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Nexa Resources S.A. Common Shares NEXA

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-12T03:09:16.207Z

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: 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 · 2026-11-12T00:00:00.002691039Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:15.828957+00:00

Share price$11.98
1D-0.7%
AH$11.94$12.01$12.07$12.14$12.205:30 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$0.21$0.64$1.07$1.50$1.92$10.76$11.49$12.23$12.96$13.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NEXA spot · $11.98NEXA PRICE$0.27$0.44$0.61$0.78$0.95$1.12$1.29$1.46$1.63$1.80$0.26$0.32$0.38$0.45$0.51$0.57$0.63$0.69$0.76
Puts——
Calls——
Skew——
Implied moveBullish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.25119.7%16.6%
25Δ10.51113.5%15.0%
30Δ10.77107.4%13.3%
35Δ12.4457.6%6.1%11.02101.2%11.7%
40Δ12.2161.7%5.6%11.2895.1%10.1%
45Δ11.9865.7%5.1%11.5488.9%8.4%
50Δ11.7669.8%4.7%11.8082.8%6.8%
55Δ11.5373.9%4.2%12.0676.7%5.2%
60Δ11.3178.0%3.7%12.3170.5%3.5%
65Δ11.0882.0%3.3%
70Δ10.8586.1%2.8%
75Δ10.6390.2%2.3%
80Δ10.4094.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.25
IV
119.7%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.51
IV
113.5%
B/E move
15.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.77
IV
107.4%
B/E move
13.3%

35Δ

Calls
Pseudo strike
12.44
IV
57.6%
B/E move
6.1%
Puts
Pseudo strike
11.02
IV
101.2%
B/E move
11.7%

40Δ

Calls
Pseudo strike
12.21
IV
61.7%
B/E move
5.6%
Puts
Pseudo strike
11.28
IV
95.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
11.98
IV
65.7%
B/E move
5.1%
Puts
Pseudo strike
11.54
IV
88.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
11.76
IV
69.8%
B/E move
4.7%
Puts
Pseudo strike
11.80
IV
82.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
11.53
IV
73.9%
B/E move
4.2%
Puts
Pseudo strike
12.06
IV
76.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
11.31
IV
78.0%
B/E move
3.7%
Puts
Pseudo strike
12.31
IV
70.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.08
IV
82.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.85
IV
86.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.63
IV
90.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.40
IV
94.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.25%
Daily EOD
NEXA58.5%61.6%64.7%2026-10-19: 59.59%2026-10-20: 60.07%2026-10-21: 58.93%2026-10-22: 61.82%2026-10-23: 62.29%2026-10-26: 64.00%2026-10-27: 62.70%2026-10-28: 63.26%2026-10-29: 64.25%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
59.59%
60.07%
58.93%
61.82%
62.29%
64.00%
62.70%
63.26%
64.25%