IntraAlpha
Create free account Start free

Enanta Pharmaceuticals, Inc. Common Stock ENTA

i

Market datapartial · fetched 2026-10-22T14:27:22.007Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T14:10:54.138964724Z

FundamentalsAlpha Vantage · unavailable

Share price$11.40
1D+2.8%
$11.05$11.18$11.31$11.44$11.585:30 AM6:30 AM9:00 AM1:00 PMENTA
Sold putSold call

Enanta Pharmaceuticals, Inc. Common Stock options

Live interpolated ENTA call and put midpoint premiums by absolute delta.Enanta Pharmaceuticals, Inc. Common Stock$0.91$2.24$3.57$4.90$6.23$2.08$6.17$10.26$14.36$18.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENTA spot · $11.40ENTA PRICE$1.05$1.14$1.30$1.45$1.61$1.77$1.92$2.08$2.24$1.51$1.65$1.78$1.92$2.06$2.19$2.33$2.67$3.06$3.45$3.83$4.64$5.85
PutsExpensive2.60×
CallsExpensive1.79×
SkewBearish+41.23 pp
Implied moveBearish±$3.93
TiltBearish43.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.94306.2%61.2%
25Δ7.00269.5%53.1%
30Δ20.34136.5%87.6%8.06232.9%44.9%
35Δ17.11116.4%60.1%9.12196.2%36.8%
40Δ16.15110.1%53.1%10.19159.6%28.7%
45Δ15.19103.9%46.0%11.25122.9%20.5%
50Δ14.2397.7%39.0%12.3186.3%12.4%
55Δ13.2791.5%31.9%12.9878.2%9.6%
60Δ12.3185.2%24.9%13.5676.3%7.9%
65Δ11.3579.0%17.8%14.1474.3%6.2%
70Δ10.3972.8%10.8%14.7172.4%4.6%
75Δ15.6773.5%3.2%
80Δ17.0077.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
306.2%
B/E move
61.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.00
IV
269.5%
B/E move
53.1%

30Δ

Calls
Pseudo strike
20.34
IV
136.5%
B/E move
87.6%
Puts
Pseudo strike
8.06
IV
232.9%
B/E move
44.9%

35Δ

Calls
Pseudo strike
17.11
IV
116.4%
B/E move
60.1%
Puts
Pseudo strike
9.12
IV
196.2%
B/E move
36.8%

40Δ

Calls
Pseudo strike
16.15
IV
110.1%
B/E move
53.1%
Puts
Pseudo strike
10.19
IV
159.6%
B/E move
28.7%

45Δ

Calls
Pseudo strike
15.19
IV
103.9%
B/E move
46.0%
Puts
Pseudo strike
11.25
IV
122.9%
B/E move
20.5%

50Δ

Calls
Pseudo strike
14.23
IV
97.7%
B/E move
39.0%
Puts
Pseudo strike
12.31
IV
86.3%
B/E move
12.4%

55Δ

Calls
Pseudo strike
13.27
IV
91.5%
B/E move
31.9%
Puts
Pseudo strike
12.98
IV
78.2%
B/E move
9.6%

60Δ

Calls
Pseudo strike
12.31
IV
85.2%
B/E move
24.9%
Puts
Pseudo strike
13.56
IV
76.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
11.35
IV
79.0%
B/E move
17.8%
Puts
Pseudo strike
14.14
IV
74.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
10.39
IV
72.8%
B/E move
10.8%
Puts
Pseudo strike
14.71
IV
72.4%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.67
IV
73.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.00
IV
77.5%
B/E move
2.1%

Options history

No recorded observations