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Alerian Energy Infrastructure ETF ENFR

i

Market dataready · fetched 2026-11-11T15:53:57.317Z

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 · 2026-11-11T15:15:57.281434523Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:56.502456+00:00

Share price$37.86
1D+0.3%
$37.47$37.58$37.68$37.78$37.895:30 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$0.23$1.23$2.23$3.22$4.22$35.53$36.75$37.96$39.18$40.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ENFR spot · $37.86ENFR PRICE$0.53$0.81$1.09$1.36$1.64$1.92$2.19$0.34$0.43$0.52$0.61$0.70$0.88$1.10$1.32$1.64$2.44$3.94
Puts——
Calls——
Skew——
Implied moveBearish±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ37.0429.0%3.1%
35Δ37.2628.9%2.7%
40Δ37.4828.7%2.4%
45Δ37.7128.5%2.0%
50Δ37.7115.6%1.0%37.9328.3%1.7%
55Δ37.4017.7%0.9%38.2029.5%1.4%
60Δ37.0919.7%0.8%38.4831.4%1.3%
65Δ36.7821.8%0.7%38.7733.2%1.1%
70Δ36.4723.9%0.7%39.1436.5%1.0%
75Δ36.1626.0%0.6%39.9446.8%1.0%
80Δ35.8528.1%0.5%41.4463.4%1.0%

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
37.04
IV
29.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.26
IV
28.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.48
IV
28.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.71
IV
28.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
37.71
IV
15.6%
B/E move
1.0%
Puts
Pseudo strike
37.93
IV
28.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
37.40
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
38.20
IV
29.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
37.09
IV
19.7%
B/E move
0.8%
Puts
Pseudo strike
38.48
IV
31.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
36.78
IV
21.8%
B/E move
0.7%
Puts
Pseudo strike
38.77
IV
33.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
36.47
IV
23.9%
B/E move
0.7%
Puts
Pseudo strike
39.14
IV
36.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
36.16
IV
26.0%
B/E move
0.6%
Puts
Pseudo strike
39.94
IV
46.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
35.85
IV
28.1%
B/E move
0.5%
Puts
Pseudo strike
41.44
IV
63.4%
B/E move
1.0%

Options history

IV · four-Friday blend20.87%
Daily close
ENFR17.3%24.4%31.4%2026-08-13: 19.05%2026-08-14: 19.34%2026-08-17: 21.63%2026-08-18: 22.82%2026-08-19: 23.65%2026-08-20: 27.99%2026-08-21: 19.10%2026-08-24: 18.83%2026-08-25: 18.94%2026-08-26: 18.33%2026-08-27: 18.27%2026-08-28: 18.32%2026-08-31: 18.65%2026-09-01: 18.33%2026-09-02: 18.77%2026-09-03: 18.49%2026-09-04: 18.50%2026-09-08: 19.21%2026-09-09: 19.51%2026-09-10: 19.65%2026-09-11: 19.76%2026-09-14: 23.46%2026-09-15: 23.62%2026-09-17: 29.00%2026-09-18: 19.84%2026-09-21: 19.77%2026-09-22: 19.61%2026-09-23: 19.62%2026-09-24: 19.80%2026-09-25: 19.99%2026-09-28: 20.75%2026-09-29: 20.63%2026-09-30: 20.76%2026-10-01: 20.85%2026-10-02: 21.04%2026-10-05: 21.13%2026-10-06: 21.52%2026-10-07: 20.94%2026-10-08: 22.06%2026-10-12: 24.28%2026-10-15: 30.43%2026-10-16: 19.83%2026-10-19: 18.95%2026-10-20: 19.72%2026-10-21: 19.26%2026-10-22: 19.71%2026-10-23: 20.75%2026-10-26: 20.75%2026-10-27: 20.82%2026-10-28: 20.51%2026-10-29: 20.81%2026-10-30: 20.87%Aug 13Sep 21Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.05%
19.34%
21.63%
22.82%
23.65%
27.99%
19.10%
18.83%
18.94%
18.33%
18.27%
18.32%
18.65%
18.33%
18.77%
18.49%
18.50%
19.21%
19.51%
19.65%
19.76%
23.46%
23.62%
29.00%
19.84%
19.77%
19.61%
19.62%
19.80%
19.99%
20.75%
20.63%
20.76%
20.85%
21.04%
21.13%
21.52%
20.94%
22.06%
24.28%
30.43%
19.83%
18.95%
19.72%
19.26%
19.71%
20.75%
20.75%
20.82%
20.51%
20.81%
20.87%