Share price$8.61
1D+2.4%
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Navitas Semiconductor Corporation Common Stock NVTS
TECHNOLOGY · SEMICONDUCTORSi
Market dataready · fetched 2026-11-07T02:15:54.904Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T00:59:53.327465013Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T02:15:54.476374+00:00
Navitas Semiconductor Corporation Common Stock options
PutsCheap0.73×
CallsCheap0.68×
SkewBearish+2.26 pp
Implied moveBearish±$1.04
TiltBearish10.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.82 | 101.8% | 15.5% | 7.64 | 111.5% | 13.1% |
| 25Δ | 9.59 | 102.8% | 13.4% | 7.85 | 111.4% | 11.4% |
| 30Δ | 9.39 | 103.6% | 11.7% | 8.04 | 110.9% | 9.8% |
| 35Δ | 9.22 | 104.1% | 10.2% | 8.21 | 109.1% | 8.6% |
| 40Δ | 9.04 | 104.6% | 8.8% | 8.38 | 107.4% | 7.3% |
| 45Δ | 8.87 | 104.5% | 7.6% | 8.55 | 106.5% | 6.2% |
| 50Δ | 8.71 | 104.2% | 6.5% | 8.72 | 107.6% | 5.4% |
| 55Δ | 8.55 | 103.8% | 5.5% | 8.89 | 108.7% | 4.6% |
| 60Δ | 8.38 | 105.7% | 4.6% | 9.06 | 109.1% | 3.9% |
| 65Δ | 8.21 | 108.7% | 4.0% | 9.24 | 107.9% | 3.2% |
| 70Δ | 8.04 | 111.7% | 3.3% | 9.42 | 106.8% | 2.6% |
| 75Δ | 7.85 | 111.0% | 2.6% | 9.62 | 105.2% | 2.0% |
| 80Δ | 7.66 | 109.4% | 2.0% | 9.84 | 103.2% | 1.4% |
20Δ
- Pseudo strike
- 9.82
- IV
- 101.8%
- B/E move
- 15.5%
- Pseudo strike
- 7.64
- IV
- 111.5%
- B/E move
- 13.1%
25Δ
- Pseudo strike
- 9.59
- IV
- 102.8%
- B/E move
- 13.4%
- Pseudo strike
- 7.85
- IV
- 111.4%
- B/E move
- 11.4%
30Δ
- Pseudo strike
- 9.39
- IV
- 103.6%
- B/E move
- 11.7%
- Pseudo strike
- 8.04
- IV
- 110.9%
- B/E move
- 9.8%
35Δ
- Pseudo strike
- 9.22
- IV
- 104.1%
- B/E move
- 10.2%
- Pseudo strike
- 8.21
- IV
- 109.1%
- B/E move
- 8.6%
40Δ
- Pseudo strike
- 9.04
- IV
- 104.6%
- B/E move
- 8.8%
- Pseudo strike
- 8.38
- IV
- 107.4%
- B/E move
- 7.3%
45Δ
- Pseudo strike
- 8.87
- IV
- 104.5%
- B/E move
- 7.6%
- Pseudo strike
- 8.55
- IV
- 106.5%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- 8.71
- IV
- 104.2%
- B/E move
- 6.5%
- Pseudo strike
- 8.72
- IV
- 107.6%
- B/E move
- 5.4%
55Δ
- Pseudo strike
- 8.55
- IV
- 103.8%
- B/E move
- 5.5%
- Pseudo strike
- 8.89
- IV
- 108.7%
- B/E move
- 4.6%
60Δ
- Pseudo strike
- 8.38
- IV
- 105.7%
- B/E move
- 4.6%
- Pseudo strike
- 9.06
- IV
- 109.1%
- B/E move
- 3.9%
65Δ
- Pseudo strike
- 8.21
- IV
- 108.7%
- B/E move
- 4.0%
- Pseudo strike
- 9.24
- IV
- 107.9%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 8.04
- IV
- 111.7%
- B/E move
- 3.3%
- Pseudo strike
- 9.42
- IV
- 106.8%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 7.85
- IV
- 111.0%
- B/E move
- 2.6%
- Pseudo strike
- 9.62
- IV
- 105.2%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 7.66
- IV
- 109.4%
- B/E move
- 2.0%
- Pseudo strike
- 9.84
- IV
- 103.2%
- B/E move
- 1.4%
Options history
IV · four-Friday blend110.74%
Daily close
59 observations2026-08-10 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 100.02% | |
| 99.21% | |
| 97.58% | |
| 92.08% | |
| 90.84% | |
| 94.87% | |
| 93.80% | |
| 93.05% | |
| 92.72% | |
| 88.76% | |
| 91.43% | |
| 93.84% | |
| 95.89% | |
| 86.24% | |
| 80.89% | |
| 80.01% | |
| 78.40% | |
| 75.12% | |
| 73.99% | |
| 75.62% | |
| 87.75% | |
| 84.01% | |
| 81.86% | |
| 75.05% | |
| 81.54% | |
| 81.94% | |
| 80.84% | |
| 77.50% | |
| 73.68% | |
| 79.97% | |
| 82.48% | |
| 78.56% | |
| 78.42% | |
| 74.70% | |
| 79.03% | |
| 82.31% | |
| 83.14% | |
| 84.41% | |
| 76.76% | |
| 81.58% | |
| 77.02% | |
| 72.84% | |
| 76.17% | |
| 73.66% | |
| 78.83% | |
| 82.76% | |
| 89.21% | |
| 89.44% | |
| 91.15% | |
| 93.70% | |
| 96.21% | |
| 94.17% | |
| 99.58% | |
| 98.81% | |
| 103.69% | |
| 107.91% | |
| 105.86% | |
| 108.38% | |
| 110.74% |
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