NVTSNavitas Semiconductor Corporation Common Stock
NVTS Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
NVTS Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 92.5% — elevated vs history
IV/HV 1.25x — IV premium over HV
Sector percentile 90% — above sector median
Front/Back 0.89x — contango
Put/Call IV 1.16x — elevated
ATM IV 84.4% — crisis-level IV
Effective IV 110.6% (ATM 84.4% + spread 13.1% + bias) — expensive
Total drag 21.01% (spread 13.09% + slippage 7.92%) — high friction
Vega efficiency 0.68 (vega 0.887 / spread 13.09%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -2% (neutral) — Raw: +0%
|OI skew| 45.4% — call-heavy
Vol skew +37.1%, OI skew +45.4% — aligned
0-DTE 38%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -3%, ATM: +42%, OTM: -11% — bullish (ITM/ATM divergent)
Sector P/C percentile 40% — bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.6x avg — normal
Vol/OI 3.8% — normal turnover
1 day(s) elevated — may be one-day event
OI change +4.8% (5d) — building
Sector activity percentile 69% — active vs sector
Large trade volume 35% — institutional presence
Aggressive execution 45% — patient
Conviction -2 (bearish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 13.1% — wide
OI 576,319 — deep
Volume 22,113/day — active
$0.65 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 94% — much wider than sector
Depth 537.4 contracts (bid:250.1 ask:287.3) — deep
Avg slippage 7.92% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -10.9% — contango
IV percentile 92% — seller opportunity
IV kink -4.0pts — no clear event
θ/ν ratio 35.04 — favors income trades
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -2% @ 51% consistency — unclear
Score 65 (ITM 20% + inst 35%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.