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Denison Mines Corp DNN

i

Market datapartial · fetched 2026-11-04T09:41:14.698Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-04T09:04:31.546180518Z

FundamentalsAlpha Vantage · unavailable

Share price$2.14
1D
Price history unavailable.

Denison Mines Corp options

Live interpolated DNN call and put midpoint premiums by absolute delta.Denison Mines Corp$0.02$0.21$0.39$0.58$0.76$1.60$1.83$2.06$2.30$2.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DNN spot · $2.14DNN PRICE$0.04$0.06$0.07$0.09$0.10$0.12$0.13$0.15$0.16$0.18$0.20$0.07$0.07$0.07$0.11$0.15$0.19$0.23$0.28$0.32$0.36$0.40$0.50$0.71
PutsExpensive1.65×
Calls——
Skew——
Implied moveBearish±$0.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63126.4%25.1%1.68197.8%25.0%
25Δ2.48115.5%18.6%1.83152.7%18.0%
30Δ2.43112.7%16.9%1.98107.7%11.1%
35Δ2.38109.8%15.2%2.05104.7%9.3%
40Δ2.33107.0%13.5%2.11108.8%8.5%
45Δ2.27104.1%11.8%2.17112.9%7.7%
50Δ2.22101.3%10.1%2.23116.9%6.9%
55Δ2.1798.4%8.3%2.29121.0%6.0%
60Δ2.1295.6%6.6%2.34125.1%5.2%
65Δ2.0792.7%4.9%2.40129.2%4.4%
70Δ2.0189.9%3.2%2.46133.3%3.6%
75Δ2.58142.8%2.9%
80Δ2.80161.5%2.3%

20Δ

Calls
Pseudo strike
2.63
IV
126.4%
B/E move
25.1%
Puts
Pseudo strike
1.68
IV
197.8%
B/E move
25.0%

25Δ

Calls
Pseudo strike
2.48
IV
115.5%
B/E move
18.6%
Puts
Pseudo strike
1.83
IV
152.7%
B/E move
18.0%

30Δ

Calls
Pseudo strike
2.43
IV
112.7%
B/E move
16.9%
Puts
Pseudo strike
1.98
IV
107.7%
B/E move
11.1%

35Δ

Calls
Pseudo strike
2.38
IV
109.8%
B/E move
15.2%
Puts
Pseudo strike
2.05
IV
104.7%
B/E move
9.3%

40Δ

Calls
Pseudo strike
2.33
IV
107.0%
B/E move
13.5%
Puts
Pseudo strike
2.11
IV
108.8%
B/E move
8.5%

45Δ

Calls
Pseudo strike
2.27
IV
104.1%
B/E move
11.8%
Puts
Pseudo strike
2.17
IV
112.9%
B/E move
7.7%

50Δ

Calls
Pseudo strike
2.22
IV
101.3%
B/E move
10.1%
Puts
Pseudo strike
2.23
IV
116.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
2.17
IV
98.4%
B/E move
8.3%
Puts
Pseudo strike
2.29
IV
121.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
2.12
IV
95.6%
B/E move
6.6%
Puts
Pseudo strike
2.34
IV
125.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
2.07
IV
92.7%
B/E move
4.9%
Puts
Pseudo strike
2.40
IV
129.2%
B/E move
4.4%

70Δ

Calls
Pseudo strike
2.01
IV
89.9%
B/E move
3.2%
Puts
Pseudo strike
2.46
IV
133.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
142.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
161.5%
B/E move
2.3%

Options history

IV · four-Friday blend63.62%
Daily close
DNN63.6%63.6%63.7%2026-08-21: 63.62%Aug 21
1 observations2026-08-21 — 2026-08-21
Table
DateIV (%)
63.62%