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