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Northern Dynasty Minerals Ltd NAK

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-21T17:52:36.368Z

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 · 2026-10-21T17:52:34.985076162Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:35.981474+00:00

Share price$0.87
1D+1.3%
$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$0.23$0.43$0.64$0.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENAK PRICE$0.04$0.07$0.09$0.12$0.14$0.17$0.19$0.22$0.24$0.27$0.29$0.79
PutsExpensive2.29×
CallsExpensive2.10×
SkewBearish+8.42 pp
Implied move——
TiltBullish40.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ0.98265.2%17.0%
35Δ0.94279.2%15.8%
40Δ0.90293.2%14.5%
45Δ0.87307.2%13.3%
50Δ0.83321.2%12.1%
55Δ0.80335.1%10.8%
60Δ0.76349.1%9.6%
65Δ0.73363.1%8.3%
70Δ0.69377.1%7.1%
75Δ0.65391.0%5.9%
80Δ0.62405.0%4.6%1.48343.5%19.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.98
IV
265.2%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.94
IV
279.2%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.90
IV
293.2%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.87
IV
307.2%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.83
IV
321.2%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.80
IV
335.1%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.76
IV
349.1%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.73
IV
363.1%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.69
IV
377.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.65
IV
391.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.62
IV
405.0%
B/E move
4.6%
Puts
Pseudo strike
1.48
IV
343.5%
B/E move
19.6%

Options history

No recorded observations