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Alerian Energy Infrastructure ETF ENFR

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Market datapartial · fetched 2026-10-22T14:50:15.556Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T14:33:44.02784886Z

FundamentalsAlpha Vantage · unavailable

Share price$38.03
1D-2.0%
$37.96$38.19$38.42$38.65$38.885:30 AM6:30 AM9:00 AM1:00 PMENFR
Sold putSold call

Alerian Energy Infrastructure ETF options

Live interpolated ENFR call and put midpoint premiums by absolute delta.Alerian Energy Infrastructure ETF$0.92$2.47$4.02$5.57$7.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEENFR PRICE$2.61$1.08$1.71$2.33$2.95$3.57$4.19$4.81$5.43$6.05$6.67
PutsCheap0.89×
CallsCheap0.73×
SkewBearish+4.83 pp
Implied move——
TiltBearish87.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ37.2720.9%4.8%
40Δ38.0822.0%4.4%
45Δ38.8823.2%3.9%
50Δ39.6824.3%3.4%
55Δ40.4925.5%2.9%
60Δ41.2926.6%2.4%
65Δ42.0927.7%1.9%
70Δ36.5421.2%2.9%42.9028.9%1.5%
75Δ43.7030.0%1.0%
80Δ44.5131.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.27
IV
20.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.08
IV
22.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.88
IV
23.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.68
IV
24.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.49
IV
25.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.29
IV
26.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.09
IV
27.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
36.54
IV
21.2%
B/E move
2.9%
Puts
Pseudo strike
42.90
IV
28.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.70
IV
30.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.51
IV
31.2%
B/E move
0.5%

Options history

No recorded observations