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Ennis, Inc. EBF

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-12T03:03:59.107Z

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 · 2026-11-12T00:00:00.003268164Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T03:03:58.368118+00:00

Share price$21.08
1D-0.8%
AH$20.82$20.93$21.05$21.17$21.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEBF
Sold putSold callAH

Ennis, Inc. options

Live interpolated EBF call and put midpoint premiums by absolute delta.Ennis, Inc.$1.65$2.13$2.61$3.09$3.58$14.36$16.55$18.74$20.93$23.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EBF spot · $21.08EBF PRICE$1.70$1.70$1.70$1.82$1.97$2.12$1.70$1.70$1.79$1.89$1.99$2.10$2.20$2.30$2.40$2.66$2.92$3.18$3.44
PutsExpensive5.68×
Calls——
Skew——
Implied moveBearish±$4.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.41354.4%35.0%
25Δ17.29278.4%26.0%
30Δ18.14250.5%22.4%
35Δ27.73279.7%39.6%18.87228.7%19.5%
40Δ24.52221.5%24.4%19.60206.9%16.5%
45Δ22.80181.1%16.2%20.32185.1%13.5%
50Δ21.94164.1%12.7%21.05163.3%10.6%
55Δ21.27152.1%10.2%21.77141.5%7.6%
60Δ20.59140.1%7.7%22.50119.7%4.7%
65Δ22.91112.8%4.0%
70Δ23.31106.0%3.3%
75Δ23.7299.2%2.6%
80Δ24.1292.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
354.4%
B/E move
35.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.29
IV
278.4%
B/E move
26.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.14
IV
250.5%
B/E move
22.4%

35Δ

Calls
Pseudo strike
27.73
IV
279.7%
B/E move
39.6%
Puts
Pseudo strike
18.87
IV
228.7%
B/E move
19.5%

40Δ

Calls
Pseudo strike
24.52
IV
221.5%
B/E move
24.4%
Puts
Pseudo strike
19.60
IV
206.9%
B/E move
16.5%

45Δ

Calls
Pseudo strike
22.80
IV
181.1%
B/E move
16.2%
Puts
Pseudo strike
20.32
IV
185.1%
B/E move
13.5%

50Δ

Calls
Pseudo strike
21.94
IV
164.1%
B/E move
12.7%
Puts
Pseudo strike
21.05
IV
163.3%
B/E move
10.6%

55Δ

Calls
Pseudo strike
21.27
IV
152.1%
B/E move
10.2%
Puts
Pseudo strike
21.77
IV
141.5%
B/E move
7.6%

60Δ

Calls
Pseudo strike
20.59
IV
140.1%
B/E move
7.7%
Puts
Pseudo strike
22.50
IV
119.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.91
IV
112.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.31
IV
106.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.72
IV
99.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.12
IV
92.4%
B/E move
1.9%

Options history

IV · four-Friday blend63.24%
Daily EOD
EBF46.8%56.2%65.6%2026-10-19: 48.09%2026-10-20: 51.79%2026-10-21: 58.13%2026-10-22: 60.69%2026-10-23: 60.37%2026-10-26: 63.55%2026-10-27: 63.72%2026-10-28: 64.26%2026-10-29: 62.42%2026-10-30: 63.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.09%
51.79%
58.13%
60.69%
60.37%
63.55%
63.72%
64.26%
62.42%
63.24%