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Northern Dynasty Minerals, Ltd. NAK

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-04T05:49:34.936Z

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 · ready · quarter 2026-06-30 · fetched 2026-11-04T05:49:11.583407+00:00

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$0.81$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$1.05$1.17$1.28$1.40$1.51
PutsExpensive3.68×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.06458.3%56.1%0.63481.7%29.9%
25Δ0.76503.2%28.1%
30Δ0.88524.8%26.3%
35Δ1.01546.3%24.5%
40Δ1.14567.9%22.6%
45Δ1.26589.4%20.8%
50Δ1.39611.0%19.0%
55Δ1.52632.5%17.2%
60Δ1.64654.1%15.4%
65Δ1.77675.6%13.6%
70Δ1.90697.2%11.7%
75Δ2.02718.7%9.9%
80Δ2.15740.3%8.1%

20Δ

Calls
Pseudo strike
1.06
IV
458.3%
B/E move
56.1%
Puts
Pseudo strike
0.63
IV
481.7%
B/E move
29.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.76
IV
503.2%
B/E move
28.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
524.8%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.01
IV
546.3%
B/E move
24.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.14
IV
567.9%
B/E move
22.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.26
IV
589.4%
B/E move
20.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
611.0%
B/E move
19.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
632.5%
B/E move
17.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
654.1%
B/E move
15.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.77
IV
675.6%
B/E move
13.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
697.2%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
718.7%
B/E move
9.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
740.3%
B/E move
8.1%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations