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enGene Therapeutics Inc. Common Stock ENGN

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Market datapartial · fetched 2026-10-23T03:52:31.795Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:09.83042233Z

FundamentalsAlpha Vantage · unavailable

Share price$1.58
1D-1.9%
AH$1.56$1.59$1.61$1.63$1.655:30 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$0.31$3.57$6.82$10.08$13.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEENGN PRICE$2.12$1.87$1.63$1.39$1.15$0.91$0.67$1.54$4.36$8.38$12.39
PutsExpensive3.44×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.92449.3%49.0%
35Δ2.78396.8%42.7%
40Δ2.64344.3%36.4%
45Δ2.49291.8%30.1%
50Δ2.35239.3%23.8%
55Δ2.21186.8%17.5%
60Δ2.07134.4%11.2%
65Δ2.96175.5%9.8%
70Δ5.79264.7%9.9%
75Δ9.86305.6%6.3%
80Δ13.93346.6%2.8%

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
2.92
IV
449.3%
B/E move
49.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
396.8%
B/E move
42.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
344.3%
B/E move
36.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
291.8%
B/E move
30.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
239.3%
B/E move
23.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
186.8%
B/E move
17.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
134.4%
B/E move
11.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
175.5%
B/E move
9.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
264.7%
B/E move
9.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.86
IV
305.6%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.93
IV
346.6%
B/E move
2.8%

Options history

No recorded observations