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

NVS Option Chain

End of day data from August 12, 2022 for NVS options expiring on August 19, 2022.

Expiration

Data From

NYSE
NVS
Option Chain

Symbol	Type	Strike	Last	Bid / Size	Ask / Size	Volume	OI	IV	Delta	Theta	Gamma	Vega	Rho
NVS19Aug22P85.00	PUT	85.00	$0.55	$0.40 / 16	$1.00 / 24	375	1,202	21.337698%	-0.364299	-0.061221	0.143710	0.047731	-0.007001
NVS19Aug22P87.50	PUT	87.50	$2.50	$1.50 / 30	$4.10 / 16	291	496	36.510322%	-0.727372	-0.053938	0.126996	0.042179	-0.014141
NVS19Aug22P90.00	PUT	90.00	$4.90	$3.60 / 55	$6.10 / 16	248	60	42.151558%	-0.936703	-0.019715	0.047212	0.015681	-0.018550
NVS19Aug22P80.00	PUT	80.00	$0.05	$0.05 / 7	$0.10 / 1	87	893	29.083842%	-0.009673	-0.004225	0.009907	0.003291	-0.000184
NVS19Aug22P82.50	PUT	82.50	$0.30	$0.05 / 53	$0.30 / 57	35	1,115	23.207010%	-0.092132	-0.026958	0.063229	0.021000	-0.001759
NVS19Aug22P75.00	PUT	75.00	$0.05		$0.75 / 161	30	333	85.864478%	-0.000004	-0.000003	0.000007	0.000002	0.000000
NVS19Aug22C85.00	CALL	85.00	$1.42	$1.00 / 16	$2.50 / 16	25	1,877	25.257662%	0.635159	-0.061309	0.143710	0.047731	0.011619
NVS19Aug22C82.50	CALL	82.50	$3.34	$2.90 / 30	$4.10 / 66	20	172	21.787002%	0.907327	-0.026873	0.063229	0.021000	0.016313
NVS19Aug22C87.50	CALL	87.50	$0.25	$0.05 / 56	$0.40 / 45	12	1,125	15.389102%	0.272086	-0.054200	0.126996	0.042179	0.005026
NVS19Aug22C90.00	CALL	90.00	$0.05		$0.05 / 10	10	3,572	19.141602%	0.062755	-0.020150	0.047212	0.015681	0.001166
NVS19Aug22P120.00	PUT	120.00		$32.40 / 15	$36.90 / 15	0	0	143.620923%	-0.999458	0.002517	0.000001	0.000000	-0.026287
NVS19Aug22C120.00	CALL	120.00			$4.80 / 25	0	0	277.032824%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C115.00	CALL	115.00			$4.80 / 25	0	0	258.072847%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22P115.00	PUT	115.00		$27.30 / 15	$31.50 / 15	0	0	113.557249%	-0.999458	0.002170	0.000001	0.000000	-0.025191
NVS19Aug22C110.00	CALL	110.00			$4.80 / 22	0	0	237.511496%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22P110.00	PUT	110.00		$22.20 / 16	$26.90 / 16	0	0	109.109390%	-0.999458	0.001823	0.000001	0.000000	-0.024096
NVS19Aug22C105.00	CALL	105.00			$4.80 / 22	0	0	214.999978%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22P105.00	PUT	105.00		$17.40 / 16	$21.80 / 16	0	0	95.762467%	-0.999458	0.001476	0.000001	0.000000	-0.023001
NVS19Aug22C100.00	CALL	100.00	$0.05		$4.80 / 22	0	3	190.025823%	0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22P100.00	PUT	100.00		$12.40 / 16	$16.40 / 16	0	0	68.273860%	-0.999458	0.001129	0.000001	0.000000	-0.021906
NVS19Aug22P95.00	PUT	95.00		$7.30 / 16	$9.90 / 24	0	0	56.479063%	-0.998989	0.000509	0.000641	0.000213	-0.020802
