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Enact Holdings, Inc. Common Stock ACT

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Market datapartial · fetched 2026-10-23T04:10:32.903Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:35:00.092290677Z

FundamentalsAlpha Vantage · unavailable

Share price$46.92
1D+2.1%
AH$45.82$46.34$46.86$47.37$47.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACT
Sold putSold callAH

Enact Holdings, Inc. Common Stock options

Live interpolated ACT call and put midpoint premiums by absolute delta.Enact Holdings, Inc. Common Stock$0.84$2.70$4.56$6.43$8.29$36.73$41.89$47.05$52.21$57.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACT spot · $46.92ACT PRICE$1.04$1.41$2.45$2.46$2.47$2.53$2.62$2.70$2.78$2.87$2.98$4.26$5.54$1.89$2.45$2.46$2.47$2.56$2.69$2.83$2.96$3.10$3.23$3.37$3.55$7.75
PutsExpensive1.73×
CallsExpensive2.19×
SkewBullish-1.98 pp
Implied moveBearish±$5.44
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4081.6%28.8%38.21106.0%22.6%
25Δ55.9478.7%22.2%40.17107.2%19.6%
30Δ59.28116.6%31.6%42.1990.5%15.3%
35Δ55.2796.7%23.0%44.2273.7%11.0%
40Δ51.2676.7%14.5%45.4064.3%8.7%
45Δ49.3966.1%10.7%46.0659.5%7.6%
50Δ48.5159.6%9.0%46.7254.6%6.5%
55Δ47.6353.2%7.3%47.3849.8%5.3%
60Δ46.7446.8%5.6%48.0345.0%4.2%
65Δ45.8640.4%3.9%48.6940.2%3.1%
70Δ44.9634.3%2.2%49.3535.3%2.0%
75Δ43.5639.9%1.9%50.0530.9%0.9%
80Δ42.1545.6%1.6%54.1353.7%1.2%

20Δ

Calls
Pseudo strike
59.40
IV
81.6%
B/E move
28.8%
Puts
Pseudo strike
38.21
IV
106.0%
B/E move
22.6%

25Δ

Calls
Pseudo strike
55.94
IV
78.7%
B/E move
22.2%
Puts
Pseudo strike
40.17
IV
107.2%
B/E move
19.6%

30Δ

Calls
Pseudo strike
59.28
IV
116.6%
B/E move
31.6%
Puts
Pseudo strike
42.19
IV
90.5%
B/E move
15.3%

35Δ

Calls
Pseudo strike
55.27
IV
96.7%
B/E move
23.0%
Puts
Pseudo strike
44.22
IV
73.7%
B/E move
11.0%

40Δ

Calls
Pseudo strike
51.26
IV
76.7%
B/E move
14.5%
Puts
Pseudo strike
45.40
IV
64.3%
B/E move
8.7%

45Δ

Calls
Pseudo strike
49.39
IV
66.1%
B/E move
10.7%
Puts
Pseudo strike
46.06
IV
59.5%
B/E move
7.6%

50Δ

Calls
Pseudo strike
48.51
IV
59.6%
B/E move
9.0%
Puts
Pseudo strike
46.72
IV
54.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
47.63
IV
53.2%
B/E move
7.3%
Puts
Pseudo strike
47.38
IV
49.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
46.74
IV
46.8%
B/E move
5.6%
Puts
Pseudo strike
48.03
IV
45.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
45.86
IV
40.4%
B/E move
3.9%
Puts
Pseudo strike
48.69
IV
40.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
44.96
IV
34.3%
B/E move
2.2%
Puts
Pseudo strike
49.35
IV
35.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
43.56
IV
39.9%
B/E move
1.9%
Puts
Pseudo strike
50.05
IV
30.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
42.15
IV
45.6%
B/E move
1.6%
Puts
Pseudo strike
54.13
IV
53.7%
B/E move
1.2%

Options history

ACT33.0833.1133.152026-10-20: 33.11%Oct 20Oct 20
Table
DateIV
33.11%