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enGene Therapeutics Inc. Common Stock ENGN

i

Market datapartial · fetched 2026-11-12T03:21:32.329Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:59:07.945647626Z

FundamentalsAlpha Vantage · unavailable

Share price$1.82
1D+9.1%
AH$1.63$1.68$1.73$1.78$1.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENGN
Sold putSold callAH

enGene Therapeutics Inc. Common Stock options

Live interpolated ENGN call and put midpoint premiums by absolute delta.enGene Therapeutics Inc. Common Stock$1.94$2.27$2.61$2.95$3.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEENGN PRICE$1.98$2.05$2.13$2.23$2.33$2.44$2.54$2.64$2.75$2.86$2.97$3.08$3.19
PutsExpensive4.10×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.62713.1%64.8%
25Δ2.84613.1%56.6%
30Δ3.05529.8%49.1%
35Δ3.26495.4%43.4%
40Δ3.47461.0%37.8%
45Δ3.67426.5%32.1%
50Δ3.88392.1%26.4%
55Δ4.07362.7%21.8%
60Δ4.24340.4%18.6%
65Δ4.40318.2%15.3%
70Δ4.57296.0%12.1%
75Δ4.74273.8%8.9%
80Δ4.90251.5%5.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.62
IV
713.1%
B/E move
64.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.84
IV
613.1%
B/E move
56.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
529.8%
B/E move
49.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
495.4%
B/E move
43.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
461.0%
B/E move
37.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.67
IV
426.5%
B/E move
32.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
392.1%
B/E move
26.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
362.7%
B/E move
21.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
340.4%
B/E move
18.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
318.2%
B/E move
15.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.57
IV
296.0%
B/E move
12.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
273.8%
B/E move
8.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
251.5%
B/E move
5.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations