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Envela Corporation ELA

i

Market dataready · fetched 2026-11-12T03:09:09.248Z

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 · 2026-11-12T01:00:00.004239836Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T03:09:08.842148+00:00

Share price$10.55
1D+0.6%
AH$10.25$10.33$10.42$10.50$10.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELA
Sold putSold callAH

Envela Corporation options

Live interpolated ELA call and put midpoint premiums by absolute delta.Envela Corporation$0.28$1.18$2.08$2.98$3.88$7.15$8.78$10.42$12.05$13.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELA spot · $10.55ELA PRICE$0.38$0.38$0.42$0.51$0.60$0.69$0.78$0.87$0.96$1.04$1.55$2.08$2.61$0.44$0.50$0.56$0.61$0.86$1.15$1.44$1.73$2.02$2.31$2.68$3.15$3.62
PutsExpensive3.10×
CallsExpensive2.88×
SkewBearish+16.51 pp
Implied moveBearish±$2.22
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.71245.3%52.5%8.15225.4%26.9%
25Δ13.44181.1%30.9%8.73197.4%22.0%
30Δ12.34149.8%20.9%9.31169.5%17.0%
35Δ12.00144.8%18.6%9.90141.5%12.0%
40Δ11.67139.8%16.3%10.32141.9%10.3%
45Δ11.34134.8%14.0%10.71148.5%9.4%
50Δ11.01129.9%11.7%11.11155.0%8.4%
55Δ10.68124.9%9.4%11.50161.5%7.4%
60Δ10.35119.9%7.2%11.89168.1%6.5%
65Δ10.02114.9%4.9%12.28174.6%5.5%
70Δ9.46140.4%4.3%12.75176.7%4.6%
75Δ8.88167.6%3.9%13.32173.1%3.7%
80Δ8.31194.9%3.5%13.89169.5%2.7%

20Δ

Calls
Pseudo strike
15.71
IV
245.3%
B/E move
52.5%
Puts
Pseudo strike
8.15
IV
225.4%
B/E move
26.9%

25Δ

Calls
Pseudo strike
13.44
IV
181.1%
B/E move
30.9%
Puts
Pseudo strike
8.73
IV
197.4%
B/E move
22.0%

30Δ

Calls
Pseudo strike
12.34
IV
149.8%
B/E move
20.9%
Puts
Pseudo strike
9.31
IV
169.5%
B/E move
17.0%

35Δ

Calls
Pseudo strike
12.00
IV
144.8%
B/E move
18.6%
Puts
Pseudo strike
9.90
IV
141.5%
B/E move
12.0%

40Δ

Calls
Pseudo strike
11.67
IV
139.8%
B/E move
16.3%
Puts
Pseudo strike
10.32
IV
141.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
11.34
IV
134.8%
B/E move
14.0%
Puts
Pseudo strike
10.71
IV
148.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
11.01
IV
129.9%
B/E move
11.7%
Puts
Pseudo strike
11.11
IV
155.0%
B/E move
8.4%

55Δ

Calls
Pseudo strike
10.68
IV
124.9%
B/E move
9.4%
Puts
Pseudo strike
11.50
IV
161.5%
B/E move
7.4%

60Δ

Calls
Pseudo strike
10.35
IV
119.9%
B/E move
7.2%
Puts
Pseudo strike
11.89
IV
168.1%
B/E move
6.5%

65Δ

Calls
Pseudo strike
10.02
IV
114.9%
B/E move
4.9%
Puts
Pseudo strike
12.28
IV
174.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
9.46
IV
140.4%
B/E move
4.3%
Puts
Pseudo strike
12.75
IV
176.7%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.88
IV
167.6%
B/E move
3.9%
Puts
Pseudo strike
13.32
IV
173.1%
B/E move
3.7%

80Δ

Calls
Pseudo strike
8.31
IV
194.9%
B/E move
3.5%
Puts
Pseudo strike
13.89
IV
169.5%
B/E move
2.7%

Options history

IV · four-Friday blend78.93%
Daily close
ELA60.6%81.1%101.7%2026-08-13: 75.50%2026-08-19: 90.40%2026-08-21: 63.43%2026-08-24: 70.09%2026-08-25: 70.21%2026-08-26: 68.26%2026-08-27: 67.09%2026-08-31: 65.36%2026-09-01: 68.74%2026-09-10: 94.44%2026-09-16: 98.84%2026-09-21: 79.76%2026-09-22: 74.68%2026-09-23: 68.52%2026-09-24: 71.33%2026-09-25: 69.09%2026-09-28: 68.72%2026-09-29: 71.42%2026-09-30: 73.26%2026-10-01: 70.25%2026-10-02: 69.59%2026-10-05: 74.34%2026-10-08: 80.39%2026-10-16: 67.24%2026-10-19: 68.87%2026-10-20: 68.67%2026-10-21: 64.03%2026-10-22: 72.49%2026-10-23: 73.14%2026-10-26: 79.02%2026-10-27: 84.13%2026-10-28: 76.56%2026-10-29: 79.12%2026-10-30: 78.93%Aug 13Sep 28Oct 30
34 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
75.50%
90.40%
63.43%
70.09%
70.21%
68.26%
67.09%
65.36%
68.74%
94.44%
98.84%
79.76%
74.68%
68.52%
71.33%
69.09%
68.72%
71.42%
73.26%
70.25%
69.59%
74.34%
80.39%
67.24%
68.87%
68.67%
64.03%
72.49%
73.14%
79.02%
84.13%
76.56%
79.12%
78.93%