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Nano Nuclear Energy Inc. NNE

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Market datapartial · fetched 2026-10-31T09:35:35.499Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-10-30T23:54:12.589608302Z

FundamentalsAlpha Vantage · unavailable

Research2026-08-31 · 49 entries · 16 trades · 1 option records · 579 price bars

Share price$11.64
1D+0.4%
AH$11.11$11.26$11.41$11.56$11.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNE
Sold putSold callAH

Nano Nuclear Energy Inc. options

Live interpolated NNE call and put midpoint premiums by absolute delta.Nano Nuclear Energy Inc.$0.00$2.84$5.68$8.51$11.35$8.49$9.80$11.11$12.42$13.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNE spot · $11.64NNE PRICE$0.14$0.20$0.25$0.30$0.34$0.42$0.52$0.62$0.68$0.73$0.78$1.10$2.97$0.16$0.20$0.25$0.31$0.37$0.45$0.59$0.72$2.07$4.34$7.01$10.52$4.61
PutsExpensive1.95×
CallsExpensive1.22×
SkewBearish+68.59 pp
Implied moveBearish±$1.11
TiltBearish55.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.8683.5%11.7%10.5993.3%10.4%
25Δ12.6888.7%10.6%10.8686.7%8.5%
30Δ12.5093.8%9.5%11.0782.6%7.0%
35Δ12.2789.4%8.0%11.2481.4%6.1%
40Δ12.0584.9%6.5%11.4080.2%5.2%
45Δ11.8887.2%5.7%11.5781.8%4.5%
50Δ11.7191.4%5.1%11.7587.8%4.1%
55Δ11.5595.7%4.6%11.9293.8%3.7%
60Δ11.4092.4%3.8%13.19163.1%4.5%
65Δ11.2685.8%3.1%15.25279.4%6.2%
70Δ11.1279.3%2.3%17.76397.0%7.6%
75Δ10.7798.8%2.0%21.37463.4%6.8%
80Δ9.21263.4%4.7%15.91235.3%2.9%

20Δ

Calls
Pseudo strike
12.86
IV
83.5%
B/E move
11.7%
Puts
Pseudo strike
10.59
IV
93.3%
B/E move
10.4%

25Δ

Calls
Pseudo strike
12.68
IV
88.7%
B/E move
10.6%
Puts
Pseudo strike
10.86
IV
86.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
12.50
IV
93.8%
B/E move
9.5%
Puts
Pseudo strike
11.07
IV
82.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
12.27
IV
89.4%
B/E move
8.0%
Puts
Pseudo strike
11.24
IV
81.4%
B/E move
6.1%

40Δ

Calls
Pseudo strike
12.05
IV
84.9%
B/E move
6.5%
Puts
Pseudo strike
11.40
IV
80.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
11.88
IV
87.2%
B/E move
5.7%
Puts
Pseudo strike
11.57
IV
81.8%
B/E move
4.5%

50Δ

Calls
Pseudo strike
11.71
IV
91.4%
B/E move
5.1%
Puts
Pseudo strike
11.75
IV
87.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
11.55
IV
95.7%
B/E move
4.6%
Puts
Pseudo strike
11.92
IV
93.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
11.40
IV
92.4%
B/E move
3.8%
Puts
Pseudo strike
13.19
IV
163.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
11.26
IV
85.8%
B/E move
3.1%
Puts
Pseudo strike
15.25
IV
279.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
11.12
IV
79.3%
B/E move
2.3%
Puts
Pseudo strike
17.76
IV
397.0%
B/E move
7.6%

75Δ

Calls
Pseudo strike
10.77
IV
98.8%
B/E move
2.0%
Puts
Pseudo strike
21.37
IV
463.4%
B/E move
6.8%

80Δ

Calls
Pseudo strike
9.21
IV
263.4%
B/E move
4.7%
Puts
Pseudo strike
15.91
IV
235.3%
B/E move
2.9%

