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Nuvation Bio Inc NUVB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:11:07.586Z

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 · 2026-10-22T23:00:00.003319974Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:11:05.994871+00:00

Share price$4.70
1D-4.5%
AH$4.59$4.67$4.75$4.83$4.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUVB
Sold putSold callAH

Nuvation Bio Inc options

Live interpolated NUVB call and put midpoint premiums by absolute delta.Nuvation Bio Inc$0.24$0.68$1.11$1.55$1.98$1.89$3.17$4.44$5.72$6.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUVB spot · $4.70NUVB PRICE$0.35$0.32$0.29$0.36$0.58$0.79$1.00$1.22$1.43$1.65$1.86$0.42$0.44$0.47$0.49$0.52$0.55$0.57$0.60
PutsExpensive2.07×
CallsExpensive1.79×
SkewBearish+38.80 pp
Implied moveBalanced±$1.15
TiltBullish41.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.95265.5%46.0%
25Δ3.24239.7%40.5%
30Δ8.65209.1%91.5%3.53213.8%34.9%
35Δ7.24156.8%60.9%3.82188.0%29.3%
40Δ5.83104.5%30.2%4.10162.1%23.7%
45Δ4.8979.6%11.8%4.39136.3%18.2%
50Δ4.6493.6%10.9%4.68110.5%12.6%
55Δ4.38107.6%10.0%4.9784.6%7.0%
60Δ4.12121.6%9.1%
65Δ3.86135.6%8.1%
70Δ3.61149.5%7.2%
75Δ3.35163.5%6.3%
80Δ3.09177.5%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.95
IV
265.5%
B/E move
46.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.24
IV
239.7%
B/E move
40.5%

30Δ

Calls
Pseudo strike
8.65
IV
209.1%
B/E move
91.5%
Puts
Pseudo strike
3.53
IV
213.8%
B/E move
34.9%

35Δ

Calls
Pseudo strike
7.24
IV
156.8%
B/E move
60.9%
Puts
Pseudo strike
3.82
IV
188.0%
B/E move
29.3%

40Δ

Calls
Pseudo strike
5.83
IV
104.5%
B/E move
30.2%
Puts
Pseudo strike
4.10
IV
162.1%
B/E move
23.7%

45Δ

Calls
Pseudo strike
4.89
IV
79.6%
B/E move
11.8%
Puts
Pseudo strike
4.39
IV
136.3%
B/E move
18.2%

50Δ

Calls
Pseudo strike
4.64
IV
93.6%
B/E move
10.9%
Puts
Pseudo strike
4.68
IV
110.5%
B/E move
12.6%

55Δ

Calls
Pseudo strike
4.38
IV
107.6%
B/E move
10.0%
Puts
Pseudo strike
4.97
IV
84.6%
B/E move
7.0%

60Δ

Calls
Pseudo strike
4.12
IV
121.6%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.86
IV
135.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.61
IV
149.5%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.35
IV
163.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.09
IV
177.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations