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Data is delayed from April 23, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NVS 97.28 17 May '24 24 100.00 0.182 0.85 139 105.00 0.212 0.10 174 0.75 5.00 6.67 0.03
2 NVS 97.28 21 Jun '24 59 100.00 0.191 1.95 28 105.00 0.188 0.60 26 1.35 5.00 3.70 -0.00
3 NVS 97.28 17 Jan '25 269 95.00 0.215 9.90 0 97.50 0.210 8.10 0 1.80 2.50 1.39 -0.01
4 NVS 97.28 18 Oct '24 178 97.50 0.215 6.50 6 100.00 0.209 4.70 14 1.80 2.50 1.39 -0.01
5 NVS 97.28 17 Jan '25 269 97.50 0.210 8.40 0 100.00 0.204 6.70 3 1.70 2.50 1.47 -0.01
6 NVS 97.28 19 Jul '24 87 100.00 0.195 2.75 378 105.00 0.189 1.05 720 1.70 5.00 2.94 -0.01
7 NVS 97.28 17 May '24 24 97.50 0.188 1.80 5,420 100.00 0.182 0.75 139 1.05 2.50 2.38 -0.01
8 NVS 97.28 19 Jul '24 87 97.50 0.201 4.00 223 100.00 0.195 2.60 378 1.40 2.50 1.79 -0.01
9 NVS 97.28 21 Jun '24 59 97.50 0.198 3.10 1,184 100.00 0.191 1.85 28 1.25 2.50 2.00 -0.01
10 NVS 97.28 17 Jan '25 269 100.00 0.204 7.00 3 105.00 0.197 4.50 2 2.50 5.00 2.00 -0.01
11 NVS 97.28 18 Oct '24 178 100.00 0.209 5.10 14 105.00 0.198 2.75 0 2.35 5.00 2.13 -0.01
12 NVS 97.28 21 Jun '24 59 95.00 0.211 4.70 0 97.50 0.198 3.00 1,184 1.70 2.50 1.47 -0.01
13 NVS 97.28 18 Oct '24 178 95.00 0.230 8.10 3 97.50 0.215 6.10 6 2.00 2.50 1.25 -0.02
14 NVS 97.28 19 Jul '24 87 95.00 0.219 5.60 17 97.50 0.201 3.80 223 1.80 2.50 1.39 -0.02
15 NVS 97.28 17 Jan '25 269 92.50 0.235 13.30 53 95.00 0.215 9.60 0 3.70 2.50 0.68 -0.02
16 NVS 97.28 21 Jun '24 59 92.50 0.231 6.60 3 95.00 0.211 4.50 0 2.10 2.50 1.19 -0.02
17 NVS 97.28 17 May '24 24 95.00 0.208 3.50 295 97.50 0.188 1.75 5,420 1.75 2.50 1.43 -0.02
18 NVS 97.28 19 Jul '24 87 92.50 0.246 9.40 1 95.00 0.219 5.40 17 4.00 2.50 0.63 -0.03
19 NVS 97.28 18 Oct '24 178 92.50 0.270 11.60 0 95.00 0.230 7.60 3 4.00 2.50 0.62 -0.04
20 NVS 97.28 17 May '24 24 92.50 0.251 5.70 445 95.00 0.208 3.30 295 2.40 2.50 1.04 -0.04
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