IntraAlpha
Create free account Start free

Nano Nuclear Energy Inc. Common Stock NNE

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-16T00:19:12.494Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:58.67975966Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:11.506129+00:00

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

Share price$13.57
1D+7.5%
AH$11.94$12.39$12.85$13.30$13.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNE
Sold putSold callAH

Nano Nuclear Energy Inc. Common Stock options

Live interpolated NNE call and put midpoint premiums by absolute delta.Nano Nuclear Energy Inc. Common Stock$0.14$1.76$3.38$4.99$6.61$9.17$11.69$14.21$16.73$19.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NNE spot · $13.57NNE PRICE$0.32$0.41$0.52$0.65$0.78$0.91$1.05$1.24$1.43$1.67$1.96$2.27$2.67$0.42$0.55$0.70$0.85$1.03$1.25$1.47$1.76$2.04$2.39$2.77$4.66$6.14
PutsFair0.99×
CallsFair0.99×
SkewBearish+6.37 pp
Implied moveBearish±$2.52
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.0674.6%28.1%11.3978.0%19.2%
25Δ16.3172.1%23.2%11.9176.6%16.3%
30Δ15.7371.5%19.8%12.3675.1%14.1%
35Δ15.2772.3%17.3%12.7973.7%12.0%
40Δ14.8272.3%15.0%13.2073.3%10.4%
45Δ14.3971.1%12.7%13.6073.8%9.0%
50Δ13.9670.0%10.6%14.0074.3%7.7%
55Δ13.5870.7%9.2%14.4374.4%6.6%
60Δ13.1971.4%7.8%14.8674.5%5.5%
65Δ12.7972.9%6.5%15.3574.7%4.5%
70Δ12.3575.1%5.5%15.8674.9%3.5%
75Δ11.9077.3%4.5%17.75100.8%3.6%
80Δ11.3779.0%3.5%19.34108.9%2.7%

20Δ

Calls
Pseudo strike
17.06
IV
74.6%
B/E move
28.1%
Puts
Pseudo strike
11.39
IV
78.0%
B/E move
19.2%

25Δ

Calls
Pseudo strike
16.31
IV
72.1%
B/E move
23.2%
Puts
Pseudo strike
11.91
IV
76.6%
B/E move
16.3%

30Δ

Calls
Pseudo strike
15.73
IV
71.5%
B/E move
19.8%
Puts
Pseudo strike
12.36
IV
75.1%
B/E move
14.1%

35Δ

Calls
Pseudo strike
15.27
IV
72.3%
B/E move
17.3%
Puts
Pseudo strike
12.79
IV
73.7%
B/E move
12.0%

40Δ

Calls
Pseudo strike
14.82
IV
72.3%
B/E move
15.0%
Puts
Pseudo strike
13.20
IV
73.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
14.39
IV
71.1%
B/E move
12.7%
Puts
Pseudo strike
13.60
IV
73.8%
B/E move
9.0%

50Δ

Calls
Pseudo strike
13.96
IV
70.0%
B/E move
10.6%
Puts
Pseudo strike
14.00
IV
74.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
13.58
IV
70.7%
B/E move
9.2%
Puts
Pseudo strike
14.43
IV
74.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
13.19
IV
71.4%
B/E move
7.8%
Puts
Pseudo strike
14.86
IV
74.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
12.79
IV
72.9%
B/E move
6.5%
Puts
Pseudo strike
15.35
IV
74.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
12.35
IV
75.1%
B/E move
5.5%
Puts
Pseudo strike
15.86
IV
74.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.90
IV
77.3%
B/E move
4.5%
Puts
Pseudo strike
17.75
IV
100.8%
B/E move
3.6%

80Δ

Calls
Pseudo strike
11.37
IV
79.0%
B/E move
3.5%
Puts
Pseudo strike
19.34
IV
108.9%
B/E move
2.7%

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.