Share price$173.35
1D-1.4%
Sold putSold callAH
The Ensign Group Inc ENSG
HEALTHCARE · MEDICAL CARE FACILITIESi
Market dataready · fetched 2026-10-22T08:44:00.282Z
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 · 2026-10-21T20:00:01.418605395Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:43:57.524989+00:00
The Ensign Group Inc options
PutsExpensive1.58×
CallsExpensive1.65×
SkewBullish-2.22 pp
Implied moveBearish±$13.80
TiltBalanced1.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 190.37 | 35.9% | 10.9% | 159.89 | 37.7% | 9.0% |
| 25Δ | 186.47 | 34.0% | 8.9% | 162.96 | 36.5% | 7.6% |
| 30Δ | 183.63 | 33.6% | 7.7% | 165.77 | 35.5% | 6.4% |
| 35Δ | 181.39 | 34.3% | 6.8% | 168.13 | 35.0% | 5.5% |
| 40Δ | 179.17 | 35.1% | 6.0% | 170.45 | 34.5% | 4.6% |
| 45Δ | 177.00 | 35.8% | 5.4% | 172.57 | 34.4% | 4.0% |
| 50Δ | 174.82 | 36.5% | 4.7% | 174.70 | 34.2% | 3.3% |
| 55Δ | 172.58 | 36.3% | 4.0% | 176.73 | 33.5% | 2.8% |
| 60Δ | 170.35 | 36.0% | 3.4% | 178.76 | 32.8% | 2.2% |
| 65Δ | 167.91 | 36.6% | 2.9% | 180.84 | 32.1% | 1.7% |
| 70Δ | 165.44 | 37.3% | 2.4% | 183.01 | 31.6% | 1.3% |
| 75Δ | 162.42 | 38.6% | 2.0% | 185.28 | 31.2% | 0.9% |
| 80Δ | 159.10 | 39.9% | 1.6% | 188.49 | 31.9% | 0.6% |
20Δ
- Pseudo strike
- 190.37
- IV
- 35.9%
- B/E move
- 10.9%
- Pseudo strike
- 159.89
- IV
- 37.7%
- B/E move
- 9.0%
25Δ
- Pseudo strike
- 186.47
- IV
- 34.0%
- B/E move
- 8.9%
- Pseudo strike
- 162.96
- IV
- 36.5%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 183.63
- IV
- 33.6%
- B/E move
- 7.7%
- Pseudo strike
- 165.77
- IV
- 35.5%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 181.39
- IV
- 34.3%
- B/E move
- 6.8%
- Pseudo strike
- 168.13
- IV
- 35.0%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 179.17
- IV
- 35.1%
- B/E move
- 6.0%
- Pseudo strike
- 170.45
- IV
- 34.5%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 177.00
- IV
- 35.8%
- B/E move
- 5.4%
- Pseudo strike
- 172.57
- IV
- 34.4%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 174.82
- IV
- 36.5%
- B/E move
- 4.7%
- Pseudo strike
- 174.70
- IV
- 34.2%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 172.58
- IV
- 36.3%
- B/E move
- 4.0%
- Pseudo strike
- 176.73
- IV
- 33.5%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 170.35
- IV
- 36.0%
- B/E move
- 3.4%
- Pseudo strike
- 178.76
- IV
- 32.8%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 167.91
- IV
- 36.6%
- B/E move
- 2.9%
- Pseudo strike
- 180.84
- IV
- 32.1%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 165.44
- IV
- 37.3%
- B/E move
- 2.4%
- Pseudo strike
- 183.01
- IV
- 31.6%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 162.42
- IV
- 38.6%
- B/E move
- 2.0%
- Pseudo strike
- 185.28
- IV
- 31.2%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 159.10
- IV
- 39.9%
- B/E move
- 1.6%
- Pseudo strike
- 188.49
- IV
- 31.9%
- B/E move
- 0.6%
Options history
No recorded observations