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ENI S.p.A. E

i

Market datapartial · fetched 2026-10-22T15:27:17.336Z

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 · 2026-10-22T15:27:11.886299001Z

FundamentalsAlpha Vantage · unavailable

Share price$58.68
1D-1.1%
$58.63$58.89$59.15$59.41$59.675:30 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.$0.36$2.31$4.26$6.22$8.17$51.88$55.84$59.79$63.75$67.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive E spot · $58.68E PRICE$1.34$1.42$1.49$1.57$1.67$1.82$2.23$2.64$3.04$3.62$4.22$4.83$6.59$0.57$0.84$1.11$1.38$1.58$1.67$1.76$1.85$1.94$2.86$4.44$6.02$7.60
PutsFair0.95×
CallsExpensive1.43×
SkewBullish-16.99 pp
Implied moveBullish±$3.99
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.1282.5%28.6%55.1728.7%7.0%
25Δ69.9668.8%21.6%55.8130.0%6.3%
30Δ65.8055.0%14.7%56.4631.2%5.7%
35Δ62.2543.1%8.8%57.1032.4%5.1%
40Δ61.0238.0%6.8%57.6932.2%4.4%
45Δ59.8733.9%5.1%58.2129.5%3.6%
50Δ59.1334.8%4.6%58.7326.7%2.9%
55Δ58.3935.6%4.0%59.2524.0%2.2%
60Δ57.6536.4%3.4%59.7721.2%1.4%
65Δ56.7937.1%2.9%60.9422.1%1.0%
70Δ55.9137.8%2.5%62.6325.9%0.8%
75Δ55.0238.6%2.0%64.3229.6%0.7%
80Δ53.1446.0%1.8%66.0033.4%0.5%

20Δ

Calls
Pseudo strike
74.12
IV
82.5%
B/E move
28.6%
Puts
Pseudo strike
55.17
IV
28.7%
B/E move
7.0%

25Δ

Calls
Pseudo strike
69.96
IV
68.8%
B/E move
21.6%
Puts
Pseudo strike
55.81
IV
30.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
65.80
IV
55.0%
B/E move
14.7%
Puts
Pseudo strike
56.46
IV
31.2%
B/E move
5.7%

35Δ

Calls
Pseudo strike
62.25
IV
43.1%
B/E move
8.8%
Puts
Pseudo strike
57.10
IV
32.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
61.02
IV
38.0%
B/E move
6.8%
Puts
Pseudo strike
57.69
IV
32.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
59.87
IV
33.9%
B/E move
5.1%
Puts
Pseudo strike
58.21
IV
29.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
59.13
IV
34.8%
B/E move
4.6%
Puts
Pseudo strike
58.73
IV
26.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
58.39
IV
35.6%
B/E move
4.0%
Puts
Pseudo strike
59.25
IV
24.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
57.65
IV
36.4%
B/E move
3.4%
Puts
Pseudo strike
59.77
IV
21.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
56.79
IV
37.1%
B/E move
2.9%
Puts
Pseudo strike
60.94
IV
22.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
55.91
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
62.63
IV
25.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
55.02
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
64.32
IV
29.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
53.14
IV
46.0%
B/E move
1.8%
Puts
Pseudo strike
66.00
IV
33.4%
B/E move
0.5%

Options history

No recorded observations