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Eagle Nuclear Energy Corp. Common stock NUCL

ENERGY · URANIUM
i

Market dataready · fetched 2026-11-12T03:15:44.924Z

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: 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 · 2026-11-11T23:20:35.572962504Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T03:15:44.355424+00:00

Share price$3.97
1D+3.2%
AH$3.80$3.94$4.07$4.21$4.345:30 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$0.06$1.53$3.00$4.48$5.95$2.88$3.39$3.90$4.41$4.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NUCL spot · $3.97NUCL PRICE$0.22$0.24$0.27$0.35$0.48$0.60$0.73$0.86$0.99$1.07$1.14$1.22$1.30$1.37$1.45$1.53$1.70$2.90$5.52
Puts——
Calls——
Skew——
Implied moveBearish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.93750.3%53.3%
25Δ3.26697.9%46.7%
30Δ3.55642.4%41.2%
35Δ3.85587.0%35.8%
40Δ4.95167.4%30.2%4.14531.5%30.3%
45Δ4.56146.1%21.0%4.44476.1%24.8%
50Δ4.17124.8%11.7%4.73420.7%19.4%
55Δ3.91124.3%7.3%5.10378.3%14.4%
60Δ3.76139.8%6.6%6.30474.5%14.4%
65Δ3.60155.3%5.9%8.92610.2%14.4%
70Δ3.45170.8%5.2%
75Δ3.29186.3%4.6%
80Δ3.14201.8%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
750.3%
B/E move
53.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
697.9%
B/E move
46.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
642.4%
B/E move
41.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
587.0%
B/E move
35.8%

40Δ

Calls
Pseudo strike
4.95
IV
167.4%
B/E move
30.2%
Puts
Pseudo strike
4.14
IV
531.5%
B/E move
30.3%

45Δ

Calls
Pseudo strike
4.56
IV
146.1%
B/E move
21.0%
Puts
Pseudo strike
4.44
IV
476.1%
B/E move
24.8%

50Δ

Calls
Pseudo strike
4.17
IV
124.8%
B/E move
11.7%
Puts
Pseudo strike
4.73
IV
420.7%
B/E move
19.4%

55Δ

Calls
Pseudo strike
3.91
IV
124.3%
B/E move
7.3%
Puts
Pseudo strike
5.10
IV
378.3%
B/E move
14.4%

60Δ

Calls
Pseudo strike
3.76
IV
139.8%
B/E move
6.6%
Puts
Pseudo strike
6.30
IV
474.5%
B/E move
14.4%

65Δ

Calls
Pseudo strike
3.60
IV
155.3%
B/E move
5.9%
Puts
Pseudo strike
8.92
IV
610.2%
B/E move
14.4%

70Δ

Calls
Pseudo strike
3.45
IV
170.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.29
IV
186.3%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.14
IV
201.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend186.89%
Daily EOD
NUCL144.9%167.4%190.0%2026-10-19: 156.40%2026-10-20: 164.24%2026-10-21: 160.65%2026-10-22: 164.72%2026-10-23: 147.97%2026-10-26: 183.15%2026-10-27: 165.72%2026-10-29: 150.62%2026-10-30: 186.89%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
156.40%
164.24%
160.65%
164.72%
147.97%
183.15%
165.72%
150.62%
186.89%