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Energy Vault Holdings, Inc. NRGV

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Market dataready · fetched 2026-11-13T02:13:31.927Z

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 · 2026-11-13T00:00:00.002067252Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T02:07:39.473783+00:00

Share price$3.61
1D-0.4%
AH$3.56$3.66$3.76$3.86$3.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRGV
Sold putSold callAH

Energy Vault Holdings, Inc. options

Live interpolated NRGV call and put midpoint premiums by absolute delta.Energy Vault Holdings, Inc.$0.04$0.24$0.44$0.64$0.85$2.37$3.00$3.64$4.27$4.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRGV spot · $3.61NRGV PRICE$0.08$0.10$0.12$0.15$0.18$0.22$0.25$0.29$0.32$0.43$0.54$0.66$0.79$0.06$0.08$0.10$0.12$0.14$0.16$0.19$0.22$0.24$0.27$0.30$0.32$0.35
PutsCheap0.41×
CallsCheap0.71×
SkewBullish-64.22 pp
Implied moveBullish±$0.44
TiltBullish23.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.46149.1%25.7%3.1995.3%13.4%
25Δ4.27138.4%20.9%3.2892.0%11.4%
30Δ4.08127.7%16.2%3.3788.7%9.5%
35Δ3.95123.6%13.4%3.4685.5%7.5%
40Δ3.86124.1%11.9%3.5282.3%6.2%
45Δ3.77124.7%10.5%3.5779.4%5.6%
50Δ3.68125.2%9.0%3.6276.4%5.0%
55Δ3.60125.7%7.5%3.6773.4%4.4%
60Δ3.51126.2%6.1%3.7270.4%3.8%
65Δ3.38141.6%5.4%3.7667.5%3.2%
70Δ3.24158.1%4.9%3.8164.5%2.6%
75Δ3.11174.7%4.3%3.8661.5%2.0%
80Δ2.96191.1%3.7%3.9158.5%1.4%

20Δ

Calls
Pseudo strike
4.46
IV
149.1%
B/E move
25.7%
Puts
Pseudo strike
3.19
IV
95.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
4.27
IV
138.4%
B/E move
20.9%
Puts
Pseudo strike
3.28
IV
92.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
4.08
IV
127.7%
B/E move
16.2%
Puts
Pseudo strike
3.37
IV
88.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
3.95
IV
123.6%
B/E move
13.4%
Puts
Pseudo strike
3.46
IV
85.5%
B/E move
7.5%

40Δ

Calls
Pseudo strike
3.86
IV
124.1%
B/E move
11.9%
Puts
Pseudo strike
3.52
IV
82.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
3.77
IV
124.7%
B/E move
10.5%
Puts
Pseudo strike
3.57
IV
79.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
3.68
IV
125.2%
B/E move
9.0%
Puts
Pseudo strike
3.62
IV
76.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
3.60
IV
125.7%
B/E move
7.5%
Puts
Pseudo strike
3.67
IV
73.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
3.51
IV
126.2%
B/E move
6.1%
Puts
Pseudo strike
3.72
IV
70.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
3.38
IV
141.6%
B/E move
5.4%
Puts
Pseudo strike
3.76
IV
67.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
3.24
IV
158.1%
B/E move
4.9%
Puts
Pseudo strike
3.81
IV
64.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
3.11
IV
174.7%
B/E move
4.3%
Puts
Pseudo strike
3.86
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
2.96
IV
191.1%
B/E move
3.7%
Puts
Pseudo strike
3.91
IV
58.5%
B/E move
1.4%

Options history

IV · four-Friday blend111.69%
Daily EOD
NRGV104.4%110.4%116.4%2026-10-19: 105.26%2026-10-20: 107.98%2026-10-21: 106.78%2026-10-22: 106.57%2026-10-23: 106.20%2026-10-26: 109.23%2026-10-27: 115.59%2026-10-28: 107.28%2026-10-29: 109.57%2026-10-30: 111.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
105.26%
107.98%
106.78%
106.57%
106.20%
109.23%
115.59%
107.28%
109.57%
111.69%