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Enphase Energy, Inc. Common Stock ENPH

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Market dataready · fetched 2026-11-07T21:32:18.275Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:52:50.96814503Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:32:17.867516+00:00

Share price$28.54
1D-3.0%
AH$27.97$28.51$29.06$29.60$30.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENPH
Sold putSold callAH

Enphase Energy, Inc. Common Stock options

Live interpolated ENPH call and put midpoint premiums by absolute delta.Enphase Energy, Inc. Common Stock$0.37$0.96$1.54$2.13$2.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEENPH PRICE$0.43$0.57$0.77$0.78$0.98$1.58$1.83$2.14$0.45$0.48$0.62$0.78$1.03$1.16$1.34$1.54$1.68$2.09$2.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.75104.1%11.4%
25Δ30.8582.8%9.6%26.7581.8%7.9%
30Δ30.4486.1%8.6%27.1484.1%7.1%
35Δ30.1394.4%8.3%27.5584.8%6.2%
40Δ29.4578.9%5.9%27.9291.6%5.8%
45Δ29.1183.5%5.4%28.3387.4%4.8%
50Δ28.7385.0%4.0%
55Δ29.1184.3%3.4%
60Δ27.9486.0%3.4%29.4579.5%2.7%
65Δ27.5386.9%2.9%29.9684.9%2.4%
70Δ27.0888.6%2.4%30.5289.2%2.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.75
IV
104.1%
B/E move
11.4%

25Δ

Calls
Pseudo strike
30.85
IV
82.8%
B/E move
9.6%
Puts
Pseudo strike
26.75
IV
81.8%
B/E move
7.9%

30Δ

Calls
Pseudo strike
30.44
IV
86.1%
B/E move
8.6%
Puts
Pseudo strike
27.14
IV
84.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
30.13
IV
94.4%
B/E move
8.3%
Puts
Pseudo strike
27.55
IV
84.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
29.45
IV
78.9%
B/E move
5.9%
Puts
Pseudo strike
27.92
IV
91.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
29.11
IV
83.5%
B/E move
5.4%
Puts
Pseudo strike
28.33
IV
87.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.73
IV
85.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.11
IV
84.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
27.94
IV
86.0%
B/E move
3.4%
Puts
Pseudo strike
29.45
IV
79.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
27.53
IV
86.9%
B/E move
2.9%
Puts
Pseudo strike
29.96
IV
84.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
27.08
IV
88.6%
B/E move
2.4%
Puts
Pseudo strike
30.52
IV
89.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.68%
Daily close
ENPH50.6%82.3%114.1%2026-08-10: 72.84%2026-08-11: 71.14%2026-08-12: 69.05%2026-08-13: 67.97%2026-08-14: 63.68%2026-08-17: 65.90%2026-08-18: 61.20%2026-08-19: 64.46%2026-08-20: 64.80%2026-08-21: 66.23%2026-08-24: 70.50%2026-08-25: 66.75%2026-08-26: 70.48%2026-08-27: 69.12%2026-08-28: 57.56%2026-08-31: 62.47%2026-09-01: 60.18%2026-09-02: 61.55%2026-09-03: 67.06%2026-09-04: 56.13%2026-09-08: 73.49%2026-09-09: 70.42%2026-09-10: 70.94%2026-09-11: 61.65%2026-09-14: 67.00%2026-09-15: 66.63%2026-09-16: 67.48%2026-09-17: 67.85%2026-09-18: 56.55%2026-09-21: 64.11%2026-09-22: 62.42%2026-09-23: 57.82%2026-09-24: 61.65%2026-09-25: 54.95%2026-09-28: 58.43%2026-09-29: 63.39%2026-09-30: 64.71%2026-10-01: 62.92%2026-10-02: 59.36%2026-10-05: 63.36%2026-10-06: 66.38%2026-10-07: 70.58%2026-10-08: 71.96%2026-10-09: 70.40%2026-10-12: 70.30%2026-10-13: 78.15%2026-10-14: 81.74%2026-10-15: 75.64%2026-10-16: 83.49%2026-10-19: 85.36%2026-10-20: 85.64%2026-10-21: 90.94%2026-10-22: 94.51%2026-10-23: 94.56%2026-10-26: 106.76%2026-10-27: 109.73%2026-10-28: 75.35%2026-10-29: 69.16%2026-10-30: 70.68%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
72.84%
71.14%
69.05%
67.97%
63.68%
65.90%
61.20%
64.46%
64.80%
66.23%
70.50%
66.75%
70.48%
69.12%
57.56%
62.47%
60.18%
61.55%
67.06%
56.13%
73.49%
70.42%
70.94%
61.65%
67.00%
66.63%
67.48%
67.85%
56.55%
64.11%
62.42%
57.82%
61.65%
54.95%
58.43%
63.39%
64.71%
62.92%
59.36%
63.36%
66.38%
70.58%
71.96%
70.40%
70.30%
78.15%
81.74%
75.64%
83.49%
85.36%
85.64%
90.94%
94.51%
94.56%
106.76%
109.73%
75.35%
69.16%
70.68%