Share price$1.63
1D
Price history unavailable.
New Found Gold Corp NFGC
BASIC MATERIALS · GOLDi
Market dataready · fetched 2026-10-22T12:33:01.180Z
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 · 2026-10-22T12:16:53.09665332Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:33:00.165374+00:00
New Found Gold Corp options
PutsExpensive4.21×
CallsExpensive2.71×
SkewBearish+169.43 pp
Implied moveBearish±$2.62
TiltBearish76.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.36 | 465.2% | 57.1% | |||
| 25Δ | 3.10 | 202.8% | 97.3% | 1.72 | 455.6% | 52.6% |
| 30Δ | 4.23 | 297.1% | 171.8% | 2.08 | 446.1% | 48.0% |
| 35Δ | 5.37 | 391.4% | 246.3% | 2.44 | 436.5% | 43.5% |
| 40Δ | 6.50 | 485.7% | 320.8% | 2.79 | 427.0% | 39.0% |
| 45Δ | 6.37 | 493.4% | 314.9% | 3.15 | 417.4% | 34.4% |
| 50Δ | 1.93 | 187.9% | 34.0% | 3.51 | 407.8% | 29.9% |
| 55Δ | 1.81 | 162.2% | 26.3% | 3.87 | 398.3% | 25.4% |
| 60Δ | 1.68 | 136.5% | 18.6% | 4.22 | 388.7% | 20.9% |
| 65Δ | 1.56 | 110.9% | 11.0% | 4.58 | 379.2% | 16.3% |
| 70Δ | 1.44 | 110.5% | 7.0% | 4.94 | 369.6% | 11.8% |
| 75Δ | 1.32 | 132.6% | 6.2% | 5.49 | 307.7% | 7.7% |
| 80Δ | 1.20 | 154.8% | 5.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.36
- IV
- 465.2%
- B/E move
- 57.1%
25Δ
- Pseudo strike
- 3.10
- IV
- 202.8%
- B/E move
- 97.3%
- Pseudo strike
- 1.72
- IV
- 455.6%
- B/E move
- 52.6%
30Δ
- Pseudo strike
- 4.23
- IV
- 297.1%
- B/E move
- 171.8%
- Pseudo strike
- 2.08
- IV
- 446.1%
- B/E move
- 48.0%
35Δ
- Pseudo strike
- 5.37
- IV
- 391.4%
- B/E move
- 246.3%
- Pseudo strike
- 2.44
- IV
- 436.5%
- B/E move
- 43.5%
40Δ
- Pseudo strike
- 6.50
- IV
- 485.7%
- B/E move
- 320.8%
- Pseudo strike
- 2.79
- IV
- 427.0%
- B/E move
- 39.0%
45Δ
- Pseudo strike
- 6.37
- IV
- 493.4%
- B/E move
- 314.9%
- Pseudo strike
- 3.15
- IV
- 417.4%
- B/E move
- 34.4%
50Δ
- Pseudo strike
- 1.93
- IV
- 187.9%
- B/E move
- 34.0%
- Pseudo strike
- 3.51
- IV
- 407.8%
- B/E move
- 29.9%
55Δ
- Pseudo strike
- 1.81
- IV
- 162.2%
- B/E move
- 26.3%
- Pseudo strike
- 3.87
- IV
- 398.3%
- B/E move
- 25.4%
60Δ
- Pseudo strike
- 1.68
- IV
- 136.5%
- B/E move
- 18.6%
- Pseudo strike
- 4.22
- IV
- 388.7%
- B/E move
- 20.9%
65Δ
- Pseudo strike
- 1.56
- IV
- 110.9%
- B/E move
- 11.0%
- Pseudo strike
- 4.58
- IV
- 379.2%
- B/E move
- 16.3%
70Δ
- Pseudo strike
- 1.44
- IV
- 110.5%
- B/E move
- 7.0%
- Pseudo strike
- 4.94
- IV
- 369.6%
- B/E move
- 11.8%
75Δ
- Pseudo strike
- 1.32
- IV
- 132.6%
- B/E move
- 6.2%
- Pseudo strike
- 5.49
- IV
- 307.7%
- B/E move
- 7.7%
80Δ
- Pseudo strike
- 1.20
- IV
- 154.8%
- B/E move
- 5.5%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations