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NexGen Energy Ltd NXE 9.86 0.51 5.45%

NXE Historical Options Analysis

Explore NXE (NexGen Energy Ltd) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NXE / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.85
3.67
Mean
44.53
Window
-91.3%
ATM IV z -1.31
0.55
Mean
0.66
Window
-8.9%
IV Percentile z -1.59
2.79
Mean
52.69
Window
-93.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.77 0.93
ATM IV 0.77 1.00 0.87
IV Percent... 0.93 0.87 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 9.86 3.67 0.55 2.79
2026-09-18 9.35 0 0.53 0
2026-09-17 9.45 1.78 0.54 1.59
2026-09-16 9.38 11.5 0.59 11.11
2026-09-15 9.46 5.07 0.56 4.76
2026-09-14 9.47 10.12 0.58 8.76
2026-09-11 9.85 4.09 0.55 2.78
2026-09-10 10.21 4.56 0.55 3.17
2026-09-09 10.64 7.46 0.57 5.56
2026-09-08 10.69 6.17 0.56 4.37
2026-09-07 10.53 13.54 0.6 10.76
2026-09-04 10.73 4.66 0.55 3.17
2026-09-03 10.67 3.72 0.55 1.98
2026-09-02 10.22 0.4 0.53 0.79
2026-09-01 9.93 7.49 0.57 3.98
2026-08-31 10.47 6.89 0.57 3.6
2026-08-28 10.4 0.2 0.53 0.4
2026-08-27 11.19 1.3 0.54 0.4
2026-08-26 11.07 4.2 0.55 1.59
2026-08-25 11.21 8.34 0.57 3.98
2026-08-24 10.93 15.87 0.61 14
2026-08-21 10.86 11.92 0.59 8.37
2026-08-20 10.22 13.99 0.6 9.96
2026-08-19 10.56 16.84 0.61 16.33
2026-08-18 10.26 17.02 0.61 17.13
2026-08-17 10.75 16.89 0.61 16.8
2026-08-14 10.39 5.15 0.56 2.79
2026-08-13 10.39 3.95 0.55 1.2
2026-08-12 10.55 8.34 0.57 5.18
2026-08-11 10.56 11.31 0.59 7.97
2026-08-10 10.3 11.42 0.59 8
2026-08-07 10.43 12.05 0.59 9.16
2026-08-06 10.23 22.56 0.64 31.47
2026-08-05 10.04 16.42 0.61 16.73
2026-08-04 9.76 26.32 0.66 37.05
2026-08-03 9.57 33.25 0.69 52.4
2026-07-31 9.15 27.25 0.67 39.04
2026-07-30 9.32 35.4 0.71 57.37
2026-07-29 8.93 33.57 0.7 52.99
2026-07-28 9.18 32.23 0.69 50.6
2026-07-27 9.32 35.04 0.7 55.6
2026-07-24 9.14 25.69 0.66 35.86
2026-07-23 9.37 27.56 0.67 39.44
2026-07-22 9.44 23.34 0.65 34.26
2026-07-21 9.17 28.81 0.67 43.82
2026-07-20 8.73 25.85 0.66 36
2026-07-17 8.8 19.55 0.63 23.11
2026-07-16 8.86 19.54 0.63 22.71
2026-07-15 9.25 20.48 0.63 24.3
2026-07-14 9.36 22.19 0.64 29.48