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Ennis, Inc. EBF

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Market datapartial · fetched 2026-10-22T23:01:11.999Z

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 · 2026-10-22T23:00:00.002075092Z

FundamentalsAlpha Vantage · unavailable

Share price$22.92
1D+0.8%
AH$22.66$22.77$22.88$22.99$23.105:30 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.$0.73$1.95$3.17$4.39$5.62$16.20$19.48$22.76$26.04$29.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EBF spot · $22.92EBF PRICE$1.70$1.70$1.74$1.86$1.97$2.10$2.24$2.38$2.53$2.67$0.86$1.70$1.76$1.82$1.88$1.98$2.11$2.24$2.36$2.49$2.73$4.00$5.26
PutsExpensive3.49×
CallsExpensive2.90×
SkewBearish+4.94 pp
Implied moveBearish±$3.97
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.2297.6%19.9%
25Δ18.50152.2%26.7%
30Δ19.70131.8%21.7%
35Δ29.14138.8%34.6%20.91111.3%16.7%
40Δ26.60112.7%23.5%22.1190.9%11.7%
45Δ24.7093.1%15.4%22.8080.3%9.2%
50Δ23.8784.6%12.3%23.2574.3%7.8%
55Δ23.0576.1%9.2%23.7068.4%6.3%
60Δ22.3868.7%6.8%24.1562.4%4.9%
65Δ22.0263.5%5.9%24.6056.4%3.5%
70Δ21.6758.3%4.9%25.1451.8%2.2%
75Δ21.3153.1%4.0%26.5058.1%1.8%
80Δ20.9547.9%3.1%27.8664.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.22
IV
97.6%
B/E move
19.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.50
IV
152.2%
B/E move
26.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.70
IV
131.8%
B/E move
21.7%

35Δ

Calls
Pseudo strike
29.14
IV
138.8%
B/E move
34.6%
Puts
Pseudo strike
20.91
IV
111.3%
B/E move
16.7%

40Δ

Calls
Pseudo strike
26.60
IV
112.7%
B/E move
23.5%
Puts
Pseudo strike
22.11
IV
90.9%
B/E move
11.7%

45Δ

Calls
Pseudo strike
24.70
IV
93.1%
B/E move
15.4%
Puts
Pseudo strike
22.80
IV
80.3%
B/E move
9.2%

50Δ

Calls
Pseudo strike
23.87
IV
84.6%
B/E move
12.3%
Puts
Pseudo strike
23.25
IV
74.3%
B/E move
7.8%

55Δ

Calls
Pseudo strike
23.05
IV
76.1%
B/E move
9.2%
Puts
Pseudo strike
23.70
IV
68.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
22.38
IV
68.7%
B/E move
6.8%
Puts
Pseudo strike
24.15
IV
62.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
22.02
IV
63.5%
B/E move
5.9%
Puts
Pseudo strike
24.60
IV
56.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
21.67
IV
58.3%
B/E move
4.9%
Puts
Pseudo strike
25.14
IV
51.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
21.31
IV
53.1%
B/E move
4.0%
Puts
Pseudo strike
26.50
IV
58.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
20.95
IV
47.9%
B/E move
3.1%
Puts
Pseudo strike
27.86
IV
64.3%
B/E move
1.4%

Options history

EBF51.2854.9658.642026-10-20: 51.79%2026-10-21: 58.13%Oct 20Oct 21
Table
DateIV
51.79%
58.13%