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Nuvectis Pharma, Inc. Common Stock NVCT

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Market datapartial · fetched 2026-11-12T02:47:37.028Z

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 · 2026-11-11T21:26:18.358055959Z

FundamentalsAlpha Vantage · unavailable

Share price$21.00
1D-0.6%
AH$20.51$20.85$21.19$21.53$21.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVCT
Sold putSold callAH

Nuvectis Pharma, Inc. Common Stock options

Live interpolated NVCT call and put midpoint premiums by absolute delta.Nuvectis Pharma, Inc. Common Stock$0.27$1.33$2.39$3.44$4.50$14.79$17.75$20.71$23.67$26.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVCT spot · $21.00NVCT PRICE$0.39$0.47$0.56$0.67$0.89$1.11$1.33$1.55$1.77$2.03$2.75$3.48$4.20$0.62$0.65$0.68$0.82$1.22$1.61$2.01$2.40$2.74$2.94$3.14$3.34$3.54
PutsCheap0.78×
CallsCheap0.82×
SkewBearish+8.46 pp
Implied moveBearish±$3.34
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.89115.8%20.4%16.71182.1%23.4%
25Δ24.04106.7%16.7%17.93147.9%17.7%
30Δ23.1997.5%13.1%19.15113.7%12.0%
35Δ22.4290.6%10.0%20.1592.8%7.9%
40Δ22.0293.9%9.1%20.66102.0%7.4%
45Δ21.6197.1%8.2%21.16111.1%6.9%
50Δ21.20100.3%7.3%21.66120.2%6.4%
55Δ20.79103.6%6.4%22.16129.3%5.9%
60Δ20.38106.8%5.5%22.61132.7%5.4%
65Δ19.94111.1%4.6%22.98123.6%4.6%
70Δ19.13128.5%4.2%23.34114.5%3.8%
75Δ18.31146.0%3.8%23.71105.3%3.0%
80Δ17.50163.4%3.3%24.0796.2%2.2%

20Δ

Calls
Pseudo strike
24.89
IV
115.8%
B/E move
20.4%
Puts
Pseudo strike
16.71
IV
182.1%
B/E move
23.4%

25Δ

Calls
Pseudo strike
24.04
IV
106.7%
B/E move
16.7%
Puts
Pseudo strike
17.93
IV
147.9%
B/E move
17.7%

30Δ

Calls
Pseudo strike
23.19
IV
97.5%
B/E move
13.1%
Puts
Pseudo strike
19.15
IV
113.7%
B/E move
12.0%

35Δ

Calls
Pseudo strike
22.42
IV
90.6%
B/E move
10.0%
Puts
Pseudo strike
20.15
IV
92.8%
B/E move
7.9%

40Δ

Calls
Pseudo strike
22.02
IV
93.9%
B/E move
9.1%
Puts
Pseudo strike
20.66
IV
102.0%
B/E move
7.4%

45Δ

Calls
Pseudo strike
21.61
IV
97.1%
B/E move
8.2%
Puts
Pseudo strike
21.16
IV
111.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
21.20
IV
100.3%
B/E move
7.3%
Puts
Pseudo strike
21.66
IV
120.2%
B/E move
6.4%

55Δ

Calls
Pseudo strike
20.79
IV
103.6%
B/E move
6.4%
Puts
Pseudo strike
22.16
IV
129.3%
B/E move
5.9%

60Δ

Calls
Pseudo strike
20.38
IV
106.8%
B/E move
5.5%
Puts
Pseudo strike
22.61
IV
132.7%
B/E move
5.4%

65Δ

Calls
Pseudo strike
19.94
IV
111.1%
B/E move
4.6%
Puts
Pseudo strike
22.98
IV
123.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
19.13
IV
128.5%
B/E move
4.2%
Puts
Pseudo strike
23.34
IV
114.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
18.31
IV
146.0%
B/E move
3.8%
Puts
Pseudo strike
23.71
IV
105.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
17.50
IV
163.4%
B/E move
3.3%
Puts
Pseudo strike
24.07
IV
96.2%
B/E move
2.2%

Options history

IV · four-Friday blend89.05%
Daily EOD
NVCT85.8%93.0%100.1%2026-10-19: 91.22%2026-10-20: 86.95%2026-10-21: 86.83%2026-10-22: 95.07%2026-10-23: 93.78%2026-10-26: 92.67%2026-10-27: 87.87%2026-10-28: 91.34%2026-10-29: 99.14%2026-10-30: 89.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
91.22%
86.95%
86.83%
95.07%
93.78%
92.67%
87.87%
91.34%
99.14%
89.05%