NVCR · NovoCure Ltd

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$15.19 -1.12 (-6.87%) At close · Jul 29

Market Cap

$1.90B

116.45M

Options Chain

15-min delayed Underlying $15.19 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 36 contracts

Put / call OI

0.63

Call-heavy positioning

Open interest

1,823

contracts outstanding

Volume

491

traded today

Max pain

$16.00

$0.81 above spot

ATM implied vol

86.1%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Jan 15 169d Mar 19 232d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	109.8%	0.983	—		$0.10	—	—	2	2
Call · $9 In the money Last — Breakeven — Implied vol 109.8% Delta 0.983 ≈98% ITM Gamma 0.01 Theta -0.005 Vega 0.001 Open interest 0 Model this call Put · $9 Last $0.10 Breakeven $8.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
23	27	0.2%	1	$8.62		—	-0.109	170.5%	—	0
Call · $10 In the money Last $8.62 Breakeven $18.62 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 23 Model this call Put · $10 Last — Breakeven — Implied vol 170.5% Delta -0.109 ≈11% ITM Gamma 0.029 Theta -0.027 Vega 0.008 Open interest 0 Model this put
0	—	71.6%	0.978	—		$0.40	-0.114	130.1%	3	20
Call · $11 In the money Last — Breakeven — Implied vol 71.6% Delta 0.978 ≈98% ITM Gamma 0.019 Theta -0.004 Vega 0.002 Open interest 0 Model this call Put · $11 Last $0.40 Breakeven $10.60 Implied vol 130.1% Delta -0.114 ≈11% ITM Gamma 0.039 Theta -0.021 Vega 0.008 Open interest 20 Model this put
0	—	101.7%	0.868	—		$0.08	-0.1	86.4%	1	11
Call · $12 In the money Last — Breakeven — Implied vol 101.7% Delta 0.868 ≈87% ITM Gamma 0.055 Theta -0.019 Vega 0.009 Open interest 0 Model this call Put · $12 Last $0.08 Breakeven $11.92 Implied vol 86.4% Delta -0.1 ≈10% ITM Gamma 0.054 Theta -0.013 Vega 0.006 Open interest 11 Model this put
1	1	67.6%	0.865	$2.71		$0.23	-0.173	81.6%	5	3
Call · $13 In the money Last $2.71 Breakeven $15.71 Implied vol 67.6% Delta 0.865 ≈86% ITM Gamma 0.084 Theta -0.014 Vega 0.009 Open interest 1 Model this call Put · $13 Last $0.23 Breakeven $12.77 Implied vol 81.6% Delta -0.173 ≈17% ITM Gamma 0.082 Theta -0.017 Vega 0.009 Open interest 3 Model this put
5	2	71.7%	0.736	$3.40		$0.52	-0.252	66.2%	8	200
Call · $14 In the money Last $3.40 Breakeven $17.40 Implied vol 71.7% Delta 0.736 ≈74% ITM Gamma 0.119 Theta -0.021 Vega 0.013 Open interest 5 Model this call Put · $14 Last $0.52 Breakeven $13.48 Implied vol 66.2% Delta -0.252 ≈25% ITM Gamma 0.126 Theta -0.018 Vega 0.013 Open interest 200 Model this put
66	14	91.7%	0.595	$1.50		$0.80	-0.405	80.5%	77	165
Call · $15 In the money Last $1.50 Breakeven $16.50 Implied vol 91.7% Delta 0.595 ≈59% ITM Gamma 0.111 Theta -0.031 Vega 0.015 Open interest 66 Model this call Put · $15 Last $0.80 Breakeven $14.20 Implied vol 80.5% Delta -0.405 ≈41% ITM Gamma 0.126 Theta -0.026 Vega 0.015 Open interest 165 Model this put
Underlying $15.19
93	10	73.5%	0.459	$1.10		$1.35	-0.534	78.9%	27	153
Call · $16 Last $1.10 Breakeven $17.10 Implied vol 73.5% Delta 0.459 ≈46% ITM Gamma 0.141 Theta -0.025 Vega 0.016 Open interest 93 Model this call Put · $16 In the money Last $1.35 Breakeven $14.65 Implied vol 78.9% Delta -0.534 ≈53% ITM Gamma 0.132 Theta -0.026 Vega 0.016 Open interest 153 Model this put
63	3	61.2%	0.289	$1.10		$0.65	-0.719	59.9%	3	28
