Enliven Therapeutics, Inc. Common Stock ELVN
i
Market datapartial · fetched 2026-11-13T02:38:18.831Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T21:00:02.912836419Z
FundamentalsAlpha Vantage · unavailable
Enliven Therapeutics, Inc. Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.22 | 175.6% | 20.0% | |||
| 25Δ | 52.63 | 78.9% | 11.2% | 42.59 | 144.1% | 15.2% |
| 30Δ | 51.94 | 84.5% | 10.4% | 44.96 | 112.7% | 10.4% |
| 35Δ | 51.24 | 90.1% | 9.5% | 45.71 | 103.9% | 9.1% |
| 40Δ | 50.55 | 95.6% | 8.6% | 46.43 | 95.5% | 7.8% |
| 45Δ | 49.83 | 99.2% | 7.7% | 47.15 | 87.1% | 6.6% |
| 50Δ | 49.04 | 95.6% | 6.8% | 47.87 | 78.7% | 5.4% |
| 55Δ | 48.24 | 91.9% | 5.8% | 48.59 | 70.4% | 4.1% |
| 60Δ | 47.45 | 88.2% | 4.8% | 49.31 | 62.0% | 2.9% |
| 65Δ | 46.65 | 84.6% | 3.9% | |||
| 70Δ | 45.86 | 80.9% | 2.9% | |||
| 75Δ | 45.07 | 77.3% | 1.9% | |||
| 80Δ | 43.55 | 83.6% | 1.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 40.22
- IV
- 175.6%
- B/E move
- 20.0%
25Δ
- Pseudo strike
- 52.63
- IV
- 78.9%
- B/E move
- 11.2%
- Pseudo strike
- 42.59
- IV
- 144.1%
- B/E move
- 15.2%
30Δ
- Pseudo strike
- 51.94
- IV
- 84.5%
- B/E move
- 10.4%
- Pseudo strike
- 44.96
- IV
- 112.7%
- B/E move
- 10.4%
35Δ
- Pseudo strike
- 51.24
- IV
- 90.1%
- B/E move
- 9.5%
- Pseudo strike
- 45.71
- IV
- 103.9%
- B/E move
- 9.1%
40Δ
- Pseudo strike
- 50.55
- IV
- 95.6%
- B/E move
- 8.6%
- Pseudo strike
- 46.43
- IV
- 95.5%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 49.83
- IV
- 99.2%
- B/E move
- 7.7%
- Pseudo strike
- 47.15
- IV
- 87.1%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 49.04
- IV
- 95.6%
- B/E move
- 6.8%
- Pseudo strike
- 47.87
- IV
- 78.7%
- B/E move
- 5.4%
55Δ
- Pseudo strike
- 48.24
- IV
- 91.9%
- B/E move
- 5.8%
- Pseudo strike
- 48.59
- IV
- 70.4%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 47.45
- IV
- 88.2%
- B/E move
- 4.8%
- Pseudo strike
- 49.31
- IV
- 62.0%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 46.65
- IV
- 84.6%
- B/E move
- 3.9%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 45.86
- IV
- 80.9%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 45.07
- IV
- 77.3%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 43.55
- IV
- 83.6%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 60.28% | |
| 59.94% | |
| 55.12% | |
| 55.17% | |
| 53.92% | |
| 55.63% | |
| 54.52% | |
| 54.37% | |
| 56.36% | |
| 56.38% | |
| 54.76% | |
| 54.95% | |
| 54.02% | |
| 57.70% | |
| 58.67% | |
| 55.59% | |
| 56.34% | |
| 59.18% | |
| 76.50% | |
| 56.58% | |
| 53.77% | |
| 53.74% | |
| 54.33% | |
| 53.11% | |
| 55.44% | |
| 56.00% | |
| 55.33% | |
| 56.86% | |
| 59.08% | |
| 55.37% | |
| 56.65% | |
| 58.59% | |
| 59.54% | |
| 67.81% | |
| 82.43% | |
| 56.09% | |
| 55.22% | |
| 53.85% | |
| 56.41% | |
| 57.80% | |
| 57.49% | |
| 58.78% | |
| 56.56% | |
| 58.96% | |
| 57.67% | |
| 59.28% |
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