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Nuvation Bio Inc. NUVB

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Market datapartial · fetched 2026-10-22T14:09:31.495Z

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 · 2026-10-22T14:09:20.313780308Z

FundamentalsAlpha Vantage · unavailable

Share price$4.80
1D-0.9%
$4.78$4.81$4.84$4.87$4.905:30 AM6:30 AM9:00 AM1:00 PMNUVB
Sold putSold call

Nuvation Bio Inc. options

Live interpolated NUVB call and put midpoint premiums by absolute delta.Nuvation Bio Inc.$0.06$1.09$2.12$3.15$4.18$2.41$3.49$4.56$5.63$6.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUVB spot · $4.79NUVB PRICE$0.17$0.22$0.27$0.32$0.37$0.42$0.47$0.66$0.87$1.08$1.29$1.50$1.70$0.40$0.41$0.43$0.44$0.46$0.47$0.49$0.69$1.33$1.97$2.61$3.24$3.88
PutsExpensive1.73×
CallsExpensive1.45×
SkewBearish+35.05 pp
Implied moveBearish±$0.96
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.6994.2%43.0%2.99261.8%45.9%
25Δ6.4195.7%38.3%3.29233.6%40.0%
30Δ6.1397.1%33.6%3.59205.3%34.0%
35Δ5.8698.6%28.8%3.89177.0%28.1%
40Δ5.58100.0%24.1%4.19148.8%22.2%
45Δ5.30101.5%19.4%4.49120.5%16.2%
50Δ5.03102.9%14.6%4.7992.2%10.3%
55Δ4.75108.4%12.9%5.2076.3%5.9%
60Δ4.47114.3%11.4%5.8788.8%5.2%
65Δ4.19120.2%10.0%6.55101.3%4.5%
70Δ3.92126.1%8.5%7.22113.7%3.8%
75Δ3.64131.9%7.1%7.89126.2%3.1%
80Δ3.36137.8%5.6%8.56138.7%2.4%

20Δ

Calls
Pseudo strike
6.69
IV
94.2%
B/E move
43.0%
Puts
Pseudo strike
2.99
IV
261.8%
B/E move
45.9%

25Δ

Calls
Pseudo strike
6.41
IV
95.7%
B/E move
38.3%
Puts
Pseudo strike
3.29
IV
233.6%
B/E move
40.0%

30Δ

Calls
Pseudo strike
6.13
IV
97.1%
B/E move
33.6%
Puts
Pseudo strike
3.59
IV
205.3%
B/E move
34.0%

35Δ

Calls
Pseudo strike
5.86
IV
98.6%
B/E move
28.8%
Puts
Pseudo strike
3.89
IV
177.0%
B/E move
28.1%

40Δ

Calls
Pseudo strike
5.58
IV
100.0%
B/E move
24.1%
Puts
Pseudo strike
4.19
IV
148.8%
B/E move
22.2%

45Δ

Calls
Pseudo strike
5.30
IV
101.5%
B/E move
19.4%
Puts
Pseudo strike
4.49
IV
120.5%
B/E move
16.2%

50Δ

Calls
Pseudo strike
5.03
IV
102.9%
B/E move
14.6%
Puts
Pseudo strike
4.79
IV
92.2%
B/E move
10.3%

55Δ

Calls
Pseudo strike
4.75
IV
108.4%
B/E move
12.9%
Puts
Pseudo strike
5.20
IV
76.3%
B/E move
5.9%

60Δ

Calls
Pseudo strike
4.47
IV
114.3%
B/E move
11.4%
Puts
Pseudo strike
5.87
IV
88.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
4.19
IV
120.2%
B/E move
10.0%
Puts
Pseudo strike
6.55
IV
101.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
3.92
IV
126.1%
B/E move
8.5%
Puts
Pseudo strike
7.22
IV
113.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
3.64
IV
131.9%
B/E move
7.1%
Puts
Pseudo strike
7.89
IV
126.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
3.36
IV
137.8%
B/E move
5.6%
Puts
Pseudo strike
8.56
IV
138.7%
B/E move
2.4%

Options history

No recorded observations