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North American Construction Group Ltd NOA

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-23T17:37:54.552Z

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 · 2026-10-23T17:13:36.357651419Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:37:53.159185+00:00

Share price$11.48
1D+3.1%
$11.11$11.22$11.34$11.46$11.575:30 AM6:30 AM9:00 AM1:00 PMNOA
Sold putSold call

North American Construction Group Ltd options

Live interpolated NOA call and put midpoint premiums by absolute delta.North American Construction Group Ltd$0.08$2.84$5.60$8.36$11.12$7.80$10.12$12.43$14.75$17.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOA spot · $11.48NOA PRICE$0.38$0.61$1.03$1.46$1.89$2.32$2.74$3.17$3.60$4.03$4.46$4.88$5.31$0.44$0.48$0.56$0.64$0.72$0.80$0.88$0.96$1.04$1.12$1.20$5.01$10.33
PutsExpensive2.14×
CallsExpensive4.25×
SkewBullish-59.70 pp
Implied moveBullish±$3.62
TiltBullish19.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.49124.7%46.9%9.11116.0%24.5%
25Δ14.63108.7%32.7%10.0389.6%16.9%
30Δ13.95116.0%30.5%10.2985.0%15.3%
35Δ13.27123.4%28.3%10.5680.4%13.6%
40Δ12.59130.7%26.1%10.8275.7%12.0%
45Δ11.91138.0%23.9%11.0971.1%10.4%
50Δ11.22145.3%21.7%11.3566.5%8.8%
55Δ10.54152.6%19.5%11.6161.8%7.2%
60Δ9.86160.0%17.3%11.8857.2%5.6%
65Δ9.18167.3%15.0%12.1452.6%4.0%
70Δ8.50174.6%12.8%12.4148.0%2.3%
75Δ7.82181.9%10.6%16.01134.8%4.2%
80Δ7.13189.3%8.4%21.33197.7%4.2%

20Δ

Calls
Pseudo strike
16.49
IV
124.7%
B/E move
46.9%
Puts
Pseudo strike
9.11
IV
116.0%
B/E move
24.5%

25Δ

Calls
Pseudo strike
14.63
IV
108.7%
B/E move
32.7%
Puts
Pseudo strike
10.03
IV
89.6%
B/E move
16.9%

30Δ

Calls
Pseudo strike
13.95
IV
116.0%
B/E move
30.5%
Puts
Pseudo strike
10.29
IV
85.0%
B/E move
15.3%

35Δ

Calls
Pseudo strike
13.27
IV
123.4%
B/E move
28.3%
Puts
Pseudo strike
10.56
IV
80.4%
B/E move
13.6%

40Δ

Calls
Pseudo strike
12.59
IV
130.7%
B/E move
26.1%
Puts
Pseudo strike
10.82
IV
75.7%
B/E move
12.0%

45Δ

Calls
Pseudo strike
11.91
IV
138.0%
B/E move
23.9%
Puts
Pseudo strike
11.09
IV
71.1%
B/E move
10.4%

50Δ

Calls
Pseudo strike
11.22
IV
145.3%
B/E move
21.7%
Puts
Pseudo strike
11.35
IV
66.5%
B/E move
8.8%

55Δ

Calls
Pseudo strike
10.54
IV
152.6%
B/E move
19.5%
Puts
Pseudo strike
11.61
IV
61.8%
B/E move
7.2%

60Δ

Calls
Pseudo strike
9.86
IV
160.0%
B/E move
17.3%
Puts
Pseudo strike
11.88
IV
57.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
9.18
IV
167.3%
B/E move
15.0%
Puts
Pseudo strike
12.14
IV
52.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
8.50
IV
174.6%
B/E move
12.8%
Puts
Pseudo strike
12.41
IV
48.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
7.82
IV
181.9%
B/E move
10.6%
Puts
Pseudo strike
16.01
IV
134.8%
B/E move
4.2%

80Δ

Calls
Pseudo strike
7.13
IV
189.3%
B/E move
8.4%
Puts
Pseudo strike
21.33
IV
197.7%
B/E move
4.2%

Options history

No recorded observations