Share price$23.43
1D+1.9%
Sold putSold callAH
Energizer Holdings, Inc ENR
i
Market datapartial · fetched 2026-10-22T22:06:30.836Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.001853957Z
FundamentalsAlpha Vantage · unavailable
Energizer Holdings, Inc options
PutsExpensive1.47×
CallsExpensive1.25×
SkewBearish+15.87 pp
Implied moveBearish±$3.58
TiltBearish26.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.37 | 62.9% | 22.9% | 20.56 | 63.6% | 14.8% |
| 25Δ | 27.33 | 59.3% | 18.9% | 21.11 | 67.4% | 13.6% |
| 30Δ | 26.29 | 55.8% | 14.9% | 21.65 | 71.2% | 12.4% |
| 35Δ | 25.25 | 52.2% | 10.9% | 22.19 | 75.0% | 11.2% |
| 40Δ | 24.66 | 51.9% | 9.2% | 22.76 | 76.3% | 9.9% |
| 45Δ | 24.21 | 52.6% | 8.2% | 23.35 | 74.2% | 8.6% |
| 50Δ | 23.76 | 53.2% | 7.3% | 23.95 | 72.2% | 7.2% |
| 55Δ | 23.31 | 53.9% | 6.3% | 24.54 | 70.1% | 5.9% |
| 60Δ | 22.86 | 54.6% | 5.3% | 25.22 | 68.7% | 4.7% |
| 65Δ | 22.39 | 55.1% | 4.3% | 26.14 | 69.7% | 3.9% |
| 70Δ | 21.84 | 55.1% | 3.6% | 27.07 | 70.7% | 3.2% |
| 75Δ | 21.30 | 55.1% | 3.0% | 28.00 | 71.6% | 2.5% |
| 80Δ | 20.75 | 55.0% | 2.3% | 28.92 | 72.6% | 1.8% |
20Δ
- Pseudo strike
- 28.37
- IV
- 62.9%
- B/E move
- 22.9%
- Pseudo strike
- 20.56
- IV
- 63.6%
- B/E move
- 14.8%
25Δ
- Pseudo strike
- 27.33
- IV
- 59.3%
- B/E move
- 18.9%
- Pseudo strike
- 21.11
- IV
- 67.4%
- B/E move
- 13.6%
30Δ
- Pseudo strike
- 26.29
- IV
- 55.8%
- B/E move
- 14.9%
- Pseudo strike
- 21.65
- IV
- 71.2%
- B/E move
- 12.4%
35Δ
- Pseudo strike
- 25.25
- IV
- 52.2%
- B/E move
- 10.9%
- Pseudo strike
- 22.19
- IV
- 75.0%
- B/E move
- 11.2%
40Δ
- Pseudo strike
- 24.66
- IV
- 51.9%
- B/E move
- 9.2%
- Pseudo strike
- 22.76
- IV
- 76.3%
- B/E move
- 9.9%
45Δ
- Pseudo strike
- 24.21
- IV
- 52.6%
- B/E move
- 8.2%
- Pseudo strike
- 23.35
- IV
- 74.2%
- B/E move
- 8.6%
50Δ
- Pseudo strike
- 23.76
- IV
- 53.2%
- B/E move
- 7.3%
- Pseudo strike
- 23.95
- IV
- 72.2%
- B/E move
- 7.2%
55Δ
- Pseudo strike
- 23.31
- IV
- 53.9%
- B/E move
- 6.3%
- Pseudo strike
- 24.54
- IV
- 70.1%
- B/E move
- 5.9%
60Δ
- Pseudo strike
- 22.86
- IV
- 54.6%
- B/E move
- 5.3%
- Pseudo strike
- 25.22
- IV
- 68.7%
- B/E move
- 4.7%
65Δ
- Pseudo strike
- 22.39
- IV
- 55.1%
- B/E move
- 4.3%
- Pseudo strike
- 26.14
- IV
- 69.7%
- B/E move
- 3.9%
70Δ
- Pseudo strike
- 21.84
- IV
- 55.1%
- B/E move
- 3.6%
- Pseudo strike
- 27.07
- IV
- 70.7%
- B/E move
- 3.2%
75Δ
- Pseudo strike
- 21.30
- IV
- 55.1%
- B/E move
- 3.0%
- Pseudo strike
- 28.00
- IV
- 71.6%
- B/E move
- 2.5%
80Δ
- Pseudo strike
- 20.75
- IV
- 55.0%
- B/E move
- 2.3%
- Pseudo strike
- 28.92
- IV
- 72.6%
- B/E move
- 1.8%
Options history
Table
| Date | IV |
|---|---|
| 53.20% | |
| 51.41% |