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Energy Vault Holdings, Inc. NRGV

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Market datapartial · fetched 2026-10-23T02:25:27.606Z

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 · 2026-10-22T23:29:12.844596942Z

FundamentalsAlpha Vantage · unavailable

Share price$2.57
1D-3.8%
AH$2.49$2.53$2.58$2.63$2.685:30 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.$0.08$0.38$0.69$0.99$1.30$1.27$2.16$3.04$3.93$4.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRGV spot · $2.57NRGV PRICE$0.11$0.13$0.16$0.19$0.23$0.27$0.31$0.36$0.40$0.47$0.54$0.62$0.69$0.13$0.18$0.23$0.28$0.33$0.39$0.45$0.51$0.57$0.68$0.83$0.99$1.21
PutsCheap0.93×
CallsExpensive1.13×
SkewBullish-11.74 pp
Implied moveBearish±$0.76
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.30167.8%71.7%2.02133.0%26.7%
25Δ3.65140.1%47.0%2.14131.7%23.8%
30Δ3.38132.7%37.4%2.26130.5%20.9%
35Δ3.22134.8%33.0%2.39129.2%18.0%
40Δ3.07137.0%28.5%2.51127.8%15.2%
45Δ2.92136.3%24.4%2.62124.4%13.3%
50Δ2.79133.3%20.7%2.73121.1%11.4%
55Δ2.65130.3%16.9%2.84117.7%9.5%
60Δ2.51127.4%13.2%2.95114.4%7.6%
65Δ2.39128.3%11.1%3.09114.5%6.1%
70Δ2.26129.6%9.2%3.27118.1%5.0%
75Δ2.14131.0%7.2%3.46121.7%3.9%
80Δ2.02132.3%5.3%3.71124.3%2.9%

20Δ

Calls
Pseudo strike
4.30
IV
167.8%
B/E move
71.7%
Puts
Pseudo strike
2.02
IV
133.0%
B/E move
26.7%

25Δ

Calls
Pseudo strike
3.65
IV
140.1%
B/E move
47.0%
Puts
Pseudo strike
2.14
IV
131.7%
B/E move
23.8%

30Δ

Calls
Pseudo strike
3.38
IV
132.7%
B/E move
37.4%
Puts
Pseudo strike
2.26
IV
130.5%
B/E move
20.9%

35Δ

Calls
Pseudo strike
3.22
IV
134.8%
B/E move
33.0%
Puts
Pseudo strike
2.39
IV
129.2%
B/E move
18.0%

40Δ

Calls
Pseudo strike
3.07
IV
137.0%
B/E move
28.5%
Puts
Pseudo strike
2.51
IV
127.8%
B/E move
15.2%

45Δ

Calls
Pseudo strike
2.92
IV
136.3%
B/E move
24.4%
Puts
Pseudo strike
2.62
IV
124.4%
B/E move
13.3%

50Δ

Calls
Pseudo strike
2.79
IV
133.3%
B/E move
20.7%
Puts
Pseudo strike
2.73
IV
121.1%
B/E move
11.4%

55Δ

Calls
Pseudo strike
2.65
IV
130.3%
B/E move
16.9%
Puts
Pseudo strike
2.84
IV
117.7%
B/E move
9.5%

60Δ

Calls
Pseudo strike
2.51
IV
127.4%
B/E move
13.2%
Puts
Pseudo strike
2.95
IV
114.4%
B/E move
7.6%

65Δ

Calls
Pseudo strike
2.39
IV
128.3%
B/E move
11.1%
Puts
Pseudo strike
3.09
IV
114.5%
B/E move
6.1%

70Δ

Calls
Pseudo strike
2.26
IV
129.6%
B/E move
9.2%
Puts
Pseudo strike
3.27
IV
118.1%
B/E move
5.0%

75Δ

Calls
Pseudo strike
2.14
IV
131.0%
B/E move
7.2%
Puts
Pseudo strike
3.46
IV
121.7%
B/E move
3.9%

80Δ

Calls
Pseudo strike
2.02
IV
132.3%
B/E move
5.3%
Puts
Pseudo strike
3.71
IV
124.3%
B/E move
2.9%

Options history

No recorded observations