IntraAlpha
Create free account Start free

Nova Ltd. Ordinary Shares NVMI

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-12T03:14:25.994Z

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 · 2026-11-11T22:49:08.975643523Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:14:25.560716+00:00

Share price$326.98
1D-1.0%
AH$331$335$340$344$3485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVMI
Sold putSold callAH

Nova Ltd. Ordinary Shares options

Live interpolated NVMI call and put midpoint premiums by absolute delta.Nova Ltd. Ordinary Shares$1.41$22.35$43.29$64.24$85.18$264.50$297.69$330.87$364.06$397.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NVMI spot · $326.98NVMI PRICE$4.52$5.97$7.69$9.75$12.26$15.20$18.52$22.66$27.58$34.11$44.53$58.04$79.14$3.67$4.22$5.05$5.87$6.70$7.53$8.36
Puts——
CallsExpensive1.14×
Skew——
Implied moveBullish±$26.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ368.8683.7%14.2%302.7461.8%8.5%
25Δ360.4783.0%12.1%310.4652.8%6.3%
30Δ353.8183.6%10.6%314.6649.8%5.3%
35Δ347.7985.7%9.3%318.8646.7%4.3%
40Δ342.5189.8%8.5%322.0144.2%3.6%
45Δ336.9694.2%7.7%324.7841.8%3.0%
50Δ331.1998.9%7.0%327.5539.4%2.4%
55Δ324.76104.4%6.3%
60Δ317.76111.4%5.6%
65Δ309.61121.9%5.1%
70Δ298.40142.0%4.9%
75Δ283.79166.4%4.5%
80Δ262.16210.6%4.4%

20Δ

Calls
Pseudo strike
368.86
IV
83.7%
B/E move
14.2%
Puts
Pseudo strike
302.74
IV
61.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
360.47
IV
83.0%
B/E move
12.1%
Puts
Pseudo strike
310.46
IV
52.8%
B/E move
6.3%

30Δ

Calls
Pseudo strike
353.81
IV
83.6%
B/E move
10.6%
Puts
Pseudo strike
314.66
IV
49.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
347.79
IV
85.7%
B/E move
9.3%
Puts
Pseudo strike
318.86
IV
46.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
342.51
IV
89.8%
B/E move
8.5%
Puts
Pseudo strike
322.01
IV
44.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
336.96
IV
94.2%
B/E move
7.7%
Puts
Pseudo strike
324.78
IV
41.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
331.19
IV
98.9%
B/E move
7.0%
Puts
Pseudo strike
327.55
IV
39.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
324.76
IV
104.4%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
317.76
IV
111.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
309.61
IV
121.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
298.40
IV
142.0%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
283.79
IV
166.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
262.16
IV
210.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.21%
Daily EOD
NVMI56.0%58.3%60.5%2026-10-19: 56.89%2026-10-20: 56.46%2026-10-21: 56.33%2026-10-22: 58.38%2026-10-23: 59.52%2026-10-26: 59.24%2026-10-27: 59.01%2026-10-28: 59.33%2026-10-29: 58.08%2026-10-30: 60.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.89%
56.46%
56.33%
58.38%
59.52%
59.24%
59.01%
59.33%
58.08%
60.21%