Share price$61.01
1D+4.2%
Sold putSold callAH
Enterprise Financial Services Corporation Common Stock EFSC
i
Market datapartial · fetched 2026-10-23T03:14:33.570Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.940665642Z
FundamentalsAlpha Vantage · unavailable
Enterprise Financial Services Corporation Common Stock options
PutsExpensive1.72×
CallsExpensive1.73×
SkewBearish+1.88 pp
Implied moveBearish±$5.42
TiltBearish10.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.45 | 110.4% | 23.0% | |||
| 25Δ | 79.44 | 111.4% | 34.2% | 53.37 | 86.4% | 16.5% |
| 30Δ | 71.60 | 85.3% | 21.4% | 55.99 | 70.4% | 12.3% |
| 35Δ | 67.47 | 68.5% | 14.6% | 57.76 | 59.4% | 9.4% |
| 40Δ | 64.71 | 55.9% | 10.1% | 59.52 | 48.4% | 6.6% |
| 45Δ | 63.65 | 49.2% | 8.3% | 60.51 | 43.6% | 5.3% |
| 50Δ | 62.59 | 42.5% | 6.6% | 61.20 | 41.1% | 4.6% |
| 55Δ | 61.53 | 35.9% | 4.9% | 61.89 | 38.5% | 3.8% |
| 60Δ | 60.48 | 29.2% | 3.1% | 62.59 | 35.9% | 3.1% |
| 65Δ | 59.48 | 26.9% | 2.2% | 63.28 | 33.4% | 2.4% |
| 70Δ | 58.53 | 28.1% | 1.9% | 63.98 | 30.8% | 1.7% |
| 75Δ | 57.59 | 29.3% | 1.6% | 64.67 | 28.3% | 1.0% |
| 80Δ | 56.65 | 30.4% | 1.3% | 67.94 | 39.8% | 0.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 49.45
- IV
- 110.4%
- B/E move
- 23.0%
25Δ
- Pseudo strike
- 79.44
- IV
- 111.4%
- B/E move
- 34.2%
- Pseudo strike
- 53.37
- IV
- 86.4%
- B/E move
- 16.5%
30Δ
- Pseudo strike
- 71.60
- IV
- 85.3%
- B/E move
- 21.4%
- Pseudo strike
- 55.99
- IV
- 70.4%
- B/E move
- 12.3%
35Δ
- Pseudo strike
- 67.47
- IV
- 68.5%
- B/E move
- 14.6%
- Pseudo strike
- 57.76
- IV
- 59.4%
- B/E move
- 9.4%
40Δ
- Pseudo strike
- 64.71
- IV
- 55.9%
- B/E move
- 10.1%
- Pseudo strike
- 59.52
- IV
- 48.4%
- B/E move
- 6.6%
45Δ
- Pseudo strike
- 63.65
- IV
- 49.2%
- B/E move
- 8.3%
- Pseudo strike
- 60.51
- IV
- 43.6%
- B/E move
- 5.3%
50Δ
- Pseudo strike
- 62.59
- IV
- 42.5%
- B/E move
- 6.6%
- Pseudo strike
- 61.20
- IV
- 41.1%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 61.53
- IV
- 35.9%
- B/E move
- 4.9%
- Pseudo strike
- 61.89
- IV
- 38.5%
- B/E move
- 3.8%
60Δ
- Pseudo strike
- 60.48
- IV
- 29.2%
- B/E move
- 3.1%
- Pseudo strike
- 62.59
- IV
- 35.9%
- B/E move
- 3.1%
65Δ
- Pseudo strike
- 59.48
- IV
- 26.9%
- B/E move
- 2.2%
- Pseudo strike
- 63.28
- IV
- 33.4%
- B/E move
- 2.4%
70Δ
- Pseudo strike
- 58.53
- IV
- 28.1%
- B/E move
- 1.9%
- Pseudo strike
- 63.98
- IV
- 30.8%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 57.59
- IV
- 29.3%
- B/E move
- 1.6%
- Pseudo strike
- 64.67
- IV
- 28.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 56.65
- IV
- 30.4%
- B/E move
- 1.3%
- Pseudo strike
- 67.94
- IV
- 39.8%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 29.75% | |
| 29.59% |