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Nexxen International Ltd NEXN

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-10-22T23:56:54.432Z

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 · 2026-10-22T20:00:00.517095165Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:56:52.983367+00:00

Share price$9.05
1D+2.4%
AH$8.81$8.92$9.04$9.15$9.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEXN
Sold putSold callAH

Nexxen International Ltd options

Live interpolated NEXN call and put midpoint premiums by absolute delta.Nexxen International Ltd$0.31$1.20$2.09$2.97$3.86$5.39$7.21$9.03$10.85$12.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXN spot · $9.05NEXN PRICE$0.52$0.78$0.41$0.61$0.81$1.02$1.22$1.43$1.63$1.84$2.04$2.70$0.94$1.03$1.12$1.21$1.29$1.38$1.47$1.98$2.52$3.06$3.61
PutsExpensive3.37×
CallsExpensive3.17×
SkewBearish+1.44 pp
Implied moveBearish±$2.31
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ13.60160.8%56.1%
30Δ14.92214.0%73.5%7.79158.7%24.4%
35Δ9.8967.3%13.7%8.15147.1%21.3%
40Δ9.6074.2%12.8%8.52135.6%18.3%
45Δ9.3181.1%11.9%8.88124.1%15.2%
50Δ9.0287.9%11.0%9.25112.5%12.1%
55Δ8.7394.8%10.0%9.61101.0%9.1%
60Δ8.45101.7%9.1%9.9889.4%6.0%
65Δ8.16108.6%8.2%10.5893.9%5.0%
70Δ7.87115.4%7.3%11.1999.4%4.2%
75Δ7.58122.3%6.3%11.81104.9%3.4%
80Δ6.85147.5%5.5%12.42110.4%2.6%

20Δ

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

25Δ

Calls
Pseudo strike
13.60
IV
160.8%
B/E move
56.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.92
IV
214.0%
B/E move
73.5%
Puts
Pseudo strike
7.79
IV
158.7%
B/E move
24.4%

35Δ

Calls
Pseudo strike
9.89
IV
67.3%
B/E move
13.7%
Puts
Pseudo strike
8.15
IV
147.1%
B/E move
21.3%

40Δ

Calls
Pseudo strike
9.60
IV
74.2%
B/E move
12.8%
Puts
Pseudo strike
8.52
IV
135.6%
B/E move
18.3%

45Δ

Calls
Pseudo strike
9.31
IV
81.1%
B/E move
11.9%
Puts
Pseudo strike
8.88
IV
124.1%
B/E move
15.2%

50Δ

Calls
Pseudo strike
9.02
IV
87.9%
B/E move
11.0%
Puts
Pseudo strike
9.25
IV
112.5%
B/E move
12.1%

55Δ

Calls
Pseudo strike
8.73
IV
94.8%
B/E move
10.0%
Puts
Pseudo strike
9.61
IV
101.0%
B/E move
9.1%

60Δ

Calls
Pseudo strike
8.45
IV
101.7%
B/E move
9.1%
Puts
Pseudo strike
9.98
IV
89.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
8.16
IV
108.6%
B/E move
8.2%
Puts
Pseudo strike
10.58
IV
93.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
7.87
IV
115.4%
B/E move
7.3%
Puts
Pseudo strike
11.19
IV
99.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.58
IV
122.3%
B/E move
6.3%
Puts
Pseudo strike
11.81
IV
104.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.85
IV
147.5%
B/E move
5.5%
Puts
Pseudo strike
12.42
IV
110.4%
B/E move
2.6%

Options history

No recorded observations