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Novanta Inc. Common Stock NOVT

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Market datapartial · fetched 2026-10-22T23:11:51.606Z

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 · 2026-10-22T22:03:58.744775734Z

FundamentalsAlpha Vantage · unavailable

Share price$136.72
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$1.84$8.18$14.51$20.84$27.18$106.87$121.70$136.53$151.35$166.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOVT spot · $136.72NOVT PRICE$2.53$3.08$3.95$4.94$6.02$7.24$8.54$10.04$11.49$12.91$15.23$18.11$21.54$3.13$3.97$5.08$6.34$7.64$9.17$11.04$12.86$14.81$17.26$19.82$22.51$25.35
PutsExpensive1.07×
CallsExpensive1.18×
SkewBearish+1.01 pp
Implied moveBearish±$19.58
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.3464.0%20.6%119.1766.4%15.1%
25Δ155.2158.0%15.8%123.5163.0%12.6%
30Δ151.5958.3%13.8%126.9962.4%10.8%
35Δ148.3159.1%12.1%130.1063.1%9.5%
40Δ145.2460.1%10.6%133.1862.4%8.2%
45Δ142.2260.8%9.3%136.2862.4%7.0%
50Δ139.2261.5%8.1%139.4063.7%6.1%
55Δ136.2362.3%7.0%142.5263.3%5.2%
60Δ133.2661.9%5.9%145.7262.7%4.2%
65Δ130.3060.6%4.7%149.2363.0%3.5%
70Δ126.9262.4%4.0%152.8062.4%2.7%
75Δ123.1165.2%3.3%156.4561.2%2.0%
80Δ118.7868.1%2.6%160.1959.5%1.4%

20Δ

Calls
Pseudo strike
162.34
IV
64.0%
B/E move
20.6%
Puts
Pseudo strike
119.17
IV
66.4%
B/E move
15.1%

25Δ

Calls
Pseudo strike
155.21
IV
58.0%
B/E move
15.8%
Puts
Pseudo strike
123.51
IV
63.0%
B/E move
12.6%

30Δ

Calls
Pseudo strike
151.59
IV
58.3%
B/E move
13.8%
Puts
Pseudo strike
126.99
IV
62.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
148.31
IV
59.1%
B/E move
12.1%
Puts
Pseudo strike
130.10
IV
63.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
145.24
IV
60.1%
B/E move
10.6%
Puts
Pseudo strike
133.18
IV
62.4%
B/E move
8.2%

45Δ

Calls
Pseudo strike
142.22
IV
60.8%
B/E move
9.3%
Puts
Pseudo strike
136.28
IV
62.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
139.22
IV
61.5%
B/E move
8.1%
Puts
Pseudo strike
139.40
IV
63.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
136.23
IV
62.3%
B/E move
7.0%
Puts
Pseudo strike
142.52
IV
63.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
133.26
IV
61.9%
B/E move
5.9%
Puts
Pseudo strike
145.72
IV
62.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
130.30
IV
60.6%
B/E move
4.7%
Puts
Pseudo strike
149.23
IV
63.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
126.92
IV
62.4%
B/E move
4.0%
Puts
Pseudo strike
152.80
IV
62.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
123.11
IV
65.2%
B/E move
3.3%
Puts
Pseudo strike
156.45
IV
61.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
118.78
IV
68.1%
B/E move
2.6%
Puts
Pseudo strike
160.19
IV
59.5%
B/E move
1.4%

Options history

No recorded observations