Share price$4.34
1D-0.8%
Sold putSold callAH
Enel Chile S.A. American Depositary Shares Representing Common Stock (Each representing 50 shares of Common Stock) ENIC
i
Market datapartial · fetched 2026-10-22T22:09:20.306Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.002349145Z
FundamentalsAlpha Vantage · unavailable
Enel Chile S.A. American Depositary Shares Representing Common Stock (Each representing 50 shares of Common Stock) options
PutsExpensive4.91×
Calls——
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.48 | 150.8% | 35.9% | |||
| 25Δ | 3.82 | 153.6% | 33.2% | |||
| 30Δ | 4.17 | 156.3% | 30.5% | |||
| 35Δ | 4.51 | 159.1% | 27.8% | |||
| 40Δ | 4.85 | 161.9% | 25.1% | |||
| 45Δ | 5.19 | 164.7% | 22.4% | |||
| 50Δ | 5.54 | 167.4% | 19.8% | |||
| 55Δ | 5.88 | 170.2% | 17.1% | |||
| 60Δ | 6.22 | 173.0% | 14.4% | |||
| 65Δ | 6.56 | 175.8% | 11.7% | |||
| 70Δ | 6.91 | 178.5% | 9.0% | |||
| 75Δ | 7.25 | 181.3% | 6.3% | |||
| 80Δ | 7.30 | 171.1% | 4.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.48
- IV
- 150.8%
- B/E move
- 35.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.82
- IV
- 153.6%
- B/E move
- 33.2%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.17
- IV
- 156.3%
- B/E move
- 30.5%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.51
- IV
- 159.1%
- B/E move
- 27.8%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.85
- IV
- 161.9%
- B/E move
- 25.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.19
- IV
- 164.7%
- B/E move
- 22.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.54
- IV
- 167.4%
- B/E move
- 19.8%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.88
- IV
- 170.2%
- B/E move
- 17.1%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.22
- IV
- 173.0%
- B/E move
- 14.4%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.56
- IV
- 175.8%
- B/E move
- 11.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.91
- IV
- 178.5%
- B/E move
- 9.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.25
- IV
- 181.3%
- B/E move
- 6.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.30
- IV
- 171.1%
- B/E move
- 4.0%
Options history
No recorded observations