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Enphase Energy, Inc. Common Stock ENPH

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Market dataready · fetched 2026-11-06T13:58:46.128Z

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 · 2026-11-06T13:56:19.785928723Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:58:45.189985+00:00

Share price$29.37
1D-0.1%
$29.28$29.34$29.40$29.46$29.525:30 AM6:30 AM9:00 AM1:00 PMENPH
Sold putSold call

Enphase Energy, Inc. Common Stock options

Live interpolated ENPH call and put midpoint premiums by absolute delta.Enphase Energy, Inc. Common Stock$0.31$1.86$3.42$4.97$6.52$23.52$26.57$29.62$32.67$35.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ENPH spot · $29.37ENPH PRICE$0.48$0.65$0.79$0.95$1.05$1.40$1.54$1.69$1.92$2.19$2.54$3.07$0.50$0.67$0.88$1.09$1.40$1.58$1.85$2.30$2.92$3.47$4.85$6.08
Puts——
Calls——
Skew——
Implied moveBearish±$3.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.34102.4%12.0%
25Δ31.9883.3%10.5%26.97102.7%10.4%
30Δ31.6089.2%9.8%27.53104.8%9.3%
35Δ31.0387.9%8.3%28.10104.1%8.0%
40Δ30.5387.3%7.2%28.61110.1%7.4%
45Δ30.0081.3%5.7%29.16105.0%6.1%
50Δ29.6292.7%5.6%29.71103.3%5.1%
55Δ29.1888.0%4.6%30.30109.5%4.6%
60Δ28.7483.1%3.6%31.06118.4%4.2%
65Δ28.3182.2%2.9%31.79121.3%3.6%
70Δ27.8881.5%2.4%33.23142.9%3.4%
75Δ27.3882.8%1.9%34.62152.5%2.8%
80Δ26.7487.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.34
IV
102.4%
B/E move
12.0%

25Δ

Calls
Pseudo strike
31.98
IV
83.3%
B/E move
10.5%
Puts
Pseudo strike
26.97
IV
102.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
31.60
IV
89.2%
B/E move
9.8%
Puts
Pseudo strike
27.53
IV
104.8%
B/E move
9.3%

35Δ

Calls
Pseudo strike
31.03
IV
87.9%
B/E move
8.3%
Puts
Pseudo strike
28.10
IV
104.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
30.53
IV
87.3%
B/E move
7.2%
Puts
Pseudo strike
28.61
IV
110.1%
B/E move
7.4%

45Δ

Calls
Pseudo strike
30.00
IV
81.3%
B/E move
5.7%
Puts
Pseudo strike
29.16
IV
105.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
29.62
IV
92.7%
B/E move
5.6%
Puts
Pseudo strike
29.71
IV
103.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
29.18
IV
88.0%
B/E move
4.6%
Puts
Pseudo strike
30.30
IV
109.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
28.74
IV
83.1%
B/E move
3.6%
Puts
Pseudo strike
31.06
IV
118.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
28.31
IV
82.2%
B/E move
2.9%
Puts
Pseudo strike
31.79
IV
121.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
27.88
IV
81.5%
B/E move
2.4%
Puts
Pseudo strike
33.23
IV
142.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
27.38
IV
82.8%
B/E move
1.9%
Puts
Pseudo strike
34.62
IV
152.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
26.74
IV
87.1%
B/E move
1.5%
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%