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Nuvectis Pharma, Inc. Common Stock NVCT

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Market datapartial · fetched 2026-10-22T18:21:44.434Z

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 · 2026-10-22T18:20:44.48719291Z

FundamentalsAlpha Vantage · unavailable

Share price$21.03
1D+2.8%
$20.35$20.59$20.83$21.06$21.305:30 AM6:30 AM9:00 AM1:00 PMNVCT
Sold putSold call

Nuvectis Pharma, Inc. Common Stock options

Live interpolated NVCT call and put midpoint premiums by absolute delta.Nuvectis Pharma, Inc. Common Stock$0.38$2.30$4.22$6.15$8.07$13.22$16.70$20.18$23.66$27.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVCT spot · $21.03NVCT PRICE$0.59$0.75$0.92$1.08$1.32$1.58$1.83$2.09$2.41$2.99$3.56$4.14$1.26$1.82$2.37$2.72$2.94$3.15$3.58$4.37$5.16$5.94$6.73$7.52
PutsExpensive1.33×
CallsCheap0.94×
SkewBearish+33.58 pp
Implied moveBearish±$4.72
TiltBearish34.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ24.7572.1%20.5%18.08109.9%20.0%
30Δ24.0671.8%18.0%18.88120.8%18.9%
35Δ23.3771.5%15.5%19.68131.7%17.7%
40Δ22.6771.3%13.0%20.46130.0%15.7%
45Δ22.0971.6%11.3%21.24119.8%12.9%
50Δ21.5472.2%9.9%22.03109.5%10.2%
55Δ20.9972.8%8.5%22.90102.5%8.2%
60Δ20.4573.4%7.2%23.91100.5%7.1%
65Δ19.8674.8%5.9%24.9298.5%6.0%
70Δ19.1179.4%5.1%25.9496.5%4.9%
75Δ18.3684.1%4.2%26.9594.6%3.9%
80Δ17.6188.8%3.4%27.9692.6%2.8%

20Δ

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

25Δ

Calls
Pseudo strike
24.75
IV
72.1%
B/E move
20.5%
Puts
Pseudo strike
18.08
IV
109.9%
B/E move
20.0%

30Δ

Calls
Pseudo strike
24.06
IV
71.8%
B/E move
18.0%
Puts
Pseudo strike
18.88
IV
120.8%
B/E move
18.9%

35Δ

Calls
Pseudo strike
23.37
IV
71.5%
B/E move
15.5%
Puts
Pseudo strike
19.68
IV
131.7%
B/E move
17.7%

40Δ

Calls
Pseudo strike
22.67
IV
71.3%
B/E move
13.0%
Puts
Pseudo strike
20.46
IV
130.0%
B/E move
15.7%

45Δ

Calls
Pseudo strike
22.09
IV
71.6%
B/E move
11.3%
Puts
Pseudo strike
21.24
IV
119.8%
B/E move
12.9%

50Δ

Calls
Pseudo strike
21.54
IV
72.2%
B/E move
9.9%
Puts
Pseudo strike
22.03
IV
109.5%
B/E move
10.2%

55Δ

Calls
Pseudo strike
20.99
IV
72.8%
B/E move
8.5%
Puts
Pseudo strike
22.90
IV
102.5%
B/E move
8.2%

60Δ

Calls
Pseudo strike
20.45
IV
73.4%
B/E move
7.2%
Puts
Pseudo strike
23.91
IV
100.5%
B/E move
7.1%

65Δ

Calls
Pseudo strike
19.86
IV
74.8%
B/E move
5.9%
Puts
Pseudo strike
24.92
IV
98.5%
B/E move
6.0%

70Δ

Calls
Pseudo strike
19.11
IV
79.4%
B/E move
5.1%
Puts
Pseudo strike
25.94
IV
96.5%
B/E move
4.9%

75Δ

Calls
Pseudo strike
18.36
IV
84.1%
B/E move
4.2%
Puts
Pseudo strike
26.95
IV
94.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
17.61
IV
88.8%
B/E move
3.4%
Puts
Pseudo strike
27.96
IV
92.6%
B/E move
2.8%

Options history

No recorded observations