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Nuvectis Pharma, Inc. Common Stock NVCT

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Market datapartial · fetched 2026-10-22T23:22:29.662Z

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 · 2026-10-22T20:00:03.967043641Z

FundamentalsAlpha Vantage · unavailable

Share price$20.89
1D+2.1%
AH$20.35$20.59$20.83$21.06$21.305:30 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$0.34$2.02$3.70$5.37$7.05$12.68$16.27$19.85$23.44$27.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVCT spot · $20.89NVCT PRICE$0.53$0.60$0.77$0.94$1.11$1.36$1.63$1.89$2.16$2.58$3.18$3.77$4.53$2.45$1.20$1.75$2.30$2.69$2.89$3.10$3.32$3.71$4.10$4.49$5.20$6.56
PutsExpensive1.41×
CallsFair1.02×
SkewBearish+35.33 pp
Implied moveBearish±$4.72
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.4193.2%33.7%14.82253.9%40.8%
25Δ24.7073.9%21.1%18.01107.2%19.6%
30Δ24.0073.9%18.5%18.79117.7%18.4%
35Δ23.2973.8%16.0%19.57128.1%17.3%
40Δ22.5873.7%13.4%20.34129.2%15.5%
45Δ22.0074.5%11.8%21.09119.1%12.9%
50Δ21.4375.5%10.4%21.84109.0%10.3%
55Δ20.8776.4%8.9%22.5899.6%7.8%
60Δ20.3077.4%7.5%23.2495.4%6.5%
65Δ19.6480.5%6.3%23.9091.3%5.2%
70Δ18.8686.2%5.5%24.5687.1%3.9%
75Δ18.0991.8%4.6%25.5085.0%2.8%
80Δ17.1699.5%3.8%27.0287.0%2.1%

20Δ

Calls
Pseudo strike
27.41
IV
93.2%
B/E move
33.7%
Puts
Pseudo strike
14.82
IV
253.9%
B/E move
40.8%

25Δ

Calls
Pseudo strike
24.70
IV
73.9%
B/E move
21.1%
Puts
Pseudo strike
18.01
IV
107.2%
B/E move
19.6%

30Δ

Calls
Pseudo strike
24.00
IV
73.9%
B/E move
18.5%
Puts
Pseudo strike
18.79
IV
117.7%
B/E move
18.4%

35Δ

Calls
Pseudo strike
23.29
IV
73.8%
B/E move
16.0%
Puts
Pseudo strike
19.57
IV
128.1%
B/E move
17.3%

40Δ

Calls
Pseudo strike
22.58
IV
73.7%
B/E move
13.4%
Puts
Pseudo strike
20.34
IV
129.2%
B/E move
15.5%

45Δ

Calls
Pseudo strike
22.00
IV
74.5%
B/E move
11.8%
Puts
Pseudo strike
21.09
IV
119.1%
B/E move
12.9%

50Δ

Calls
Pseudo strike
21.43
IV
75.5%
B/E move
10.4%
Puts
Pseudo strike
21.84
IV
109.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
20.87
IV
76.4%
B/E move
8.9%
Puts
Pseudo strike
22.58
IV
99.6%
B/E move
7.8%

60Δ

Calls
Pseudo strike
20.30
IV
77.4%
B/E move
7.5%
Puts
Pseudo strike
23.24
IV
95.4%
B/E move
6.5%

65Δ

Calls
Pseudo strike
19.64
IV
80.5%
B/E move
6.3%
Puts
Pseudo strike
23.90
IV
91.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
18.86
IV
86.2%
B/E move
5.5%
Puts
Pseudo strike
24.56
IV
87.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
18.09
IV
91.8%
B/E move
4.6%
Puts
Pseudo strike
25.50
IV
85.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
17.16
IV
99.5%
B/E move
3.8%
Puts
Pseudo strike
27.02
IV
87.0%
B/E move
2.1%

Options history

No recorded observations