Share price$1.61
1D
Price history unavailable.
New Found Gold Corp NFGC
i
Market datapartial · fetched 2026-10-22T11:47:57.774Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T11:41:36.642503118Z
FundamentalsAlpha Vantage · unavailable
New Found Gold Corp options
PutsExpensive4.16×
CallsExpensive2.84×
SkewBearish+153.33 pp
Implied moveBearish±$2.53
TiltBearish79.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.33 | 461.7% | 56.9% | |||
| 25Δ | 3.11 | 207.9% | 101.1% | 1.67 | 451.7% | 52.4% |
| 30Δ | 4.22 | 300.7% | 175.1% | 2.02 | 441.8% | 48.0% |
| 35Δ | 5.33 | 393.4% | 249.2% | 2.37 | 431.9% | 43.5% |
| 40Δ | 6.44 | 486.1% | 323.2% | 2.71 | 421.9% | 39.1% |
| 45Δ | 6.94 | 537.4% | 358.1% | 3.06 | 412.0% | 34.6% |
| 50Δ | 1.92 | 191.8% | 35.2% | 3.40 | 402.1% | 30.2% |
| 55Δ | 1.78 | 164.1% | 26.5% | 3.75 | 392.1% | 25.7% |
| 60Δ | 1.64 | 136.3% | 17.7% | 4.09 | 382.2% | 21.3% |
| 65Δ | 1.50 | 108.6% | 9.0% | 4.44 | 372.3% | 16.8% |
| 70Δ | 1.38 | 133.2% | 8.3% | 4.79 | 362.3% | 12.4% |
| 75Δ | 1.26 | 157.9% | 7.6% | 7.30 | 415.1% | 9.3% |
| 80Δ | 1.15 | 182.5% | 6.8% | 5.54 | 296.1% | 6.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.33
- IV
- 461.7%
- B/E move
- 56.9%
25Δ
- Pseudo strike
- 3.11
- IV
- 207.9%
- B/E move
- 101.1%
- Pseudo strike
- 1.67
- IV
- 451.7%
- B/E move
- 52.4%
30Δ
- Pseudo strike
- 4.22
- IV
- 300.7%
- B/E move
- 175.1%
- Pseudo strike
- 2.02
- IV
- 441.8%
- B/E move
- 48.0%
35Δ
- Pseudo strike
- 5.33
- IV
- 393.4%
- B/E move
- 249.2%
- Pseudo strike
- 2.37
- IV
- 431.9%
- B/E move
- 43.5%
40Δ
- Pseudo strike
- 6.44
- IV
- 486.1%
- B/E move
- 323.2%
- Pseudo strike
- 2.71
- IV
- 421.9%
- B/E move
- 39.1%
45Δ
- Pseudo strike
- 6.94
- IV
- 537.4%
- B/E move
- 358.1%
- Pseudo strike
- 3.06
- IV
- 412.0%
- B/E move
- 34.6%
50Δ
- Pseudo strike
- 1.92
- IV
- 191.8%
- B/E move
- 35.2%
- Pseudo strike
- 3.40
- IV
- 402.1%
- B/E move
- 30.2%
55Δ
- Pseudo strike
- 1.78
- IV
- 164.1%
- B/E move
- 26.5%
- Pseudo strike
- 3.75
- IV
- 392.1%
- B/E move
- 25.7%
60Δ
- Pseudo strike
- 1.64
- IV
- 136.3%
- B/E move
- 17.7%
- Pseudo strike
- 4.09
- IV
- 382.2%
- B/E move
- 21.3%
65Δ
- Pseudo strike
- 1.50
- IV
- 108.6%
- B/E move
- 9.0%
- Pseudo strike
- 4.44
- IV
- 372.3%
- B/E move
- 16.8%
70Δ
- Pseudo strike
- 1.38
- IV
- 133.2%
- B/E move
- 8.3%
- Pseudo strike
- 4.79
- IV
- 362.3%
- B/E move
- 12.4%
75Δ
- Pseudo strike
- 1.26
- IV
- 157.9%
- B/E move
- 7.6%
- Pseudo strike
- 7.30
- IV
- 415.1%
- B/E move
- 9.3%
80Δ
- Pseudo strike
- 1.15
- IV
- 182.5%
- B/E move
- 6.8%
- Pseudo strike
- 5.54
- IV
- 296.1%
- B/E move
- 6.3%
Options history
No recorded observations