IntraAlpha
Create free account Start free

Envela Corp ELA

CONSUMER CYCLICAL · LUXURY GOODS
i

Market dataready · fetched 2026-10-22T23:57:21.735Z

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 · 2026-10-22T22:30:00.006668464Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:57:20.117858+00:00

Share price$11.54
1D-2.3%
AH$11.51$11.61$11.70$11.80$11.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELA
Sold putSold callAH

Envela Corp options

Live interpolated ELA call and put midpoint premiums by absolute delta.Envela Corp$0.20$1.12$2.04$2.96$3.88$8.06$10.02$11.98$13.94$15.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELA spot · $11.54ELA PRICE$0.30$0.42$0.54$0.66$0.78$0.93$1.23$1.52$1.81$2.10$2.39$2.93$3.61$0.42$0.51$0.65$0.78$0.91$1.04$1.17$1.31$1.44
PutsExpensive1.78×
CallsExpensive2.58×
SkewBullish-27.20 pp
Implied moveBullish±$2.40
TiltBullish40.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8991.4%31.7%9.29103.5%23.1%
25Δ14.4092.2%28.4%10.0492.2%17.5%
30Δ13.9093.1%25.1%10.3789.2%15.7%
35Δ13.4093.9%21.8%10.7186.1%13.9%
40Δ12.9094.8%18.5%11.0583.1%12.1%
45Δ12.4196.8%15.6%11.3980.1%10.3%
50Δ11.96103.5%14.3%11.7377.0%8.5%
55Δ11.51110.2%12.9%12.0774.0%6.8%
60Δ11.06116.8%11.5%12.4070.9%5.0%
65Δ10.61123.5%10.2%
70Δ10.17130.2%8.8%
75Δ9.48142.1%7.5%
80Δ8.64157.1%6.2%

20Δ

Calls
Pseudo strike
14.89
IV
91.4%
B/E move
31.7%
Puts
Pseudo strike
9.29
IV
103.5%
B/E move
23.1%

25Δ

Calls
Pseudo strike
14.40
IV
92.2%
B/E move
28.4%
Puts
Pseudo strike
10.04
IV
92.2%
B/E move
17.5%

30Δ

Calls
Pseudo strike
13.90
IV
93.1%
B/E move
25.1%
Puts
Pseudo strike
10.37
IV
89.2%
B/E move
15.7%

35Δ

Calls
Pseudo strike
13.40
IV
93.9%
B/E move
21.8%
Puts
Pseudo strike
10.71
IV
86.1%
B/E move
13.9%

40Δ

Calls
Pseudo strike
12.90
IV
94.8%
B/E move
18.5%
Puts
Pseudo strike
11.05
IV
83.1%
B/E move
12.1%

45Δ

Calls
Pseudo strike
12.41
IV
96.8%
B/E move
15.6%
Puts
Pseudo strike
11.39
IV
80.1%
B/E move
10.3%

50Δ

Calls
Pseudo strike
11.96
IV
103.5%
B/E move
14.3%
Puts
Pseudo strike
11.73
IV
77.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
11.51
IV
110.2%
B/E move
12.9%
Puts
Pseudo strike
12.07
IV
74.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
11.06
IV
116.8%
B/E move
11.5%
Puts
Pseudo strike
12.40
IV
70.9%
B/E move
5.0%

65Δ

Calls
Pseudo strike
10.61
IV
123.5%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.17
IV
130.2%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.48
IV
142.1%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.64
IV
157.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

ELA63.5966.3569.112026-10-20: 68.73%2026-10-21: 63.97%Oct 20Oct 21
Table
DateIV
68.73%
63.97%