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Novonix Ltd ADR NVX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-10-24T12:00:53.548Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:00.192679907Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T12:00:53.360602+00:00

Share price$2.09
1D+1.5%
AH$2.02$2.05$2.07$2.10$2.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVX
Sold putSold callAH

Novonix Ltd ADR options

Live interpolated NVX call and put midpoint premiums by absolute delta.Novonix Ltd ADR$0.25$1.39$2.53$3.67$4.81$-0.65$1.98$4.60$7.22$9.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVX spot · $2.09NVX PRICE$0.38$0.38$0.38$1.35$1.87$2.40$2.92$3.44$3.96$4.48
PutsExpensive1.17×
CallsCheap0.26×
SkewBullish-20.23 pp
Implied moveBearish±$1.73
TiltBearish89.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ4.84217.4%149.5%
45Δ3.79177.1%99.2%
50Δ2.74136.8%49.0%3.05151.9%18.7%
55Δ3.63153.6%16.2%
60Δ4.20155.2%13.7%
65Δ4.77156.9%11.3%
70Δ5.35158.6%8.8%
75Δ5.92160.2%6.3%
80Δ6.49161.9%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.84
IV
217.4%
B/E move
149.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.79
IV
177.1%
B/E move
99.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.74
IV
136.8%
B/E move
49.0%
Puts
Pseudo strike
3.05
IV
151.9%
B/E move
18.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
153.6%
B/E move
16.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
155.2%
B/E move
13.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.77
IV
156.9%
B/E move
11.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
158.6%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.92
IV
160.2%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
161.9%
B/E move
3.9%

Options history

No recorded observations