IntraAlpha
Create free account Start free

Franco-Nevada Corporation FNV

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-13T01:26:18.975Z

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 · 2026-11-13T00:15:31.737712676Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T01:26:18.627969+00:00

Share price$249.00
1D+0.6%
AH$242$244$247$249$2515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNV
Sold putSold callAH

Franco-Nevada Corporation options

Live interpolated FNV call and put midpoint premiums by absolute delta.Franco-Nevada Corporation$1.05$6.31$11.58$16.85$22.11$217.64$232.69$247.74$262.79$277.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNV spot · $249.00FNV PRICE$1.62$2.11$2.78$3.44$4.11$4.77$5.52$6.59$7.66$8.73$9.80$10.87$12.53$1.94$2.51$3.33$4.29$5.24$6.20$7.16$8.70$10.28$11.87$13.46$16.75$20.59
PutsCheap0.67×
CallsCheap0.60×
SkewBearish+8.61 pp
Implied moveBearish±$12.69
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ262.8839.6%6.2%235.6044.6%6.2%
25Δ259.6639.2%5.1%238.8043.8%5.1%
30Δ257.6439.0%4.6%241.3343.9%4.4%
35Δ255.6338.9%4.0%243.4544.6%4.0%
40Δ253.6138.8%3.5%245.5745.2%3.5%
45Δ251.5938.7%3.0%247.6945.8%3.0%
50Δ249.6238.5%2.5%249.8146.5%2.6%
55Δ247.7938.2%2.2%252.1946.9%2.2%
60Δ245.9637.9%1.9%254.6047.2%1.9%
65Δ244.1437.6%1.6%257.0147.6%1.6%
70Δ242.3137.3%1.2%259.4148.0%1.2%
75Δ240.4837.0%0.9%263.3250.4%1.0%
80Δ238.2635.4%0.7%267.7153.6%0.8%

20Δ

Calls
Pseudo strike
262.88
IV
39.6%
B/E move
6.2%
Puts
Pseudo strike
235.60
IV
44.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
259.66
IV
39.2%
B/E move
5.1%
Puts
Pseudo strike
238.80
IV
43.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
257.64
IV
39.0%
B/E move
4.6%
Puts
Pseudo strike
241.33
IV
43.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
255.63
IV
38.9%
B/E move
4.0%
Puts
Pseudo strike
243.45
IV
44.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
253.61
IV
38.8%
B/E move
3.5%
Puts
Pseudo strike
245.57
IV
45.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
251.59
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
247.69
IV
45.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
249.62
IV
38.5%
B/E move
2.5%
Puts
Pseudo strike
249.81
IV
46.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
247.79
IV
38.2%
B/E move
2.2%
Puts
Pseudo strike
252.19
IV
46.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
245.96
IV
37.9%
B/E move
1.9%
Puts
Pseudo strike
254.60
IV
47.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
244.14
IV
37.6%
B/E move
1.6%
Puts
Pseudo strike
257.01
IV
47.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
242.31
IV
37.3%
B/E move
1.2%
Puts
Pseudo strike
259.41
IV
48.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
240.48
IV
37.0%
B/E move
0.9%
Puts
Pseudo strike
263.32
IV
50.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
238.26
IV
35.4%
B/E move
0.7%
Puts
Pseudo strike
267.71
IV
53.6%
B/E move
0.8%

Options history

IV · four-Friday blend36.78%
Daily close
FNV35.6%39.2%42.9%2026-08-14: 38.67%2026-08-17: 39.75%2026-08-18: 39.81%2026-08-19: 40.49%2026-08-21: 40.50%2026-08-24: 41.97%2026-08-25: 42.39%2026-08-26: 42.00%2026-08-27: 41.39%2026-08-28: 41.41%2026-08-31: 41.05%2026-09-01: 40.58%2026-09-02: 41.14%2026-09-03: 40.29%2026-09-04: 40.69%2026-09-08: 42.17%2026-09-09: 41.41%2026-09-10: 41.12%2026-09-11: 39.98%2026-09-14: 41.51%2026-09-15: 41.46%2026-09-16: 40.98%2026-09-18: 38.44%2026-09-21: 38.57%2026-09-22: 37.86%2026-09-23: 37.38%2026-09-24: 38.06%2026-09-25: 37.20%2026-09-28: 38.49%2026-09-29: 37.12%2026-09-30: 38.79%2026-10-01: 39.90%2026-10-02: 38.05%2026-10-05: 38.73%2026-10-06: 38.26%2026-10-07: 38.19%2026-10-08: 38.12%2026-10-09: 36.84%2026-10-12: 37.61%2026-10-13: 39.44%2026-10-14: 38.83%2026-10-15: 39.81%2026-10-16: 36.79%2026-10-19: 36.53%2026-10-20: 37.01%2026-10-21: 36.53%2026-10-22: 36.24%2026-10-23: 36.30%2026-10-26: 36.28%2026-10-27: 36.33%2026-10-28: 36.09%2026-10-29: 36.21%2026-10-30: 36.78%Aug 14Sep 24Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
38.67%
39.75%
39.81%
40.49%
40.50%
41.97%
42.39%
42.00%
41.39%
41.41%
41.05%
40.58%
41.14%
40.29%
40.69%
42.17%
41.41%
41.12%
39.98%
41.51%
41.46%
40.98%
38.44%
38.57%
37.86%
37.38%
38.06%
37.20%
38.49%
37.12%
38.79%
39.90%
38.05%
38.73%
38.26%
38.19%
38.12%
36.84%
37.61%
39.44%
38.83%
39.81%
36.79%
36.53%
37.01%
36.53%
36.24%
36.30%
36.28%
36.33%
36.09%
36.21%
36.78%