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Denison Mines Corp DNN

i

Market datapartial · fetched 2026-11-10T22:23:15.116Z

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 · 2026-11-10T22:07:44.663236286Z

FundamentalsAlpha Vantage · unavailable

Share price$2.25
1D-1.3%
AH$2.19$2.22$2.25$2.27$2.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDNN
Sold putSold callAH

Denison Mines Corp options

Live interpolated DNN call and put midpoint premiums by absolute delta.Denison Mines Corp$0.05$0.11$0.17$0.23$0.29$1.78$2.01$2.25$2.48$2.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DNN spot · $2.25DNN PRICE$0.05$0.07$0.09$0.11$0.12$0.14$0.16$0.17$0.19$0.21$0.23$0.24$0.26$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.25$0.27
Puts——
CallsExpensive1.12×
Skew——
Implied moveBalanced±$0.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.88125.6%30.6%
25Δ2.81121.6%28.3%2.0399.6%12.6%
30Δ2.75117.7%26.0%2.0796.9%11.5%
35Δ2.68113.8%23.8%2.1294.2%10.5%
40Δ2.61109.8%21.5%2.1691.5%9.4%
45Δ2.54105.9%19.2%2.2088.8%8.4%
50Δ2.47102.0%16.9%2.2486.0%7.4%
55Δ2.4098.0%14.6%2.2983.3%6.3%
60Δ2.3494.1%12.4%2.3380.6%5.3%
65Δ2.2790.1%10.1%2.3777.9%4.3%
70Δ2.2086.2%7.8%2.4175.1%3.2%
75Δ2.1382.3%5.5%2.4672.4%2.2%
80Δ2.0678.3%3.3%2.5069.7%1.1%

20Δ

Calls
Pseudo strike
2.88
IV
125.6%
B/E move
30.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.81
IV
121.6%
B/E move
28.3%
Puts
Pseudo strike
2.03
IV
99.6%
B/E move
12.6%

30Δ

Calls
Pseudo strike
2.75
IV
117.7%
B/E move
26.0%
Puts
Pseudo strike
2.07
IV
96.9%
B/E move
11.5%

35Δ

Calls
Pseudo strike
2.68
IV
113.8%
B/E move
23.8%
Puts
Pseudo strike
2.12
IV
94.2%
B/E move
10.5%

40Δ

Calls
Pseudo strike
2.61
IV
109.8%
B/E move
21.5%
Puts
Pseudo strike
2.16
IV
91.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
2.54
IV
105.9%
B/E move
19.2%
Puts
Pseudo strike
2.20
IV
88.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
2.47
IV
102.0%
B/E move
16.9%
Puts
Pseudo strike
2.24
IV
86.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
2.40
IV
98.0%
B/E move
14.6%
Puts
Pseudo strike
2.29
IV
83.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
2.34
IV
94.1%
B/E move
12.4%
Puts
Pseudo strike
2.33
IV
80.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
2.27
IV
90.1%
B/E move
10.1%
Puts
Pseudo strike
2.37
IV
77.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
2.20
IV
86.2%
B/E move
7.8%
Puts
Pseudo strike
2.41
IV
75.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
2.13
IV
82.3%
B/E move
5.5%
Puts
Pseudo strike
2.46
IV
72.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
2.06
IV
78.3%
B/E move
3.3%
Puts
Pseudo strike
2.50
IV
69.7%
B/E move
1.1%

Options history

IV · four-Friday blend63.62%
Daily close
DNN63.6%63.6%63.7%2026-08-21: 63.62%Aug 21
1 observations2026-08-21 — 2026-08-21
Table
DateIV (%)
63.62%