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Enlight Renewable Energy Ltd. Ordinary Shares ENLT

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Market datapartial · fetched 2026-10-22T10:50:43.546Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.609089701Z

FundamentalsAlpha Vantage · unavailable

Share price$71.83
1D-0.2%
AH$70.92$71.49$72.06$72.63$73.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENLT
Sold putSold callAH

Enlight Renewable Energy Ltd. Ordinary Shares options

Live interpolated ENLT call and put midpoint premiums by absolute delta.Enlight Renewable Energy Ltd. Ordinary Shares$0.77$4.44$8.11$11.77$15.44$57.31$64.55$71.79$79.03$86.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENLT spot · $71.83ENLT PRICE$1.17$1.55$1.98$2.45$2.92$3.54$4.34$5.14$5.95$6.74$7.54$8.33$10.71$1.52$1.92$2.48$3.03$3.59$4.23$4.88$5.52$6.57$8.22$9.87$12.09$14.38
PutsFair1.04×
CallsExpensive1.09×
SkewBearish+0.42 pp
Implied moveBearish±$9.22
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.1354.2%17.4%62.8862.5%14.6%
25Δ81.0654.8%15.0%65.3558.1%11.7%
30Δ79.1955.0%13.0%66.9357.6%10.3%
35Δ77.5454.8%11.4%68.5157.1%8.8%
40Δ75.8954.6%9.7%70.0856.5%7.4%
45Δ74.3455.4%8.4%71.4555.2%6.4%
50Δ72.9057.3%7.5%72.8253.9%5.4%
55Δ71.4559.2%6.6%74.1952.6%4.4%
60Δ70.0161.1%5.7%75.8253.2%3.6%
65Δ68.5459.4%4.8%77.8356.4%3.1%
70Δ67.0657.7%3.9%79.8459.6%2.6%
75Δ65.5956.0%2.9%82.4661.7%2.0%
80Δ62.8363.0%2.4%85.1563.5%1.5%

20Δ

Calls
Pseudo strike
83.13
IV
54.2%
B/E move
17.4%
Puts
Pseudo strike
62.88
IV
62.5%
B/E move
14.6%

25Δ

Calls
Pseudo strike
81.06
IV
54.8%
B/E move
15.0%
Puts
Pseudo strike
65.35
IV
58.1%
B/E move
11.7%

30Δ

Calls
Pseudo strike
79.19
IV
55.0%
B/E move
13.0%
Puts
Pseudo strike
66.93
IV
57.6%
B/E move
10.3%

35Δ

Calls
Pseudo strike
77.54
IV
54.8%
B/E move
11.4%
Puts
Pseudo strike
68.51
IV
57.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
75.89
IV
54.6%
B/E move
9.7%
Puts
Pseudo strike
70.08
IV
56.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
74.34
IV
55.4%
B/E move
8.4%
Puts
Pseudo strike
71.45
IV
55.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
72.90
IV
57.3%
B/E move
7.5%
Puts
Pseudo strike
72.82
IV
53.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
71.45
IV
59.2%
B/E move
6.6%
Puts
Pseudo strike
74.19
IV
52.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
70.01
IV
61.1%
B/E move
5.7%
Puts
Pseudo strike
75.82
IV
53.2%
B/E move
3.6%

65Δ

Calls
Pseudo strike
68.54
IV
59.4%
B/E move
4.8%
Puts
Pseudo strike
77.83
IV
56.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
67.06
IV
57.7%
B/E move
3.9%
Puts
Pseudo strike
79.84
IV
59.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
65.59
IV
56.0%
B/E move
2.9%
Puts
Pseudo strike
82.46
IV
61.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
62.83
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
85.15
IV
63.5%
B/E move
1.5%

Options history

No recorded observations