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The Ensign Group, Inc. Common Stock ENSG

i

Market dataready · fetched 2026-11-11T14:57:54.154Z

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 · 2026-11-11T14:57:08.050375685Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:48:30.658587+00:00

Share price$183.33
1D-0.6%
$183.23$183.57$183.91$184.25$184.595:30 AM6:30 AM9:00 AM1:00 PMENSG
Sold putSold call

The Ensign Group, Inc. Common Stock options

Live interpolated ENSG call and put midpoint premiums by absolute delta.The Ensign Group, Inc. Common Stock$1.11$4.11$7.11$10.11$13.11$172.18$178.75$185.33$191.90$198.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ENSG spot · $183.33ENSG PRICE$1.43$1.82$2.23$2.74$3.28$3.82$4.66$5.59$6.52$7.63$8.89$10.15$12.24$1.53$1.88$2.35$2.82$3.30$3.79$4.27$4.76$5.41$6.06$6.71$7.36
Puts——
CallsExpensive1.39×
Skew——
Implied moveBullish±$8.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ195.7445.7%7.6%172.8046.4%6.6%
25Δ192.9043.4%6.2%175.7842.1%5.1%
30Δ190.4542.0%5.1%177.5941.0%4.4%
35Δ188.6641.4%4.4%179.4040.0%3.7%
40Δ187.0240.9%3.8%180.9238.7%3.1%
45Δ185.3840.5%3.2%182.2837.2%2.6%
50Δ183.8141.3%2.8%183.6535.8%2.2%
55Δ182.2642.4%2.5%185.0234.3%1.7%
60Δ180.7243.5%2.1%186.1633.2%1.4%
65Δ179.0244.2%1.8%187.3032.0%1.1%
70Δ177.1944.6%1.5%188.4430.8%0.9%
75Δ175.3645.0%1.2%189.5829.7%0.6%
80Δ172.8146.6%0.9%

20Δ

Calls
Pseudo strike
195.74
IV
45.7%
B/E move
7.6%
Puts
Pseudo strike
172.80
IV
46.4%
B/E move
6.6%

25Δ

Calls
Pseudo strike
192.90
IV
43.4%
B/E move
6.2%
Puts
Pseudo strike
175.78
IV
42.1%
B/E move
5.1%

30Δ

Calls
Pseudo strike
190.45
IV
42.0%
B/E move
5.1%
Puts
Pseudo strike
177.59
IV
41.0%
B/E move
4.4%

35Δ

Calls
Pseudo strike
188.66
IV
41.4%
B/E move
4.4%
Puts
Pseudo strike
179.40
IV
40.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
187.02
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
180.92
IV
38.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
185.38
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
182.28
IV
37.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
183.81
IV
41.3%
B/E move
2.8%
Puts
Pseudo strike
183.65
IV
35.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
182.26
IV
42.4%
B/E move
2.5%
Puts
Pseudo strike
185.02
IV
34.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
180.72
IV
43.5%
B/E move
2.1%
Puts
Pseudo strike
186.16
IV
33.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
179.02
IV
44.2%
B/E move
1.8%
Puts
Pseudo strike
187.30
IV
32.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
177.19
IV
44.6%
B/E move
1.5%
Puts
Pseudo strike
188.44
IV
30.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
175.36
IV
45.0%
B/E move
1.2%
Puts
Pseudo strike
189.58
IV
29.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
172.81
IV
46.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.20%
Daily close
ENSG26.3%31.4%36.5%2026-08-13: 33.87%2026-08-14: 33.15%2026-08-17: 35.29%2026-08-18: 33.09%2026-08-19: 35.81%2026-08-21: 29.12%2026-08-24: 28.93%2026-08-25: 29.36%2026-08-26: 28.33%2026-08-27: 28.21%2026-08-28: 27.88%2026-08-31: 28.53%2026-09-01: 28.00%2026-09-02: 27.00%2026-09-03: 27.87%2026-09-04: 28.12%2026-09-08: 29.97%2026-09-09: 28.22%2026-09-10: 28.45%2026-09-11: 27.86%2026-09-14: 29.94%2026-09-15: 31.77%2026-09-16: 32.03%2026-09-17: 30.60%2026-09-18: 29.99%2026-09-21: 30.21%2026-09-22: 29.71%2026-09-23: 29.60%2026-09-24: 28.54%2026-09-25: 28.61%2026-09-28: 29.46%2026-09-29: 29.35%2026-09-30: 29.99%2026-10-01: 29.23%2026-10-02: 29.22%2026-10-05: 29.86%2026-10-06: 30.27%2026-10-07: 29.49%2026-10-08: 29.45%2026-10-09: 29.92%2026-10-12: 32.11%2026-10-13: 32.62%2026-10-14: 31.93%2026-10-15: 34.28%2026-10-16: 29.93%2026-10-19: 30.49%2026-10-20: 30.80%2026-10-21: 30.87%2026-10-22: 31.17%2026-10-23: 31.70%2026-10-26: 31.20%2026-10-27: 31.78%2026-10-28: 27.53%2026-10-29: 27.38%2026-10-30: 28.20%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
33.87%
33.15%
35.29%
33.09%
35.81%
29.12%
28.93%
29.36%
28.33%
28.21%
27.88%
28.53%
28.00%
27.00%
27.87%
28.12%
29.97%
28.22%
28.45%
27.86%
29.94%
31.77%
32.03%
30.60%
29.99%
30.21%
29.71%
29.60%
28.54%
28.61%
29.46%
29.35%
29.99%
29.23%
29.22%
29.86%
30.27%
29.49%
29.45%
29.92%
32.11%
32.62%
31.93%
34.28%
29.93%
30.49%
30.80%
30.87%
31.17%
31.70%
31.20%
31.78%
27.53%
27.38%
28.20%