Call · $17 Last $1.10 Breakeven $18.10 Implied vol 61.2% Delta 0.289 ≈29% ITM Gamma 0.146 Theta -0.018 Vega 0.014 Open interest 63 Model this call Put · $17 In the money Last $0.65 Breakeven $16.35 Implied vol 59.9% Delta -0.719 ≈72% ITM Gamma 0.15 Theta -0.016 Vega 0.014 Open interest 28 Model this put
102	4	82.6%	0.258	$0.30		$2.75	-0.736	85.5%	4	30
Call · $18 Last $0.30 Breakeven $18.30 Implied vol 82.6% Delta 0.258 ≈26% ITM Gamma 0.103 Theta -0.023 Vega 0.011 Open interest 102 Model this call Put · $18 In the money Last $2.75 Breakeven $15.25 Implied vol 85.5% Delta -0.736 ≈74% ITM Gamma 0.103 Theta -0.023 Vega 0.014 Open interest 30 Model this put
280	3	78.9%	0.167	$0.20		$3.85	—	—	11	19
Call · $19 Last $0.20 Breakeven $19.20 Implied vol 78.9% Delta 0.167 ≈17% ITM Gamma 0.083 Theta -0.017 Vega 0.011 Open interest 280 Model this call Put · $19 In the money Last $3.85 Breakeven $15.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this put
271	90	75%	0.097	$0.10		$3.52	-0.937	66.9%	3	12
Call · $20 Last $0.10 Breakeven $20.10 Implied vol 75% Delta 0.097 ≈10% ITM Gamma 0.06 Theta -0.011 Vega 0.008 Open interest 271 Model this call Put · $20 In the money Last $3.52 Breakeven $16.48 Implied vol 66.9% Delta -0.937 ≈94% ITM Gamma 0.054 Theta -0.006 Vega 0.004 Open interest 12 Model this put
37	1	91.9%	0.11	$0.10		$3.02	-0.854	105.6%	12	55
Call · $21 Last $0.10 Breakeven $21.10 Implied vol 91.9% Delta 0.11 ≈11% ITM Gamma 0.053 Theta -0.015 Vega 0.008 Open interest 37 Model this call Put · $21 In the money Last $3.02 Breakeven $17.98 Implied vol 105.6% Delta -0.854 ≈85% ITM Gamma 0.058 Theta -0.019 Vega 0.008 Open interest 55 Model this put
33	13	129.7%	0.171	$0.24		$6.47	-0.948	84.9%	4	3
Call · $22 Last $0.24 Breakeven $22.24 Implied vol 129.7% Delta 0.171 ≈17% ITM Gamma 0.052 Theta -0.029 Vega 0.008 Open interest 33 Model this call Put · $22 In the money Last $6.47 Breakeven $15.53 Implied vol 84.9% Delta -0.948 ≈95% ITM Gamma 0.037 Theta -0.007 Vega 0.004 Open interest 3 Model this put
22	3	114.7%	0.104	$0.20		$4.64	-0.951	93.3%	2	3
Call · $23 Last $0.20 Breakeven $23.20 Implied vol 114.7% Delta 0.104 ≈10% ITM Gamma 0.041 Theta -0.018 Vega 0.008 Open interest 22 Model this call Put · $23 In the money Last $4.64 Breakeven $18.36 Implied vol 93.3% Delta -0.951 ≈95% ITM Gamma 0.032 Theta -0.007 Vega 0.004 Open interest 3 Model this put
27	30	150.5%	0.161	$0.27		$6.70	-0.954	101.3%	2	1
Call · $24 Last $0.27 Breakeven $24.27 Implied vol 150.5% Delta 0.161 ≈16% ITM Gamma 0.042 Theta -0.032 Vega 0.008 Open interest 27 Model this call Put · $24 In the money Last $6.70 Breakeven $17.30 Implied vol 101.3% Delta -0.954 ≈95% ITM Gamma 0.028 Theta -0.007 Vega 0.004 Open interest 1 Model this put
89	92	113.1%	0.058	$0.25		$9.45	-1	0.2%	8	2
Call · $25 Last $0.25 Breakeven $25.25 Implied vol 113.1% Delta 0.058 ≈6% ITM Gamma 0.026 Theta -0.011 Vega 0.005 Open interest 89 Model this call Put · $25 In the money Last $9.45 Breakeven $15.55 Implied vol 0.2% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 2 Model this put
4	22	125.2%	0.065	$0.14		$9.70	-1	0.2%	4	0
Call · $26 Last $0.14 Breakeven $26.14 Implied vol 125.2% Delta 0.065 ≈7% ITM Gamma 0.026 Theta -0.013 Vega 0.005 Open interest 4 Model this call Put · $26 In the money Last $9.70 Breakeven $16.30 Implied vol 0.2% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1645113 CUSIP G6674U108 13F (30d) 57 filings 34 filers Visit website Investor relations