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Novanta Inc. Common Stock NOVT

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Market dataready · fetched 2026-11-13T01:28:19.872Z

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 · 2026-11-12T23:42:00.893159447Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-13T01:28:19.357303+00:00

Share price$117.70
1D-0.1%
AH$115$116$118$119$1215:30 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$1.18$4.02$6.86$9.70$12.55$84.88$101.99$119.11$136.22$153.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NOVT spot · $117.70NOVT PRICE$1.48$1.78$2.07$2.37$2.98$3.71$4.44$5.16$6.08$7.19$8.31$9.66$1.62$2.10$2.44$2.77$3.22$3.82$4.42$5.02$5.83$6.76$7.69$8.66$11.73
PutsCheap0.41×
Calls——
Skew——
Implied moveBearish±$8.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.4078.0%10.1%
25Δ125.6559.9%8.0%109.8676.1%8.4%
30Δ123.7356.2%6.6%111.8870.4%7.0%
35Δ122.0953.0%5.5%113.8864.5%5.6%
40Δ120.4449.9%4.3%115.5860.8%4.5%
45Δ119.1450.6%3.8%116.8959.9%3.9%
50Δ117.9752.7%3.4%118.2059.1%3.3%
55Δ116.8054.9%3.0%119.5158.2%2.7%
60Δ115.6257.0%2.6%120.8757.6%2.3%
65Δ114.2758.7%2.2%122.2557.1%1.9%
70Δ112.7259.7%1.9%123.6456.6%1.5%
75Δ111.1660.8%1.5%125.0656.3%1.1%
80Δ109.4062.0%1.2%128.3663.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.40
IV
78.0%
B/E move
10.1%

25Δ

Calls
Pseudo strike
125.65
IV
59.9%
B/E move
8.0%
Puts
Pseudo strike
109.86
IV
76.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
123.73
IV
56.2%
B/E move
6.6%
Puts
Pseudo strike
111.88
IV
70.4%
B/E move
7.0%

35Δ

Calls
Pseudo strike
122.09
IV
53.0%
B/E move
5.5%
Puts
Pseudo strike
113.88
IV
64.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
120.44
IV
49.9%
B/E move
4.3%
Puts
Pseudo strike
115.58
IV
60.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
119.14
IV
50.6%
B/E move
3.8%
Puts
Pseudo strike
116.89
IV
59.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
117.97
IV
52.7%
B/E move
3.4%
Puts
Pseudo strike
118.20
IV
59.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
116.80
IV
54.9%
B/E move
3.0%
Puts
Pseudo strike
119.51
IV
58.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
115.62
IV
57.0%
B/E move
2.6%
Puts
Pseudo strike
120.87
IV
57.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
114.27
IV
58.7%
B/E move
2.2%
Puts
Pseudo strike
122.25
IV
57.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
112.72
IV
59.7%
B/E move
1.9%
Puts
Pseudo strike
123.64
IV
56.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
111.16
IV
60.8%
B/E move
1.5%
Puts
Pseudo strike
125.06
IV
56.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
109.40
IV
62.0%
B/E move
1.2%
Puts
Pseudo strike
128.36
IV
63.9%
B/E move
0.9%

Options history

IV · four-Friday blend57.87%
Daily EOD
NOVT51.8%55.1%58.3%2026-10-19: 52.40%2026-10-20: 52.66%2026-10-21: 52.28%2026-10-22: 54.48%2026-10-23: 54.04%2026-10-26: 54.46%2026-10-27: 54.83%2026-10-28: 54.32%2026-10-29: 55.26%2026-10-30: 57.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.40%
52.66%
52.28%
54.48%
54.04%
54.46%
54.83%
54.32%
55.26%
57.87%