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Nova Minerals Corp NVA

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T00:19:51.555Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.059639848Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T00:19:51.099304+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$1.15$2.15$3.16$4.16$0.76$2.32$3.88$5.44$7.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVA spot · $3.59NVA PRICE$0.25$0.31$0.52$0.57$0.60$0.64$0.70$0.78$0.85$0.93$1.01$1.09$1.17$0.44$0.59$0.74$0.89$1.04$1.19$1.34$1.49$1.64$1.92$2.57$3.22$3.87
PutsExpensive1.83×
CallsExpensive2.48×
SkewBullish-50.72 pp
Implied moveBearish±$2.04
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.91295.4%266.6%2.54234.8%41.7%
25Δ9.93265.1%185.4%2.82227.3%38.0%
30Δ17.70412.6%407.3%3.10219.8%34.3%
35Δ10.90361.9%219.6%3.38212.3%30.6%
40Δ8.02305.4%140.2%3.66204.9%27.0%
45Δ5.86255.2%81.0%3.95197.4%23.3%
50Δ4.80227.7%53.2%4.23189.9%19.6%
55Δ4.48215.4%46.3%4.51182.4%15.9%
60Δ4.15203.2%39.4%4.79174.9%12.2%
65Δ3.83190.9%32.5%5.19171.3%9.1%
70Δ3.50178.6%25.6%5.89178.6%7.5%
75Δ3.17166.4%18.7%6.60185.9%5.9%
80Δ2.85154.1%11.8%7.31193.1%4.3%

20Δ

Calls
Pseudo strike
12.91
IV
295.4%
B/E move
266.6%
Puts
Pseudo strike
2.54
IV
234.8%
B/E move
41.7%

25Δ

Calls
Pseudo strike
9.93
IV
265.1%
B/E move
185.4%
Puts
Pseudo strike
2.82
IV
227.3%
B/E move
38.0%

30Δ

Calls
Pseudo strike
17.70
IV
412.6%
B/E move
407.3%
Puts
Pseudo strike
3.10
IV
219.8%
B/E move
34.3%

35Δ

Calls
Pseudo strike
10.90
IV
361.9%
B/E move
219.6%
Puts
Pseudo strike
3.38
IV
212.3%
B/E move
30.6%

40Δ

Calls
Pseudo strike
8.02
IV
305.4%
B/E move
140.2%
Puts
Pseudo strike
3.66
IV
204.9%
B/E move
27.0%

45Δ

Calls
Pseudo strike
5.86
IV
255.2%
B/E move
81.0%
Puts
Pseudo strike
3.95
IV
197.4%
B/E move
23.3%

50Δ

Calls
Pseudo strike
4.80
IV
227.7%
B/E move
53.2%
Puts
Pseudo strike
4.23
IV
189.9%
B/E move
19.6%

55Δ

Calls
Pseudo strike
4.48
IV
215.4%
B/E move
46.3%
Puts
Pseudo strike
4.51
IV
182.4%
B/E move
15.9%

60Δ

Calls
Pseudo strike
4.15
IV
203.2%
B/E move
39.4%
Puts
Pseudo strike
4.79
IV
174.9%
B/E move
12.2%

65Δ

Calls
Pseudo strike
3.83
IV
190.9%
B/E move
32.5%
Puts
Pseudo strike
5.19
IV
171.3%
B/E move
9.1%

70Δ

Calls
Pseudo strike
3.50
IV
178.6%
B/E move
25.6%
Puts
Pseudo strike
5.89
IV
178.6%
B/E move
7.5%

75Δ

Calls
Pseudo strike
3.17
IV
166.4%
B/E move
18.7%
Puts
Pseudo strike
6.60
IV
185.9%
B/E move
5.9%

80Δ

Calls
Pseudo strike
2.85
IV
154.1%
B/E move
11.8%
Puts
Pseudo strike
7.31
IV
193.1%
B/E move
4.3%