IntraAlpha
Create free account Start free

Nexxen International Ltd. Ordinary Shares NEXN

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-11-04T09:39:42.760Z

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 · 2026-11-03T21:00:00.252366688Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:39:42.084925+00:00

Share price$8.72
1D+2.0%
AH$8.53$8.58$8.63$8.68$8.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEXN
Sold putSold callAH

Nexxen International Ltd. Ordinary Shares options

Live interpolated NEXN call and put midpoint premiums by absolute delta.Nexxen International Ltd. Ordinary Shares$0.65$2.09$3.52$4.96$6.40$7.61$8.15$8.68$9.22$9.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NEXN spot · $8.72NEXN PRICE$0.81$0.83$0.89$1.00$1.12$1.23$1.35$1.46$1.57$2.27$0.91$1.03$1.15$1.28$1.40$1.52$1.64$1.85$2.86$3.87$5.98
Puts——
Calls——
Skew——
Implied moveBearish±$2.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.60203.7%23.3%
35Δ12.21240.1%49.3%7.95192.7%20.7%
40Δ10.86201.4%34.1%8.30181.7%18.1%
45Δ9.86173.9%23.3%8.64170.7%15.5%
50Δ9.48166.1%20.3%8.99159.7%12.9%
55Δ9.10158.3%17.2%9.34148.7%10.3%
60Δ8.73150.5%14.2%9.69137.7%7.7%
65Δ8.35142.7%11.2%10.11130.1%5.3%
70Δ7.97135.0%8.1%11.16154.0%4.9%
75Δ7.59127.2%5.1%12.21177.9%4.4%
80Δ6.81162.9%4.1%14.37215.4%3.8%

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
7.60
IV
203.7%
B/E move
23.3%

35Δ

Calls
Pseudo strike
12.21
IV
240.1%
B/E move
49.3%
Puts
Pseudo strike
7.95
IV
192.7%
B/E move
20.7%

40Δ

Calls
Pseudo strike
10.86
IV
201.4%
B/E move
34.1%
Puts
Pseudo strike
8.30
IV
181.7%
B/E move
18.1%

45Δ

Calls
Pseudo strike
9.86
IV
173.9%
B/E move
23.3%
Puts
Pseudo strike
8.64
IV
170.7%
B/E move
15.5%

50Δ

Calls
Pseudo strike
9.48
IV
166.1%
B/E move
20.3%
Puts
Pseudo strike
8.99
IV
159.7%
B/E move
12.9%

55Δ

Calls
Pseudo strike
9.10
IV
158.3%
B/E move
17.2%
Puts
Pseudo strike
9.34
IV
148.7%
B/E move
10.3%

60Δ

Calls
Pseudo strike
8.73
IV
150.5%
B/E move
14.2%
Puts
Pseudo strike
9.69
IV
137.7%
B/E move
7.7%

65Δ

Calls
Pseudo strike
8.35
IV
142.7%
B/E move
11.2%
Puts
Pseudo strike
10.11
IV
130.1%
B/E move
5.3%

70Δ

Calls
Pseudo strike
7.97
IV
135.0%
B/E move
8.1%
Puts
Pseudo strike
11.16
IV
154.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
7.59
IV
127.2%
B/E move
5.1%
Puts
Pseudo strike
12.21
IV
177.9%
B/E move
4.4%

80Δ

Calls
Pseudo strike
6.81
IV
162.9%
B/E move
4.1%
Puts
Pseudo strike
14.37
IV
215.4%
B/E move
3.8%

Options history

IV · four-Friday blend138.32%
Daily EOD
NEXN138.2%138.3%138.5%2026-10-23: 138.32%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
138.32%