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NexGen Energy Ltd. NXE

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-15T20:40:14.222Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001680801Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:40:11.213168+00:00

Share price$8.56
1D+7.7%
AH$7.84$8.05$8.25$8.45$8.655:30 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.$0.00$0.22$0.45$0.67$0.89$-1.63$1.34$4.30$7.27$10.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.56OPTION PRICELive NXE spot · $8.56NXE PRICE$0.04$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.08$0.12$0.15$0.19$0.22$0.26$0.30$0.33$0.37$0.40$0.44$0.47$0.83
PutsExpensive1.36×
CallsCheap-17.14×
SkewBearish+2175.41 pp
Implied moveBearish±$0.30
TiltBearish95.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.5463.2%0.3%8.07133.2%6.7%
25Δ4.98-288.5%41.8%8.15131.7%6.2%
30Δ1.42-640.2%83.3%8.23130.2%5.7%
35Δ-2.14-991.9%124.9%8.31128.7%5.2%
40Δ-5.70-1343.5%166.5%8.39127.2%4.6%
45Δ-9.26-1695.2%208.1%8.47125.7%4.1%
50Δ-12.82-2046.9%249.7%8.55124.2%3.6%
55Δ-16.38-2398.6%291.3%8.62122.7%3.1%
60Δ-19.94-2750.2%332.9%8.70121.2%2.6%
65Δ-23.50-3101.9%374.5%8.78119.7%2.1%
70Δ-27.06-3453.6%416.1%8.86118.3%1.6%
75Δ-30.62-3805.3%457.7%8.94116.8%1.1%
80Δ-34.18-4157.0%499.2%9.31171.1%0.9%

20Δ

Calls
Pseudo strike
8.54
IV
63.2%
B/E move
0.3%
Puts
Pseudo strike
8.07
IV
133.2%
B/E move
6.7%

25Δ

Calls
Pseudo strike
4.98
IV
-288.5%
B/E move
41.8%
Puts
Pseudo strike
8.15
IV
131.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
1.42
IV
-640.2%
B/E move
83.3%
Puts
Pseudo strike
8.23
IV
130.2%
B/E move
5.7%

35Δ

Calls
Pseudo strike
-2.14
IV
-991.9%
B/E move
124.9%
Puts
Pseudo strike
8.31
IV
128.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
-5.70
IV
-1343.5%
B/E move
166.5%
Puts
Pseudo strike
8.39
IV
127.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
-9.26
IV
-1695.2%
B/E move
208.1%
Puts
Pseudo strike
8.47
IV
125.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
-12.82
IV
-2046.9%
B/E move
249.7%
Puts
Pseudo strike
8.55
IV
124.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
-16.38
IV
-2398.6%
B/E move
291.3%
Puts
Pseudo strike
8.62
IV
122.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
-19.94
IV
-2750.2%
B/E move
332.9%
Puts
Pseudo strike
8.70
IV
121.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
-23.50
IV
-3101.9%
B/E move
374.5%
Puts
Pseudo strike
8.78
IV
119.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
-27.06
IV
-3453.6%
B/E move
416.1%
Puts
Pseudo strike
8.86
IV
118.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
-30.62
IV
-3805.3%
B/E move
457.7%
Puts
Pseudo strike
8.94
IV
116.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
-34.18
IV
-4157.0%
B/E move
499.2%
Puts
Pseudo strike
9.31
IV
171.1%
B/E move
0.9%