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Enterprise Financial Services Corporation Common Stock EFSC

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Market datapartial · fetched 2026-11-12T15:29:10.374Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:27:50.381544221Z

FundamentalsAlpha Vantage · unavailable

Share price$62.14
1D-0.9%
$61.92$62.13$62.34$62.55$62.765:30 AM6:30 AM9:00 AM1:00 PMEFSC
Sold putSold call

Enterprise Financial Services Corporation Common Stock options

Live interpolated EFSC call and put midpoint premiums by absolute delta.Enterprise Financial Services Corporation Common Stock$1.72$3.19$4.67$6.14$7.61$55.23$58.90$62.58$66.25$69.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EFSC spot · $62.14EFSC PRICE$2.45$2.45$1.88$2.29$2.70$3.11$3.52$3.92$4.92$6.05$7.19$2.45$2.45$2.45$2.45$2.50$2.56$2.63$2.69$2.76$2.83$2.89$2.96
Puts——
Calls——
Skew——
Implied moveBalanced±$5.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5196.9%22.7%
25Δ80.4297.1%33.4%54.7374.5%15.9%
30Δ72.8074.6%21.1%57.0961.8%12.1%
35Δ59.3349.7%8.5%
40Δ64.6135.1%7.0%60.4243.6%6.8%
45Δ63.7235.0%6.2%61.0240.0%5.9%
50Δ62.8335.0%5.5%61.6236.4%5.1%
55Δ61.9434.9%4.7%62.2132.9%4.2%
60Δ61.0534.8%3.9%62.8129.3%3.4%
65Δ60.1734.7%3.1%63.4125.7%2.5%
70Δ58.8836.6%2.7%64.0122.2%1.6%
75Δ57.5039.0%2.3%64.6118.6%0.8%
80Δ56.1241.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.51
IV
96.9%
B/E move
22.7%

25Δ

Calls
Pseudo strike
80.42
IV
97.1%
B/E move
33.4%
Puts
Pseudo strike
54.73
IV
74.5%
B/E move
15.9%

30Δ

Calls
Pseudo strike
72.80
IV
74.6%
B/E move
21.1%
Puts
Pseudo strike
57.09
IV
61.8%
B/E move
12.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.33
IV
49.7%
B/E move
8.5%

40Δ

Calls
Pseudo strike
64.61
IV
35.1%
B/E move
7.0%
Puts
Pseudo strike
60.42
IV
43.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
63.72
IV
35.0%
B/E move
6.2%
Puts
Pseudo strike
61.02
IV
40.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
62.83
IV
35.0%
B/E move
5.5%
Puts
Pseudo strike
61.62
IV
36.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
61.94
IV
34.9%
B/E move
4.7%
Puts
Pseudo strike
62.21
IV
32.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
61.05
IV
34.8%
B/E move
3.9%
Puts
Pseudo strike
62.81
IV
29.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
60.17
IV
34.7%
B/E move
3.1%
Puts
Pseudo strike
63.41
IV
25.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
58.88
IV
36.6%
B/E move
2.7%
Puts
Pseudo strike
64.01
IV
22.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
57.50
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
64.61
IV
18.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
56.12
IV
41.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.51%
Daily close
EFSC25.4%45.7%66.1%2026-08-19: 53.47%2026-08-21: 28.56%2026-08-24: 29.93%2026-08-25: 28.87%2026-08-26: 30.35%2026-08-27: 31.42%2026-08-28: 30.34%2026-08-31: 32.62%2026-09-01: 32.10%2026-09-02: 32.20%2026-09-04: 30.98%2026-09-08: 34.26%2026-09-09: 35.70%2026-09-11: 38.36%2026-09-14: 45.02%2026-09-15: 51.91%2026-09-18: 30.98%2026-09-24: 30.79%2026-09-29: 33.00%2026-09-30: 34.49%2026-10-07: 40.96%2026-10-09: 43.09%2026-10-13: 52.81%2026-10-14: 63.27%2026-10-16: 28.22%2026-10-19: 28.54%2026-10-20: 29.82%2026-10-21: 29.53%2026-10-22: 30.41%2026-10-23: 30.82%2026-10-26: 31.08%2026-10-27: 32.16%2026-10-28: 31.32%2026-10-29: 31.51%Aug 19Sep 18Oct 29
34 observations2026-08-19 — 2026-10-29
Table
DateIV (%)
53.47%
28.56%
29.93%
28.87%
30.35%
31.42%
30.34%
32.62%
32.10%
32.20%
30.98%
34.26%
35.70%
38.36%
45.02%
51.91%
30.98%
30.79%
33.00%
34.49%
40.96%
43.09%
52.81%
63.27%
28.22%
28.54%
29.82%
29.53%
30.41%
30.82%
31.08%
32.16%
31.32%
31.51%