Share price$8.59
1D+7.7%
Sold putSold callAH
NexGen Energy Ltd. NXE
ENERGY · URANIUMi
Market dataready · fetched 2026-10-16T00:19:53.136Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:45:37.407327944Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:52.520029+00:00
NexGen Energy Ltd. options
PutsCheap0.92×
CallsCheap0.85×
SkewBearish+9.31 pp
Implied moveBearish±$1.27
TiltBearish24.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.19 | 55.8% | 20.4% | 7.40 | 61.4% | 16.2% |
| 25Δ | 9.86 | 54.8% | 17.2% | 7.69 | 59.0% | 13.6% |
| 30Δ | 9.62 | 53.9% | 15.0% | 7.98 | 56.6% | 10.9% |
| 35Δ | 9.38 | 53.0% | 12.8% | 8.18 | 56.8% | 9.6% |
| 40Δ | 9.13 | 52.2% | 10.6% | 8.38 | 57.3% | 8.5% |
| 45Δ | 8.92 | 51.9% | 9.0% | 8.58 | 57.8% | 7.4% |
| 50Δ | 8.74 | 52.4% | 8.0% | 8.78 | 58.2% | 6.3% |
| 55Δ | 8.55 | 52.8% | 7.0% | 8.98 | 58.7% | 5.2% |
| 60Δ | 8.37 | 53.2% | 5.9% | 9.25 | 60.2% | 4.5% |
| 65Δ | 8.19 | 53.7% | 4.9% | 9.53 | 61.8% | 3.7% |
| 70Δ | 8.00 | 54.1% | 3.9% | 9.80 | 63.4% | 3.0% |
| 75Δ | 7.77 | 53.5% | 3.2% | 10.37 | 71.0% | 2.4% |
| 80Δ | 7.54 | 52.9% | 2.6% | 11.62 | 93.1% | 2.3% |
20Δ
- Pseudo strike
- 10.19
- IV
- 55.8%
- B/E move
- 20.4%
- Pseudo strike
- 7.40
- IV
- 61.4%
- B/E move
- 16.2%
25Δ
- Pseudo strike
- 9.86
- IV
- 54.8%
- B/E move
- 17.2%
- Pseudo strike
- 7.69
- IV
- 59.0%
- B/E move
- 13.6%
30Δ
- Pseudo strike
- 9.62
- IV
- 53.9%
- B/E move
- 15.0%
- Pseudo strike
- 7.98
- IV
- 56.6%
- B/E move
- 10.9%
35Δ
- Pseudo strike
- 9.38
- IV
- 53.0%
- B/E move
- 12.8%
- Pseudo strike
- 8.18
- IV
- 56.8%
- B/E move
- 9.6%
40Δ
- Pseudo strike
- 9.13
- IV
- 52.2%
- B/E move
- 10.6%
- Pseudo strike
- 8.38
- IV
- 57.3%
- B/E move
- 8.5%
45Δ
- Pseudo strike
- 8.92
- IV
- 51.9%
- B/E move
- 9.0%
- Pseudo strike
- 8.58
- IV
- 57.8%
- B/E move
- 7.4%
50Δ
- Pseudo strike
- 8.74
- IV
- 52.4%
- B/E move
- 8.0%
- Pseudo strike
- 8.78
- IV
- 58.2%
- B/E move
- 6.3%
55Δ
- Pseudo strike
- 8.55
- IV
- 52.8%
- B/E move
- 7.0%
- Pseudo strike
- 8.98
- IV
- 58.7%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- 8.37
- IV
- 53.2%
- B/E move
- 5.9%
- Pseudo strike
- 9.25
- IV
- 60.2%
- B/E move
- 4.5%
65Δ
- Pseudo strike
- 8.19
- IV
- 53.7%
- B/E move
- 4.9%
- Pseudo strike
- 9.53
- IV
- 61.8%
- B/E move
- 3.7%
70Δ
- Pseudo strike
- 8.00
- IV
- 54.1%
- B/E move
- 3.9%
- Pseudo strike
- 9.80
- IV
- 63.4%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 7.77
- IV
- 53.5%
- B/E move
- 3.2%
- Pseudo strike
- 10.37
- IV
- 71.0%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 7.54
- IV
- 52.9%
- B/E move
- 2.6%
- Pseudo strike
- 11.62
- IV
- 93.1%
- B/E move
- 2.3%