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Novanta Inc. Common Stock NOVT

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Market datapartial · fetched 2026-10-23T19:40:48.666Z

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 · 2026-10-23T19:40:16.02777155Z

FundamentalsAlpha Vantage · unavailable

Share price$141.02
1D+4.1%
$135$137$138$140$1425:30 AM6:30 AM9:00 AM1:00 PMNOVT
Sold putSold call

Novanta Inc. Common Stock options

Live interpolated NOVT call and put midpoint premiums by absolute delta.Novanta Inc. Common Stock$1.50$8.57$15.64$22.71$29.77$109.90$124.66$139.42$154.18$168.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOVT spot · $141.01NOVT PRICE$2.27$3.05$3.82$4.82$5.88$7.06$8.24$9.43$10.70$11.99$14.18$16.57$19.32$3.49$4.40$5.52$6.68$8.19$9.83$11.47$13.31$15.31$17.78$19.85$21.83$27.74
PutsExpensive1.10×
CallsExpensive1.07×
SkewBearish+8.17 pp
Implied moveBearish±$19.71
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.8155.1%17.1%121.7572.6%16.1%
25Δ159.1956.5%15.1%126.6868.3%13.3%
30Δ155.1655.5%12.7%130.5267.0%11.4%
35Δ152.1356.6%11.3%134.0465.4%9.7%
40Δ149.1657.5%10.0%137.3465.0%8.4%
45Δ146.2458.2%8.7%140.5564.9%7.3%
50Δ143.3258.1%7.5%143.7664.9%6.2%
55Δ140.4257.3%6.3%147.0164.6%5.2%
60Δ137.6756.1%5.2%150.3164.1%4.3%
65Δ134.9454.9%4.2%153.8864.0%3.5%
70Δ131.8256.5%3.5%157.0662.0%2.7%
75Δ128.5057.9%2.9%160.1459.2%1.9%
80Δ124.8659.2%2.2%166.6963.6%1.5%

20Δ

Calls
Pseudo strike
162.81
IV
55.1%
B/E move
17.1%
Puts
Pseudo strike
121.75
IV
72.6%
B/E move
16.1%

25Δ

Calls
Pseudo strike
159.19
IV
56.5%
B/E move
15.1%
Puts
Pseudo strike
126.68
IV
68.3%
B/E move
13.3%

30Δ

Calls
Pseudo strike
155.16
IV
55.5%
B/E move
12.7%
Puts
Pseudo strike
130.52
IV
67.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
152.13
IV
56.6%
B/E move
11.3%
Puts
Pseudo strike
134.04
IV
65.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
149.16
IV
57.5%
B/E move
10.0%
Puts
Pseudo strike
137.34
IV
65.0%
B/E move
8.4%

45Δ

Calls
Pseudo strike
146.24
IV
58.2%
B/E move
8.7%
Puts
Pseudo strike
140.55
IV
64.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
143.32
IV
58.1%
B/E move
7.5%
Puts
Pseudo strike
143.76
IV
64.9%
B/E move
6.2%

55Δ

Calls
Pseudo strike
140.42
IV
57.3%
B/E move
6.3%
Puts
Pseudo strike
147.01
IV
64.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
137.67
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
150.31
IV
64.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
134.94
IV
54.9%
B/E move
4.2%
Puts
Pseudo strike
153.88
IV
64.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
131.82
IV
56.5%
B/E move
3.5%
Puts
Pseudo strike
157.06
IV
62.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
128.50
IV
57.9%
B/E move
2.9%
Puts
Pseudo strike
160.14
IV
59.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
124.86
IV
59.2%
B/E move
2.2%
Puts
Pseudo strike
166.69
IV
63.6%
B/E move
1.5%

Options history

No recorded observations