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NovoCure Limited Ordinary Shares NVCR

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Market datapartial · fetched 2026-10-22T16:44:35.504Z

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 · 2026-10-22T16:44:17.910174331Z

FundamentalsAlpha Vantage · unavailable

Share price$15.07
1D-2.8%
$15.01$15.18$15.36$15.53$15.705:30 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$0.25$1.21$2.16$3.12$4.08$11.60$13.62$15.64$17.66$19.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVCR spot · $15.07NVCR PRICE$0.36$0.45$0.56$0.67$0.77$0.97$1.25$1.53$1.93$2.37$2.62$2.85$3.80$0.40$0.51$0.62$0.79$0.97$1.14$1.22$1.30$1.39$1.55$1.77$1.99
PutsExpensive1.14×
CallsExpensive1.66×
SkewBullish-26.82 pp
Implied moveBalanced±$2.47
TiltBullish19.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.9583.4%28.1%12.9175.8%17.0%
25Δ18.0178.9%22.5%13.4371.8%14.3%
30Δ17.3777.0%19.0%13.9069.3%11.9%
35Δ16.7874.6%15.8%14.2969.2%10.4%
40Δ16.2671.4%13.0%14.6769.7%9.1%
45Δ15.8273.8%11.4%15.0369.6%7.8%
50Δ15.4681.6%10.8%15.3264.6%6.5%
55Δ15.1089.5%10.3%15.6059.7%5.1%
60Δ14.6099.5%9.7%15.8854.8%3.8%
65Δ14.06110.4%9.1%16.1852.1%2.9%
70Δ13.53106.4%7.2%16.5051.1%2.3%
75Δ13.00100.5%5.2%16.8150.1%1.7%
80Δ12.00122.6%4.8%

20Δ

Calls
Pseudo strike
18.95
IV
83.4%
B/E move
28.1%
Puts
Pseudo strike
12.91
IV
75.8%
B/E move
17.0%

25Δ

Calls
Pseudo strike
18.01
IV
78.9%
B/E move
22.5%
Puts
Pseudo strike
13.43
IV
71.8%
B/E move
14.3%

30Δ

Calls
Pseudo strike
17.37
IV
77.0%
B/E move
19.0%
Puts
Pseudo strike
13.90
IV
69.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
16.78
IV
74.6%
B/E move
15.8%
Puts
Pseudo strike
14.29
IV
69.2%
B/E move
10.4%

40Δ

Calls
Pseudo strike
16.26
IV
71.4%
B/E move
13.0%
Puts
Pseudo strike
14.67
IV
69.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
15.82
IV
73.8%
B/E move
11.4%
Puts
Pseudo strike
15.03
IV
69.6%
B/E move
7.8%

50Δ

Calls
Pseudo strike
15.46
IV
81.6%
B/E move
10.8%
Puts
Pseudo strike
15.32
IV
64.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
15.10
IV
89.5%
B/E move
10.3%
Puts
Pseudo strike
15.60
IV
59.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
14.60
IV
99.5%
B/E move
9.7%
Puts
Pseudo strike
15.88
IV
54.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
14.06
IV
110.4%
B/E move
9.1%
Puts
Pseudo strike
16.18
IV
52.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.53
IV
106.4%
B/E move
7.2%
Puts
Pseudo strike
16.50
IV
51.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
13.00
IV
100.5%
B/E move
5.2%
Puts
Pseudo strike
16.81
IV
50.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
12.00
IV
122.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations