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NextDecade Corporation Common Stock NEXT

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Market datapartial · fetched 2026-10-22T20:46:36.337Z

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 · 2026-10-22T20:30:15.434745196Z

FundamentalsAlpha Vantage · unavailable

Share price$5.95
1D-2.6%
AH$5.68$5.82$5.95$6.08$6.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEXT
Sold putSold callAH

NextDecade Corporation Common Stock options

Live interpolated NEXT call and put midpoint premiums by absolute delta.NextDecade Corporation Common Stock$0.04$0.63$1.23$1.82$2.42$4.35$5.14$5.93$6.72$7.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXT spot · $5.95NEXT PRICE$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.48$0.67$0.86$1.05$1.24$1.43$0.15$0.20$0.26$0.31$0.37$0.42$0.53$0.70$0.87$1.04$1.20$1.66$2.25
PutsFair0.97×
CallsCheap0.84×
SkewBearish+11.80 pp
Implied moveBearish±$0.87
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9859.7%19.1%5.1467.5%16.1%
25Δ6.8358.9%17.2%5.3067.0%14.4%
30Δ6.6758.1%15.2%5.4566.5%12.7%
35Δ6.5257.3%13.2%5.6166.0%11.0%
40Δ6.3656.4%11.3%5.7765.6%9.3%
45Δ6.2155.6%9.3%5.9265.1%7.6%
50Δ6.0554.8%7.4%6.1066.7%6.4%
55Δ5.8557.6%6.3%6.3170.5%5.7%
60Δ5.6262.2%5.6%6.5274.4%5.0%
65Δ5.3866.8%4.9%6.7378.2%4.3%
70Δ5.1571.5%4.2%6.9482.0%3.6%
75Δ4.9276.1%3.6%7.4392.8%3.0%
80Δ4.6980.7%2.9%8.05106.6%2.5%

20Δ

Calls
Pseudo strike
6.98
IV
59.7%
B/E move
19.1%
Puts
Pseudo strike
5.14
IV
67.5%
B/E move
16.1%

25Δ

Calls
Pseudo strike
6.83
IV
58.9%
B/E move
17.2%
Puts
Pseudo strike
5.30
IV
67.0%
B/E move
14.4%

30Δ

Calls
Pseudo strike
6.67
IV
58.1%
B/E move
15.2%
Puts
Pseudo strike
5.45
IV
66.5%
B/E move
12.7%

35Δ

Calls
Pseudo strike
6.52
IV
57.3%
B/E move
13.2%
Puts
Pseudo strike
5.61
IV
66.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
6.36
IV
56.4%
B/E move
11.3%
Puts
Pseudo strike
5.77
IV
65.6%
B/E move
9.3%

45Δ

Calls
Pseudo strike
6.21
IV
55.6%
B/E move
9.3%
Puts
Pseudo strike
5.92
IV
65.1%
B/E move
7.6%

50Δ

Calls
Pseudo strike
6.05
IV
54.8%
B/E move
7.4%
Puts
Pseudo strike
6.10
IV
66.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
5.85
IV
57.6%
B/E move
6.3%
Puts
Pseudo strike
6.31
IV
70.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
5.62
IV
62.2%
B/E move
5.6%
Puts
Pseudo strike
6.52
IV
74.4%
B/E move
5.0%

65Δ

Calls
Pseudo strike
5.38
IV
66.8%
B/E move
4.9%
Puts
Pseudo strike
6.73
IV
78.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
5.15
IV
71.5%
B/E move
4.2%
Puts
Pseudo strike
6.94
IV
82.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
4.92
IV
76.1%
B/E move
3.6%
Puts
Pseudo strike
7.43
IV
92.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
4.69
IV
80.7%
B/E move
2.9%
Puts
Pseudo strike
8.05
IV
106.6%
B/E move
2.5%

Options history

No recorded observations