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Northern Dynasty Minerals, Ltd. NAK

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Market datapartial · fetched 2026-11-04T04:46:32.064Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T01:00:00.010230459Z

FundamentalsAlpha Vantage · unavailable

Share price$0.70
1D-1.4%
AH$0.66$0.68$0.69$0.71$0.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAK
Sold putSold callAH

Northern Dynasty Minerals, Ltd. options

Live interpolated NAK call and put midpoint premiums by absolute delta.Northern Dynasty Minerals, Ltd.$0.00$0.41$0.82$1.22$1.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENAK PRICE$0.03$0.14$0.26$0.37$0.49$0.60$0.71$0.83$0.94$1.06$1.17$1.29$1.40$1.51
PutsExpensive3.70×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.06454.5%56.1%0.63478.2%29.9%
25Δ0.76500.1%28.1%
30Δ0.89521.9%26.3%
35Δ1.01543.8%24.4%
40Δ1.14565.6%22.6%
45Δ1.27587.5%20.8%
50Δ1.39609.3%19.0%
55Δ1.52631.2%17.1%
60Δ1.65653.0%15.3%
65Δ1.77674.9%13.5%
70Δ1.90696.7%11.7%
75Δ2.03718.6%9.9%
80Δ2.15740.5%8.0%

20Δ

Calls
Pseudo strike
1.06
IV
454.5%
B/E move
56.1%
Puts
Pseudo strike
0.63
IV
478.2%
B/E move
29.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.76
IV
500.1%
B/E move
28.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
521.9%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.01
IV
543.8%
B/E move
24.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.14
IV
565.6%
B/E move
22.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
587.5%
B/E move
20.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
609.3%
B/E move
19.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
631.2%
B/E move
17.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
653.0%
B/E move
15.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.77
IV
674.9%
B/E move
13.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
696.7%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.03
IV
718.6%
B/E move
9.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
740.5%
B/E move
8.0%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations