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Denison Mines Corp DNN

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-21T17:52:13.171Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:10.173614245Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:08.989032+00:00

Share price$2.33
1D-0.4%
$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$0.02$0.15$0.28$0.41$0.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDNN PRICE$0.03$0.12$0.13$0.14$0.14$0.15$0.16$0.16$0.17$0.18$0.19$0.19$0.20$0.50
PutsExpensive6.76×
CallsExpensive3.00×
SkewBearish+166.19 pp
Implied move——
TiltBearish97.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.79210.2%21.3%1.33653.1%48.2%
25Δ1.43605.9%44.0%
30Δ1.54558.6%39.8%
35Δ1.64511.4%35.6%
40Δ1.75464.2%31.3%
45Δ1.86416.9%27.1%
50Δ1.96369.7%22.9%
55Δ2.07322.5%18.7%
60Δ2.17275.3%14.4%
65Δ2.28228.0%10.2%
70Δ2.38180.8%6.0%
75Δ2.49133.6%1.8%
80Δ2.81173.4%1.1%

20Δ

Calls
Pseudo strike
2.79
IV
210.2%
B/E move
21.3%
Puts
Pseudo strike
1.33
IV
653.1%
B/E move
48.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
605.9%
B/E move
44.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.54
IV
558.6%
B/E move
39.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
511.4%
B/E move
35.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.75
IV
464.2%
B/E move
31.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.86
IV
416.9%
B/E move
27.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.96
IV
369.7%
B/E move
22.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
322.5%
B/E move
18.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.17
IV
275.3%
B/E move
14.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
228.0%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.38
IV
180.8%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
133.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.81
IV
173.4%
B/E move
1.1%

Options history

No recorded observations