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NioCorp Developments Ltd. Common Stock NB

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-20T06:04:03.752Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:53:44.581989807Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:03.191723+00:00

Share price$3.09
1D-2.7%
AH$3.02$3.09$3.16$3.23$3.305:30 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$0.07$0.36$0.65$0.93$1.22$2.05$2.59$3.13$3.67$4.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NB spot · $3.09NB PRICE$0.10$0.13$0.16$0.18$0.21$0.26$0.31$0.35$0.40$0.46$0.52$0.57$0.63$0.11$0.15$0.19$0.23$0.28$0.34$0.41$0.47$0.53$0.63$0.78$0.94$1.14
PutsFair0.99×
CallsExpensive1.09×
SkewBullish-8.54 pp
Implied moveBearish±$0.71
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.46119.9%47.8%2.5886.3%20.0%
25Δ4.20113.4%40.2%2.6987.6%17.9%
30Δ3.94106.9%32.6%2.7988.9%15.9%
35Δ3.68100.4%25.0%2.9090.3%13.8%
40Δ3.4696.1%19.0%3.0091.5%11.8%
45Δ3.3596.8%16.8%3.1191.0%10.4%
50Δ3.2397.4%14.6%3.2290.5%9.0%
55Δ3.1298.1%12.3%3.3289.9%7.6%
60Δ3.0098.7%10.1%3.4389.4%6.2%
65Δ2.9096.3%8.5%3.5690.3%5.0%
70Δ2.7993.7%7.0%3.7493.8%4.2%
75Δ2.6891.2%5.4%3.9297.2%3.3%
80Δ2.5888.6%3.9%4.1599.6%2.4%

20Δ

Calls
Pseudo strike
4.46
IV
119.9%
B/E move
47.8%
Puts
Pseudo strike
2.58
IV
86.3%
B/E move
20.0%

25Δ

Calls
Pseudo strike
4.20
IV
113.4%
B/E move
40.2%
Puts
Pseudo strike
2.69
IV
87.6%
B/E move
17.9%

30Δ

Calls
Pseudo strike
3.94
IV
106.9%
B/E move
32.6%
Puts
Pseudo strike
2.79
IV
88.9%
B/E move
15.9%

35Δ

Calls
Pseudo strike
3.68
IV
100.4%
B/E move
25.0%
Puts
Pseudo strike
2.90
IV
90.3%
B/E move
13.8%

40Δ

Calls
Pseudo strike
3.46
IV
96.1%
B/E move
19.0%
Puts
Pseudo strike
3.00
IV
91.5%
B/E move
11.8%

45Δ

Calls
Pseudo strike
3.35
IV
96.8%
B/E move
16.8%
Puts
Pseudo strike
3.11
IV
91.0%
B/E move
10.4%

50Δ

Calls
Pseudo strike
3.23
IV
97.4%
B/E move
14.6%
Puts
Pseudo strike
3.22
IV
90.5%
B/E move
9.0%

55Δ

Calls
Pseudo strike
3.12
IV
98.1%
B/E move
12.3%
Puts
Pseudo strike
3.32
IV
89.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
3.00
IV
98.7%
B/E move
10.1%
Puts
Pseudo strike
3.43
IV
89.4%
B/E move
6.2%

65Δ

Calls
Pseudo strike
2.90
IV
96.3%
B/E move
8.5%
Puts
Pseudo strike
3.56
IV
90.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
2.79
IV
93.7%
B/E move
7.0%
Puts
Pseudo strike
3.74
IV
93.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
2.68
IV
91.2%
B/E move
5.4%
Puts
Pseudo strike
3.92
IV
97.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
2.58
IV
88.6%
B/E move
3.9%
Puts
Pseudo strike
4.15
IV
99.6%
B/E move
2.4%

Options history

NB92.3792.4792.562026-10-19T19:55:34.180000+00:00: 92.47%Oct 19Oct 19
Table
ObservationIVSkewImplied move
92.47%-25.79 pp23.03%