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Enanta Pharmaceuticals, Inc. Common Stock ENTA

i

Market dataready · fetched 2026-11-11T14:12:22.738Z

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 · 2026-11-10T21:00:00.196060422Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T14:03:55.648627+00:00

Share price$11.22
1D-1.9%
AH$10.94$11.13$11.32$11.50$11.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENTA
Sold putSold callAH

Enanta Pharmaceuticals, Inc. Common Stock options

Live interpolated ENTA call and put midpoint premiums by absolute delta.Enanta Pharmaceuticals, Inc. Common Stock$0.20$0.98$1.76$2.54$3.32$8.38$9.61$10.84$12.08$13.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ENTA spot · $11.22ENTA PRICE$1.18$1.10$1.17$1.26$1.35$1.44$1.53$1.61$1.70$0.28$0.37$0.55$0.73$0.92$1.10$1.28$1.46$1.64$1.85$2.26$2.68$3.10
PutsExpensive1.70×
Calls——
Skew——
Implied moveBullish±$2.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.50125.3%17.9%
25Δ10.04122.6%13.9%
30Δ23.22494.5%117.4%10.35124.7%12.7%
35Δ16.26344.3%54.7%10.66126.9%11.5%
40Δ14.62302.7%40.7%10.97129.0%10.3%
45Δ13.91279.5%35.2%11.29131.1%9.2%
50Δ13.20256.3%29.7%11.60133.2%8.0%
55Δ12.50233.2%24.2%11.91135.4%6.8%
60Δ11.79210.0%18.7%12.22137.5%5.7%
65Δ11.08186.8%13.2%12.56139.2%4.5%
70Δ10.37163.7%7.6%13.06138.2%3.8%
75Δ13.56137.1%3.0%
80Δ14.06136.0%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.50
IV
125.3%
B/E move
17.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.04
IV
122.6%
B/E move
13.9%

30Δ

Calls
Pseudo strike
23.22
IV
494.5%
B/E move
117.4%
Puts
Pseudo strike
10.35
IV
124.7%
B/E move
12.7%

35Δ

Calls
Pseudo strike
16.26
IV
344.3%
B/E move
54.7%
Puts
Pseudo strike
10.66
IV
126.9%
B/E move
11.5%

40Δ

Calls
Pseudo strike
14.62
IV
302.7%
B/E move
40.7%
Puts
Pseudo strike
10.97
IV
129.0%
B/E move
10.3%

45Δ

Calls
Pseudo strike
13.91
IV
279.5%
B/E move
35.2%
Puts
Pseudo strike
11.29
IV
131.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
13.20
IV
256.3%
B/E move
29.7%
Puts
Pseudo strike
11.60
IV
133.2%
B/E move
8.0%

55Δ

Calls
Pseudo strike
12.50
IV
233.2%
B/E move
24.2%
Puts
Pseudo strike
11.91
IV
135.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
11.79
IV
210.0%
B/E move
18.7%
Puts
Pseudo strike
12.22
IV
137.5%
B/E move
5.7%

65Δ

Calls
Pseudo strike
11.08
IV
186.8%
B/E move
13.2%
Puts
Pseudo strike
12.56
IV
139.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.37
IV
163.7%
B/E move
7.6%
Puts
Pseudo strike
13.06
IV
138.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.56
IV
137.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.06
IV
136.0%
B/E move
2.3%

Options history

IV · four-Friday blend108.43%
Daily close
ENTA64.3%140.5%216.7%2026-08-21: 93.29%2026-08-24: 78.86%2026-08-25: 74.82%2026-08-27: 78.11%2026-08-28: 84.24%2026-08-31: 84.78%2026-09-01: 85.35%2026-09-02: 83.43%2026-09-03: 76.91%2026-09-11: 93.43%2026-09-14: 112.41%2026-09-16: 140.94%2026-09-18: 82.16%2026-09-21: 81.67%2026-09-22: 78.70%2026-09-23: 78.75%2026-09-24: 87.60%2026-09-25: 91.74%2026-09-28: 91.04%2026-09-29: 97.59%2026-09-30: 92.90%2026-10-02: 92.95%2026-10-06: 103.37%2026-10-07: 108.68%2026-10-08: 112.81%2026-10-09: 105.03%2026-10-13: 135.25%2026-10-15: 206.19%2026-10-16: 99.65%2026-10-19: 87.09%2026-10-20: 95.98%2026-10-21: 97.14%2026-10-22: 95.03%2026-10-23: 94.19%2026-10-26: 98.25%2026-10-27: 94.72%2026-10-28: 92.46%2026-10-29: 99.94%2026-10-30: 108.43%Aug 21Sep 29Oct 30
39 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
93.29%
78.86%
74.82%
78.11%
84.24%
84.78%
85.35%
83.43%
76.91%
93.43%
112.41%
140.94%
82.16%
81.67%
78.70%
78.75%
87.60%
91.74%
91.04%
97.59%
92.90%
92.95%
103.37%
108.68%
112.81%
105.03%
135.25%
206.19%
99.65%
87.09%
95.98%
97.14%
95.03%
94.19%
98.25%
94.72%
92.46%
99.94%
108.43%