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New Era Energy & Digital, Inc. Common Stock NUAI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-10T22:25:54.273Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:22:48.279524396Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:25:53.860973+00:00

Share price$2.08
1D-0.6%
AH$1.98$2.04$2.11$2.18$2.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUAI
Sold putSold callAH

New Era Energy & Digital, Inc. Common Stock options

Live interpolated NUAI call and put midpoint premiums by absolute delta.New Era Energy & Digital, Inc. Common Stock$0.04$0.37$0.70$1.03$1.36$1.30$1.60$1.90$2.20$2.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NUAI spot · $2.08NUAI PRICE$0.08$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.39$0.44$0.49$0.54$0.10$0.12$0.14$0.16$0.19$0.26$0.33$0.40$0.47$0.54$0.70$0.88$1.26
PutsExpensive2.40×
Calls——
Skew——
Implied moveBearish±$0.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.61401.4%27.4%
25Δ2.64309.6%30.7%1.71371.8%23.4%
30Δ2.52314.8%25.6%1.81342.2%19.4%
35Δ2.43330.3%23.3%1.92312.6%15.4%
40Δ2.35347.2%21.4%2.02292.4%12.0%
45Δ2.27364.1%19.4%2.11305.8%10.9%
50Δ2.19381.0%17.5%2.21319.3%9.8%
55Δ2.11397.9%15.5%2.30332.7%8.6%
60Δ2.03414.8%13.6%2.39346.2%7.5%
65Δ1.94411.8%11.6%2.49359.6%6.4%
70Δ1.84399.7%9.6%2.67380.7%5.4%
75Δ1.75387.7%7.5%2.87403.0%4.5%
80Δ1.65375.6%5.5%3.26469.0%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.61
IV
401.4%
B/E move
27.4%

25Δ

Calls
Pseudo strike
2.64
IV
309.6%
B/E move
30.7%
Puts
Pseudo strike
1.71
IV
371.8%
B/E move
23.4%

30Δ

Calls
Pseudo strike
2.52
IV
314.8%
B/E move
25.6%
Puts
Pseudo strike
1.81
IV
342.2%
B/E move
19.4%

35Δ

Calls
Pseudo strike
2.43
IV
330.3%
B/E move
23.3%
Puts
Pseudo strike
1.92
IV
312.6%
B/E move
15.4%

40Δ

Calls
Pseudo strike
2.35
IV
347.2%
B/E move
21.4%
Puts
Pseudo strike
2.02
IV
292.4%
B/E move
12.0%

45Δ

Calls
Pseudo strike
2.27
IV
364.1%
B/E move
19.4%
Puts
Pseudo strike
2.11
IV
305.8%
B/E move
10.9%

50Δ

Calls
Pseudo strike
2.19
IV
381.0%
B/E move
17.5%
Puts
Pseudo strike
2.21
IV
319.3%
B/E move
9.8%

55Δ

Calls
Pseudo strike
2.11
IV
397.9%
B/E move
15.5%
Puts
Pseudo strike
2.30
IV
332.7%
B/E move
8.6%

60Δ

Calls
Pseudo strike
2.03
IV
414.8%
B/E move
13.6%
Puts
Pseudo strike
2.39
IV
346.2%
B/E move
7.5%

65Δ

Calls
Pseudo strike
1.94
IV
411.8%
B/E move
11.6%
Puts
Pseudo strike
2.49
IV
359.6%
B/E move
6.4%

70Δ

Calls
Pseudo strike
1.84
IV
399.7%
B/E move
9.6%
Puts
Pseudo strike
2.67
IV
380.7%
B/E move
5.4%

75Δ

Calls
Pseudo strike
1.75
IV
387.7%
B/E move
7.5%
Puts
Pseudo strike
2.87
IV
403.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
1.65
IV
375.6%
B/E move
5.5%
Puts
Pseudo strike
3.26
IV
469.0%
B/E move
3.8%

Options history

IV · four-Friday blend149.36%
Daily close
NUAI87.1%143.1%199.1%2026-08-12: 180.92%2026-08-13: 179.93%2026-08-14: 180.13%2026-08-17: 163.07%2026-08-18: 143.18%2026-08-19: 161.81%2026-08-20: 159.28%2026-08-21: 147.33%2026-08-24: 146.60%2026-08-25: 146.29%2026-08-26: 134.36%2026-08-28: 137.28%2026-08-31: 146.04%2026-09-01: 141.03%2026-09-02: 144.50%2026-09-03: 130.76%2026-09-04: 130.91%2026-09-08: 148.12%2026-09-09: 127.58%2026-09-10: 143.65%2026-09-11: 127.26%2026-09-14: 135.05%2026-09-15: 134.06%2026-09-16: 138.33%2026-09-17: 130.35%2026-09-18: 120.24%2026-09-21: 136.95%2026-09-22: 119.85%2026-09-23: 116.97%2026-09-24: 117.49%2026-09-25: 110.77%2026-09-28: 107.65%2026-09-29: 109.04%2026-09-30: 106.12%2026-10-02: 94.81%2026-10-05: 103.56%2026-10-06: 105.01%2026-10-07: 113.36%2026-10-09: 103.49%2026-10-12: 114.84%2026-10-13: 114.90%2026-10-14: 161.22%2026-10-16: 124.22%2026-10-19: 137.42%2026-10-21: 146.20%2026-10-23: 153.55%2026-10-26: 175.30%2026-10-27: 191.34%2026-10-30: 149.36%Aug 12Sep 17Oct 30
49 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
180.92%
179.93%
180.13%
163.07%
143.18%
161.81%
159.28%
147.33%
146.60%
146.29%
134.36%
137.28%
146.04%
141.03%
144.50%
130.76%
130.91%
148.12%
127.58%
143.65%
127.26%
135.05%
134.06%
138.33%
130.35%
120.24%
136.95%
119.85%
116.97%
117.49%
110.77%
107.65%
109.04%
106.12%
94.81%
103.56%
105.01%
113.36%
103.49%
114.84%
114.90%
161.22%
124.22%
137.42%
146.20%
153.55%
175.30%
191.34%
149.36%