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Entera Bio Ltd. Ordinary Shares ENTX

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Market datapartial · fetched 2026-10-22T14:52:14.450Z

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 · 2026-10-22T14:51:19.203532233Z

FundamentalsAlpha Vantage · unavailable

Share price$2.99
1D+1.2%
$2.94$2.97$2.99$3.01$3.035:30 AM6:30 AM9:00 AM1:00 PMENTX
Sold putSold call

Entera Bio Ltd. Ordinary Shares options

Live interpolated ENTX call and put midpoint premiums by absolute delta.Entera Bio Ltd. Ordinary Shares$0.26$0.97$1.69$2.40$3.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEENTX PRICE$0.34$0.37$0.41$0.45$0.63$0.99$1.36$1.72$1.92$2.61$2.68$2.76$2.83$2.91
PutsExpensive1.85×
CallsExpensive2.63×
SkewBullish-116.09 pp
Implied move——
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ3.93182.5%42.9%
45Δ3.67171.3%35.5%
50Δ3.41160.0%28.1%
55Δ3.15148.8%20.6%
60Δ3.44214.3%36.3%5.12291.3%15.9%
65Δ4.46381.6%82.5%5.27269.8%13.4%
70Δ5.47548.9%128.8%5.42248.4%10.9%
75Δ6.49716.2%175.0%5.56226.9%8.5%
80Δ4.89756.7%128.0%5.71205.5%6.0%

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
3.93
IV
182.5%
B/E move
42.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.67
IV
171.3%
B/E move
35.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.41
IV
160.0%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.15
IV
148.8%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.44
IV
214.3%
B/E move
36.3%
Puts
Pseudo strike
5.12
IV
291.3%
B/E move
15.9%

65Δ

Calls
Pseudo strike
4.46
IV
381.6%
B/E move
82.5%
Puts
Pseudo strike
5.27
IV
269.8%
B/E move
13.4%

70Δ

Calls
Pseudo strike
5.47
IV
548.9%
B/E move
128.8%
Puts
Pseudo strike
5.42
IV
248.4%
B/E move
10.9%

75Δ

Calls
Pseudo strike
6.49
IV
716.2%
B/E move
175.0%
Puts
Pseudo strike
5.56
IV
226.9%
B/E move
8.5%

80Δ

Calls
Pseudo strike
4.89
IV
756.7%
B/E move
128.0%
Puts
Pseudo strike
5.71
IV
205.5%
B/E move
6.0%

Options history

No recorded observations