Name: NVS Option Chain
Keywords: NVS, Option, Chain, Historical

NVS Option Chain

End of day data from September 17, 2021 for NVS options expired on September 17, 2021.

Expiration

Data From

NYSE
NVS
Option Chain

|USD |NVS: $83.50 | Calls Puts |Download CSV

Symbol	Type	Strike	Last	Bid / Size	Ask / Size	Volume	OI	IV	Delta	Theta	Gamma	Vega	Rho
NVS17Sep21C95.00	CALL	95.00	$0.04		$0.05 / 164	30	2,117	125.066410%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21P82.50	PUT	82.50	$0.03		$0.05 / 88	21	84	17.681111%	-0.065116	-0.036903	0.220562	0.005541	-0.000149
NVS17Sep21P87.50	PUT	87.50	$3.80	$3.00 / 16	$4.60 / 16	20	2,134	49.234223%	-0.999933	-0.005498	0.000001	0.000000	-0.002397
NVS17Sep21P85.00	PUT	85.00	$1.61	$1.20 / 9	$2.30 / 19	13	2,417	35.015445%	-0.997459	-0.007700	0.013357	0.000336	-0.002323
NVS17Sep21P90.00	PUT	90.00	$6.85	$6.30 / 15	$7.00 / 19	4	1,381	66.364714%	-0.999933	-0.005496	0.000001	0.000000	-0.002466
NVS17Sep21C85.00	CALL	85.00	$0.03		$0.10 / 171	2	311	33.532505%	0.002474	-0.002199	0.013357	0.000336	0.000006
NVS17Sep21C135.00	CALL	135.00			$0.40 / 58	0	0	510.995986%	0.000000	0.000000	0.000000	0.000000	0.000000
NVS17Sep21P135.00	PUT	135.00		$49.90 / 15	$53.40 / 15	0	0	330.460799%	-0.999933	-0.005453	0.000000	0.000000	-0.003699
NVS17Sep21C130.00	CALL	130.00			$0.40 / 51	0	0	479.631273%	0.000000	0.000000	0.000000	0.000000	0.000000
NVS17Sep21P130.00	PUT	130.00		$45.20 / 15	$47.80 / 15	0	0	364.704210%	-0.999933	-0.005457	0.000000	0.000000	-0.003562
NVS17Sep21C125.00	CALL	125.00			$0.75 / 19	0	0	508.144104%	0.000000	0.000000	0.000000	0.000000	0.000000
NVS17Sep21P125.00	PUT	125.00		$39.50 / 15	$43.20 / 15	0	0	271.453123%	-0.999933	-0.005462	0.000000	0.000000	-0.003425
NVS17Sep21C120.00	CALL	120.00			$0.40 / 27	0	0	411.351407%	0.000000	0.000000	0.000000	0.000000	0.000000
NVS17Sep21P120.00	PUT	120.00		$34.50 / 15	$38.30 / 15	0	0	323.575343%	-0.999933	-0.005467	0.000000	0.000000	-0.003288
NVS17Sep21C115.00	CALL	115.00			$0.40 / 34	0	0	373.916928%	0.000000	0.000000	0.000000	0.000000	0.000000
NVS17Sep21P115.00	PUT	115.00	$23.20	$29.60 / 15	$32.50 / 15	0	0	221.090710%	-0.999933	-0.005472	0.000000	0.000000	-0.003151
NVS17Sep21C110.00	CALL	110.00			$0.40 / 51	0	0	333.812044%	0.000000	0.000000	0.000000	0.000000	0.000000
NVS17Sep21P110.00	PUT	110.00	$18.20	$25.00 / 15	$28.70 / 15	0	0	295.394360%	-0.999933	-0.005477	0.000000	0.000000	-0.003014
NVS17Sep21P105.00	PUT	105.00	$13.20	$20.50 / 19	$22.60 / 19	0	0	228.051134%	-0.999933	-0.005481	0.000001	0.000000	-0.002877
NVS17Sep21C105.00	CALL	105.00	$0.05		$0.40 / 57	0	1	290.541206%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C100.00	CALL	100.00	$0.03		$0.05 / 10	0	90	164.986383%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21P100.00	PUT	100.00		$16.30 / 5	$17.10 / 16	0	0	171.428877%	-0.999933	-0.005486	0.000001	0.000000	-0.002740
NVS17Sep21C97.50	CALL	97.50	$0.05		$1.25 / 198	0	2,406	305.829132%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21P97.50	PUT	97.50		$13.00 / 16	$15.00 / 16	0	0	151.166573%	-0.999933	-0.005489	0.000001	0.000000	-0.002671
NVS17Sep21P95.00	PUT	95.00	$9.60	$11.30 / 14	$12.40 / 19	0	201	164.304726%	-0.999933	-0.005491	0.000001	0.000000	-0.002603
NVS17Sep21C92.50	CALL	92.50	$0.10		$0.10 / 49	0	500	117.277139%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21P92.50	PUT	92.50	$7.41	$7.60 / 16	$9.30 / 16	0	4	100.755634%	-0.999933	-0.005493	0.000001	0.000000	-0.002534
NVS17Sep21C90.00	CALL	90.00	$0.01		$0.05 / 76	0	1,021	80.550304%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C87.50	CALL	87.50	$0.05		$0.05 / 172	0	1,938	55.683236%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C82.50	CALL	82.50	$1.88	$0.50 / 19	$1.40 / 19	0	118	21.161177%	0.934817	-0.031400	0.220562	0.005541	0.002111
NVS17Sep21P80.00	PUT	80.00	$0.10		$0.90 / 166	0	196	127.965635%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C80.00	CALL	80.00	$6.55	$2.50 / 16	$4.80 / 16	0	6	79.209875%	0.999933	0.005505	0.000001	0.000000	0.002192
NVS17Sep21P75.00	PUT	75.00	$0.05		$0.95 / 135	0	100	226.085131%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C75.00	CALL	75.00	$16.60	$8.30 / 5	$8.60 / 10	0	270	117.680633%	0.999933	0.005510	0.000001	0.000000	0.002055
NVS17Sep21P70.00	PUT	70.00			$0.75 / 19	0	0	293.967902%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C70.00	CALL	70.00	$23.00	$11.80 / 20	$14.90 / 20	0	0	186.192782%	0.999933	0.005515	0.000001	0.000000	0.001918
NVS17Sep21P65.00	PUT	65.00			$0.75 / 19	0	0	381.915573%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS17Sep21C65.00	CALL	65.00		$16.60 / 19	$20.20 / 19	0	0	212.170937%	0.999933	0.005520	0.000001	0.000000	0.001781
NVS17Sep21P60.00	PUT	60.00			$0.75 / 19	0	0	473.610076%	-0.000001	0.000000	0.000000	0.000000	0.000000
NVS17Sep21C60.00	CALL	60.00		$22.90 / 19	$24.20 / 19	0	0	349.630015%	0.999933	0.005525	0.000000	0.000000	0.001644