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Energizer Holdings, Inc ENR

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-12T02:33:44.213Z

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 · 2026-11-12T00:00:00.002356581Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:33:43.858015+00:00

Share price$24.31
1D-1.1%
AH$24.15$24.30$24.46$24.62$24.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENR
Sold putSold callAH

Energizer Holdings, Inc options

Live interpolated ENR call and put midpoint premiums by absolute delta.Energizer Holdings, Inc$0.27$1.16$2.04$2.93$3.81$21.90$23.47$25.03$26.59$28.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ENR spot · $24.31ENR PRICE$0.38$0.46$0.55$0.64$0.73$0.90$1.15$1.39$1.64$1.88$2.12$2.43$3.56$0.37$0.48$0.66$0.84$1.02$1.20$1.38$1.56
Puts——
CallsExpensive1.90×
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.14113.2%29.7%21.9578.8%11.2%
25Δ29.77103.5%24.4%22.5777.9%9.1%
30Δ28.4093.8%19.1%22.9678.3%8.3%
35Δ27.0384.0%13.8%23.3578.7%7.4%
40Δ25.6574.3%8.5%23.7479.1%6.5%
45Δ24.8070.8%5.7%24.1479.5%5.7%
50Δ24.4172.9%5.1%24.5379.8%4.8%
55Δ24.0275.1%4.5%24.9280.2%3.9%
60Δ23.6377.2%3.9%
65Δ23.2579.4%3.4%
70Δ22.8681.5%2.8%
75Δ22.4285.1%2.2%
80Δ21.24107.9%2.0%

20Δ

Calls
Pseudo strike
31.14
IV
113.2%
B/E move
29.7%
Puts
Pseudo strike
21.95
IV
78.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
29.77
IV
103.5%
B/E move
24.4%
Puts
Pseudo strike
22.57
IV
77.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
28.40
IV
93.8%
B/E move
19.1%
Puts
Pseudo strike
22.96
IV
78.3%
B/E move
8.3%

35Δ

Calls
Pseudo strike
27.03
IV
84.0%
B/E move
13.8%
Puts
Pseudo strike
23.35
IV
78.7%
B/E move
7.4%

40Δ

Calls
Pseudo strike
25.65
IV
74.3%
B/E move
8.5%
Puts
Pseudo strike
23.74
IV
79.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
24.80
IV
70.8%
B/E move
5.7%
Puts
Pseudo strike
24.14
IV
79.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
24.41
IV
72.9%
B/E move
5.1%
Puts
Pseudo strike
24.53
IV
79.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
24.02
IV
75.1%
B/E move
4.5%
Puts
Pseudo strike
24.92
IV
80.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
23.63
IV
77.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.25
IV
79.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.86
IV
81.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.42
IV
85.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.24
IV
107.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.35%
Daily close
ENR40.0%57.4%74.9%2026-08-18: 44.94%2026-08-21: 47.65%2026-08-25: 42.39%2026-08-26: 43.11%2026-08-27: 42.73%2026-08-28: 43.45%2026-09-01: 45.98%2026-09-02: 50.51%2026-09-04: 46.38%2026-09-15: 72.48%2026-09-18: 46.67%2026-09-21: 44.89%2026-09-22: 45.74%2026-09-23: 46.34%2026-09-24: 45.05%2026-09-25: 46.64%2026-09-29: 45.76%2026-10-01: 52.73%2026-10-02: 49.24%2026-10-07: 52.32%2026-10-16: 48.37%2026-10-19: 47.99%2026-10-20: 53.17%2026-10-21: 52.15%2026-10-22: 53.15%2026-10-23: 54.08%2026-10-26: 50.20%2026-10-27: 50.98%2026-10-28: 47.87%2026-10-29: 51.15%2026-10-30: 49.35%Aug 18Sep 25Oct 30
31 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
44.94%
47.65%
42.39%
43.11%
42.73%
43.45%
45.98%
50.51%
46.38%
72.48%
46.67%
44.89%
45.74%
46.34%
45.05%
46.64%
45.76%
52.73%
49.24%
52.32%
48.37%
47.99%
53.17%
52.15%
53.15%
54.08%
50.20%
50.98%
47.87%
51.15%
49.35%