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Nextdecade Corp NEXT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-22T21:29:01.419Z

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 · 2026-10-22T21:23:30.393066247Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:29:00.978162+00:00

Share price$5.88
1D-2.4%
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 Corp options

Live interpolated NEXT call and put midpoint premiums by absolute delta.Nextdecade Corp$0.06$0.49$0.91$1.33$1.76$4.30$5.08$5.86$6.64$7.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEXT spot · $5.88NEXT PRICE$0.11$0.15$0.19$0.23$0.27$0.31$0.38$0.58$0.78$0.98$1.18$1.38$1.59$0.14$0.19$0.24$0.29$0.34$0.39$0.44$0.58$0.74$0.89$1.05$1.20$1.63
PutsCheap0.85×
CallsFair0.98×
SkewBullish-7.84 pp
Implied moveBearish±$0.82
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9762.6%20.3%5.1164.6%15.4%
25Δ6.8062.2%18.2%5.2663.8%13.8%
30Δ6.6461.7%16.1%5.4063.0%12.2%
35Δ6.4761.2%14.0%5.5562.2%10.6%
40Δ6.3160.7%11.9%5.6961.4%9.0%
45Δ6.1460.3%9.8%5.8460.6%7.4%
50Δ5.9760.9%7.9%5.9859.8%5.8%
55Δ5.7268.5%7.2%6.1762.0%5.0%
60Δ5.4876.1%6.4%6.3664.6%4.4%
65Δ5.2383.7%5.7%6.5567.3%3.7%
70Δ4.9991.4%5.0%6.7570.0%3.1%
75Δ4.7599.0%4.3%6.9472.7%2.4%
80Δ4.50106.6%3.5%7.4081.1%1.9%

20Δ

Calls
Pseudo strike
6.97
IV
62.6%
B/E move
20.3%
Puts
Pseudo strike
5.11
IV
64.6%
B/E move
15.4%

25Δ

Calls
Pseudo strike
6.80
IV
62.2%
B/E move
18.2%
Puts
Pseudo strike
5.26
IV
63.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
6.64
IV
61.7%
B/E move
16.1%
Puts
Pseudo strike
5.40
IV
63.0%
B/E move
12.2%

35Δ

Calls
Pseudo strike
6.47
IV
61.2%
B/E move
14.0%
Puts
Pseudo strike
5.55
IV
62.2%
B/E move
10.6%

40Δ

Calls
Pseudo strike
6.31
IV
60.7%
B/E move
11.9%
Puts
Pseudo strike
5.69
IV
61.4%
B/E move
9.0%

45Δ

Calls
Pseudo strike
6.14
IV
60.3%
B/E move
9.8%
Puts
Pseudo strike
5.84
IV
60.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
5.97
IV
60.9%
B/E move
7.9%
Puts
Pseudo strike
5.98
IV
59.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
5.72
IV
68.5%
B/E move
7.2%
Puts
Pseudo strike
6.17
IV
62.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
5.48
IV
76.1%
B/E move
6.4%
Puts
Pseudo strike
6.36
IV
64.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
5.23
IV
83.7%
B/E move
5.7%
Puts
Pseudo strike
6.55
IV
67.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
4.99
IV
91.4%
B/E move
5.0%
Puts
Pseudo strike
6.75
IV
70.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
4.75
IV
99.0%
B/E move
4.3%
Puts
Pseudo strike
6.94
IV
72.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
4.50
IV
106.6%
B/E move
3.5%
Puts
Pseudo strike
7.40
IV
81.1%
B/E move
1.9%

Options history

No recorded observations