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North American Construction Group Ltd. NOA

i

Market datapartial · fetched 2026-11-07T07:27:05.876Z

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 · 2026-11-07T00:00:00.004090207Z

FundamentalsAlpha Vantage · unavailable

Share price$9.26
1D-2.2%
AH$9.16$9.29$9.43$9.56$9.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOA
Sold putSold callAH

North American Construction Group Ltd. options

Live interpolated NOA call and put midpoint premiums by absolute delta.North American Construction Group Ltd.$0.30$1.01$1.72$2.43$3.15$5.42$7.44$9.47$11.50$13.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOA spot · $9.26NOA PRICE$0.38$0.38$0.38$0.38$0.48$0.63$0.79$0.95$1.10$1.26$1.42$1.57$1.73$0.51$0.58$0.65$0.72$0.78$0.85$0.92$0.99$1.06$1.29$1.84$2.39$2.94
PutsExpensive1.65×
CallsExpensive2.00×
SkewBearish+51.70 pp
Implied moveBearish±$1.71
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.86229.1%64.5%5.94287.1%41.3%
25Δ12.27168.0%36.6%6.41264.7%37.0%
30Δ11.31135.5%26.2%6.88242.4%32.7%
35Δ10.34103.0%15.7%7.35220.0%28.4%
40Δ9.8493.0%11.4%7.82197.6%24.0%
45Δ9.5895.3%10.3%8.28175.3%19.7%
50Δ9.3397.7%9.3%8.75152.9%15.4%
55Δ9.08100.0%8.3%9.22130.6%11.1%
60Δ8.83102.3%7.2%9.69108.2%6.8%
65Δ8.57104.6%6.2%10.2096.9%3.7%
70Δ8.32107.0%5.1%10.80107.3%3.2%
75Δ8.07109.3%4.1%11.40117.6%2.7%
80Δ7.81111.6%3.1%12.00128.0%2.2%

20Δ

Calls
Pseudo strike
14.86
IV
229.1%
B/E move
64.5%
Puts
Pseudo strike
5.94
IV
287.1%
B/E move
41.3%

25Δ

Calls
Pseudo strike
12.27
IV
168.0%
B/E move
36.6%
Puts
Pseudo strike
6.41
IV
264.7%
B/E move
37.0%

30Δ

Calls
Pseudo strike
11.31
IV
135.5%
B/E move
26.2%
Puts
Pseudo strike
6.88
IV
242.4%
B/E move
32.7%

35Δ

Calls
Pseudo strike
10.34
IV
103.0%
B/E move
15.7%
Puts
Pseudo strike
7.35
IV
220.0%
B/E move
28.4%

40Δ

Calls
Pseudo strike
9.84
IV
93.0%
B/E move
11.4%
Puts
Pseudo strike
7.82
IV
197.6%
B/E move
24.0%

45Δ

Calls
Pseudo strike
9.58
IV
95.3%
B/E move
10.3%
Puts
Pseudo strike
8.28
IV
175.3%
B/E move
19.7%

50Δ

Calls
Pseudo strike
9.33
IV
97.7%
B/E move
9.3%
Puts
Pseudo strike
8.75
IV
152.9%
B/E move
15.4%

55Δ

Calls
Pseudo strike
9.08
IV
100.0%
B/E move
8.3%
Puts
Pseudo strike
9.22
IV
130.6%
B/E move
11.1%

60Δ

Calls
Pseudo strike
8.83
IV
102.3%
B/E move
7.2%
Puts
Pseudo strike
9.69
IV
108.2%
B/E move
6.8%

65Δ

Calls
Pseudo strike
8.57
IV
104.6%
B/E move
6.2%
Puts
Pseudo strike
10.20
IV
96.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
8.32
IV
107.0%
B/E move
5.1%
Puts
Pseudo strike
10.80
IV
107.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
8.07
IV
109.3%
B/E move
4.1%
Puts
Pseudo strike
11.40
IV
117.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.81
IV
111.6%
B/E move
3.1%
Puts
Pseudo strike
12.00
IV
128.0%
B/E move
2.2%

Options history

IV · four-Friday blend81.18%
Daily EOD
NOA53.3%70.3%87.3%2026-10-19: 62.02%2026-10-20: 76.31%2026-10-21: 56.27%2026-10-26: 58.78%2026-10-27: 55.67%2026-10-28: 84.98%2026-10-29: 84.76%2026-10-30: 81.18%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.02%
76.31%
56.27%
58.78%
55.67%
84.98%
84.76%
81.18%