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NextDecade Corporation Common Stock NEXT

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Market datapartial · fetched 2026-11-14T03:09:31.692Z

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 · 2026-11-13T22:28:00.802985699Z

FundamentalsAlpha Vantage · unavailable

Share price$6.47
1D-1.1%
AH$6.36$6.42$6.48$6.53$6.595:30 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$0.06$0.19$0.33$0.46$0.59$5.58$6.02$6.47$6.92$7.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NEXT spot · $6.47NEXT PRICE$0.08$0.10$0.14$0.19$0.24$0.28$0.33$0.37$0.42$0.46$0.51$0.56$0.08$0.11$0.14$0.18$0.21$0.25$0.28$0.32$0.36$0.39$0.43$0.46$0.50
PutsCheap0.78×
Calls——
Skew——
Implied moveBullish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.3692.3%15.0%5.9772.8%8.8%
25Δ7.0178.6%10.0%6.0768.6%7.9%
30Δ6.9178.2%9.0%6.1466.9%7.3%
35Δ6.8178.4%8.2%6.2265.2%6.7%
40Δ6.7278.6%7.4%6.2963.5%6.0%
45Δ6.6278.8%6.6%6.3761.8%5.4%
50Δ6.5279.0%5.9%6.4460.1%4.8%
55Δ6.4379.1%5.1%6.5258.4%4.2%
60Δ6.3379.3%4.3%6.5956.7%3.6%
65Δ6.2379.5%3.5%6.6655.0%3.0%
70Δ6.1479.7%2.7%6.7453.3%2.4%
75Δ6.0479.9%2.0%6.8151.6%1.8%
80Δ6.8949.9%1.2%

20Δ

Calls
Pseudo strike
7.36
IV
92.3%
B/E move
15.0%
Puts
Pseudo strike
5.97
IV
72.8%
B/E move
8.8%

25Δ

Calls
Pseudo strike
7.01
IV
78.6%
B/E move
10.0%
Puts
Pseudo strike
6.07
IV
68.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
6.91
IV
78.2%
B/E move
9.0%
Puts
Pseudo strike
6.14
IV
66.9%
B/E move
7.3%

35Δ

Calls
Pseudo strike
6.81
IV
78.4%
B/E move
8.2%
Puts
Pseudo strike
6.22
IV
65.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
6.72
IV
78.6%
B/E move
7.4%
Puts
Pseudo strike
6.29
IV
63.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
6.62
IV
78.8%
B/E move
6.6%
Puts
Pseudo strike
6.37
IV
61.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
6.52
IV
79.0%
B/E move
5.9%
Puts
Pseudo strike
6.44
IV
60.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
6.43
IV
79.1%
B/E move
5.1%
Puts
Pseudo strike
6.52
IV
58.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
6.33
IV
79.3%
B/E move
4.3%
Puts
Pseudo strike
6.59
IV
56.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
6.23
IV
79.5%
B/E move
3.5%
Puts
Pseudo strike
6.66
IV
55.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
6.14
IV
79.7%
B/E move
2.7%
Puts
Pseudo strike
6.74
IV
53.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
6.04
IV
79.9%
B/E move
2.0%
Puts
Pseudo strike
6.81
IV
51.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.89
IV
49.9%
B/E move
1.2%

Options history

IV · four-Friday blend59.29%
Daily EOD
NEXT53.3%56.5%59.7%2026-10-19: 57.55%2026-10-20: 58.28%2026-10-21: 56.85%2026-10-22: 58.65%2026-10-23: 58.69%2026-10-26: 58.78%2026-10-27: 58.85%2026-10-28: 58.78%2026-10-29: 53.76%2026-10-30: 59.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.55%
58.28%
56.85%
58.65%
58.69%
58.78%
58.85%
58.78%
53.76%
59.29%