IntraAlpha
Create free account Start free

Novanta Inc. Common Stock NOVT

i

Market datapartial · fetched 2026-10-22T20:46:58.518Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.286696458Z

FundamentalsAlpha Vantage · unavailable

Share price$135.33
1D-0.0%
AH$133$134$135$136$1375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOVT
Sold putSold callAH

Novanta Inc. Common Stock options

Live interpolated NOVT call and put midpoint premiums by absolute delta.Novanta Inc. Common Stock$1.90$7.93$13.97$20.01$26.05$107.37$122.23$137.09$151.95$166.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOVT spot · $135.33NOVT PRICE$2.55$3.19$4.11$5.17$6.32$7.62$9.08$10.66$12.21$14.24$16.92$20.56$24.31$3.00$3.78$4.73$5.91$7.11$8.30$10.00$11.71$13.34$15.20$17.38$19.57$21.75
PutsFair1.00×
CallsExpensive1.30×
SkewBullish-9.36 pp
Implied moveBearish±$19.08
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.2665.3%21.0%118.3064.6%14.8%
25Δ154.6560.8%16.6%122.5960.9%12.2%
30Δ150.9861.5%14.6%126.1259.1%10.3%
35Δ147.6562.8%12.9%129.0559.5%9.0%
40Δ144.4664.1%11.4%131.9259.0%7.8%
45Δ141.3065.2%10.0%134.7757.9%6.5%
50Δ138.1466.4%8.8%137.6658.5%5.7%
55Δ134.9767.8%7.6%140.5458.9%4.8%
60Δ131.7567.1%6.4%143.3457.6%3.9%
65Δ128.3368.2%5.3%146.2856.7%3.1%
70Δ124.6071.6%4.6%149.4056.2%2.4%
75Δ120.0577.0%3.9%152.4554.6%1.8%
80Δ115.1979.9%3.1%155.4752.4%1.2%

20Δ

Calls
Pseudo strike
161.26
IV
65.3%
B/E move
21.0%
Puts
Pseudo strike
118.30
IV
64.6%
B/E move
14.8%

25Δ

Calls
Pseudo strike
154.65
IV
60.8%
B/E move
16.6%
Puts
Pseudo strike
122.59
IV
60.9%
B/E move
12.2%

30Δ

Calls
Pseudo strike
150.98
IV
61.5%
B/E move
14.6%
Puts
Pseudo strike
126.12
IV
59.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
147.65
IV
62.8%
B/E move
12.9%
Puts
Pseudo strike
129.05
IV
59.5%
B/E move
9.0%

40Δ

Calls
Pseudo strike
144.46
IV
64.1%
B/E move
11.4%
Puts
Pseudo strike
131.92
IV
59.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
141.30
IV
65.2%
B/E move
10.0%
Puts
Pseudo strike
134.77
IV
57.9%
B/E move
6.5%

50Δ

Calls
Pseudo strike
138.14
IV
66.4%
B/E move
8.8%
Puts
Pseudo strike
137.66
IV
58.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
134.97
IV
67.8%
B/E move
7.6%
Puts
Pseudo strike
140.54
IV
58.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
131.75
IV
67.1%
B/E move
6.4%
Puts
Pseudo strike
143.34
IV
57.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
128.33
IV
68.2%
B/E move
5.3%
Puts
Pseudo strike
146.28
IV
56.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
124.60
IV
71.6%
B/E move
4.6%
Puts
Pseudo strike
149.40
IV
56.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
120.05
IV
77.0%
B/E move
3.9%
Puts
Pseudo strike
152.45
IV
54.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
115.19
IV
79.9%
B/E move
3.1%
Puts
Pseudo strike
155.47
IV
52.4%
B/E move
1.2%

Options history

No recorded observations