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Nexa Resources S.A. Common Shares NEXA

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Market datapartial · fetched 2026-10-22T23:21:55.181Z

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 · 2026-10-22T23:00:00.002777931Z

FundamentalsAlpha Vantage · unavailable

Share price$11.16
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$0.17$1.34$2.50$3.67$4.83$8.33$9.77$11.21$12.66$14.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXA spot · $11.16NEXA PRICE$0.34$0.30$0.35$0.49$0.63$0.76$0.90$1.04$1.18$1.31$1.45$1.69$2.87$0.39$0.40$0.50$0.63$0.75$0.88$1.00$1.13$1.25$1.38$1.50$2.44$4.50
PutsFair1.04×
CallsExpensive1.16×
SkewBullish-3.49 pp
Implied moveBearish±$1.91
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.46131.0%59.5%8.89109.1%23.8%
25Δ14.0279.5%28.2%9.8578.3%15.3%
30Δ12.3557.7%13.8%10.2271.9%12.9%
35Δ12.0959.3%12.7%10.4970.1%11.7%
40Δ11.8260.9%11.6%10.7568.3%10.4%
45Δ11.5662.4%10.4%11.0266.6%9.1%
50Δ11.3064.0%9.3%11.2864.8%7.9%
55Δ11.0365.6%8.2%11.5563.1%6.6%
60Δ10.7767.2%7.0%11.8261.3%5.4%
65Δ10.5068.8%5.9%12.0859.5%4.1%
70Δ10.2470.3%4.7%12.3557.8%2.8%
75Δ9.8976.3%3.8%13.3769.5%2.1%
80Δ8.76122.6%4.3%15.4499.8%2.0%

20Δ

Calls
Pseudo strike
17.46
IV
131.0%
B/E move
59.5%
Puts
Pseudo strike
8.89
IV
109.1%
B/E move
23.8%

25Δ

Calls
Pseudo strike
14.02
IV
79.5%
B/E move
28.2%
Puts
Pseudo strike
9.85
IV
78.3%
B/E move
15.3%

30Δ

Calls
Pseudo strike
12.35
IV
57.7%
B/E move
13.8%
Puts
Pseudo strike
10.22
IV
71.9%
B/E move
12.9%

35Δ

Calls
Pseudo strike
12.09
IV
59.3%
B/E move
12.7%
Puts
Pseudo strike
10.49
IV
70.1%
B/E move
11.7%

40Δ

Calls
Pseudo strike
11.82
IV
60.9%
B/E move
11.6%
Puts
Pseudo strike
10.75
IV
68.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
11.56
IV
62.4%
B/E move
10.4%
Puts
Pseudo strike
11.02
IV
66.6%
B/E move
9.1%

50Δ

Calls
Pseudo strike
11.30
IV
64.0%
B/E move
9.3%
Puts
Pseudo strike
11.28
IV
64.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
11.03
IV
65.6%
B/E move
8.2%
Puts
Pseudo strike
11.55
IV
63.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
10.77
IV
67.2%
B/E move
7.0%
Puts
Pseudo strike
11.82
IV
61.3%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.50
IV
68.8%
B/E move
5.9%
Puts
Pseudo strike
12.08
IV
59.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
10.24
IV
70.3%
B/E move
4.7%
Puts
Pseudo strike
12.35
IV
57.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
9.89
IV
76.3%
B/E move
3.8%
Puts
Pseudo strike
13.37
IV
69.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
8.76
IV
122.6%
B/E move
4.3%
Puts
Pseudo strike
15.44
IV
99.8%
B/E move
2.0%

Options history

No recorded observations