NVS19Aug22C95.00	CALL	95.00	$0.05		$0.05 / 5	0	56	35.597080%	0.000469	-0.000273	0.000641	0.000213	0.000009
NVS19Aug22C92.50	CALL	92.50			$4.80 / 20	0	0	145.953995%	0.007502	-0.003383	0.007927	0.002633	0.000140
NVS19Aug22P92.50	PUT	92.50		$4.90 / 16	$9.20 / 16	0	0	45.774234%	-0.991957	-0.002774	0.007927	0.002633	-0.020123
NVS19Aug22C80.00	CALL	80.00	$6.40	$4.60 / 24	$7.60 / 16	0	62	38.434607%	0.989786	-0.003966	0.009907	0.003291	0.017341
NVS19Aug22P77.50	PUT	77.50	$0.10		$4.80 / 166	0	2,023	173.163624%	-0.000360	-0.000214	0.000501	0.000166	-0.000007
NVS19Aug22C77.50	CALL	77.50	$8.20	$6.40 / 16	$10.00 / 16	0	8	32.841898%	0.999099	0.000219	0.000501	0.000166	0.016970
NVS19Aug22C75.00	CALL	75.00	$11.10	$8.60 / 16	$12.80 / 16	0	70	42.197691%	0.999454	0.000603	0.000007	0.000002	0.016429
NVS19Aug22P72.50	PUT	72.50	$0.05		$0.15 / 16	0	252	67.803423%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C72.50	CALL	72.50	$11.30	$11.00 / 16	$15.40 / 16	0	231	51.727303%	0.999458	0.000780	0.000001	0.000000	0.015882
NVS19Aug22P70.00	PUT	70.00	$0.04		$4.80 / 16	0	210	240.092999%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C70.00	CALL	70.00	$16.00	$13.30 / 16	$18.00 / 30	0	607	65.617584%	0.999458	0.000953	0.000001	0.000000	0.015334
NVS19Aug22P65.00	PUT	65.00	$0.05		$0.10 / 1	0	266	95.931075%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C65.00	CALL	65.00	$20.70	$19.40 / 16	$22.60 / 16	0	1	102.794520%	0.999458	0.001300	0.000001	0.000000	0.014239
NVS19Aug22P60.00	PUT	60.00	$0.05		$0.10 / 16	0	26	119.454884%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C60.00	CALL	60.00		$23.90 / 15	$27.70 / 15	0	0	125.179560%	0.999458	0.001647	0.000001	0.000000	0.013143
NVS19Aug22P55.00	PUT	55.00			$4.80 / 16	0	0	386.817382%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C55.00	CALL	55.00		$28.70 / 15	$32.10 / 15	0	0	177.398164%	0.999458	0.001994	0.000001	0.000000	0.012048
NVS19Aug22C50.00	CALL	50.00	$35.70	$33.90 / 15	$37.50 / 15	0	1	153.326229%	0.999458	0.002342	0.000001	0.000000	0.010953
NVS19Aug22P50.00	PUT	50.00			$4.80 / 22	0	0	443.440865%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C47.50	CALL	47.50		$35.60 / 15	$40.00 / 15	0	0	249.180316%	0.999458	0.002515	0.000001	0.000000	0.010405
NVS19Aug22P47.50	PUT	47.50			$4.80 / 25	0	0	473.913017%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C45.00	CALL	45.00		$38.50 / 15	$42.40 / 15	0	0	238.921185%	0.999458	0.002689	0.000001	0.000000	0.009858
NVS19Aug22P45.00	PUT	45.00			$4.80 / 25	0	0	506.113500%	-0.000001	0.000000	0.000001	0.000000	0.000000
NVS19Aug22C42.50	CALL	42.50		$40.50 / 16	$45.10 / 15	0	0	257.871301%	0.999458	0.002862	0.000001	0.000000	0.009310
NVS19Aug22P42.50	PUT	42.50			$4.80 / 21	0	0	540.306292%	-0.000001	0.000000	0.000001	0.000000	0.000000