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Enterprise Financial Services Corporation Common Stock EFSC

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Market datapartial · fetched 2026-10-22T23:20:35.578Z

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 · 2026-10-22T20:00:00.940665642Z

FundamentalsAlpha Vantage · unavailable

Share price$61.01
1D+4.2%
AH$58.32$59.05$59.78$60.50$61.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFSC
Sold putSold callAH

Enterprise Financial Services Corporation Common Stock options

Live interpolated EFSC call and put midpoint premiums by absolute delta.Enterprise Financial Services Corporation Common Stock$2.30$3.68$5.06$6.43$7.81$50.16$55.50$60.84$66.18$71.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFSC spot · $61.01EFSC PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.87$3.64$4.40$5.17$2.45$2.45$2.46$2.49$2.52$2.71$2.97$3.23$3.48$3.74$4.00$4.25$7.42
PutsExpensive1.72×
CallsExpensive1.73×
SkewBearish+1.94 pp
Implied moveBearish±$5.42
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.46110.1%23.0%
25Δ79.44111.1%34.2%53.3786.2%16.5%
30Δ71.6085.1%21.4%55.9970.2%12.3%
35Δ67.4868.3%14.6%57.7659.3%9.4%
40Δ64.7155.7%10.1%59.5248.4%6.6%
45Δ63.6649.1%8.4%60.5143.6%5.3%
50Δ62.6042.4%6.6%61.2041.1%4.6%
55Δ61.5435.8%4.9%61.8938.5%3.8%
60Δ60.4829.1%3.1%62.5935.9%3.1%
65Δ59.4826.8%2.2%63.2833.4%2.4%
70Δ58.5428.0%1.9%63.9830.8%1.7%
75Δ57.5929.2%1.6%64.6728.3%1.0%
80Δ56.6530.4%1.3%67.9439.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.46
IV
110.1%
B/E move
23.0%

25Δ

Calls
Pseudo strike
79.44
IV
111.1%
B/E move
34.2%
Puts
Pseudo strike
53.37
IV
86.2%
B/E move
16.5%

30Δ

Calls
Pseudo strike
71.60
IV
85.1%
B/E move
21.4%
Puts
Pseudo strike
55.99
IV
70.2%
B/E move
12.3%

35Δ

Calls
Pseudo strike
67.48
IV
68.3%
B/E move
14.6%
Puts
Pseudo strike
57.76
IV
59.3%
B/E move
9.4%

40Δ

Calls
Pseudo strike
64.71
IV
55.7%
B/E move
10.1%
Puts
Pseudo strike
59.52
IV
48.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
63.66
IV
49.1%
B/E move
8.4%
Puts
Pseudo strike
60.51
IV
43.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
62.60
IV
42.4%
B/E move
6.6%
Puts
Pseudo strike
61.20
IV
41.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
61.54
IV
35.8%
B/E move
4.9%
Puts
Pseudo strike
61.89
IV
38.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
60.48
IV
29.1%
B/E move
3.1%
Puts
Pseudo strike
62.59
IV
35.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
59.48
IV
26.8%
B/E move
2.2%
Puts
Pseudo strike
63.28
IV
33.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
58.54
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
63.98
IV
30.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
57.59
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
64.67
IV
28.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
56.65
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
67.94
IV
39.8%
B/E move
0.8%

Options history

EFSC29.5629.6729.782026-10-20: 29.75%2026-10-21: 29.59%Oct 20Oct 21
Table
DateIV
29.75%
29.59%