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NovaGold Resources Inc. NG

i

Market datapartial · fetched 2026-11-11T13:49:14.694Z

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 · 2026-11-11T13:39:09.474146512Z

FundamentalsAlpha Vantage · unavailable

Share price$6.32
1D+0.0%
$6.32$6.32$6.32$6.32$6.335:30 AM6:30 AM9:00 AM1:00 PMNG
Sold putSold call

NovaGold Resources Inc. options

Live interpolated NG call and put midpoint premiums by absolute delta.NovaGold Resources Inc.$0.05$0.37$0.69$1.01$1.33$5.04$5.71$6.37$7.04$7.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NG spot · $6.32NG PRICE$0.09$0.11$0.15$0.19$0.22$0.26$0.30$0.33$0.37$0.40$0.44$0.11$0.14$0.17$0.23$0.30$0.37$0.44$0.52$0.59$0.66$0.74$0.85$1.24
PutsCheap0.87×
Calls——
Skew——
Implied moveBearish±$0.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1882.5%15.0%5.5098.4%14.8%
25Δ6.9679.7%11.9%5.7290.8%11.8%
30Δ6.8578.2%10.8%5.9383.1%8.8%
35Δ6.7576.7%9.8%6.0881.4%7.4%
40Δ6.6575.3%8.7%6.2082.3%6.7%
45Δ6.5473.8%7.7%6.3183.3%6.0%
50Δ6.4472.3%6.6%6.4384.2%5.3%
55Δ6.3470.8%5.5%6.5585.2%4.6%
60Δ6.2369.4%4.5%6.6686.1%3.9%
65Δ6.1367.9%3.4%6.7887.1%3.2%
70Δ6.0366.4%2.3%6.9088.0%2.5%
75Δ7.0590.6%1.9%
80Δ7.46105.4%1.5%

20Δ

Calls
Pseudo strike
7.18
IV
82.5%
B/E move
15.0%
Puts
Pseudo strike
5.50
IV
98.4%
B/E move
14.8%

25Δ

Calls
Pseudo strike
6.96
IV
79.7%
B/E move
11.9%
Puts
Pseudo strike
5.72
IV
90.8%
B/E move
11.8%

30Δ

Calls
Pseudo strike
6.85
IV
78.2%
B/E move
10.8%
Puts
Pseudo strike
5.93
IV
83.1%
B/E move
8.8%

35Δ

Calls
Pseudo strike
6.75
IV
76.7%
B/E move
9.8%
Puts
Pseudo strike
6.08
IV
81.4%
B/E move
7.4%

40Δ

Calls
Pseudo strike
6.65
IV
75.3%
B/E move
8.7%
Puts
Pseudo strike
6.20
IV
82.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
6.54
IV
73.8%
B/E move
7.7%
Puts
Pseudo strike
6.31
IV
83.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
6.44
IV
72.3%
B/E move
6.6%
Puts
Pseudo strike
6.43
IV
84.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
6.34
IV
70.8%
B/E move
5.5%
Puts
Pseudo strike
6.55
IV
85.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
6.23
IV
69.4%
B/E move
4.5%
Puts
Pseudo strike
6.66
IV
86.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
6.13
IV
67.9%
B/E move
3.4%
Puts
Pseudo strike
6.78
IV
87.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
6.03
IV
66.4%
B/E move
2.3%
Puts
Pseudo strike
6.90
IV
88.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.05
IV
90.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.46
IV
105.4%
B/E move
1.5%

Options history

IV · four-Friday blend62.90%
Daily EOD
NG62.3%63.5%64.6%2026-10-19: 63.74%2026-10-20: 62.50%2026-10-21: 64.42%2026-10-22: 64.13%2026-10-23: 62.84%2026-10-26: 63.51%2026-10-27: 63.35%2026-10-28: 63.25%2026-10-29: 62.59%2026-10-30: 62.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.74%
62.50%
64.42%
64.13%
62.84%
63.51%
63.35%
63.25%
62.59%
62.90%