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New Found Gold Corp NFGC

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-11T13:53:14.988Z

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 · 2026-11-11T13:48:46.917213111Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:53:14.425996+00:00

Share price$1.76
1D+0.0%
$1.75$1.76$1.76$1.76$1.765:30 AM6:30 AM9:00 AM1:00 PMNFGC
Sold putSold call

New Found Gold Corp options

Live interpolated NFGC call and put midpoint premiums by absolute delta.New Found Gold Corp$0.02$0.61$1.20$1.78$2.37$1.33$1.55$1.78$2.00$2.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NFGC spot · $1.76NFGC PRICE$0.20$0.25$0.29$0.33$0.38$0.42$0.46$0.53$0.61$0.09$0.13$0.17$0.21$0.25$0.29$0.34$0.39$0.58$0.78$1.38$2.20
Puts——
Calls——
Skew——
Implied moveBalanced±$0.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.52170.9%18.4%
30Δ1.59174.8%16.9%
35Δ1.66178.8%15.3%
40Δ1.80181.2%14.1%1.73182.7%13.7%
45Δ1.76204.4%13.8%1.80186.7%12.2%
50Δ1.71227.6%13.5%1.87190.6%10.6%
55Δ1.66250.8%13.3%1.93194.6%9.0%
60Δ1.61274.0%13.0%2.01200.0%7.5%
65Δ1.56297.2%12.7%2.22232.7%6.9%
70Δ1.51320.4%12.4%2.43265.3%6.3%
75Δ1.41324.5%10.6%3.05313.5%5.5%
80Δ1.29320.7%8.2%3.88369.8%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
170.9%
B/E move
18.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
174.8%
B/E move
16.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
178.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
1.80
IV
181.2%
B/E move
14.1%
Puts
Pseudo strike
1.73
IV
182.7%
B/E move
13.7%

45Δ

Calls
Pseudo strike
1.76
IV
204.4%
B/E move
13.8%
Puts
Pseudo strike
1.80
IV
186.7%
B/E move
12.2%

50Δ

Calls
Pseudo strike
1.71
IV
227.6%
B/E move
13.5%
Puts
Pseudo strike
1.87
IV
190.6%
B/E move
10.6%

55Δ

Calls
Pseudo strike
1.66
IV
250.8%
B/E move
13.3%
Puts
Pseudo strike
1.93
IV
194.6%
B/E move
9.0%

60Δ

Calls
Pseudo strike
1.61
IV
274.0%
B/E move
13.0%
Puts
Pseudo strike
2.01
IV
200.0%
B/E move
7.5%

65Δ

Calls
Pseudo strike
1.56
IV
297.2%
B/E move
12.7%
Puts
Pseudo strike
2.22
IV
232.7%
B/E move
6.9%

70Δ

Calls
Pseudo strike
1.51
IV
320.4%
B/E move
12.4%
Puts
Pseudo strike
2.43
IV
265.3%
B/E move
6.3%

75Δ

Calls
Pseudo strike
1.41
IV
324.5%
B/E move
10.6%
Puts
Pseudo strike
3.05
IV
313.5%
B/E move
5.5%

80Δ

Calls
Pseudo strike
1.29
IV
320.7%
B/E move
8.2%
Puts
Pseudo strike
3.88
IV
369.8%
B/E move
4.6%

Options history

IV · four-Friday blend161.49%
Daily EOD
NFGC118.4%147.0%175.6%2026-10-19: 137.46%2026-10-20: 122.36%2026-10-21: 143.61%2026-10-22: 153.97%2026-10-23: 154.58%2026-10-26: 171.67%2026-10-27: 154.39%2026-10-28: 164.75%2026-10-29: 161.45%2026-10-30: 161.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
137.46%
122.36%
143.61%
153.97%
154.58%
171.67%
154.39%
164.75%
161.45%
161.49%