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Navitas Semiconductor Corp NVTS

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:04:00.149Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:47.141403357Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:12.083501+00:00

Share price$9.29
1D+3.9%
AH$8.69$8.86$9.03$9.19$9.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVTS
Sold putSold callAH

Navitas Semiconductor Corp options

Live interpolated NVTS call and put midpoint premiums by absolute delta.Navitas Semiconductor Corp$0.02$0.35$0.69$1.02$1.35$8.40$8.81$9.21$9.62$10.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $9.29OPTION PRICELive NVTS spot · $9.29NVTS PRICE$0.06$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.28$0.30$0.10$0.10$0.11$0.15$0.19$0.23$0.27$0.31$0.35$0.47$0.64$0.81$1.25
PutsExpensive1.30×
CallsCheap0.71×
SkewBearish+66.59 pp
Implied moveBearish±$0.44
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.78100.2%5.9%8.25241.5%12.3%
25Δ9.6899.3%5.0%8.69165.2%7.5%
30Δ9.5898.4%4.1%9.02113.2%4.1%
35Δ9.4997.0%3.3%9.10115.1%3.7%
40Δ9.4493.4%3.0%9.17117.1%3.3%
45Δ9.3989.7%2.7%9.25119.0%2.9%
50Δ9.3486.0%2.4%9.32121.0%2.6%
55Δ9.2982.4%2.1%9.40123.0%2.2%
60Δ9.2478.7%1.8%9.47124.9%1.8%
65Δ9.1975.0%1.5%9.61139.6%1.6%
70Δ9.1471.3%1.2%9.79162.7%1.5%
75Δ9.0967.7%0.9%9.98185.8%1.4%
80Δ9.0564.0%0.6%10.42240.7%1.3%

20Δ

Calls
Pseudo strike
9.78
IV
100.2%
B/E move
5.9%
Puts
Pseudo strike
8.25
IV
241.5%
B/E move
12.3%

25Δ

Calls
Pseudo strike
9.68
IV
99.3%
B/E move
5.0%
Puts
Pseudo strike
8.69
IV
165.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
9.58
IV
98.4%
B/E move
4.1%
Puts
Pseudo strike
9.02
IV
113.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
9.49
IV
97.0%
B/E move
3.3%
Puts
Pseudo strike
9.10
IV
115.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
9.44
IV
93.4%
B/E move
3.0%
Puts
Pseudo strike
9.17
IV
117.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
9.39
IV
89.7%
B/E move
2.7%
Puts
Pseudo strike
9.25
IV
119.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
9.34
IV
86.0%
B/E move
2.4%
Puts
Pseudo strike
9.32
IV
121.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
9.29
IV
82.4%
B/E move
2.1%
Puts
Pseudo strike
9.40
IV
123.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
9.24
IV
78.7%
B/E move
1.8%
Puts
Pseudo strike
9.47
IV
124.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
9.19
IV
75.0%
B/E move
1.5%
Puts
Pseudo strike
9.61
IV
139.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
9.14
IV
71.3%
B/E move
1.2%
Puts
Pseudo strike
9.79
IV
162.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
9.09
IV
67.7%
B/E move
0.9%
Puts
Pseudo strike
9.98
IV
185.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
9.05
IV
64.0%
B/E move
0.6%
Puts
Pseudo strike
10.42
IV
240.7%
B/E move
1.3%