IntraAlpha
Create free account Start free

Northern Dynasty Minerals Ltd NAK

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-21T17:01:21.593Z

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

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 · 2026-10-21T17:01:11.162595339Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:21.081127+00:00

Share price$0.87
1D+1.0%
$0.85$0.85$0.86$0.87$0.885:30 AM6:30 AM9:00 AM1:00 PMNAK
Sold putSold call

Northern Dynasty Minerals Ltd options

Live interpolated NAK call and put midpoint premiums by absolute delta.Northern Dynasty Minerals Ltd$0.02$0.15$0.28$0.42$0.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENAK PRICE$0.05$0.03$0.04$0.07$0.09$0.12$0.14$0.17$0.20$0.22$0.25$0.27$0.30$0.51
PutsExpensive1.88×
CallsExpensive2.24×
SkewBullish-72.36 pp
Implied move——
TiltBullish58.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.59416.5%88.3%
25Δ1.14295.2%34.8%
30Δ0.97269.8%17.4%
35Δ0.94287.2%16.1%
40Δ0.90304.6%14.8%
45Δ0.87322.0%13.6%
50Δ0.83339.4%12.3%
55Δ0.79356.8%11.0%
60Δ0.76374.2%9.8%
65Δ0.72391.5%8.5%
70Δ0.68408.9%7.3%
75Δ0.65426.3%6.0%
80Δ0.61443.7%4.7%1.28284.3%11.9%

20Δ

Calls
Pseudo strike
1.59
IV
416.5%
B/E move
88.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.14
IV
295.2%
B/E move
34.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.97
IV
269.8%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.94
IV
287.2%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.90
IV
304.6%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.87
IV
322.0%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.83
IV
339.4%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.79
IV
356.8%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.76
IV
374.2%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.72
IV
391.5%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.68
IV
408.9%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.65
IV
426.3%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.61
IV
443.7%
B/E move
4.7%
Puts
Pseudo strike
1.28
IV
284.3%
B/E move
11.9%

Options history

No recorded observations