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Enlight Renewable Energy Ltd. Ordinary Shares ENLT

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-11T14:50:01.192Z

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 · 2026-11-11T14:49:12.333374902Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:50:00.560541+00:00

Share price$67.97
1D-1.4%
$67.81$68.10$68.38$68.66$68.955:30 AM6:30 AM9:00 AM1:00 PMENLT
Sold putSold call

Enlight Renewable Energy Ltd. Ordinary Shares options

Live interpolated ENLT call and put midpoint premiums by absolute delta.Enlight Renewable Energy Ltd. Ordinary Shares$0.57$2.34$4.10$5.87$7.64$56.66$62.79$68.91$75.03$81.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENLT spot · $67.97ENLT PRICE$0.76$1.02$1.29$1.55$1.82$2.32$2.86$3.39$3.92$4.46$5.19$6.16$7.13$0.81$1.03$1.27$1.67$2.08$2.48$2.89$3.29$3.70$4.43$5.16$5.89$6.63
PutsCheap0.72×
CallsCheap0.68×
SkewBullish-7.94 pp
Implied moveBalanced±$5.74
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.7466.2%11.1%62.4064.2%9.4%
25Δ73.5965.4%9.8%63.7761.4%7.7%
30Δ72.4464.6%8.5%65.0958.9%6.1%
35Δ71.2963.9%7.2%65.9159.1%5.5%
40Δ70.1363.1%5.9%66.7359.3%4.9%
45Δ69.1964.4%5.2%67.5459.6%4.3%
50Δ68.2766.1%4.6%68.3659.8%3.7%
55Δ67.3567.7%4.1%69.1860.0%3.1%
60Δ66.4269.4%3.5%70.0060.2%2.5%
65Δ65.5071.0%2.9%70.9959.6%2.1%
70Δ64.4272.2%2.4%71.9858.9%1.7%
75Δ63.1572.6%2.0%72.9658.2%1.3%
80Δ61.8773.1%1.5%73.9557.5%0.9%

20Δ

Calls
Pseudo strike
74.74
IV
66.2%
B/E move
11.1%
Puts
Pseudo strike
62.40
IV
64.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
73.59
IV
65.4%
B/E move
9.8%
Puts
Pseudo strike
63.77
IV
61.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
72.44
IV
64.6%
B/E move
8.5%
Puts
Pseudo strike
65.09
IV
58.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
71.29
IV
63.9%
B/E move
7.2%
Puts
Pseudo strike
65.91
IV
59.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
70.13
IV
63.1%
B/E move
5.9%
Puts
Pseudo strike
66.73
IV
59.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
69.19
IV
64.4%
B/E move
5.2%
Puts
Pseudo strike
67.54
IV
59.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
68.27
IV
66.1%
B/E move
4.6%
Puts
Pseudo strike
68.36
IV
59.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
67.35
IV
67.7%
B/E move
4.1%
Puts
Pseudo strike
69.18
IV
60.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
66.42
IV
69.4%
B/E move
3.5%
Puts
Pseudo strike
70.00
IV
60.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
65.50
IV
71.0%
B/E move
2.9%
Puts
Pseudo strike
70.99
IV
59.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
64.42
IV
72.2%
B/E move
2.4%
Puts
Pseudo strike
71.98
IV
58.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
63.15
IV
72.6%
B/E move
2.0%
Puts
Pseudo strike
72.96
IV
58.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
61.87
IV
73.1%
B/E move
1.5%
Puts
Pseudo strike
73.95
IV
57.5%
B/E move
0.9%

Options history

IV · four-Friday blend55.80%
Daily close
ENLT50.1%57.4%64.7%2026-08-13: 62.00%2026-08-14: 57.08%2026-08-17: 61.95%2026-08-18: 62.26%2026-08-19: 63.65%2026-08-20: 62.80%2026-08-21: 56.09%2026-08-24: 56.46%2026-08-25: 57.24%2026-08-26: 56.53%2026-08-27: 56.29%2026-08-28: 56.50%2026-08-31: 55.57%2026-09-01: 53.14%2026-09-02: 55.29%2026-09-03: 54.87%2026-09-04: 54.40%2026-09-08: 56.85%2026-09-09: 58.97%2026-09-10: 52.48%2026-09-11: 57.82%2026-09-14: 56.72%2026-09-15: 61.74%2026-09-17: 56.45%2026-09-18: 55.43%2026-09-21: 55.15%2026-09-22: 52.00%2026-09-23: 54.56%2026-09-24: 55.95%2026-09-25: 53.27%2026-09-28: 54.52%2026-09-29: 52.34%2026-09-30: 51.66%2026-10-01: 53.17%2026-10-02: 53.27%2026-10-05: 52.53%2026-10-06: 55.03%2026-10-07: 53.94%2026-10-08: 52.84%2026-10-09: 52.69%2026-10-12: 54.10%2026-10-13: 53.18%2026-10-14: 62.51%2026-10-15: 59.85%2026-10-16: 52.78%2026-10-19: 53.05%2026-10-20: 52.40%2026-10-21: 52.89%2026-10-22: 51.06%2026-10-23: 55.44%2026-10-26: 54.01%2026-10-27: 53.30%2026-10-28: 56.15%2026-10-29: 54.01%2026-10-30: 55.80%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
62.00%
57.08%
61.95%
62.26%
63.65%
62.80%
56.09%
56.46%
57.24%
56.53%
56.29%
56.50%
55.57%
53.14%
55.29%
54.87%
54.40%
56.85%
58.97%
52.48%
57.82%
56.72%
61.74%
56.45%
55.43%
55.15%
52.00%
54.56%
55.95%
53.27%
54.52%
52.34%
51.66%
53.17%
53.27%
52.53%
55.03%
53.94%
52.84%
52.69%
54.10%
53.18%
62.51%
59.85%
52.78%
53.05%
52.40%
52.89%
51.06%
55.44%
54.01%
53.30%
56.15%
54.01%
55.80%