IntraAlpha
Create free account Start free

NovaGold Resources Inc NG

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-22T12:26:10.346Z

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 · 2026-10-22T12:25:38.244552073Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T12:26:09.071032+00:00

Share price$6.25
1D
Price history unavailable.

NovaGold Resources Inc options

Live interpolated NG call and put midpoint premiums by absolute delta.NovaGold Resources Inc$0.10$0.48$0.86$1.24$1.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENG PRICE$0.18$0.21$0.23$0.28$0.37$0.46$0.54$0.63$0.72$0.88$1.09$1.30$1.51$0.14$0.17$0.20$0.22
PutsCheap0.73×
CallsExpensive1.27×
SkewBullish-33.24 pp
Implied move——
TiltBullish84.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.65123.7%57.4%5.3269.7%17.2%
25Δ8.64104.1%41.6%5.5463.2%14.0%
30Δ7.6384.5%25.8%5.7756.6%10.8%
35Δ6.9373.5%15.5%6.0050.0%7.7%
40Δ6.7676.3%14.1%
45Δ6.5979.1%12.7%
50Δ6.4181.8%11.3%
55Δ6.2484.6%9.9%
60Δ6.0687.4%8.5%
65Δ5.8393.0%7.4%
70Δ5.56100.2%6.4%
75Δ5.29107.5%5.5%
80Δ5.02114.7%4.5%

20Δ

Calls
Pseudo strike
9.65
IV
123.7%
B/E move
57.4%
Puts
Pseudo strike
5.32
IV
69.7%
B/E move
17.2%

25Δ

Calls
Pseudo strike
8.64
IV
104.1%
B/E move
41.6%
Puts
Pseudo strike
5.54
IV
63.2%
B/E move
14.0%

30Δ

Calls
Pseudo strike
7.63
IV
84.5%
B/E move
25.8%
Puts
Pseudo strike
5.77
IV
56.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
6.93
IV
73.5%
B/E move
15.5%
Puts
Pseudo strike
6.00
IV
50.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
6.76
IV
76.3%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.59
IV
79.1%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.41
IV
81.8%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.24
IV
84.6%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.06
IV
87.4%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.83
IV
93.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.56
IV
100.2%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.29
IV
107.5%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.02
IV
114.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations