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North American Construction Group Ltd. NOA

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Market datapartial · fetched 2026-10-22T23:57:48.477Z

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 · 2026-10-22T23:00:00.004022884Z

FundamentalsAlpha Vantage · unavailable

Share price$11.19
1D-1.7%
AH$11.09$11.19$11.29$11.38$11.485:30 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.$0.24$2.07$3.90$5.73$7.56$6.17$8.80$11.43$14.07$16.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOA spot · $11.19NOA PRICE$0.50$0.55$0.61$0.68$0.75$1.06$1.37$1.67$1.98$2.28$2.75$3.60$4.45$0.44$0.48$0.88$1.55$2.22$2.89$3.56$4.23$4.90$5.57$6.24$7.04$5.58
PutsExpensive3.10×
CallsExpensive4.28×
SkewBullish-15.54 pp
Implied moveBearish±$4.93
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.42177.4%78.0%8.77118.9%25.5%
25Δ16.58145.8%53.0%9.6394.5%18.2%
30Δ15.21129.6%41.4%10.4589.4%14.5%
35Δ13.85113.3%29.8%11.2398.7%13.5%
40Δ12.4997.4%18.4%12.02108.0%12.5%
45Δ12.06107.4%17.2%12.81117.2%11.4%
50Δ11.62117.5%16.1%13.59126.5%10.4%
55Δ11.18127.5%14.9%14.38135.8%9.4%
60Δ10.75137.6%13.7%15.16145.0%8.3%
65Δ10.31147.6%12.5%15.95154.3%7.3%
70Δ9.70161.6%11.2%16.73163.5%6.3%
75Δ8.66185.3%9.6%17.64174.2%5.3%
80Δ7.62209.0%7.9%16.43129.1%3.0%

20Δ

Calls
Pseudo strike
19.42
IV
177.4%
B/E move
78.0%
Puts
Pseudo strike
8.77
IV
118.9%
B/E move
25.5%

25Δ

Calls
Pseudo strike
16.58
IV
145.8%
B/E move
53.0%
Puts
Pseudo strike
9.63
IV
94.5%
B/E move
18.2%

30Δ

Calls
Pseudo strike
15.21
IV
129.6%
B/E move
41.4%
Puts
Pseudo strike
10.45
IV
89.4%
B/E move
14.5%

35Δ

Calls
Pseudo strike
13.85
IV
113.3%
B/E move
29.8%
Puts
Pseudo strike
11.23
IV
98.7%
B/E move
13.5%

40Δ

Calls
Pseudo strike
12.49
IV
97.4%
B/E move
18.4%
Puts
Pseudo strike
12.02
IV
108.0%
B/E move
12.5%

45Δ

Calls
Pseudo strike
12.06
IV
107.4%
B/E move
17.2%
Puts
Pseudo strike
12.81
IV
117.2%
B/E move
11.4%

50Δ

Calls
Pseudo strike
11.62
IV
117.5%
B/E move
16.1%
Puts
Pseudo strike
13.59
IV
126.5%
B/E move
10.4%

55Δ

Calls
Pseudo strike
11.18
IV
127.5%
B/E move
14.9%
Puts
Pseudo strike
14.38
IV
135.8%
B/E move
9.4%

60Δ

Calls
Pseudo strike
10.75
IV
137.6%
B/E move
13.7%
Puts
Pseudo strike
15.16
IV
145.0%
B/E move
8.3%

65Δ

Calls
Pseudo strike
10.31
IV
147.6%
B/E move
12.5%
Puts
Pseudo strike
15.95
IV
154.3%
B/E move
7.3%

70Δ

Calls
Pseudo strike
9.70
IV
161.6%
B/E move
11.2%
Puts
Pseudo strike
16.73
IV
163.5%
B/E move
6.3%

75Δ

Calls
Pseudo strike
8.66
IV
185.3%
B/E move
9.6%
Puts
Pseudo strike
17.64
IV
174.2%
B/E move
5.3%

80Δ

Calls
Pseudo strike
7.62
IV
209.0%
B/E move
7.9%
Puts
Pseudo strike
16.43
IV
129.1%
B/E move
3.0%

Options history

No recorded observations