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Novartis AG NVS

i

Market datapartial · fetched 2026-11-11T14:32:17.585Z

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 · 2026-11-11T14:32:15.849820957Z

FundamentalsAlpha Vantage · unavailable

Share price$159.97
1D-0.1%
$159.52$159.66$159.80$159.94$160.085:30 AM6:30 AM9:00 AM1:00 PMNVS
Sold putSold call

Novartis AG options

Live interpolated NVS call and put midpoint premiums by absolute delta.Novartis AG$0.62$3.43$6.24$9.05$11.86$148.11$153.65$159.18$164.71$170.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVS spot · $159.97NVS PRICE$0.92$1.19$1.51$1.93$2.34$2.75$3.17$3.71$4.32$4.94$5.55$6.16$7.58$1.13$1.47$1.87$2.34$2.81$3.29$3.86$4.65$5.44$6.22$7.36$9.20$11.05
PutsExpensive1.44×
CallsExpensive1.22×
SkewBearish+6.21 pp
Implied moveBearish±$7.03
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.8333.1%5.5%152.1638.6%5.6%
25Δ166.1332.4%4.6%153.9437.8%4.7%
30Δ164.6431.9%3.9%155.5037.3%4.0%
35Δ163.5632.0%3.5%156.7337.1%3.5%
40Δ162.4932.1%3.0%157.9636.9%3.0%
45Δ161.4232.2%2.6%159.1836.7%2.5%
50Δ160.3532.3%2.2%160.4236.6%2.1%
55Δ159.3032.1%1.9%161.6736.9%1.8%
60Δ158.2631.8%1.6%162.9137.2%1.6%
65Δ157.2331.4%1.4%164.1637.5%1.3%
70Δ156.1931.1%1.1%165.7038.5%1.0%
75Δ155.1630.8%0.8%167.8541.0%0.8%
80Δ153.4631.7%0.7%170.0043.5%0.6%

20Δ

Calls
Pseudo strike
167.83
IV
33.1%
B/E move
5.5%
Puts
Pseudo strike
152.16
IV
38.6%
B/E move
5.6%

25Δ

Calls
Pseudo strike
166.13
IV
32.4%
B/E move
4.6%
Puts
Pseudo strike
153.94
IV
37.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
164.64
IV
31.9%
B/E move
3.9%
Puts
Pseudo strike
155.50
IV
37.3%
B/E move
4.0%

35Δ

Calls
Pseudo strike
163.56
IV
32.0%
B/E move
3.5%
Puts
Pseudo strike
156.73
IV
37.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
162.49
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
157.96
IV
36.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
161.42
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
159.18
IV
36.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
160.35
IV
32.3%
B/E move
2.2%
Puts
Pseudo strike
160.42
IV
36.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
159.30
IV
32.1%
B/E move
1.9%
Puts
Pseudo strike
161.67
IV
36.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
158.26
IV
31.8%
B/E move
1.6%
Puts
Pseudo strike
162.91
IV
37.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
157.23
IV
31.4%
B/E move
1.4%
Puts
Pseudo strike
164.16
IV
37.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
156.19
IV
31.1%
B/E move
1.1%
Puts
Pseudo strike
165.70
IV
38.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
155.16
IV
30.8%
B/E move
0.8%
Puts
Pseudo strike
167.85
IV
41.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
153.46
IV
31.7%
B/E move
0.7%
Puts
Pseudo strike
170.00
IV
43.5%
B/E move
0.6%

Options history

IV · four-Friday blend25.34%
Daily EOD
NVS24.4%25.7%27.0%2026-10-19: 25.45%2026-10-20: 26.83%2026-10-21: 25.66%2026-10-22: 26.80%2026-10-23: 26.77%2026-10-26: 25.72%2026-10-27: 24.61%2026-10-28: 24.76%2026-10-29: 25.17%2026-10-30: 25.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.45%
26.83%
25.66%
26.80%
26.77%
25.72%
24.61%
24.76%
25.17%
25.34%