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Eni SpA ADR E

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-22T14:36:54.658Z

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 · 2026-10-22T14:36:50.15028389Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:36:53.326990+00:00

Share price$58.94
1D-0.8%
$58.74$58.97$59.20$59.43$59.665:30 AM6:30 AM9:00 AM1:00 PME
Sold putSold call

Eni SpA ADR options

Live interpolated E call and put midpoint premiums by absolute delta.Eni SpA ADR$1.06$3.50$5.93$8.36$10.80$50.83$54.65$58.48$62.31$66.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive E spot · $58.94E PRICE$1.56$1.65$1.74$2.04$2.36$2.69$3.08$3.78$4.49$5.53$1.33$2.30$1.98$1.66$1.61$1.71$1.82$1.92$2.73$4.57$6.41$8.25$10.10
PutsExpensive1.35×
CallsExpensive1.08×
SkewBearish+5.46 pp
Implied moveBullish±$3.85
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.8858.1%12.5%
25Δ51.2386.8%17.0%
30Δ53.8964.7%11.9%
35Δ62.4242.3%8.5%56.5542.7%6.9%
40Δ61.2737.4%6.8%57.8832.9%4.5%
45Δ60.1332.6%5.0%58.4730.0%3.7%
50Δ59.4031.8%4.2%59.0627.1%2.9%
55Δ58.7331.6%3.6%59.6524.2%2.0%
60Δ58.0531.4%3.0%60.8123.7%1.5%
65Δ57.3331.5%2.5%62.7827.0%1.2%
70Δ56.4333.1%2.2%64.7630.2%1.0%
75Δ55.5334.7%1.8%66.7433.4%0.8%
80Δ54.2936.7%1.5%68.7236.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.88
IV
58.1%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.23
IV
86.8%
B/E move
17.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.89
IV
64.7%
B/E move
11.9%

35Δ

Calls
Pseudo strike
62.42
IV
42.3%
B/E move
8.5%
Puts
Pseudo strike
56.55
IV
42.7%
B/E move
6.9%

40Δ

Calls
Pseudo strike
61.27
IV
37.4%
B/E move
6.8%
Puts
Pseudo strike
57.88
IV
32.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
60.13
IV
32.6%
B/E move
5.0%
Puts
Pseudo strike
58.47
IV
30.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
59.40
IV
31.8%
B/E move
4.2%
Puts
Pseudo strike
59.06
IV
27.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
58.73
IV
31.6%
B/E move
3.6%
Puts
Pseudo strike
59.65
IV
24.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
58.05
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
60.81
IV
23.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
57.33
IV
31.5%
B/E move
2.5%
Puts
Pseudo strike
62.78
IV
27.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.43
IV
33.1%
B/E move
2.2%
Puts
Pseudo strike
64.76
IV
30.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
55.53
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
66.74
IV
33.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
54.29
IV
36.7%
B/E move
1.5%
Puts
Pseudo strike
68.72
IV
36.6%
B/E move
0.5%

Options history

No recorded observations