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NioCorp Developments Ltd. Common Stock NB

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:33:52.997Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:04.121662863Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:52.260637+00:00

Share price$3.27
1D+3.8%
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$0.00$1.75$3.51$5.26$7.01$-1.42$9.57$20.57$31.56$42.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.27OPTION PRICELive NB spot · $3.27NB PRICE$0.11$0.64$1.18$1.71$2.24$2.77$3.30$3.84$4.37$4.90$5.43$5.97$6.50$0.06$0.07$0.09$0.12$0.15$0.17$0.20$0.22$0.25$0.28$0.32$0.56$0.81
PutsExpensive2.74×
CallsExpensive186.37×
SkewBullish-20462.11 pp
Implied moveBullish±$3.50
TiltBullish85.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.64682.2%45.4%2.87327.5%14.1%
25Δ11.744021.7%278.7%3.04228.0%9.2%
30Δ18.847361.2%512.1%3.09227.8%8.4%
35Δ25.9410700.7%745.4%3.14227.5%7.6%
40Δ33.0414040.1%978.8%3.19227.3%6.8%
45Δ40.1317379.6%1212.1%3.24227.1%6.1%
50Δ47.2320719.1%1445.5%3.30226.9%5.3%
55Δ54.3324058.5%1678.8%3.35226.7%4.5%
60Δ61.4327398.0%1912.2%3.40226.4%3.7%
65Δ68.5330737.5%2145.5%3.45226.2%2.9%
70Δ75.6334076.9%2378.9%3.52232.1%2.1%
75Δ82.7237416.4%2612.2%3.76321.7%2.1%
80Δ89.8240755.9%2845.6%4.01415.3%2.2%

20Δ

Calls
Pseudo strike
4.64
IV
682.2%
B/E move
45.4%
Puts
Pseudo strike
2.87
IV
327.5%
B/E move
14.1%

25Δ

Calls
Pseudo strike
11.74
IV
4021.7%
B/E move
278.7%
Puts
Pseudo strike
3.04
IV
228.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
18.84
IV
7361.2%
B/E move
512.1%
Puts
Pseudo strike
3.09
IV
227.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
25.94
IV
10700.7%
B/E move
745.4%
Puts
Pseudo strike
3.14
IV
227.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
33.04
IV
14040.1%
B/E move
978.8%
Puts
Pseudo strike
3.19
IV
227.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
40.13
IV
17379.6%
B/E move
1212.1%
Puts
Pseudo strike
3.24
IV
227.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
47.23
IV
20719.1%
B/E move
1445.5%
Puts
Pseudo strike
3.30
IV
226.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
54.33
IV
24058.5%
B/E move
1678.8%
Puts
Pseudo strike
3.35
IV
226.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
61.43
IV
27398.0%
B/E move
1912.2%
Puts
Pseudo strike
3.40
IV
226.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
68.53
IV
30737.5%
B/E move
2145.5%
Puts
Pseudo strike
3.45
IV
226.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
75.63
IV
34076.9%
B/E move
2378.9%
Puts
Pseudo strike
3.52
IV
232.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
82.72
IV
37416.4%
B/E move
2612.2%
Puts
Pseudo strike
3.76
IV
321.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
89.82
IV
40755.9%
B/E move
2845.6%
Puts
Pseudo strike
4.01
IV
415.3%
B/E move
2.2%