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NextDecade Corporation Common Stock NEXT

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Market datapartial · fetched 2026-10-23T18:37:31.395Z

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 · 2026-10-23T18:37:27.098955727Z

FundamentalsAlpha Vantage · unavailable

Share price$6.29
1D+5.3%
$5.92$6.03$6.14$6.25$6.375:30 AM6:30 AM9:00 AM1:00 PMNEXT
Sold putSold call

NextDecade Corporation Common Stock options

Live interpolated NEXT call and put midpoint premiums by absolute delta.NextDecade Corporation Common Stock$0.07$0.79$1.50$2.21$2.93$4.69$5.49$6.29$7.09$7.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXT spot · $6.29NEXT PRICE$0.15$0.16$0.18$0.24$0.30$0.35$0.41$0.46$0.52$0.57$0.72$0.86$1.01$0.16$0.20$0.24$0.27$0.36$0.44$0.53$0.62$0.70$0.79$0.87$1.78$2.72
PutsCheap0.94×
CallsCheap0.88×
SkewBearish+4.60 pp
Implied moveBearish±$0.94
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.12104.7%47.3%5.3374.9%17.8%
25Δ7.9680.1%29.2%5.5570.2%14.9%
30Δ6.9859.6%13.9%5.7765.4%12.0%
35Δ6.8459.6%12.5%5.9960.7%9.0%
40Δ6.7059.6%11.2%6.1460.7%8.1%
45Δ6.5659.6%9.9%6.2860.8%7.2%
50Δ6.4259.6%8.5%6.4260.9%6.3%
55Δ6.2859.5%7.2%6.5761.0%5.4%
60Δ6.1459.5%5.9%6.7161.1%4.5%
65Δ6.0059.5%4.6%6.8561.2%3.5%
70Δ5.8160.5%3.9%7.0061.2%2.6%
75Δ5.6361.5%3.2%7.9189.3%2.6%
80Δ5.4462.5%2.5%8.85118.1%2.6%

20Δ

Calls
Pseudo strike
9.12
IV
104.7%
B/E move
47.3%
Puts
Pseudo strike
5.33
IV
74.9%
B/E move
17.8%

25Δ

Calls
Pseudo strike
7.96
IV
80.1%
B/E move
29.2%
Puts
Pseudo strike
5.55
IV
70.2%
B/E move
14.9%

30Δ

Calls
Pseudo strike
6.98
IV
59.6%
B/E move
13.9%
Puts
Pseudo strike
5.77
IV
65.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
6.84
IV
59.6%
B/E move
12.5%
Puts
Pseudo strike
5.99
IV
60.7%
B/E move
9.0%

40Δ

Calls
Pseudo strike
6.70
IV
59.6%
B/E move
11.2%
Puts
Pseudo strike
6.14
IV
60.7%
B/E move
8.1%

45Δ

Calls
Pseudo strike
6.56
IV
59.6%
B/E move
9.9%
Puts
Pseudo strike
6.28
IV
60.8%
B/E move
7.2%

50Δ

Calls
Pseudo strike
6.42
IV
59.6%
B/E move
8.5%
Puts
Pseudo strike
6.42
IV
60.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
6.28
IV
59.5%
B/E move
7.2%
Puts
Pseudo strike
6.57
IV
61.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
6.14
IV
59.5%
B/E move
5.9%
Puts
Pseudo strike
6.71
IV
61.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
6.00
IV
59.5%
B/E move
4.6%
Puts
Pseudo strike
6.85
IV
61.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
5.81
IV
60.5%
B/E move
3.9%
Puts
Pseudo strike
7.00
IV
61.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
5.63
IV
61.5%
B/E move
3.2%
Puts
Pseudo strike
7.91
IV
89.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
5.44
IV
62.5%
B/E move
2.5%
Puts
Pseudo strike
8.85
IV
118.1%
B/E move
2.6%

Options history

No recorded observations