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Novartis AG NVS

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Market datapartial · fetched 2026-10-22T11:12:57.422Z

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 · 2026-10-22T10:45:25.965083344Z

FundamentalsAlpha Vantage · unavailable

Share price$155.57
1D
Price history unavailable.

Novartis AG options

Live interpolated NVS call and put midpoint premiums by absolute delta.Novartis AG$0.53$6.95$13.37$19.80$26.22$136.04$144.80$153.57$162.34$171.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVS spot · $155.57NVS PRICE$1.22$1.61$2.05$2.48$2.99$3.56$4.14$4.71$5.36$6.01$6.66$7.31$8.53$1.63$2.21$2.80$3.43$4.08$4.73$6.05$7.38$8.71$10.07$11.43$17.80$24.37
PutsExpensive1.56×
CallsCheap0.86×
SkewBearish+10.95 pp
Implied moveBearish±$10.18
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.4525.6%7.8%145.2931.7%7.7%
25Δ164.2525.3%6.6%147.3731.7%6.7%
30Δ162.5225.0%5.8%149.4531.7%5.7%
35Δ160.7824.7%4.9%151.3431.3%4.9%
40Δ159.2424.6%4.3%153.1430.8%4.2%
45Δ157.8624.4%3.8%154.9530.2%3.4%
50Δ156.4724.3%3.2%156.8531.7%3.1%
55Δ155.0924.1%2.7%158.7533.3%2.7%
60Δ153.8523.4%2.3%160.7034.3%2.3%
65Δ152.6322.6%2.0%162.7634.1%1.9%
70Δ151.4021.9%1.6%164.8233.8%1.4%
75Δ150.1821.1%1.2%171.1944.3%1.4%
80Δ148.5920.7%1.0%178.1551.2%1.1%

20Δ

Calls
Pseudo strike
166.45
IV
25.6%
B/E move
7.8%
Puts
Pseudo strike
145.29
IV
31.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
164.25
IV
25.3%
B/E move
6.6%
Puts
Pseudo strike
147.37
IV
31.7%
B/E move
6.7%

30Δ

Calls
Pseudo strike
162.52
IV
25.0%
B/E move
5.8%
Puts
Pseudo strike
149.45
IV
31.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
160.78
IV
24.7%
B/E move
4.9%
Puts
Pseudo strike
151.34
IV
31.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
159.24
IV
24.6%
B/E move
4.3%
Puts
Pseudo strike
153.14
IV
30.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
157.86
IV
24.4%
B/E move
3.8%
Puts
Pseudo strike
154.95
IV
30.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
156.47
IV
24.3%
B/E move
3.2%
Puts
Pseudo strike
156.85
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
155.09
IV
24.1%
B/E move
2.7%
Puts
Pseudo strike
158.75
IV
33.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
153.85
IV
23.4%
B/E move
2.3%
Puts
Pseudo strike
160.70
IV
34.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
152.63
IV
22.6%
B/E move
2.0%
Puts
Pseudo strike
162.76
IV
34.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
151.40
IV
21.9%
B/E move
1.6%
Puts
Pseudo strike
164.82
IV
33.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
150.18
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
171.19
IV
44.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
148.59
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
178.15
IV
51.2%
B/E move
1.1%

Options history

No recorded observations