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Enanta Pharmaceuticals, Inc. Common Stock ENTA

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Market datapartial · fetched 2026-10-22T10:32:15.231Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.439056289Z

FundamentalsAlpha Vantage · unavailable

Share price$11.31
1D-3.0%
AH$11.27$11.41$11.55$11.69$11.835:30 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$0.99$1.56$2.14$2.71$3.29$5.61$8.50$11.40$14.29$17.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENTA spot · $11.31ENTA PRICE$1.05$1.09$1.19$1.35$1.51$1.61$1.72$1.82$1.93$2.38$3.12$1.09$1.09$1.10$1.21$1.32$1.43$1.55$1.66$1.77
PutsExpensive2.80×
CallsExpensive2.73×
SkewBullish-5.52 pp
Implied moveBalanced±$3.05
TiltBullish21.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.48271.8%43.4%
25Δ8.71208.3%32.7%
30Δ20.09234.3%86.9%9.93144.7%21.9%
35Δ16.23188.7%53.1%10.38132.6%18.9%
40Δ14.42167.2%38.1%10.79123.6%16.3%
45Δ13.42159.6%30.6%11.19114.5%13.7%
50Δ12.46151.8%23.5%11.59105.4%11.2%
55Δ11.90140.0%19.5%12.0096.3%8.6%
60Δ11.35128.3%15.6%12.4087.2%6.0%
65Δ10.80116.6%11.6%
70Δ10.25104.8%7.7%
75Δ9.55110.1%5.5%
80Δ8.73129.1%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.48
IV
271.8%
B/E move
43.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
208.3%
B/E move
32.7%

30Δ

Calls
Pseudo strike
20.09
IV
234.3%
B/E move
86.9%
Puts
Pseudo strike
9.93
IV
144.7%
B/E move
21.9%

35Δ

Calls
Pseudo strike
16.23
IV
188.7%
B/E move
53.1%
Puts
Pseudo strike
10.38
IV
132.6%
B/E move
18.9%

40Δ

Calls
Pseudo strike
14.42
IV
167.2%
B/E move
38.1%
Puts
Pseudo strike
10.79
IV
123.6%
B/E move
16.3%

45Δ

Calls
Pseudo strike
13.42
IV
159.6%
B/E move
30.6%
Puts
Pseudo strike
11.19
IV
114.5%
B/E move
13.7%

50Δ

Calls
Pseudo strike
12.46
IV
151.8%
B/E move
23.5%
Puts
Pseudo strike
11.59
IV
105.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
11.90
IV
140.0%
B/E move
19.5%
Puts
Pseudo strike
12.00
IV
96.3%
B/E move
8.6%

60Δ

Calls
Pseudo strike
11.35
IV
128.3%
B/E move
15.6%
Puts
Pseudo strike
12.40
IV
87.2%
B/E move
6.0%

65Δ

Calls
Pseudo strike
10.80
IV
116.6%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.25
IV
104.8%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.55
IV
110.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.73
IV
129.1%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations