33
PutsExpensive2.57×
CallsExpensive3.12×
SkewBullish-57.86 pp
Implied move——
TiltBearish88.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.26321.6%88.1%
25Δ3.63242.1%60.8%
30Δ3.01162.6%33.4%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ2.55149.0%5.9%
65Δ2.81166.6%5.2%
70Δ3.06184.3%4.4%
75Δ3.32201.9%3.7%
80Δ3.57219.5%3.0%

20Δ

Calls
Pseudo strike
4.26
IV
321.6%
B/E move
88.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.63
IV
242.1%
B/E move
60.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.01
IV
162.6%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.55
IV
149.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.81
IV
166.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.06
IV
184.3%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
201.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
219.5%
B/E move
3.0%

Options history

No recorded observations