IntraAlpha
Create free account Start free

Enerflex Ltd. EFXT

i

Market datapartial · fetched 2026-10-22T10:55:25.263Z

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 · 2026-10-21T23:00:00.002752278Z

FundamentalsAlpha Vantage · unavailable

Share price$24.69
1D+1.2%
AH$24.25$24.43$24.62$24.81$24.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFXT
Sold putSold callAH

Enerflex Ltd. options

Live interpolated EFXT call and put midpoint premiums by absolute delta.Enerflex Ltd.$0.81$2.11$3.40$4.70$5.99$18.14$21.89$25.63$29.38$33.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFXT spot · $24.69EFXT PRICE$0.95$1.24$1.44$1.63$1.83$2.02$2.21$2.38$2.50$2.61$2.72$2.83$3.31$1.19$1.27$1.34$1.36$1.37$1.39$1.40$2.07$2.78$3.49$4.20$4.91$5.62
PutsFair1.03×
CallsExpensive1.20×
SkewBullish-26.93 pp
Implied moveBullish±$3.61
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.22144.0%58.6%18.95136.4%28.1%
25Δ38.02151.6%59.0%20.66112.8%21.5%
30Δ35.73140.5%50.6%22.3789.2%14.9%
35Δ33.45129.5%42.1%23.0877.7%12.0%
40Δ31.16118.4%33.6%23.7167.4%9.5%
45Δ28.88107.3%25.1%24.3357.0%7.1%
50Δ26.5996.3%16.7%24.9646.6%4.6%
55Δ24.8386.3%10.2%25.7849.8%4.0%
60Δ24.2778.7%8.4%26.6053.9%3.5%
65Δ23.7171.1%6.6%27.4358.0%3.0%
70Δ23.1563.5%4.8%28.2562.1%2.6%
75Δ22.5955.9%3.0%29.0866.1%2.1%
80Δ21.9253.9%2.2%29.9170.2%1.6%

20Δ

Calls
Pseudo strike
38.22
IV
144.0%
B/E move
58.6%
Puts
Pseudo strike
18.95
IV
136.4%
B/E move
28.1%

25Δ

Calls
Pseudo strike
38.02
IV
151.6%
B/E move
59.0%
Puts
Pseudo strike
20.66
IV
112.8%
B/E move
21.5%

30Δ

Calls
Pseudo strike
35.73
IV
140.5%
B/E move
50.6%
Puts
Pseudo strike
22.37
IV
89.2%
B/E move
14.9%

35Δ

Calls
Pseudo strike
33.45
IV
129.5%
B/E move
42.1%
Puts
Pseudo strike
23.08
IV
77.7%
B/E move
12.0%

40Δ

Calls
Pseudo strike
31.16
IV
118.4%
B/E move
33.6%
Puts
Pseudo strike
23.71
IV
67.4%
B/E move
9.5%

45Δ

Calls
Pseudo strike
28.88
IV
107.3%
B/E move
25.1%
Puts
Pseudo strike
24.33
IV
57.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
26.59
IV
96.3%
B/E move
16.7%
Puts
Pseudo strike
24.96
IV
46.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
24.83
IV
86.3%
B/E move
10.2%
Puts
Pseudo strike
25.78
IV
49.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
24.27
IV
78.7%
B/E move
8.4%
Puts
Pseudo strike
26.60
IV
53.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
23.71
IV
71.1%
B/E move
6.6%
Puts
Pseudo strike
27.43
IV
58.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
23.15
IV
63.5%
B/E move
4.8%
Puts
Pseudo strike
28.25
IV
62.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
22.59
IV
55.9%
B/E move
3.0%
Puts
Pseudo strike
29.08
IV
66.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
21.92
IV
53.9%
B/E move
2.2%
Puts
Pseudo strike
29.91
IV
70.2%
B/E move
1.6%

Options history

No recorded observations