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Nuvation Bio Inc NUVB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:14:52.116Z

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 · 2026-10-22T20:52:44.573822647Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:30.004411+00:00

Share price$4.61
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$0.23$0.70$1.16$1.62$2.09$1.87$3.18$4.49$5.80$7.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUVB spot · $4.61NUVB PRICE$0.35$0.31$0.28$0.45$0.66$0.88$1.09$1.31$1.52$1.74$1.95$0.41$0.43$0.46$0.48$0.50$0.52$0.55$0.57$0.59
PutsExpensive2.03×
CallsExpensive2.02×
SkewBearish+18.32 pp
Implied moveBullish±$1.21
TiltBullish40.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.88266.3%46.3%
25Δ3.14242.7%41.3%
30Δ8.51209.6%92.1%3.40219.1%36.2%
35Δ6.92151.4%56.9%3.65195.5%31.2%
40Δ5.3393.2%21.7%3.91171.9%26.1%
45Δ4.7994.7%13.7%4.16148.3%21.1%
50Δ4.53111.8%12.7%4.42124.8%16.0%
55Δ4.27128.8%11.8%4.68101.2%10.9%
60Δ4.01145.9%10.8%4.9377.6%5.9%
65Δ3.76162.9%9.8%
70Δ3.50180.0%8.9%
75Δ3.24197.0%7.9%
80Δ2.98214.1%7.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.88
IV
266.3%
B/E move
46.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.14
IV
242.7%
B/E move
41.3%

30Δ

Calls
Pseudo strike
8.51
IV
209.6%
B/E move
92.1%
Puts
Pseudo strike
3.40
IV
219.1%
B/E move
36.2%

35Δ

Calls
Pseudo strike
6.92
IV
151.4%
B/E move
56.9%
Puts
Pseudo strike
3.65
IV
195.5%
B/E move
31.2%

40Δ

Calls
Pseudo strike
5.33
IV
93.2%
B/E move
21.7%
Puts
Pseudo strike
3.91
IV
171.9%
B/E move
26.1%

45Δ

Calls
Pseudo strike
4.79
IV
94.7%
B/E move
13.7%
Puts
Pseudo strike
4.16
IV
148.3%
B/E move
21.1%

50Δ

Calls
Pseudo strike
4.53
IV
111.8%
B/E move
12.7%
Puts
Pseudo strike
4.42
IV
124.8%
B/E move
16.0%

55Δ

Calls
Pseudo strike
4.27
IV
128.8%
B/E move
11.8%
Puts
Pseudo strike
4.68
IV
101.2%
B/E move
10.9%

60Δ

Calls
Pseudo strike
4.01
IV
145.9%
B/E move
10.8%
Puts
Pseudo strike
4.93
IV
77.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
3.76
IV
162.9%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.50
IV
180.0%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.24
IV
197.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.98
IV
214.1%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations