NVMI
Nova Ltd.Close $390.96EOD onlyThis page reflects NVMI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 140.00 | 365.00 | 366.00 | 371.00 | 0.00 | 0 | 1 | 3149.4% | 0.963 | 0.0001 | -15.026 | 0.029 | 0.002 |
| 145.00 | 268.00 | 243.50 | 248.00 | 0.00 | 1 | 1 | 537.6% | 0.989 | 0.0002 | -0.959 | 0.011 | 0.011 |
| 150.00 | 152.50 | 245.80 | 250.10 | 0.00 | 1 | 1 | 684.7% | 0.968 | 0.0003 | -2.908 | 0.025 | 0.011 |
| 155.00 | 367.00 | 351.00 | 356.00 | 0.00 | 0 | 1 | 2700.8% | 0.945 | 0.0001 | -17.637 | 0.039 | 0.003 |
| 165.00 | 373.00 | 223.50 | 228.00 | 0.00 | 0 | 1 | 473.6% | 0.987 | 0.0002 | -0.959 | 0.012 | 0.013 |
| 170.00 | 300.00 | 218.50 | 223.00 | 0.00 | 1 | 3 | 458.8% | 0.986 | 0.0002 | -0.958 | 0.012 | 0.013 |
| 175.00 | 295.00 | 213.50 | 217.90 | 0.00 | 1 | 2 | 440.3% | 0.987 | 0.0002 | -0.914 | 0.012 | 0.014 |
| 180.00 | 207.50 | 208.50 | 213.00 | 0.00 | 0 | 2 | 430.6% | 0.985 | 0.0002 | -0.957 | 0.013 | 0.014 |
| 185.00 | 284.60 | 203.50 | 208.00 | 0.00 | 1 | 2 | 417.1% | 0.985 | 0.0003 | -0.957 | 0.013 | 0.015 |
| 210.00 | 177.00 | 178.50 | 183.00 | 0.00 | 0 | 1 | 354.4% | 0.982 | 0.0004 | -0.953 | 0.016 | 0.017 |
| 220.00 | 193.50 | 169.00 | 173.00 | 0.00 | 0 | 1 | 193.8% | 1.000 | 0.0000 | -0.042 | 0.000 | 0.018 |
| 250.00 | 62.85 | 0.00 | 0.00 | 0.00 | 2 | 2 | 0.0% | 1.000 | 0.0000 | -0.029 | 0.000 | 0.021 |
| 260.00 | 136.50 | 129.00 | 133.00 | 0.00 | 1 | 3 | 140.6% | 0.999 | 0.0000 | -0.047 | 0.001 | 0.021 |
| 270.00 | 220.50 | 119.00 | 123.00 | 0.00 | 1 | 1 | 128.9% | 0.999 | 0.0000 | -0.048 | 0.001 | 0.022 |
| 280.00 | 64.50 | 135.20 | 139.10 | 0.00 | 0 | 1 | 493.0% | 0.834 | 0.0014 | -7.274 | 0.088 | 0.016 |
| 290.00 | 99.00 | 99.00 | 103.00 | 0.00 | 20 | 12 | 105.9% | 0.999 | 0.0001 | -0.051 | 0.001 | 0.024 |
| 300.00 | 181.50 | 89.00 | 93.00 | 0.00 | 0 | 1 | 94.5% | 0.999 | 0.0001 | -0.052 | 0.001 | 0.025 |
| 310.00 | 183.05 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.037 | 0.000 | 0.025 |
| 320.00 | 132.50 | 69.00 | 73.00 | 0.00 | 3 | 5 | 73.4% | 0.999 | 0.0001 | -0.054 | 0.001 | 0.026 |
| 330.00 | 123.40 | 59.00 | 63.00 | 0.00 | 2 | 6 | 63.3% | 0.999 | 0.0002 | -0.056 | 0.002 | 0.027 |
| 340.00 | 176.50 | 173.50 | 178.00 | 0.00 | 31 | 27 | 1024.0% | 0.731 | 0.0009 | -19.989 | 0.117 | 0.011 |
| 350.00 | 112.00 | 39.50 | 43.50 | 0.00 | 38 | 38 | 64.7% | 0.973 | 0.0027 | -0.281 | 0.022 | 0.028 |
| 360.00 | 71.07 | 30.50 | 34.40 | 0.00 | 1 | 62 | 66.2% | 0.921 | 0.0063 | -0.616 | 0.052 | 0.027 |
| 370.00 | 36.60 | 21.50 | 25.80 | 0.00 | 5 | 5 | 61.7% | 0.846 | 0.0109 | -0.902 | 0.084 | 0.025 |
| 380.00 | 25.80 | 14.00 | 18.30 | 0.00 | 4 | 43 | 60.3% | 0.710 | 0.0160 | -1.249 | 0.121 | 0.022 |
| 390.00 | 9.90 | 8.00 | 11.50 | -9.50 | 3 | 8 | 56.8% | 0.532 | 0.0198 | -1.358 | 0.141 | 0.016 |
| 400.00 | 22.00 | 4.00 | 7.50 | 0.00 | 10 | 8 | 58.1% | 0.344 | 0.0179 | -1.280 | 0.130 | 0.011 |
| 410.00 | 7.67 | 1.00 | 5.50 | -11.33 | 2 | 95 | 59.9% | 0.200 | 0.0132 | -1.000 | 0.099 | 0.006 |
| 420.00 | 2.70 | 0.00 | 5.00 | -9.96 | 1 | 13 | 69.2% | 0.135 | 0.0088 | -0.893 | 0.077 | 0.004 |
| 430.00 | 8.96 | 0.00 | 5.00 | 0.00 | 5 | 24 | 83.4% | 0.112 | 0.0064 | -0.942 | 0.067 | 0.003 |
| 440.00 | 1.06 | 0.00 | 5.00 | -6.64 | 1 | 245 | 96.5% | 0.096 | 0.0050 | -0.978 | 0.061 | 0.003 |
| 450.00 | 5.40 | 0.00 | 5.00 | 0.00 | 1 | 65 | 108.9% | 0.085 | 0.0040 | -1.006 | 0.055 | 0.003 |
| 460.00 | 3.10 | 0.00 | 1.45 | 0.00 | 4 | 7 | 91.0% | 0.027 | 0.0019 | -0.336 | 0.022 | 0.001 |
| 470.00 | 2.35 | 0.00 | 2.30 | 0.00 | 8 | 21 | 110.0% | 0.037 | 0.0021 | -0.521 | 0.028 | 0.001 |
| 480.00 | 1.55 | 0.00 | 5.00 | 0.00 | 191 | 157 | 142.6% | 0.064 | 0.0025 | -1.061 | 0.045 | 0.002 |
| 490.00 | 1.25 | 0.00 | 5.00 | 0.00 | 1 | 376 | 152.9% | 0.060 | 0.0022 | -1.074 | 0.042 | 0.002 |
| 500.00 | 0.10 | 0.00 | 5.00 | -0.65 | 10 | 242 | 162.8% | 0.056 | 0.0020 | -1.085 | 0.040 | 0.002 |
| 510.00 | 1.60 | 0.00 | 2.70 | 0.70 | 1 | 85 | 151.1% | 0.031 | 0.0013 | -0.621 | 0.025 | 0.001 |
| 520.00 | 1.59 | 0.00 | 2.50 | 0.59 | 1 | 33 | 157.3% | 0.027 | 0.0011 | -0.581 | 0.022 | 0.001 |
| 530.00 | 6.10 | 0.00 | 5.00 | 0.00 | 2 | 37 | 190.5% | 0.047 | 0.0015 | -1.110 | 0.035 | 0.001 |
| 540.00 | 5.05 | 0.00 | 5.00 | 0.00 | 1 | 51 | 199.2% | 0.045 | 0.0013 | -1.116 | 0.034 | 0.001 |
| 550.00 | 0.50 | 0.00 | 5.00 | 0.00 | 1 | 249 | 207.6% | 0.043 | 0.0012 | -1.122 | 0.032 | 0.001 |
| 560.00 | 13.70 | 0.00 | 5.00 | 0.00 | 3 | 16 | 215.8% | 0.041 | 0.0012 | -1.127 | 0.031 | 0.001 |
| 570.00 | 13.20 | 0.00 | 5.00 | 0.00 | 0 | 1 | 223.8% | 0.040 | 0.0011 | -1.131 | 0.030 | 0.001 |
| 580.00 | 3.90 | 0.00 | 5.00 | 0.00 | 1 | 107 | 231.5% | 0.038 | 0.0010 | -1.135 | 0.029 | 0.001 |
| 590.00 | 38.80 | 0.00 | 5.00 | 0.00 | 0 | 1 | 239.1% | 0.037 | 0.0010 | -1.139 | 0.029 | 0.001 |
| 600.00 | 2.34 | 0.00 | 5.00 | 0.00 | 1 | 76 | 246.4% | 0.036 | 0.0009 | -1.143 | 0.028 | 0.001 |
| 610.00 | 2.57 | 0.00 | 5.00 | 0.00 | 1 | 12 | 253.6% | 0.035 | 0.0008 | -1.146 | 0.027 | 0.001 |
| 620.00 | 2.47 | 0.00 | 5.00 | 0.00 | 4 | 33 | 260.6% | 0.033 | 0.0008 | -1.149 | 0.026 | 0.001 |
| 630.00 | 8.30 | 0.00 | 5.00 | 0.00 | 10 | 20 | 267.5% | 0.033 | 0.0008 | -1.152 | 0.026 | 0.001 |
| 640.00 | 9.95 | 0.00 | 5.00 | 0.00 | 1 | 48 | 274.2% | 0.032 | 0.0007 | -1.154 | 0.025 | 0.001 |
| 650.00 | 7.80 | 0.00 | 5.00 | 0.00 | 0 | 1 | 280.8% | 0.031 | 0.0007 | -1.156 | 0.025 | 0.001 |
| 660.00 | 0.27 | 0.00 | 5.00 | 0.00 | 10 | 83 | 287.2% | 0.030 | 0.0007 | -1.159 | 0.024 | 0.001 |
| 670.00 | 0.20 | 0.00 | 5.00 | 0.00 | 1 | 6 | 293.5% | 0.029 | 0.0006 | -1.160 | 0.024 | 0.001 |
| 680.00 | 6.23 | 0.00 | 5.00 | 0.00 | 2 | 7 | 299.7% | 0.029 | 0.0006 | -1.162 | 0.023 | 0.001 |
| 690.00 | 5.25 | 0.00 | 5.00 | 0.00 | 0 | 1 | 305.7% | 0.028 | 0.0006 | -1.163 | 0.023 | 0.001 |
| 700.00 | 14.89 | 1.00 | 6.00 | 0.00 | 3 | 18 | 332.3% | 0.037 | 0.0007 | -1.603 | 0.029 | 0.001 |
| 710.00 | 0.10 | 0.00 | 5.00 | 0.00 | 0 | 2 | 317.4% | 0.027 | 0.0006 | -1.166 | 0.022 | 0.001 |
| 720.00 | 11.75 | 0.00 | 5.00 | 0.00 | 1 | 2 | 323.1% | 0.026 | 0.0005 | -1.168 | 0.022 | 0.001 |
| 770.00 | 0.10 | 0.00 | 0.05 | 0.00 | 10 | 86 | 204.7% | 0.000 | 0.0000 | -0.009 | 0.000 | 0.000 |
| 780.00 | 7.40 | 0.00 | 5.00 | 0.00 | 1 | 1 | 355.2% | 0.024 | 0.0004 | -1.174 | 0.020 | 0.001 |
| 800.00 | 16.50 | 0.05 | 4.80 | 0.00 | 1 | 3 | 363.3% | 0.022 | 0.0004 | -1.141 | 0.019 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 140.00 | 1.90 | 1.30 | 4.70 | 0.00 | 1 | 2 | 598.7% | -0.015 | 0.0002 | -1.356 | 0.014 | -0.001 |
| 145.00 | 2.20 | 1.70 | 5.60 | 0.00 | 1 | 2 | 604.7% | -0.019 | 0.0002 | -1.623 | 0.016 | -0.001 |
| 190.00 | 0.86 | 0.00 | 5.00 | 0.00 | 0 | 1 | 420.7% | -0.019 | 0.0003 | -1.130 | 0.016 | -0.001 |
| 195.00 | 2.52 | 0.00 | 5.00 | 0.00 | 0 | 0 | 407.4% | -0.019 | 0.0003 | -1.128 | 0.017 | -0.001 |
| 200.00 | 2.53 | 0.00 | 5.00 | 0.00 | 0 | 0 | 394.4% | -0.020 | 0.0003 | -1.126 | 0.017 | -0.001 |
| 210.00 | 0.44 | 0.00 | 5.00 | 0.00 | 1 | 2 | 369.5% | -0.021 | 0.0004 | -1.122 | 0.018 | -0.001 |
| 220.00 | 2.54 | 0.00 | 5.00 | 0.00 | 1 | 13 | 345.6% | -0.023 | 0.0004 | -1.117 | 0.019 | -0.001 |
| 230.00 | 0.18 | 0.00 | 5.00 | 0.00 | 1 | 23 | 322.8% | -0.025 | 0.0005 | -1.112 | 0.021 | -0.001 |
| 240.00 | 2.85 | 0.00 | 4.80 | 0.00 | 5 | 3 | 298.1% | -0.026 | 0.0006 | -1.065 | 0.021 | -0.001 |
| 250.00 | 2.50 | 0.00 | 5.00 | 0.00 | 1 | 22 | 279.6% | -0.029 | 0.0007 | -1.099 | 0.024 | -0.001 |
| 260.00 | 2.51 | 0.00 | 5.00 | 0.00 | 1 | 23 | 259.2% | -0.032 | 0.0008 | -1.092 | 0.025 | -0.001 |
| 270.00 | 2.79 | 0.00 | 2.85 | 0.00 | 10 | 11 | 212.2% | -0.022 | 0.0007 | -0.646 | 0.018 | -0.001 |
| 280.00 | 0.89 | 0.00 | 0.40 | 0.00 | 4 | 32 | 141.0% | -0.004 | 0.0002 | -0.092 | 0.004 | -0.000 |
| 290.00 | 1.06 | 0.00 | 2.85 | 0.00 | 2 | 16 | 177.5% | -0.026 | 0.0010 | -0.638 | 0.022 | -0.001 |
| 300.00 | 0.20 | 0.00 | 2.85 | 0.00 | 1 | 48 | 160.8% | -0.029 | 0.0012 | -0.632 | 0.024 | -0.001 |
| 310.00 | 3.44 | 0.00 | 3.10 | 0.00 | 1 | 3 | 147.2% | -0.035 | 0.0015 | -0.675 | 0.028 | -0.001 |
| 320.00 | 0.25 | 0.05 | 0.95 | 0.00 | 10 | 84 | 104.1% | -0.015 | 0.0010 | -0.231 | 0.013 | -0.000 |
| 330.00 | 0.55 | 0.00 | 5.00 | 0.00 | 1 | 2 | 130.1% | -0.067 | 0.0028 | -0.994 | 0.046 | -0.002 |
| 340.00 | 0.25 | 0.00 | 1.55 | 0.00 | 3 | 138 | 84.2% | -0.031 | 0.0023 | -0.343 | 0.025 | -0.001 |
| 350.00 | 0.27 | 0.00 | 3.10 | 0.00 | 2 | 13 | 83.1% | -0.065 | 0.0043 | -0.621 | 0.045 | -0.002 |
| 360.00 | 0.70 | 0.00 | 2.00 | 0.00 | 7 | 220 | 59.4% | -0.059 | 0.0056 | -0.407 | 0.041 | -0.002 |
| 370.00 | 0.98 | 1.25 | 5.50 | 0.00 | 6 | 108 | 67.7% | -0.175 | 0.0107 | -1.024 | 0.091 | -0.006 |
| 380.00 | 12.37 | 4.00 | 8.00 | 0.00 | 2 | 120 | 65.8% | -0.304 | 0.0150 | -1.345 | 0.124 | -0.010 |
| 390.00 | 11.00 | 8.50 | 12.00 | 8.70 | 1 | 217 | 65.8% | -0.469 | 0.0171 | -1.523 | 0.141 | -0.016 |
| 400.00 | 3.50 | 14.00 | 17.50 | 0.00 | 1 | 136 | 64.3% | -0.639 | 0.0164 | -1.392 | 0.133 | -0.022 |
| 410.00 | 22.22 | 20.50 | 25.00 | -23.28 | 6 | 21 | 63.6% | -0.785 | 0.0130 | -1.057 | 0.103 | -0.027 |
| 420.00 | 30.53 | 29.00 | 33.00 | 17.53 | 6 | 164 | 63.8% | -0.886 | 0.0086 | -0.685 | 0.069 | -0.031 |
| 430.00 | 17.40 | 38.00 | 42.00 | 0.00 | 1 | 32 | 64.0% | -0.946 | 0.0048 | -0.367 | 0.039 | -0.034 |
| 440.00 | 37.10 | 47.50 | 51.50 | 0.00 | 1 | 73 | 64.7% | -0.976 | 0.0025 | -0.164 | 0.020 | -0.035 |
| 450.00 | 32.44 | 57.00 | 61.50 | 0.00 | 1 | 13 | 65.4% | -0.990 | 0.0011 | -0.048 | 0.009 | -0.037 |
| 460.00 | 44.05 | 67.50 | 71.50 | 0.00 | 1 | 182 | 83.7% | -0.982 | 0.0015 | -0.164 | 0.016 | -0.037 |
| 470.00 | 62.30 | 77.00 | 81.00 | 0.00 | 1 | 209 | 124.1% | -0.943 | 0.0026 | -0.790 | 0.041 | -0.037 |
| 480.00 | 96.50 | 87.00 | 91.00 | 0.00 | 145 | 143 | 134.4% | -0.947 | 0.0023 | -0.799 | 0.038 | -0.038 |
| 490.00 | 52.90 | 97.20 | 101.00 | 0.00 | 1 | 3 | 83.6% | -0.998 | 0.0002 | 0.031 | 0.002 | -0.040 |
| 500.00 | 85.07 | 107.20 | 111.00 | 0.00 | 1 | 19 | 90.2% | -0.998 | 0.0002 | 0.032 | 0.002 | -0.041 |
| 510.00 | 44.00 | 117.00 | 121.00 | 0.00 | 0 | 1 | 163.2% | -0.957 | 0.0016 | -0.817 | 0.032 | -0.041 |
| 520.00 | 48.70 | 127.00 | 131.00 | 0.00 | 1 | 1 | 172.1% | -0.960 | 0.0014 | -0.821 | 0.031 | -0.042 |
| 530.00 | 63.90 | 137.00 | 141.00 | 0.00 | 0 | 1 | 180.8% | -0.962 | 0.0013 | -0.826 | 0.029 | -0.042 |
| 540.00 | 49.70 | 101.50 | 105.50 | 0.00 | 2 | 3 | 0.0% | -1.000 | 0.0000 | 0.064 | 0.000 | -0.044 |
| 550.00 | 68.32 | 157.00 | 161.50 | 0.00 | 0 | 0 | 138.7% | -0.996 | 0.0002 | -0.033 | 0.004 | -0.045 |
| 560.00 | 175.50 | 167.00 | 171.50 | 0.00 | 3 | 0 | 144.8% | -0.996 | 0.0002 | -0.031 | 0.004 | -0.046 |
| 600.00 | 81.60 | 151.00 | 156.00 | 0.00 | 0 | 3 | 0.0% | -1.000 | 0.0000 | 0.071 | 0.000 | -0.049 |
| 640.00 | 246.00 | 247.00 | 251.50 | 0.00 | 0 | 0 | 189.8% | -0.997 | 0.0001 | -0.020 | 0.003 | -0.052 |
| 650.00 | 263.00 | 257.00 | 261.50 | 0.00 | 0 | 0 | 194.9% | -0.997 | 0.0001 | -0.018 | 0.003 | -0.053 |
| 660.00 | 275.40 | 267.00 | 271.50 | 0.00 | 0 | 0 | 199.9% | -0.997 | 0.0001 | -0.017 | 0.003 | -0.054 |
| 680.00 | 227.00 | 287.00 | 291.50 | 0.00 | 0 | 0 | 209.6% | -0.998 | 0.0001 | -0.014 | 0.003 | -0.056 |
| 690.00 | 306.23 | 297.00 | 301.50 | 0.00 | 0 | 0 | 214.5% | -0.998 | 0.0001 | -0.013 | 0.003 | -0.057 |
| 700.00 | 316.27 | 307.00 | 311.50 | 0.00 | 1 | 0 | 218.9% | -0.998 | 0.0001 | -0.011 | 0.003 | -0.057 |
| 710.00 | 340.01 | 317.00 | 321.50 | 0.00 | 0 | 0 | 223.6% | -0.998 | 0.0001 | -0.010 | 0.003 | -0.058 |
| 720.00 | 349.97 | 327.00 | 331.50 | 0.00 | 1 | 0 | 228.1% | -0.998 | 0.0001 | -0.009 | 0.002 | -0.059 |
| 780.00 | 323.50 | 387.00 | 391.50 | 0.00 | 0 | 0 | 253.5% | -0.998 | 0.0001 | -0.000 | 0.002 | -0.064 |
| 790.00 | 387.00 | 397.00 | 401.50 | 0.00 | 0 | 0 | 257.4% | -0.998 | 0.0001 | 0.001 | 0.002 | -0.065 |
| 900.00 | 401.50 | 507.00 | 511.50 | 0.00 | 1 | 0 | 297.9% | -0.998 | 0.0000 | 0.016 | 0.002 | -0.074 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.