IntraAlpha
Create free account Start free

Enerflex Ltd. EFXT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-11T14:54:13.304Z

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 · 2026-11-11T14:54:05.878345049Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:22.028162+00:00

Share price$20.27
1D+0.1%
$19.95$20.03$20.11$20.19$20.275:30 AM6:30 AM9:00 AM1:00 PMEFXT
Sold putSold call

Enerflex Ltd. options

Live interpolated EFXT call and put midpoint premiums by absolute delta.Enerflex Ltd.$0.57$0.77$0.97$1.17$1.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEFXT PRICE$0.78$0.59$0.71$0.83$0.95$1.07$1.19$1.31$0.88$0.91$0.93$0.96
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.67246.1%55.1%
25Δ24.46138.0%23.6%17.59161.6%17.5%
30Δ23.76131.0%20.7%18.26141.1%14.4%
35Δ23.06124.1%17.9%18.92120.5%11.2%
40Δ22.36117.2%15.0%19.59100.0%8.1%
45Δ21.66110.2%12.1%
50Δ20.96103.3%9.3%
55Δ20.2696.3%6.4%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
30.67
IV
246.1%
B/E move
55.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
24.46
IV
138.0%
B/E move
23.6%
Puts
Pseudo strike
17.59
IV
161.6%
B/E move
17.5%

30Δ

Calls
Pseudo strike
23.76
IV
131.0%
B/E move
20.7%
Puts
Pseudo strike
18.26
IV
141.1%
B/E move
14.4%

35Δ

Calls
Pseudo strike
23.06
IV
124.1%
B/E move
17.9%
Puts
Pseudo strike
18.92
IV
120.5%
B/E move
11.2%

40Δ

Calls
Pseudo strike
22.36
IV
117.2%
B/E move
15.0%
Puts
Pseudo strike
19.59
IV
100.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
21.66
IV
110.2%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.96
IV
103.3%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.26
IV
96.3%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.31%
Daily close
EFXT42.3%71.3%100.3%2026-08-14: 60.71%2026-08-17: 49.51%2026-08-20: 89.85%2026-08-21: 68.51%2026-08-24: 54.68%2026-08-25: 75.16%2026-08-26: 61.69%2026-08-28: 76.50%2026-08-31: 72.88%2026-09-01: 84.19%2026-09-02: 65.80%2026-09-03: 58.51%2026-09-04: 53.97%2026-09-08: 50.01%2026-09-09: 61.78%2026-09-10: 71.27%2026-09-11: 50.27%2026-09-17: 96.27%2026-09-18: 59.05%2026-09-21: 54.81%2026-09-22: 61.43%2026-09-23: 54.13%2026-09-24: 54.49%2026-09-25: 46.34%2026-09-28: 59.55%2026-09-30: 49.26%2026-10-02: 51.54%2026-10-05: 49.85%2026-10-06: 51.99%2026-10-07: 49.94%2026-10-08: 54.45%2026-10-12: 57.36%2026-10-15: 78.58%2026-10-16: 53.10%2026-10-19: 56.15%2026-10-20: 55.22%2026-10-21: 56.10%2026-10-22: 56.25%2026-10-23: 58.79%2026-10-26: 61.65%2026-10-27: 62.07%2026-10-28: 59.60%2026-10-29: 55.42%2026-10-30: 56.31%Aug 14Sep 23Oct 30
44 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
60.71%
49.51%
89.85%
68.51%
54.68%
75.16%
61.69%
76.50%
72.88%
84.19%
65.80%
58.51%
53.97%
50.01%
61.78%
71.27%
50.27%
96.27%
59.05%
54.81%
61.43%
54.13%
54.49%
46.34%
59.55%
49.26%
51.54%
49.85%
51.99%
49.94%
54.45%
57.36%
78.58%
53.10%
56.15%
55.22%
56.10%
56.25%
58.79%
61.65%
62.07%
59.60%
55.42%
56.31%