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Enbridge, Inc ENB

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Market datapartial · fetched 2026-10-22T20:30:11.712Z

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 · 2026-10-22T20:10:00.002644912Z

FundamentalsAlpha Vantage · unavailable

Share price$48.01
1D-0.0%
AH$47.26$47.50$47.74$47.98$48.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENB
Sold putSold callAH

Enbridge, Inc options

Live interpolated ENB call and put midpoint premiums by absolute delta.Enbridge, Inc$0.00$2.86$5.72$8.58$11.44$42.60$45.09$47.57$50.06$52.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENB spot · $48.01ENB PRICE$0.28$0.37$0.51$0.65$0.79$0.92$1.06$1.20$1.34$2.10$3.07$4.04$5.01$0.42$0.58$0.74$0.90$1.06$1.42$1.84$2.26$2.68$3.20$3.89$4.58$10.62
PutsExpensive1.07×
CallsCheap0.78×
SkewBearish+12.19 pp
Implied moveBearish±$2.90
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.6118.8%6.0%45.3925.4%6.3%
25Δ49.9518.4%4.8%45.8925.6%5.6%
30Δ49.6218.5%4.4%46.3925.8%4.9%
35Δ49.2818.6%4.0%46.8926.0%4.2%
40Δ48.9418.6%3.6%47.3926.2%3.5%
45Δ48.6018.7%3.2%47.9427.6%3.1%
50Δ48.2618.7%2.7%48.5029.5%2.8%
55Δ47.9218.8%2.3%49.0731.4%2.5%
60Δ47.5818.9%1.9%49.6333.2%2.2%
65Δ46.6921.0%1.6%50.3134.8%1.9%
70Δ45.6123.8%1.4%51.1735.9%1.5%
75Δ44.5226.6%1.2%52.0437.0%1.1%
80Δ43.4429.5%0.9%57.8569.1%1.6%

20Δ

Calls
Pseudo strike
50.61
IV
18.8%
B/E move
6.0%
Puts
Pseudo strike
45.39
IV
25.4%
B/E move
6.3%

25Δ

Calls
Pseudo strike
49.95
IV
18.4%
B/E move
4.8%
Puts
Pseudo strike
45.89
IV
25.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
49.62
IV
18.5%
B/E move
4.4%
Puts
Pseudo strike
46.39
IV
25.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
49.28
IV
18.6%
B/E move
4.0%
Puts
Pseudo strike
46.89
IV
26.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
48.94
IV
18.6%
B/E move
3.6%
Puts
Pseudo strike
47.39
IV
26.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
48.60
IV
18.7%
B/E move
3.2%
Puts
Pseudo strike
47.94
IV
27.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
48.26
IV
18.7%
B/E move
2.7%
Puts
Pseudo strike
48.50
IV
29.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
47.92
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
49.07
IV
31.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
47.58
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
49.63
IV
33.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
46.69
IV
21.0%
B/E move
1.6%
Puts
Pseudo strike
50.31
IV
34.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
45.61
IV
23.8%
B/E move
1.4%
Puts
Pseudo strike
51.17
IV
35.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
44.52
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
52.04
IV
37.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
43.44
IV
29.5%
B/E move
0.9%
Puts
Pseudo strike
57.85
IV
69.1%
B/E move
1.6%

Options history

ENB20.3420.4520.572026-10-20: 20.55%2026-10-21: 20.36%Oct 20Oct 21
Table
DateIV
20.55%
20.36%