NVO · Options

Prices are delayed. Buyer’s break-even and chance of profit use the realistic price (ask); the chance is estimated from implied volatility, not a forecast. The bold row is at the money.

Stock price 40 · 5.8 days to expiry

Strike	Bid / Ask	IV	Model	Δ	Θ	Break-even	Chance	Liquidity	OI
30	9.25 / 10.75	50.0%	9.99	1	0.002	40.75	37.2%	low · 15.0%	12
31	8.4 / 9.25	144.1%	9.22	0.93	-0.08	40.25	45.0%	low · 9.6%	11
33	6.25 / 7.95	93.4%	7.08	0.95	-0.037	40.95	39.8%	low · 23.9%	11
33.5	—	—	—	—	—	38.92	—	low	0
34	5 / 7.3	89.5%	6.13	0.93	-0.049	41.3	36.7%	low · 37.4%	24
35	4.8 / 5.95	100.6%	5.35	0.87	-0.092	40.95	40.2%	low · 21.4%	33
36	3.85 / 4.6	72.5%	4.21	0.88	-0.06	40.6	41.7%	low · 17.8%	16
36.5	3.25 / 4.55	80.1%	3.87	0.83	-0.087	41.05	37.9%	low · 33.3%	21
37	3.15 / 3.65	72.5%	3.38	0.82	-0.083	40.65	41.2%	medium · 14.7%	244
37.5	2.66 / 3.3	69.9%	2.95	0.78	-0.089	40.8	39.4%	low · 21.5%	19
38	2.3 / 2.82	66.6%	2.54	0.74	-0.093	40.82	38.8%	low · 20.3%	1217
38.5	1.85 / 2.75	71.1%	2.27	0.68	-0.11	41.25	34.9%	low · 39.1%	118
39	1.92 / 2.07	71.3%	1.97	0.63	-0.117	41.07	36.7%	medium · 7.5%	1320
39.5	1.71 / 1.78	72.9%	1.71	0.57	-0.124	41.28	34.8%	medium · 4.0%	213
40	1.44 / 1.49	71.6%	1.43	0.52	-0.124	41.49	32.6%	high · 3.4%	1331
40.5	1.19 / 1.29	71.8%	1.21	0.46	-0.124	41.79	29.8%	medium · 8.1%	521
41	0.99 / 1.09	71.8%	1.01	0.41	-0.121	42.09	27.1%	medium · 9.6%	1499
41.5	0.83 / 0.95	73.1%	0.86	0.36	-0.119	42.45	24.4%	medium · 13.5%	220
42	0.57 / 0.72	68.2%	0.62	0.3	-0.103	42.72	20.9%	low · 23.3%	1585
42.5	0.54 / 0.59	70.9%	0.54	0.26	-0.1	43.09	19.0%	medium · 8.8%	230
43	0.41 / 0.5	70.8%	0.43	0.22	-0.091	43.5	16.2%	low · 19.8%	1849
43.5	0.13 / 0.4	63.3%	0.25	0.15	-0.066	43.9	11.3%	low · 101.9%	93
44	0.26 / 0.34	71.8%	0.28	0.16	-0.075	44.34	11.8%	low · 26.7%	834
44.5	—	—	—	—	—	44.72	—	low	0
45	0.16 / 0.19	70.7%	0.16	0.1	-0.054	45.19	7.8%	low · 17.1%	630
45.5	0.01 / 0.71	92.8%	0.34	0.15	-0.093	46.21	9.8%	low · 194.4%	77
46	0.04 / 0.13	67.8%	0.08	0.06	-0.033	46.13	4.3%	low · 105.9%	355
46.5	— / 0.14	69.1%	0.06	0.05	-0.029	46.57	3.7%	low	34
47	0.02 / 0.1	71.1%	0.05	0.04	-0.026	47.1	3.1%	low · 133.3%	117
48	0.01 / 0.05	69.5%	0.03	0.02	-0.015	48.05	1.6%	low · 133.3%	248
49	— / 0.1	82.8%	0.04	0.03	-0.024	49.02	2.3%	unknown	206
50	0.01 / 0.05	82.8%	0.03	0.02	-0.016	50.05	1.4%	low · 133.3%	561