Options history

IV · four-Friday blend73.88%
Daily close
NNE60.7%89.7%118.7%2026-08-03: 109.47%2026-08-04: 114.66%2026-08-05: 111.10%2026-08-06: 108.61%2026-08-07: 97.47%2026-08-10: 102.58%2026-08-11: 104.61%2026-08-12: 105.06%2026-08-13: 90.87%2026-08-14: 87.00%2026-08-17: 89.25%2026-08-18: 89.54%2026-08-19: 87.80%2026-08-20: 92.99%2026-08-21: 87.81%2026-08-24: 89.93%2026-08-25: 89.90%2026-08-26: 89.45%2026-08-27: 89.41%2026-08-28: 79.55%2026-08-31: 81.08%2026-09-01: 81.70%2026-09-02: 75.95%2026-09-03: 76.78%2026-09-04: 69.96%2026-09-08: 87.20%2026-09-09: 82.64%2026-09-10: 87.09%2026-09-11: 77.04%2026-09-14: 82.66%2026-09-15: 82.54%2026-09-16: 81.63%2026-09-17: 79.57%2026-09-18: 74.77%2026-09-21: 83.64%2026-09-22: 82.36%2026-09-23: 78.33%2026-09-24: 76.56%2026-09-25: 71.49%2026-09-28: 76.52%2026-09-29: 73.35%2026-09-30: 75.28%2026-10-01: 75.54%2026-10-02: 67.33%2026-10-05: 71.65%2026-10-06: 71.79%2026-10-07: 70.20%2026-10-08: 74.43%2026-10-09: 64.70%2026-10-12: 72.19%2026-10-13: 71.83%2026-10-14: 77.17%2026-10-15: 77.31%2026-10-16: 73.61%2026-10-19: 79.72%2026-10-20: 77.27%2026-10-21: 75.59%2026-10-22: 77.91%2026-10-23: 73.88%Aug 3Sep 14Oct 23
59 observations2026-08-03 — 2026-10-23
Table
DateIV (%)
109.47%
114.66%
111.10%
108.61%
97.47%
102.58%
104.61%
105.06%
90.87%
87.00%
89.25%
89.54%
87.80%
92.99%
87.81%
89.93%
89.90%
89.45%
89.41%
79.55%
81.08%
81.70%
75.95%
76.78%
69.96%
87.20%
82.64%
87.09%
77.04%
82.66%
82.54%
81.63%
79.57%
74.77%
83.64%
82.36%
78.33%
76.56%
71.49%
76.52%
73.35%
75.28%
75.54%
67.33%
71.65%
71.79%
70.20%
74.43%
64.70%
72.19%
71.83%
77.17%
77.31%
73.61%
79.72%
77.27%
75.59%
77.91%
73.88%

Company coverage

Moat

Narrow

Pre-commercialization company with patented microreactor designs (KRONOS MMR, ZEUS, LOKI MMR) but no economic moat currently. Faces competition from established nuclear companies (GE, Westinghouse, Rolls-Royce) and funded startups (X-energy, Commonw…

Physical assets

Minimal

No productive physical assets. Holds IP, lab facilities, and is pursuing construction permits. Microreactors would represent productive assets upon commercialization, but today they remain theoretical.

Software / hardware

Software15%
Hardware85%

Growth. KRONOS/ZEUS/LOKI microreactor designs target DOE approval and NRC licensing by 2027, positioning NNE for remote power, defense, and data center deployments. Primary assets. KRONOS, ZEUS, LOKI microreactor designs and patents, NRC licensing a…

Latest entries
  1. manual · sw-hw

    Growth. KRONOS/ZEUS/LOKI microreactor designs target DOE approval and NRC licensing by 2027, positioning NNE for remote power, defense, and data center deployments. Primary assets. KRONOS, ZEUS, LOKI microreactor designs and pate…

  2. manual · physical-assets

    No productive physical assets. Holds IP, lab facilities, and is pursuing construction permits. Microreactors would represent productive assets upon commercialization, but today they remain theoretical.

  3. manual · moat

    Pre-commercialization company with patented microreactor designs (KRONOS MMR, ZEUS, LOKI MMR) but no economic moat currently. Faces competition from established nuclear companies (GE, Westinghouse, Rolls-Royce) and funded startup…

Recent records
Action Type Relative size
SELL Equity +51%
BUY Equity +2%
BUY Equity +5%
BUY Equity +1%
BUY Equity +1%
BUY Equity +0%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +1%
BUY Equity +13%
BUY Equity +1%
BUY Equity +3%
BUY Equity +21%
BUY CALL option +100%

Notes

Full portfolio moat / asset analysis

Pre-commercialization company with patented microreactor designs (KRONOS MMR, ZEUS, LOKI MMR) but no economic moat currently. Faces competition from established nuclear companies (GE, Westinghouse, Rolls-Royce) and funded startups (X-energy, Commonwealth Fusion). Requires DOE stamp of approval (expected early 2026) and NRC licensing (2026-2027). No sales or…

Full portfolio moat / asset analysis

No productive physical assets. Holds IP, lab facilities, and is pursuing construction permits. Microreactors would represent productive assets upon commercialization, but today they remain theoretical.