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Entegris Inc ENTG

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-22T06:26:35.245Z

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 · 2026-10-21T21:33:59.165244336Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:26:33.317546+00:00

Share price$146.53
1D+0.8%
AH$145$146$147$149$1505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENTG
Sold putSold callAH

Entegris Inc options

Live interpolated ENTG call and put midpoint premiums by absolute delta.Entegris Inc$2.45$10.24$18.02$25.81$33.60$109.10$128.70$148.31$167.91$187.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENTG spot · $146.53ENTG PRICE$3.29$4.28$5.53$6.81$8.02$9.97$11.32$13.38$15.50$17.79$20.56$24.03$27.98$3.92$5.15$6.50$7.93$9.56$11.49$13.82$15.51$18.13$21.07$23.91$27.34$31.35
PutsExpensive1.07×
CallsExpensive1.28×
SkewBullish-8.52 pp
Implied moveBearish±$25.14
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.4778.4%26.1%125.4876.4%17.0%
25Δ174.2477.0%21.8%130.3474.9%14.6%
30Δ169.1878.5%19.2%134.6873.7%12.5%
35Δ164.1578.7%16.7%138.7072.4%10.8%
40Δ158.7876.2%13.8%142.5271.7%9.3%
45Δ155.2481.0%12.7%146.3071.9%8.0%
50Δ150.6578.4%10.5%150.1573.2%7.0%
55Δ146.5379.9%9.1%153.6770.5%5.7%
60Δ142.4080.6%7.8%157.7170.4%4.7%
65Δ138.1680.8%6.4%161.9070.6%3.9%
70Δ133.7081.9%5.3%166.0169.3%3.0%
75Δ128.7884.1%4.3%170.5668.4%2.3%
80Δ123.4085.8%3.3%175.5867.3%1.6%

20Δ

Calls
Pseudo strike
181.47
IV
78.4%
B/E move
26.1%
Puts
Pseudo strike
125.48
IV
76.4%
B/E move
17.0%

25Δ

Calls
Pseudo strike
174.24
IV
77.0%
B/E move
21.8%
Puts
Pseudo strike
130.34
IV
74.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
169.18
IV
78.5%
B/E move
19.2%
Puts
Pseudo strike
134.68
IV
73.7%
B/E move
12.5%

35Δ

Calls
Pseudo strike
164.15
IV
78.7%
B/E move
16.7%
Puts
Pseudo strike
138.70
IV
72.4%
B/E move
10.8%

40Δ

Calls
Pseudo strike
158.78
IV
76.2%
B/E move
13.8%
Puts
Pseudo strike
142.52
IV
71.7%
B/E move
9.3%

45Δ

Calls
Pseudo strike
155.24
IV
81.0%
B/E move
12.7%
Puts
Pseudo strike
146.30
IV
71.9%
B/E move
8.0%

50Δ

Calls
Pseudo strike
150.65
IV
78.4%
B/E move
10.5%
Puts
Pseudo strike
150.15
IV
73.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
146.53
IV
79.9%
B/E move
9.1%
Puts
Pseudo strike
153.67
IV
70.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
142.40
IV
80.6%
B/E move
7.8%
Puts
Pseudo strike
157.71
IV
70.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
138.16
IV
80.8%
B/E move
6.4%
Puts
Pseudo strike
161.90
IV
70.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
133.70
IV
81.9%
B/E move
5.3%
Puts
Pseudo strike
166.01
IV
69.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
128.78
IV
84.1%
B/E move
4.3%
Puts
Pseudo strike
170.56
IV
68.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
123.40
IV
85.8%
B/E move
3.3%
Puts
Pseudo strike
175.58
IV
67.3%
B/E move
1.6%

Options history

No recorded observations