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NioCorp Developments Ltd. Common Stock NB

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Market datapartial · fetched 2026-11-07T07:28:52.467Z

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 · 2026-11-07T00:49:15.828816188Z

FundamentalsAlpha Vantage · unavailable

Share price$2.92
1D+6.6%
AH$2.69$2.75$2.81$2.87$2.935:30 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$0.03$0.26$0.50$0.74$0.98$2.20$2.54$2.89$3.24$3.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NB spot · $2.92NB PRICE$0.05$0.06$0.07$0.08$0.09$0.12$0.16$0.19$0.23$0.27$0.31$0.35$0.39$0.08$0.10$0.13$0.16$0.18$0.21$0.24$0.29$0.37$0.45$0.53$0.61$0.91
PutsFair1.03×
CallsCheap0.84×
SkewBearish+37.37 pp
Implied moveBearish±$0.39
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.98165.4%38.0%2.50156.3%16.9%
25Δ3.77149.0%31.1%2.58153.4%15.2%
30Δ3.55132.7%24.2%2.66150.5%13.5%
35Δ3.34116.3%17.3%2.73147.7%11.8%
40Δ3.1399.9%10.4%2.81144.8%10.1%
45Δ2.9891.0%6.0%2.88141.9%8.4%
50Δ2.9293.8%5.4%2.96139.1%6.6%
55Δ2.8696.7%4.8%3.05139.4%5.4%
60Δ2.8199.5%4.2%3.15143.1%4.8%
65Δ2.75102.3%3.6%3.25146.9%4.1%
70Δ2.69105.1%3.1%3.35150.6%3.4%
75Δ2.64107.9%2.5%3.45154.3%2.7%
80Δ2.58110.8%1.9%3.76188.3%2.4%

20Δ

Calls
Pseudo strike
3.98
IV
165.4%
B/E move
38.0%
Puts
Pseudo strike
2.50
IV
156.3%
B/E move
16.9%

25Δ

Calls
Pseudo strike
3.77
IV
149.0%
B/E move
31.1%
Puts
Pseudo strike
2.58
IV
153.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
3.55
IV
132.7%
B/E move
24.2%
Puts
Pseudo strike
2.66
IV
150.5%
B/E move
13.5%

35Δ

Calls
Pseudo strike
3.34
IV
116.3%
B/E move
17.3%
Puts
Pseudo strike
2.73
IV
147.7%
B/E move
11.8%

40Δ

Calls
Pseudo strike
3.13
IV
99.9%
B/E move
10.4%
Puts
Pseudo strike
2.81
IV
144.8%
B/E move
10.1%

45Δ

Calls
Pseudo strike
2.98
IV
91.0%
B/E move
6.0%
Puts
Pseudo strike
2.88
IV
141.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
2.92
IV
93.8%
B/E move
5.4%
Puts
Pseudo strike
2.96
IV
139.1%
B/E move
6.6%

55Δ

Calls
Pseudo strike
2.86
IV
96.7%
B/E move
4.8%
Puts
Pseudo strike
3.05
IV
139.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
2.81
IV
99.5%
B/E move
4.2%
Puts
Pseudo strike
3.15
IV
143.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
2.75
IV
102.3%
B/E move
3.6%
Puts
Pseudo strike
3.25
IV
146.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
2.69
IV
105.1%
B/E move
3.1%
Puts
Pseudo strike
3.35
IV
150.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
2.64
IV
107.9%
B/E move
2.5%
Puts
Pseudo strike
3.45
IV
154.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
2.58
IV
110.8%
B/E move
1.9%
Puts
Pseudo strike
3.76
IV
188.3%
B/E move
2.4%

Options history

IV · four-Friday blend96.89%
Daily close
NB66.2%94.2%122.3%2026-08-10: 107.32%2026-08-11: 110.09%2026-08-12: 98.88%2026-08-14: 90.59%2026-08-17: 96.19%2026-08-18: 102.32%2026-08-19: 86.53%2026-08-25: 88.54%2026-08-28: 81.90%2026-09-01: 91.90%2026-09-04: 76.76%2026-09-09: 114.73%2026-09-11: 82.96%2026-09-15: 105.48%2026-09-16: 90.34%2026-09-23: 98.67%2026-09-24: 118.41%2026-09-25: 79.87%2026-09-28: 77.93%2026-09-29: 84.55%2026-10-02: 70.04%2026-10-05: 87.03%2026-10-06: 82.45%2026-10-07: 94.13%2026-10-09: 73.78%2026-10-19: 96.69%2026-10-22: 112.91%2026-10-28: 96.89%Aug 10Sep 15Oct 28
28 observations2026-08-10 — 2026-10-28
Table
DateIV (%)
107.32%
110.09%
98.88%
90.59%
96.19%
102.32%
86.53%
88.54%
81.90%
91.90%
76.76%
114.73%
82.96%
105.48%
90.34%
98.67%
118.41%
79.87%
77.93%
84.55%
70.04%
87.03%
82.45%
94.13%
73.78%
96.69%
112.91%
96.89%