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Nova Minerals Corp NVA

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market datastale · fetched 2026-10-15T20:04:51.808Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.278659711Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-15T19:55:08.358260+00:00

Share price$3.59
1D-8.4%
AH$3.49$3.60$3.72$3.84$3.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVA
Sold putSold callAH

Nova Minerals Corp options

Live interpolated NVA call and put midpoint premiums by absolute delta.Nova Minerals Corp$0.14$0.69$1.24$1.79$2.34$1.88$2.64$3.40$4.16$4.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.59OPTION PRICELive NVA spot · $3.59NVA PRICE$0.20$0.27$0.34$0.41$0.48$0.56$0.63$0.70$0.77$0.84$0.91$0.98$1.06$0.51$0.61$0.70$0.80$0.90$0.99$1.09$1.18$1.28$1.37$1.47$1.57$2.18
PutsExpensive3.71×
CallsExpensive3.88×
SkewBearish+202.25 pp
Implied moveBearish±$1.71
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.62454.8%34.3%2.74792.5%38.0%
25Δ4.47471.3%31.9%2.94786.1%35.0%
30Δ4.31487.8%29.6%3.15779.8%32.0%
35Δ4.16504.3%27.3%3.35773.4%28.9%
40Δ4.00520.9%24.9%3.55767.0%25.9%
45Δ3.85537.4%22.6%3.76760.6%22.9%
50Δ3.69553.9%20.3%3.96754.3%19.9%
55Δ3.54570.4%17.9%4.17747.9%16.9%
60Δ3.38587.0%15.6%4.37741.5%13.9%
65Δ3.23603.5%13.3%4.57735.1%10.9%
70Δ3.07620.0%10.9%4.78728.8%7.9%
75Δ2.92636.5%8.6%4.98722.4%4.9%
80Δ2.76653.1%6.3%5.61740.8%4.4%

20Δ

Calls
Pseudo strike
4.62
IV
454.8%
B/E move
34.3%
Puts
Pseudo strike
2.74
IV
792.5%
B/E move
38.0%

25Δ

Calls
Pseudo strike
4.47
IV
471.3%
B/E move
31.9%
Puts
Pseudo strike
2.94
IV
786.1%
B/E move
35.0%

30Δ

Calls
Pseudo strike
4.31
IV
487.8%
B/E move
29.6%
Puts
Pseudo strike
3.15
IV
779.8%
B/E move
32.0%

35Δ

Calls
Pseudo strike
4.16
IV
504.3%
B/E move
27.3%
Puts
Pseudo strike
3.35
IV
773.4%
B/E move
28.9%

40Δ

Calls
Pseudo strike
4.00
IV
520.9%
B/E move
24.9%
Puts
Pseudo strike
3.55
IV
767.0%
B/E move
25.9%

45Δ

Calls
Pseudo strike
3.85
IV
537.4%
B/E move
22.6%
Puts
Pseudo strike
3.76
IV
760.6%
B/E move
22.9%

50Δ

Calls
Pseudo strike
3.69
IV
553.9%
B/E move
20.3%
Puts
Pseudo strike
3.96
IV
754.3%
B/E move
19.9%

55Δ

Calls
Pseudo strike
3.54
IV
570.4%
B/E move
17.9%
Puts
Pseudo strike
4.17
IV
747.9%
B/E move
16.9%

60Δ

Calls
Pseudo strike
3.38
IV
587.0%
B/E move
15.6%
Puts
Pseudo strike
4.37
IV
741.5%
B/E move
13.9%

65Δ

Calls
Pseudo strike
3.23
IV
603.5%
B/E move
13.3%
Puts
Pseudo strike
4.57
IV
735.1%
B/E move
10.9%

70Δ

Calls
Pseudo strike
3.07
IV
620.0%
B/E move
10.9%
Puts
Pseudo strike
4.78
IV
728.8%
B/E move
7.9%

75Δ

Calls
Pseudo strike
2.92
IV
636.5%
B/E move
8.6%
Puts
Pseudo strike
4.98
IV
722.4%
B/E move
4.9%

80Δ

Calls
Pseudo strike
2.76
IV
653.1%
B/E move
6.3%
Puts
Pseudo strike
5.61
IV
740.8%
B/E move
4.4%