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Energy Vault Holdings, Inc. NRGV

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Market datapartial · fetched 2026-10-23T19:03:54.967Z

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 · 2026-10-23T19:03:55.151683134Z

FundamentalsAlpha Vantage · unavailable

Share price$2.53
1D-2.3%
$2.47$2.51$2.54$2.57$2.615:30 AM6:30 AM9:00 AM1:00 PMNRGV
Sold putSold call

Energy Vault Holdings, Inc. options

Live interpolated NRGV call and put midpoint premiums by absolute delta.Energy Vault Holdings, Inc.$0.05$0.60$1.16$1.71$2.26$1.25$2.14$3.03$3.92$4.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRGV spot · $2.53NRGV PRICE$0.11$0.12$0.15$0.19$0.22$0.26$0.30$0.34$0.39$0.43$0.47$0.52$0.56$0.14$0.18$0.21$0.25$0.29$0.34$0.40$0.46$0.52$0.58$0.88$1.43$2.10
PutsFair0.96×
CallsExpensive1.07×
SkewBullish-0.91 pp
Implied moveBearish±$0.70
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.30173.8%74.2%1.94151.3%29.1%
25Δ3.44127.7%40.5%2.09138.7%24.4%
30Δ3.29130.9%36.2%2.21131.7%21.0%
35Δ3.15134.1%31.9%2.33124.7%17.6%
40Δ3.00137.3%27.6%2.46117.8%14.3%
45Δ2.87135.1%23.9%2.56113.9%12.0%
50Δ2.73132.9%20.1%2.66111.8%10.4%
55Δ2.60130.6%16.4%2.76109.7%8.9%
60Δ2.48127.4%13.1%2.87107.6%7.3%
65Δ2.38121.5%11.0%2.97105.5%5.7%
70Δ2.28115.5%8.9%3.28127.6%5.1%
75Δ2.18109.5%6.7%3.85154.4%4.6%
80Δ2.09103.6%4.6%4.54173.4%3.6%

20Δ

Calls
Pseudo strike
4.30
IV
173.8%
B/E move
74.2%
Puts
Pseudo strike
1.94
IV
151.3%
B/E move
29.1%

25Δ

Calls
Pseudo strike
3.44
IV
127.7%
B/E move
40.5%
Puts
Pseudo strike
2.09
IV
138.7%
B/E move
24.4%

30Δ

Calls
Pseudo strike
3.29
IV
130.9%
B/E move
36.2%
Puts
Pseudo strike
2.21
IV
131.7%
B/E move
21.0%

35Δ

Calls
Pseudo strike
3.15
IV
134.1%
B/E move
31.9%
Puts
Pseudo strike
2.33
IV
124.7%
B/E move
17.6%

40Δ

Calls
Pseudo strike
3.00
IV
137.3%
B/E move
27.6%
Puts
Pseudo strike
2.46
IV
117.8%
B/E move
14.3%

45Δ

Calls
Pseudo strike
2.87
IV
135.1%
B/E move
23.9%
Puts
Pseudo strike
2.56
IV
113.9%
B/E move
12.0%

50Δ

Calls
Pseudo strike
2.73
IV
132.9%
B/E move
20.1%
Puts
Pseudo strike
2.66
IV
111.8%
B/E move
10.4%

55Δ

Calls
Pseudo strike
2.60
IV
130.6%
B/E move
16.4%
Puts
Pseudo strike
2.76
IV
109.7%
B/E move
8.9%

60Δ

Calls
Pseudo strike
2.48
IV
127.4%
B/E move
13.1%
Puts
Pseudo strike
2.87
IV
107.6%
B/E move
7.3%

65Δ

Calls
Pseudo strike
2.38
IV
121.5%
B/E move
11.0%
Puts
Pseudo strike
2.97
IV
105.5%
B/E move
5.7%

70Δ

Calls
Pseudo strike
2.28
IV
115.5%
B/E move
8.9%
Puts
Pseudo strike
3.28
IV
127.6%
B/E move
5.1%

75Δ

Calls
Pseudo strike
2.18
IV
109.5%
B/E move
6.7%
Puts
Pseudo strike
3.85
IV
154.4%
B/E move
4.6%

80Δ

Calls
Pseudo strike
2.09
IV
103.6%
B/E move
4.6%
Puts
Pseudo strike
4.54
IV
173.4%
B/E move
3.6%

Options history

No recorded observations