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NioCorp Developments Ltd. Common Stock NB

i

Market datapartial · fetched 2026-11-04T07:03:20.480Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:32:21.178015454Z

FundamentalsAlpha Vantage · unavailable

Share price$3.02
1D-2.8%
AH$2.94$3.01$3.08$3.15$3.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNB
Sold putSold callAH

NioCorp Developments Ltd. Common Stock options

Live interpolated NB call and put midpoint premiums by absolute delta.NioCorp Developments Ltd. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend96.89%
Daily close
NB65.1%101.2%137.3%2026-08-06: 132.34%2026-08-07: 100.60%2026-08-10: 107.32%2026-08-11: 110.09%2026-08-12: 98.88%2026-08-14: 90.59%2026-08-17: 96.19%2026-08-18: 102.32%2026-08-19: 86.53%2026-08-25: 88.54%2026-08-28: 81.90%2026-09-01: 91.90%2026-09-04: 76.76%2026-09-09: 114.73%2026-09-11: 82.96%2026-09-15: 105.48%2026-09-16: 90.34%2026-09-23: 98.67%2026-09-24: 118.41%2026-09-25: 79.87%2026-09-28: 77.93%2026-09-29: 84.55%2026-10-02: 70.04%2026-10-05: 87.03%2026-10-06: 82.45%2026-10-07: 94.13%2026-10-09: 73.78%2026-10-19: 96.69%2026-10-22: 112.91%2026-10-28: 96.89%Aug 6Sep 11Oct 28
30 observations2026-08-06 — 2026-10-28
Table
DateIV (%)
132.34%
100.60%
107.32%
110.09%
98.88%
90.59%
96.19%
102.32%
86.53%
88.54%
81.90%
91.90%
76.76%
114.73%
82.96%
105.48%
90.34%
98.67%
118.41%
79.87%
77.93%
84.55%
70.04%
87.03%
82.45%
94.13%
73.78%
96.69%
112.91%
96.89%