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EnerSys, Inc. ENS

i

Market dataready · fetched 2026-11-12T01:58:14.852Z

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 · 2026-11-12T00:49:04.986273193Z

FundamentalsSEC EDGAR · ready · as of 2026-07-05 · fetched 2026-11-12T01:58:14.467621+00:00

Share price$147.00
1D-2.2%
AH$144$147$149$151$1535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENS
Sold putSold callAH

EnerSys, Inc. options

Live interpolated ENS call and put midpoint premiums by absolute delta.EnerSys, Inc.$1.65$7.04$12.44$17.83$23.22$123.86$136.48$149.10$161.72$174.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENS spot · $147.00ENS PRICE$2.23$2.97$3.64$4.76$5.87$6.72$7.78$9.07$11.20$13.82$15.92$18.46$21.67$2.44$3.23$4.15$5.12$6.20$7.09$7.70$8.40$9.88$11.36$14.05$16.27$17.65
PutsExpensive1.09×
CallsExpensive1.49×
SkewBullish-18.39 pp
Implied moveBalanced±$15.49
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.9391.7%15.8%132.1787.6%11.7%
25Δ164.1392.7%13.7%135.4087.2%10.1%
30Δ159.8188.6%11.2%138.1887.0%8.8%
35Δ157.3093.2%10.3%140.8986.8%7.6%
40Δ154.7597.1%9.3%143.4586.4%6.6%
45Δ151.6093.4%7.7%145.8683.8%5.6%
50Δ148.6891.7%6.4%148.0577.8%4.5%
55Δ146.0192.2%5.5%150.2472.4%3.5%
60Δ143.0198.7%4.9%152.5172.6%3.0%
65Δ139.81108.3%4.5%154.7872.7%2.4%
70Δ136.48108.7%3.7%158.0376.7%2.1%
75Δ132.83110.1%2.9%160.8777.2%1.6%
80Δ128.64113.1%2.2%162.9572.2%1.2%

20Δ

Calls
Pseudo strike
167.93
IV
91.7%
B/E move
15.8%
Puts
Pseudo strike
132.17
IV
87.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
164.13
IV
92.7%
B/E move
13.7%
Puts
Pseudo strike
135.40
IV
87.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
159.81
IV
88.6%
B/E move
11.2%
Puts
Pseudo strike
138.18
IV
87.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
157.30
IV
93.2%
B/E move
10.3%
Puts
Pseudo strike
140.89
IV
86.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
154.75
IV
97.1%
B/E move
9.3%
Puts
Pseudo strike
143.45
IV
86.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
151.60
IV
93.4%
B/E move
7.7%
Puts
Pseudo strike
145.86
IV
83.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
148.68
IV
91.7%
B/E move
6.4%
Puts
Pseudo strike
148.05
IV
77.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
146.01
IV
92.2%
B/E move
5.5%
Puts
Pseudo strike
150.24
IV
72.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
143.01
IV
98.7%
B/E move
4.9%
Puts
Pseudo strike
152.51
IV
72.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
139.81
IV
108.3%
B/E move
4.5%
Puts
Pseudo strike
154.78
IV
72.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
136.48
IV
108.7%
B/E move
3.7%
Puts
Pseudo strike
158.03
IV
76.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
132.83
IV
110.1%
B/E move
2.9%
Puts
Pseudo strike
160.87
IV
77.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
128.64
IV
113.1%
B/E move
2.2%
Puts
Pseudo strike
162.95
IV
72.2%
B/E move
1.2%

Options history

IV · four-Friday blend48.98%
Daily close
ENS40.1%45.0%50.0%2026-08-13: 45.99%2026-08-14: 44.81%2026-08-17: 46.09%2026-08-18: 46.76%2026-08-19: 45.75%2026-08-20: 43.16%2026-08-21: 42.62%2026-08-24: 42.29%2026-08-25: 41.71%2026-08-26: 41.43%2026-08-27: 41.44%2026-08-28: 41.41%2026-08-31: 41.33%2026-09-01: 42.20%2026-09-02: 41.45%2026-09-03: 41.89%2026-09-04: 41.82%2026-09-08: 43.05%2026-09-09: 42.46%2026-09-10: 43.37%2026-09-11: 40.77%2026-09-14: 44.10%2026-09-15: 44.62%2026-09-16: 44.66%2026-09-17: 45.71%2026-09-18: 42.48%2026-09-21: 43.43%2026-09-22: 43.12%2026-09-23: 42.83%2026-09-24: 44.04%2026-09-25: 41.73%2026-09-28: 42.95%2026-09-29: 42.95%2026-09-30: 43.52%2026-10-01: 42.53%2026-10-02: 42.09%2026-10-05: 42.53%2026-10-06: 42.04%2026-10-07: 42.96%2026-10-08: 43.16%2026-10-09: 43.12%2026-10-12: 43.60%2026-10-13: 46.12%2026-10-14: 46.72%2026-10-15: 49.27%2026-10-16: 44.94%2026-10-19: 44.55%2026-10-20: 44.65%2026-10-21: 44.92%2026-10-22: 46.34%2026-10-23: 46.80%2026-10-26: 47.32%2026-10-27: 47.42%2026-10-28: 46.84%2026-10-29: 47.19%2026-10-30: 48.98%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.99%
44.81%
46.09%
46.76%
45.75%
43.16%
42.62%
42.29%
41.71%
41.43%
41.44%
41.41%
41.33%
42.20%
41.45%
41.89%
41.82%
43.05%
42.46%
43.37%
40.77%
44.10%
44.62%
44.66%
45.71%
42.48%
43.43%
43.12%
42.83%
44.04%
41.73%
42.95%
42.95%
43.52%
42.53%
42.09%
42.53%
42.04%
42.96%
43.16%
43.12%
43.60%
46.12%
46.72%
49.27%
44.94%
44.55%
44.65%
44.92%
46.34%
46.80%
47.32%
47.42%
46.84%
47.19%
48.98%