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Navitas Semiconductor Corp NVTS

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:17:52.984Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:33.179500711Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:52.251674+00:00

Share price$9.21
1D+2.8%
AH$8.69$8.86$9.03$9.20$9.375:30 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$0.16$1.19$2.21$3.23$4.25$5.59$8.02$10.45$12.88$15.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVTS spot · $9.21NVTS PRICE$0.27$0.36$0.45$0.55$0.67$0.80$0.92$1.05$1.18$1.35$1.52$1.69$1.95$0.34$0.45$0.59$0.73$0.88$1.10$1.34$1.58$1.79$2.01$2.38$3.30$3.96
PutsFair1.02×
CallsCheap0.78×
SkewBearish+0.93 pp
Implied moveBearish±$2.26
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4895.4%38.5%7.5590.1%21.8%
25Δ11.8996.5%33.0%7.9589.3%18.5%
30Δ11.3093.8%27.5%8.2989.2%16.3%
35Δ10.8193.1%23.4%8.6289.2%14.3%
40Δ10.4394.6%20.6%8.9689.2%12.3%
45Δ10.0596.1%17.8%9.3191.2%10.8%
50Δ9.6994.5%15.2%9.6893.4%9.5%
55Δ9.3292.4%12.6%10.0495.0%8.2%
60Δ8.9690.4%10.0%10.3892.3%6.8%
65Δ8.6389.2%8.4%10.7289.5%5.4%
70Δ8.3188.1%6.7%11.2090.6%4.2%
75Δ7.9886.9%5.0%12.17104.0%3.7%
80Δ7.6285.5%3.9%12.92105.6%2.7%

20Δ

Calls
Pseudo strike
12.48
IV
95.4%
B/E move
38.5%
Puts
Pseudo strike
7.55
IV
90.1%
B/E move
21.8%

25Δ

Calls
Pseudo strike
11.89
IV
96.5%
B/E move
33.0%
Puts
Pseudo strike
7.95
IV
89.3%
B/E move
18.5%

30Δ

Calls
Pseudo strike
11.30
IV
93.8%
B/E move
27.5%
Puts
Pseudo strike
8.29
IV
89.2%
B/E move
16.3%

35Δ

Calls
Pseudo strike
10.81
IV
93.1%
B/E move
23.4%
Puts
Pseudo strike
8.62
IV
89.2%
B/E move
14.3%

40Δ

Calls
Pseudo strike
10.43
IV
94.6%
B/E move
20.6%
Puts
Pseudo strike
8.96
IV
89.2%
B/E move
12.3%

45Δ

Calls
Pseudo strike
10.05
IV
96.1%
B/E move
17.8%
Puts
Pseudo strike
9.31
IV
91.2%
B/E move
10.8%

50Δ

Calls
Pseudo strike
9.69
IV
94.5%
B/E move
15.2%
Puts
Pseudo strike
9.68
IV
93.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
9.32
IV
92.4%
B/E move
12.6%
Puts
Pseudo strike
10.04
IV
95.0%
B/E move
8.2%

60Δ

Calls
Pseudo strike
8.96
IV
90.4%
B/E move
10.0%
Puts
Pseudo strike
10.38
IV
92.3%
B/E move
6.8%

65Δ

Calls
Pseudo strike
8.63
IV
89.2%
B/E move
8.4%
Puts
Pseudo strike
10.72
IV
89.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
8.31
IV
88.1%
B/E move
6.7%
Puts
Pseudo strike
11.20
IV
90.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.98
IV
86.9%
B/E move
5.0%
Puts
Pseudo strike
12.17
IV
104.0%
B/E move
3.7%

80Δ

Calls
Pseudo strike
7.62
IV
85.5%
B/E move
3.9%
Puts
Pseudo strike
12.92
IV
105.6%
B/E move
2.7%