Share price$8.47
1D-6.9%
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Navitas Semiconductor Corp NVTS
TECHNOLOGY · SEMICONDUCTORSi
Market dataready · fetched 2026-10-16T21:48:01.952Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:47:10.637917618Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:01.413779+00:00
Navitas Semiconductor Corp options
PutsExpensive1.08×
CallsCheap0.71×
SkewBearish+36.60 pp
Implied moveBearish±$0.78
TiltBearish44.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.37 | 78.8% | 11.8% | 7.65 | 92.3% | 11.2% |
| 25Δ | 9.17 | 75.7% | 9.8% | 7.83 | 91.1% | 9.6% |
| 30Δ | 8.98 | 72.8% | 7.9% | 8.00 | 90.0% | 8.1% |
| 35Δ | 8.86 | 70.5% | 6.9% | 8.14 | 90.9% | 7.2% |
| 40Δ | 8.75 | 68.3% | 5.9% | 8.27 | 91.8% | 6.4% |
| 45Δ | 8.63 | 66.0% | 4.8% | 8.41 | 92.7% | 5.5% |
| 50Δ | 8.51 | 63.8% | 3.8% | 8.56 | 95.0% | 4.8% |
| 55Δ | 8.42 | 62.2% | 3.3% | 8.73 | 100.6% | 4.3% |
| 60Δ | 8.33 | 60.7% | 2.8% | 8.91 | 106.1% | 3.8% |
| 65Δ | 8.24 | 59.2% | 2.3% | 9.08 | 107.8% | 3.2% |
| 70Δ | 8.15 | 57.7% | 1.9% | 9.25 | 104.8% | 2.6% |
| 75Δ | 8.06 | 56.2% | 1.4% | 9.42 | 101.9% | 1.9% |
| 80Δ | 10.74 | 168.8% | 2.1% | |||
20Δ
- Pseudo strike
- 9.37
- IV
- 78.8%
- B/E move
- 11.8%
- Pseudo strike
- 7.65
- IV
- 92.3%
- B/E move
- 11.2%
25Δ
- Pseudo strike
- 9.17
- IV
- 75.7%
- B/E move
- 9.8%
- Pseudo strike
- 7.83
- IV
- 91.1%
- B/E move
- 9.6%
30Δ
- Pseudo strike
- 8.98
- IV
- 72.8%
- B/E move
- 7.9%
- Pseudo strike
- 8.00
- IV
- 90.0%
- B/E move
- 8.1%
35Δ
- Pseudo strike
- 8.86
- IV
- 70.5%
- B/E move
- 6.9%
- Pseudo strike
- 8.14
- IV
- 90.9%
- B/E move
- 7.2%
40Δ
- Pseudo strike
- 8.75
- IV
- 68.3%
- B/E move
- 5.9%
- Pseudo strike
- 8.27
- IV
- 91.8%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 8.63
- IV
- 66.0%
- B/E move
- 4.8%
- Pseudo strike
- 8.41
- IV
- 92.7%
- B/E move
- 5.5%
50Δ
- Pseudo strike
- 8.51
- IV
- 63.8%
- B/E move
- 3.8%
- Pseudo strike
- 8.56
- IV
- 95.0%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- 8.42
- IV
- 62.2%
- B/E move
- 3.3%
- Pseudo strike
- 8.73
- IV
- 100.6%
- B/E move
- 4.3%
60Δ
- Pseudo strike
- 8.33
- IV
- 60.7%
- B/E move
- 2.8%
- Pseudo strike
- 8.91
- IV
- 106.1%
- B/E move
- 3.8%
65Δ
- Pseudo strike
- 8.24
- IV
- 59.2%
- B/E move
- 2.3%
- Pseudo strike
- 9.08
- IV
- 107.8%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 8.15
- IV
- 57.7%
- B/E move
- 1.9%
- Pseudo strike
- 9.25
- IV
- 104.8%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 8.06
- IV
- 56.2%
- B/E move
- 1.4%
- Pseudo strike
- 9.42
- IV
- 101.9%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.74
- IV
- 168.8%
- B/E move
- 2.1%