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North American Construction Group Ltd. NOA

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-13T01:05:40.021Z

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 · 2026-11-13T00:00:00.00368616Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:05:39.452800+00:00

Share price$9.34
1D+0.4%
AH$9.27$9.33$9.40$9.46$9.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOA
Sold putSold callAH

North American Construction Group Ltd. options

Live interpolated NOA call and put midpoint premiums by absolute delta.North American Construction Group Ltd.$0.61$0.95$1.28$1.61$1.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENOA PRICE$0.65$0.65$0.66$0.68$0.71$0.87$1.03$1.19$1.36$1.52$1.68$1.84
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ17.17420.8%90.8%
30Δ13.36314.6%50.0%
35Δ11.84257.8%33.9%
40Δ10.90215.9%24.0%
45Δ9.98176.0%14.5%
50Δ9.68173.9%12.9%
55Δ9.37171.7%11.4%
60Δ9.07169.6%9.9%
65Δ8.76167.5%8.3%
70Δ8.46165.3%6.8%
75Δ8.15163.2%5.3%
80Δ7.85161.1%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.17
IV
420.8%
B/E move
90.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.36
IV
314.6%
B/E move
50.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.84
IV
257.8%
B/E move
33.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.90
IV
215.9%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.98
IV
176.0%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.68
IV
173.9%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.37
IV
171.7%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.07
IV
169.6%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.76
IV
167.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.46
IV
165.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.15
IV
163.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.85
IV
161.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend81.18%
Daily EOD
NOA53.3%70.3%87.3%2026-10-19: 62.02%2026-10-20: 76.31%2026-10-21: 56.27%2026-10-26: 58.78%2026-10-27: 55.67%2026-10-28: 84.98%2026-10-29: 84.76%2026-10-30: 81.18%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.02%
76.31%
56.27%
58.78%
55.67%
84.98%
84.76%
81.18%