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Nexxen International Ltd. Ordinary Shares NEXN

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Market datapartial · fetched 2026-10-23T15:50:41.792Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T15:48:22.587427047Z

FundamentalsAlpha Vantage · unavailable

Share price$8.88
1D-0.7%
$8.84$8.87$8.90$8.93$8.965:30 AM6:30 AM9:00 AM1:00 PMNEXN
Sold putSold call

Nexxen International Ltd. Ordinary Shares options

Live interpolated NEXN call and put midpoint premiums by absolute delta.Nexxen International Ltd. Ordinary Shares$0.87$1.19$1.51$1.83$2.15$3.50$6.32$9.14$11.96$14.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXN spot · $8.88NEXN PRICE$0.90$1.02$1.13$1.25$1.23$1.43$1.64$1.85$2.06
PutsExpensive1.46×
CallsExpensive1.37×
SkewBullish-5.72 pp
Implied moveBearish±$3.30
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.8284.1%25.8%
35Δ13.8691.6%66.3%8.3480.1%22.3%
40Δ12.5985.0%53.2%8.8576.0%18.8%
45Δ11.3178.5%40.1%9.3772.0%15.3%
50Δ10.0472.0%27.1%9.8968.0%11.8%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.82
IV
84.1%
B/E move
25.8%

35Δ

Calls
Pseudo strike
13.86
IV
91.6%
B/E move
66.3%
Puts
Pseudo strike
8.34
IV
80.1%
B/E move
22.3%

40Δ

Calls
Pseudo strike
12.59
IV
85.0%
B/E move
53.2%
Puts
Pseudo strike
8.85
IV
76.0%
B/E move
18.8%

45Δ

Calls
Pseudo strike
11.31
IV
78.5%
B/E move
40.1%
Puts
Pseudo strike
9.37
IV
72.0%
B/E move
15.3%

50Δ

Calls
Pseudo strike
10.04
IV
72.0%
B/E move
27.1%
Puts
Pseudo strike
9.89
IV
68.0%
B/E move
11.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations