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Nova Ltd. Ordinary Shares NVMI

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Market datapartial · fetched 2026-10-22T23:30:15.970Z

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 · 2026-10-22T20:00:03.035926223Z

FundamentalsAlpha Vantage · unavailable

Share price$310.13
1D-2.9%
AH$306$309$313$317$3205:30 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$3.91$21.47$39.03$56.59$74.15$235.13$280.40$325.68$370.95$416.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVMI spot · $310.13NVMI PRICE$5.81$7.76$9.59$11.46$14.00$16.47$19.38$22.58$25.90$29.61$33.83$39.34$46.37$7.26$9.15$12.37$15.47$18.42$21.19$25.00$29.28$34.06$39.79$49.96$58.69$69.09
PutsExpensive1.10×
CallsFair1.01×
SkewBearish+3.61 pp
Implied moveBearish±$44.38
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ368.8364.7%20.8%269.8067.7%15.3%
25Δ358.0565.0%18.0%280.0063.9%12.7%
30Δ347.1663.1%15.0%287.0066.5%11.4%
35Δ337.2060.6%12.4%294.3667.2%10.1%
40Δ330.1461.9%11.0%301.8766.1%8.6%
45Δ322.7861.2%9.4%309.0663.8%7.2%
50Δ315.7961.4%8.1%316.1663.5%6.1%
55Δ309.0261.9%6.9%323.3963.5%5.2%
60Δ302.2461.5%5.8%330.8663.6%4.3%
65Δ295.4261.2%4.8%338.9964.0%3.5%
70Δ288.3961.2%3.9%350.8368.6%3.0%
75Δ280.5862.4%3.2%361.7269.2%2.3%
80Δ271.4664.2%2.5%374.1869.5%1.6%

20Δ

Calls
Pseudo strike
368.83
IV
64.7%
B/E move
20.8%
Puts
Pseudo strike
269.80
IV
67.7%
B/E move
15.3%

25Δ

Calls
Pseudo strike
358.05
IV
65.0%
B/E move
18.0%
Puts
Pseudo strike
280.00
IV
63.9%
B/E move
12.7%

30Δ

Calls
Pseudo strike
347.16
IV
63.1%
B/E move
15.0%
Puts
Pseudo strike
287.00
IV
66.5%
B/E move
11.4%

35Δ

Calls
Pseudo strike
337.20
IV
60.6%
B/E move
12.4%
Puts
Pseudo strike
294.36
IV
67.2%
B/E move
10.1%

40Δ

Calls
Pseudo strike
330.14
IV
61.9%
B/E move
11.0%
Puts
Pseudo strike
301.87
IV
66.1%
B/E move
8.6%

45Δ

Calls
Pseudo strike
322.78
IV
61.2%
B/E move
9.4%
Puts
Pseudo strike
309.06
IV
63.8%
B/E move
7.2%

50Δ

Calls
Pseudo strike
315.79
IV
61.4%
B/E move
8.1%
Puts
Pseudo strike
316.16
IV
63.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
309.02
IV
61.9%
B/E move
6.9%
Puts
Pseudo strike
323.39
IV
63.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
302.24
IV
61.5%
B/E move
5.8%
Puts
Pseudo strike
330.86
IV
63.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
295.42
IV
61.2%
B/E move
4.8%
Puts
Pseudo strike
338.99
IV
64.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
288.39
IV
61.2%
B/E move
3.9%
Puts
Pseudo strike
350.83
IV
68.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
280.58
IV
62.4%
B/E move
3.2%
Puts
Pseudo strike
361.72
IV
69.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
271.46
IV
64.2%
B/E move
2.5%
Puts
Pseudo strike
374.18
IV
69.5%
B/E move
1.6%

Options history

No recorded observations