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Enbridge, Inc ENB

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Market datapartial · fetched 2026-10-23T01:39:19.378Z

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 · 2026-10-22T23:49:39.895105434Z

FundamentalsAlpha Vantage · unavailable

Share price$48.05
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$2.92$5.85$8.77$11.69$42.57$45.08$47.58$50.09$52.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENB spot · $48.05ENB PRICE$0.28$0.36$0.50$0.64$0.77$0.91$1.04$1.18$1.32$1.56$1.89$2.21$2.54$0.43$0.59$0.75$0.91$1.07$1.46$1.88$2.30$2.72$3.28$3.98$4.68$10.85
PutsExpensive1.08×
CallsCheap0.69×
SkewBearish+15.04 pp
Implied moveBearish±$2.92
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.6318.6%6.0%45.4025.6%6.4%
25Δ49.9718.2%4.7%45.9125.8%5.7%
30Δ49.6418.2%4.3%46.4126.0%5.0%
35Δ49.3018.3%3.9%46.9226.3%4.3%
40Δ48.9718.3%3.5%47.4226.5%3.5%
45Δ48.6418.3%3.1%47.9828.1%3.2%
50Δ48.3118.3%2.7%48.5530.1%2.9%
55Δ47.9718.4%2.3%49.1232.0%2.6%
60Δ47.6418.4%1.9%49.6933.9%2.2%
65Δ47.2418.4%1.6%50.4135.5%1.9%
70Δ46.7918.5%1.3%51.2936.7%1.5%
75Δ46.3418.6%1.0%52.1637.9%1.2%
80Δ45.8918.6%0.8%58.1170.2%1.6%

20Δ

Calls
Pseudo strike
50.63
IV
18.6%
B/E move
6.0%
Puts
Pseudo strike
45.40
IV
25.6%
B/E move
6.4%

25Δ

Calls
Pseudo strike
49.97
IV
18.2%
B/E move
4.7%
Puts
Pseudo strike
45.91
IV
25.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
49.64
IV
18.2%
B/E move
4.3%
Puts
Pseudo strike
46.41
IV
26.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
49.30
IV
18.3%
B/E move
3.9%
Puts
Pseudo strike
46.92
IV
26.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
48.97
IV
18.3%
B/E move
3.5%
Puts
Pseudo strike
47.42
IV
26.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
48.64
IV
18.3%
B/E move
3.1%
Puts
Pseudo strike
47.98
IV
28.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
48.31
IV
18.3%
B/E move
2.7%
Puts
Pseudo strike
48.55
IV
30.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
47.97
IV
18.4%
B/E move
2.3%
Puts
Pseudo strike
49.12
IV
32.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
47.64
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
49.69
IV
33.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
47.24
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
50.41
IV
35.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
46.79
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
51.29
IV
36.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
46.34
IV
18.6%
B/E move
1.0%
Puts
Pseudo strike
52.16
IV
37.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.89
IV
18.6%
B/E move
0.8%
Puts
Pseudo strike
58.11
IV
70.2%
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%