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Enbridge, Inc ENB

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-11T15:51:48.953Z

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 · 2026-11-11T15:51:43.053757324Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:51:48.306410+00:00

Share price$47.67
1D-0.9%
$47.52$47.68$47.85$48.01$48.185:30 AM6:30 AM9:00 AM1:00 PMENB
Sold putSold call

Enbridge, Inc options

Live interpolated ENB call and put midpoint premiums by absolute delta.Enbridge, Inc$0.00$1.66$3.32$4.98$6.64$43.97$45.72$47.48$49.23$50.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENB spot · $47.66ENB PRICE$0.15$0.19$0.23$0.27$0.31$0.36$0.40$0.44$0.51$0.88$1.25$1.62$1.99$0.31$0.42$0.52$0.62$0.72$0.82$1.19$1.58$1.97$2.37$2.76$4.07$6.16
PutsFair1.01×
CallsCheap0.44×
SkewBearish+24.36 pp
Implied moveBearish±$1.58
TiltBearish46.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3015.9%3.7%45.8028.3%4.6%
25Δ49.0715.4%3.4%46.1328.8%4.1%
30Δ48.8514.9%3.0%46.4729.4%3.6%
35Δ48.6214.4%2.6%46.8030.0%3.1%
40Δ48.3914.0%2.2%47.1430.5%2.6%
45Δ48.1613.5%1.8%47.4731.1%2.1%
50Δ47.9413.0%1.4%47.9334.1%1.9%
55Δ47.7112.5%1.0%48.4137.4%1.8%
60Δ47.4712.3%0.6%48.8840.8%1.6%
65Δ47.0714.9%0.6%49.3644.1%1.4%
70Δ46.6717.5%0.5%49.8347.4%1.2%
75Δ46.2720.1%0.5%51.1759.3%1.2%
80Δ45.8722.8%0.4%53.2776.8%1.2%

20Δ

Calls
Pseudo strike
49.30
IV
15.9%
B/E move
3.7%
Puts
Pseudo strike
45.80
IV
28.3%
B/E move
4.6%

25Δ

Calls
Pseudo strike
49.07
IV
15.4%
B/E move
3.4%
Puts
Pseudo strike
46.13
IV
28.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
48.85
IV
14.9%
B/E move
3.0%
Puts
Pseudo strike
46.47
IV
29.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
48.62
IV
14.4%
B/E move
2.6%
Puts
Pseudo strike
46.80
IV
30.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
48.39
IV
14.0%
B/E move
2.2%
Puts
Pseudo strike
47.14
IV
30.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
48.16
IV
13.5%
B/E move
1.8%
Puts
Pseudo strike
47.47
IV
31.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
47.94
IV
13.0%
B/E move
1.4%
Puts
Pseudo strike
47.93
IV
34.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
47.71
IV
12.5%
B/E move
1.0%
Puts
Pseudo strike
48.41
IV
37.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
47.47
IV
12.3%
B/E move
0.6%
Puts
Pseudo strike
48.88
IV
40.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
47.07
IV
14.9%
B/E move
0.6%
Puts
Pseudo strike
49.36
IV
44.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
46.67
IV
17.5%
B/E move
0.5%
Puts
Pseudo strike
49.83
IV
47.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
46.27
IV
20.1%
B/E move
0.5%
Puts
Pseudo strike
51.17
IV
59.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.87
IV
22.8%
B/E move
0.4%
Puts
Pseudo strike
53.27
IV
76.8%
B/E move
1.2%

Options history

IV · four-Friday blend21.97%
Daily close
ENB18.1%20.2%22.3%2026-08-21: 19.53%2026-08-24: 19.52%2026-08-25: 18.62%2026-08-26: 19.30%2026-08-27: 18.45%2026-08-28: 18.88%2026-08-31: 18.98%2026-09-01: 19.81%2026-09-02: 18.68%2026-09-04: 18.72%2026-09-09: 19.33%2026-09-18: 19.18%2026-09-21: 19.29%2026-09-22: 19.03%2026-09-23: 18.95%2026-09-24: 20.05%2026-09-25: 18.37%2026-09-28: 19.96%2026-09-29: 20.03%2026-10-13: 19.55%2026-10-16: 20.30%2026-10-19: 19.28%2026-10-20: 20.57%2026-10-21: 20.34%2026-10-22: 20.75%2026-10-23: 20.72%2026-10-26: 21.23%2026-10-27: 21.29%2026-10-28: 20.48%2026-10-29: 20.90%2026-10-30: 21.97%Aug 21Sep 24Oct 30
31 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
19.53%
19.52%
18.62%
19.30%
18.45%
18.88%
18.98%
19.81%
18.68%
18.72%
19.33%
19.18%
19.29%
19.03%
18.95%
20.05%
18.37%
19.96%
20.03%
19.55%
20.30%
19.28%
20.57%
20.34%
20.75%
20.72%
21.23%
21.29%
20.48%
20.90%
21.97%