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Enact Holdings, Inc. Common Stock ACT

i

Market dataready · fetched 2026-11-13T16:10:04.014Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T16:09:00.107354556Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T16:10:02.789964+00:00

Share price$45.46
1D-1.9%
$45.13$45.45$45.78$46.10$46.425:30 AM6:30 AM9:00 AM1:00 PMACT
Sold putSold call

Enact Holdings, Inc. Common Stock options

Live interpolated ACT call and put midpoint premiums by absolute delta.Enact Holdings, Inc. Common Stock$1.96$2.92$3.87$4.83$5.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEACT PRICE$2.09$2.06$2.93$3.79$4.65$5.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ60.97246.4%38.7%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ44.4858.7%2.4%
65Δ43.5368.2%2.2%
70Δ42.5777.7%2.0%
75Δ41.6287.2%1.8%
80Δ40.6696.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.97
IV
246.4%
B/E move
38.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.48
IV
58.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.53
IV
68.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.57
IV
77.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.62
IV
87.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.66
IV
96.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.79%
Daily close
ACT17.9%56.6%95.3%2026-08-17: 33.02%2026-08-18: 42.70%2026-08-19: 36.29%2026-08-21: 26.11%2026-08-24: 25.62%2026-08-25: 27.11%2026-08-26: 23.26%2026-08-27: 26.22%2026-08-28: 26.30%2026-09-01: 27.95%2026-09-03: 32.02%2026-09-04: 24.41%2026-09-09: 28.59%2026-09-10: 39.30%2026-09-11: 25.39%2026-09-28: 29.13%2026-09-30: 34.68%2026-10-01: 34.12%2026-10-02: 37.20%2026-10-12: 37.88%2026-10-13: 45.32%2026-10-14: 63.01%2026-10-15: 89.98%2026-10-16: 34.51%2026-10-19: 34.82%2026-10-20: 33.17%2026-10-22: 35.67%2026-10-23: 31.40%2026-10-26: 28.48%2026-10-27: 31.64%2026-10-28: 33.26%2026-10-29: 28.64%2026-10-30: 41.79%Aug 17Sep 30Oct 30
33 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
33.02%
42.70%
36.29%
26.11%
25.62%
27.11%
23.26%
26.22%
26.30%
27.95%
32.02%
24.41%
28.59%
39.30%
25.39%
29.13%
34.68%
34.12%
37.20%
37.88%
45.32%
63.01%
89.98%
34.51%
34.82%
33.17%
35.67%
31.40%
28.48%
31.64%
33.26%
28.64%
41.79%