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Navitas Semiconductor Corporation Common Stock NVTS

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Market dataready · fetched 2026-11-08T00:19:35.932Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:53.327465013Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T00:19:35.262131+00:00

Share price$8.61
1D+2.4%
AH$8.07$8.23$8.39$8.55$8.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVTS
Sold putSold callAH

Navitas Semiconductor Corporation Common Stock options

Live interpolated NVTS call and put midpoint premiums by absolute delta.Navitas Semiconductor Corporation Common Stock$0.09$0.43$0.77$1.11$1.44$6.45$7.56$8.66$9.77$10.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVTS spot · $8.61NVTS PRICE$0.13$0.17$0.22$0.28$0.33$0.39$0.46$0.53$0.63$0.74$0.86$0.99$1.12$0.16$0.22$0.27$0.34$0.40$0.48$0.58$0.68$0.78$0.91$1.03$1.18$1.35
PutsCheap0.74×
CallsCheap0.68×
SkewBearish+2.20 pp
Implied moveBearish±$1.04
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.82110.0%15.5%7.64120.4%13.1%
25Δ9.59111.1%13.4%7.84120.3%11.4%
30Δ9.39112.0%11.7%8.04119.7%9.8%
35Δ9.21112.5%10.2%8.21117.8%8.6%
40Δ9.03113.1%8.8%8.38115.9%7.3%
45Δ8.87112.9%7.6%8.55114.9%6.2%
50Δ8.71112.6%6.5%8.72116.1%5.4%
55Δ8.55112.2%5.5%8.89117.2%4.7%
60Δ8.38114.4%4.6%9.06117.7%3.9%
65Δ8.21117.6%4.0%9.24116.4%3.2%
70Δ8.03120.8%3.3%9.42115.2%2.6%
75Δ7.85120.1%2.6%9.62113.4%2.0%
80Δ7.66118.3%1.9%9.83111.3%1.5%

20Δ

Calls
Pseudo strike
9.82
IV
110.0%
B/E move
15.5%
Puts
Pseudo strike
7.64
IV
120.4%
B/E move
13.1%

25Δ

Calls
Pseudo strike
9.59
IV
111.1%
B/E move
13.4%
Puts
Pseudo strike
7.84
IV
120.3%
B/E move
11.4%

30Δ

Calls
Pseudo strike
9.39
IV
112.0%
B/E move
11.7%
Puts
Pseudo strike
8.04
IV
119.7%
B/E move
9.8%

35Δ

Calls
Pseudo strike
9.21
IV
112.5%
B/E move
10.2%
Puts
Pseudo strike
8.21
IV
117.8%
B/E move
8.6%

40Δ

Calls
Pseudo strike
9.03
IV
113.1%
B/E move
8.8%
Puts
Pseudo strike
8.38
IV
115.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
8.87
IV
112.9%
B/E move
7.6%
Puts
Pseudo strike
8.55
IV
114.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
8.71
IV
112.6%
B/E move
6.5%
Puts
Pseudo strike
8.72
IV
116.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
8.55
IV
112.2%
B/E move
5.5%
Puts
Pseudo strike
8.89
IV
117.2%
B/E move
4.7%

60Δ

Calls
Pseudo strike
8.38
IV
114.4%
B/E move
4.6%
Puts
Pseudo strike
9.06
IV
117.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
8.21
IV
117.6%
B/E move
4.0%
Puts
Pseudo strike
9.24
IV
116.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
8.03
IV
120.8%
B/E move
3.3%
Puts
Pseudo strike
9.42
IV
115.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
7.85
IV
120.1%
B/E move
2.6%
Puts
Pseudo strike
9.62
IV
113.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
7.66
IV
118.3%
B/E move
1.9%
Puts
Pseudo strike
9.83
IV
111.3%
B/E move
1.5%

Options history

IV · four-Friday blend110.74%
Daily close
NVTS69.8%91.8%113.8%2026-08-10: 100.02%2026-08-11: 99.21%2026-08-12: 97.58%2026-08-13: 92.08%2026-08-14: 90.84%2026-08-17: 94.87%2026-08-18: 93.80%2026-08-19: 93.05%2026-08-20: 92.72%2026-08-21: 88.76%2026-08-24: 91.43%2026-08-25: 93.84%2026-08-26: 95.89%2026-08-27: 86.24%2026-08-28: 80.89%2026-08-31: 80.01%2026-09-01: 78.40%2026-09-02: 75.12%2026-09-03: 73.99%2026-09-04: 75.62%2026-09-08: 87.75%2026-09-09: 84.01%2026-09-10: 81.86%2026-09-11: 75.05%2026-09-14: 81.54%2026-09-15: 81.94%2026-09-16: 80.84%2026-09-17: 77.50%2026-09-18: 73.68%2026-09-21: 79.97%2026-09-22: 82.48%2026-09-23: 78.56%2026-09-24: 78.42%2026-09-25: 74.70%2026-09-28: 79.03%2026-09-29: 82.31%2026-09-30: 83.14%2026-10-01: 84.41%2026-10-02: 76.76%2026-10-05: 81.58%2026-10-06: 77.02%2026-10-07: 72.84%2026-10-08: 76.17%2026-10-09: 73.66%2026-10-12: 78.83%2026-10-13: 82.76%2026-10-14: 89.21%2026-10-15: 89.44%2026-10-16: 91.15%2026-10-19: 93.70%2026-10-20: 96.21%2026-10-21: 94.17%2026-10-22: 99.58%2026-10-23: 98.81%2026-10-26: 103.69%2026-10-27: 107.91%2026-10-28: 105.86%2026-10-29: 108.38%2026-10-30: 110.74%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%