IntraAlpha
Create free account Start free

NexGen Energy Ltd. NXE

ENERGY · URANIUM
i

Market dataready · fetched 2026-11-07T02:18:42.480Z

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 · 2026-11-07T00:23:05.210824051Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:18:41.888698+00:00

Share price$8.31
1D+2.6%
AH$7.80$7.94$8.08$8.21$8.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNXE
Sold putSold callAH

NexGen Energy Ltd. options

Live interpolated NXE call and put midpoint premiums by absolute delta.NexGen Energy Ltd.$0.03$0.69$1.35$2.00$2.66$6.59$7.43$8.27$9.11$9.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NXE spot · $8.31NXE PRICE$0.10$0.13$0.18$0.23$0.28$0.33$0.39$0.44$0.49$0.54$0.15$0.20$0.25$0.29$0.37$0.47$0.56$0.65$0.74$0.84$1.06$1.57$2.47
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.3359.6%13.4%7.3575.5%13.4%
25Δ9.0054.6%9.8%7.5573.7%11.5%
30Δ8.8755.0%8.9%7.7671.8%9.6%
35Δ8.7555.4%8.1%7.9669.9%7.7%
40Δ8.6355.7%7.2%8.1269.9%6.7%
45Δ8.5156.1%6.4%8.2870.4%6.0%
50Δ8.3956.5%5.6%8.4370.8%5.3%
55Δ8.2656.9%4.7%8.5971.3%4.5%
60Δ8.1457.2%3.9%8.7471.7%3.8%
65Δ8.0257.6%3.0%8.8972.2%3.0%
70Δ9.1678.1%2.5%
75Δ9.6996.3%2.3%
80Δ10.60126.5%2.2%

20Δ

Calls
Pseudo strike
9.33
IV
59.6%
B/E move
13.4%
Puts
Pseudo strike
7.35
IV
75.5%
B/E move
13.4%

25Δ

Calls
Pseudo strike
9.00
IV
54.6%
B/E move
9.8%
Puts
Pseudo strike
7.55
IV
73.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
8.87
IV
55.0%
B/E move
8.9%
Puts
Pseudo strike
7.76
IV
71.8%
B/E move
9.6%

35Δ

Calls
Pseudo strike
8.75
IV
55.4%
B/E move
8.1%
Puts
Pseudo strike
7.96
IV
69.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
8.63
IV
55.7%
B/E move
7.2%
Puts
Pseudo strike
8.12
IV
69.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
8.51
IV
56.1%
B/E move
6.4%
Puts
Pseudo strike
8.28
IV
70.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
8.39
IV
56.5%
B/E move
5.6%
Puts
Pseudo strike
8.43
IV
70.8%
B/E move
5.3%

55Δ

Calls
Pseudo strike
8.26
IV
56.9%
B/E move
4.7%
Puts
Pseudo strike
8.59
IV
71.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
8.14
IV
57.2%
B/E move
3.9%
Puts
Pseudo strike
8.74
IV
71.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
8.02
IV
57.6%
B/E move
3.0%
Puts
Pseudo strike
8.89
IV
72.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.16
IV
78.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.69
IV
96.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.60
IV
126.5%
B/E move
2.2%

Options history

IV · four-Friday blend54.46%
Daily close
NXE52.7%58.0%63.3%2026-08-10: 59.39%2026-08-11: 58.73%2026-08-12: 58.87%2026-08-13: 57.96%2026-08-17: 62.54%2026-08-21: 60.12%2026-08-24: 59.33%2026-08-25: 58.01%2026-08-26: 57.32%2026-08-27: 56.89%2026-08-28: 55.90%2026-08-31: 56.81%2026-09-01: 56.53%2026-09-02: 56.49%2026-09-03: 55.26%2026-09-04: 56.12%2026-09-08: 58.50%2026-09-09: 59.33%2026-09-10: 57.72%2026-09-11: 58.01%2026-09-18: 55.82%2026-09-21: 56.53%2026-09-22: 56.61%2026-09-23: 55.00%2026-09-24: 55.39%2026-09-25: 54.97%2026-09-28: 56.27%2026-09-29: 54.59%2026-09-30: 54.67%2026-10-01: 53.39%2026-10-02: 53.91%2026-10-05: 53.75%2026-10-06: 54.59%2026-10-07: 53.74%2026-10-09: 54.62%2026-10-16: 54.22%2026-10-19: 53.91%2026-10-20: 53.65%2026-10-21: 53.67%2026-10-22: 55.04%2026-10-23: 54.37%2026-10-26: 53.71%2026-10-27: 54.00%2026-10-28: 53.58%2026-10-29: 54.46%2026-10-30: 54.46%Aug 10Sep 22Oct 30
46 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
59.39%
58.73%
58.87%
57.96%
62.54%
60.12%
59.33%
58.01%
57.32%
56.89%
55.90%
56.81%
56.53%
56.49%
55.26%
56.12%
58.50%
59.33%
57.72%
58.01%
55.82%
56.53%
56.61%
55.00%
55.39%
54.97%
56.27%
54.59%
54.67%
53.39%
53.91%
53.75%
54.59%
53.74%
54.62%
54.22%
53.91%
53.65%
53.67%
55.04%
54.37%
53.71%
54.00%
53.58%
54.46%
54.46%