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Enovis Corporation ENOV

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-11T15:53:41.567Z

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 · 2026-11-11T15:53:27.089489452Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:53:40.947009+00:00

Share price$28.32
1D+1.0%
$27.69$28.00$28.31$28.62$28.935:30 AM6:30 AM9:00 AM1:00 PMENOV
Sold putSold call

Enovis Corporation options

Live interpolated ENOV call and put midpoint premiums by absolute delta.Enovis Corporation$0.28$1.74$3.21$4.67$6.14$18.11$22.99$27.88$32.76$37.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENOV spot · $28.32ENOV PRICE$0.44$0.56$0.69$0.81$1.11$1.43$1.76$2.08$2.40$2.72$3.04$3.36$3.69$0.85$1.12$1.29$1.44$1.60$1.76$1.91$2.07$2.23$2.38$3.42$4.57$5.71
PutsCheap0.87×
CallsCheap0.53×
SkewBearish+23.77 pp
Implied moveBearish±$3.67
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.7785.5%17.2%23.88145.9%18.7%
25Δ31.8884.6%14.5%24.88146.8%16.1%
30Δ30.9883.7%11.8%25.55139.3%14.3%
35Δ30.0982.8%9.1%26.18130.7%12.7%
40Δ29.5284.0%8.2%26.80122.1%11.0%
45Δ28.9885.5%7.4%27.43113.5%9.4%
50Δ28.4387.0%6.6%28.05104.9%7.7%
55Δ27.8988.4%5.8%28.6896.3%6.0%
60Δ27.3589.9%5.1%29.3087.7%4.4%
65Δ26.8191.3%4.3%29.9379.1%2.7%
70Δ26.2792.8%3.5%31.1186.6%2.2%
75Δ25.7394.3%2.7%32.3596.1%1.9%
80Δ25.1995.7%2.0%33.60105.7%1.5%

20Δ

Calls
Pseudo strike
32.77
IV
85.5%
B/E move
17.2%
Puts
Pseudo strike
23.88
IV
145.9%
B/E move
18.7%

25Δ

Calls
Pseudo strike
31.88
IV
84.6%
B/E move
14.5%
Puts
Pseudo strike
24.88
IV
146.8%
B/E move
16.1%

30Δ

Calls
Pseudo strike
30.98
IV
83.7%
B/E move
11.8%
Puts
Pseudo strike
25.55
IV
139.3%
B/E move
14.3%

35Δ

Calls
Pseudo strike
30.09
IV
82.8%
B/E move
9.1%
Puts
Pseudo strike
26.18
IV
130.7%
B/E move
12.7%

40Δ

Calls
Pseudo strike
29.52
IV
84.0%
B/E move
8.2%
Puts
Pseudo strike
26.80
IV
122.1%
B/E move
11.0%

45Δ

Calls
Pseudo strike
28.98
IV
85.5%
B/E move
7.4%
Puts
Pseudo strike
27.43
IV
113.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
28.43
IV
87.0%
B/E move
6.6%
Puts
Pseudo strike
28.05
IV
104.9%
B/E move
7.7%

55Δ

Calls
Pseudo strike
27.89
IV
88.4%
B/E move
5.8%
Puts
Pseudo strike
28.68
IV
96.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
27.35
IV
89.9%
B/E move
5.1%
Puts
Pseudo strike
29.30
IV
87.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
26.81
IV
91.3%
B/E move
4.3%
Puts
Pseudo strike
29.93
IV
79.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.27
IV
92.8%
B/E move
3.5%
Puts
Pseudo strike
31.11
IV
86.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.73
IV
94.3%
B/E move
2.7%
Puts
Pseudo strike
32.35
IV
96.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
25.19
IV
95.7%
B/E move
2.0%
Puts
Pseudo strike
33.60
IV
105.7%
B/E move
1.5%

Options history

IV · four-Friday blend83.07%
Daily close
ENOV55.0%86.2%117.4%2026-08-13: 75.28%2026-08-17: 67.10%2026-08-21: 63.76%2026-08-24: 64.23%2026-08-25: 60.62%2026-08-26: 68.81%2026-08-28: 59.33%2026-08-31: 61.21%2026-09-02: 66.34%2026-09-03: 71.53%2026-09-04: 73.29%2026-09-08: 73.23%2026-09-09: 80.26%2026-09-10: 77.72%2026-09-15: 105.41%2026-09-18: 76.24%2026-09-21: 74.02%2026-09-22: 78.41%2026-09-23: 70.01%2026-09-24: 74.15%2026-09-25: 67.43%2026-09-28: 78.20%2026-09-29: 69.47%2026-09-30: 68.33%2026-10-01: 71.69%2026-10-02: 75.02%2026-10-06: 73.65%2026-10-08: 76.33%2026-10-09: 81.88%2026-10-12: 113.11%2026-10-16: 71.98%2026-10-19: 69.19%2026-10-20: 69.76%2026-10-21: 72.83%2026-10-22: 72.30%2026-10-23: 76.77%2026-10-26: 76.84%2026-10-27: 75.42%2026-10-28: 78.07%2026-10-29: 73.31%2026-10-30: 83.07%Aug 13Sep 25Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
75.28%
67.10%
63.76%
64.23%
60.62%
68.81%
59.33%
61.21%
66.34%
71.53%
73.29%
73.23%
80.26%
77.72%
105.41%
76.24%
74.02%
78.41%
70.01%
74.15%
67.43%
78.20%
69.47%
68.33%
71.69%
75.02%
73.65%
76.33%
81.88%
113.11%
71.98%
69.19%
69.76%
72.83%
72.30%
76.77%
76.84%
75.42%
78.07%
73.31%
83.07%