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NovoCure Limited Ordinary Shares NVCR

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T03:27:25.309Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T22:13:47.844375975Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:23:28.917482+00:00

Share price$11.87
1D+1.4%
AH$11.73$11.90$12.07$12.24$12.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVCR
Sold putSold callAH

NovoCure Limited Ordinary Shares options

Live interpolated NVCR call and put midpoint premiums by absolute delta.NovoCure Limited Ordinary Shares$0.64$1.10$1.56$2.02$2.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENVCR PRICE$0.70$0.86$1.03$1.20$1.35$1.39$1.43$1.58$1.96$2.35$0.87$0.88$0.69$0.80$0.92$1.03$1.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.81327.9%33.1%
25Δ9.81259.5%24.7%
30Δ
35Δ13.19149.6%17.0%
40Δ12.88160.4%15.8%
45Δ12.58171.2%14.7%
50Δ12.28182.0%13.5%
55Δ11.97190.3%12.2%12.1372.4%3.6%
60Δ11.61169.2%9.5%12.3171.2%3.0%
65Δ11.24148.1%6.7%12.4970.0%2.5%
70Δ10.84138.2%4.7%12.6668.7%2.0%
75Δ10.39149.7%4.0%12.8467.5%1.5%
80Δ9.91160.9%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.81
IV
327.9%
B/E move
33.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.81
IV
259.5%
B/E move
24.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.19
IV
149.6%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.88
IV
160.4%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.58
IV
171.2%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.28
IV
182.0%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.97
IV
190.3%
B/E move
12.2%
Puts
Pseudo strike
12.13
IV
72.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
11.61
IV
169.2%
B/E move
9.5%
Puts
Pseudo strike
12.31
IV
71.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.24
IV
148.1%
B/E move
6.7%
Puts
Pseudo strike
12.49
IV
70.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
10.84
IV
138.2%
B/E move
4.7%
Puts
Pseudo strike
12.66
IV
68.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
10.39
IV
149.7%
B/E move
4.0%
Puts
Pseudo strike
12.84
IV
67.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
9.91
IV
160.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.20%
Daily EOD
NVCR66.9%73.7%80.4%2026-10-19: 74.68%2026-10-20: 72.33%2026-10-21: 73.69%2026-10-22: 69.17%2026-10-23: 69.58%2026-10-26: 67.84%2026-10-27: 69.76%2026-10-28: 79.50%2026-10-29: 70.03%2026-10-30: 73.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.68%
72.33%
73.69%
69.17%
69.58%
67.84%
69.76%
79.50%
70.03%
73.20%