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Entera Bio Ltd. Ordinary Shares ENTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:57:36.744Z

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 · 2026-11-11T23:34:44.319406751Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:36.399593+00:00

Share price$3.16
1D-0.3%
AH$3.12$3.16$3.20$3.23$3.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENTX
Sold putSold callAH

Entera Bio Ltd. Ordinary Shares options

Live interpolated ENTX call and put midpoint premiums by absolute delta.Entera Bio Ltd. Ordinary Shares$0.22$0.76$1.30$1.84$2.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEENTX PRICE$0.28$0.30$1.80$2.01$2.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ4.16568.0%25.5%
50Δ4.48542.8%21.9%
55Δ4.81517.7%18.3%
60Δ3.14119.4%8.0%
65Δ3.01109.1%4.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
568.0%
B/E move
25.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
542.8%
B/E move
21.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
517.7%
B/E move
18.3%

60Δ

Calls
Pseudo strike
3.14
IV
119.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.01
IV
109.1%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend220.59%
Daily close
ENTX220.1%223.9%227.7%2026-08-28: 227.15%2026-09-29: 220.59%Aug 28Sep 29
2 observations2026-08-28 — 2026-09-29
Table
DateIV (%)
227.15%
220.59%