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Nexxen International Ltd. Ordinary Shares NEXN

i

Market datapartial · fetched 2026-11-13T01:26:27.788Z

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 · 2026-11-12T21:00:00.437469541Z

FundamentalsAlpha Vantage · unavailable

Share price$10.21
1D+8.0%
AH$9.37$9.65$9.92$10.19$10.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEXN
Sold putSold callAH

Nexxen International Ltd. Ordinary Shares options

Live interpolated NEXN call and put midpoint premiums by absolute delta.Nexxen International Ltd. Ordinary Shares$0.23$0.94$1.65$2.35$3.06$7.38$8.47$9.56$10.66$11.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NEXN spot · $10.21NEXN PRICE$0.31$0.33$0.35$0.37$0.40$0.42$0.44$0.85$1.52$2.19$2.86$0.48$0.55$0.63$0.70$0.77$0.91$1.08$1.26$1.43$1.60$1.77$1.94$2.11
PutsExpensive2.74×
Calls——
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.86253.6%27.7%
25Δ8.35230.2%23.6%
30Δ12.02138.4%20.8%8.84206.9%19.5%
35Δ11.71125.4%17.9%9.34183.5%15.4%
40Δ11.39112.4%15.0%9.83160.1%11.3%
45Δ11.0899.4%12.2%10.18149.1%9.2%
50Δ10.7686.4%9.3%10.45144.5%8.3%
55Δ10.4473.4%6.4%10.72139.9%7.3%
60Δ10.1360.4%3.5%11.00135.4%6.3%
65Δ9.5872.7%2.2%11.27130.8%5.3%
70Δ8.89102.0%1.9%11.54126.2%4.3%
75Δ8.19131.3%1.6%11.81121.7%3.3%
80Δ7.49160.5%1.4%12.09117.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.86
IV
253.6%
B/E move
27.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
230.2%
B/E move
23.6%

30Δ

Calls
Pseudo strike
12.02
IV
138.4%
B/E move
20.8%
Puts
Pseudo strike
8.84
IV
206.9%
B/E move
19.5%

35Δ

Calls
Pseudo strike
11.71
IV
125.4%
B/E move
17.9%
Puts
Pseudo strike
9.34
IV
183.5%
B/E move
15.4%

40Δ

Calls
Pseudo strike
11.39
IV
112.4%
B/E move
15.0%
Puts
Pseudo strike
9.83
IV
160.1%
B/E move
11.3%

45Δ

Calls
Pseudo strike
11.08
IV
99.4%
B/E move
12.2%
Puts
Pseudo strike
10.18
IV
149.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
10.76
IV
86.4%
B/E move
9.3%
Puts
Pseudo strike
10.45
IV
144.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
10.44
IV
73.4%
B/E move
6.4%
Puts
Pseudo strike
10.72
IV
139.9%
B/E move
7.3%

60Δ

Calls
Pseudo strike
10.13
IV
60.4%
B/E move
3.5%
Puts
Pseudo strike
11.00
IV
135.4%
B/E move
6.3%

65Δ

Calls
Pseudo strike
9.58
IV
72.7%
B/E move
2.2%
Puts
Pseudo strike
11.27
IV
130.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
8.89
IV
102.0%
B/E move
1.9%
Puts
Pseudo strike
11.54
IV
126.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
8.19
IV
131.3%
B/E move
1.6%
Puts
Pseudo strike
11.81
IV
121.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
7.49
IV
160.5%
B/E move
1.4%
Puts
Pseudo strike
12.09
IV
117.1%
B/E move
2.3%

Options history

IV · four-Friday blend138.32%
Daily EOD
NEXN138.2%138.3%138.5%2026-10-23: 138.32%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
138.32%