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Nexa Resources S.A. Common Shares NEXA

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Market datapartial · fetched 2026-10-22T23:57:26.339Z

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

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 · 2026-10-22T23:49:42.289358076Z

FundamentalsAlpha Vantage · unavailable

Share price$11.21
1D-4.9%
AH$11.10$11.27$11.44$11.61$11.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEXA
Sold putSold callAH

Nexa Resources S.A. Common Shares options

Live interpolated NEXA call and put midpoint premiums by absolute delta.Nexa Resources S.A. Common Shares$0.15$1.53$2.90$4.28$5.65$8.26$9.70$11.15$12.60$14.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXA spot · $11.21NEXA PRICE$0.34$0.30$0.34$0.47$0.61$0.74$0.88$1.01$1.14$1.28$1.41$1.55$2.59$0.39$0.40$0.52$0.65$0.78$0.91$1.04$1.17$1.30$1.43$1.56$3.31$5.26
PutsExpensive1.09×
CallsExpensive1.11×
SkewBearish+3.83 pp
Implied moveBearish±$1.92
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.54131.2%59.6%8.95108.4%23.6%
25Δ14.2081.1%29.4%9.9376.9%15.0%
30Δ12.3756.2%13.4%10.2673.1%13.1%
35Δ12.1257.5%12.3%10.5371.5%11.8%
40Δ11.8658.7%11.2%10.8169.9%10.5%
45Δ11.6060.0%10.1%11.0968.3%9.2%
50Δ11.3461.3%9.0%11.3666.7%7.9%
55Δ11.0962.6%7.9%11.6465.1%6.6%
60Δ10.8363.9%6.8%11.9263.5%5.3%
65Δ10.5765.1%5.7%12.1961.9%4.0%
70Δ10.3166.4%4.6%12.4760.3%2.7%
75Δ10.0567.7%3.5%14.2586.5%2.5%
80Δ9.04106.7%3.7%16.20116.0%2.4%

20Δ

Calls
Pseudo strike
17.54
IV
131.2%
B/E move
59.6%
Puts
Pseudo strike
8.95
IV
108.4%
B/E move
23.6%

25Δ

Calls
Pseudo strike
14.20
IV
81.1%
B/E move
29.4%
Puts
Pseudo strike
9.93
IV
76.9%
B/E move
15.0%

30Δ

Calls
Pseudo strike
12.37
IV
56.2%
B/E move
13.4%
Puts
Pseudo strike
10.26
IV
73.1%
B/E move
13.1%

35Δ

Calls
Pseudo strike
12.12
IV
57.5%
B/E move
12.3%
Puts
Pseudo strike
10.53
IV
71.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
11.86
IV
58.7%
B/E move
11.2%
Puts
Pseudo strike
10.81
IV
69.9%
B/E move
10.5%

45Δ

Calls
Pseudo strike
11.60
IV
60.0%
B/E move
10.1%
Puts
Pseudo strike
11.09
IV
68.3%
B/E move
9.2%

50Δ

Calls
Pseudo strike
11.34
IV
61.3%
B/E move
9.0%
Puts
Pseudo strike
11.36
IV
66.7%
B/E move
7.9%

55Δ

Calls
Pseudo strike
11.09
IV
62.6%
B/E move
7.9%
Puts
Pseudo strike
11.64
IV
65.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
10.83
IV
63.9%
B/E move
6.8%
Puts
Pseudo strike
11.92
IV
63.5%
B/E move
5.3%

65Δ

Calls
Pseudo strike
10.57
IV
65.1%
B/E move
5.7%
Puts
Pseudo strike
12.19
IV
61.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
10.31
IV
66.4%
B/E move
4.6%
Puts
Pseudo strike
12.47
IV
60.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.05
IV
67.7%
B/E move
3.5%
Puts
Pseudo strike
14.25
IV
86.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
9.04
IV
106.7%
B/E move
3.7%
Puts
Pseudo strike
16.20
IV
116.0%
B/E move
2.4%

Options history

No recorded observations