Share price$8.56
1D+7.7%
Sold putSold callAH
NexGen Energy Ltd. NXE
ENERGY · URANIUMi
Market dataready · fetched 2026-10-15T20:05:54.612Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:02.6280641Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:54.249901+00:00
NexGen Energy Ltd. options
PutsExpensive1.35×
CallsCheap-17.63×
SkewBearish+2260.94 pp
Implied moveBearish±$0.30
TiltBearish95.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.52 | 60.1% | 0.1% | 8.07 | 131.7% | 6.7% |
| 25Δ | 4.83 | -305.4% | 43.5% | 8.15 | 130.3% | 6.2% |
| 30Δ | 1.14 | -671.0% | 86.7% | 8.23 | 128.9% | 5.7% |
| 35Δ | -2.56 | -1036.6% | 129.8% | 8.31 | 127.6% | 5.2% |
| 40Δ | -6.25 | -1402.1% | 173.0% | 8.39 | 126.2% | 4.6% |
| 45Δ | -9.94 | -1767.7% | 216.1% | 8.47 | 124.9% | 4.1% |
| 50Δ | -13.64 | -2133.2% | 259.3% | 8.55 | 123.5% | 3.6% |
| 55Δ | -17.33 | -2498.8% | 302.4% | 8.62 | 122.1% | 3.1% |
| 60Δ | -21.02 | -2864.3% | 345.6% | 8.70 | 120.8% | 2.6% |
| 65Δ | -24.72 | -3229.9% | 388.7% | 8.78 | 119.4% | 2.1% |
| 70Δ | -28.41 | -3595.5% | 431.9% | 8.86 | 118.0% | 1.6% |
| 75Δ | -32.11 | -3961.0% | 475.0% | 8.94 | 116.7% | 1.1% |
| 80Δ | -35.80 | -4326.6% | 518.2% | 9.31 | 170.1% | 0.9% |
20Δ
- Pseudo strike
- 8.52
- IV
- 60.1%
- B/E move
- 0.1%
- Pseudo strike
- 8.07
- IV
- 131.7%
- B/E move
- 6.7%
25Δ
- Pseudo strike
- 4.83
- IV
- -305.4%
- B/E move
- 43.5%
- Pseudo strike
- 8.15
- IV
- 130.3%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 1.14
- IV
- -671.0%
- B/E move
- 86.7%
- Pseudo strike
- 8.23
- IV
- 128.9%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- -2.56
- IV
- -1036.6%
- B/E move
- 129.8%
- Pseudo strike
- 8.31
- IV
- 127.6%
- B/E move
- 5.2%
40Δ
- Pseudo strike
- -6.25
- IV
- -1402.1%
- B/E move
- 173.0%
- Pseudo strike
- 8.39
- IV
- 126.2%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- -9.94
- IV
- -1767.7%
- B/E move
- 216.1%
- Pseudo strike
- 8.47
- IV
- 124.9%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- -13.64
- IV
- -2133.2%
- B/E move
- 259.3%
- Pseudo strike
- 8.55
- IV
- 123.5%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- -17.33
- IV
- -2498.8%
- B/E move
- 302.4%
- Pseudo strike
- 8.62
- IV
- 122.1%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- -21.02
- IV
- -2864.3%
- B/E move
- 345.6%
- Pseudo strike
- 8.70
- IV
- 120.8%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- -24.72
- IV
- -3229.9%
- B/E move
- 388.7%
- Pseudo strike
- 8.78
- IV
- 119.4%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- -28.41
- IV
- -3595.5%
- B/E move
- 431.9%
- Pseudo strike
- 8.86
- IV
- 118.0%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- -32.11
- IV
- -3961.0%
- B/E move
- 475.0%
- Pseudo strike
- 8.94
- IV
- 116.7%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- -35.80
- IV
- -4326.6%
- B/E move
- 518.2%
- Pseudo strike
- 9.31
- IV
- 170.1%
- B/E move
- 0.9%