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Entegris, Inc. Common Stock ENTG

i

Market dataready · fetched 2026-11-11T14:49:57.418Z

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 · 2026-11-11T14:49:55.295138831Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-11T14:49:57.192857+00:00

Share price$144.98
1D-1.8%
$144.08$144.88$145.69$146.50$147.305:30 AM6:30 AM9:00 AM1:00 PMENTG
Sold putSold call

Entegris, Inc. Common Stock options

Live interpolated ENTG call and put midpoint premiums by absolute delta.Entegris, Inc. Common Stock$1.35$7.18$13.01$18.83$24.66$109.80$127.72$145.64$163.55$181.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENTG spot · $144.98ENTG PRICE$1.98$2.60$3.47$4.34$5.22$6.16$7.17$8.31$9.63$11.11$12.83$14.83$17.11$2.41$3.18$4.02$4.92$6.03$7.25$8.72$10.37$12.11$13.89$16.36$19.30$22.98
PutsCheap0.72×
CallsCheap0.67×
SkewBearish+2.62 pp
Implied moveBearish±$15.89
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.3882.7%14.1%130.3488.4%11.8%
25Δ159.3180.5%11.7%133.5087.0%10.1%
30Δ156.9084.1%10.6%136.3985.8%8.7%
35Δ154.4186.8%9.5%139.0484.8%7.5%
40Δ151.6586.4%8.2%141.5685.0%6.5%
45Δ148.9885.9%7.0%144.0085.8%5.7%
50Δ146.4685.2%6.0%146.5487.1%4.9%
55Δ143.9784.9%5.0%149.1788.7%4.3%
60Δ141.5285.3%4.3%151.8788.9%3.6%
65Δ138.9985.8%3.5%154.6188.5%2.9%
70Δ136.3486.5%2.9%157.8789.4%2.4%
75Δ133.4787.2%2.3%161.5591.0%1.9%
80Δ130.3988.0%1.7%165.9192.9%1.4%

20Δ

Calls
Pseudo strike
163.38
IV
82.7%
B/E move
14.1%
Puts
Pseudo strike
130.34
IV
88.4%
B/E move
11.8%

25Δ

Calls
Pseudo strike
159.31
IV
80.5%
B/E move
11.7%
Puts
Pseudo strike
133.50
IV
87.0%
B/E move
10.1%

30Δ

Calls
Pseudo strike
156.90
IV
84.1%
B/E move
10.6%
Puts
Pseudo strike
136.39
IV
85.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
154.41
IV
86.8%
B/E move
9.5%
Puts
Pseudo strike
139.04
IV
84.8%
B/E move
7.5%

40Δ

Calls
Pseudo strike
151.65
IV
86.4%
B/E move
8.2%
Puts
Pseudo strike
141.56
IV
85.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
148.98
IV
85.9%
B/E move
7.0%
Puts
Pseudo strike
144.00
IV
85.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
146.46
IV
85.2%
B/E move
6.0%
Puts
Pseudo strike
146.54
IV
87.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
143.97
IV
84.9%
B/E move
5.0%
Puts
Pseudo strike
149.17
IV
88.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
141.52
IV
85.3%
B/E move
4.3%
Puts
Pseudo strike
151.87
IV
88.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
138.99
IV
85.8%
B/E move
3.5%
Puts
Pseudo strike
154.61
IV
88.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
136.34
IV
86.5%
B/E move
2.9%
Puts
Pseudo strike
157.87
IV
89.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
133.47
IV
87.2%
B/E move
2.3%
Puts
Pseudo strike
161.55
IV
91.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
130.39
IV
88.0%
B/E move
1.7%
Puts
Pseudo strike
165.91
IV
92.9%
B/E move
1.4%

Options history

IV · four-Friday blend68.14%
Daily close
ENTG59.8%66.9%74.0%2026-08-13: 68.40%2026-08-14: 65.80%2026-08-17: 68.47%2026-08-18: 68.95%2026-08-19: 69.90%2026-08-20: 70.90%2026-08-21: 67.57%2026-08-24: 67.96%2026-08-25: 67.08%2026-08-26: 67.08%2026-08-27: 65.13%2026-08-28: 62.09%2026-08-31: 63.82%2026-09-01: 64.75%2026-09-02: 63.33%2026-09-03: 63.18%2026-09-04: 63.70%2026-09-08: 67.19%2026-09-09: 65.92%2026-09-10: 65.23%2026-09-11: 63.40%2026-09-14: 68.47%2026-09-15: 67.95%2026-09-16: 67.30%2026-09-17: 67.12%2026-09-18: 63.79%2026-09-21: 64.09%2026-09-22: 65.64%2026-09-23: 64.65%2026-09-24: 65.43%2026-09-25: 65.16%2026-09-28: 65.16%2026-09-29: 66.51%2026-09-30: 65.09%2026-10-01: 63.38%2026-10-02: 60.81%2026-10-05: 61.81%2026-10-06: 60.97%2026-10-07: 61.24%2026-10-08: 62.94%2026-10-09: 61.35%2026-10-12: 64.72%2026-10-13: 65.83%2026-10-14: 66.34%2026-10-15: 68.43%2026-10-16: 65.88%2026-10-19: 65.90%2026-10-20: 67.60%2026-10-21: 66.16%2026-10-22: 71.93%2026-10-23: 70.76%2026-10-26: 73.03%2026-10-27: 70.62%2026-10-28: 69.04%2026-10-29: 63.22%2026-10-30: 68.14%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
68.40%
65.80%
68.47%
68.95%
69.90%
70.90%
67.57%
67.96%
67.08%
67.08%
65.13%
62.09%
63.82%
64.75%
63.33%
63.18%
63.70%
67.19%
65.92%
65.23%
63.40%
68.47%
67.95%
67.30%
67.12%
63.79%
64.09%
65.64%
64.65%
65.43%
65.16%
65.16%
66.51%
65.09%
63.38%
60.81%
61.81%
60.97%
61.24%
62.94%
61.35%
64.72%
65.83%
66.34%
68.43%
65.88%
65.90%
67.60%
66.16%
71.93%
70.76%
73.03%
70.62%
69.04%
63.22%
68.14%