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Eagle Nuclear Energy Corp. Common stock NUCL

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Market datapartial · fetched 2026-10-22T23:22:57.249Z

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 · 2026-10-22T20:00:00.387365208Z

FundamentalsAlpha Vantage · unavailable

Share price$4.90
1D-2.0%
AH$4.84$4.88$4.93$4.97$5.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUCL
Sold putSold callAH

Eagle Nuclear Energy Corp. Common stock options

Live interpolated NUCL call and put midpoint premiums by absolute delta.Eagle Nuclear Energy Corp. Common stock$0.12$1.36$2.60$3.84$5.07$0.16$2.03$3.91$5.78$7.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUCL spot · $4.90NUCL PRICE$0.26$0.41$0.57$0.63$0.55$0.47$0.39$0.45$0.54$0.63$0.72$0.81$0.90$1.02$0.94$1.09$1.28$1.83$2.52$2.92$3.54$4.72
PutsExpensive4.19×
CallsExpensive2.32×
SkewBearish+143.92 pp
Implied moveBearish±$3.31
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.48174.0%78.3%3.47379.3%50.0%
25Δ9.96242.2%111.7%3.94287.1%38.7%
30Δ11.45310.4%145.2%4.37263.7%33.1%
35Δ9.09279.9%98.3%4.79250.8%28.4%
40Δ7.78215.8%69.9%5.47268.8%25.8%
45Δ6.52152.1%42.7%6.24293.6%24.0%
50Δ5.2788.4%15.4%6.81286.8%20.5%
55Δ4.8975.2%8.8%7.58287.8%17.6%
60Δ4.7475.5%7.7%8.86305.5%15.4%
65Δ4.6075.8%6.6%
70Δ4.4576.1%5.5%
75Δ4.3076.4%4.4%
80Δ4.1676.7%3.3%

20Δ

Calls
Pseudo strike
8.48
IV
174.0%
B/E move
78.3%
Puts
Pseudo strike
3.47
IV
379.3%
B/E move
50.0%

25Δ

Calls
Pseudo strike
9.96
IV
242.2%
B/E move
111.7%
Puts
Pseudo strike
3.94
IV
287.1%
B/E move
38.7%

30Δ

Calls
Pseudo strike
11.45
IV
310.4%
B/E move
145.2%
Puts
Pseudo strike
4.37
IV
263.7%
B/E move
33.1%

35Δ

Calls
Pseudo strike
9.09
IV
279.9%
B/E move
98.3%
Puts
Pseudo strike
4.79
IV
250.8%
B/E move
28.4%

40Δ

Calls
Pseudo strike
7.78
IV
215.8%
B/E move
69.9%
Puts
Pseudo strike
5.47
IV
268.8%
B/E move
25.8%

45Δ

Calls
Pseudo strike
6.52
IV
152.1%
B/E move
42.7%
Puts
Pseudo strike
6.24
IV
293.6%
B/E move
24.0%

50Δ

Calls
Pseudo strike
5.27
IV
88.4%
B/E move
15.4%
Puts
Pseudo strike
6.81
IV
286.8%
B/E move
20.5%

55Δ

Calls
Pseudo strike
4.89
IV
75.2%
B/E move
8.8%
Puts
Pseudo strike
7.58
IV
287.8%
B/E move
17.6%

60Δ

Calls
Pseudo strike
4.74
IV
75.5%
B/E move
7.7%
Puts
Pseudo strike
8.86
IV
305.5%
B/E move
15.4%

65Δ

Calls
Pseudo strike
4.60
IV
75.8%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.45
IV
76.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.30
IV
76.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.16
IV
76.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations