Share price$168.67
1D-2.5%
Sold putSold callAH
EnerSys, Inc. ENS
i
Market datapartial · fetched 2026-10-22T23:45:02.818Z
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 · 2026-10-22T23:00:00.002436977Z
FundamentalsAlpha Vantage · unavailable
EnerSys, Inc. options
PutsExpensive1.17×
CallsExpensive1.23×
SkewBearish+2.18 pp
Implied moveBearish±$20.35
TiltBearish12.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 194.00 | 52.8% | 16.6% | 149.65 | 57.2% | 13.2% |
| 25Δ | 188.24 | 50.6% | 13.6% | 154.31 | 54.4% | 11.0% |
| 30Δ | 184.73 | 52.1% | 12.1% | 158.13 | 53.0% | 9.3% |
| 35Δ | 181.03 | 52.1% | 10.5% | 161.56 | 52.4% | 8.0% |
| 40Δ | 177.52 | 51.8% | 9.1% | 164.76 | 52.6% | 6.9% |
| 45Δ | 174.15 | 51.5% | 7.8% | 167.95 | 53.4% | 6.1% |
| 50Δ | 171.00 | 51.3% | 6.7% | 171.22 | 54.2% | 5.3% |
| 55Δ | 167.92 | 50.9% | 5.7% | 174.62 | 55.0% | 4.5% |
| 60Δ | 164.87 | 50.3% | 4.7% | 178.04 | 54.6% | 3.7% |
| 65Δ | 161.56 | 52.0% | 4.1% | 181.50 | 53.9% | 3.0% |
| 70Δ | 157.92 | 54.1% | 3.4% | 185.04 | 53.0% | 2.3% |
| 75Δ | 154.03 | 55.8% | 2.8% | 191.43 | 57.8% | 1.9% |
| 80Δ | 150.20 | 55.3% | 2.2% | 196.66 | 57.7% | 1.3% |
20Δ
- Pseudo strike
- 194.00
- IV
- 52.8%
- B/E move
- 16.6%
- Pseudo strike
- 149.65
- IV
- 57.2%
- B/E move
- 13.2%
25Δ
- Pseudo strike
- 188.24
- IV
- 50.6%
- B/E move
- 13.6%
- Pseudo strike
- 154.31
- IV
- 54.4%
- B/E move
- 11.0%
30Δ
- Pseudo strike
- 184.73
- IV
- 52.1%
- B/E move
- 12.1%
- Pseudo strike
- 158.13
- IV
- 53.0%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 181.03
- IV
- 52.1%
- B/E move
- 10.5%
- Pseudo strike
- 161.56
- IV
- 52.4%
- B/E move
- 8.0%
40Δ
- Pseudo strike
- 177.52
- IV
- 51.8%
- B/E move
- 9.1%
- Pseudo strike
- 164.76
- IV
- 52.6%
- B/E move
- 6.9%
45Δ
- Pseudo strike
- 174.15
- IV
- 51.5%
- B/E move
- 7.8%
- Pseudo strike
- 167.95
- IV
- 53.4%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 171.00
- IV
- 51.3%
- B/E move
- 6.7%
- Pseudo strike
- 171.22
- IV
- 54.2%
- B/E move
- 5.3%
55Δ
- Pseudo strike
- 167.92
- IV
- 50.9%
- B/E move
- 5.7%
- Pseudo strike
- 174.62
- IV
- 55.0%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 164.87
- IV
- 50.3%
- B/E move
- 4.7%
- Pseudo strike
- 178.04
- IV
- 54.6%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 161.56
- IV
- 52.0%
- B/E move
- 4.1%
- Pseudo strike
- 181.50
- IV
- 53.9%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 157.92
- IV
- 54.1%
- B/E move
- 3.4%
- Pseudo strike
- 185.04
- IV
- 53.0%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 154.03
- IV
- 55.8%
- B/E move
- 2.8%
- Pseudo strike
- 191.43
- IV
- 57.8%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 150.20
- IV
- 55.3%
- B/E move
- 2.2%
- Pseudo strike
- 196.66
- IV
- 57.7%
- B/E move
- 1.3%
Options history
Table
| Date | IV |
|---|---|
| 44.63% | |
| 44.93% |