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Encore Capital Group Inc Common Stock ECPG

i

Market dataready · fetched 2026-11-13T19:10:40.373Z

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 · 2026-11-13T19:09:32.340166975Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:10:39.840733+00:00

Share price$108.94
1D+0.6%
$107.82$108.53$109.23$109.94$110.645:30 AM6:30 AM9:00 AM1:00 PMECPG
Sold putSold call

Encore Capital Group Inc Common Stock options

Live interpolated ECPG call and put midpoint premiums by absolute delta.Encore Capital Group Inc Common Stock$1.19$2.73$4.27$5.82$7.36$94.01$101.08$108.15$115.23$122.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ECPG spot · $108.94ECPG PRICE$1.35$1.57$1.82$2.06$2.31$2.56$2.98$3.48$3.98$4.48$4.97$5.76$6.92$1.44$1.61$1.78$2.00$2.24$2.47$2.70$2.94$3.45$3.98$4.51$5.04$5.57
PutsCheap0.61×
CallsFair1.00×
SkewBullish-8.18 pp
Implied moveBullish±$5.69
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.4585.1%12.7%99.0684.2%10.4%
25Δ118.4575.6%10.2%101.8572.0%8.0%
30Δ116.4769.8%8.6%104.6459.9%5.6%
35Δ114.5064.1%7.0%105.8855.1%4.6%
40Δ112.5258.4%5.4%106.9051.4%3.9%
45Δ110.5552.7%3.8%107.9147.7%3.2%
50Δ109.3150.6%3.1%108.9344.1%2.5%
55Δ108.3749.9%2.7%109.9440.4%1.8%
60Δ107.4249.1%2.3%110.7539.2%1.5%
65Δ106.4748.4%1.8%111.5438.2%1.3%
70Δ105.5347.7%1.4%112.3237.1%1.0%
75Δ104.3847.5%1.1%113.1136.1%0.8%
80Δ102.9747.9%0.9%113.9035.1%0.6%

20Δ

Calls
Pseudo strike
121.45
IV
85.1%
B/E move
12.7%
Puts
Pseudo strike
99.06
IV
84.2%
B/E move
10.4%

25Δ

Calls
Pseudo strike
118.45
IV
75.6%
B/E move
10.2%
Puts
Pseudo strike
101.85
IV
72.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
116.47
IV
69.8%
B/E move
8.6%
Puts
Pseudo strike
104.64
IV
59.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
114.50
IV
64.1%
B/E move
7.0%
Puts
Pseudo strike
105.88
IV
55.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
112.52
IV
58.4%
B/E move
5.4%
Puts
Pseudo strike
106.90
IV
51.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
110.55
IV
52.7%
B/E move
3.8%
Puts
Pseudo strike
107.91
IV
47.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
109.31
IV
50.6%
B/E move
3.1%
Puts
Pseudo strike
108.93
IV
44.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
108.37
IV
49.9%
B/E move
2.7%
Puts
Pseudo strike
109.94
IV
40.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
107.42
IV
49.1%
B/E move
2.3%
Puts
Pseudo strike
110.75
IV
39.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
106.47
IV
48.4%
B/E move
1.8%
Puts
Pseudo strike
111.54
IV
38.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
105.53
IV
47.7%
B/E move
1.4%
Puts
Pseudo strike
112.32
IV
37.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
104.38
IV
47.5%
B/E move
1.1%
Puts
Pseudo strike
113.11
IV
36.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
102.97
IV
47.9%
B/E move
0.9%
Puts
Pseudo strike
113.90
IV
35.1%
B/E move
0.6%

Options history

IV · four-Friday blend50.56%
Daily EOD
ECPG46.2%49.2%52.2%2026-10-19: 47.72%2026-10-20: 46.61%2026-10-21: 48.34%2026-10-22: 48.51%2026-10-23: 49.25%2026-10-26: 49.85%2026-10-27: 50.60%2026-10-28: 50.65%2026-10-29: 51.76%2026-10-30: 50.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.72%
46.61%
48.34%
48.51%
49.25%
49.85%
50.60%
50.65%
51.76%
50.56%