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Eagle Nuclear Energy Corp. Common stock NUCL

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Market datapartial · fetched 2026-10-22T23:58:25.746Z

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 · 2026-10-22T23:50:52.039869579Z

FundamentalsAlpha Vantage · unavailable

Share price$4.85
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$0.14$1.26$2.39$3.51$4.64$0.21$2.06$3.92$5.77$7.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUCL spot · $4.85NUCL PRICE$0.26$0.41$0.56$0.63$0.54$0.46$0.38$0.48$0.58$0.67$0.77$0.87$0.97$1.02$0.94$1.07$1.25$1.69$2.45$2.84$3.38$4.31
PutsExpensive4.13×
CallsExpensive2.38×
SkewBearish+136.74 pp
Implied moveBearish±$3.22
TiltBearish42.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.49177.3%80.4%3.44382.9%50.2%
25Δ9.96245.0%113.8%3.90292.6%39.1%
30Δ11.42312.6%147.2%4.32262.1%33.0%
35Δ9.13284.4%101.2%4.73249.2%28.3%
40Δ7.67214.3%69.3%5.32257.4%25.1%
45Δ6.29144.6%39.1%6.14290.7%23.9%
50Δ4.9979.7%10.7%6.70283.7%20.4%
55Δ4.8381.2%9.5%7.38281.8%17.4%
60Δ4.6882.7%8.3%8.43292.4%15.0%
65Δ4.5284.2%7.1%
70Δ4.3785.7%5.9%
75Δ4.2187.2%4.7%
80Δ4.0588.7%3.5%

20Δ

Calls
Pseudo strike
8.49
IV
177.3%
B/E move
80.4%
Puts
Pseudo strike
3.44
IV
382.9%
B/E move
50.2%

25Δ

Calls
Pseudo strike
9.96
IV
245.0%
B/E move
113.8%
Puts
Pseudo strike
3.90
IV
292.6%
B/E move
39.1%

30Δ

Calls
Pseudo strike
11.42
IV
312.6%
B/E move
147.2%
Puts
Pseudo strike
4.32
IV
262.1%
B/E move
33.0%

35Δ

Calls
Pseudo strike
9.13
IV
284.4%
B/E move
101.2%
Puts
Pseudo strike
4.73
IV
249.2%
B/E move
28.3%

40Δ

Calls
Pseudo strike
7.67
IV
214.3%
B/E move
69.3%
Puts
Pseudo strike
5.32
IV
257.4%
B/E move
25.1%

45Δ

Calls
Pseudo strike
6.29
IV
144.6%
B/E move
39.1%
Puts
Pseudo strike
6.14
IV
290.7%
B/E move
23.9%

50Δ

Calls
Pseudo strike
4.99
IV
79.7%
B/E move
10.7%
Puts
Pseudo strike
6.70
IV
283.7%
B/E move
20.4%

55Δ

Calls
Pseudo strike
4.83
IV
81.2%
B/E move
9.5%
Puts
Pseudo strike
7.38
IV
281.8%
B/E move
17.4%

60Δ

Calls
Pseudo strike
4.68
IV
82.7%
B/E move
8.3%
Puts
Pseudo strike
8.43
IV
292.4%
B/E move
15.0%

65Δ

Calls
Pseudo strike
4.52
IV
84.2%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.37
IV
85.7%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.21
IV
87.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.05
IV
88.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations