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NexGen Energy Ltd. NXE

ENERGY · URANIUM
i

Market dataready · fetched 2026-11-05T16:58:56.775Z

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 · 2026-11-05T16:58:45.371376588Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T16:58:55.437726+00:00

Share price$7.82
1D-2.6%
$7.51$7.65$7.79$7.92$8.065:30 AM6:30 AM9:00 AM1:00 PMNXE
Sold putSold call

NexGen Energy Ltd. options

Live interpolated NXE call and put midpoint premiums by absolute delta.NexGen Energy Ltd.$0.08$0.50$0.93$1.35$1.77$6.27$7.02$7.76$8.50$9.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NXE spot · $7.82NXE PRICE$0.12$0.17$0.22$0.26$0.31$0.36$0.42$0.50$0.58$0.65$0.73$0.81$0.88$0.14$0.20$0.26$0.31$0.37$0.43$0.48$0.58$0.76$0.95$1.13$1.32$1.65
PutsFair0.96×
CallsFair0.98×
SkewBearish+5.45 pp
Implied moveBearish±$0.91
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.0175.4%16.9%6.9376.8%13.2%
25Δ8.8274.6%15.0%7.1373.9%11.3%
30Δ8.6373.9%13.2%7.2872.8%10.1%
35Δ8.4473.2%11.4%7.4371.8%8.9%
40Δ8.2672.4%9.6%7.5970.7%7.7%
45Δ8.0771.7%7.8%7.7469.7%6.4%
50Δ7.9170.7%6.7%7.8968.6%5.2%
55Δ7.7769.5%5.9%8.0669.1%4.2%
60Δ7.6368.3%5.1%8.2973.3%3.7%
65Δ7.4967.1%4.2%8.5177.6%3.2%
70Δ7.3565.9%3.4%8.7381.8%2.7%
75Δ7.2164.7%2.6%8.9686.1%2.2%
80Δ7.0763.6%1.8%9.3389.5%1.7%

20Δ

Calls
Pseudo strike
9.01
IV
75.4%
B/E move
16.9%
Puts
Pseudo strike
6.93
IV
76.8%
B/E move
13.2%

25Δ

Calls
Pseudo strike
8.82
IV
74.6%
B/E move
15.0%
Puts
Pseudo strike
7.13
IV
73.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
8.63
IV
73.9%
B/E move
13.2%
Puts
Pseudo strike
7.28
IV
72.8%
B/E move
10.1%

35Δ

Calls
Pseudo strike
8.44
IV
73.2%
B/E move
11.4%
Puts
Pseudo strike
7.43
IV
71.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
8.26
IV
72.4%
B/E move
9.6%
Puts
Pseudo strike
7.59
IV
70.7%
B/E move
7.7%

45Δ

Calls
Pseudo strike
8.07
IV
71.7%
B/E move
7.8%
Puts
Pseudo strike
7.74
IV
69.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
7.91
IV
70.7%
B/E move
6.7%
Puts
Pseudo strike
7.89
IV
68.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
7.77
IV
69.5%
B/E move
5.9%
Puts
Pseudo strike
8.06
IV
69.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
7.63
IV
68.3%
B/E move
5.1%
Puts
Pseudo strike
8.29
IV
73.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
7.49
IV
67.1%
B/E move
4.2%
Puts
Pseudo strike
8.51
IV
77.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
7.35
IV
65.9%
B/E move
3.4%
Puts
Pseudo strike
8.73
IV
81.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
7.21
IV
64.7%
B/E move
2.6%
Puts
Pseudo strike
8.96
IV
86.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
7.07
IV
63.6%
B/E move
1.8%
Puts
Pseudo strike
9.33
IV
89.5%
B/E move
1.7%

Options history

IV · four-Friday blend54.46%
Daily close
NXE52.7%58.0%63.3%2026-08-07: 57.72%2026-08-10: 59.39%2026-08-11: 58.73%2026-08-12: 58.87%2026-08-13: 57.96%2026-08-17: 62.54%2026-08-21: 60.12%2026-08-24: 59.33%2026-08-25: 58.01%2026-08-26: 57.32%2026-08-27: 56.89%2026-08-28: 55.90%2026-08-31: 56.81%2026-09-01: 56.53%2026-09-02: 56.49%2026-09-03: 55.26%2026-09-04: 56.12%2026-09-08: 58.50%2026-09-09: 59.33%2026-09-10: 57.72%2026-09-11: 58.01%2026-09-18: 55.82%2026-09-21: 56.53%2026-09-22: 56.61%2026-09-23: 55.00%2026-09-24: 55.39%2026-09-25: 54.97%2026-09-28: 56.27%2026-09-29: 54.59%2026-09-30: 54.67%2026-10-01: 53.39%2026-10-02: 53.91%2026-10-05: 53.75%2026-10-06: 54.59%2026-10-07: 53.74%2026-10-09: 54.62%2026-10-16: 54.22%2026-10-19: 53.91%2026-10-20: 53.65%2026-10-21: 53.67%2026-10-22: 55.04%2026-10-23: 54.37%2026-10-26: 53.71%2026-10-27: 54.00%2026-10-28: 53.58%2026-10-29: 54.46%2026-10-30: 54.46%Aug 7Sep 22Oct 30
47 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
57.72%
59.39%
58.73%
58.87%
57.96%
62.54%
60.12%
59.33%
58.01%
57.32%
56.89%
55.90%
56.81%
56.53%
56.49%
55.26%
56.12%
58.50%
59.33%
57.72%
58.01%
55.82%
56.53%
56.61%
55.00%
55.39%
54.97%
56.27%
54.59%
54.67%
53.39%
53.91%
53.75%
54.59%
53.74%
54.62%
54.22%
53.91%
53.65%
53.67%
55.04%
54.37%
53.71%
54.00%
53.58%
54.46%
54.46%