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NioCorp Developments Ltd. Common Stock NB

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:03:23.362Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.009578276Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:42.451594+00:00

Share price$3.26
1D+3.5%
AH$3.01$3.08$3.15$3.22$3.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNB
Sold putSold callAH

NioCorp Developments Ltd. Common Stock options

Live interpolated NB call and put midpoint premiums by absolute delta.NioCorp Developments Ltd. Common Stock$0.04$0.30$0.57$0.83$1.10$2.68$3.12$3.56$4.00$4.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.26OPTION PRICELive NB spot · $3.26NB PRICE$0.10$0.18$0.26$0.33$0.41$0.49$0.56$0.64$0.72$0.79$0.87$0.95$1.02$0.07$0.07$0.09$0.12$0.14$0.17$0.19$0.22$0.24$0.27$0.29$0.46$0.72
PutsExpensive2.19×
CallsExpensive4.89×
SkewBullish-351.00 pp
Implied moveBullish±$0.75
TiltBullish41.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.50612.4%41.0%2.84340.5%14.8%
25Δ4.33609.2%38.4%3.03220.9%9.0%
30Δ4.17606.0%35.7%3.08220.2%8.3%
35Δ4.01602.7%33.1%3.13219.4%7.5%
40Δ3.84599.5%30.4%3.18218.7%6.7%
45Δ3.68596.3%27.8%3.23217.9%6.0%
50Δ3.52593.0%25.1%3.28217.2%5.2%
55Δ3.35589.8%22.5%3.33216.5%4.4%
60Δ3.19586.6%19.8%3.38215.7%3.7%
65Δ3.03583.4%17.2%3.43215.0%2.9%
70Δ2.86580.1%14.5%3.48214.2%2.1%
75Δ2.70576.9%11.8%3.66270.7%1.8%
80Δ2.54573.7%9.2%3.92359.6%1.8%

20Δ

Calls
Pseudo strike
4.50
IV
612.4%
B/E move
41.0%
Puts
Pseudo strike
2.84
IV
340.5%
B/E move
14.8%

25Δ

Calls
Pseudo strike
4.33
IV
609.2%
B/E move
38.4%
Puts
Pseudo strike
3.03
IV
220.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
4.17
IV
606.0%
B/E move
35.7%
Puts
Pseudo strike
3.08
IV
220.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
4.01
IV
602.7%
B/E move
33.1%
Puts
Pseudo strike
3.13
IV
219.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
3.84
IV
599.5%
B/E move
30.4%
Puts
Pseudo strike
3.18
IV
218.7%
B/E move
6.7%

45Δ

Calls
Pseudo strike
3.68
IV
596.3%
B/E move
27.8%
Puts
Pseudo strike
3.23
IV
217.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
3.52
IV
593.0%
B/E move
25.1%
Puts
Pseudo strike
3.28
IV
217.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
3.35
IV
589.8%
B/E move
22.5%
Puts
Pseudo strike
3.33
IV
216.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
3.19
IV
586.6%
B/E move
19.8%
Puts
Pseudo strike
3.38
IV
215.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
3.03
IV
583.4%
B/E move
17.2%
Puts
Pseudo strike
3.43
IV
215.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
2.86
IV
580.1%
B/E move
14.5%
Puts
Pseudo strike
3.48
IV
214.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
2.70
IV
576.9%
B/E move
11.8%
Puts
Pseudo strike
3.66
IV
270.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
2.54
IV
573.7%
B/E move
9.2%
Puts
Pseudo strike
3.92
IV
359.6%
B/E move
1.8%