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ENI S.p.A. E

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-11T15:49:29.198Z

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 · 2026-11-11T15:48:42.40633242Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:48:44.439604+00:00

Share price$55.78
1D-0.4%
$55.48$55.62$55.77$55.91$56.055:30 AM6:30 AM9:00 AM1:00 PME
Sold putSold call

ENI S.p.A. options

Live interpolated E call and put midpoint premiums by absolute delta.ENI S.p.A.$1.21$2.01$2.80$3.60$4.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEE PRICE$1.30$1.32$1.65$2.04$2.34$2.91$3.48$4.16$2.44$2.42$2.45$2.45$2.45$2.41$3.01$3.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.60209.1%24.4%
25Δ63.64107.4%16.4%48.49161.2%17.4%
30Δ60.5084.3%10.8%51.07131.1%12.8%
35Δ59.2582.7%9.2%52.95107.9%9.5%
40Δ58.3385.6%8.2%54.2790.8%7.1%
45Δ
50Δ
55Δ
60Δ
65Δ54.4043.0%1.7%
70Δ53.7146.2%1.5%57.6536.2%1.0%
75Δ53.0249.4%1.3%58.3737.5%0.8%
80Δ52.2052.6%1.0%59.0838.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.60
IV
209.1%
B/E move
24.4%

25Δ

Calls
Pseudo strike
63.64
IV
107.4%
B/E move
16.4%
Puts
Pseudo strike
48.49
IV
161.2%
B/E move
17.4%

30Δ

Calls
Pseudo strike
60.50
IV
84.3%
B/E move
10.8%
Puts
Pseudo strike
51.07
IV
131.1%
B/E move
12.8%

35Δ

Calls
Pseudo strike
59.25
IV
82.7%
B/E move
9.2%
Puts
Pseudo strike
52.95
IV
107.9%
B/E move
9.5%

40Δ

Calls
Pseudo strike
58.33
IV
85.6%
B/E move
8.2%
Puts
Pseudo strike
54.27
IV
90.8%
B/E move
7.1%

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

65Δ

Calls
Pseudo strike
54.40
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
53.71
IV
46.2%
B/E move
1.5%
Puts
Pseudo strike
57.65
IV
36.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
53.02
IV
49.4%
B/E move
1.3%
Puts
Pseudo strike
58.37
IV
37.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
52.20
IV
52.6%
B/E move
1.0%
Puts
Pseudo strike
59.08
IV
38.8%
B/E move
0.6%

Options history

IV · four-Friday blend28.74%
Daily EOD
E27.0%28.5%30.0%2026-10-19: 27.59%2026-10-20: 27.57%2026-10-21: 28.35%2026-10-22: 29.84%2026-10-23: 27.73%2026-10-26: 28.31%2026-10-27: 27.24%2026-10-28: 27.91%2026-10-29: 27.83%2026-10-30: 28.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.59%
27.57%
28.35%
29.84%
27.73%
28.31%
27.24%
27.91%
27.83%
28.74%