Information Technology

Nova Ltd. (NVMI) options and signal

Figures as of 28 Sep 2026

NVMI is Nova Ltd., an Information Technology name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	53 of 100	28 Sep
At the money IV	55.2%	28 Sep
Priced move to 16 Oct	11.7% down, 11.8% up	28 Sep
Call wall and put wall	430 and 350	28 Sep
Signal and the desk's view	No signal, view bullish	25 Sep
Last close	370.42	28 Sep
Next report	5 Nov 2026	28 Sep

Options Snapshot

NVMI's IV rank is 53 of 100 on 28 Sep 2026.

Figure	Value
IV rank	53 of 100
At the money IV	55.2%, near month, 18 days
Put/call ratio, open interest	0.59
Call open interest, strikes captured near the price	6,880 contracts
Put open interest, strikes captured near the price	4,030 contracts
Cost to trade at the money	Fair, 16.5% of the option's mid price

IV rank is where the at the money IV sits among NVMI's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, NVMI options priced a move of 11.7 percent down and 11.8 percent up by 16 Oct 2026.

Expiry	Days	Down	Up	Range
16 Oct 2026	18	11.7%	11.8%	327.02 to 414.22
20 Nov 2026	53	23.4%	23.4%	283.62 to 457.12
18 Dec 2026	81	27.5%	33.5%	268.42 to 494.42
15 Jan 2027	109	33.2%	32.4%	247.42 to 490.42
19 Feb 2027	144	35.9%	38.9%	237.42 to 514.42

The range is one standard deviation either side of the close of 370.42, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Priced Range in RingMaster The Priced Range guide

Gamma Map

On 28 Sep 2026, NVMI's call wall is the 430 strike and its put wall is the 350 strike.

Figure	Value
Call wall, most open call gamma	430
Put wall, most open put gamma	350
Net dollar gamma, calls minus puts	$420,923
Total dollar gamma, both sides	$3.93 million
Close	370.42

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 9 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, NVMI's at the money IV is 55.2 percent against 20 day realized volatility of 50.5 percent.

Figure	Value
At the money IV	55.2%
Realized volatility, 20 trading days	50.5%
Realized volatility, 60 trading days	55.9%
IV against its own weekly record	In the middle
Weekly readings on record	798, from 5 Mar 2010
Weeks the price moved more than the one week priced move	33.1% of 236 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Volatility History in RingMaster The Volatility History guide

Volatility Weather

On 28 Sep 2026, NVMI's at the money IV runs from 55.2 percent at 18 days to 55.7 percent at 144 days.

Days to expiry	At the money IV
18	55.2%
53	62.4%
81	59.4%
109	60.8%
144	55.7%

Near and far expiries price about the same volatility, a flat term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, NVMI's IV ten percent below the price sits 1.9 points above at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	64.2%	+1.9 points
At the money	62.4%	0.0 points
10% above the price	60.6%	-1.8 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, NVMI's surface spans 5 expiries out to 144 days, with IV from 3.1 to 228.7 percent near the price.

Figure	Value
Expiries captured	5
Nearest expiry	16 Oct 2026, 18 days
Farthest expiry	19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more	32
Lowest IV among them	3.1%
Highest IV among them	228.7%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, NVMI has 5 captured expiries, from 16 Oct 2026 to 19 Feb 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
16 Oct 2026	18	55.2%	280	156
20 Nov 2026	53	62.4%	2,836	2,781
18 Dec 2026	81	59.4%	2,401	916
15 Jan 2027	109	60.8%	27	1
19 Feb 2027	144	55.7%	1,335	178

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, NVMI's largest open interest sits at the 580 strike, with 1,264 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
580	1,263	1	1,264
450	683	324	1,007
440	309	396	705
310	156	481	637
430	548	12	560
560	550	0	550

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, NVMI's at the money IV moved from 54.1 percent to 55.2 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	54.1%	55.2%	+1.2 points
Open interest, strikes captured near the price	10,856	10,911	+55
Put/call ratio, open interest	0.59	0.59	-0.01

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 2,170 NVMI option contracts traded, 0.8 times its own recent average.

Figure	Value
Calls traded	1,254
Puts traded	916
Against its recent average	0.8 times
Busier than	0 of its last 20 trading days
Open interest, whole chain	11,708 contracts
Volume to open interest	0.19
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of NVMI's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	395.95	minus $1.91 million	440	390
21 Sep 2026	362.81	minus $454,020	430	350
28 Sep 2026	370.42	$420,923	430	350

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of NVMI was bullish, paper trading.

Figure	Value
Side	Bullish at 45 trading days, no signal
Level above the close	370.99, the swing high of 22 Sep 2026
Level below the close	335.47, the swing low of 1 Sep 2026, a close past it runs against the view
The chart	Sits against the view
Strategy family	Cash-secured put (sell a put below the price)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Read-out in RingMaster The Read-out guide

Rank by Timeframe

On 25 Sep 2026 NVMI sat at the 74th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	94 of 100	Bullish
20 trading days	75 of 100	Neutral
45 trading days	74 of 100	Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026, 1 of 3 timeframes put NVMI on the bullish side, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Bullish	1 of 2
Long	45 day	Neutral	0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Timeframe Agreement in RingMaster The Timeframe Agreement guide

Signal History

On 25 Sep 2026 NVMI had carried no signal for 17 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	74 of 100
24 Sep 2026	None	74 of 100
23 Sep 2026	None	31 of 100
22 Sep 2026	None	31 of 100
21 Sep 2026	None	80 of 100
18 Sep 2026	None	72 of 100
17 Sep 2026	None	93 of 100
16 Sep 2026	None	64 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Signal History in RingMaster The Signal History guide

Sector Split

On 25 Sep 2026, 80 of 187 Information Technology names were bullish and 61 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Information Technology	187	80	61	46

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

NVMI closed at 370.42 on 28 Sep 2026.

Figure	Value
Last close	370.42
Change over 5 trading days	+2.1%
Change over 21 trading days	-0.1%
Change over 63 trading days	-28.8%
Change over 252 trading days	+20.7%
52 week high	615.99
52 week low	266.43
20 day moving average	358.32
50 day moving average	383.18
200 day moving average	441.81
RSI, 14 days	51

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

NVMI reports next on 5 Nov 2026, a date worked out from past quarters.

Figure	Value
Next report	5 Nov 2026, before the open
Date	Worked out from past quarters
Move after the report of 6 Aug 2026	-5.2%
Move after the report of 29 Jul 2026	+7.4%
Move after the report of 30 Apr 2026	-1.2%
Move after the report of 28 Jan 2026	+2.1%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 23 Septembers on record, NVMI's average change was plus 2.8 percent, and it rose in 43.5 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	+2.8%	-0.9%	43.5%	23
October	+2.7%	+3.0%	60.9%	23
November	+6.3%	+5.0%	69.6%	23

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is NVMI's IV rank?: NVMI's IV rank is 53 of 100 on 28 Sep 2026.
What move are NVMI options pricing?: On 28 Sep 2026, NVMI options priced a move of 11.7 percent down and 11.8 percent up by 16 Oct 2026.
Where are NVMI's call wall and put wall?: On 28 Sep 2026, NVMI's call wall is the 430 strike and its put wall is the 350 strike.
What was the desk's latest view of NVMI on the Free plan?: On 25 Sep 2026 the desk's view of NVMI was bullish, paper trading.
When does NVMI report earnings next?: NVMI reports next on 5 Nov 2026, a date worked out from past quarters.

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