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Franco-Nevada Corporation FNV

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Market datapartial · fetched 2026-10-23T17:33:07.965Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T17:32:03.702312946Z

FundamentalsAlpha Vantage · unavailable

Share price$229.33
1D-1.3%
$225$227$229$231$2335:30 AM6:30 AM9:00 AM1:00 PMFNV
Sold putSold call

Franco-Nevada Corporation options

Live interpolated FNV call and put midpoint premiums by absolute delta.Franco-Nevada Corporation$1.96$8.11$14.26$20.42$26.57$170.93$197.61$224.30$250.98$277.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNV spot · $229.33FNV PRICE$2.62$3.45$4.41$5.37$6.58$7.86$9.15$10.82$12.78$14.74$17.02$19.62$22.21$2.89$3.81$4.72$5.90$7.15$8.40$9.96$11.95$13.95$16.09$18.80$21.50$24.79
PutsCheap0.49×
CallsCheap0.65×
SkewBullish-1.75 pp
Implied moveBearish±$19.11
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ253.7038.9%11.8%211.3138.4%9.1%
25Δ248.4537.9%9.8%215.1837.6%7.8%
30Δ244.6737.8%8.6%219.0536.9%6.5%
35Δ240.9037.8%7.4%222.2536.6%5.7%
40Δ237.6137.9%6.5%225.2436.4%4.9%
45Δ234.4838.1%5.7%228.2336.3%4.1%
50Δ231.3538.2%4.9%231.2736.4%3.5%
55Δ228.1538.6%4.2%234.4136.8%3.0%
60Δ224.9139.3%3.6%237.5537.2%2.5%
65Δ221.6639.9%3.1%240.8137.6%2.0%
70Δ218.1940.2%2.6%244.4937.5%1.6%
75Δ214.4840.1%2.1%248.1737.3%1.2%
80Δ210.7639.9%1.6%252.3436.9%0.8%

20Δ

Calls
Pseudo strike
253.70
IV
38.9%
B/E move
11.8%
Puts
Pseudo strike
211.31
IV
38.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
248.45
IV
37.9%
B/E move
9.8%
Puts
Pseudo strike
215.18
IV
37.6%
B/E move
7.8%

30Δ

Calls
Pseudo strike
244.67
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
219.05
IV
36.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
240.90
IV
37.8%
B/E move
7.4%
Puts
Pseudo strike
222.25
IV
36.6%
B/E move
5.7%

40Δ

Calls
Pseudo strike
237.61
IV
37.9%
B/E move
6.5%
Puts
Pseudo strike
225.24
IV
36.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
234.48
IV
38.1%
B/E move
5.7%
Puts
Pseudo strike
228.23
IV
36.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
231.35
IV
38.2%
B/E move
4.9%
Puts
Pseudo strike
231.27
IV
36.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
228.15
IV
38.6%
B/E move
4.2%
Puts
Pseudo strike
234.41
IV
36.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
224.91
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
237.55
IV
37.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
221.66
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
240.81
IV
37.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
218.19
IV
40.2%
B/E move
2.6%
Puts
Pseudo strike
244.49
IV
37.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
214.48
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
248.17
IV
37.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
210.76
IV
39.9%
B/E move
1.6%
Puts
Pseudo strike
252.34
IV
36.9%
B/E move
0.8%

Options history

No recorded observations