AInvestOption Pilot Program
Options/NVMI
NVMI logo

NVMINova Ltd. Ordinary Shares

Options Analysis Report
Market Cap $11.1B|NASDAQ
● 2026-08-31$349.06
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +47.2%YTD +0.5%7D -3.8%
1,053
30D
±15.9%
30%

NVMI Options Overview

IV is elevated with unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
Loading score history...

NVMI Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

5.5
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 84.4% — elevated vs history

<1.05x

IV/HV 1.19x — IV premium over HV

Sector Relative≤50%

Sector percentile 60% — above sector median

<1.1x

Front/Back 0.87x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 61.7% — normal range

<80%

Effective IV 90.0% (ATM 61.7% + spread 14.1% + bias) — expensive

<3.0%

Total drag 20.44% (spread 14.13% + slippage 6.31%) — high friction

≥5.0

Vega efficiency 46.54 (vega 65.768 / spread 14.13%) — efficient

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +12%, Raw: -8%)
|net sentiment| ≥25%

Conviction-weighted: +12% (bullish) — Raw: -8%

≥15%

|OI skew| 11.1% — balanced

Same sign, |vol skew| ≥10%

Vol skew +6.7%, OI skew +11.1% — weak (same direction)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +100%, OTM: -35% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 64% — bearish vs sector

Activity

Unusual activity?

5.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 2.1x avg — hot

≥15%

Vol/OI 8.9% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.3% (5d) — stable

Sector Relative≥60%

Sector activity percentile 84% — very active vs sector

≥30%

Large trade volume 56% — heavy institutional

≥60%

Aggressive execution 27% — patient

≥30

Conviction +12 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.9
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 14.1% — wide

≥10,000

OI 11,779 — adequate

≥500

Volume 1,053/day — adequate

≤$0.50

$0.71 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 76% — wider than sector

≥100 contracts

Depth 52.699999999999996 contracts (bid:14.4 ask:38.3) — thin

<1.0%

Avg slippage 6.31% — poor

Timing

Is now a good time?

7.5
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -13.1% — contango

<30 or >70

IV percentile 84% — seller opportunity

≥10pts kink

IV kink -7.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 245.58 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +12% @ 56% consistency — unclear

≥40 composite score

Score 86 (ITM 20% + inst 56%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, mixed flow
Covered Call4.5
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

More on NVMI

NVMI gamma wallsNVMI max painNVMI IV rankNVMI options flow