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Northern Dynasty Minerals, Ltd. NAK

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Market datapartial · fetched 2026-11-10T22:26:19.660Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:27:06.861258986Z

FundamentalsAlpha Vantage · unavailable

Share price$0.65
1D-2.2%
AH$0.62$0.63$0.65$0.66$0.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAK
Sold putSold callAH

Northern Dynasty Minerals, Ltd. options

Live interpolated NAK call and put midpoint premiums by absolute delta.Northern Dynasty Minerals, Ltd.$0.01$0.12$0.22$0.32$0.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENAK PRICE$0.03$0.04$0.07$0.10$0.12$0.15$0.18$0.21$0.24$0.26$0.29$0.32$0.35$0.40
PutsExpensive3.46×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01461.7%58.6%0.52387.1%26.0%
25Δ0.56393.2%24.1%
30Δ0.60399.4%22.3%
35Δ0.64405.6%20.4%
40Δ0.68411.8%18.6%
45Δ0.72418.0%16.7%
50Δ0.76424.2%14.9%
55Δ0.80430.3%13.0%
60Δ0.84436.5%11.2%
65Δ0.88442.7%9.3%
70Δ0.92448.9%7.5%
75Δ0.96455.1%5.6%
80Δ1.02471.7%3.8%

20Δ

Calls
Pseudo strike
1.01
IV
461.7%
B/E move
58.6%
Puts
Pseudo strike
0.52
IV
387.1%
B/E move
26.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.56
IV
393.2%
B/E move
24.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
399.4%
B/E move
22.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.64
IV
405.6%
B/E move
20.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.68
IV
411.8%
B/E move
18.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.72
IV
418.0%
B/E move
16.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.76
IV
424.2%
B/E move
14.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.80
IV
430.3%
B/E move
13.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.84
IV
436.5%
B/E move
11.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
442.7%
B/E move
9.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.92
IV
448.9%
B/E move
7.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.96
IV
455.1%
B/E move
5.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.02
IV
471.7%
B/E move
3.8%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations