IntraAlpha
Create free account Start free

Franco-Nevada Corporation FNV

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-07T06:55:05.317Z

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 · 2026-11-07T00:00:00.003687467Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:55:02.003159+00:00

Share price$254.95
1D+4.3%
AH$243$246$249$253$2565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNV
Sold putSold callAH

Franco-Nevada Corporation options

Live interpolated FNV call and put midpoint premiums by absolute delta.Franco-Nevada Corporation$1.86$8.20$14.53$20.86$27.19$205.94$230.54$255.13$279.73$304.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNV spot · $254.95FNV PRICE$2.55$3.45$4.37$5.46$6.55$7.68$9.02$10.36$11.69$13.48$15.37$17.27$19.75$2.92$3.82$5.01$6.19$7.41$8.94$10.48$12.02$14.13$16.35$18.58$21.88$25.37
PutsCheap0.63×
CallsCheap0.59×
SkewBearish+2.30 pp
Implied moveBearish±$19.50
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ276.9547.9%9.6%236.0051.3%8.6%
25Δ273.1849.0%8.5%240.4850.4%7.2%
30Δ269.4749.9%7.4%243.7650.6%6.4%
35Δ266.1249.8%6.5%247.0550.8%5.5%
40Δ262.7749.7%5.6%250.3150.9%4.7%
45Δ259.4849.5%4.8%253.3950.7%4.1%
50Δ256.5149.0%4.2%256.4650.5%3.5%
55Δ253.5448.4%3.5%259.5350.3%2.9%
60Δ250.5747.8%2.9%262.8350.2%2.5%
65Δ247.5747.2%2.4%266.1750.1%2.0%
70Δ244.5746.6%2.0%269.5150.0%1.6%
75Δ241.5646.1%1.5%273.7250.2%1.2%
80Δ238.1345.4%1.1%278.0850.3%0.9%

20Δ

Calls
Pseudo strike
276.95
IV
47.9%
B/E move
9.6%
Puts
Pseudo strike
236.00
IV
51.3%
B/E move
8.6%

25Δ

Calls
Pseudo strike
273.18
IV
49.0%
B/E move
8.5%
Puts
Pseudo strike
240.48
IV
50.4%
B/E move
7.2%

30Δ

Calls
Pseudo strike
269.47
IV
49.9%
B/E move
7.4%
Puts
Pseudo strike
243.76
IV
50.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
266.12
IV
49.8%
B/E move
6.5%
Puts
Pseudo strike
247.05
IV
50.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
262.77
IV
49.7%
B/E move
5.6%
Puts
Pseudo strike
250.31
IV
50.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
259.48
IV
49.5%
B/E move
4.8%
Puts
Pseudo strike
253.39
IV
50.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
256.51
IV
49.0%
B/E move
4.2%
Puts
Pseudo strike
256.46
IV
50.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
253.54
IV
48.4%
B/E move
3.5%
Puts
Pseudo strike
259.53
IV
50.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
250.57
IV
47.8%
B/E move
2.9%
Puts
Pseudo strike
262.83
IV
50.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
247.57
IV
47.2%
B/E move
2.4%
Puts
Pseudo strike
266.17
IV
50.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
244.57
IV
46.6%
B/E move
2.0%
Puts
Pseudo strike
269.51
IV
50.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
241.56
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
273.72
IV
50.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
238.13
IV
45.4%
B/E move
1.1%
Puts
Pseudo strike
278.08
IV
50.3%
B/E move
0.9%

Options history

IV · four-Friday blend36.78%
Daily close
FNV35.6%39.2%42.9%2026-08-10: 41.49%2026-08-11: 41.87%2026-08-12: 39.00%2026-08-13: 39.09%2026-08-14: 38.67%2026-08-17: 39.75%2026-08-18: 39.81%2026-08-19: 40.49%2026-08-21: 40.50%2026-08-24: 41.97%2026-08-25: 42.39%2026-08-26: 42.00%2026-08-27: 41.39%2026-08-28: 41.41%2026-08-31: 41.05%2026-09-01: 40.58%2026-09-02: 41.14%2026-09-03: 40.29%2026-09-04: 40.69%2026-09-08: 42.17%2026-09-09: 41.41%2026-09-10: 41.12%2026-09-11: 39.98%2026-09-14: 41.51%2026-09-15: 41.46%2026-09-16: 40.98%2026-09-18: 38.44%2026-09-21: 38.57%2026-09-22: 37.86%2026-09-23: 37.38%2026-09-24: 38.06%2026-09-25: 37.20%2026-09-28: 38.49%2026-09-29: 37.12%2026-09-30: 38.79%2026-10-01: 39.90%2026-10-02: 38.05%2026-10-05: 38.73%2026-10-06: 38.26%2026-10-07: 38.19%2026-10-08: 38.12%2026-10-09: 36.84%2026-10-12: 37.61%2026-10-13: 39.44%2026-10-14: 38.83%2026-10-15: 39.81%2026-10-16: 36.79%2026-10-19: 36.53%2026-10-20: 37.01%2026-10-21: 36.53%2026-10-22: 36.24%2026-10-23: 36.30%2026-10-26: 36.28%2026-10-27: 36.33%2026-10-28: 36.09%2026-10-29: 36.21%2026-10-30: 36.78%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
41.49%
41.87%
39.00%
39.09%
38.67%
39.75%
39.81%
40.49%
40.50%
41.97%
42.39%
42.00%
41.39%
41.41%
41.05%
40.58%
41.14%
40.29%
40.69%
42.17%
41.41%
41.12%
39.98%
41.51%
41.46%
40.98%
38.44%
38.57%
37.86%
37.38%
38.06%
37.20%
38.49%
37.12%
38.79%
39.90%
38.05%
38.73%
38.26%
38.19%
38.12%
36.84%
37.61%
39.44%
38.83%
39.81%
36.79%
36.53%
37.01%
36.53%
36.24%
36.30%
36.28%
36.33%
36.09%
36.21%
36.78%