Share price$0.39
1D-1.2%
Sold putSold callAH
Nano X Imaging Ltd NNOX
HEALTHCARE · MEDICAL DEVICESi
Market dataready · fetched 2026-10-22T23:12:57.245Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:45:22.3546711Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:12:54.974771+00:00
Nano X Imaging Ltd options
PutsExpensive2.67×
CallsExpensive2.71×
SkewBearish+43.19 pp
Implied moveBearish±$7.19
TiltBearish94.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.27 | 231.5% | 488.7% | 1.29 | 455.4% | 62.2% |
| 25Δ | 1.98 | 217.1% | 415.9% | 2.32 | 456.6% | 54.6% |
| 30Δ | 1.69 | 202.7% | 343.1% | 3.34 | 457.8% | 47.0% |
| 35Δ | 1.40 | 188.2% | 270.4% | 4.37 | 458.9% | 39.4% |
| 40Δ | 1.10 | 173.8% | 197.6% | 5.39 | 460.1% | 31.8% |
| 45Δ | 0.81 | 159.4% | 124.8% | 6.42 | 461.3% | 24.3% |
| 50Δ | 0.52 | 145.0% | 52.1% | 7.44 | 462.4% | 16.7% |
| 55Δ | 1.69 | 352.4% | 365.6% | 8.47 | 463.6% | 9.1% |
| 60Δ | 8.71 | 525.6% | 2171.3% | 9.49 | 464.8% | 1.5% |
| 65Δ | 15.40 | 649.6% | 3891.2% | 5.73 | 340.7% | 3.8% |
| 70Δ | 16.77 | 694.3% | 4252.9% | 7.41 | 404.2% | 2.1% |
| 75Δ | 18.13 | 739.0% | 4614.7% | 3.64 | 305.5% | 2.7% |
| 80Δ | 19.50 | 783.7% | 4976.5% | |||
20Δ
- Pseudo strike
- 2.27
- IV
- 231.5%
- B/E move
- 488.7%
- Pseudo strike
- 1.29
- IV
- 455.4%
- B/E move
- 62.2%
25Δ
- Pseudo strike
- 1.98
- IV
- 217.1%
- B/E move
- 415.9%
- Pseudo strike
- 2.32
- IV
- 456.6%
- B/E move
- 54.6%
30Δ
- Pseudo strike
- 1.69
- IV
- 202.7%
- B/E move
- 343.1%
- Pseudo strike
- 3.34
- IV
- 457.8%
- B/E move
- 47.0%
35Δ
- Pseudo strike
- 1.40
- IV
- 188.2%
- B/E move
- 270.4%
- Pseudo strike
- 4.37
- IV
- 458.9%
- B/E move
- 39.4%
40Δ
- Pseudo strike
- 1.10
- IV
- 173.8%
- B/E move
- 197.6%
- Pseudo strike
- 5.39
- IV
- 460.1%
- B/E move
- 31.8%
45Δ
- Pseudo strike
- 0.81
- IV
- 159.4%
- B/E move
- 124.8%
- Pseudo strike
- 6.42
- IV
- 461.3%
- B/E move
- 24.3%
50Δ
- Pseudo strike
- 0.52
- IV
- 145.0%
- B/E move
- 52.1%
- Pseudo strike
- 7.44
- IV
- 462.4%
- B/E move
- 16.7%
55Δ
- Pseudo strike
- 1.69
- IV
- 352.4%
- B/E move
- 365.6%
- Pseudo strike
- 8.47
- IV
- 463.6%
- B/E move
- 9.1%
60Δ
- Pseudo strike
- 8.71
- IV
- 525.6%
- B/E move
- 2171.3%
- Pseudo strike
- 9.49
- IV
- 464.8%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 15.40
- IV
- 649.6%
- B/E move
- 3891.2%
- Pseudo strike
- 5.73
- IV
- 340.7%
- B/E move
- 3.8%
70Δ
- Pseudo strike
- 16.77
- IV
- 694.3%
- B/E move
- 4252.9%
- Pseudo strike
- 7.41
- IV
- 404.2%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 18.13
- IV
- 739.0%
- B/E move
- 4614.7%
- Pseudo strike
- 3.64
- IV
- 305.5%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 19.50
- IV
- 783.7%
- B/E move
- 4976.5%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations