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NovoCure Limited Ordinary Shares NVCR

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Market datapartial · fetched 2026-10-22T15:47:21.625Z

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 · 2026-10-22T15:47:03.015315397Z

FundamentalsAlpha Vantage · unavailable

Share price$15.44
1D-0.5%
$15.15$15.29$15.42$15.56$15.695:30 AM6:30 AM9:00 AM1:00 PMNVCR
Sold putSold call

NovoCure Limited Ordinary Shares options

Live interpolated NVCR call and put midpoint premiums by absolute delta.NovoCure Limited Ordinary Shares$0.28$1.00$1.72$2.44$3.15$11.63$13.64$15.64$17.64$19.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVCR spot · $15.44NVCR PRICE$0.36$0.43$0.53$0.63$0.79$0.94$1.13$1.37$1.60$2.03$2.45$2.70$2.95$0.42$0.51$0.69$0.91$1.13$1.24$1.35$1.51$1.78$2.06$2.33$2.60$2.89
PutsExpensive1.27×
CallsExpensive1.45×
SkewBullish-9.11 pp
Implied moveBearish±$2.49
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.3782.3%27.8%13.1678.5%17.5%
25Δ18.2073.2%20.7%13.7771.8%14.2%
30Δ17.5670.3%17.1%14.2471.7%12.2%
35Δ16.9968.0%14.1%14.6275.6%11.2%
40Δ16.6069.5%12.6%15.0179.2%10.1%
45Δ16.2071.0%11.1%15.3874.0%8.4%
50Δ15.8173.1%9.7%15.7568.8%6.7%
55Δ15.4175.9%8.6%16.1365.4%5.3%
60Δ15.0178.7%7.5%16.5365.7%4.5%
65Δ14.4887.5%6.9%16.9365.9%3.6%
70Δ13.9595.1%6.2%17.3364.2%2.9%
75Δ13.4890.6%4.8%17.7262.1%2.1%
80Δ13.0186.1%3.3%18.1259.7%1.4%

20Δ

Calls
Pseudo strike
19.37
IV
82.3%
B/E move
27.8%
Puts
Pseudo strike
13.16
IV
78.5%
B/E move
17.5%

25Δ

Calls
Pseudo strike
18.20
IV
73.2%
B/E move
20.7%
Puts
Pseudo strike
13.77
IV
71.8%
B/E move
14.2%

30Δ

Calls
Pseudo strike
17.56
IV
70.3%
B/E move
17.1%
Puts
Pseudo strike
14.24
IV
71.7%
B/E move
12.2%

35Δ

Calls
Pseudo strike
16.99
IV
68.0%
B/E move
14.1%
Puts
Pseudo strike
14.62
IV
75.6%
B/E move
11.2%

40Δ

Calls
Pseudo strike
16.60
IV
69.5%
B/E move
12.6%
Puts
Pseudo strike
15.01
IV
79.2%
B/E move
10.1%

45Δ

Calls
Pseudo strike
16.20
IV
71.0%
B/E move
11.1%
Puts
Pseudo strike
15.38
IV
74.0%
B/E move
8.4%

50Δ

Calls
Pseudo strike
15.81
IV
73.1%
B/E move
9.7%
Puts
Pseudo strike
15.75
IV
68.8%
B/E move
6.7%

55Δ

Calls
Pseudo strike
15.41
IV
75.9%
B/E move
8.6%
Puts
Pseudo strike
16.13
IV
65.4%
B/E move
5.3%

60Δ

Calls
Pseudo strike
15.01
IV
78.7%
B/E move
7.5%
Puts
Pseudo strike
16.53
IV
65.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
14.48
IV
87.5%
B/E move
6.9%
Puts
Pseudo strike
16.93
IV
65.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
13.95
IV
95.1%
B/E move
6.2%
Puts
Pseudo strike
17.33
IV
64.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.48
IV
90.6%
B/E move
4.8%
Puts
Pseudo strike
17.72
IV
62.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.01
IV
86.1%
B/E move
3.3%
Puts
Pseudo strike
18.12
IV
59.7%
B/E move
1.4%

Options history

No recorded observations